# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-25-010963
**Filing Date:** 2025-9
**Character Count:** 2664088
**Document Hash:** 0a7b6f99f6eb3c40a9153e746c4254d7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-010963.hdr.sgml**: 20250925

**ACCESSION NUMBER**: 0001410368-25-010963

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250925

**DATE AS OF CHANGE**: 20250925

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 251342105

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

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

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

## Series and Classes Contracts Data

### International High Relative Profitability Portfolio (Series ID: S000057238)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000182416 | Institutional Class | DIHRX           |

## Nport-Ex

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**PORTFOLIO HOLDINGS REPORT**

**July 31, 2025** <br>**(UNAUDITED)**

**Table of Contents** 

---

| |
|:---|
| **[Definitions of Abbreviations and Footnotes](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_AF-TOCHeader-688_1)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Dimensional VA U.S. Large Value Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-753_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Dimensional VA International Value Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-754_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Dimensional VA International Small Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-756_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Dimensional VA Short-Term Fixed Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-752_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Dimensional VA Global Bond Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-755_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Dimensional VIT Inflation-Protected Securities Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-758_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Dimensional VA Global Moderate Allocation Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-757_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. Large Cap Growth Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-770_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. Small Cap Growth Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-771_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [International Large Cap Growth Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-772_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [International Small Cap Growth Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-773_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Social Fixed Income Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-769_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Diversified Fixed Income Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-740_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. High Relative Profitability Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-715_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [International High Relative Profitability Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-717_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Dimensional VA Equity Allocation Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-759_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA MN Municipal Bond Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-741_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA California Municipal Real Return Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-885_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Global Core Plus Fixed Income Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-884_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Emerging Markets Sustainability Core 1 Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-886_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Emerging Markets Targeted Value Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-1362_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Global Sustainability Fixed Income Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-1363_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Oregon Municipal Bond Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-1457_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Global Core Plus Real Return Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-1706_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Emerging Markets ex China Core Equity Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-1744_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Dimensional World ex U.S. Sustainability Targeted Value Portfolio](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_SOI-TOC-ScheduleofInvestments-1874_1) |
| [Notes to Financial Statements](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_NTF-NotestoFinancialStatements_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Organization](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_NTF-NotestoFinancialStatements_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Security Valuation](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_NTF-NotestoFinancialStatements_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Financial Instruments](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_NTF-NotestoFinancialStatements_3) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Federal Tax Cost](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_NTF-NotestoFinancialStatements_7) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Other](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_NTF-NotestoFinancialStatements_9) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Subsequent Event Evaluations](#xx_29c13997-ba6f-4c60-81ed-2300190c2418_NTF-NotestoFinancialStatements_9) |

---

------

**Table of Contents** 

**CONTINUED**

THE DFA INVESTMENT TRUST COMPANY

SCHEDULES OF INVESTMENTS

The U.S. Large Cap Value Series

The DFA International Value Series

The Japanese Small Company Series

The Asia Pacific Small Company Series

The United Kingdom Small Company Series

The Continental Small Company Series

The Emerging Markets Series

The Emerging Markets Small Cap Series

NOTES TO FINANCIAL STATEMENTS

Organization

Security Valuation

Financial Instruments

Federal Tax Cost

Other

Subsequent Event Evaluations

DIMENSIONAL EMERGING MARKETS VALUE FUND

SCHEDULE OF INVESTMENTS

NOTES TO FINANCIAL STATEMENTS

Organization

Security Valuation

Financial Instruments

Federal Tax Cost

Other

Subsequent Event Evaluations

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES**

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

---

| | |
|:---|:---|
| Investment Abbreviations | Investment Abbreviations |
| 3M Swap | Three Month Swap |
| ADR | American Depositary Receipt |
| AMBAC | American Municipal Bond Assurance Corporation |
| BAM | Build America Mutual |
| CPI | Consumer Price Index |
| EURIBOR | Euro Interbank Offered Rate |
| FRN | Floating Rate Note |
| GDR | Global Depositary Receipt |
| GO | General Obligation |
| RB | Revenue Bond |
| RN | Revenue Note |
| SCH BD GTY | School Bond Guaranty |
| SD CRED PROG | School District Credit Program |
| SOFR | Secured Overnight Financing Rate  |
| TBA | To be announced |
| USTMMR | U.S. Treasury Money Market Rate |
| AUD | Australian Dollars |
| CAD | Canadian Dollars |
| EUR | Euro |
| GBP | British Pounds |
| JPY | Japanese Yen |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollars |
| SGD | Singapore Dollars |
| USD | United States Dollars |

---

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

---

| | |
|:---|:---|
| Investment Footnotes | Investment Footnotes |
| † | See Security Valuation Note within the Notes to Schedules of Investments. |
| # | Total or Partial Securities on Loan. |
| \* | Non-Income Producing Securities. |
| Ɏ | Represents 7 Day subsidized yield as of 7/31/25. |
| @ | Security purchased with cash collateral received from Securities on Loan. |
| § | Affiliated Fund. |
| ^^ | See Federal Tax Cost Note within the Notes to Schedules of Investments. |
| » | &nbsp;&nbsp; Securities have generally been fair valued. See Security Valuation Note within the <br> Notes to Schedules of Investments.<br>|
| Ω | &nbsp;&nbsp; Rule 144A, Section 4(2), or other security that is restricted as to resale to institutional <br> investors. This security has been deemed liquid based upon the Fund's Liquidity <br> Guidelines. The liquidity determination is unaudited.<br>|
| †† | Security valued using significant unobservable inputs (Level 3). |
| (r) | The adjustable rate shown is effective as of July 31, 2025. |
| ∞ | Rates reflect the effective yields at purchase date. |
| ^ | Denominated in USD, unless otherwise noted. |
| Δ | Zero Coupon Security. |

---

------

**CONTINUED**

---

| | |
|:---|:---|
| ¤ | &nbsp;&nbsp; Pre-refunded bonds are collateralized by U.S. Government or other eligible securities <br> that are held in escrow and used to pay principal and interest and retire the bonds at <br> the earliest refunding date (payment date) and/or whose interest rates vary with <br> changes in a designated base rate (such as the prime interest rate).<br>|

---

------

**Dimensional VA U.S. Large Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (99.2%) | COMMON STOCKS — (99.2%) | COMMON STOCKS — (99.2%) | COMMON STOCKS — (99.2%) |
| COMMUNICATION SERVICES — (7.5%) | COMMUNICATION SERVICES — (7.5%) | COMMUNICATION SERVICES — (7.5%) | COMMUNICATION SERVICES — (7.5%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alphabet, Inc. (GOOG <br> US), Class C<br>| 6087 | &nbsp;&nbsp; $1173939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alphabet, Inc. (GOOGL <br> US), Class A<br>| 7029 | &nbsp;&nbsp; 1348865 |
|  | AT&T, Inc. | 359732 | &nbsp;&nbsp; 9860254 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Charter <br> Communications, <br> Inc., Class A<br>| 5012 | &nbsp;&nbsp; 1350032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Comcast Corp., <br> Class A<br>| 191883 | &nbsp;&nbsp; 6376272 |
|  | Electronic Arts, Inc. | 12698 | &nbsp;&nbsp; 1936318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fox Corp. (FOX US), <br> Class B<br>| 19981 | &nbsp;&nbsp; 1021828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fox Corp. (FOXA US), <br> Class A<br>| 20910 | &nbsp;&nbsp; 1165942 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCI Liberty, Inc. <br> (GLBKV US), <br> Class C<br>| 1320 | &nbsp;&nbsp; 43890 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCI Liberty, Inc. <br> (GLIBA US), <br> Class A<br>| 120 | &nbsp;&nbsp; 3965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interpublic Group of <br> Cos., Inc.<br>| 20575 | &nbsp;&nbsp; 506145 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 600 | &nbsp;&nbsp; 36678 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband <br> Corp. (LBRDK US), <br> Class C<br>| 6600 | &nbsp;&nbsp; 404712 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONA US), <br> Class A<br>| 535 | &nbsp;&nbsp; 48214 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONK US), <br> Class C<br>| 4527 | &nbsp;&nbsp; 454285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; News Corp. (NWS <br> US), Class B<br>| 8065 | &nbsp;&nbsp; 269532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; News Corp. (NWSA <br> US), Class A<br>| 16744 | &nbsp;&nbsp; 490934 |
| # | Omnicom Group, Inc. | 8040 | &nbsp;&nbsp; 579282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Global <br> (PARA US), Class B<br>| 38139 | &nbsp;&nbsp; 479407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Global <br> (PARAA US), <br> Class A<br>| 1652 | &nbsp;&nbsp; 31537 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sirius XM Holdings, <br> Inc.<br>| 3978 | &nbsp;&nbsp; 84015 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sphere Entertainment <br> Co.<br>| 154 | &nbsp;&nbsp; $6630 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Take-Two Interactive <br> Software, Inc.<br>| 6014 | &nbsp;&nbsp; 1339498 |
|  | T-Mobile U.S., Inc. | 28623 | &nbsp;&nbsp; 6824010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Verizon <br> Communications, <br> Inc.<br>| 217401 | &nbsp;&nbsp; 9296067 |
|  | Walt Disney Co. | 35019 | &nbsp;&nbsp; 4171113 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Warner Bros <br> Discovery, Inc.<br>| 107264 | &nbsp;&nbsp; 1412667 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES |  | &nbsp;&nbsp; 50716031 |
| CONSUMER DISCRETIONARY — (4.8%) | CONSUMER DISCRETIONARY — (4.8%) | CONSUMER DISCRETIONARY — (4.8%) | CONSUMER DISCRETIONARY — (4.8%) |
| \* | Aptiv PLC | 5913 | &nbsp;&nbsp; 405868 |
|  | Aramark | 21061 | &nbsp;&nbsp; 896356 |
|  | Autoliv, Inc. | 7172 | &nbsp;&nbsp; 800037 |
|  | Best Buy Co., Inc. | 3596 | &nbsp;&nbsp; 233956 |
|  | BorgWarner, Inc. | 10903 | &nbsp;&nbsp; 401230 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Caesars <br> Entertainment, Inc.<br>| 2169 | &nbsp;&nbsp; 57869 |
| \* | Capri Holdings Ltd. | 1300 | &nbsp;&nbsp; 23647 |
| \* | CarMax, Inc. | 7769 | &nbsp;&nbsp; 439803 |
| \* | Carnival Corp. | 43840 | &nbsp;&nbsp; 1305117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dick's Sporting Goods, <br> Inc.<br>| 958 | &nbsp;&nbsp; 202627 |
|  | DR Horton, Inc. | 23757 | &nbsp;&nbsp; 3393450 |
|  | eBay, Inc. | 26708 | &nbsp;&nbsp; 2450459 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Flutter Entertainment <br> PLC<br>| 2116 | &nbsp;&nbsp; 639582 |
|  | Ford Motor Co. | 313394 | &nbsp;&nbsp; 3469272 |
|  | Gap, Inc. | 1476 | &nbsp;&nbsp; 28723 |
|  | Garmin Ltd. | 7850 | &nbsp;&nbsp; 1717266 |
|  | General Motors Co. | 91295 | &nbsp;&nbsp; 4869675 |
|  | Gentex Corp. | 3570 | &nbsp;&nbsp; 94319 |
|  | Genuine Parts Co. | 6863 | &nbsp;&nbsp; 884503 |
|  | Harley-Davidson, Inc. | 1373 | &nbsp;&nbsp; 33405 |
|  | Hasbro, Inc. | 1003 | &nbsp;&nbsp; 75386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyatt Hotels Corp., <br> Class A<br>| 2188 | &nbsp;&nbsp; 308442 |
|  | Lear Corp. | 4194 | &nbsp;&nbsp; 395452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lennar Corp. (LEN <br> US), Class A<br>| 16013 | &nbsp;&nbsp; 1796338 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lennar Corp. (LENB <br> US), Class B<br>| 1507 | &nbsp;&nbsp; 161520 |
|  | Lithia Motors, Inc. | 218 | &nbsp;&nbsp; 62784 |
|  | LKQ Corp. | 35025 | &nbsp;&nbsp; 1032187 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MGM Resorts <br> International<br>| 7230 | &nbsp;&nbsp; 263534 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mohawk Industries, <br> Inc.<br>| 618 | &nbsp;&nbsp; 70767 |
| \* | NVR, Inc. | 40 | &nbsp;&nbsp; 301980 |

---

------

**Dimensional VA U.S. Large Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Penske Automotive <br> Group, Inc.<br>| 3800 | &nbsp;&nbsp; $636158 |
|  | PulteGroup, Inc. | 20992 | &nbsp;&nbsp; 2370417 |
|  | PVH Corp. | 672 | &nbsp;&nbsp; 49338 |
|  | Ralph Lauren Corp. | 2390 | &nbsp;&nbsp; 714013 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rivian Automotive, <br> Inc., Class A<br>| 19400 | &nbsp;&nbsp; 249678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Service Corp. <br> International<br>| 700 | &nbsp;&nbsp; 53417 |
|  | Tapestry, Inc. | 2585 | &nbsp;&nbsp; 279258 |
|  | Toll Brothers, Inc. | 3629 | &nbsp;&nbsp; 429528 |
| # | Whirlpool Corp. | 7835 | &nbsp;&nbsp; 650618 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY |  | &nbsp;&nbsp; 32247979 |
| CONSUMER STAPLES — (4.6%) | CONSUMER STAPLES — (4.6%) | CONSUMER STAPLES — (4.6%) | CONSUMER STAPLES — (4.6%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albertsons Cos., Inc., <br> Class A<br>| 8153 | &nbsp;&nbsp; 156701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Archer-Daniels-Midland <br> Co.<br>| 17513 | &nbsp;&nbsp; 948854 |
| \* | BellRing Brands, Inc. | 3250 | &nbsp;&nbsp; 177385 |
|  | Bunge Global SA | 11955 | &nbsp;&nbsp; 953531 |
|  | Campbell's Co. | 12528 | &nbsp;&nbsp; 399894 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Casey's General <br> Stores, Inc.<br>| 1226 | &nbsp;&nbsp; 637679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Church & Dwight Co., <br> Inc.<br>| 483 | &nbsp;&nbsp; 45291 |
|  | Conagra Brands, Inc. | 13042 | &nbsp;&nbsp; 238147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Constellation Brands, <br> Inc., Class A<br>| 12500 | &nbsp;&nbsp; 2088000 |
| \* | Coty, Inc., Class A | 22970 | &nbsp;&nbsp; 111405 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Darling Ingredients, <br> Inc.<br>| 4055 | &nbsp;&nbsp; 131301 |
|  | Dollar General Corp. | 3578 | &nbsp;&nbsp; 375332 |
| #\* | Dollar Tree, Inc. | 21034 | &nbsp;&nbsp; 2388411 |
|  | General Mills, Inc. | 52942 | &nbsp;&nbsp; 2593099 |
|  | Hormel Foods Corp. | 9549 | &nbsp;&nbsp; 268231 |
|  | J.M. Smucker Co. | 2211 | &nbsp;&nbsp; 237329 |
|  | Kenvue, Inc. | 145326 | &nbsp;&nbsp; 3115789 |
|  | Keurig Dr. Pepper, Inc. | 47384 | &nbsp;&nbsp; 1547088 |
|  | Kraft Heinz Co. | 17345 | &nbsp;&nbsp; 476294 |
|  | Kroger Co. | 61601 | &nbsp;&nbsp; 4318230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; McCormick & Co., Inc. <br> (MKC US)<br>| 2337 | &nbsp;&nbsp; 165062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Molson Coors <br> Beverage Co., <br> Class B<br>| 11394 | &nbsp;&nbsp; 555116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mondelez International, <br> Inc., Class A<br>| 66218 | &nbsp;&nbsp; 4283642 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Performance Food <br> Group Co.<br>| 5819 | &nbsp;&nbsp; 584228 |
|  | Pilgrim's Pride Corp. | 2655 | &nbsp;&nbsp; 125820 |
| \* | Post Holdings, Inc. | 919 | &nbsp;&nbsp; 97239 |
|  | Seaboard Corp. | 12 | &nbsp;&nbsp; 38006 |
|  | Target Corp. | 23039 | &nbsp;&nbsp; 2315419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tyson Foods, Inc., <br> Class A<br>| 10665 | &nbsp;&nbsp; 557780 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Foods Holding <br> Corp.<br>| 13588 | &nbsp;&nbsp; $1132288 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES |  | &nbsp;&nbsp; 31062591 |
| ENERGY — (11.4%) | ENERGY — (11.4%) | ENERGY — (11.4%) | ENERGY — (11.4%) |
|  | APA Corp. | 454 | &nbsp;&nbsp; 8758 |
|  | Baker Hughes Co. | 95215 | &nbsp;&nbsp; 4289436 |
|  | Chevron Corp. | 76114 | &nbsp;&nbsp; 11541927 |
|  | ConocoPhillips | 64415 | &nbsp;&nbsp; 6141326 |
|  | Coterra Energy, Inc. | 58717 | &nbsp;&nbsp; 1432108 |
|  | Devon Energy Corp. | 49369 | &nbsp;&nbsp; 1640038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diamondback Energy, <br> Inc.<br>| 13637 | &nbsp;&nbsp; 2027276 |
|  | EOG Resources, Inc. | 37903 | &nbsp;&nbsp; 4549118 |
|  | EQT Corp. | 6928 | &nbsp;&nbsp; 372380 |
|  | Expand Energy Corp. | 3177 | &nbsp;&nbsp; 332886 |
|  | Exxon Mobil Corp. | 205500 | &nbsp;&nbsp; 22942020 |
|  | Halliburton Co. | 38410 | &nbsp;&nbsp; 860384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helmerich & Payne, <br> Inc.<br>| 818 | &nbsp;&nbsp; 13260 |
|  | HF Sinclair Corp. | 3700 | &nbsp;&nbsp; 162578 |
|  | Kinder Morgan, Inc. | 68094 | &nbsp;&nbsp; 1910718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marathon Petroleum <br> Corp.<br>| 23522 | &nbsp;&nbsp; 4003209 |
|  | NOV, Inc. | 626 | &nbsp;&nbsp; 7875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Occidental Petroleum <br> Corp.<br>| 46358 | &nbsp;&nbsp; 2036970 |
|  | ONEOK, Inc. | 17185 | &nbsp;&nbsp; 1411060 |
|  | Ovintiv, Inc. | 10759 | &nbsp;&nbsp; 443056 |
|  | Phillips 66 | 23506 | &nbsp;&nbsp; 2904871 |
|  | Schlumberger NV | 63886 | &nbsp;&nbsp; 2159347 |
|  | Valero Energy Corp. | 21715 | &nbsp;&nbsp; 2981687 |
|  | Williams Cos., Inc. | 48763 | &nbsp;&nbsp; 2923342 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp; 77095630 |
| FINANCIALS — (24.5%) | FINANCIALS — (24.5%) | FINANCIALS — (24.5%) | FINANCIALS — (24.5%) |
|  | Aflac, Inc. | 20951 | &nbsp;&nbsp; 2081691 |
|  | Allstate Corp. | 11500 | &nbsp;&nbsp; 2337375 |
|  | Ally Financial, Inc. | 32768 | &nbsp;&nbsp; 1240269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Financial <br> Group, Inc.<br>| 4681 | &nbsp;&nbsp; 584657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American International <br> Group, Inc.<br>| 39995 | &nbsp;&nbsp; 3104812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arch Capital Group <br> Ltd.<br>| 29985 | &nbsp;&nbsp; 2580509 |
|  | Assurant, Inc. | 3963 | &nbsp;&nbsp; 742270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Axis Capital Holdings <br> Ltd.<br>| 973 | &nbsp;&nbsp; 91306 |
|  | Bank of America Corp. | 116602 | &nbsp;&nbsp; 5511776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of New York <br> Mellon Corp.<br>| 38872 | &nbsp;&nbsp; 3943564 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hathaway, <br> Inc., Class B<br>| 29719 | &nbsp;&nbsp; 14023802 |
|  | Blackrock, Inc. | 1483 | &nbsp;&nbsp; 1640213 |
| \* | Block, Inc. | 4887 | &nbsp;&nbsp; 377570 |

---

------

**Dimensional VA U.S. Large Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial <br> Corp.<br>| 19646 | &nbsp;&nbsp; $4223890 |
|  | Carlyle Group, Inc. | 2100 | &nbsp;&nbsp; 127386 |
|  | Charles Schwab Corp. | 13516 | &nbsp;&nbsp; 1320919 |
|  | Chubb Ltd. | 13005 | &nbsp;&nbsp; 3459850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cincinnati Financial <br> Corp.<br>| 3827 | &nbsp;&nbsp; 564521 |
|  | Citigroup, Inc. | 32634 | &nbsp;&nbsp; 3057806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial <br> Group, Inc.<br>| 20697 | &nbsp;&nbsp; 987661 |
|  | CME Group, Inc. | 922 | &nbsp;&nbsp; 256574 |
|  | Comerica, Inc. | 654 | &nbsp;&nbsp; 44191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corebridge Financial, <br> Inc.<br>| 9686 | &nbsp;&nbsp; 344434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; East West Bancorp, <br> Inc.<br>| 3233 | &nbsp;&nbsp; 324108 |
|  | Everest Group Ltd. | 1739 | &nbsp;&nbsp; 583956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; F&G Annuities & Life, <br> Inc.<br>| 389 | &nbsp;&nbsp; 12413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Financial, Inc.<br>| 9333 | &nbsp;&nbsp; 526661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Information Services, <br> Inc.<br>| 42824 | &nbsp;&nbsp; 3400654 |
|  | Fifth Third Bancorp | 55321 | &nbsp;&nbsp; 2299694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Citizens <br> BancShares, Inc., <br> Class A<br>| 867 | &nbsp;&nbsp; 1729457 |
|  | First Horizon Corp. | 7379 | &nbsp;&nbsp; 160936 |
| \* | Fiserv, Inc. | 13865 | &nbsp;&nbsp; 1926403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Resources, <br> Inc.<br>| 10235 | &nbsp;&nbsp; 245640 |
|  | Global Payments, Inc. | 11722 | &nbsp;&nbsp; 937174 |
|  | Globe Life, Inc. | 4255 | &nbsp;&nbsp; 597700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs <br> Group, Inc.<br>| 10148 | &nbsp;&nbsp; 7342991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hartford Insurance <br> Group, Inc.<br>| 29291 | &nbsp;&nbsp; 3643507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huntington <br> Bancshares, Inc.<br>| 62613 | &nbsp;&nbsp; 1028732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intercontinental <br> Exchange, Inc.<br>| 4372 | &nbsp;&nbsp; 808077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jefferies Financial <br> Group, Inc.<br>| 1212 | &nbsp;&nbsp; 69884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase & <br> Co.<br>| 111132 | &nbsp;&nbsp; 32921744 |
|  | KeyCorp | 40804 | &nbsp;&nbsp; 731208 |
|  | Lincoln National Corp. | 2459 | &nbsp;&nbsp; 93712 |
|  | Loews Corp. | 7809 | &nbsp;&nbsp; 707027 |
|  | M&T Bank Corp. | 5919 | &nbsp;&nbsp; 1116915 |
| \* | Markel Group, Inc. | 463 | &nbsp;&nbsp; 929838 |
|  | MetLife, Inc. | 50464 | &nbsp;&nbsp; 3832741 |
|  | Morgan Stanley | 45631 | &nbsp;&nbsp; 6500592 |
|  | Northern Trust Corp. | 11340 | &nbsp;&nbsp; 1474200 |
| \* | PayPal Holdings, Inc. | 62607 | &nbsp;&nbsp; 4304857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PNC Financial <br> Services Group, Inc.<br>| 11514 | &nbsp;&nbsp; 2190769 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Principal Financial <br> Group, Inc.<br>| 14451 | &nbsp;&nbsp; $1124721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prosperity Bancshares, <br> Inc.<br>| 567 | &nbsp;&nbsp; 37773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prudential Financial, <br> Inc.<br>| 24448 | &nbsp;&nbsp; 2532324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raymond James <br> Financial, Inc.<br>| 15482 | &nbsp;&nbsp; 2587507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regions Financial <br> Corp.<br>| 42012 | &nbsp;&nbsp; 1064164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reinsurance Group of <br> America, Inc.<br>| 828 | &nbsp;&nbsp; 159349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RenaissanceRe <br> Holdings Ltd.<br>| 250 | &nbsp;&nbsp; 60935 |
|  | State Street Corp. | 12650 | &nbsp;&nbsp; 1413637 |
|  | Synchrony Financial | 36836 | &nbsp;&nbsp; 2566364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Synovus Financial <br> Corp.<br>| 1104 | &nbsp;&nbsp; 52153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; T. Rowe Price Group, <br> Inc.<br>| 7864 | &nbsp;&nbsp; 797803 |
|  | Travelers Cos., Inc. | 19755 | &nbsp;&nbsp; 5141041 |
|  | Truist Financial Corp. | 28047 | &nbsp;&nbsp; 1225934 |
|  | U.S. Bancorp | 52756 | &nbsp;&nbsp; 2371910 |
|  | Unum Group | 5925 | &nbsp;&nbsp; 425474 |
|  | W.R. Berkley Corp. | 13723 | &nbsp;&nbsp; 944280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Webster Financial <br> Corp.<br>| 384 | &nbsp;&nbsp; 22138 |
|  | Wells Fargo & Co. | 110643 | &nbsp;&nbsp; 8921145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Willis Towers Watson <br> PLC<br>| 2028 | &nbsp;&nbsp; 640463 |
|  | Zions Bancorp NA | 3064 | &nbsp;&nbsp; 164292 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp; 165342043 |
| HEALTH CARE — (13.1%) | HEALTH CARE — (13.1%) | HEALTH CARE — (13.1%) | HEALTH CARE — (13.1%) |
|  | Abbott Laboratories | 42721 | &nbsp;&nbsp; 5390963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agilent Technologies, <br> Inc.<br>| 2012 | &nbsp;&nbsp; 230998 |
| \* | Avantor, Inc. | 14651 | &nbsp;&nbsp; 196909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baxter International, <br> Inc.<br>| 22262 | &nbsp;&nbsp; 484421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Becton Dickinson & <br> Co.<br>| 14836 | &nbsp;&nbsp; 2644517 |
| \* | Biogen, Inc. | 9156 | &nbsp;&nbsp; 1171968 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BioMarin <br> Pharmaceutical, Inc.<br>| 1200 | &nbsp;&nbsp; 69420 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bio-Rad Laboratories, <br> Inc., Class A<br>| 918 | &nbsp;&nbsp; 222110 |
| \* | Boston Scientific Corp. | 11051 | &nbsp;&nbsp; 1159471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bristol-Myers Squibb <br> Co.<br>| 45242 | &nbsp;&nbsp; 1959431 |
| \* | Centene Corp. | 17690 | &nbsp;&nbsp; 461178 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Charles River <br> Laboratories <br> International, Inc.<br>| 2087 | &nbsp;&nbsp; 354039 |
|  | Cigna Group | 13848 | &nbsp;&nbsp; 3702678 |
| \* | Cooper Cos., Inc. | 1912 | &nbsp;&nbsp; 135159 |
|  | CVS Health Corp. | 22731 | &nbsp;&nbsp; 1411595 |

---

------

**Dimensional VA U.S. Large Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Danaher Corp. | 11146 | &nbsp;&nbsp; $2197545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Edwards Lifesciences <br> Corp.<br>| 19522 | &nbsp;&nbsp; 1548290 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Elanco Animal Health, <br> Inc.<br>| 6840 | &nbsp;&nbsp; 93571 |
|  | Elevance Health, Inc. | 11548 | &nbsp;&nbsp; 3269008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Envista Holdings <br> Corp.<br>| 1720 | &nbsp;&nbsp; 32491 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GE HealthCare <br> Technologies, Inc.<br>| 36312 | &nbsp;&nbsp; 2589772 |
|  | Gilead Sciences, Inc. | 27765 | &nbsp;&nbsp; 3117732 |
| \* | Henry Schein, Inc. | 11024 | &nbsp;&nbsp; 745774 |
| \* | Hologic, Inc. | 12948 | &nbsp;&nbsp; 865185 |
|  | Humana, Inc. | 9065 | &nbsp;&nbsp; 2265072 |
| \* | Incyte Corp. | 1360 | &nbsp;&nbsp; 101850 |
| \* | IQVIA Holdings, Inc. | 5426 | &nbsp;&nbsp; 1008476 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jazz Pharmaceuticals <br> PLC<br>| 5515 | &nbsp;&nbsp; 632184 |
|  | Johnson & Johnson | 87679 | &nbsp;&nbsp; 14444238 |
|  | Labcorp Holdings, Inc. | 3485 | &nbsp;&nbsp; 906379 |
|  | McKesson Corp. | 3387 | &nbsp;&nbsp; 2349020 |
|  | Medtronic PLC | 32325 | &nbsp;&nbsp; 2917008 |
|  | Merck & Co., Inc. | 19877 | &nbsp;&nbsp; 1552791 |
| \* | Moderna, Inc. | 7095 | &nbsp;&nbsp; 209728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Molina Healthcare, <br> Inc.<br>| 1833 | &nbsp;&nbsp; 289376 |
|  | Pfizer, Inc. | 200177 | &nbsp;&nbsp; 4662122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quest Diagnostics, <br> Inc.<br>| 11566 | &nbsp;&nbsp; 1936264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regeneron <br> Pharmaceuticals, <br> Inc.<br>| 3799 | &nbsp;&nbsp; 2072203 |
|  | Revvity, Inc. | 3314 | &nbsp;&nbsp; 291301 |
|  | STERIS PLC | 5962 | &nbsp;&nbsp; 1350333 |
|  | Teleflex, Inc. | 157 | &nbsp;&nbsp; 18762 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tenet Healthcare <br> Corp.<br>| 2208 | &nbsp;&nbsp; 356106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thermo Fisher <br> Scientific, Inc.<br>| 10639 | &nbsp;&nbsp; 4975648 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Therapeutics <br> Corp.<br>| 2317 | &nbsp;&nbsp; 636480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UnitedHealth Group, <br> Inc.<br>| 36709 | &nbsp;&nbsp; 9161098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Health <br> Services, Inc., <br> Class B<br>| 6859 | &nbsp;&nbsp; 1141681 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vertex <br> Pharmaceuticals, <br> Inc.<br>| 22 | &nbsp;&nbsp; 10051 |
|  | Viatris, Inc. | 50231 | &nbsp;&nbsp; 439019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zimmer Biomet <br> Holdings, Inc.<br>| 9350 | &nbsp;&nbsp; 856928 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp; 88638343 |
| INDUSTRIALS — (14.9%) | INDUSTRIALS — (14.9%) | INDUSTRIALS — (14.9%) | INDUSTRIALS — (14.9%) |
|  | AECOM | 1339 | &nbsp;&nbsp; 150959 |
|  | AGCO Corp. | 4174 | &nbsp;&nbsp; 492407 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amentum Holdings, <br> Inc.<br>| 7896 | &nbsp;&nbsp; $197163 |
|  | AMETEK, Inc. | 14447 | &nbsp;&nbsp; 2670528 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Builders FirstSource, <br> Inc.<br>| 12022 | &nbsp;&nbsp; 1528357 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CACI International, <br> Inc., Class A<br>| 200 | &nbsp;&nbsp; 92114 |
|  | Carlisle Cos., Inc. | 2396 | &nbsp;&nbsp; 849885 |
|  | Carrier Global Corp. | 33212 | &nbsp;&nbsp; 2279007 |
| \* | Clean Harbors, Inc. | 708 | &nbsp;&nbsp; 166953 |
|  | CNH Industrial NV | 38211 | &nbsp;&nbsp; 495215 |
|  | Concentrix Corp. | 1452 | &nbsp;&nbsp; 75460 |
|  | CSX Corp. | 102602 | &nbsp;&nbsp; 3646475 |
|  | Cummins, Inc. | 10354 | &nbsp;&nbsp; 3806337 |
|  | Deere & Co. | 9741 | &nbsp;&nbsp; 5107888 |
|  | Delta Air Lines, Inc. | 55895 | &nbsp;&nbsp; 2974173 |
|  | Dover Corp. | 9599 | &nbsp;&nbsp; 1738763 |
|  | Eaton Corp. PLC | 7816 | &nbsp;&nbsp; 3006972 |
|  | EMCOR Group, Inc. | 452 | &nbsp;&nbsp; 283625 |
|  | Emerson Electric Co. | 12435 | &nbsp;&nbsp; 1809417 |
|  | FedEx Corp. | 13890 | &nbsp;&nbsp; 3104276 |
|  | Fortive Corp. | 14666 | &nbsp;&nbsp; 702941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fortune Brands <br> Innovations, Inc.<br>| 12304 | &nbsp;&nbsp; 671060 |
|  | GE Vernova, Inc. | 324 | &nbsp;&nbsp; 213934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; General Dynamics <br> Corp.<br>| 9310 | &nbsp;&nbsp; 2901089 |
| \* | GXO Logistics, Inc. | 407 | &nbsp;&nbsp; 20232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Howmet Aerospace, <br> Inc.<br>| 92 | &nbsp;&nbsp; 16539 |
|  | Hubbell, Inc. | 22 | &nbsp;&nbsp; 9625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huntington Ingalls <br> Industries, Inc.<br>| 1502 | &nbsp;&nbsp; 418848 |
|  | IDEX Corp. | 597 | &nbsp;&nbsp; 97615 |
|  | Ingersoll Rand, Inc. | 23401 | &nbsp;&nbsp; 1980427 |
|  | ITT, Inc. | 400 | &nbsp;&nbsp; 67984 |
|  | Jacobs Solutions, Inc. | 5558 | &nbsp;&nbsp; 788513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JB Hunt Transport <br> Services, Inc.<br>| 4129 | &nbsp;&nbsp; 594782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Controls <br> International PLC<br>| 23001 | &nbsp;&nbsp; 2415105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Knight-Swift <br> Transportation <br> Holdings, Inc.<br>| 1347 | &nbsp;&nbsp; 57248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; L3Harris Technologies, <br> Inc.<br>| 6595 | &nbsp;&nbsp; 1812438 |
|  | Leidos Holdings, Inc. | 9709 | &nbsp;&nbsp; 1550042 |
| \* | MasTec, Inc. | 425 | &nbsp;&nbsp; 80414 |
| \* | Middleby Corp. | 311 | &nbsp;&nbsp; 45157 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NEXTracker, Inc., <br> Class A<br>| 9036 | &nbsp;&nbsp; 526437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Norfolk Southern <br> Corp.<br>| 16122 | &nbsp;&nbsp; 4481916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northrop Grumman <br> Corp.<br>| 7206 | &nbsp;&nbsp; 4155052 |
|  | Oshkosh Corp. | 522 | &nbsp;&nbsp; 66049 |
|  | Otis Worldwide Corp. | 2174 | &nbsp;&nbsp; 186290 |
|  | Owens Corning | 8674 | &nbsp;&nbsp; 1209416 |

---

------

**Dimensional VA U.S. Large Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | PACCAR, Inc. | 43477 | &nbsp;&nbsp; $4293789 |
|  | Parker-Hannifin Corp. | 6116 | &nbsp;&nbsp; 4476300 |
|  | Pentair PLC | 14793 | &nbsp;&nbsp; 1511845 |
|  | Quanta Services, Inc. | 8081 | &nbsp;&nbsp; 3281937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Republic Services, <br> Inc.<br>| 12507 | &nbsp;&nbsp; 2884740 |
|  | RTX Corp. | 44315 | &nbsp;&nbsp; 6982715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sensata Technologies <br> Holding PLC<br>| 515 | &nbsp;&nbsp; 15841 |
|  | Snap-on, Inc. | 6398 | &nbsp;&nbsp; 2054974 |
|  | Southwest Airlines Co. | 27308 | &nbsp;&nbsp; 844636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SS&C Technologies <br> Holdings, Inc.<br>| 21296 | &nbsp;&nbsp; 1820382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Black & <br> Decker, Inc.<br>| 6807 | &nbsp;&nbsp; 460494 |
|  | Textron, Inc. | 16232 | &nbsp;&nbsp; 1262363 |
|  | TransUnion | 5407 | &nbsp;&nbsp; 514692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. <br> (UHAL US)<br>| 1475 | &nbsp;&nbsp; 85343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. <br> (UHAL/B US)<br>| 16075 | &nbsp;&nbsp; 835900 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Airlines <br> Holdings, Inc.<br>| 26066 | &nbsp;&nbsp; 2301888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Parcel Service, <br> Inc., Class B<br>| 5069 | &nbsp;&nbsp; 436745 |
|  | United Rentals, Inc. | 4788 | &nbsp;&nbsp; 4227517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WESCO International, <br> Inc.<br>| 600 | &nbsp;&nbsp; 124176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westinghouse Air <br> Brake Technologies <br> Corp.<br>| 8070 | &nbsp;&nbsp; 1549843 |
|  | Xylem, Inc. | 6229 | &nbsp;&nbsp; 900838 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp; 100412085 |
| INFORMATION TECHNOLOGY — (9.9%) | INFORMATION TECHNOLOGY — (9.9%) | INFORMATION TECHNOLOGY — (9.9%) | INFORMATION TECHNOLOGY — (9.9%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accenture PLC, <br> Class A<br>| 5459 | &nbsp;&nbsp; 1458099 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Micro <br> Devices, Inc.<br>| 20542 | &nbsp;&nbsp; 3621760 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Akamai Technologies, <br> Inc.<br>| 8499 | &nbsp;&nbsp; 648559 |
|  | Amdocs Ltd. | 15020 | &nbsp;&nbsp; 1282107 |
|  | Analog Devices, Inc. | 15276 | &nbsp;&nbsp; 3431448 |
|  | Avnet, Inc. | 1297 | &nbsp;&nbsp; 68663 |
|  | Broadcom, Inc. | 54 | &nbsp;&nbsp; 15860 |
| \* | Ciena Corp. | 1583 | &nbsp;&nbsp; 146966 |
|  | Cisco Systems, Inc. | 150349 | &nbsp;&nbsp; 10235760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cognizant Technology <br> Solutions Corp., <br> Class A<br>| 49920 | &nbsp;&nbsp; 3582259 |
| \* | Coherent Corp. | 781 | &nbsp;&nbsp; 84036 |
|  | Corning, Inc. | 68224 | &nbsp;&nbsp; 4314486 |
| \* | DXC Technology Co. | 2899 | &nbsp;&nbsp; 39455 |
|  | Entegris, Inc. | 200 | &nbsp;&nbsp; 15692 |
| \* | F5, Inc. | 1080 | &nbsp;&nbsp; 338494 |
| \* | First Solar, Inc. | 4833 | &nbsp;&nbsp; 844470 |
| \* | Flex Ltd. | 25689 | &nbsp;&nbsp; 1281110 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hewlett Packard <br> Enterprise Co.<br>| 92529 | &nbsp;&nbsp; $1914425 |
|  | HP, Inc. | 106724 | &nbsp;&nbsp; 2646755 |
|  | Intel Corp. | 76556 | &nbsp;&nbsp; 1515809 |
| \* | IPG Photonics Corp. | 430 | &nbsp;&nbsp; 32203 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Keysight Technologies, <br> Inc.<br>| 7683 | &nbsp;&nbsp; 1259320 |
| \* | Kyndryl Holdings, Inc. | 1573 | &nbsp;&nbsp; 59412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marvell Technology, <br> Inc.<br>| 3859 | &nbsp;&nbsp; 310148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Microchip Technology, <br> Inc.<br>| 1704 | &nbsp;&nbsp; 115173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micron Technology, <br> Inc.<br>| 44970 | &nbsp;&nbsp; 4908026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NXP Semiconductors <br> NV<br>| 5546 | &nbsp;&nbsp; 1185568 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ON Semiconductor <br> Corp.<br>| 36695 | &nbsp;&nbsp; 2068130 |
| \* | Qorvo, Inc. | 5422 | &nbsp;&nbsp; 453279 |
|  | QUALCOMM, Inc. | 6039 | &nbsp;&nbsp; 886284 |
| \* | Ralliant Corp. | 4888 | &nbsp;&nbsp; 223479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Roper Technologies, <br> Inc.<br>| 1196 | &nbsp;&nbsp; 658278 |
|  | Salesforce, Inc. | 26793 | &nbsp;&nbsp; 6921436 |
| \* | Sandisk Corp. | 4710 | &nbsp;&nbsp; 202153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skyworks Solutions, <br> Inc.<br>| 11761 | &nbsp;&nbsp; 806099 |
|  | TD SYNNEX Corp. | 2852 | &nbsp;&nbsp; 411800 |
|  | TE Connectivity PLC | 30520 | &nbsp;&nbsp; 6279490 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Teledyne Technologies, <br> Inc.<br>| 1702 | &nbsp;&nbsp; 937836 |
|  | Vontier Corp. | 2863 | &nbsp;&nbsp; 118729 |
|  | Western Digital Corp. | 14132 | &nbsp;&nbsp; 1112047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zebra Technologies <br> Corp., Class A<br>| 1041 | &nbsp;&nbsp; 352920 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zoom <br> Communications, <br> Inc.<br>| 2191 | &nbsp;&nbsp; 162244 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY |  | &nbsp;&nbsp; 66950267 |
| MATERIALS — (8.0%) | MATERIALS — (8.0%) | MATERIALS — (8.0%) | MATERIALS — (8.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Air Products & <br> Chemicals, Inc.<br>| 9432 | &nbsp;&nbsp; 2715284 |
| # | Albemarle Corp. | 5245 | &nbsp;&nbsp; 355873 |
|  | Amcor PLC | 67243 | &nbsp;&nbsp; 628722 |
|  | Ball Corp. | 19994 | &nbsp;&nbsp; 1144857 |
|  | Celanese Corp. | 6557 | &nbsp;&nbsp; 342472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CF Industries Holdings, <br> Inc.<br>| 14702 | &nbsp;&nbsp; 1364787 |
| \* | Cleveland-Cliffs, Inc. | 15656 | &nbsp;&nbsp; 164701 |
|  | Corteva, Inc. | 24017 | &nbsp;&nbsp; 1732346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CRH PLC (CRHCF <br> US)<br>| 36337 | &nbsp;&nbsp; 3468367 |
|  | Crown Holdings, Inc. | 2200 | &nbsp;&nbsp; 218592 |
|  | Dow, Inc. | 78218 | &nbsp;&nbsp; 1821697 |

---

------

**Dimensional VA U.S. Large Value Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; DuPont de Nemours, <br> Inc.<br>| 17056 | &nbsp;&nbsp; $1226326 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastman Chemical <br> Co.<br>| 14927 | &nbsp;&nbsp; 1083850 |
| FMC Corp. | 801 | &nbsp;&nbsp; 31271 |
| &nbsp;&nbsp;&nbsp;&nbsp; Freeport-McMoRan, <br> Inc.<br>| 105482 | &nbsp;&nbsp; 4244596 |
| Huntsman Corp. | 3237 | &nbsp;&nbsp; 31399 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Flavors & <br> Fragrances, Inc.<br>| 10181 | &nbsp;&nbsp; 723156 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Paper <br> Co.<br>| 26648 | &nbsp;&nbsp; 1245528 |
| Linde PLC | 17753 | &nbsp;&nbsp; 8170996 |
| &nbsp;&nbsp;&nbsp;&nbsp; LyondellBasell <br> Industries NV, <br> Class A<br>| 34302 | &nbsp;&nbsp; 1987115 |
| &nbsp;&nbsp;&nbsp;&nbsp; Martin Marietta <br> Materials, Inc.<br>| 4484 | &nbsp;&nbsp; 2577762 |
| Mosaic Co. | 29416 | &nbsp;&nbsp; 1059270 |
| Newmont Corp. | 77743 | &nbsp;&nbsp; 4827840 |
| Nucor Corp. | 19026 | &nbsp;&nbsp; 2722050 |
| &nbsp;&nbsp;&nbsp;&nbsp; Packaging Corp. of <br> America<br>| 9401 | &nbsp;&nbsp; 1821444 |
| PPG Industries, Inc. | 16048 | &nbsp;&nbsp; 1693064 |
| Reliance, Inc. | 3813 | &nbsp;&nbsp; 1106266 |
| Royal Gold, Inc. | 782 | &nbsp;&nbsp; 118410 |
| &nbsp;&nbsp;&nbsp;&nbsp; Smurfit WestRock <br> PLC<br>| 17093 | &nbsp;&nbsp; 758587 |
| Sonoco Products Co. | 945 | &nbsp;&nbsp; 42591 |
| Steel Dynamics, Inc. | 15902 | &nbsp;&nbsp; 2028459 |
| Vulcan Materials Co. | 9911 | &nbsp;&nbsp; 2722254 |
| Westlake Corp. | 3309 | &nbsp;&nbsp; 262404 |
| TOTAL MATERIALS |  | &nbsp;&nbsp; 54442336 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CBRE Group, Inc., <br> Class A<br>| 15057 | &nbsp;&nbsp; $2344977 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jones Lang LaSalle, <br> Inc.<br>| 693 | &nbsp;&nbsp; 187360 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp; 2532337 |
| UTILITIES — (0.1%) | UTILITIES — (0.1%) | UTILITIES — (0.1%) | UTILITIES — (0.1%) |
|  | NRG Energy, Inc. | 1961 | &nbsp;&nbsp; 327879 |
|  | Vistra Corp. | 2457 | &nbsp;&nbsp; 512383 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp; 840262 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS <br>Cost ($435932438) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS <br>Cost ($435932438) |  | &nbsp;&nbsp; 670279904 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp; State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.250%<br>| 1386999 | &nbsp;&nbsp; 1386999 |
| SECURITIES LENDING COLLATERAL — (0.6%) | SECURITIES LENDING COLLATERAL — (0.6%) | SECURITIES LENDING COLLATERAL — (0.6%) | SECURITIES LENDING COLLATERAL — (0.6%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund <br>| 322672 | &nbsp;&nbsp; 3732346 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $441,051,783)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $441,051,783)^^ |  | &nbsp;&nbsp; $675399249 |

---

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Communication Services | &nbsp;&nbsp;&nbsp; $50716031 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $50716031 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | &nbsp;&nbsp;&nbsp; 32247979 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 32247979 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | &nbsp;&nbsp;&nbsp; 31062591 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 31062591 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy | &nbsp;&nbsp;&nbsp; 77095630 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 77095630 |
| &nbsp;&nbsp;&nbsp;&nbsp; Financials | &nbsp;&nbsp;&nbsp; 165342043 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 165342043 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care | &nbsp;&nbsp;&nbsp; 88638343 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 88638343 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrials | &nbsp;&nbsp;&nbsp; 100412085 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 100412085 |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | &nbsp;&nbsp;&nbsp; 66950267 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 66950267 |
| &nbsp;&nbsp;&nbsp;&nbsp; Materials | &nbsp;&nbsp;&nbsp; 54442336 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 54442336 |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Estate | &nbsp;&nbsp;&nbsp; 2532337 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2532337 |
| &nbsp;&nbsp;&nbsp;&nbsp; Utilities | &nbsp;&nbsp;&nbsp; 840262 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 840262 |

---

------

**Dimensional VA U.S. Large 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** |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; $1386999 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1386999 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $3732346 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3732346 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $671666903 | &nbsp;&nbsp;&nbsp; $3732346 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $675399249 |

---

------

**Dimensional VA International Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (96.2%) | COMMON STOCKS — (96.2%) | COMMON STOCKS — (96.2%) | COMMON STOCKS — (96.2%) |
| AUSTRALIA — (5.5%) | AUSTRALIA — (5.5%) | AUSTRALIA — (5.5%) | AUSTRALIA — (5.5%) |
|  | Ampol Ltd. | 2164 | &nbsp;&nbsp; $37835 |
|  | Ansell Ltd. | 2809 | &nbsp;&nbsp; 53777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ANZ Group Holdings <br> Ltd.<br>| 157918 | &nbsp;&nbsp; 3098903 |
|  | Aurizon Holdings Ltd. | 277946 | &nbsp;&nbsp; 576968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bendigo & Adelaide <br> Bank Ltd.<br>| 42211 | &nbsp;&nbsp; 330692 |
|  | BlueScope Steel Ltd. | 88805 | &nbsp;&nbsp; 1346310 |
|  | Challenger Ltd. | 74498 | &nbsp;&nbsp; 391532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cleanaway Waste <br> Management Ltd.<br>| 187535 | &nbsp;&nbsp; 345612 |
|  | Dyno Nobel Ltd. | 224487 | &nbsp;&nbsp; 422140 |
| # | Endeavour Group Ltd. | 89250 | &nbsp;&nbsp; 233718 |
|  | Evolution Mining Ltd. | 221600 | &nbsp;&nbsp; 1002899 |
|  | Fortescue Ltd. | 45989 | &nbsp;&nbsp; 520331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harvey Norman <br> Holdings Ltd.<br>| 112868 | &nbsp;&nbsp; 418496 |
|  | Lendlease Corp. Ltd. | 34943 | &nbsp;&nbsp; 117444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd.<br>| 176496 | &nbsp;&nbsp; 4380038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern Star <br> Resources Ltd.<br>| 13563 | &nbsp;&nbsp; 134753 |
|  | Orica Ltd. | 73299 | &nbsp;&nbsp; 1000975 |
|  | Origin Energy Ltd. | 152913 | &nbsp;&nbsp; 1143454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; QBE Insurance Group <br> Ltd.<br>| 121237 | &nbsp;&nbsp; 1798456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramsay Health Care <br> Ltd.<br>| 935 | &nbsp;&nbsp; 23146 |
|  | Rio Tinto Ltd. | 30306 | &nbsp;&nbsp; 2155300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sandfire Resources <br> Ltd.<br>| 15767 | &nbsp;&nbsp; 106074 |
|  | Santos Ltd. | 496255 | &nbsp;&nbsp; 2497099 |
|  | Sonic Healthcare Ltd. | 67686 | &nbsp;&nbsp; 1195256 |
|  | South32 Ltd. (S32 AU) | 574429 | &nbsp;&nbsp; 1074205 |
|  | Suncorp Group Ltd. | 111820 | &nbsp;&nbsp; 1498920 |
|  | TPG Telecom Ltd. | 46621 | &nbsp;&nbsp; 165364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Treasury Wine Estates <br> Ltd.<br>| 7916 | &nbsp;&nbsp; 38279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking <br> Corp.<br>| 208275 | &nbsp;&nbsp; 4496684 |
| # | Whitehaven Coal Ltd. | 69787 | &nbsp;&nbsp; 286217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woodside Energy <br> Group Ltd. (WDS <br> AU)<br>| 154378 | &nbsp;&nbsp; 2612443 |
|  | Worley Ltd. | 19466 | &nbsp;&nbsp; 165657 |
| # | Yancoal Australia Ltd. | 87072 | &nbsp;&nbsp; 351662 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp; 34020639 |
| AUSTRIA — (0.2%) | AUSTRIA — (0.2%) | AUSTRIA — (0.2%) | AUSTRIA — (0.2%) |
|  | Erste Group Bank AG | 7148 | &nbsp;&nbsp; 653641 |
|  | OMV AG | 8499 | &nbsp;&nbsp; 432840 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp; 1086481 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (0.6%) | BELGIUM — (0.6%) | BELGIUM — (0.6%) | BELGIUM — (0.6%) |
|  | Ageas SA | 17680 | &nbsp;&nbsp; $1202090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anheuser-Busch InBev <br> SA (ABI BB)<br>| 19542 | &nbsp;&nbsp; 1123521 |
|  | KBC Group NV | 15429 | &nbsp;&nbsp; 1609304 |
|  | Solvay SA | 1341 | &nbsp;&nbsp; 42017 |
|  | Syensqo SA | 397 | &nbsp;&nbsp; 31465 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp; 4008397 |
| CANADA — (10.2%) | CANADA — (10.2%) | CANADA — (10.2%) | CANADA — (10.2%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agnico Eagle Mines <br> Ltd. (AEM US)<br>| 3660 | &nbsp;&nbsp; 455158 |
|  | AltaGas Ltd. | 19080 | &nbsp;&nbsp; 563339 |
|  | ARC Resources Ltd. | 29562 | &nbsp;&nbsp; 577116 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal <br> (BMO CN)<br>| 13251 | &nbsp;&nbsp; 1462621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal <br> (BMO US)<br>| 36571 | &nbsp;&nbsp; 4038901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Nova Scotia <br> (BNS CN)<br>| 18885 | &nbsp;&nbsp; 1050696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Nova Scotia <br> (BNS US)<br>| 60155 | &nbsp;&nbsp; 3345220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barrick Mining Corp. (B <br> US)<br>| 240015 | &nbsp;&nbsp; 5069117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Wealth <br> Solutions Ltd.<br>| 591 | &nbsp;&nbsp; 39556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial <br> Bank of Commerce <br> (CM CN)<br>| 49997 | &nbsp;&nbsp; 3573328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial <br> Bank of Commerce <br> (CM US)<br>| 38530 | &nbsp;&nbsp; 2752583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Tire Corp. <br> Ltd., Class A<br>| 4388 | &nbsp;&nbsp; 587706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cenovus Energy, Inc. <br> (CVE US)<br>| 135829 | &nbsp;&nbsp; 2068676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fairfax Financial <br> Holdings Ltd.<br>| 2064 | &nbsp;&nbsp; 3650670 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Quantum Minerals <br> Ltd.<br>| 49651 | &nbsp;&nbsp; 834563 |
|  | iA Financial Corp., Inc. | 15318 | &nbsp;&nbsp; 1499408 |
|  | IGM Financial, Inc. | 5103 | &nbsp;&nbsp; 168971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinross Gold Corp. (K <br> CN)<br>| 92288 | &nbsp;&nbsp; 1476635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinross Gold Corp. <br> (KGC US)<br>| 74127 | &nbsp;&nbsp; 1186032 |
|  | Lundin Mining Corp. | 128613 | &nbsp;&nbsp; 1313419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magna International, <br> Inc. (MGA US)<br>| 44732 | &nbsp;&nbsp; 1834012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manulife Financial <br> Corp. (MFC CN)<br>| 6030 | &nbsp;&nbsp; 186566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manulife Financial <br> Corp. (MFC US)<br>| 64595 | &nbsp;&nbsp; 1999861 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Nutrien Ltd. (NTR CN) | 900 | &nbsp;&nbsp; $53399 |
| # | Nutrien Ltd. (NTR US) | 71937 | &nbsp;&nbsp; 4267338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver <br> Corp. (PAAS US)<br>| 30505 | &nbsp;&nbsp; 824245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pembina Pipeline <br> Corp. (PBA US)<br>| 10137 | &nbsp;&nbsp; 376995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pembina Pipeline <br> Corp. (PPL CN)<br>| 4054 | &nbsp;&nbsp; 150679 |
|  | Saputo, Inc. | 3738 | &nbsp;&nbsp; 78397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suncor Energy, Inc. <br> (SU CN)<br>| 8621 | &nbsp;&nbsp; 340023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suncor Energy, Inc. <br> (SU US)<br>| 115409 | &nbsp;&nbsp; 4554039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teck Resources Ltd. <br> (TECK US), Class B<br>| 75651 | &nbsp;&nbsp; 2455631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teck Resources Ltd. <br> (TECK/A CN), <br> Class A<br>| 200 | &nbsp;&nbsp; 6748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teck Resources Ltd. <br> (TECKB CN), <br> Class B<br>| 134 | &nbsp;&nbsp; 4345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion Bank <br> (TD CN)<br>| 16845 | &nbsp;&nbsp; 1226903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion Bank <br> (TD US)<br>| 88723 | &nbsp;&nbsp; 6466132 |
| # | Tourmaline Oil Corp. | 56406 | &nbsp;&nbsp; 2400593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Whitecap Resources, <br> Inc.<br>| 14668 | &nbsp;&nbsp; 110730 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp; 63050351 |
| DENMARK — (2.5%) | DENMARK — (2.5%) | DENMARK — (2.5%) | DENMARK — (2.5%) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AP Moller - Maersk AS <br> (MAERSKA DC), <br> Class A<br>| 237 | &nbsp;&nbsp; 465034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AP Moller - Maersk AS <br> (MAERSKB DC), <br> Class B<br>| 282 | &nbsp;&nbsp; 556883 |
|  | Carlsberg AS, Class B | 14014 | &nbsp;&nbsp; 1747086 |
| # | Coloplast AS, Class B | 10747 | &nbsp;&nbsp; 981545 |
|  | Danske Bank AS | 32233 | &nbsp;&nbsp; 1278730 |
| \* | Demant AS | 12462 | &nbsp;&nbsp; 472155 |
|  | DSV AS | 14966 | &nbsp;&nbsp; 3353655 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genmab AS (GMAB <br> DC)<br>| 4778 | &nbsp;&nbsp; 1028691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H Lundbeck AS <br> (HLUNA DC), <br> Class A<br>| 3204 | &nbsp;&nbsp; 14334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novonesis Novozymes <br> B, Class B<br>| 36497 | &nbsp;&nbsp; 2361265 |
|  | Pandora AS | 4327 | &nbsp;&nbsp; 714368 |
|  | Rockwool AS, Class A | 3550 | &nbsp;&nbsp; 156277 |
|  | Rockwool AS, Class B | 9977 | &nbsp;&nbsp; 437198 |
| # | Tryg AS | 22374 | &nbsp;&nbsp; 539704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vestas Wind Systems <br> AS<br>| 65697 | &nbsp;&nbsp; 1199502 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp; 15306427 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (0.5%) | FINLAND — (0.5%) | FINLAND — (0.5%) | FINLAND — (0.5%) |
| # | Fortum OYJ | 11501 | &nbsp;&nbsp; $210994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nokia OYJ (NOK US), <br> Sponsored ADR<br>| 34049 | &nbsp;&nbsp; 138920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nokia OYJ (NOKIA <br> FH)<br>| 476842 | &nbsp;&nbsp; 1943296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nordea Bank Abp <br> (NDA FH)<br>| 63303 | &nbsp;&nbsp; 923703 |
|  | UPM-Kymmene OYJ | 4673 | &nbsp;&nbsp; 121114 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp; 3338027 |
| FRANCE — (9.7%) | FRANCE — (9.7%) | FRANCE — (9.7%) | FRANCE — (9.7%) |
| \* | Alstom SA | 8945 | &nbsp;&nbsp; 209817 |
| Ω | Amundi SA | 2929 | &nbsp;&nbsp; 216454 |
|  | BNP Paribas SA | 50945 | &nbsp;&nbsp; 4645075 |
|  | Bollore SE | 60491 | &nbsp;&nbsp; 348916 |
|  | Bouygues SA | 36761 | &nbsp;&nbsp; 1513690 |
| \* | Canal & SA | 29111 | &nbsp;&nbsp; 92654 |
|  | Capgemini SE | 1240 | &nbsp;&nbsp; 184607 |
|  | Carrefour SA | 87166 | &nbsp;&nbsp; 1249176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie de Saint-Gobain <br> SA<br>| 68908 | &nbsp;&nbsp; 7904926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie Generale des <br> Etablissements <br> Michelin SCA<br>| 109893 | &nbsp;&nbsp; 3909605 |
|  | Credit Agricole SA | 32751 | &nbsp;&nbsp; 602766 |
|  | Eiffage SA | 10913 | &nbsp;&nbsp; 1464911 |
|  | Engie SA | 242398 | &nbsp;&nbsp; 5448674 |
|  | Orange SA (ORA FP) | 296627 | &nbsp;&nbsp; 4512012 |
|  | Pernod Ricard SA | 6125 | &nbsp;&nbsp; 629458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Publicis Groupe SA <br> (PUB FP)<br>| 13752 | &nbsp;&nbsp; 1256681 |
|  | Renault SA | 31052 | &nbsp;&nbsp; 1148948 |
|  | Rexel SA | 10865 | &nbsp;&nbsp; 328388 |
|  | Sanofi SA (SAN FP) | 48344 | &nbsp;&nbsp; 4339871 |
|  | Societe Generale SA | 84567 | &nbsp;&nbsp; 5397785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STMicroelectronics NV <br> (STM US)<br>| 4911 | &nbsp;&nbsp; 124887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TotalEnergies SE (TTE <br> FP)<br>| 228351 | &nbsp;&nbsp; 13578999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TotalEnergies SE (TTE <br> US), Sponsored <br> ADR<br>| 7191 | &nbsp;&nbsp; 428224 |
|  | Vinci SA | 1599 | &nbsp;&nbsp; 222115 |
|  | Vivendi SE | 29111 | &nbsp;&nbsp; 110354 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp; 59868993 |
| GERMANY — (8.3%) | GERMANY — (8.3%) | GERMANY — (8.3%) | GERMANY — (8.3%) |
|  | BASF SE | 127158 | &nbsp;&nbsp; 6231934 |
|  | Bayer AG | 99627 | &nbsp;&nbsp; 3098571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bayerische Motoren <br> Werke AG<br>| 30928 | &nbsp;&nbsp; 2942842 |
| # | Brenntag SE | 1451 | &nbsp;&nbsp; 90019 |
|  | Commerzbank AG | 121941 | &nbsp;&nbsp; 4446678 |
|  | Continental AG | 13917 | &nbsp;&nbsp; 1188659 |
| \* | Covestro AG | 20608 | &nbsp;&nbsp; 1396627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Holding <br> AG<br>| 82778 | &nbsp;&nbsp; 4026757 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Bank AG <br> (DB US)<br>| 40923 | &nbsp;&nbsp; $1349641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Bank AG <br> (DBK GR)<br>| 124505 | &nbsp;&nbsp; 4100762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Lufthansa <br> AG<br>| 29747 | &nbsp;&nbsp; 255076 |
|  | Deutsche Post AG | 81254 | &nbsp;&nbsp; 3640643 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; DWS Group GmbH & <br> Co. KGaA<br>| 1706 | &nbsp;&nbsp; 102162 |
|  | E.ON SE | 196161 | &nbsp;&nbsp; 3578611 |
|  | Evonik Industries AG | 1256 | &nbsp;&nbsp; 24942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical <br> Care AG (FME GR)<br>| 20548 | &nbsp;&nbsp; 1042224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fresenius SE & Co. <br> KGaA<br>| 35281 | &nbsp;&nbsp; 1683984 |
| #Ω | Hapag-Lloyd AG | 2188 | &nbsp;&nbsp; 315820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heidelberg Materials <br> AG<br>| 18332 | &nbsp;&nbsp; 4229091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henkel AG & Co. <br> KGaA<br>| 7921 | &nbsp;&nbsp; 563265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Infineon Technologies <br> AG (IFX GR)<br>| 5780 | &nbsp;&nbsp; 227056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Group <br> AG<br>| 83938 | &nbsp;&nbsp; 4752590 |
|  | Merck KGaA | 4286 | &nbsp;&nbsp; 535683 |
|  | RWE AG | 30564 | &nbsp;&nbsp; 1253894 |
|  | Volkswagen AG | 3115 | &nbsp;&nbsp; 332196 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 51409727 |
| HONG KONG — (1.5%) | HONG KONG — (1.5%) | HONG KONG — (1.5%) | HONG KONG — (1.5%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BOC Hong Kong <br> Holdings Ltd.<br>| 274500 | &nbsp;&nbsp; 1232575 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Budweiser Brewing Co. <br> APAC Ltd.<br>| 209300 | &nbsp;&nbsp; 219711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Pacific Airways <br> Ltd.<br>| 220090 | &nbsp;&nbsp; 327123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CK Asset Holdings <br> Ltd.<br>| 206217 | &nbsp;&nbsp; 944927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CK Hutchison Holdings <br> Ltd.<br>| 284012 | &nbsp;&nbsp; 1848634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CK Infrastructure <br> Holdings Ltd.<br>| 24000 | &nbsp;&nbsp; 169032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galaxy Entertainment <br> Group Ltd.<br>| 60000 | &nbsp;&nbsp; 292600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hang Lung Properties <br> Ltd.<br>| 3404 | &nbsp;&nbsp; 3506 |
|  | Hang Seng Bank Ltd. | 12600 | &nbsp;&nbsp; 183540 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Henderson Land <br> Development Co. <br> Ltd.<br>| 74255 | &nbsp;&nbsp; 259839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong & China <br> Gas Co. Ltd.<br>| 276000 | &nbsp;&nbsp; 246347 |
|  | MTR Corp. Ltd. | 67660 | &nbsp;&nbsp; 243391 |
|  | Sino Land Co. Ltd. | 397571 | &nbsp;&nbsp; 458280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Hung Kai <br> Properties Ltd.<br>| 95362 | &nbsp;&nbsp; 1132659 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swire Pacific Ltd. (19 <br> HK), Class A<br>| 49500 | &nbsp;&nbsp; $447447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swire Pacific Ltd. (87 <br> HK), Class B<br>| 92500 | &nbsp;&nbsp; 145323 |
| Ω | WH Group Ltd. | 1317189 | &nbsp;&nbsp; 1318688 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Xinyi Glass Holdings <br> Ltd.<br>| 80075 | &nbsp;&nbsp; 82540 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp; 9556162 |
| IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) |
|  | AIB Group PLC | 88815 | &nbsp;&nbsp; 700630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Ireland Group <br> PLC<br>| 71890 | &nbsp;&nbsp; 964043 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp; 1664673 |
| ISRAEL — (1.1%) | ISRAEL — (1.1%) | ISRAEL — (1.1%) | ISRAEL — (1.1%) |
|  | Ashtrom Group Ltd. | 744 | &nbsp;&nbsp; 15504 |
|  | Bank Hapoalim BM | 78721 | &nbsp;&nbsp; 1476260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Leumi Le-Israel <br> BM<br>| 114309 | &nbsp;&nbsp; 2114577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clal Insurance <br> Enterprises Holdings <br> Ltd.<br>| 10637 | &nbsp;&nbsp; 509981 |
|  | Delek Group Ltd. | 1690 | &nbsp;&nbsp; 343216 |
| \* | Equital Ltd. | 614 | &nbsp;&nbsp; 26643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harel Insurance <br> Investments & <br> Financial Services <br> Ltd.<br>| 12398 | &nbsp;&nbsp; 373747 |
|  | ICL Group Ltd. | 15383 | &nbsp;&nbsp; 95835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Israel Discount Bank <br> Ltd., Class A<br>| 136911 | &nbsp;&nbsp; 1309352 |
|  | Kenon Holdings Ltd. | 1116 | &nbsp;&nbsp; 53083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Migdal Insurance & <br> Financial Holdings <br> Ltd.<br>| 74606 | &nbsp;&nbsp; 227687 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp; 6545885 |
| ITALY — (2.1%) | ITALY — (2.1%) | ITALY — (2.1%) | ITALY — (2.1%) |
|  | Banco BPM SpA | 92447 | &nbsp;&nbsp; 1178990 |
| # | BPER Banca SpA | 8285 | &nbsp;&nbsp; 81529 |
|  | Eni SpA (ENI IM) | 255959 | &nbsp;&nbsp; 4368537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stellantis NV (STLA <br> US)<br>| 10010 | &nbsp;&nbsp; 88989 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Stellantis NV (STLA <br> UX)<br>| 68330 | &nbsp;&nbsp; 607454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stellantis NV (STLAM <br> IM)<br>| 145096 | &nbsp;&nbsp; 1280487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tenaris SA (TS US), <br> ADR<br>| 6067 | &nbsp;&nbsp; 211981 |
|  | UniCredit SpA | 65791 | &nbsp;&nbsp; 4840477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unipol Assicurazioni <br> SpA<br>| 2664 | &nbsp;&nbsp; 53434 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp; 12711878 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (20.4%) | JAPAN — (20.4%) | JAPAN — (20.4%) | JAPAN — (20.4%) |
|  | Acom Co. Ltd. | 43100 | &nbsp;&nbsp; $124642 |
|  | AGC, Inc. | 31800 | &nbsp;&nbsp; 957011 |
|  | Air Water, Inc. | 22400 | &nbsp;&nbsp; 330908 |
|  | Aisin Corp. | 68500 | &nbsp;&nbsp; 946671 |
|  | Alfresa Holdings Corp. | 12800 | &nbsp;&nbsp; 185805 |
|  | Amada Co. Ltd. | 38200 | &nbsp;&nbsp; 430740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asahi Group Holdings <br> Ltd.<br>| 170400 | &nbsp;&nbsp; 2161708 |
|  | Asahi Kasei Corp. | 173200 | &nbsp;&nbsp; 1205083 |
|  | Bridgestone Corp. | 34300 | &nbsp;&nbsp; 1387441 |
|  | Brother Industries Ltd. | 29100 | &nbsp;&nbsp; 495161 |
|  | Chiba Bank Ltd.  | 30300 | &nbsp;&nbsp; 282417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Bottlers <br> Japan Holdings, Inc.<br>| 9400 | &nbsp;&nbsp; 143729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COMSYS Holdings <br> Corp.<br>| 8300 | &nbsp;&nbsp; 190276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concordia Financial <br> Group Ltd.<br>| 57500 | &nbsp;&nbsp; 381296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmo Energy <br> Holdings Co. Ltd.<br>| 8600 | &nbsp;&nbsp; 381690 |
|  | Credit Saison Co. Ltd. | 16600 | &nbsp;&nbsp; 437966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai Nippon Printing <br> Co. Ltd.<br>| 7100 | &nbsp;&nbsp; 109336 |
|  | Daicel Corp. | 13900 | &nbsp;&nbsp; 119569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai-ichi Life Holdings, <br> Inc.<br>| 218400 | &nbsp;&nbsp; 1728021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiwa House Industry <br> Co. Ltd.<br>| 58800 | &nbsp;&nbsp; 1943982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiwa Securities <br> Group, Inc.<br>| 47700 | &nbsp;&nbsp; 332080 |
|  | Denso Corp. | 97700 | &nbsp;&nbsp; 1325537 |
|  | Dentsu Group, Inc. | 2300 | &nbsp;&nbsp; 45357 |
|  | ENEOS Holdings, Inc. | 452427 | &nbsp;&nbsp; 2374623 |
|  | EXEO Group, Inc. | 2600 | &nbsp;&nbsp; 34151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuji Media Holdings, <br> Inc.<br>| 1800 | &nbsp;&nbsp; 42432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FUJIFILM Holdings <br> Corp.<br>| 38400 | &nbsp;&nbsp; 796501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukuoka Financial <br> Group, Inc.<br>| 9200 | &nbsp;&nbsp; 250857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuyo General Lease <br> Co. Ltd.<br>| 5400 | &nbsp;&nbsp; 145868 |
|  | Gunma Bank Ltd. | 7400 | &nbsp;&nbsp; 69293 |
|  | Hachijuni Bank Ltd. | 22503 | &nbsp;&nbsp; 202452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hakuhodo DY <br> Holdings, Inc.<br>| 24900 | &nbsp;&nbsp; 195949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hankyu Hanshin <br> Holdings, Inc.<br>| 25400 | &nbsp;&nbsp; 661966 |
|  | Haseko Corp. | 28900 | &nbsp;&nbsp; 429940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hitachi Construction <br> Machinery Co. Ltd.<br>| 12900 | &nbsp;&nbsp; 373610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honda Motor Co. Ltd. <br> (7267 JP)<br>| 424500 | &nbsp;&nbsp; 4394807 |
| # | Hulic Co. Ltd. | 29000 | &nbsp;&nbsp; 276593 |
|  | Ibiden Co. Ltd. | 2400 | &nbsp;&nbsp; 101499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Idemitsu Kosan Co. <br> Ltd.<br>| 124000 | &nbsp;&nbsp; 797148 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iida Group Holdings <br> Co. Ltd.<br>| 14400 | &nbsp;&nbsp; $201972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; INFRONEER Holdings, <br> Inc.<br>| 15600 | &nbsp;&nbsp; 131837 |
|  | Inpex Corp. | 140900 | &nbsp;&nbsp; 2006240 |
|  | Isuzu Motors Ltd. | 73100 | &nbsp;&nbsp; 936850 |
|  | Iwatani Corp. | 16400 | &nbsp;&nbsp; 172501 |
|  | Iyogin Holdings, Inc. | 9100 | &nbsp;&nbsp; 105746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J Front Retailing Co. <br> Ltd.<br>| 28400 | &nbsp;&nbsp; 382825 |
|  | Japan Airlines Co. Ltd. | 16400 | &nbsp;&nbsp; 325663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Post Bank Co. <br> Ltd.<br>| 28100 | &nbsp;&nbsp; 313632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Post Holdings <br> Co. Ltd.<br>| 41800 | &nbsp;&nbsp; 387096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Post Insurance <br> Co. Ltd.<br>| 10000 | &nbsp;&nbsp; 256046 |
|  | JFE Holdings, Inc. | 76389 | &nbsp;&nbsp; 884054 |
|  | JTEKT Corp. | 24600 | &nbsp;&nbsp; 212590 |
|  | Kajima Corp. | 5000 | &nbsp;&nbsp; 125253 |
|  | Kamigumi Co. Ltd. | 7300 | &nbsp;&nbsp; 205155 |
|  | Kandenko Co. Ltd. | 2500 | &nbsp;&nbsp; 59223 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kawasaki Kisen Kaisha <br> Ltd.<br>| 14400 | &nbsp;&nbsp; 203427 |
|  | Kinden Corp. | 3600 | &nbsp;&nbsp; 113352 |
|  | Kobe Steel Ltd. | 44800 | &nbsp;&nbsp; 492222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koito Manufacturing <br> Co. Ltd.<br>| 22700 | &nbsp;&nbsp; 290261 |
|  | Komatsu Ltd. | 31900 | &nbsp;&nbsp; 1027750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kubota Corp. (6326 <br> JP)<br>| 121600 | &nbsp;&nbsp; 1363652 |
|  | Kuraray Co. Ltd. | 49000 | &nbsp;&nbsp; 605810 |
|  | Kyocera Corp. | 44300 | &nbsp;&nbsp; 522933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyoto Financial Group, <br> Inc.<br>| 10000 | &nbsp;&nbsp; 180907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyushu Financial <br> Group, Inc.<br>| 14500 | &nbsp;&nbsp; 74049 |
|  | Lixil Corp. | 34000 | &nbsp;&nbsp; 393894 |
|  | LY Corp. | 129200 | &nbsp;&nbsp; 472247 |
|  | Marubeni Corp. | 31400 | &nbsp;&nbsp; 642875 |
|  | Mazda Motor Corp. | 74900 | &nbsp;&nbsp; 449138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mebuki Financial <br> Group, Inc.<br>| 38440 | &nbsp;&nbsp; 208424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medipal Holdings <br> Corp.<br>| 8800 | &nbsp;&nbsp; 145707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MEIJI Holdings Co. <br> Ltd.<br>| 19800 | &nbsp;&nbsp; 400375 |
|  | Minebea Mitsumi, Inc. | 43600 | &nbsp;&nbsp; 686193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Chemical <br> Group Corp.<br>| 191900 | &nbsp;&nbsp; 1045236 |
|  | Mitsubishi Corp. | 62000 | &nbsp;&nbsp; 1222849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Electric <br> Corp.<br>| 34500 | &nbsp;&nbsp; 775982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Estate Co. <br> Ltd.<br>| 71800 | &nbsp;&nbsp; 1344269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Gas <br> Chemical Co., Inc.<br>| 16700 | &nbsp;&nbsp; 288495 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi HC Capital, <br> Inc.<br>| 93500 | &nbsp;&nbsp; $691117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Logistics <br> Corp.<br>| 20495 | &nbsp;&nbsp; 175199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Materials <br> Corp.<br>| 1723 | &nbsp;&nbsp; 26316 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Motors <br> Corp.<br>| 73100 | &nbsp;&nbsp; 192083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ <br> Financial Group, Inc. <br> (8306 JP)<br>| 376600 | &nbsp;&nbsp; 5190591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui & Co. Ltd. (8031 <br> JP)<br>| 37800 | &nbsp;&nbsp; 769481 |
|  | Mitsui Chemicals, Inc. | 28900 | &nbsp;&nbsp; 645140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui Fudosan Co. <br> Ltd.<br>| 103000 | &nbsp;&nbsp; 920645 |
| # | Mitsui OSK Lines Ltd. | 26400 | &nbsp;&nbsp; 887364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Financial <br> Group, Inc. (8411 <br> JP)<br>| 101320 | &nbsp;&nbsp; 2971884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MS&AD Insurance <br> Group Holdings, <br> Inc.<br>| 34550 | &nbsp;&nbsp; 738198 |
|  | Nagase & Co. Ltd. | 1000 | &nbsp;&nbsp; 19708 |
|  | NGK Insulators Ltd. | 29500 | &nbsp;&nbsp; 373477 |
|  | NH Foods Ltd. | 10200 | &nbsp;&nbsp; 342683 |
|  | NHK Spring Co. Ltd. | 11152 | &nbsp;&nbsp; 125568 |
|  | Nikon Corp. | 26100 | &nbsp;&nbsp; 253475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Electric Glass <br> Co. Ltd.<br>| 2400 | &nbsp;&nbsp; 64239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Express <br> Holdings, Inc.<br>| 36500 | &nbsp;&nbsp; 801793 |
| # | Nippon Steel Corp. | 63218 | &nbsp;&nbsp; 1217453 |
|  | Nippon Yusen KK | 39800 | &nbsp;&nbsp; 1395777 |
| #\* | Nissan Motor Co. Ltd. | 284300 | &nbsp;&nbsp; 602801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshin Seifun Group, <br> Inc.<br>| 21700 | &nbsp;&nbsp; 251542 |
|  | Niterra Co. Ltd. | 18500 | &nbsp;&nbsp; 637763 |
|  | NOK Corp. | 5300 | &nbsp;&nbsp; 80418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Holdings, Inc. <br> (8604 JP)<br>| 203500 | &nbsp;&nbsp; 1344381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Real Estate <br> Holdings, Inc.<br>| 88000 | &nbsp;&nbsp; 487662 |
|  | NSK Ltd. | 22500 | &nbsp;&nbsp; 107675 |
|  | Obayashi Corp. | 18000 | &nbsp;&nbsp; 265055 |
|  | Oji Holdings Corp. | 108500 | &nbsp;&nbsp; 528814 |
|  | Omron Corp. | 1800 | &nbsp;&nbsp; 46395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ono Pharmaceutical <br> Co. Ltd.<br>| 40000 | &nbsp;&nbsp; 447311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Open House Group <br> Co. Ltd.<br>| 9300 | &nbsp;&nbsp; 411250 |
|  | ORIX Corp. (8591 JP) | 77100 | &nbsp;&nbsp; 1731901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Panasonic Holdings <br> Corp.<br>| 172000 | &nbsp;&nbsp; 1627003 |
|  | Resona Holdings, Inc. | 154400 | &nbsp;&nbsp; 1405658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Resonac Holdings <br> Corp.<br>| 22600 | &nbsp;&nbsp; 543488 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Ricoh Co. Ltd. | 64600 | &nbsp;&nbsp; $566444 |
|  | Rinnai Corp. | 6200 | &nbsp;&nbsp; 153028 |
|  | Rohm Co. Ltd. | 18100 | &nbsp;&nbsp; 227768 |
|  | SBI Holdings, Inc. | 24100 | &nbsp;&nbsp; 895264 |
|  | Seiko Epson Corp. | 35400 | &nbsp;&nbsp; 449166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seino Holdings Co. <br> Ltd.<br>| 7900 | &nbsp;&nbsp; 120157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sekisui Chemical Co. <br> Ltd.<br>| 15400 | &nbsp;&nbsp; 267115 |
| # | Sekisui House Ltd. | 54800 | &nbsp;&nbsp; 1149530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seven & i Holdings Co. <br> Ltd.<br>| 71300 | &nbsp;&nbsp; 939962 |
|  | Shimamura Co. Ltd. | 2800 | &nbsp;&nbsp; 202738 |
|  | Shimizu Corp. | 9400 | &nbsp;&nbsp; 104133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shizuoka Financial <br> Group, Inc.<br>| 18400 | &nbsp;&nbsp; 217639 |
|  | SoftBank Group Corp. | 66220 | &nbsp;&nbsp; 5056489 |
|  | Sojitz Corp. | 26394 | &nbsp;&nbsp; 628174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Electric Co. <br> Ltd.<br>| 15100 | &nbsp;&nbsp; 284778 |
|  | Subaru Corp. | 81300 | &nbsp;&nbsp; 1495579 |
| # | SUMCO Corp. | 43300 | &nbsp;&nbsp; 338641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Chemical <br> Co. Ltd.<br>| 192000 | &nbsp;&nbsp; 480209 |
|  | Sumitomo Corp. | 69100 | &nbsp;&nbsp; 1766179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Electric <br> Industries Ltd.<br>| 133900 | &nbsp;&nbsp; 3322687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Forestry Co. <br> Ltd.<br>| 69300 | &nbsp;&nbsp; 696163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Heavy <br> Industries Ltd.<br>| 12700 | &nbsp;&nbsp; 281261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Metal <br> Mining Co. Ltd.<br>| 24700 | &nbsp;&nbsp; 543284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui <br> Financial Group, Inc. <br> (8316 JP)<br>| 229559 | &nbsp;&nbsp; 5790994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust <br> Group, Inc.<br>| 48606 | &nbsp;&nbsp; 1274195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Realty & <br> Development Co. <br> Ltd.<br>| 38400 | &nbsp;&nbsp; 1402720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Rubber <br> Industries Ltd.<br>| 21000 | &nbsp;&nbsp; 240019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suntory Beverage & <br> Food Ltd.<br>| 1800 | &nbsp;&nbsp; 54352 |
|  | Suzuken Co. Ltd. | 5100 | &nbsp;&nbsp; 192766 |
|  | Suzuki Motor Corp. | 78700 | &nbsp;&nbsp; 864722 |
|  | T&D Holdings, Inc. | 400 | &nbsp;&nbsp; 9767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiheiyo Cement <br> Corp.<br>| 13900 | &nbsp;&nbsp; 339672 |
| # | Takashimaya Co. Ltd. | 34000 | &nbsp;&nbsp; 262759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takeda Pharmaceutical <br> Co. Ltd. (4502 JP)<br>| 124367 | &nbsp;&nbsp; 3416334 |
|  | TBS Holdings, Inc. | 2000 | &nbsp;&nbsp; 65788 |
|  | Tokyo Century Corp. | 12000 | &nbsp;&nbsp; 137337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Tatemono Co. <br> Ltd.<br>| 33600 | &nbsp;&nbsp; 562291 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyu Fudosan <br> Holdings Corp.<br>| 96700 | &nbsp;&nbsp; $681895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOPPAN Holdings, <br> Inc.<br>| 16700 | &nbsp;&nbsp; 450035 |
|  | Toray Industries, Inc. | 131700 | &nbsp;&nbsp; 900809 |
|  | Tosoh Corp. | 33300 | &nbsp;&nbsp; 501313 |
|  | TOTO Ltd. | 7500 | &nbsp;&nbsp; 190921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Seikan Group <br> Holdings Ltd.<br>| 11800 | &nbsp;&nbsp; 244387 |
|  | Toyo Tire Corp. | 13800 | &nbsp;&nbsp; 292299 |
|  | Toyoda Gosei Co. Ltd. | 6400 | &nbsp;&nbsp; 135066 |
| # | Toyota Boshoku Corp. | 9400 | &nbsp;&nbsp; 133579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Industries <br> Corp.<br>| 5900 | &nbsp;&nbsp; 630902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Corp. <br> (7203 JP)<br>| 534950 | &nbsp;&nbsp; 9515478 |
|  | Toyota Tsusho Corp. | 52800 | &nbsp;&nbsp; 1210088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamada Holdings Co. <br> Ltd.<br>| 53500 | &nbsp;&nbsp; 163053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamaguchi Financial <br> Group, Inc.<br>| 6900 | &nbsp;&nbsp; 78100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamaha Motor Co. <br> Ltd.<br>| 126600 | &nbsp;&nbsp; 915675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamato Holdings Co. <br> Ltd.<br>| 18400 | &nbsp;&nbsp; 266049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamato Kogyo Co. <br> Ltd.<br>| 1400 | &nbsp;&nbsp; 78559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yokohama Rubber Co. <br> Ltd. <br>| 14800 | &nbsp;&nbsp; 423160 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp; 126383625 |
| NETHERLANDS — (4.1%) | NETHERLANDS — (4.1%) | NETHERLANDS — (4.1%) | NETHERLANDS — (4.1%) |
| Ω | ABN AMRO Bank NV | 37600 | &nbsp;&nbsp; 1086957 |
|  | Aegon Ltd. (AGN NA) | 109392 | &nbsp;&nbsp; 781773 |
|  | Akzo Nobel NV | 3260 | &nbsp;&nbsp; 204733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ArcelorMittal SA (MT <br> NA)<br>| 15639 | &nbsp;&nbsp; 487554 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ArcelorMittal SA (MT <br> US)<br>| 38069 | &nbsp;&nbsp; 1204111 |
|  | ASR Nederland NV | 30730 | &nbsp;&nbsp; 2041207 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Europacific <br> Partners PLC<br>| 7924 | &nbsp;&nbsp; 777699 |
|  | HAL Trust | 1166 | &nbsp;&nbsp; 165453 |
|  | Havas NV | 29111 | &nbsp;&nbsp; 46762 |
|  | Heineken NV | 23936 | &nbsp;&nbsp; 1878776 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ING Groep NV (ING <br> US), Sponsored <br> ADR<br>| 18092 | &nbsp;&nbsp; 422629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ING Groep NV (INGA <br> NA)<br>| 181259 | &nbsp;&nbsp; 4224318 |
|  | JDE Peet's NV | 8580 | &nbsp;&nbsp; 254441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Ahold <br> Delhaize NV (AD <br> NA)<br>| 142133 | &nbsp;&nbsp; 5613762 |
|  | Koninklijke KPN NV | 298979 | &nbsp;&nbsp; 1335688 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Philips NV <br> (PHG US)<br>| 30395 | &nbsp;&nbsp; 796349 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Philips NV <br> (PHIA NA)<br>| 48993 | &nbsp;&nbsp; $1279468 |
|  | NN Group NV | 39918 | &nbsp;&nbsp; 2687902 |
|  | Randstad NV | 40 | &nbsp;&nbsp; 1901 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp; 25291483 |
| NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Auckland International <br> Airport Ltd.<br>| 100841 | &nbsp;&nbsp; 447376 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fletcher Building Ltd. <br> (FBU NZ)<br>| 135092 | &nbsp;&nbsp; 240993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fonterra Co-Operative <br> Group Ltd.<br>| 4389 | &nbsp;&nbsp; 18060 |
|  | Infratil Ltd. | 50997 | &nbsp;&nbsp; 348213 |
|  | Mercury NZ Ltd. | 43342 | &nbsp;&nbsp; 157929 |
| # | Meridian Energy Ltd. | 22517 | &nbsp;&nbsp; 75699 |
| # | Port of Tauranga Ltd. | 20992 | &nbsp;&nbsp; 86037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summerset Group <br> Holdings Ltd.<br>| 21968 | &nbsp;&nbsp; 147916 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp; 1522223 |
| NORWAY — (0.8%) | NORWAY — (0.8%) | NORWAY — (0.8%) | NORWAY — (0.8%) |
|  | Aker BP ASA | 22689 | &nbsp;&nbsp; 545821 |
|  | Aker Solutions ASA | 6191 | &nbsp;&nbsp; 18311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Austevoll Seafood <br> ASA<br>| 18018 | &nbsp;&nbsp; 165803 |
| #Ω | BW LPG Ltd. | 25143 | &nbsp;&nbsp; 334244 |
|  | DNB Bank ASA | 45622 | &nbsp;&nbsp; 1154224 |
|  | Equinor ASA | 30178 | &nbsp;&nbsp; 775199 |
|  | Hafnia Ltd. | 22085 | &nbsp;&nbsp; 121370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leroy Seafood Group <br> ASA<br>| 11114 | &nbsp;&nbsp; 50558 |
|  | Norsk Hydro ASA | 91465 | &nbsp;&nbsp; 542112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sparebank 1 <br> Oestlandet<br>| 3809 | &nbsp;&nbsp; 70981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SpareBank 1 <br> Sor-Norge ASA<br>| 10821 | &nbsp;&nbsp; 189524 |
|  | Stolt-Nielsen Ltd. | 1664 | &nbsp;&nbsp; 48693 |
|  | Subsea 7 SA | 23150 | &nbsp;&nbsp; 448623 |
|  | TGS ASA | 18598 | &nbsp;&nbsp; 136637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wallenius Wilhelmsen <br> ASA<br>| 7559 | &nbsp;&nbsp; 67624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilh Wilhelmsen <br> Holding ASA, <br> Class A<br>| 299 | &nbsp;&nbsp; 13798 |
|  | Yara International ASA | 11196 | &nbsp;&nbsp; 413884 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp; 5097406 |
| PORTUGAL — (0.1%) | PORTUGAL — (0.1%) | PORTUGAL — (0.1%) | PORTUGAL — (0.1%) |
|  | EDP Renovaveis SA | 13206 | &nbsp;&nbsp; 155048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galp Energia SGPS <br> SA<br>| 17816 | &nbsp;&nbsp; 340201 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp; 495249 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (1.1%) | SINGAPORE — (1.1%) | SINGAPORE — (1.1%) | SINGAPORE — (1.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CapitaLand Investment <br> Ltd.<br>| 100000 | &nbsp;&nbsp; $212980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; City Developments <br> Ltd.<br>| 12651 | &nbsp;&nbsp; 59892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genting Singapore <br> Ltd.<br>| 265500 | &nbsp;&nbsp; 149764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hongkong Land <br> Holdings Ltd.<br>| 54500 | &nbsp;&nbsp; 329220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jardine Cycle & <br> Carriage Ltd.<br>| 12600 | &nbsp;&nbsp; 255148 |
|  | Keppel Ltd. | 182400 | &nbsp;&nbsp; 1185023 |
|  | Olam Group Ltd. | 70000 | &nbsp;&nbsp; 55977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oversea-Chinese <br> Banking Corp. Ltd.<br>| 97800 | &nbsp;&nbsp; 1267406 |
|  | Seatrium Ltd. | 174055 | &nbsp;&nbsp; 302501 |
|  | Singapore Airlines Ltd. | 33100 | &nbsp;&nbsp; 172887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Overseas Bank <br> Ltd.<br>| 68400 | &nbsp;&nbsp; 1900339 |
|  | UOL Group Ltd. | 40699 | &nbsp;&nbsp; 215143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilmar International <br> Ltd.<br>| 293900 | &nbsp;&nbsp; 665200 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp; 6771480 |
| SOUTH AFRICA — (0.0%) | SOUTH AFRICA — (0.0%) | SOUTH AFRICA — (0.0%) | SOUTH AFRICA — (0.0%) |
| \* | Valterra Platinum Ltd. | 3200 | &nbsp;&nbsp; 142842 |
| SPAIN — (3.3%) | SPAIN — (3.3%) | SPAIN — (3.3%) | SPAIN — (3.3%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA <br> (BBVA SM)<br>| 165586 | &nbsp;&nbsp; 2761686 |
|  | Banco de Sabadell SA | 144096 | &nbsp;&nbsp; 531844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Santander SA <br> (SAN SM)<br>| 1351086 | &nbsp;&nbsp; 11606883 |
|  | CaixaBank SA | 307874 | &nbsp;&nbsp; 2896573 |
|  | Repsol SA (REP SM) | 188959 | &nbsp;&nbsp; 2864949 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp; 20661935 |
| SWEDEN — (2.3%) | SWEDEN — (2.3%) | SWEDEN — (2.3%) | SWEDEN — (2.3%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asmodee Group AB, <br> Class B<br>| 3101 | &nbsp;&nbsp; 39053 |
|  | Billerud Aktiebolag | 22231 | &nbsp;&nbsp; 188757 |
| \* | Boliden AB | 31517 | &nbsp;&nbsp; 964711 |
|  | Bure Equity AB | 10951 | &nbsp;&nbsp; 323288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Essity AB (ESSITYA <br> SS), Class A<br>| 368 | &nbsp;&nbsp; 9075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Essity AB (ESSITYB <br> SS), Class B<br>| 40692 | &nbsp;&nbsp; 1003363 |
|  | Getinge AB, Class B | 14565 | &nbsp;&nbsp; 287488 |
|  | Hexagon AB, Class B | 59015 | &nbsp;&nbsp; 648462 |
|  | Hexpol AB | 8154 | &nbsp;&nbsp; 70214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holmen AB (HOLMB <br> SS), Class B<br>| 5250 | &nbsp;&nbsp; 195125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Husqvarna AB <br> (HUSQB SS), <br> Class B<br>| 45158 | &nbsp;&nbsp; 244580 |
|  | Loomis AB | 15044 | &nbsp;&nbsp; 594829 |
|  | Pandox AB | 8704 | &nbsp;&nbsp; 154916 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Securitas AB, Class B | 54981 | &nbsp;&nbsp; $815991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska <br> Enskilda Banken AB <br> (SEBA SS), Class A<br>| 121946 | &nbsp;&nbsp; 2133144 |
|  | Skanska AB, Class B | 37093 | &nbsp;&nbsp; 865250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKF AB (SKFB SS), <br> Class B<br>| 48031 | &nbsp;&nbsp; 1118759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SSAB AB (SSABA SS), <br> Class A<br>| 26950 | &nbsp;&nbsp; 155411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SSAB AB (SSABB <br> SS), Class B<br>| 81204 | &nbsp;&nbsp; 458938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Svenska Cellulosa AB <br> SCA (SCAA SS), <br> Class A<br>| 318 | &nbsp;&nbsp; 3998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Svenska Cellulosa AB <br> SCA (SCAB SS), <br> Class B<br>| 19810 | &nbsp;&nbsp; 248440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Svenska <br> Handelsbanken AB <br> (SHBA SS), Class A<br>| 51956 | &nbsp;&nbsp; 633052 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Svenska <br> Handelsbanken AB <br> (SHBB SS), Class B<br>| 1298 | &nbsp;&nbsp; 25363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swedbank AB, <br> Class A<br>| 45094 | &nbsp;&nbsp; 1200764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget LM <br> Ericsson (ERICB <br> SS), Class B<br>| 28484 | &nbsp;&nbsp; 206896 |
| # | Telia Co. AB | 293693 | &nbsp;&nbsp; 1037239 |
|  | Trelleborg AB, Class B | 20404 | &nbsp;&nbsp; 741375 |
|  | Vitrolife AB | 547 | &nbsp;&nbsp; 8038 |
| # | Volvo Car AB, Class B | 85329 | &nbsp;&nbsp; 163184 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp; 14539703 |
| SWITZERLAND — (8.3%) | SWITZERLAND — (8.3%) | SWITZERLAND — (8.3%) | SWITZERLAND — (8.3%) |
|  | Alcon AG | 25263 | &nbsp;&nbsp; 2212200 |
|  | Baloise Holding AG | 3212 | &nbsp;&nbsp; 769804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Cantonale <br> Vaudoise<br>| 1073 | &nbsp;&nbsp; 124172 |
| # | Barry Callebaut AG | 103 | &nbsp;&nbsp; 125433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie Financiere <br> Richemont SA, <br> Class A<br>| 26433 | &nbsp;&nbsp; 4315879 |
|  | DSM-Firmenich AG | 7778 | &nbsp;&nbsp; 747306 |
|  | Helvetia Holding AG | 1451 | &nbsp;&nbsp; 348939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holcim AG (HOLN <br> SW)<br>| 53977 | &nbsp;&nbsp; 4304662 |
|  | Julius Baer Group Ltd. | 21364 | &nbsp;&nbsp; 1445579 |
|  | Lonza Group AG | 4520 | &nbsp;&nbsp; 3150299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novartis AG (NVS US), <br> Sponsored ADR<br>| 37346 | &nbsp;&nbsp; 4247734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandoz Group AG <br> (SDZ SW)<br>| 1097 | &nbsp;&nbsp; 62736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandoz Group AG <br> (SDZNY US), ADR<br>| 20486 | &nbsp;&nbsp; 1167918 |
|  | SIG Group AG | 8360 | &nbsp;&nbsp; 135255 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Swatch Group AG <br> (UHR SW)<br>| 749 | &nbsp;&nbsp; $132466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swatch Group AG <br> (UHRN SW)<br>| 622 | &nbsp;&nbsp; 22655 |
|  | Swiss Life Holding AG | 3833 | &nbsp;&nbsp; 3970212 |
|  | Swiss Prime Site AG | 2218 | &nbsp;&nbsp; 306769 |
|  | Swiss Re AG | 30706 | &nbsp;&nbsp; 5496416 |
|  | Swisscom AG | 3536 | &nbsp;&nbsp; 2456934 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG (UBS <br> US)<br>| 39044 | &nbsp;&nbsp; 1457516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG (UBSG <br> SW)<br>| 152323 | &nbsp;&nbsp; 5660920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zurich Insurance <br> Group AG<br>| 12509 | &nbsp;&nbsp; 8532466 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp; 51194270 |
| UNITED KINGDOM — (12.5%) | UNITED KINGDOM — (12.5%) | UNITED KINGDOM — (12.5%) | UNITED KINGDOM — (12.5%) |
|  | Anglo American PLC | 27551 | &nbsp;&nbsp; 775233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated British <br> Foods PLC<br>| 8199 | &nbsp;&nbsp; 237406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barclays PLC (BARC <br> LN)<br>| 187695 | &nbsp;&nbsp; 917456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barclays PLC (BCS <br> US), Sponsored <br> ADR<br>| 168690 | &nbsp;&nbsp; 3309698 |
|  | Barratt Redrow PLC | 85585 | &nbsp;&nbsp; 421459 |
|  | BP PLC (BP LN) | 485911 | &nbsp;&nbsp; 2604619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BP PLC (BP US), <br> Sponsored ADR<br>| 76715 | &nbsp;&nbsp; 2466384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; British American <br> Tobacco PLC (BATS <br> LN)<br>| 99083 | &nbsp;&nbsp; 5308602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; British American <br> Tobacco PLC (BTI <br> US), Sponsored <br> ADR<br>| 6743 | &nbsp;&nbsp; 361964 |
|  | BT Group PLC | 1189411 | &nbsp;&nbsp; 3248325 |
|  | Centrica PLC | 167147 | &nbsp;&nbsp; 363336 |
|  | Glencore PLC | 499265 | &nbsp;&nbsp; 2003710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HSBC Holdings PLC <br> (HSBA LN)<br>| 98791 | &nbsp;&nbsp; 1203568 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; HSBC Holdings PLC <br> (HSBC US), <br> Sponsored ADR<br>| 164365 | &nbsp;&nbsp; 10075574 |
|  | J Sainsbury PLC | 260655 | &nbsp;&nbsp; 1042253 |
|  | Kingfisher PLC | 271455 | &nbsp;&nbsp; 965241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group <br> PLC (LLOY LN)<br>| 3653924 | &nbsp;&nbsp; 3746908 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group <br> PLC (LYG US), <br> ADR<br>| 608371 | &nbsp;&nbsp; 2567326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NatWest Group PLC <br> (NWG LN)<br>| 525574 | &nbsp;&nbsp; 3648312 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NatWest Group PLC <br> (NWG US), <br> Sponsored ADR<br>| 131049 | &nbsp;&nbsp; $1832074 |
|  | Shell PLC (SHEL LN) | 61108 | &nbsp;&nbsp; 2195800 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shell PLC (SHEL US), <br> ADR<br>| 309227 | &nbsp;&nbsp; 22329256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Chartered <br> PLC<br>| 153287 | &nbsp;&nbsp; 2747970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group PLC <br> (VOD LN)<br>| 2450130 | &nbsp;&nbsp; 2656423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group PLC <br> (VOD US), <br> Sponsored ADR<br>| 42828 | &nbsp;&nbsp; 462969 |
|  | Whitbread PLC | 19 | &nbsp;&nbsp; 763 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  | &nbsp;&nbsp; 77492629 |
| UNITED STATES — (0.6%) | UNITED STATES — (0.6%) | UNITED STATES — (0.6%) | UNITED STATES — (0.6%) |
| \* | Amrize Ltd. | 53977 | &nbsp;&nbsp; 2728588 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; International Paper <br> Co.<br>| 22456 | &nbsp;&nbsp; 1114324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smurfit WestRock <br> PLC<br>| 622 | &nbsp;&nbsp; 27604 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp; 3870516 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 596031001 |
| PREFERRED STOCKS — (0.7%) | PREFERRED STOCKS — (0.7%) | PREFERRED STOCKS — (0.7%) | PREFERRED STOCKS — (0.7%) |
| GERMANY — (0.7%) | GERMANY — (0.7%) | GERMANY — (0.7%) | GERMANY — (0.7%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bayerische Motoren <br> Werke AG, 5.636%<br>| 5480 | &nbsp;&nbsp; 479091 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Henkel AG & Co. <br> KGaA, 3.029%<br>| 13538 | &nbsp;&nbsp; 1043226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Porsche Automobil <br> Holding SE, 5.422%<br>| 7818 | &nbsp;&nbsp; 313768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen AG, <br> 6.912%<br>| 23573 | &nbsp;&nbsp; 2464928 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 4301013 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $462,328,228) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $462,328,228) |  | &nbsp;&nbsp; 600332014 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (3.1%) | SECURITIES LENDING COLLATERAL — (3.1%) | SECURITIES LENDING COLLATERAL — (3.1%) | SECURITIES LENDING COLLATERAL — (3.1%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 1650158 | &nbsp;&nbsp; 19087375 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $481,415,358)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $481,415,358)^^ |  | &nbsp;&nbsp; $619419389 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

As of July 31, 2025, the value of Rule 144A securities amounted to $3,594,036 or 0.6% of net assets.

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $34020639 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $34020639 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1086481 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1086481 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4008397 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4008397 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; $63050351 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 63050351 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15306427 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15306427 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; 138920 | &nbsp;&nbsp;&nbsp; 3199107 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3338027 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; 553111 | &nbsp;&nbsp;&nbsp; 59315882 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 59868993 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; 1349641 | &nbsp;&nbsp;&nbsp; 50060086 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 51409727 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9556162 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9556162 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1664673 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1664673 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6545885 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6545885 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp;&nbsp; 908424 | &nbsp;&nbsp;&nbsp; 11803454 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12711878 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 126383625 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 126383625 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; 2423089 | &nbsp;&nbsp;&nbsp; 22868394 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 25291483 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1522223 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1522223 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5097406 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5097406 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portugal | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 495249 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 495249 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6771480 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6771480 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa | &nbsp;&nbsp;&nbsp; 142842 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 142842 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 20661935 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 20661935 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14539703 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14539703 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; 8757384 | &nbsp;&nbsp;&nbsp; 42436886 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 51194270 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; 43405245 | &nbsp;&nbsp;&nbsp; 34087384 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 77492629 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; 2756192 | &nbsp;&nbsp;&nbsp; 1114324 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3870516 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4301013 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4301013 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 19087375 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 19087375 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $123485199 | &nbsp;&nbsp;&nbsp; $495934190 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $619419389 |

---

------

**Dimensional VA International Small Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (94.4%) | COMMON STOCKS — (94.4%) | COMMON STOCKS — (94.4%) | COMMON STOCKS — (94.4%) |
| AUSTRALIA — (5.7%) | AUSTRALIA — (5.7%) | AUSTRALIA — (5.7%) | AUSTRALIA — (5.7%) |
| #\* | 29Metals Ltd. | 128890 | &nbsp;&nbsp; $23403 |
|  | Accent Group Ltd. | 66933 | &nbsp;&nbsp; 63759 |
|  | Acrow Ltd. | 24635 | &nbsp;&nbsp; 16908 |
| # | Adairs Ltd. | 22802 | &nbsp;&nbsp; 29953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ainsworth Game <br> Technology Ltd.<br>| 11272 | &nbsp;&nbsp; 7228 |
| #\* | Alcidion Group Ltd. | 58601 | &nbsp;&nbsp; 4315 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alkane Resources <br> Ltd.<br>| 69913 | &nbsp;&nbsp; 31904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alliance Aviation <br> Services Ltd.<br>| 13267 | &nbsp;&nbsp; 21969 |
| \* | AMA Group Ltd. | 406392 | &nbsp;&nbsp; 23998 |
|  | Amotiv Ltd. | 18541 | &nbsp;&nbsp; 104354 |
|  | AMP Ltd. | 379646 | &nbsp;&nbsp; 388421 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amplitude Energy <br> Ltd.<br>| 400748 | &nbsp;&nbsp; 65581 |
|  | Ansell Ltd. | 18507 | &nbsp;&nbsp; 354310 |
| #\* | Appen Ltd. | 44293 | &nbsp;&nbsp; 25068 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Arafura Rare Earths <br> Ltd. (ARU AU)<br>| 395503 | &nbsp;&nbsp; 44074 |
|  | ARB Corp. Ltd. | 10524 | &nbsp;&nbsp; 225685 |
| #\* | Archer Materials Ltd. | 10038 | &nbsp;&nbsp; 1858 |
| # | ARN Media Ltd. | 38557 | &nbsp;&nbsp; 11645 |
| #\* | Aroa Biosurgery Ltd. | 37311 | &nbsp;&nbsp; 15098 |
| \* | Articore Group Ltd. | 21367 | &nbsp;&nbsp; 2748 |
|  | AUB Group Ltd. | 14241 | &nbsp;&nbsp; 309333 |
| \* | Audinate Group Ltd. | 7090 | &nbsp;&nbsp; 27763 |
| \* | Aurelia Metals Ltd. | 197432 | &nbsp;&nbsp; 22120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aurizon Holdings <br> Ltd.<br>| 45883 | &nbsp;&nbsp; 95245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aussie Broadband <br> Ltd.<br>| 22961 | &nbsp;&nbsp; 66201 |
| \* | Austal Ltd. | 52644 | &nbsp;&nbsp; 220924 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Australian Agricultural <br> Co. Ltd.<br>| 38789 | &nbsp;&nbsp; 34366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Australian Clinical <br> Labs Ltd.<br>| 23114 | &nbsp;&nbsp; 40914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Australian Ethical <br> Investment Ltd.<br>| 14137 | &nbsp;&nbsp; 70885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Australian Finance <br> Group Ltd.<br>| 24189 | &nbsp;&nbsp; 34431 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Australian Strategic <br> Materials Ltd.<br>| 15824 | &nbsp;&nbsp; 5521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autosports Group <br> Ltd.<br>| 5949 | &nbsp;&nbsp; 9613 |
| #†† | AVZ Minerals Ltd. | 217167 | &nbsp;&nbsp; 22770 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Baby Bunting Group <br> Ltd.<br>| 18263 | &nbsp;&nbsp; 21071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Queensland <br> Ltd.<br>| 83030 | &nbsp;&nbsp; 404508 |
|  | Bapcor Ltd. | 44195 | &nbsp;&nbsp; 109058 |
|  | Beach Energy Ltd. | 195279 | &nbsp;&nbsp; 146376 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Beacon Lighting <br> Group Ltd.<br>| 8313 | &nbsp;&nbsp; $19343 |
|  | Bega Cheese Ltd. | 42996 | &nbsp;&nbsp; 143162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bell Financial Group <br> Ltd.<br>| 16281 | &nbsp;&nbsp; 13155 |
| \* | Bellevue Gold Ltd. | 196590 | &nbsp;&nbsp; 101339 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Betmakers <br> Technology Group <br> Ltd.<br>| 25815 | &nbsp;&nbsp; 2143 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Black Cat Syndicate <br> Ltd. (BC8 AU)<br>| 61264 | &nbsp;&nbsp; 31431 |
| #\* | Boss Energy Ltd. | 36761 | &nbsp;&nbsp; 40471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bravura Solutions <br> Ltd.<br>| 75448 | &nbsp;&nbsp; 103546 |
| # | Breville Group Ltd. | 14849 | &nbsp;&nbsp; 310545 |
| # | Brickworks Ltd. | 10198 | &nbsp;&nbsp; 214022 |
| #\* | Bubs Australia Ltd. | 77196 | &nbsp;&nbsp; 7692 |
|  | Capral Ltd. | 1923 | &nbsp;&nbsp; 13788 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Capricorn Metals <br> Ltd.<br>| 48448 | &nbsp;&nbsp; 277503 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Carnarvon Energy <br> Ltd.<br>| 150007 | &nbsp;&nbsp; 9578 |
| #\* | Catalyst Metals Ltd. | 38805 | &nbsp;&nbsp; 125773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cedar Woods <br> Properties Ltd.<br>| 9351 | &nbsp;&nbsp; 44525 |
| #\* | Cettire Ltd. | 14989 | &nbsp;&nbsp; 2478 |
| #\* | Chalice Mining Ltd. | 39537 | &nbsp;&nbsp; 39913 |
|  | Challenger Ltd. | 42375 | &nbsp;&nbsp; 222706 |
|  | Champion Iron Ltd. | 41907 | &nbsp;&nbsp; 110729 |
| \* | Chrysos Corp. Ltd. | 2481 | &nbsp;&nbsp; 8047 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ClearView Wealth <br> Ltd.<br>| 24888 | &nbsp;&nbsp; 7096 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Clinuvel <br> Pharmaceuticals <br> Ltd.<br>| 6591 | &nbsp;&nbsp; 54635 |
| # | Clover Corp. Ltd. | 25399 | &nbsp;&nbsp; 9058 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Coast Entertainment <br> Holdings Ltd.<br>| 72872 | &nbsp;&nbsp; 17562 |
|  | Codan Ltd. | 16966 | &nbsp;&nbsp; 226839 |
| #\* | Cogstate Ltd. | 9666 | &nbsp;&nbsp; 10718 |
|  | Collins Foods Ltd. | 16649 | &nbsp;&nbsp; 98886 |
| \* | Comet Ridge Ltd. | 115929 | &nbsp;&nbsp; 10824 |
| #\* | Core Lithium Ltd. | 93872 | &nbsp;&nbsp; 5815 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Coronado Global <br> Resources, Inc., <br> CDI<br>| 18668 | &nbsp;&nbsp; 2311 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Corporate Travel <br> Management Ltd.<br>| 16158 | &nbsp;&nbsp; 161504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Credit Corp. Group <br> Ltd.<br>| 8852 | &nbsp;&nbsp; 87236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalrymple Bay <br> Infrastructure Ltd.<br>| 26974 | &nbsp;&nbsp; 77528 |
|  | Data#3 Ltd. | 17890 | &nbsp;&nbsp; 86075 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| #\* | Deep Yellow Ltd. | 148759 | &nbsp;&nbsp; $141735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deterra Royalties <br> Ltd.<br>| 5072 | &nbsp;&nbsp; 13430 |
| \* | Develop Global Ltd. | 7083 | &nbsp;&nbsp; 19398 |
|  | Dicker Data Ltd. | 12074 | &nbsp;&nbsp; 67332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Domain Holdings <br> Australia Ltd.<br>| 18364 | &nbsp;&nbsp; 51934 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Domino's Pizza <br> Enterprises Ltd.<br>| 7320 | &nbsp;&nbsp; 85434 |
|  | Downer EDI Ltd. | 160368 | &nbsp;&nbsp; 707162 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DUG Technology <br> Ltd.<br>| 8715 | &nbsp;&nbsp; 7464 |
|  | Dyno Nobel Ltd. | 119291 | &nbsp;&nbsp; 224322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagers Automotive <br> Ltd.<br>| 19140 | &nbsp;&nbsp; 239708 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Elanor Investor <br> Group<br>| 2855 | &nbsp;&nbsp; 283 |
|  | Elders Ltd. | 21959 | &nbsp;&nbsp; 101734 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Electro Optic <br> Systems Holdings <br> Ltd.<br>| 5176 | &nbsp;&nbsp; 10645 |
| #\* | Emeco Holdings Ltd. | 55197 | &nbsp;&nbsp; 31452 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Emerald Resources <br> NL<br>| 86706 | &nbsp;&nbsp; 190310 |
| #\* | EML Payments Ltd. | 51536 | &nbsp;&nbsp; 37080 |
|  | Enero Group Ltd. | 7597 | &nbsp;&nbsp; 4888 |
| \* | EnviroSuite Ltd. | 65036 | &nbsp;&nbsp; 3679 |
|  | EQT Holdings Ltd. | 3576 | &nbsp;&nbsp; 74569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Euroz Hartleys Group <br> Ltd.<br>| 14654 | &nbsp;&nbsp; 8750 |
|  | EVT Ltd. | 12918 | &nbsp;&nbsp; 140121 |
| \* | Experience Co. Ltd. | 24597 | &nbsp;&nbsp; 1974 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Fenix Resources <br> Ltd.<br>| 56718 | &nbsp;&nbsp; 10884 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FleetPartners Group <br> Ltd.<br>| 44716 | &nbsp;&nbsp; 78654 |
|  | Fleetwood Ltd. | 9756 | &nbsp;&nbsp; 16513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flight Centre Travel <br> Group Ltd.<br>| 20416 | &nbsp;&nbsp; 155708 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Frontier Digital <br> Ventures Ltd.<br>| 17664 | &nbsp;&nbsp; 3634 |
|  | G8 Education Ltd. | 111168 | &nbsp;&nbsp; 64088 |
| #\* | Galan Lithium Ltd. | 38880 | &nbsp;&nbsp; 3348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Generation <br> Development <br> Group Ltd.<br>| 20723 | &nbsp;&nbsp; 80168 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genesis Minerals <br> Ltd.<br>| 111489 | &nbsp;&nbsp; 261861 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genetic Signatures <br> Ltd.<br>| 13548 | &nbsp;&nbsp; 2882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gold Road <br> Resources Ltd.<br>| 157886 | &nbsp;&nbsp; 316293 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GR Engineering <br> Services Ltd.<br>| 12539 | &nbsp;&nbsp; 29847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GrainCorp Ltd., <br> Class A<br>| 29924 | &nbsp;&nbsp; 145213 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grange Resources <br> Ltd.<br>| 55500 | &nbsp;&nbsp; $6930 |
|  | GWA Group Ltd. | 32736 | &nbsp;&nbsp; 53111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansen Technologies <br> Ltd.<br>| 27695 | &nbsp;&nbsp; 106387 |
|  | Healius Ltd. | 92037 | &nbsp;&nbsp; 45149 |
|  | Helia Group Ltd. | 41663 | &nbsp;&nbsp; 134884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helloworld Travel <br> Ltd.<br>| 7031 | &nbsp;&nbsp; 7547 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Highfield Resources <br> Ltd.<br>| 24514 | &nbsp;&nbsp; 3069 |
|  | HUB24 Ltd. | 4749 | &nbsp;&nbsp; 322358 |
| # | Humm Group Ltd. | 53557 | &nbsp;&nbsp; 19730 |
| # | IDP Education Ltd. | 23172 | &nbsp;&nbsp; 52426 |
| # | IGO Ltd. | 26690 | &nbsp;&nbsp; 75083 |
|  | Iluka Resources Ltd. | 55690 | &nbsp;&nbsp; 182442 |
|  | Imdex Ltd. | 74126 | &nbsp;&nbsp; 143938 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Immutep Ltd. (IMM <br> AU)<br>| 122328 | &nbsp;&nbsp; 21180 |
| \* | ImpediMed Ltd. | 121421 | &nbsp;&nbsp; 3656 |
|  | Infomedia Ltd. | 62093 | &nbsp;&nbsp; 51633 |
|  | Inghams Group Ltd. | 50749 | &nbsp;&nbsp; 112408 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Insignia Financial <br> Ltd.<br>| 101384 | &nbsp;&nbsp; 292065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Integral Diagnostics <br> Ltd.<br>| 42340 | &nbsp;&nbsp; 72527 |
| #\* | ioneer Ltd. | 214620 | &nbsp;&nbsp; 15718 |
|  | IPH Ltd. | 30781 | &nbsp;&nbsp; 103290 |
|  | IRESS Ltd. | 20980 | &nbsp;&nbsp; 106444 |
|  | IVE Group Ltd. | 19754 | &nbsp;&nbsp; 37436 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Johns Lyng Group <br> Ltd.<br>| 21016 | &nbsp;&nbsp; 52297 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Judo Capital <br> Holdings Ltd.<br>| 37253 | &nbsp;&nbsp; 35928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jumbo Interactive <br> Ltd.<br>| 3461 | &nbsp;&nbsp; 23278 |
|  | Jupiter Mines Ltd. | 181844 | &nbsp;&nbsp; 24519 |
| # | Karoon Energy Ltd. | 112273 | &nbsp;&nbsp; 134278 |
| # | Kelsian Group Ltd. | 8914 | &nbsp;&nbsp; 21282 |
| # | Kogan.com Ltd. | 8067 | &nbsp;&nbsp; 19968 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lark Distilling Co. <br> Ltd.<br>| 2994 | &nbsp;&nbsp; 1645 |
|  | Lendlease Corp. Ltd. | 83570 | &nbsp;&nbsp; 280879 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lifestyle <br> Communities Ltd.<br>| 6758 | &nbsp;&nbsp; 19116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lindsay Australia <br> Ltd.<br>| 22166 | &nbsp;&nbsp; 10440 |
|  | Lovisa Holdings Ltd. | 6999 | &nbsp;&nbsp; 152031 |
|  | Lycopodium Ltd. | 4742 | &nbsp;&nbsp; 34695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MA Financial Group <br> Ltd.<br>| 13440 | &nbsp;&nbsp; 70293 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Maas Group Holdings <br> Ltd.<br>| 10064 | &nbsp;&nbsp; 26568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macmahon Holdings <br> Ltd.<br>| 161782 | &nbsp;&nbsp; 31113 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Macquarie <br> Technology Group <br> Ltd.<br>| 1297 | &nbsp;&nbsp; 57768 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| # | Mader Group Ltd. | 4057 | &nbsp;&nbsp; $19190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magellan Financial <br> Group Ltd.<br>| 20374 | &nbsp;&nbsp; 138544 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mayne Pharma <br> Group Ltd.<br>| 14501 | &nbsp;&nbsp; 46113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; McMillan <br> Shakespeare Ltd.<br>| 9141 | &nbsp;&nbsp; 104558 |
| \* | McPherson's Ltd. | 7753 | &nbsp;&nbsp; 1523 |
| \* | Megaport Ltd. | 15584 | &nbsp;&nbsp; 148853 |
| #\* | Melbana Energy Ltd. | 328430 | &nbsp;&nbsp; 4640 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mesoblast Ltd. (MSB <br> AU)<br>| 106728 | &nbsp;&nbsp; 161331 |
| \* | Metals X Ltd. | 120257 | &nbsp;&nbsp; 44541 |
|  | Metcash Ltd. | 121521 | &nbsp;&nbsp; 303378 |
| \* | Metro Mining Ltd. | 464879 | &nbsp;&nbsp; 21113 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Michael Hill <br> International Ltd. <br> (MHJ AU)<br>| 13468 | &nbsp;&nbsp; 3559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monadelphous Group <br> Ltd.<br>| 13437 | &nbsp;&nbsp; 167528 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Monash IVF Group <br> Ltd.<br>| 45202 | &nbsp;&nbsp; 23112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mount Gibson Iron <br> Ltd.<br>| 74201 | &nbsp;&nbsp; 18557 |
|  | Myer Holdings Ltd. | 153762 | &nbsp;&nbsp; 59354 |
|  | MyState Ltd. | 21573 | &nbsp;&nbsp; 59592 |
| \* | Nanosonics Ltd. | 8841 | &nbsp;&nbsp; 22899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Navigator Global <br> Investments Ltd.<br>| 36502 | &nbsp;&nbsp; 44811 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Neuren <br> Pharmaceuticals <br> Ltd.<br>| 4914 | &nbsp;&nbsp; 53885 |
| # | New Hope Corp. Ltd. | 67414 | &nbsp;&nbsp; 180046 |
|  | nib holdings Ltd. | 57114 | &nbsp;&nbsp; 271164 |
| # | Nick Scali Ltd. | 8901 | &nbsp;&nbsp; 109337 |
| # | Nickel Industries Ltd. | 202184 | &nbsp;&nbsp; 94984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nine Entertainment <br> Co. Holdings Ltd.<br>| 175251 | &nbsp;&nbsp; 190379 |
| #\* | Novonix Ltd. | 30011 | &nbsp;&nbsp; 8604 |
|  | NRW Holdings Ltd. | 72942 | &nbsp;&nbsp; 150614 |
| \* | Nufarm Ltd. | 59509 | &nbsp;&nbsp; 98270 |
| \* | Nuix Ltd. | 30545 | &nbsp;&nbsp; 45957 |
|  | Objective Corp. Ltd. | 2833 | &nbsp;&nbsp; 34610 |
| \* | OFX Group Ltd. | 52215 | &nbsp;&nbsp; 27780 |
|  | OM Holdings Ltd. | 27595 | &nbsp;&nbsp; 5544 |
| \* | Omni Bridgeway Ltd. | 38201 | &nbsp;&nbsp; 34975 |
|  | oOh!media Ltd. | 67577 | &nbsp;&nbsp; 77999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ora Banda Mining <br> Ltd.<br>| 144241 | &nbsp;&nbsp; 59787 |
|  | Orora Ltd. | 162854 | &nbsp;&nbsp; 216142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Current Group <br> Ltd.<br>| 4674 | &nbsp;&nbsp; 33097 |
| #\* | Paladin Energy Ltd. | 40456 | &nbsp;&nbsp; 158271 |
| \* | Pantoro Gold Ltd. | 32586 | &nbsp;&nbsp; 76029 |
| #\* | Paragon Care Ltd. | 37058 | &nbsp;&nbsp; 9451 |
|  | Peet Ltd. | 49105 | &nbsp;&nbsp; 53269 |
| #\* | PeopleIN Ltd. | 8094 | &nbsp;&nbsp; 3638 |
|  | Pepper Money Ltd. | 12817 | &nbsp;&nbsp; 15830 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Perenti Ltd. | 126654 | &nbsp;&nbsp; $142095 |
|  | Perpetual Ltd. | 11636 | &nbsp;&nbsp; 156264 |
|  | Perseus Mining Ltd. | 175799 | &nbsp;&nbsp; 367017 |
| \* | PEXA Group Ltd. | 18151 | &nbsp;&nbsp; 184316 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Platinum Asset <br> Management Ltd.<br>| 75324 | &nbsp;&nbsp; 32119 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PPK Mining <br> Equipment Group <br> Pty. Ltd.<br>| 3365 | &nbsp;&nbsp; 0 |
|  | Praemium Ltd. | 49756 | &nbsp;&nbsp; 22363 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Premier Investments <br> Ltd.<br>| 8689 | &nbsp;&nbsp; 117495 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Propel Funeral <br> Partners Ltd.<br>| 12550 | &nbsp;&nbsp; 37477 |
| # | PWR Holdings Ltd. | 10527 | &nbsp;&nbsp; 52754 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ramelius Resources <br> Ltd.<br>| 150659 | &nbsp;&nbsp; 242392 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ReadyTech Holdings <br> Ltd.<br>| 3553 | &nbsp;&nbsp; 5169 |
| # | Regal Partners Ltd. | 4358 | &nbsp;&nbsp; 8125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regis Healthcare <br> Ltd.<br>| 25606 | &nbsp;&nbsp; 136804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Regis Resources <br> Ltd.<br>| 108475 | &nbsp;&nbsp; 282862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Worldwide <br> Corp. Ltd.<br>| 98851 | &nbsp;&nbsp; 271741 |
| \* | Resolute Mining Ltd. | 375540 | &nbsp;&nbsp; 148045 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Retail Food Group <br> Ltd.<br>| 11865 | &nbsp;&nbsp; 15055 |
|  | Ridley Corp. Ltd. | 40176 | &nbsp;&nbsp; 74858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RPMGlobal Holdings <br> Ltd.<br>| 21479 | &nbsp;&nbsp; 46317 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sandfire Resources <br> Ltd.<br>| 52892 | &nbsp;&nbsp; 355835 |
| \* | Select Harvests Ltd. | 24913 | &nbsp;&nbsp; 54926 |
|  | Servcorp Ltd. | 6297 | &nbsp;&nbsp; 23880 |
|  | Service Stream Ltd. | 91018 | &nbsp;&nbsp; 115713 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Seven West Media <br> Ltd.<br>| 118278 | &nbsp;&nbsp; 10628 |
| #\* | Silver Mines Ltd. | 106873 | &nbsp;&nbsp; 8824 |
|  | Sims Ltd. (SGM AU) | 22887 | &nbsp;&nbsp; 222082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SmartGroup Corp. <br> Ltd.<br>| 17827 | &nbsp;&nbsp; 90209 |
|  | Solvar Ltd. | 30308 | &nbsp;&nbsp; 31093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Cross <br> Electrical <br> Engineering Ltd.<br>| 24152 | &nbsp;&nbsp; 27394 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Southern Cross <br> Media Group Ltd.<br>| 48316 | &nbsp;&nbsp; 18501 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; SpeedCast <br> International Ltd.<br>| 29981 | &nbsp;&nbsp; 0 |
|  | SRG Global Ltd. | 53328 | &nbsp;&nbsp; 56735 |
| #\* | St Barbara Ltd. | 175279 | &nbsp;&nbsp; 30178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanmore Resources <br> Ltd.<br>| 34360 | &nbsp;&nbsp; 46537 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Strandline Resources <br> Ltd.<br>| 109918 | &nbsp;&nbsp; 1272 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Strickland Metals <br> Ltd.<br>| 41036 | &nbsp;&nbsp; $4070 |
| #\* | Strike Energy Ltd. | 242526 | &nbsp;&nbsp; 17780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Super Retail Group <br> Ltd.<br>| 22153 | &nbsp;&nbsp; 216690 |
| \* | Superloop Ltd. | 103226 | &nbsp;&nbsp; 221184 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Syrah Resources <br> Ltd.<br>| 31685 | &nbsp;&nbsp; 7738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tabcorp Holdings <br> Ltd.<br>| 304304 | &nbsp;&nbsp; 150328 |
|  | Ten Sixty Four Ltd. | 15386 | &nbsp;&nbsp; 1088 |
| \* | Tuas Ltd. | 28835 | &nbsp;&nbsp; 98841 |
| #\* | Tyro Payments Ltd. | 66050 | &nbsp;&nbsp; 40255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ventia Services <br> Group Pty. Ltd.<br>| 81333 | &nbsp;&nbsp; 270822 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Viva Energy Group <br> Ltd.<br>| 79936 | &nbsp;&nbsp; 106972 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Vulcan Energy <br> Resources Ltd.<br>| 10002 | &nbsp;&nbsp; 23245 |
| # | Vulcan Steel Ltd. | 4435 | &nbsp;&nbsp; 17115 |
| \* | Vysarn Ltd. | 30347 | &nbsp;&nbsp; 9903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wagners Holding Co. <br> Ltd.<br>| 8025 | &nbsp;&nbsp; 11323 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; WEB Travel Group <br> Ltd.<br>| 52612 | &nbsp;&nbsp; 150218 |
| #\* | Webjet Group Ltd. | 52612 | &nbsp;&nbsp; 30035 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; West African <br> Resources Ltd.<br>| 163587 | &nbsp;&nbsp; 244922 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Westgold Resources <br> Ltd.<br>| 136031 | &nbsp;&nbsp; 222324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Whitehaven Coal <br> Ltd.<br>| 86678 | &nbsp;&nbsp; 355492 |
|  | XRF Scientific Ltd. | 12216 | &nbsp;&nbsp; 15150 |
| #\* | Zip Co. Ltd. | 263619 | &nbsp;&nbsp; 534611 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp; 21689399 |
| AUSTRIA — (1.5%) | AUSTRIA — (1.5%) | AUSTRIA — (1.5%) | AUSTRIA — (1.5%) |
| \* | Addiko Bank AG | 2352 | &nbsp;&nbsp; 58678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agrana Beteiligungs <br> AG<br>| 2144 | &nbsp;&nbsp; 28594 |
|  | ANDRITZ AG | 8743 | &nbsp;&nbsp; 608433 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AT&S Austria <br> Technologie & <br> Systemtechnik AG<br>| 1597 | &nbsp;&nbsp; 32108 |
| Ω | BAWAG Group AG | 13834 | &nbsp;&nbsp; 1745954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CA Immobilien <br> Anlagen AG<br>| 4798 | &nbsp;&nbsp; 127782 |
| \* | CPI Europe AG | 5377 | &nbsp;&nbsp; 111692 |
| \* | DO & Co. AG | 904 | &nbsp;&nbsp; 203943 |
| \* | Eurotelesites AG | 4310 | &nbsp;&nbsp; 25272 |
|  | EVN AG | 5162 | &nbsp;&nbsp; 139494 |
| \* | FACC AG | 2374 | &nbsp;&nbsp; 19469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Immofinanz AG (IIA <br> AV)<br>| 10232 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kapsch TrafficCom <br> AG<br>| 757 | &nbsp;&nbsp; 6088 |
| #\* | Lenzing AG | 1793 | &nbsp;&nbsp; 50155 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mayr Melnhof Karton <br> AG<br>| 535 | &nbsp;&nbsp; $45591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oesterreichische <br> Post AG<br>| 3173 | &nbsp;&nbsp; 110676 |
|  | Palfinger AG | 2888 | &nbsp;&nbsp; 120114 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; POLYTEC Holding <br> AG<br>| 1603 | &nbsp;&nbsp; 6121 |
|  | Porr AG | 3029 | &nbsp;&nbsp; 101834 |
|  | SBO AG | 1398 | &nbsp;&nbsp; 46264 |
|  | Semperit AG Holding | 1873 | &nbsp;&nbsp; 28105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Strabag SE (STR <br> AV)<br>| 2747 | &nbsp;&nbsp; 258245 |
|  | Telekom Austria AG | 19108 | &nbsp;&nbsp; 202502 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; UBM Development <br> AG<br>| 812 | &nbsp;&nbsp; 18967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UNIQA Insurance <br> Group AG<br>| 16266 | &nbsp;&nbsp; 234339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vienna Insurance <br> Group AG Wiener <br> Versicherung <br> Gruppe<br>| 3745 | &nbsp;&nbsp; 197604 |
|  | voestalpine AG | 21274 | &nbsp;&nbsp; 585684 |
|  | Wienerberger AG | 13034 | &nbsp;&nbsp; 436931 |
|  | Zumtobel Group AG | 6897 | &nbsp;&nbsp; 35738 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp; 5586377 |
| BELGIUM — (1.5%) | BELGIUM — (1.5%) | BELGIUM — (1.5%) | BELGIUM — (1.5%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ackermans & van <br> Haaren NV<br>| 2922 | &nbsp;&nbsp; 716755 |
|  | Ageas SA | 5741 | &nbsp;&nbsp; 390344 |
| \* | AGFA-Gevaert NV | 20629 | &nbsp;&nbsp; 26506 |
| \* | Atenor | 3090 | &nbsp;&nbsp; 10928 |
|  | Azelis Group NV | 8879 | &nbsp;&nbsp; 137949 |
| \* | Banqup Group | 1279 | &nbsp;&nbsp; 5895 |
|  | Barco NV | 8285 | &nbsp;&nbsp; 129129 |
|  | Bekaert SA | 4681 | &nbsp;&nbsp; 192798 |
| #\*††Ω | Biocartis Group NV | 5650 | &nbsp;&nbsp; 0 |
| \* | bpost SA | 14476 | &nbsp;&nbsp; 36238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie <br> d'Entreprises CFE<br>| 891 | &nbsp;&nbsp; 9965 |
| # | CMB Tech NV | 1909 | &nbsp;&nbsp; 16818 |
|  | Colruyt Group NV | 6945 | &nbsp;&nbsp; 296669 |
|  | Deceuninck NV | 10393 | &nbsp;&nbsp; 25767 |
|  | Deme Group NV | 1159 | &nbsp;&nbsp; 173466 |
|  | D'ieteren Group | 1174 | &nbsp;&nbsp; 231904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Econocom Group SA <br> NV<br>| 14168 | &nbsp;&nbsp; 29789 |
|  | Elia Group SA | 3255 | &nbsp;&nbsp; 375540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EVS Broadcast <br> Equipment SA<br>| 1783 | &nbsp;&nbsp; 77031 |
|  | Fagron | 8950 | &nbsp;&nbsp; 221305 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Galapagos NV <br> (GLPG BB)<br>| 4331 | &nbsp;&nbsp; 141728 |
|  | Gimv NV | 3289 | &nbsp;&nbsp; 157602 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hyloris <br> Pharmaceuticals <br> SA<br>| 768 | &nbsp;&nbsp; 5916 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |
| #\* | Immobel SA | 570 | &nbsp;&nbsp; $16229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ion Beam <br> Applications<br>| 3161 | &nbsp;&nbsp; 43522 |
|  | Jensen-Group NV | 507 | &nbsp;&nbsp; 33489 |
|  | Kinepolis Group NV | 1476 | &nbsp;&nbsp; 61078 |
|  | Lotus Bakeries NV | 36 | &nbsp;&nbsp; 304359 |
|  | Melexis NV | 2453 | &nbsp;&nbsp; 187617 |
| \* | Nyxoah SA | 1031 | &nbsp;&nbsp; 7691 |
| #\* | Ontex Group NV | 11107 | &nbsp;&nbsp; 86116 |
| \* | Onward Medical NV | 1990 | &nbsp;&nbsp; 9565 |
| \* | Orange Belgium SA | 2344 | &nbsp;&nbsp; 48136 |
|  | Proximus SADP | 13464 | &nbsp;&nbsp; 111869 |
| # | Recticel SA | 4388 | &nbsp;&nbsp; 53396 |
|  | Sipef NV | 638 | &nbsp;&nbsp; 45207 |
|  | Solvay SA | 13537 | &nbsp;&nbsp; 424150 |
|  | Syensqo SA | 4264 | &nbsp;&nbsp; 337947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tessenderlo Group <br> SA<br>| 2766 | &nbsp;&nbsp; 82292 |
|  | Umicore SA | 13240 | &nbsp;&nbsp; 209242 |
| # | Van de Velde NV | 1093 | &nbsp;&nbsp; 41710 |
|  | VGP NV | 1471 | &nbsp;&nbsp; 154690 |
|  | Viohalco SA | 9200 | &nbsp;&nbsp; 64439 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp; 5732786 |
| CANADA — (11.0%) | CANADA — (11.0%) | CANADA — (11.0%) | CANADA — (11.0%) |
| \* | 5N Plus, Inc. | 13400 | &nbsp;&nbsp; 119629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Acadian Timber <br> Corp.<br>| 1400 | &nbsp;&nbsp; 18147 |
|  | ADENTRA, Inc. | 1854 | &nbsp;&nbsp; 39352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advantage Energy <br> Ltd.<br>| 23981 | &nbsp;&nbsp; 191246 |
|  | Aecon Group, Inc. | 8991 | &nbsp;&nbsp; 121667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ag Growth <br> International, Inc.<br>| 2367 | &nbsp;&nbsp; 71475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AGF Management <br> Ltd., Class B<br>| 7345 | &nbsp;&nbsp; 65096 |
| #\* | Aimia, Inc. | 12133 | &nbsp;&nbsp; 26620 |
| \* | Air Canada | 13409 | &nbsp;&nbsp; 186774 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AirBoss of America <br> Corp.<br>| 2200 | &nbsp;&nbsp; 7780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alaris Equity Partners <br> Income<br>| 2438 | &nbsp;&nbsp; 32921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Algoma Central <br> Corp.<br>| 1600 | &nbsp;&nbsp; 18268 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Algoma Steel Group, <br> Inc. (ASTL US)<br>| 11500 | &nbsp;&nbsp; 61525 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Algonquin Power & <br> Utilities Corp. <br> (AQN CN)<br>| 16126 | &nbsp;&nbsp; 95085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Algonquin Power & <br> Utilities Corp. <br> (AQN US)<br>| 74409 | &nbsp;&nbsp; 439013 |
| \* | Allied Gold Corp. | 7131 | &nbsp;&nbsp; 91398 |
|  | Altius Minerals Corp. | 4400 | &nbsp;&nbsp; 92376 |
|  | Altus Group Ltd. | 5400 | &nbsp;&nbsp; 225494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amerigo Resources <br> Ltd.<br>| 14600 | &nbsp;&nbsp; 22654 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Andlauer Healthcare <br> Group, Inc.<br>| 1777 | &nbsp;&nbsp; $67971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Andrew Peller Ltd., <br> Class A<br>| 4300 | &nbsp;&nbsp; 16758 |
| \* | Aritzia, Inc. | 17018 | &nbsp;&nbsp; 913416 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ascot Resources <br> Ltd.<br>| 51004 | &nbsp;&nbsp; 2577 |
|  | Atco Ltd., Class I | 10207 | &nbsp;&nbsp; 369650 |
| \* | Athabasca Oil Corp. | 76206 | &nbsp;&nbsp; 322292 |
| \* | ATS Corp. (ATS CN) | 8214 | &nbsp;&nbsp; 249277 |
|  | Aura Minerals, Inc. | 4303 | &nbsp;&nbsp; 104625 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Aurora Cannabis, Inc. <br> (ACB US)<br>| 651 | &nbsp;&nbsp; 2883 |
| \* | AutoCanada, Inc. | 2934 | &nbsp;&nbsp; 56135 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Avino Silver & Gold <br> Mines Ltd. (ASM <br> US)<br>| 6998 | &nbsp;&nbsp; 22324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B2Gold Corp. (BTG <br> US)<br>| 116197 | &nbsp;&nbsp; 391584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B2Gold Corp. (BTO <br> CN)<br>| 66072 | &nbsp;&nbsp; 222211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Badger Infrastructure <br> Solutions Ltd.<br>| 3509 | &nbsp;&nbsp; 132423 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bausch Health Cos., <br> Inc. (BHC US)<br>| 36335 | &nbsp;&nbsp; 214013 |
| # | Baytex Energy Corp. | 85820 | &nbsp;&nbsp; 182095 |
|  | Birchcliff Energy Ltd. | 37934 | &nbsp;&nbsp; 184797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bird Construction, <br> Inc.<br>| 10860 | &nbsp;&nbsp; 226119 |
| #\* | Bitfarms Ltd. | 25749 | &nbsp;&nbsp; 32459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Black Diamond <br> Group Ltd.<br>| 6496 | &nbsp;&nbsp; 55509 |
| #\* | BlackBerry Ltd. | 14024 | &nbsp;&nbsp; 51749 |
|  | BMTC Group, Inc. | 850 | &nbsp;&nbsp; 8383 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bombardier, Inc. <br> (BBD/A CN), <br> Class A<br>| 200 | &nbsp;&nbsp; 23290 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bombardier, Inc. <br> (BBD/B CN), <br> Class B<br>| 3453 | &nbsp;&nbsp; 402642 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bonterra Energy <br> Corp.<br>| 3035 | &nbsp;&nbsp; 8214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boralex, Inc., <br> Class A<br>| 12043 | &nbsp;&nbsp; 272567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boyd Group <br> Services, Inc.<br>| 2153 | &nbsp;&nbsp; 298415 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bragg Gaming <br> Group, Inc.<br>| 2243 | &nbsp;&nbsp; 8927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield <br> Infrastructure <br> Corp., Class A<br>| 4748 | &nbsp;&nbsp; 185362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BRP, Inc. (DOOO <br> US)<br>| 1166 | &nbsp;&nbsp; 58895 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Calfrac Well Services <br> Ltd.<br>| 3300 | &nbsp;&nbsp; 9431 |
|  | Calian Group Ltd. | 1900 | &nbsp;&nbsp; 69248 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canaccord Genuity <br> Group, Inc.<br>| 12896 | &nbsp;&nbsp; $100145 |
| \* | Canacol Energy Ltd. | 3610 | &nbsp;&nbsp; 5471 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Canada Goose <br> Holdings, Inc. <br> (GOOS US)<br>| 5272 | &nbsp;&nbsp; 57728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Tire Corp. <br> Ltd., Class A<br>| 4434 | &nbsp;&nbsp; 593867 |
| \* | Canfor Corp. | 15300 | &nbsp;&nbsp; 149952 |
| # | Capital Power Corp. | 17199 | &nbsp;&nbsp; 720928 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Capstone Copper <br> Corp.<br>| 83957 | &nbsp;&nbsp; 470804 |
| # | Cardinal Energy Ltd. | 18431 | &nbsp;&nbsp; 95641 |
| \* | CareRx Corp. | 3200 | &nbsp;&nbsp; 6559 |
|  | Cascades, Inc. | 18429 | &nbsp;&nbsp; 120102 |
| \* | Cavvy Energy Ltd. | 4300 | &nbsp;&nbsp; 1583 |
|  | Centerra Gold, Inc. | 26068 | &nbsp;&nbsp; 177414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CES Energy <br> Solutions Corp.<br>| 36901 | &nbsp;&nbsp; 193080 |
|  | CI Financial Corp. | 22591 | &nbsp;&nbsp; 520591 |
| \* | Cineplex, Inc. | 5627 | &nbsp;&nbsp; 45159 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cipher <br> Pharmaceuticals, <br> Inc.<br>| 900 | &nbsp;&nbsp; 7827 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cogeco <br> Communications, <br> Inc.<br>| 2100 | &nbsp;&nbsp; 94558 |
|  | Cogeco, Inc. | 800 | &nbsp;&nbsp; 33793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colliers International <br> Group, Inc. (CIGI <br> CN)<br>| 500 | &nbsp;&nbsp; 75401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colliers International <br> Group, Inc. (CIGI <br> US)<br>| 3181 | &nbsp;&nbsp; 479408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Computer Modelling <br> Group Ltd.<br>| 13544 | &nbsp;&nbsp; 77319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corby Spirit & Wine <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 19031 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cronos Group, Inc. <br> (CRON US)<br>| 35986 | &nbsp;&nbsp; 71252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Definity Financial <br> Corp.<br>| 7934 | &nbsp;&nbsp; 427449 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Denison Mines Corp. <br> (DML CN)<br>| 49917 | &nbsp;&nbsp; 102673 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Denison Mines Corp. <br> (DNN US)<br>| 14027 | &nbsp;&nbsp; 29036 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; dentalcorp Holdings <br> Ltd.<br>| 3911 | &nbsp;&nbsp; 22778 |
|  | Dexterra Group, Inc. | 6209 | &nbsp;&nbsp; 42797 |
| \* | Docebo, Inc. | 1007 | &nbsp;&nbsp; 30531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Doman Building <br> Materials Group <br> Ltd.<br>| 9452 | &nbsp;&nbsp; 58325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dominion Lending <br> Centres, Inc.<br>| 1800 | &nbsp;&nbsp; 11419 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dorel Industries, Inc., <br> Class B<br>| 3700 | &nbsp;&nbsp; 3952 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DREAM Unlimited <br> Corp., Class A<br>| 4525 | &nbsp;&nbsp; $68189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dundee Precious <br> Metals, Inc.<br>| 28117 | &nbsp;&nbsp; 454547 |
|  | Dye & Durham Ltd. | 6092 | &nbsp;&nbsp; 49199 |
|  | Dynacor Group, Inc. | 4900 | &nbsp;&nbsp; 16798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; E-L Financial Corp. <br> Ltd.<br>| 20400 | &nbsp;&nbsp; 216279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eldorado Gold Corp. <br> (EGO US)<br>| 8595 | &nbsp;&nbsp; 176197 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eldorado Gold Corp. <br> (ELD CN)<br>| 27134 | &nbsp;&nbsp; 555953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Endeavour Mining <br> PLC<br>| 23043 | &nbsp;&nbsp; 691822 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Endeavour Silver <br> Corp. (EDR CN)<br>| 16100 | &nbsp;&nbsp; 81569 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Endeavour Silver <br> Corp. (EXK US)<br>| 18844 | &nbsp;&nbsp; 95539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enerflex Ltd. (EFX <br> CN)<br>| 14336 | &nbsp;&nbsp; 114328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enerflex Ltd. (EFXT <br> US)<br>| 3811 | &nbsp;&nbsp; 30412 |
| \* | Energy Fuels, Inc. | 5331 | &nbsp;&nbsp; 48358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enghouse Systems <br> Ltd.<br>| 5890 | &nbsp;&nbsp; 97557 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ensign Energy <br> Services, Inc.<br>| 15950 | &nbsp;&nbsp; 26015 |
|  | EQB, Inc. | 4086 | &nbsp;&nbsp; 303737 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Equinox Gold Corp. <br> (EQX CN)<br>| 9887 | &nbsp;&nbsp; 60225 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Equinox Gold Corp. <br> (EQX US)<br>| 61505 | &nbsp;&nbsp; 375180 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ERO Copper Corp. <br> (ERO CN)<br>| 4889 | &nbsp;&nbsp; 66158 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ERO Copper Corp. <br> (ERO US)<br>| 6844 | &nbsp;&nbsp; 92531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evertz Technologies <br> Ltd.<br>| 5502 | &nbsp;&nbsp; 47849 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Exchange Income <br> Corp.<br>| 3043 | &nbsp;&nbsp; 144024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Exco Technologies <br> Ltd.<br>| 4600 | &nbsp;&nbsp; 22409 |
|  | Extendicare, Inc. | 14310 | &nbsp;&nbsp; 127340 |
| # | Fiera Capital Corp. | 11800 | &nbsp;&nbsp; 55781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Finning International, <br> Inc.<br>| 19206 | &nbsp;&nbsp; 836936 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Firan Technology <br> Group Corp.<br>| 3100 | &nbsp;&nbsp; 25639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Firm Capital <br> Mortgage <br> Investment Corp.<br>| 4900 | &nbsp;&nbsp; 42083 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; First Majestic Silver <br> Corp. (AG US)<br>| 41108 | &nbsp;&nbsp; 326809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Majestic Silver <br> Corp. (FR CN)<br>| 14299 | &nbsp;&nbsp; 113723 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Mining Gold <br> Corp.<br>| 27500 | &nbsp;&nbsp; 3176 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; First National <br> Financial Corp.<br>| 2280 | &nbsp;&nbsp; $79362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FirstService Corp. <br> (FSV CN)<br>| 627 | &nbsp;&nbsp; 123590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Foraco International <br> SA<br>| 7800 | &nbsp;&nbsp; 9007 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Fortuna Mining Corp. <br> (FSM US)<br>| 19034 | &nbsp;&nbsp; 122769 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fortuna Mining Corp. <br> (FVI CN)<br>| 30193 | &nbsp;&nbsp; 194805 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Freehold Royalties <br> Ltd.<br>| 19895 | &nbsp;&nbsp; 191541 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Frontera Energy <br> Corp.<br>| 6237 | &nbsp;&nbsp; 28628 |
| \* | Galiano Gold, Inc. | 12801 | &nbsp;&nbsp; 16999 |
|  | Gamehost, Inc. | 2000 | &nbsp;&nbsp; 17783 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GDI Integrated <br> Facility Services, <br> Inc.<br>| 1900 | &nbsp;&nbsp; 44291 |
|  | Gibson Energy, Inc. | 20295 | &nbsp;&nbsp; 365884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gildan Activewear, <br> Inc. (GIL US)<br>| 4545 | &nbsp;&nbsp; 229568 |
|  | goeasy Ltd. | 1736 | &nbsp;&nbsp; 229278 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoGold Resources, <br> Inc.<br>| 41158 | &nbsp;&nbsp; 60002 |
| \* | GoldMoney, Inc. | 1360 | &nbsp;&nbsp; 8255 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Greenfire Resources <br> Ltd.<br>| 4020 | &nbsp;&nbsp; 18532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital <br> Group Ltd., <br> Class A<br>| 2750 | &nbsp;&nbsp; 81829 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Haivision Systems, <br> Inc.<br>| 3200 | &nbsp;&nbsp; 11501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hammond Power <br> Solutions, Inc.<br>| 1609 | &nbsp;&nbsp; 143923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Headwater <br> Exploration, Inc.<br>| 37063 | &nbsp;&nbsp; 193928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; High Liner Foods, <br> Inc.<br>| 2300 | &nbsp;&nbsp; 28119 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HLS Therapeutics, <br> Inc.<br>| 2903 | &nbsp;&nbsp; 10538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hudbay Minerals, Inc. <br> (HBM CN)<br>| 40440 | &nbsp;&nbsp; 375327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hudbay Minerals, Inc. <br> (HBM US)<br>| 8865 | &nbsp;&nbsp; 82179 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hut 8 Corp. (HUT <br> US)<br>| 5532 | &nbsp;&nbsp; 117444 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IAMGOLD Corp. (IAG <br> US)<br>| 48212 | &nbsp;&nbsp; 325913 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; IAMGOLD Corp. <br> (IMG CN)<br>| 56196 | &nbsp;&nbsp; 379615 |
|  | IGM Financial, Inc. | 6000 | &nbsp;&nbsp; 198672 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Imperial Metals <br> Corp.<br>| 9700 | &nbsp;&nbsp; 28212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Information Services <br> Corp.<br>| 2000 | &nbsp;&nbsp; 46189 |
|  | InPlay Oil Corp. | 1317 | &nbsp;&nbsp; 10120 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | Interfor Corp. | 7278 | &nbsp;&nbsp; $65447 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Jamieson Wellness, <br> Inc.<br>| 5148 | &nbsp;&nbsp; 124985 |
| \* | Journey Energy, Inc. | 2400 | &nbsp;&nbsp; 4192 |
| \* | K92 Mining, Inc. | 29845 | &nbsp;&nbsp; 309952 |
|  | K-Bro Linen, Inc. | 1500 | &nbsp;&nbsp; 37078 |
| \* | Kelt Exploration Ltd. | 27188 | &nbsp;&nbsp; 144417 |
|  | Keyera Corp. | 6532 | &nbsp;&nbsp; 205068 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Knight Therapeutics, <br> Inc.<br>| 9116 | &nbsp;&nbsp; 40067 |
|  | KP Tissue, Inc. | 700 | &nbsp;&nbsp; 4537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Labrador Iron Ore <br> Royalty Corp.<br>| 8600 | &nbsp;&nbsp; 165408 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Largo, Inc. (LGO <br> CN)<br>| 1753 | &nbsp;&nbsp; 2353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lassonde Industries, <br> Inc., Class A<br>| 500 | &nbsp;&nbsp; 77493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laurentian Bank of <br> Canada<br>| 6900 | &nbsp;&nbsp; 153427 |
|  | Leon's Furniture Ltd. | 3400 | &nbsp;&nbsp; 66866 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lightspeed <br> Commerce, Inc. <br> (LSPD CN)<br>| 1400 | &nbsp;&nbsp; 17449 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lightspeed <br> Commerce, Inc. <br> (LSPD US)<br>| 16087 | &nbsp;&nbsp; 200122 |
|  | Linamar Corp. | 5605 | &nbsp;&nbsp; 271027 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lucara Diamond <br> Corp.<br>| 52607 | &nbsp;&nbsp; 8922 |
|  | Lundin Gold, Inc. | 14886 | &nbsp;&nbsp; 688972 |
|  | MAG Silver Corp. | 2453 | &nbsp;&nbsp; 50090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magellan Aerospace <br> Corp.<br>| 2400 | &nbsp;&nbsp; 29584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mainstreet Equity <br> Corp.<br>| 600 | &nbsp;&nbsp; 80110 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Major Drilling Group <br> International, Inc.<br>| 13573 | &nbsp;&nbsp; 86105 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mandalay Resources <br> Corp.<br>| 11377 | &nbsp;&nbsp; 39741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maple Leaf Foods, <br> Inc.<br>| 11125 | &nbsp;&nbsp; 234768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Martinrea <br> International, Inc.<br>| 4010 | &nbsp;&nbsp; 24079 |
| \* | Mattr Corp. | 4242 | &nbsp;&nbsp; 37626 |
| \* | MDA Space Ltd. | 20089 | &nbsp;&nbsp; 562538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medical Facilities <br> Corp.<br>| 5100 | &nbsp;&nbsp; 53886 |
|  | MEG Energy Corp. | 28601 | &nbsp;&nbsp; 563722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melcor Developments <br> Ltd.<br>| 2200 | &nbsp;&nbsp; 22753 |
|  | Meren Energy, Inc. | 44613 | &nbsp;&nbsp; 57312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Methanex Corp. <br> (MEOH US)<br>| 8464 | &nbsp;&nbsp; 283036 |
|  | Morguard Corp. | 700 | &nbsp;&nbsp; 59719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MTY Food Group, <br> Inc.<br>| 3000 | &nbsp;&nbsp; 83596 |
| # | Mullen Group Ltd. | 12988 | &nbsp;&nbsp; 123450 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neo Performance <br> Materials, Inc.<br>| 5936 | &nbsp;&nbsp; $66446 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Gold, Inc. (NGD <br> CN)<br>| 90970 | &nbsp;&nbsp; 380792 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Gold, Inc. (NGD <br> US)<br>| 23331 | &nbsp;&nbsp; 97757 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Pacific Metals <br> Corp.<br>| 4600 | &nbsp;&nbsp; 6578 |
| \* | NFI Group, Inc. | 8237 | &nbsp;&nbsp; 113544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North American <br> Construction Group <br> Ltd. (NOA CN)<br>| 3900 | &nbsp;&nbsp; 58686 |
|  | North West Co., Inc. | 6881 | &nbsp;&nbsp; 236187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northland Power, <br> Inc.<br>| 28868 | &nbsp;&nbsp; 471688 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Novagold Resources, <br> Inc.<br>| 9527 | &nbsp;&nbsp; 49299 |
| \* | NuVista Energy Ltd. | 20260 | &nbsp;&nbsp; 214063 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Obsidian Energy Ltd. <br> (OBE US)<br>| 12119 | &nbsp;&nbsp; 74168 |
|  | OceanaGold Corp. | 35951 | &nbsp;&nbsp; 489085 |
|  | Onex Corp. | 5718 | &nbsp;&nbsp; 465165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Open Text Corp. <br> (OTEX CN)<br>| 558 | &nbsp;&nbsp; 16423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Open Text Corp. <br> (OTEX US)<br>| 18257 | &nbsp;&nbsp; 537303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OR Royalties, Inc. <br> (OR CN)<br>| 10706 | &nbsp;&nbsp; 296548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OR Royalties, Inc. <br> (OR US)<br>| 8537 | &nbsp;&nbsp; 236560 |
| \* | Orezone Gold Corp. | 16500 | &nbsp;&nbsp; 12861 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Organigram Global, <br> Inc.<br>| 2430 | &nbsp;&nbsp; 3256 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orla Mining Ltd. <br> (OLA CN)<br>| 9460 | &nbsp;&nbsp; 88073 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orla Mining Ltd. <br> (ORLA US)<br>| 17153 | &nbsp;&nbsp; 159866 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Paramount <br> Resources Ltd., <br> Class A<br>| 10792 | &nbsp;&nbsp; 165983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Parex Resources, <br> Inc.<br>| 5769 | &nbsp;&nbsp; 68449 |
|  | Parkland Corp. | 16376 | &nbsp;&nbsp; 462230 |
|  | Pason Systems, Inc. | 13302 | &nbsp;&nbsp; 112226 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perpetua Resources <br> Corp.<br>| 3100 | &nbsp;&nbsp; 46810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pet Valu Holdings <br> Ltd.<br>| 5347 | &nbsp;&nbsp; 129392 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Peyto Exploration & <br> Development <br> Corp.<br>| 23340 | &nbsp;&nbsp; 327461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PHX Energy Services <br> Corp.<br>| 5500 | &nbsp;&nbsp; 33025 |
| # | Pine Cliff Energy Ltd. | 23500 | &nbsp;&nbsp; 12042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pizza Pizza Royalty <br> Corp.<br>| 4000 | &nbsp;&nbsp; 45987 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polaris Renewable <br> Energy, Inc.<br>| 3600 | &nbsp;&nbsp; $32321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pollard <br> Banknote Ltd.<br>| 1800 | &nbsp;&nbsp; 28904 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; PrairieSky Royalty <br> Ltd.<br>| 29509 | &nbsp;&nbsp; 507505 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Precision Drilling <br> Corp. (PD CN)<br>| 1930 | &nbsp;&nbsp; 108660 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Precision Drilling <br> Corp. (PDS US)<br>| 133 | &nbsp;&nbsp; 7491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premium Brands <br> Holdings Corp.<br>| 6089 | &nbsp;&nbsp; 386012 |
| # | Propel Holdings, Inc. | 1946 | &nbsp;&nbsp; 50532 |
|  | Pulse Seismic, Inc. | 6700 | &nbsp;&nbsp; 18907 |
| \* | Quarterhill, Inc. | 23309 | &nbsp;&nbsp; 22374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quebecor, Inc., <br> Class B<br>| 14096 | &nbsp;&nbsp; 396552 |
| \* | Real Matters, Inc. | 194 | &nbsp;&nbsp; 713 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RF Capital Group, <br> Inc.<br>| 155 | &nbsp;&nbsp; 2210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richelieu Hardware <br> Ltd.<br>| 6969 | &nbsp;&nbsp; 174376 |
|  | Rogers Sugar, Inc. | 12650 | &nbsp;&nbsp; 51491 |
|  | Russel Metals, Inc. | 8650 | &nbsp;&nbsp; 277055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandstorm Gold Ltd. <br> (SAND US)<br>| 31304 | &nbsp;&nbsp; 293005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandstorm Gold Ltd. <br> (SSL CN)<br>| 4373 | &nbsp;&nbsp; 40934 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sangoma <br> Technologies <br> Corp.<br>| 3500 | &nbsp;&nbsp; 19829 |
|  | Saputo, Inc. | 13023 | &nbsp;&nbsp; 273130 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saturn Oil & Gas, <br> Inc.<br>| 2049 | &nbsp;&nbsp; 3845 |
|  | Savaria Corp. | 8482 | &nbsp;&nbsp; 121696 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seabridge Gold, Inc. <br> (SA US)<br>| 8288 | &nbsp;&nbsp; 126972 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Seabridge Gold, Inc. <br> (SEA CN)<br>| 3058 | &nbsp;&nbsp; 46788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Secure Waste <br> Infrastructure <br> Corp.<br>| 43669 | &nbsp;&nbsp; 477157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sienna Senior Living, <br> Inc.<br>| 9677 | &nbsp;&nbsp; 125013 |
|  | South Bow Corp. | 10047 | &nbsp;&nbsp; 263851 |
| \* | Spartan Delta Corp. | 12672 | &nbsp;&nbsp; 42801 |
| Ω | Spin Master Corp. | 5200 | &nbsp;&nbsp; 85566 |
|  | Sprott, Inc. (SII CN) | 2798 | &nbsp;&nbsp; 188425 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SSR Mining, Inc. <br> (SSRM CN)<br>| 25161 | &nbsp;&nbsp; 300536 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SSR Mining, Inc. <br> (SSRM US)<br>| 1383 | &nbsp;&nbsp; 16527 |
|  | Stella-Jones, Inc. | 9209 | &nbsp;&nbsp; 524985 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; STEP Energy <br> Services Ltd.<br>| 6600 | &nbsp;&nbsp; 20958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; StorageVault Canada, <br> Inc.<br>| 7537 | &nbsp;&nbsp; 25239 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Strathcona <br> Resources Ltd.<br>| 1942 | &nbsp;&nbsp; $47683 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; SunOpta, Inc. (SOY <br> CN)<br>| 1950 | &nbsp;&nbsp; 11343 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SunOpta, Inc. (STKL <br> US)<br>| 8138 | &nbsp;&nbsp; 47445 |
|  | Superior Plus Corp. | 17264 | &nbsp;&nbsp; 86220 |
|  | Supremex, Inc. | 5800 | &nbsp;&nbsp; 17330 |
| # | Surge Energy, Inc. | 12731 | &nbsp;&nbsp; 67624 |
|  | Sylogist Ltd. | 3100 | &nbsp;&nbsp; 20695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tamarack Valley <br> Energy Ltd.<br>| 60509 | &nbsp;&nbsp; 237564 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taseko Mines Ltd. <br> (TKO CN)<br>| 35100 | &nbsp;&nbsp; 107661 |
| \* | Telesat Corp. | 700 | &nbsp;&nbsp; 16783 |
|  | TELUS Corp. | 3749 | &nbsp;&nbsp; 60391 |
| \* | Tenaz Energy Corp. | 1000 | &nbsp;&nbsp; 13287 |
| \* | TerrAscend Corp. | 9000 | &nbsp;&nbsp; 3637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TerraVest Industries, <br> Inc.<br>| 1574 | &nbsp;&nbsp; 193933 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Tidewater Midstream <br> & Infrastructure <br> Ltd.<br>| 35300 | &nbsp;&nbsp; 5732 |
| #\* | Tilray Brands, Inc. | 23111 | &nbsp;&nbsp; 13425 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Timbercreek <br> Financial Corp.<br>| 9652 | &nbsp;&nbsp; 53847 |
| # | Topaz Energy Corp. | 16546 | &nbsp;&nbsp; 307491 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Torex Gold <br> Resources, Inc.<br>| 14210 | &nbsp;&nbsp; 400272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toromont Industries <br> Ltd.<br>| 2216 | &nbsp;&nbsp; 224687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Total Energy <br> Services, Inc.<br>| 6761 | &nbsp;&nbsp; 56794 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Touchstone <br> Exploration, Inc.<br>| 7300 | &nbsp;&nbsp; 1291 |
| # | TransAlta Corp. | 11303 | &nbsp;&nbsp; 136201 |
|  | TransAlta Corp.  | 29463 | &nbsp;&nbsp; 354466 |
| #\* | Transat AT, Inc. | 3900 | &nbsp;&nbsp; 7037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transcontinental, <br> Inc., Class A<br>| 11725 | &nbsp;&nbsp; 163063 |
| \*†† | Trevali Mining Corp. | 4900 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trican Well Service <br> Ltd.<br>| 34374 | &nbsp;&nbsp; 141158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triple Flag Precious <br> Metals Corp. <br> (TFPM CN)<br>| 3438 | &nbsp;&nbsp; 78457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triple Flag Precious <br> Metals Corp. <br> (TFPM US)<br>| 2542 | &nbsp;&nbsp; 58008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trisura Group Ltd. <br> (TSU CN)<br>| 5900 | &nbsp;&nbsp; 180074 |
| \* | Valeura Energy, Inc. | 3426 | &nbsp;&nbsp; 23069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vecima Networks, <br> Inc.<br>| 1200 | &nbsp;&nbsp; 9094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vermilion Energy, Inc. <br> (VET CN)<br>| 3634 | &nbsp;&nbsp; 29820 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vermilion Energy, Inc. <br> (VET US)<br>| 21479 | &nbsp;&nbsp; $176557 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; VersaBank (VBNK <br> CN)<br>| 1500 | &nbsp;&nbsp; 17797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VersaBank (VBNK <br> US)<br>| 1000 | &nbsp;&nbsp; 11820 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; VerticalScope <br> Holdings, Inc.<br>| 2200 | &nbsp;&nbsp; 6033 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Victoria Gold <br> Corp./Vancouver<br>| 1082 | &nbsp;&nbsp; 141 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Viemed Healthcare, <br> Inc.<br>| 4100 | &nbsp;&nbsp; 24969 |
| \* | Vitalhub Corp. | 3821 | &nbsp;&nbsp; 37945 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Well Health <br> Technologies <br> Corp.<br>| 21454 | &nbsp;&nbsp; 70760 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wesdome Gold <br> Mines Ltd.<br>| 22185 | &nbsp;&nbsp; 264183 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Western Copper & <br> Gold Corp.<br>| 4800 | &nbsp;&nbsp; 5904 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Westshore Terminals <br> Investment Corp.<br>| 4442 | &nbsp;&nbsp; 90436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Whitecap Resources, <br> Inc.<br>| 154345 | &nbsp;&nbsp; 1164503 |
|  | Winpak Ltd. | 4600 | &nbsp;&nbsp; 135915 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yangarra Resources <br> Ltd.<br>| 8100 | &nbsp;&nbsp; 6021 |
|  | Yellow Pages Ltd. | 1091 | &nbsp;&nbsp; 8653 |
| †† | Zenith Capital Corp. | 1300 | &nbsp;&nbsp; 47 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp; 41796975 |
| CHINA — (0.1%) | 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>| 43400 | &nbsp;&nbsp; 375240 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Hanfeng Evergreen, <br> Inc.<br>| 2400 | &nbsp;&nbsp; 0 |
| TOTAL CHINA | TOTAL CHINA |  | &nbsp;&nbsp; 375240 |
| DENMARK — (2.4%) | DENMARK — (2.4%) | DENMARK — (2.4%) | DENMARK — (2.4%) |
| \* | ALK-Abello AS | 21029 | &nbsp;&nbsp; 610132 |
|  | Alm Brand AS | 115559 | &nbsp;&nbsp; 318747 |
| # | Ambu AS, Class B | 27639 | &nbsp;&nbsp; 403471 |
| \* | Bang & Olufsen AS | 14001 | &nbsp;&nbsp; 27993 |
| \* | Bavarian Nordic AS | 11722 | &nbsp;&nbsp; 424291 |
|  | cBrain AS | 905 | &nbsp;&nbsp; 29514 |
|  | Chemometec AS | 2221 | &nbsp;&nbsp; 171419 |
|  | Columbus AS | 16517 | &nbsp;&nbsp; 25049 |
|  | D/S Norden AS | 2740 | &nbsp;&nbsp; 95289 |
| \* | Demant AS | 3279 | &nbsp;&nbsp; 124233 |
| \* | Dfds AS | 3214 | &nbsp;&nbsp; 57701 |
|  | FLSmidth & Co. AS | 7332 | &nbsp;&nbsp; 431315 |
| # | Fluegger Group AS | 86 | &nbsp;&nbsp; 4256 |
|  | Foroya Banki P | 552 | &nbsp;&nbsp; 15957 |
| #\* | GN Store Nord AS | 9867 | &nbsp;&nbsp; 141350 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H Lundbeck AS <br> (HLUNA DC), <br> Class A<br>| 4743 | &nbsp;&nbsp; $21219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H Lundbeck AS <br> (HLUNB DC)<br>| 34629 | &nbsp;&nbsp; 180409 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; H&H International <br> AS, Class B<br>| 2539 | &nbsp;&nbsp; 40483 |
|  | ISS AS | 20273 | &nbsp;&nbsp; 582775 |
|  | Jeudan AS | 1628 | &nbsp;&nbsp; 52826 |
|  | Jyske Bank AS | 5926 | &nbsp;&nbsp; 594925 |
|  | Matas AS | 5454 | &nbsp;&nbsp; 111873 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Netcompany Group <br> AS<br>| 5022 | &nbsp;&nbsp; 184156 |
| \* | Nilfisk Holding AS | 2589 | &nbsp;&nbsp; 36855 |
| \* | NKT AS | 8648 | &nbsp;&nbsp; 760788 |
| \*Ω | NNIT AS | 1779 | &nbsp;&nbsp; 17960 |
| \* | North Media AS | 1083 | &nbsp;&nbsp; 8022 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; NTG Nordic <br> Transport Group <br> AS<br>| 911 | &nbsp;&nbsp; 27303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Per Aarsleff Holding <br> AS<br>| 2658 | &nbsp;&nbsp; 286259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ringkjoebing <br> Landbobank AS<br>| 3553 | &nbsp;&nbsp; 783264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockwool AS, <br> Class A<br>| 2642 | &nbsp;&nbsp; 116305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockwool AS, <br> Class B<br>| 7320 | &nbsp;&nbsp; 320767 |
|  | Royal Unibrew AS | 6337 | &nbsp;&nbsp; 473997 |
| \* | RTX AS | 1054 | &nbsp;&nbsp; 13210 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Scandinavian <br> Tobacco Group AS<br>| 6629 | &nbsp;&nbsp; 86758 |
|  | Schouw & Co. AS | 1656 | &nbsp;&nbsp; 155970 |
| # | Solar AS, Class B | 312 | &nbsp;&nbsp; 13462 |
|  | SP Group AS | 1779 | &nbsp;&nbsp; 72726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sparekassen <br> Sjaelland-Fyn AS<br>| 2633 | &nbsp;&nbsp; 133937 |
|  | Sydbank AS | 7479 | &nbsp;&nbsp; 554098 |
|  | TCM Group AS | 1034 | &nbsp;&nbsp; 11917 |
| # | Tivoli AS | 344 | &nbsp;&nbsp; 32488 |
|  | TORM PLC, Class A | 2587 | &nbsp;&nbsp; 47685 |
| \* | Trifork Group AG | 711 | &nbsp;&nbsp; 10193 |
|  | UIE PLC | 2550 | &nbsp;&nbsp; 113808 |
|  | Vestjysk Bank AS | 58653 | &nbsp;&nbsp; 42684 |
| \* | Zealand Pharma AS | 3124 | &nbsp;&nbsp; 161629 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp; 8931468 |
| FINLAND — (2.7%) | FINLAND — (2.7%) | FINLAND — (2.7%) | FINLAND — (2.7%) |
|  | Aktia Bank OYJ | 7233 | &nbsp;&nbsp; 83272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alandsbanken Abp, <br> Class B<br>| 379 | &nbsp;&nbsp; 16857 |
|  | Alma Media OYJ | 4469 | &nbsp;&nbsp; 67435 |
| # | Anora Group OYJ | 5909 | &nbsp;&nbsp; 21514 |
|  | Aspo OYJ | 2685 | &nbsp;&nbsp; 16170 |
|  | Atria OYJ | 2491 | &nbsp;&nbsp; 37951 |
| # | Bittium OYJ | 4078 | &nbsp;&nbsp; 48427 |
|  | Citycon OYJ | 2833 | &nbsp;&nbsp; 12186 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |
|  | Digia OYJ | 2833 | &nbsp;&nbsp; $23707 |
|  | Elisa OYJ | 11400 | &nbsp;&nbsp; 586560 |
| Ω | Enento Group OYJ | 1937 | &nbsp;&nbsp; 34348 |
| # | eQ OYJ | 761 | &nbsp;&nbsp; 11233 |
| # | Finnair OYJ | 15156 | &nbsp;&nbsp; 49680 |
| # | Fiskars OYJ Abp | 4519 | &nbsp;&nbsp; 74083 |
|  | F-Secure OYJ | 6199 | &nbsp;&nbsp; 11633 |
|  | Gofore OYJ | 378 | &nbsp;&nbsp; 7739 |
|  | Harvia OYJ | 2438 | &nbsp;&nbsp; 141159 |
|  | Hiab OYJ | 7464 | &nbsp;&nbsp; 509375 |
| # | HKFoods OYJ | 1550 | &nbsp;&nbsp; 2810 |
|  | Huhtamaki OYJ | 11448 | &nbsp;&nbsp; 394033 |
| \* | Incap OYJ | 2671 | &nbsp;&nbsp; 30944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kalmar OYJ, <br> Class B<br>| 4700 | &nbsp;&nbsp; 212102 |
| # | Kamux Corp. | 4139 | &nbsp;&nbsp; 9289 |
|  | Kemira OYJ | 13667 | &nbsp;&nbsp; 290852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kesko OYJ <br> (KESKOA FH), <br> Class A<br>| 6324 | &nbsp;&nbsp; 137660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kesko OYJ <br> (KESKOB FH), <br> Class B<br>| 22629 | &nbsp;&nbsp; 492168 |
| \* | Kojamo OYJ | 14800 | &nbsp;&nbsp; 187835 |
|  | Konecranes OYJ | 9746 | &nbsp;&nbsp; 812154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lassila & Tikanoja <br> OYJ<br>| 4594 | &nbsp;&nbsp; 49531 |
| #\* | Lindex Group OYJ | 8965 | &nbsp;&nbsp; 29025 |
|  | Mandatum OYJ | 35673 | &nbsp;&nbsp; 241974 |
|  | Marimekko OYJ | 4640 | &nbsp;&nbsp; 69046 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Metsa Board OYJ <br> (METSB FH), <br> Class B<br>| 10758 | &nbsp;&nbsp; 39578 |
|  | Metso OYJ | 41220 | &nbsp;&nbsp; 517694 |
| # | Nokian Renkaat OYJ | 14728 | &nbsp;&nbsp; 132224 |
|  | Olvi OYJ, Class A | 1985 | &nbsp;&nbsp; 75590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oma Saastopankki <br> OYJ<br>| 486 | &nbsp;&nbsp; 5043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriola OYJ (OKDBV <br> FH), Class B<br>| 22579 | &nbsp;&nbsp; 28159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orion OYJ (ORNAV <br> FH), Class A<br>| 3516 | &nbsp;&nbsp; 279064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orion OYJ (ORNBV <br> FH), Class B<br>| 17217 | &nbsp;&nbsp; 1378371 |
| # | Outokumpu OYJ | 40599 | &nbsp;&nbsp; 152762 |
|  | Pihlajalinna OYJ | 3541 | &nbsp;&nbsp; 65932 |
|  | Ponsse OYJ | 1180 | &nbsp;&nbsp; 42975 |
|  | Puuilo OYJ | 9163 | &nbsp;&nbsp; 142960 |
| \* | QT Group OYJ | 1767 | &nbsp;&nbsp; 121592 |
|  | Raisio OYJ, Class V | 14595 | &nbsp;&nbsp; 41746 |
| \* | Rapala VMC OYJ | 3058 | &nbsp;&nbsp; 4637 |
|  | Revenio Group OYJ | 2457 | &nbsp;&nbsp; 73575 |
|  | Sampo OYJ, Class A | 37355 | &nbsp;&nbsp; 400016 |
|  | Sanoma OYJ | 12197 | &nbsp;&nbsp; 141045 |
|  | Scanfil OYJ | 1067 | &nbsp;&nbsp; 13651 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Stora Enso OYJ, <br> Class R<br>| 35804 | &nbsp;&nbsp; 368405 |
|  | Taaleri PLC | 2682 | &nbsp;&nbsp; 21627 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |
| # | Talenom OYJ | 2896 | &nbsp;&nbsp; $11553 |
| # | Teleste OYJ | 1530 | &nbsp;&nbsp; 5572 |
| Ω | Terveystalo OYJ | 12756 | &nbsp;&nbsp; 156269 |
|  | TietoEVRY OYJ | 12782 | &nbsp;&nbsp; 220028 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokmanni Group <br> Corp.<br>| 6513 | &nbsp;&nbsp; 63778 |
|  | Vaisala OYJ, Class A | 2601 | &nbsp;&nbsp; 140291 |
| # | Valmet OYJ | 20218 | &nbsp;&nbsp; 729502 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Verkkokauppa.com <br> OYJ<br>| 1520 | &nbsp;&nbsp; 6195 |
| #\* | WithSecure OYJ | 12707 | &nbsp;&nbsp; 14347 |
| #\* | YIT OYJ | 25056 | &nbsp;&nbsp; 86808 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp; 10193741 |
| FRANCE — (5.4%) | FRANCE — (5.4%) | FRANCE — (5.4%) | FRANCE — (5.4%) |
| \* | 74Software SA | 1525 | &nbsp;&nbsp; 64955 |
|  | AKWEL SADIR | 1182 | &nbsp;&nbsp; 11617 |
| \* | Alstom SA | 35263 | &nbsp;&nbsp; 827140 |
| \* | Altamir | 1905 | &nbsp;&nbsp; 62208 |
|  | Alten SA | 3219 | &nbsp;&nbsp; 261625 |
|  | Arkema SA | 5952 | &nbsp;&nbsp; 404744 |
|  | Assystem SA | 434 | &nbsp;&nbsp; 23979 |
|  | Aubay | 292 | &nbsp;&nbsp; 16715 |
| Ω | Ayvens SA | 20121 | &nbsp;&nbsp; 216210 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bastide le Confort <br> Medical<br>| 266 | &nbsp;&nbsp; 9225 |
| # | Beneteau SACA | 5853 | &nbsp;&nbsp; 54336 |
|  | Boiron SA | 776 | &nbsp;&nbsp; 18526 |
|  | Bonduelle SCA | 2134 | &nbsp;&nbsp; 19463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caisse Regionale de <br> Credit Agricole <br> Mutuel du <br> Languedoc SCCV<br>| 23 | &nbsp;&nbsp; 1757 |
| \* | Canal & SA | 44173 | &nbsp;&nbsp; 139733 |
|  | Carrefour SA | 28335 | &nbsp;&nbsp; 406069 |
|  | Catana Group | 3304 | &nbsp;&nbsp; 14333 |
|  | CBo Territoria | 2250 | &nbsp;&nbsp; 9398 |
| \* | Cegedim SA | 865 | &nbsp;&nbsp; 10748 |
|  | Cie des Alpes | 3270 | &nbsp;&nbsp; 85829 |
| \* | Claranova SE | 6744 | &nbsp;&nbsp; 19209 |
| \* | Clariane SE | 17537 | &nbsp;&nbsp; 90924 |
|  | Coface SA | 23658 | &nbsp;&nbsp; 439866 |
|  | Derichebourg SA | 13913 | &nbsp;&nbsp; 91490 |
|  | Edenred SE | 8919 | &nbsp;&nbsp; 254710 |
| #\* | Ekinops SAS | 2101 | &nbsp;&nbsp; 8259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electricite de <br> Strasbourg SA<br>| 132 | &nbsp;&nbsp; 22217 |
| \*Ω | Elior Group SA | 24654 | &nbsp;&nbsp; 73214 |
|  | Elis SA | 24685 | &nbsp;&nbsp; 680567 |
|  | Equasens | 69 | &nbsp;&nbsp; 3785 |
| # | Eramet SA | 1705 | &nbsp;&nbsp; 94283 |
|  | Esso SA Francaise | 336 | &nbsp;&nbsp; 36953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Etablissements <br> Maurel et Prom <br> SA<br>| 13796 | &nbsp;&nbsp; 84725 |
|  | Eurazeo SE | 8112 | &nbsp;&nbsp; 476010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eurofins Scientific <br> SE<br>| 4382 | &nbsp;&nbsp; 335588 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Eutelsat <br> Communications <br> SACA<br>| 19197 | &nbsp;&nbsp; $68699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Exel Industries SA, <br> Class A<br>| 184 | &nbsp;&nbsp; 8386 |
|  | FDJ UNITED | 12972 | &nbsp;&nbsp; 404620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fnac Darty SA <br> (0QSH LI)<br>| 648 | &nbsp;&nbsp; 22018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fnac Darty SA <br> (FNAC FP)<br>| 1685 | &nbsp;&nbsp; 57040 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forvia SE (FRVIA <br> FP)<br>| 20074 | &nbsp;&nbsp; 255206 |
| \* | Gaumont SA | 20 | &nbsp;&nbsp; 1824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gaztransport Et <br> Technigaz SA<br>| 6431 | &nbsp;&nbsp; 1209577 |
|  | Getlink SE | 12827 | &nbsp;&nbsp; 232629 |
|  | GL Events SACA | 1343 | &nbsp;&nbsp; 46313 |
|  | Groupe Crit SA | 446 | &nbsp;&nbsp; 31751 |
| \* | Guerbet | 1370 | &nbsp;&nbsp; 32736 |
| \* | Haulotte Group SA | 1014 | &nbsp;&nbsp; 3032 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ID Logistics Group <br> SACA<br>| 573 | &nbsp;&nbsp; 287643 |
|  | Imerys SA | 5683 | &nbsp;&nbsp; 139907 |
| # | Infotel SA | 414 | &nbsp;&nbsp; 18933 |
|  | Interparfums SA | 1449 | &nbsp;&nbsp; 53208 |
|  | Ipsen SA | 1576 | &nbsp;&nbsp; 185703 |
|  | IPSOS SA | 6435 | &nbsp;&nbsp; 288947 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Jacquet Metals <br> SACA<br>| 2005 | &nbsp;&nbsp; 51412 |
|  | JCDecaux SE | 7386 | &nbsp;&nbsp; 121431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaufman & Broad <br> SA<br>| 2327 | &nbsp;&nbsp; 82907 |
|  | Laurent-Perrier | 396 | &nbsp;&nbsp; 42821 |
|  | Linedata Services | 112 | &nbsp;&nbsp; 8678 |
|  | LISI SA | 1065 | &nbsp;&nbsp; 57563 |
|  | LNA Sante SA | 809 | &nbsp;&nbsp; 26303 |
| \* | Lumibird | 274 | &nbsp;&nbsp; 5737 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Maisons du Monde <br> SA<br>| 3427 | &nbsp;&nbsp; 8640 |
| # | Manitou BF SA | 1600 | &nbsp;&nbsp; 35298 |
| # | Mersen SA | 3050 | &nbsp;&nbsp; 83526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metropole Television <br> SA<br>| 2785 | &nbsp;&nbsp; 40682 |
| #\* | Nacon SA | 1747 | &nbsp;&nbsp; 1574 |
|  | Nexans SA | 6055 | &nbsp;&nbsp; 870227 |
| #\* | Nexity SA | 5490 | &nbsp;&nbsp; 71536 |
|  | NRJ Group | 2200 | &nbsp;&nbsp; 18266 |
|  | Oeneo SA | 177 | &nbsp;&nbsp; 1926 |
|  | Opmobility | 5205 | &nbsp;&nbsp; 79698 |
| \* | OVH Groupe SA | 3817 | &nbsp;&nbsp; 45934 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pierre Et Vacances <br> SA<br>| 9298 | &nbsp;&nbsp; 18015 |
|  | Pluxee NV | 7163 | &nbsp;&nbsp; 145253 |
|  | Quadient SA | 4783 | &nbsp;&nbsp; 87922 |
| # | Remy Cointreau SA | 1544 | &nbsp;&nbsp; 91665 |
|  | Renault SA | 2086 | &nbsp;&nbsp; 77184 |
|  | Rexel SA | 29590 | &nbsp;&nbsp; 894341 |
|  | Robertet SA | 63 | &nbsp;&nbsp; 59344 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | Rubis SCA | 15073 | &nbsp;&nbsp; $477300 |
|  | Samse SACA | 132 | &nbsp;&nbsp; 22511 |
|  | Savencia SA | 669 | &nbsp;&nbsp; 49609 |
|  | SCOR SE | 24119 | &nbsp;&nbsp; 785726 |
|  | SEB SA | 3602 | &nbsp;&nbsp; 263116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seche <br> Environnement <br> SACA<br>| 536 | &nbsp;&nbsp; 62271 |
|  | SES SA | 50700 | &nbsp;&nbsp; 348648 |
| \*Ω | SMCP SA | 4479 | &nbsp;&nbsp; 25821 |
|  | Societe BIC SA | 3290 | &nbsp;&nbsp; 200042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Societe des Bains de <br> Mer et du Cercle <br> des Etrangers a <br> Monaco<br>| 291 | &nbsp;&nbsp; 34478 |
|  | Societe LDC SADIR | 668 | &nbsp;&nbsp; 70530 |
|  | Sodexo SA | 3843 | &nbsp;&nbsp; 228556 |
| \* | SOITEC | 1459 | &nbsp;&nbsp; 63200 |
| \* | Solutions 30 SE | 7372 | &nbsp;&nbsp; 14737 |
|  | Sopra Steria Group | 2094 | &nbsp;&nbsp; 451188 |
|  | SPIE SA | 18212 | &nbsp;&nbsp; 1071801 |
|  | Stef SA | 521 | &nbsp;&nbsp; 78613 |
|  | Sword Group | 975 | &nbsp;&nbsp; 40381 |
|  | Synergie SE | 1041 | &nbsp;&nbsp; 40845 |
|  | Technip Energies NV | 20162 | &nbsp;&nbsp; 870622 |
|  | Teleperformance SE | 6378 | &nbsp;&nbsp; 621798 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Television Francaise <br> 1 SA<br>| 5827 | &nbsp;&nbsp; 55715 |
|  | TFF Group | 598 | &nbsp;&nbsp; 12223 |
|  | Thermador Groupe | 904 | &nbsp;&nbsp; 84379 |
| # | Tikehau Capital SCA | 4027 | &nbsp;&nbsp; 89858 |
| # | Trigano SA | 1245 | &nbsp;&nbsp; 212316 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ubisoft Entertainment <br> SA<br>| 10592 | &nbsp;&nbsp; 111708 |
|  | Valeo SE | 26631 | &nbsp;&nbsp; 289731 |
|  | Vallourec SACA | 36664 | &nbsp;&nbsp; 685211 |
| Ω | Verallia SA | 6482 | &nbsp;&nbsp; 208552 |
|  | Vetoquinol SA | 312 | &nbsp;&nbsp; 27441 |
|  | Vicat SACA | 3357 | &nbsp;&nbsp; 217412 |
|  | VIEL & Cie SA | 4347 | &nbsp;&nbsp; 77837 |
|  | Virbac SACA | 253 | &nbsp;&nbsp; 100194 |
| #\* | Viridien | 1238 | &nbsp;&nbsp; 82334 |
|  | Vivendi SE | 119229 | &nbsp;&nbsp; 451973 |
| \* | Voltalia SA | 4789 | &nbsp;&nbsp; 40488 |
|  | VusionGroup | 425 | &nbsp;&nbsp; 109248 |
| # | Wavestone | 244 | &nbsp;&nbsp; 16144 |
| #\*Ω | Worldline SA | 16737 | &nbsp;&nbsp; 60972 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; X-Fab Silicon <br> Foundries SE<br>| 8082 | &nbsp;&nbsp; 58795 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp; 20560789 |
| GERMANY — (6.2%) | GERMANY — (6.2%) | GERMANY — (6.2%) | GERMANY — (6.2%) |
|  | 1&1 AG | 8529 | &nbsp;&nbsp; 179300 |
|  | 7C Solarparken AG | 8665 | &nbsp;&nbsp; 18153 |
|  | Adesso SE | 441 | &nbsp;&nbsp; 40746 |
|  | Adtran Networks SE | 1517 | &nbsp;&nbsp; 35834 |
| # | AIXTRON SE | 4260 | &nbsp;&nbsp; 71735 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; All for One Group <br> SE<br>| 283 | &nbsp;&nbsp; $15788 |
|  | Allgeier SE | 979 | &nbsp;&nbsp; 20860 |
|  | AlzChem Group AG | 1350 | &nbsp;&nbsp; 228518 |
|  | Amadeus Fire AG | 781 | &nbsp;&nbsp; 59628 |
| \* | Aroundtown SA | 163398 | &nbsp;&nbsp; 589228 |
|  | Atoss Software SE | 1398 | &nbsp;&nbsp; 187516 |
| Ω | Aumann AG | 624 | &nbsp;&nbsp; 8490 |
| # | Aurubis AG | 4672 | &nbsp;&nbsp; 466007 |
| \*Ω | Auto1 Group SE | 1613 | &nbsp;&nbsp; 48354 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; BayWa AG (BYW6 <br> GR)<br>| 2351 | &nbsp;&nbsp; 26080 |
|  | Bechtle AG | 10363 | &nbsp;&nbsp; 449794 |
| Ω | Befesa SA | 2952 | &nbsp;&nbsp; 88518 |
|  | Bertrandt AG | 899 | &nbsp;&nbsp; 19822 |
|  | Bijou Brigitte AG | 711 | &nbsp;&nbsp; 31157 |
|  | Bilfinger SE | 4196 | &nbsp;&nbsp; 451428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Borussia Dortmund <br> GmbH & Co. <br> KGaA<br>| 11253 | &nbsp;&nbsp; 46897 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; BRANICKS Group <br> AG<br>| 5249 | &nbsp;&nbsp; 12154 |
| # | Brenntag SE | 6053 | &nbsp;&nbsp; 375523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CANCOM SE (COK <br> GR)<br>| 1301 | &nbsp;&nbsp; 38113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carl Zeiss Meditec <br> AG<br>| 2335 | &nbsp;&nbsp; 128756 |
| \* | Ceconomy AG | 28741 | &nbsp;&nbsp; 145220 |
|  | CENIT AG | 1323 | &nbsp;&nbsp; 11480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cewe Stiftung & Co. <br> KGaA<br>| 855 | &nbsp;&nbsp; 97915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTS Eventim AG & <br> Co. KGaA<br>| 4270 | &nbsp;&nbsp; 482187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dermapharm Holding <br> SE<br>| 2329 | &nbsp;&nbsp; 89196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche <br> Beteiligungs AG<br>| 1693 | &nbsp;&nbsp; 47056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche EuroShop <br> AG<br>| 2391 | &nbsp;&nbsp; 51354 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche <br> Pfandbriefbank AG<br>| 20019 | &nbsp;&nbsp; 124633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Wohnen <br> SE<br>| 1305 | &nbsp;&nbsp; 33102 |
|  | Deutz AG | 9704 | &nbsp;&nbsp; 85099 |
| \* | Dr. Hoenle AG | 579 | &nbsp;&nbsp; 6342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Draegerwerk AG & <br> Co. KGaA<br>| 432 | &nbsp;&nbsp; 29065 |
|  | Duerr AG | 7939 | &nbsp;&nbsp; 204054 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; DWS Group GmbH & <br> Co. KGaA<br>| 2564 | &nbsp;&nbsp; 153543 |
|  | Eckert & Ziegler SE | 2961 | &nbsp;&nbsp; 225252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EDAG Engineering <br> Group AG<br>| 1225 | &nbsp;&nbsp; 8812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elmos Semiconductor <br> SE<br>| 1053 | &nbsp;&nbsp; 105099 |
|  | ElringKlinger AG | 4625 | &nbsp;&nbsp; 22922 |
|  | Energiekontor AG | 348 | &nbsp;&nbsp; 19557 |
|  | Evonik Industries AG | 19884 | &nbsp;&nbsp; 394858 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| #\* | Evotec SE | 12399 | &nbsp;&nbsp; $99061 |
|  | Fabasoft AG | 270 | &nbsp;&nbsp; 5067 |
|  | Fielmann Group AG | 3979 | &nbsp;&nbsp; 252119 |
|  | flatexDEGIRO AG | 20105 | &nbsp;&nbsp; 607638 |
| #\* | Formycon AG | 431 | &nbsp;&nbsp; 13750 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Fraport AG Frankfurt <br> Airport Services <br> Worldwide<br>| 5454 | &nbsp;&nbsp; 405864 |
|  | Freenet AG | 17397 | &nbsp;&nbsp; 564234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Friedrich Vorwerk <br> Group SE<br>| 2166 | &nbsp;&nbsp; 210520 |
|  | FUCHS SE | 4442 | &nbsp;&nbsp; 156231 |
|  | GEA Group AG | 14521 | &nbsp;&nbsp; 1043047 |
| # | Gerresheimer AG | 5211 | &nbsp;&nbsp; 256923 |
|  | Gesco SE | 1167 | &nbsp;&nbsp; 24058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GFT Technologies <br> SE<br>| 2864 | &nbsp;&nbsp; 59332 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grand City Properties <br> SA<br>| 13135 | &nbsp;&nbsp; 165607 |
| # | Grenke AG | 2176 | &nbsp;&nbsp; 44317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H&R GmbH & Co. <br> KGaA<br>| 1853 | &nbsp;&nbsp; 10557 |
|  | Hawesko Holding SE | 351 | &nbsp;&nbsp; 9261 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heidelberger <br> Druckmaschinen <br> AG<br>| 33592 | &nbsp;&nbsp; 86907 |
| \* | HelloFresh SE | 19635 | &nbsp;&nbsp; 206613 |
|  | Hensoldt AG | 9991 | &nbsp;&nbsp; 1095042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hornbach Holding AG <br> & Co. KGaA<br>| 1627 | &nbsp;&nbsp; 191309 |
| # | HUGO BOSS AG | 8152 | &nbsp;&nbsp; 379664 |
|  | Indus Holding AG | 1977 | &nbsp;&nbsp; 53410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Init Innovation in <br> Traffic Systems <br> SE<br>| 627 | &nbsp;&nbsp; 29562 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Instone Real Estate <br> Group SE<br>| 5460 | &nbsp;&nbsp; 58155 |
| \* | IONOS Group SE | 1313 | &nbsp;&nbsp; 62271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IVU Traffic <br> Technologies AG<br>| 1884 | &nbsp;&nbsp; 45275 |
|  | Jenoptik AG | 8541 | &nbsp;&nbsp; 181001 |
| Ω | JOST Werke SE | 1984 | &nbsp;&nbsp; 116793 |
|  | K&S AG | 18643 | &nbsp;&nbsp; 282027 |
|  | KION Group AG | 10002 | &nbsp;&nbsp; 614871 |
|  | Kloeckner & Co. SE | 4004 | &nbsp;&nbsp; 29197 |
| # | Knaus Tabbert AG | 655 | &nbsp;&nbsp; 9842 |
| \* | Koenig & Bauer AG | 2538 | &nbsp;&nbsp; 41076 |
|  | Kontron AG | 6182 | &nbsp;&nbsp; 199432 |
|  | Krones AG | 3169 | &nbsp;&nbsp; 469252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KSB SE & Co. <br> KGaA<br>| 31 | &nbsp;&nbsp; 34515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KWS Saat SE & Co. <br> KGaA<br>| 1789 | &nbsp;&nbsp; 127420 |
|  | Lanxess AG | 11026 | &nbsp;&nbsp; 302795 |
|  | LEG Immobilien SE | 13415 | &nbsp;&nbsp; 1064796 |
|  | Leifheit AG | 1317 | &nbsp;&nbsp; 22951 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LPKF Laser & <br> Electronics SE<br>| 1120 | &nbsp;&nbsp; 10106 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| \* | Medios AG | 155 | &nbsp;&nbsp; $2269 |
|  | MLP SE | 11878 | &nbsp;&nbsp; 114451 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mutares SE & Co. <br> KGaA<br>| 2212 | &nbsp;&nbsp; 76205 |
| \* | Nagarro SE | 902 | &nbsp;&nbsp; 57045 |
| #\* | Nordex SE | 11357 | &nbsp;&nbsp; 278768 |
| # | Norma Group SE | 4726 | &nbsp;&nbsp; 84122 |
|  | Patrizia SE | 7041 | &nbsp;&nbsp; 62829 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pentixapharm <br> Holding AG<br>| 2162 | &nbsp;&nbsp; 4970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pfeiffer Vacuum <br> Technology AG<br>| 72 | &nbsp;&nbsp; 12776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ProCredit Holding <br> AG<br>| 2799 | &nbsp;&nbsp; 29032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ProSiebenSat.1 <br> Media SE<br>| 24511 | &nbsp;&nbsp; 223420 |
| # | Puma SE (PUM GR) | 10162 | &nbsp;&nbsp; 214809 |
| \* | PVA TePla AG | 1719 | &nbsp;&nbsp; 41559 |
| # | Qiagen NV | 11223 | &nbsp;&nbsp; 553743 |
|  | Rational AG | 190 | &nbsp;&nbsp; 146670 |
|  | RTL Group SA | 5870 | &nbsp;&nbsp; 231378 |
|  | SAF-Holland SE | 3326 | &nbsp;&nbsp; 59998 |
|  | Salzgitter AG | 3659 | &nbsp;&nbsp; 94871 |
|  | Schaeffler AG | 22542 | &nbsp;&nbsp; 130328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schott Pharma AG & <br> Co. KGaA<br>| 1449 | &nbsp;&nbsp; 39107 |
| Ω | Scout24 SE | 923 | &nbsp;&nbsp; 123351 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Secunet Security <br> Networks AG<br>| 206 | &nbsp;&nbsp; 51211 |
| \* | SFC Energy AG | 590 | &nbsp;&nbsp; 14765 |
| \* | SGL Carbon SE | 9673 | &nbsp;&nbsp; 37878 |
|  | Siltronic AG | 2576 | &nbsp;&nbsp; 111376 |
|  | Sixt SE | 1909 | &nbsp;&nbsp; 197947 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SMA Solar <br> Technology AG<br>| 88 | &nbsp;&nbsp; 2014 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Softwareone Holding <br> AG<br>| 6702 | &nbsp;&nbsp; 54761 |
|  | Stabilus SE | 3527 | &nbsp;&nbsp; 101108 |
|  | STRATEC SE | 981 | &nbsp;&nbsp; 31014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stroeer SE & Co. <br> KGaA<br>| 4913 | &nbsp;&nbsp; 263987 |
| # | Suedzucker AG | 9862 | &nbsp;&nbsp; 112936 |
|  | Surteco Group SE | 1107 | &nbsp;&nbsp; 18434 |
|  | SUSS MicroTec SE | 3604 | &nbsp;&nbsp; 130644 |
|  | TAG Immobilien AG | 37543 | &nbsp;&nbsp; 603618 |
|  | Takkt AG | 5920 | &nbsp;&nbsp; 36340 |
| \*Ω | TeamViewer SE | 18141 | &nbsp;&nbsp; 185527 |
|  | Technotrans SE | 1129 | &nbsp;&nbsp; 31403 |
|  | thyssenkrupp AG | 96169 | &nbsp;&nbsp; 1113171 |
| \* | TUI AG | 48603 | &nbsp;&nbsp; 438499 |
|  | United Internet AG | 13635 | &nbsp;&nbsp; 390820 |
| # | Verbio SE | 2874 | &nbsp;&nbsp; 37240 |
|  | Vossloh AG | 1662 | &nbsp;&nbsp; 163005 |
| # | Wacker Chemie AG | 3201 | &nbsp;&nbsp; 238254 |
|  | Wacker Neuson SE | 3888 | &nbsp;&nbsp; 101709 |
|  | Washtec AG | 1525 | &nbsp;&nbsp; 69803 |
| \* | Westwing Group SE | 396 | &nbsp;&nbsp; 4143 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuestenrot & <br> Wuerttembergische <br> AG<br>| 2869 | &nbsp;&nbsp; $45915 |
| \*Ω | Zalando SE | 18572 | &nbsp;&nbsp; 541523 |
|  | Zeal Network SE | 583 | &nbsp;&nbsp; 32052 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 23359811 |
| HONG KONG — (1.7%) | HONG KONG — (1.7%) | HONG KONG — (1.7%) | HONG KONG — (1.7%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aceso Life Science <br> Group Ltd.<br>| 202400 | &nbsp;&nbsp; 511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aeon Credit Service <br> Asia Co. Ltd.<br>| 12000 | &nbsp;&nbsp; 11234 |
| \* | Allied Group Ltd. | 206000 | &nbsp;&nbsp; 43692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Analogue Holdings <br> Ltd.<br>| 46000 | &nbsp;&nbsp; 4748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; APAC Resources <br> Ltd.<br>| 13099 | &nbsp;&nbsp; 2194 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Apollo Future Mobility <br> Group Ltd.<br>| 20600 | &nbsp;&nbsp; 2114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Financial <br> Holdings Ltd.<br>| 54874 | &nbsp;&nbsp; 34181 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asia Standard <br> International Group <br> Ltd.<br>| 98940 | &nbsp;&nbsp; 4058 |
|  | ASMPT Ltd. | 19200 | &nbsp;&nbsp; 162426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated <br> International Hotels <br> Ltd.<br>| 28000 | &nbsp;&nbsp; 18357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of East Asia <br> Ltd.<br>| 122374 | &nbsp;&nbsp; 189152 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bright Smart <br> Securities & <br> Commodities <br> Group Ltd.<br>| 114000 | &nbsp;&nbsp; 213942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cafe de Coral <br> Holdings Ltd.<br>| 42000 | &nbsp;&nbsp; 38695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chen Hsong <br> Holdings<br>| 30000 | &nbsp;&nbsp; 6343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chevalier <br> International <br> Holdings Ltd.<br>| 4000 | &nbsp;&nbsp; 2047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Energy <br> Development <br> Holdings Ltd.<br>| 652000 | &nbsp;&nbsp; 4242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Motor Bus Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 18076 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Star <br> Entertainment Ltd.<br>| 180000 | &nbsp;&nbsp; 55306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinese Estates <br> Holdings Ltd.<br>| 61500 | &nbsp;&nbsp; 10223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chow Sang Sang <br> Holdings <br> International Ltd.<br>| 49000 | &nbsp;&nbsp; 51758 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chuang's Consortium <br> International Ltd.<br>| 100000 | &nbsp;&nbsp; 4545 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CITIC Telecom <br> International <br> Holdings Ltd.<br>| 196000 | &nbsp;&nbsp; $63545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CK Life Sciences <br> International <br> Holdings, Inc.<br>| 182000 | &nbsp;&nbsp; 23078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C-Mer Medical <br> Holdings Ltd.<br>| 52000 | &nbsp;&nbsp; 12025 |
| #†† | Convoy, Inc. | 516000 | &nbsp;&nbsp; 2057 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cowell e Holdings, <br> Inc.<br>| 20000 | &nbsp;&nbsp; 67288 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Crystal International <br> Group Ltd.<br>| 51000 | &nbsp;&nbsp; 36642 |
| \* | CSC Holdings Ltd. | 1321250 | &nbsp;&nbsp; 5180 |
| \* | CSI Properties Ltd. | 1203358 | &nbsp;&nbsp; 28256 |
|  | CTF Services Ltd. | 179000 | &nbsp;&nbsp; 175484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dah Sing Banking <br> Group Ltd.<br>| 52928 | &nbsp;&nbsp; 61876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dah Sing Financial <br> Holdings Ltd.<br>| 17806 | &nbsp;&nbsp; 66056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dickson Concepts <br> International Ltd.<br>| 14500 | &nbsp;&nbsp; 9852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Nice <br> International <br> Holdings Ltd.<br>| 20000 | &nbsp;&nbsp; 10352 |
| # | EC Healthcare | 47000 | &nbsp;&nbsp; 3954 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; EcoGreen <br> International Group <br> Ltd.<br>| 38000 | &nbsp;&nbsp; 1725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emperor International <br> Holdings Ltd.<br>| 140333 | &nbsp;&nbsp; 3365 |
| \* | ENM Holdings Ltd. | 144000 | &nbsp;&nbsp; 4947 |
| \* | Esprit Holdings Ltd. | 195875 | &nbsp;&nbsp; 2414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EuroEyes <br> International Eye <br> Clinic Ltd.<br>| 8000 | &nbsp;&nbsp; 3214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fairwood Holdings <br> Ltd.<br>| 10500 | &nbsp;&nbsp; 7412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far East Consortium <br> International Ltd.<br>| 199803 | &nbsp;&nbsp; 20019 |
|  | First Pacific Co. Ltd. | 272000 | &nbsp;&nbsp; 214017 |
| #\*Ω | FIT Hon Teng Ltd. | 153000 | &nbsp;&nbsp; 51501 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Frontage Holdings <br> Corp.<br>| 90000 | &nbsp;&nbsp; 16779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FSE Lifestyle <br> Services Ltd.<br>| 14000 | &nbsp;&nbsp; 10423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Giordano <br> International Ltd.<br>| 160000 | &nbsp;&nbsp; 30342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Glorious Sun <br> Enterprises Ltd.<br>| 72000 | &nbsp;&nbsp; 12185 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Gold Financial <br> Holdings Ltd.<br>| 88000 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GR Life Style Co. <br> Ltd.<br>| 96000 | &nbsp;&nbsp; 12580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Eagle Holdings <br> Ltd.<br>| 28630 | &nbsp;&nbsp; 53583 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; G-Resources Group <br> Ltd.<br>| 42950 | &nbsp;&nbsp; $59031 |
|  | Guoco Group Ltd. | 4000 | &nbsp;&nbsp; 37719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guotai Junan <br> International <br> Holdings Ltd.<br>| 322400 | &nbsp;&nbsp; 262782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hang Lung Group <br> Ltd.<br>| 90000 | &nbsp;&nbsp; 162597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hang Lung <br> Properties Ltd.<br>| 191665 | &nbsp;&nbsp; 197388 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanison Construction <br> Holdings Ltd.<br>| 27198 | &nbsp;&nbsp; 859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harbour Centre <br> Development Ltd.<br>| 13500 | &nbsp;&nbsp; 7667 |
|  | HKBN Ltd. | 100500 | &nbsp;&nbsp; 63841 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HKR International <br> Ltd.<br>| 100386 | &nbsp;&nbsp; 11919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong Ferry <br> Holdings Co. Ltd.<br>| 23000 | &nbsp;&nbsp; 14025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong <br> Technology <br> Venture Co. Ltd.<br>| 44669 | &nbsp;&nbsp; 9289 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hongkong & <br> Shanghai Hotels <br> Ltd.<br>| 59883 | &nbsp;&nbsp; 44563 |
| Ω | Honma Golf Ltd. | 30500 | &nbsp;&nbsp; 13629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hutchison <br> Telecommunications <br> Hong Kong <br> Holdings Ltd.<br>| 162000 | &nbsp;&nbsp; 22268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hysan Development <br> Co. Ltd.<br>| 68000 | &nbsp;&nbsp; 135310 |
|  | IGG, Inc. | 95000 | &nbsp;&nbsp; 49754 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Impro Precision <br> Industries Ltd.<br>| 88000 | &nbsp;&nbsp; 33936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Housewares Retail <br> Co. Ltd.<br>| 41000 | &nbsp;&nbsp; 4490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jacobson Pharma <br> Corp. Ltd.<br>| 56000 | &nbsp;&nbsp; 11917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Electric <br> Holdings Ltd.<br>| 48937 | &nbsp;&nbsp; 144235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; K Wah International <br> Holdings Ltd.<br>| 109000 | &nbsp;&nbsp; 30038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Karrie International <br> Holdings Ltd.<br>| 136000 | &nbsp;&nbsp; 15934 |
|  | Kerry Properties Ltd. | 63000 | &nbsp;&nbsp; 168216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KLN Logistics Group <br> Ltd.<br>| 53000 | &nbsp;&nbsp; 55735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kowloon <br> Development Co. <br> Ltd.<br>| 45515 | &nbsp;&nbsp; 18537 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lai Sun Development <br> Co. Ltd.<br>| 45912 | &nbsp;&nbsp; 4253 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lai Sun Garment <br> International Ltd.<br>| 20400 | &nbsp;&nbsp; 1455 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Langham Hospitality <br> Investments & <br> Langham <br> Hospitality <br> Investments Ltd.<br>| 136500 | &nbsp;&nbsp; $10064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liu Chong Hing <br> Investment Ltd.<br>| 30000 | &nbsp;&nbsp; 17080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luk Fook Holdings <br> International Ltd.<br>| 34000 | &nbsp;&nbsp; 88718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Man Wah Holdings <br> Ltd.<br>| 158000 | &nbsp;&nbsp; 89129 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MECOM Power & <br> Construction Ltd.<br>| 159750 | &nbsp;&nbsp; 3851 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Melco International <br> Development Ltd.<br>| 28500 | &nbsp;&nbsp; 19707 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; MH Development <br> NPV<br>| 40000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miramar Hotel & <br> Investment<br>| 21000 | &nbsp;&nbsp; 26511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Modern Dental Group <br> Ltd.<br>| 43000 | &nbsp;&nbsp; 23781 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mongolian Mining <br> Corp.<br>| 48000 | &nbsp;&nbsp; 48062 |
| \* | NagaCorp Ltd. | 144547 | &nbsp;&nbsp; 76135 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; New World <br> Development Co. <br> Ltd.<br>| 126000 | &nbsp;&nbsp; 103180 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; NewOcean Energy <br> Holdings Ltd.<br>| 110000 | &nbsp;&nbsp; 0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nissin Foods Co. <br> Ltd.<br>| 28000 | &nbsp;&nbsp; 24267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Watch <br> Holdings<br>| 39606 | &nbsp;&nbsp; 17070 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oshidori International <br> Holdings Ltd.<br>| 700200 | &nbsp;&nbsp; 41365 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Basin <br> Shipping Ltd.<br>| 569000 | &nbsp;&nbsp; 164416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Textiles <br> Holdings Ltd.<br>| 114000 | &nbsp;&nbsp; 21344 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paliburg Holdings <br> Ltd.<br>| 26000 | &nbsp;&nbsp; 943 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; PAX Global <br> Technology Ltd.<br>| 43000 | &nbsp;&nbsp; 37250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PC Partner Group <br> Ltd.<br>| 34000 | &nbsp;&nbsp; 32035 |
|  | PCCW Ltd. | 234286 | &nbsp;&nbsp; 167854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perfect Medical <br> Health <br> Management Ltd.<br>| 60000 | &nbsp;&nbsp; 12534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pico Far East <br> Holdings Ltd.<br>| 96000 | &nbsp;&nbsp; 31280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Plover Bay <br> Technologies Ltd.<br>| 40000 | &nbsp;&nbsp; 33771 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Public Financial <br> Holdings Ltd.<br>| 70000 | &nbsp;&nbsp; 12132 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Regal Hotels <br> International <br> Holdings Ltd.<br>| 29000 | &nbsp;&nbsp; $1953 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Regina Miracle <br> International <br> Holdings Ltd.<br>| 43000 | &nbsp;&nbsp; 9971 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sa Sa International <br> Holdings Ltd.<br>| 124000 | &nbsp;&nbsp; 9765 |
| Ω | Samsonite Group SA | 128700 | &nbsp;&nbsp; 262510 |
|  | SEA Holdings Ltd. | 40046 | &nbsp;&nbsp; 6309 |
|  | Shangri-La Asia Ltd. | 116000 | &nbsp;&nbsp; 67199 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shun Tak Holdings <br> Ltd.<br>| 190000 | &nbsp;&nbsp; 15991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singamas Container <br> Holdings Ltd.<br>| 194000 | &nbsp;&nbsp; 17003 |
| \* | SJM Holdings Ltd. | 252499 | &nbsp;&nbsp; 99877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SmarTone <br> Telecommunications <br> Holdings Ltd.<br>| 43000 | &nbsp;&nbsp; 25162 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Solomon Systech <br> International Ltd.<br>| 200000 | &nbsp;&nbsp; 11628 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Soundwill Holdings <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 3147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stella International <br> Holdings Ltd.<br>| 55000 | &nbsp;&nbsp; 109232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Hung Kai & Co. <br> Ltd.<br>| 74464 | &nbsp;&nbsp; 33543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SUNeVision Holdings <br> Ltd.<br>| 89000 | &nbsp;&nbsp; 87847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TAI Cheung Holdings <br> Ltd.<br>| 37000 | &nbsp;&nbsp; 15739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taung Gold <br> International Ltd.<br>| 1420000 | &nbsp;&nbsp; 9529 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Television Broadcasts <br> Ltd.<br>| 43600 | &nbsp;&nbsp; 23156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texhong International <br> Group Ltd.<br>| 35000 | &nbsp;&nbsp; 21195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texwinca Holdings <br> Ltd.<br>| 112000 | &nbsp;&nbsp; 12400 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Theme International <br> Holdings Ltd.<br>| 380000 | &nbsp;&nbsp; 40667 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tongda Group <br> Holdings Ltd.<br>| 780000 | &nbsp;&nbsp; 11593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Town Health <br> International <br> Medical Group <br> Ltd.<br>| 330000 | &nbsp;&nbsp; 11566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tradelink Electronic <br> Commerce Ltd.<br>| 58000 | &nbsp;&nbsp; 7080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transport <br> International <br> Holdings Ltd.<br>| 31629 | &nbsp;&nbsp; 36251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Laboratories <br> International <br> Holdings Ltd.<br>| 105000 | &nbsp;&nbsp; 196828 |
| \*†† | Untrade.Genting | 186000 | &nbsp;&nbsp; 0 |
|  | Upbest Group Ltd. | 148000 | &nbsp;&nbsp; 12895 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Value Partners Group <br> Ltd.<br>| 150000 | &nbsp;&nbsp; $40801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vitasoy International <br> Holdings Ltd.<br>| 80000 | &nbsp;&nbsp; 93396 |
|  | Viva Goods Co. Ltd. | 296000 | &nbsp;&nbsp; 19919 |
| \* | Vobile Group Ltd. | 94000 | &nbsp;&nbsp; 41604 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; VPower Group <br> International <br> Holdings Ltd.<br>| 25119 | &nbsp;&nbsp; 911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VSTECS Holdings <br> Ltd.<br>| 79600 | &nbsp;&nbsp; 92122 |
|  | VTech Holdings Ltd. | 18300 | &nbsp;&nbsp; 135602 |
| \* | Wang On Group Ltd. | 260000 | &nbsp;&nbsp; 764 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wealthink <br> AI-Innovation <br> Capital Ltd.<br>| 116000 | &nbsp;&nbsp; 1381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wing On Co. <br> International Ltd.<br>| 14000 | &nbsp;&nbsp; 22627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wing Tai Properties <br> Ltd.<br>| 56000 | &nbsp;&nbsp; 12053 |
|  | Wynn Macau Ltd. | 107200 | &nbsp;&nbsp; 88848 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Xinyi Glass Holdings <br> Ltd.<br>| 143945 | &nbsp;&nbsp; 148377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yue Yuen Industrial <br> Holdings Ltd.<br>| 93000 | &nbsp;&nbsp; 145458 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yunfeng Financial <br> Group Ltd.<br>| 54000 | &nbsp;&nbsp; 24864 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Zhaobangji Lifestyle <br> Holdings Ltd.<br>| 192000 | &nbsp;&nbsp; 2906 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp; 6603530 |
| IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) |
|  | Cairn Homes PLC | 121347 | &nbsp;&nbsp; 301178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalata Hotel Group <br> PLC<br>| 25023 | &nbsp;&nbsp; 181934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FBD Holdings PLC <br> (FBD ID)<br>| 2754 | &nbsp;&nbsp; 43899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FBD Holdings PLC <br> (FBH LN)<br>| 1308 | &nbsp;&nbsp; 20823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Glanbia PLC (GLB <br> ID)<br>| 20272 | &nbsp;&nbsp; 294550 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Glenveagh Properties <br> PLC<br>| 39389 | &nbsp;&nbsp; 84011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Irish Continental <br> Group PLC (IR5B <br> ID)<br>| 11766 | &nbsp;&nbsp; 73436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kenmare Resources <br> PLC<br>| 255 | &nbsp;&nbsp; 1129 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Permanent TSB <br> Group Holdings <br> PLC<br>| 10745 | &nbsp;&nbsp; 25508 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp; 1026468 |
| ISRAEL — (1.1%) | ISRAEL — (1.1%) | ISRAEL — (1.1%) | ISRAEL — (1.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ackerstein Group <br> Ltd.<br>| 3035 | &nbsp;&nbsp; 7709 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adgar Investment & <br> Development Ltd.<br>| 8764 | &nbsp;&nbsp; $13416 |
|  | Afcon Holdings Ltd. | 210 | &nbsp;&nbsp; 12892 |
| \* | AFI Properties Ltd. | 1537 | &nbsp;&nbsp; 93013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Africa Israel <br> Residences Ltd.<br>| 738 | &nbsp;&nbsp; 59458 |
| \* | Allot Ltd. | 4540 | &nbsp;&nbsp; 35471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alrov Properties & <br> Lodgings Ltd.<br>| 854 | &nbsp;&nbsp; 63556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Altshuler Shaham <br> Finance Ltd.<br>| 12145 | &nbsp;&nbsp; 22036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Analyst IMS <br> Investment <br> Management <br> Services Ltd.<br>| 470 | &nbsp;&nbsp; 16795 |
|  | Arad Ltd. | 1518 | &nbsp;&nbsp; 23158 |
| \* | Argo Properties NV | 1044 | &nbsp;&nbsp; 34118 |
| \* | Ashdod Refinery Ltd. | 1014 | &nbsp;&nbsp; 17434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Automatic Bank <br> Services Ltd.<br>| 4774 | &nbsp;&nbsp; 30312 |
|  | Ayalon Holdings Ltd. | 1192 | &nbsp;&nbsp; 20357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Azorim-Investment <br> Development & <br> Construction Co. <br> Ltd.<br>| 16240 | &nbsp;&nbsp; 105063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bet Shemesh <br> Engines Holdings <br> 1997 Ltd.<br>| 1342 | &nbsp;&nbsp; 254513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Blue Square Real <br> Estate Ltd.<br>| 659 | &nbsp;&nbsp; 75360 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brainsway Ltd. <br> (BWAY US), ADR<br>| 1000 | &nbsp;&nbsp; 11680 |
|  | Carasso Motors Ltd. | 3945 | &nbsp;&nbsp; 46550 |
|  | Castro Model Ltd. | 211 | &nbsp;&nbsp; 9134 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cellcom Israel Ltd. <br> (CEL IT)<br>| 5444 | &nbsp;&nbsp; 49207 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cellcom Israel Ltd. <br> (CELJF US)<br>| 4034 | &nbsp;&nbsp; 35943 |
| \* | Compugen Ltd. | 3643 | &nbsp;&nbsp; 5275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Danel Adir Yeoshua <br> Ltd.<br>| 595 | &nbsp;&nbsp; 81553 |
|  | Danya Cebus Ltd. | 645 | &nbsp;&nbsp; 23531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delek Automotive <br> Systems Ltd.<br>| 3967 | &nbsp;&nbsp; 31017 |
|  | Delta Galil Ltd. | 722 | &nbsp;&nbsp; 38312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diplomat Holdings <br> Ltd.<br>| 914 | &nbsp;&nbsp; 14244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Direct Finance of <br> Direct Group 2006 <br> Ltd.<br>| 145 | &nbsp;&nbsp; 22563 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dor Alon Energy in <br> Israel 1988 Ltd.<br>| 633 | &nbsp;&nbsp; 25018 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Doral Group <br> Renewable Energy <br> Resources Ltd.<br>| 13774 | &nbsp;&nbsp; 65183 |
|  | Duniec Brothers Ltd. | 389 | &nbsp;&nbsp; 26269 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electra Consumer <br> Products 1970 <br> Ltd.<br>| 1425 | &nbsp;&nbsp; $56546 |
| \* | Ellomay Capital Ltd. | 458 | &nbsp;&nbsp; 8352 |
| \* | Equital Ltd. | 1612 | &nbsp;&nbsp; 69970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FMS Enterprises <br> Migun Ltd.<br>| 605 | &nbsp;&nbsp; 25945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formula Systems <br> 1985 Ltd. (FORTY <br> IT)<br>| 325 | &nbsp;&nbsp; 39122 |
|  | Fox Wizel Ltd. | 738 | &nbsp;&nbsp; 76531 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gilat Satellite <br> Networks Ltd.<br>| 5220 | &nbsp;&nbsp; 39102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hagag Group Real <br> Estate <br> Development<br>| 1534 | &nbsp;&nbsp; 9609 |
|  | Hamat Group Ltd. | 1543 | &nbsp;&nbsp; 7347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IDI Insurance Co. <br> Ltd.<br>| 960 | &nbsp;&nbsp; 55302 |
| \* | IES Holdings Ltd. | 375 | &nbsp;&nbsp; 32660 |
|  | Ilex Medical Ltd. | 584 | &nbsp;&nbsp; 10397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inrom Construction <br> Industries Ltd.<br>| 12208 | &nbsp;&nbsp; 71176 |
|  | Isracard Ltd. | 23531 | &nbsp;&nbsp; 96384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Israel Canada TR <br> Ltd.<br>| 10812 | &nbsp;&nbsp; 53715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Israel Shipyards <br> Industries Ltd.<br>| 655 | &nbsp;&nbsp; 24876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Isras Investment Co. <br> Ltd.<br>| 192 | &nbsp;&nbsp; 52097 |
|  | Issta Ltd. | 1352 | &nbsp;&nbsp; 42022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kamada Ltd. (KMDA <br> IT)<br>| 3545 | &nbsp;&nbsp; 26447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kardan Real Estate <br> Enterprise & <br> Development Ltd.<br>| 14081 | &nbsp;&nbsp; 25450 |
|  | Kerur Holdings Ltd. | 747 | &nbsp;&nbsp; 18468 |
|  | Klil Industries Ltd. | 43 | &nbsp;&nbsp; 2845 |
|  | Kvutzat Acro Ltd. | 1993 | &nbsp;&nbsp; 28983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lahav L.R. Real <br> Estate Ltd.<br>| 6763 | &nbsp;&nbsp; 12401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Land Development <br> Nimrodi Group <br> Ltd.<br>| 2893 | &nbsp;&nbsp; 30697 |
|  | Lapidoth Capital Ltd. | 1304 | &nbsp;&nbsp; 29668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Libra Insurance Co. <br> Ltd.<br>| 3058 | &nbsp;&nbsp; 12831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; M Yochananof & <br> Sons Ltd.<br>| 507 | &nbsp;&nbsp; 46764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magic Software <br> Enterprises Ltd. <br> (MGIC IT)<br>| 2800 | &nbsp;&nbsp; 58753 |
| \* | Malam - Team Ltd. | 1290 | &nbsp;&nbsp; 43561 |
|  | Max Stock Ltd. | 6828 | &nbsp;&nbsp; 36364 |
| # | Maytronics Ltd. | 3730 | &nbsp;&nbsp; 4807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mediterranean <br> Towers Ltd.<br>| 10111 | &nbsp;&nbsp; 36533 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mega Or Holdings <br> Ltd.<br>| 2487 | &nbsp;&nbsp; $116684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meitav Investment <br> House Ltd.<br>| 4797 | &nbsp;&nbsp; 119694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MENIF - Financial <br> Services Ltd.<br>| 2666 | &nbsp;&nbsp; 17417 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Meshek Energy <br> Renewable <br> Energies Ltd.<br>| 24168 | &nbsp;&nbsp; 31576 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Meshulam Levinstein <br> Contracting & <br> Engineering Ltd.<br>| 236 | &nbsp;&nbsp; 34625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mivtach Shamir <br> Holdings Ltd.<br>| 1009 | &nbsp;&nbsp; 82064 |
|  | Nawi Group Ltd. | 3445 | &nbsp;&nbsp; 60183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neto Malinda Trading <br> Ltd.<br>| 862 | &nbsp;&nbsp; 36082 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Neto ME Holdings <br> Ltd.<br>| 211 | &nbsp;&nbsp; 12893 |
| #\*,\* | &nbsp;&nbsp;&nbsp;&nbsp; Nexxen International <br> Ltd.<br>| 5491 | &nbsp;&nbsp; 57674 |
|  | Novolog Ltd. | 34768 | &nbsp;&nbsp; 14213 |
|  | Oil Refineries Ltd. | 269871 | &nbsp;&nbsp; 70599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; One Software <br> Technologies Ltd.<br>| 1069 | &nbsp;&nbsp; 27619 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OY Nofar Energy <br> Ltd.<br>| 1367 | &nbsp;&nbsp; 40928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Palram Industries <br> 1990 Ltd.<br>| 2023 | &nbsp;&nbsp; 44088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Partner <br> Communications <br> Co. Ltd.<br>| 15152 | &nbsp;&nbsp; 139542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paz Retail & Energy <br> Ltd.<br>| 223 | &nbsp;&nbsp; 41199 |
| \* | Perion Network Ltd. | 3420 | &nbsp;&nbsp; 37082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Plasson Industries <br> Ltd.<br>| 468 | &nbsp;&nbsp; 28173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polyram Plastic <br> Industries Ltd.<br>| 5234 | &nbsp;&nbsp; 16964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prashkovsky <br> Investments & <br> Construction Ltd.<br>| 987 | &nbsp;&nbsp; 37846 |
| \* | Priortech Ltd. | 1206 | &nbsp;&nbsp; 68460 |
|  | Qualitau Ltd. | 593 | &nbsp;&nbsp; 74497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rami Levy Chain <br> Stores Hashikma <br> Marketing 2006 <br> Ltd.<br>| 1016 | &nbsp;&nbsp; 94766 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rani Zim Shopping <br> Centers Ltd.<br>| 3920 | &nbsp;&nbsp; 5811 |
|  | Retailors Ltd. | 1080 | &nbsp;&nbsp; 22469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sano-Brunos <br> Enterprises Ltd.<br>| 278 | &nbsp;&nbsp; 29041 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Scope Metals Group <br> Ltd.<br>| 872 | &nbsp;&nbsp; 38922 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shikun & Binui Soltec <br> Renewable <br> Energy<br>| 13371 | &nbsp;&nbsp; $12325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summit Real Estate <br> Holdings Ltd.<br>| 4733 | &nbsp;&nbsp; 89839 |
|  | Tadiran Group Ltd. | 324 | &nbsp;&nbsp; 17209 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Tamar Petroleum <br> Ltd.<br>| 7885 | &nbsp;&nbsp; 94205 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TAT Technologies <br> Ltd.<br>| 738 | &nbsp;&nbsp; 26574 |
|  | Telsys Ltd. | 225 | &nbsp;&nbsp; 14138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tiv Taam Holdings 1 <br> Ltd.<br>| 7339 | &nbsp;&nbsp; 17765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turpaz Industries <br> Ltd.<br>| 2865 | &nbsp;&nbsp; 43352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Veridis Environment <br> Ltd.<br>| 3463 | &nbsp;&nbsp; 24088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Victory Supermarket <br> Chain Ltd.<br>| 648 | &nbsp;&nbsp; 9515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YD More Investments <br> Ltd.<br>| 996 | &nbsp;&nbsp; 10259 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp; 4316245 |
| ITALY — (4.2%) | ITALY — (4.2%) | ITALY — (4.2%) | ITALY — (4.2%) |
|  | A2A SpA | 261372 | &nbsp;&nbsp; 636898 |
|  | ACEA SpA | 5746 | &nbsp;&nbsp; 127517 |
|  | Amplifon SpA | 9628 | &nbsp;&nbsp; 162077 |
| \* | Aquafil SpA | 3880 | &nbsp;&nbsp; 6178 |
|  | Ariston Holding NV | 3485 | &nbsp;&nbsp; 18143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arnoldo Mondadori <br> Editore SpA<br>| 22214 | &nbsp;&nbsp; 51139 |
|  | Ascopiave SpA | 13216 | &nbsp;&nbsp; 45650 |
|  | Avio SpA | 1784 | &nbsp;&nbsp; 60965 |
|  | Azimut Holding SpA | 14290 | &nbsp;&nbsp; 485753 |
|  | B&C Speakers SpA | 545 | &nbsp;&nbsp; 10216 |
|  | Banca Generali SpA | 7319 | &nbsp;&nbsp; 408783 |
|  | Banca IFIS SpA | 3794 | &nbsp;&nbsp; 105073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banca Monte dei <br> Paschi di Siena <br> SpA<br>| 149919 | &nbsp;&nbsp; 1276324 |
|  | Banca Profilo SpA | 12870 | &nbsp;&nbsp; 2436 |
| \*Ω | Banca Sistema SpA | 3568 | &nbsp;&nbsp; 7649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco di Desio e <br> della Brianza SpA<br>| 5000 | &nbsp;&nbsp; 42780 |
|  | BasicNet SpA | 3725 | &nbsp;&nbsp; 30272 |
| \*Ω | BFF Bank SpA | 17862 | &nbsp;&nbsp; 212061 |
| # | Biesse SpA | 2760 | &nbsp;&nbsp; 22500 |
|  | BPER Banca SpA | 45365 | &nbsp;&nbsp; 446415 |
| # | Brembo NV | 20309 | &nbsp;&nbsp; 194697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brunello Cucinelli <br> SpA<br>| 5466 | &nbsp;&nbsp; 612972 |
|  | Buzzi SpA | 10783 | &nbsp;&nbsp; 563067 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cairo Communication <br> SpA<br>| 12430 | &nbsp;&nbsp; 38647 |
| Ω | Carel Industries SpA | 724 | &nbsp;&nbsp; 19667 |
|  | Cembre SpA | 650 | &nbsp;&nbsp; 44172 |
|  | Cementir Holding NV | 6965 | &nbsp;&nbsp; 103472 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CIR SpA-Compagnie <br> Industriali<br>| 101938 | &nbsp;&nbsp; $78552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Credito Emiliano <br> SpA<br>| 14468 | &nbsp;&nbsp; 219313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; d'Amico International <br> Shipping SA<br>| 12281 | &nbsp;&nbsp; 50611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Danieli & C Officine <br> Meccaniche SpA <br> (DAN IM)<br>| 1875 | &nbsp;&nbsp; 80572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Danieli & C Officine <br> Meccaniche SpA <br> (DANR IM)<br>| 6860 | &nbsp;&nbsp; 223032 |
|  | Datalogic SpA | 2601 | &nbsp;&nbsp; 14039 |
|  | De' Longhi SpA | 2987 | &nbsp;&nbsp; 97969 |
| \* | Digital Bros SpA | 371 | &nbsp;&nbsp; 5391 |
| \*Ω | doValue SpA | 726 | &nbsp;&nbsp; 2158 |
|  | Emak SpA | 17016 | &nbsp;&nbsp; 16909 |
| Ω | Enav SpA | 24013 | &nbsp;&nbsp; 105346 |
|  | Equita Group SpA | 2730 | &nbsp;&nbsp; 14690 |
|  | ERG SpA | 3795 | &nbsp;&nbsp; 82216 |
|  | Esprinet SpA | 3078 | &nbsp;&nbsp; 14623 |
|  | Fila SpA | 3109 | &nbsp;&nbsp; 30648 |
| \* | Fincantieri SpA | 15871 | &nbsp;&nbsp; 307141 |
|  | FNM SpA | 21790 | &nbsp;&nbsp; 10144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Garofalo Health Care <br> SpA<br>| 3478 | &nbsp;&nbsp; 19895 |
| #\* | Geox SpA | 11985 | &nbsp;&nbsp; 4107 |
| # | GPI SpA | 1749 | &nbsp;&nbsp; 31025 |
|  | Hera SpA | 110093 | &nbsp;&nbsp; 471086 |
|  | IMMSI SpA | 26564 | &nbsp;&nbsp; 15336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industrie De Nora <br> SpA<br>| 3309 | &nbsp;&nbsp; 24856 |
|  | Intercos SpA | 2918 | &nbsp;&nbsp; 39035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interpump Group <br> SpA<br>| 2917 | &nbsp;&nbsp; 119679 |
|  | Iren SpA | 72748 | &nbsp;&nbsp; 208326 |
|  | Italgas SpA | 78707 | &nbsp;&nbsp; 653061 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Italian Sea Group <br> SpA<br>| 1256 | &nbsp;&nbsp; 7847 |
|  | Italmobiliare SpA | 1795 | &nbsp;&nbsp; 57799 |
|  | Iveco Group NV | 26294 | &nbsp;&nbsp; 543492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lottomatica Group <br> SpA<br>| 20065 | &nbsp;&nbsp; 540849 |
|  | LU-VE SpA | 909 | &nbsp;&nbsp; 33622 |
|  | Maire SpA | 28284 | &nbsp;&nbsp; 392879 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp; Mariella Burani <br> Fashion Group <br> SpA<br>| 422 | &nbsp;&nbsp; 0 |
|  | MARR SpA | 2614 | &nbsp;&nbsp; 30620 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MFE-MediaForEurope <br> NV (MFEA IM), <br> Class A<br>| 35632 | &nbsp;&nbsp; 112925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MFE-MediaForEurope <br> NV (MFEB IM), <br> Class B<br>| 8379 | &nbsp;&nbsp; 37654 |
|  | Moltiply Group SpA | 2280 | &nbsp;&nbsp; 112610 |
| \* | NewPrinces SpA | 1779 | &nbsp;&nbsp; 46362 |
| Ω | Nexi SpA | 61370 | &nbsp;&nbsp; 350437 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
|  | Orsero SpA | 1122 | &nbsp;&nbsp; $18053 |
| Ω | OVS SpA | 28187 | &nbsp;&nbsp; 116685 |
|  | Pharmanutra SpA | 513 | &nbsp;&nbsp; 26861 |
| \*Ω | Philogen SpA | 37 | &nbsp;&nbsp; 940 |
| # | Piaggio & C SpA | 22030 | &nbsp;&nbsp; 47556 |
| Ω | Pirelli & C SpA | 38861 | &nbsp;&nbsp; 261976 |
| Ω | RAI Way SpA | 12339 | &nbsp;&nbsp; 82374 |
|  | Reply SpA | 3638 | &nbsp;&nbsp; 569834 |
| \* | Revo SpA | 853 | &nbsp;&nbsp; 15039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rizzoli Corriere Della <br> Sera Mediagroup <br> SpA<br>| 22611 | &nbsp;&nbsp; 26431 |
|  | Sabaf SpA | 1277 | &nbsp;&nbsp; 19927 |
| \* | Safilo Group SpA | 25816 | &nbsp;&nbsp; 32037 |
|  | Saipem SpA | 195064 | &nbsp;&nbsp; 521412 |
| # | Sanlorenzo SpA | 1680 | &nbsp;&nbsp; 56621 |
| #\* | Seri Industrial SpA | 3128 | &nbsp;&nbsp; 7427 |
|  | Sesa SpA | 768 | &nbsp;&nbsp; 57832 |
| # | Sogefi SpA | 8720 | &nbsp;&nbsp; 27176 |
|  | SOL SpA | 4883 | &nbsp;&nbsp; 260550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tamburi Investment <br> Partners SpA<br>| 12603 | &nbsp;&nbsp; 110983 |
| Ω | Technogym SpA | 19877 | &nbsp;&nbsp; 306687 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Telecom Italia SpA <br> (TIT IM)<br>| 1177882 | &nbsp;&nbsp; 541275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Telecom Italia SpA <br> (TITR IM)<br>| 637376 | &nbsp;&nbsp; 328234 |
|  | TXT e-solutions SpA | 629 | &nbsp;&nbsp; 24152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unipol Assicurazioni <br> SpA<br>| 53502 | &nbsp;&nbsp; 1073127 |
| # | Webuild SpA | 56254 | &nbsp;&nbsp; 253180 |
|  | Wiit SpA | 741 | &nbsp;&nbsp; 13190 |
| # | Zignago Vetro SpA | 1085 | &nbsp;&nbsp; 9704 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp; 15751642 |
| JAPAN — (20.7%) | JAPAN — (20.7%) | JAPAN — (20.7%) | JAPAN — (20.7%) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; &Do Holdings Co. <br> Ltd.<br>| 600 | &nbsp;&nbsp; 4322 |
|  | 77 Bank Ltd. | 7100 | &nbsp;&nbsp; 245246 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; A&D HOLON <br> Holdings Co. Ltd.<br>| 3000 | &nbsp;&nbsp; 39869 |
| # | Achilles Corp. | 1800 | &nbsp;&nbsp; 13213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AD Works Group Co. <br> Ltd.<br>| 6500 | &nbsp;&nbsp; 15208 |
| # | Adastria Co. Ltd. | 1840 | &nbsp;&nbsp; 36541 |
|  | ADEKA Corp. | 10300 | &nbsp;&nbsp; 203273 |
|  | Ad-sol Nissin Corp. | 2400 | &nbsp;&nbsp; 21328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Adtec Plasma <br> Technology Co. <br> Ltd.<br>| 800 | &nbsp;&nbsp; 6923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advan Group Co. <br> Ltd.<br>| 3100 | &nbsp;&nbsp; 17809 |
| #\* | Adventure, Inc. | 300 | &nbsp;&nbsp; 6622 |
|  | Adways, Inc. | 4900 | &nbsp;&nbsp; 11380 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Aeon Fantasy Co. <br> Ltd.<br>| 800 | &nbsp;&nbsp; 19021 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AEON Financial <br> Service Co. Ltd.<br>| 15200 | &nbsp;&nbsp; $136686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aeon Hokkaido <br> Corp.<br>| 4800 | &nbsp;&nbsp; 28526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aeon Kyushu Co. <br> Ltd.<br>| 800 | &nbsp;&nbsp; 15948 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AFC-HD AMS Life <br> Science Co. Ltd.<br>| 1400 | &nbsp;&nbsp; 8224 |
| # | Ahresty Corp. | 2700 | &nbsp;&nbsp; 14251 |
|  | Ai Holdings Corp. | 3800 | &nbsp;&nbsp; 60822 |
| \* | AI inside, Inc. | 200 | &nbsp;&nbsp; 5361 |
|  | Aica Kogyo Co. Ltd. | 5500 | &nbsp;&nbsp; 135425 |
|  | Aichi Corp. | 5600 | &nbsp;&nbsp; 47772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aichi Financial <br> Group, Inc.<br>| 2400 | &nbsp;&nbsp; 42995 |
| # | Aichi Steel Corp. | 6000 | &nbsp;&nbsp; 91320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aichi Tokei Denki Co. <br> Ltd.<br>| 900 | &nbsp;&nbsp; 14279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aida Engineering <br> Ltd.<br>| 6800 | &nbsp;&nbsp; 41054 |
|  | Aiful Corp. | 43200 | &nbsp;&nbsp; 127648 |
|  | Ain Holdings, Inc. | 2800 | &nbsp;&nbsp; 107771 |
|  | Aiphone Co. Ltd. | 1800 | &nbsp;&nbsp; 33892 |
| # | Airman Corp. | 2800 | &nbsp;&nbsp; 38140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Airport Facilities Co. <br> Ltd.<br>| 3500 | &nbsp;&nbsp; 21858 |
| # | Airtech Japan Ltd. | 1000 | &nbsp;&nbsp; 7210 |
| # | Airtrip Corp. | 1800 | &nbsp;&nbsp; 10888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aisan Industry Co. <br> Ltd.<br>| 6170 | &nbsp;&nbsp; 68212 |
| # | AIT Corp. | 1200 | &nbsp;&nbsp; 14861 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Aizawa Securities <br> Group Co. Ltd.<br>| 1200 | &nbsp;&nbsp; 10316 |
|  | Ajis Co. Ltd. | 800 | &nbsp;&nbsp; 15837 |
|  | Akatsuki Corp. | 3500 | &nbsp;&nbsp; 12252 |
|  | Akatsuki, Inc. | 1100 | &nbsp;&nbsp; 21704 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Akebono Brake <br> Industry Co. Ltd.<br>| 14000 | &nbsp;&nbsp; 9790 |
|  | Akita Bank Ltd. | 2400 | &nbsp;&nbsp; 52041 |
| # | Albis Co. Ltd. | 800 | &nbsp;&nbsp; 17606 |
|  | Alconix Corp. | 2600 | &nbsp;&nbsp; 36376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alfresa Holdings <br> Corp.<br>| 15500 | &nbsp;&nbsp; 224998 |
|  | Alinco, Inc. | 2200 | &nbsp;&nbsp; 15195 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Alleanza Holdings <br> Co. Ltd.<br>| 1400 | &nbsp;&nbsp; 9799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allied Telesis <br> Holdings KK<br>| 18800 | &nbsp;&nbsp; 23155 |
|  | Alpen Co. Ltd. | 2400 | &nbsp;&nbsp; 38324 |
|  | Alpha Corp. | 500 | &nbsp;&nbsp; 3975 |
| # | Alpha Systems, Inc. | 500 | &nbsp;&nbsp; 11862 |
|  | Alps Alpine Co. Ltd. | 23000 | &nbsp;&nbsp; 243669 |
|  | Altech Corp. | 2310 | &nbsp;&nbsp; 41987 |
|  | Amano Corp. | 7200 | &nbsp;&nbsp; 200907 |
|  | Amiyaki Tei Co. Ltd. | 900 | &nbsp;&nbsp; 9084 |
| # | Amuse, Inc. | 1600 | &nbsp;&nbsp; 17303 |
|  | Amvis Holdings, Inc. | 8800 | &nbsp;&nbsp; 30070 |
|  | Anest Iwata Corp. | 5900 | &nbsp;&nbsp; 61331 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anicom Holdings, <br> Inc.<br>| 11000 | &nbsp;&nbsp; $56804 |
|  | Anycolor, Inc. | 2300 | &nbsp;&nbsp; 71675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AOI Electronics Co. <br> Ltd.<br>| 500 | &nbsp;&nbsp; 6579 |
|  | AOKI Holdings, Inc. | 5300 | &nbsp;&nbsp; 60242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aoyama Trading Co. <br> Ltd.<br>| 5900 | &nbsp;&nbsp; 89500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aoyama Zaisan <br> Networks Co. Ltd.<br>| 3200 | &nbsp;&nbsp; 38328 |
| # | Aozora Bank Ltd. | 4400 | &nbsp;&nbsp; 64554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arakawa Chemical <br> Industries Ltd.<br>| 2600 | &nbsp;&nbsp; 19411 |
|  | Arata Corp. | 3600 | &nbsp;&nbsp; 76764 |
| # | ARCLANDS Corp. | 7039 | &nbsp;&nbsp; 81274 |
|  | Arcs Co. Ltd. | 4600 | &nbsp;&nbsp; 92559 |
|  | ARE Holdings, Inc. | 10200 | &nbsp;&nbsp; 120232 |
|  | Arealink Co. Ltd. | 2000 | &nbsp;&nbsp; 33593 |
|  | Argo Graphics, Inc. | 2000 | &nbsp;&nbsp; 69930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arisawa <br> Manufacturing Co. <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 40918 |
|  | Artience Co. Ltd. | 3800 | &nbsp;&nbsp; 80469 |
| # | Artnature, Inc. | 1000 | &nbsp;&nbsp; 5310 |
| # | Artner Co. Ltd. | 1400 | &nbsp;&nbsp; 17492 |
|  | As One Corp. | 8000 | &nbsp;&nbsp; 125718 |
|  | Asahi Co. Ltd. | 1600 | &nbsp;&nbsp; 14241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asahi Diamond <br> Industrial Co. Ltd.<br>| 6600 | &nbsp;&nbsp; 32582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asahi Kogyosha Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 40730 |
|  | Asahi Net, Inc. | 1700 | &nbsp;&nbsp; 7700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asahi Printing Co. <br> Ltd.<br>| 1100 | &nbsp;&nbsp; 6614 |
| # | Asahi Yukizai Corp. | 1400 | &nbsp;&nbsp; 40083 |
|  | Asanuma Corp. | 6500 | &nbsp;&nbsp; 34432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Pile Holdings <br> Corp.<br>| 4100 | &nbsp;&nbsp; 27231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASKA <br> Pharmaceutical <br> Holdings Co. Ltd.<br>| 3300 | &nbsp;&nbsp; 53915 |
|  | ASKUL Corp. | 3200 | &nbsp;&nbsp; 31961 |
|  | Asti Corp. | 400 | &nbsp;&nbsp; 5097 |
|  | Atrae, Inc. | 2300 | &nbsp;&nbsp; 11678 |
| #\* | Atsugi Co. Ltd. | 4000 | &nbsp;&nbsp; 30639 |
|  | Aucnet, Inc. | 1800 | &nbsp;&nbsp; 20101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autobacs Seven Co. <br> Ltd.<br>| 8800 | &nbsp;&nbsp; 85854 |
|  | Aval Data Corp. | 1000 | &nbsp;&nbsp; 15248 |
|  | Avant Group Corp. | 2800 | &nbsp;&nbsp; 28036 |
|  | Avantia Co. Ltd. | 1300 | &nbsp;&nbsp; 7188 |
|  | Avex, Inc. | 4000 | &nbsp;&nbsp; 33842 |
|  | Awa Bank Ltd. | 4200 | &nbsp;&nbsp; 89034 |
|  | Axial Retailing, Inc. | 10400 | &nbsp;&nbsp; 78701 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AZ-COM MARUWA <br> Holdings, Inc.<br>| 4900 | &nbsp;&nbsp; 37799 |
|  | AZOOM Co. Ltd. | 400 | &nbsp;&nbsp; 22293 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bando Chemical <br> Industries Ltd.<br>| 5100 | &nbsp;&nbsp; $60720 |
|  | Bank of Iwate Ltd. | 2000 | &nbsp;&nbsp; 46627 |
|  | Bank of Nagoya Ltd. | 1300 | &nbsp;&nbsp; 75658 |
|  | Bank of Saga Ltd. | 2500 | &nbsp;&nbsp; 45288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of the Ryukyus <br> Ltd.<br>| 7000 | &nbsp;&nbsp; 57109 |
|  | Bank of Toyama Ltd. | 600 | &nbsp;&nbsp; 6432 |
|  | Base Co. Ltd. | 1800 | &nbsp;&nbsp; 41795 |
| # | Beauty Garage, Inc. | 800 | &nbsp;&nbsp; 9023 |
|  | Belc Co. Ltd. | 1400 | &nbsp;&nbsp; 66977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bell System24 <br> Holdings, Inc.<br>| 4200 | &nbsp;&nbsp; 37749 |
|  | Belluna Co. Ltd. | 9800 | &nbsp;&nbsp; 62196 |
|  | Bic Camera, Inc. | 8800 | &nbsp;&nbsp; 91884 |
|  | BML, Inc. | 3000 | &nbsp;&nbsp; 69670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bookoff Group <br> Holdings Ltd.<br>| 1000 | &nbsp;&nbsp; 9484 |
|  | Bourbon Corp. | 1100 | &nbsp;&nbsp; 19151 |
| # | Br Holdings Corp. | 4900 | &nbsp;&nbsp; 11277 |
| # | BrainPad, Inc. | 1500 | &nbsp;&nbsp; 13321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BRONCO BILLY Co. <br> Ltd.<br>| 1000 | &nbsp;&nbsp; 26837 |
|  | Buffalo, Inc. | 900 | &nbsp;&nbsp; 14187 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bull-Dog Sauce Co. <br> Ltd.<br>| 1300 | &nbsp;&nbsp; 17579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bunka Shutter Co. <br> Ltd.<br>| 5284 | &nbsp;&nbsp; 89437 |
|  | Bushiroad, Inc. | 4900 | &nbsp;&nbsp; 21746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Business Brain <br> Showa-Ota, Inc.<br>| 1800 | &nbsp;&nbsp; 32754 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Business Engineering <br> Corp.<br>| 800 | &nbsp;&nbsp; 27090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C Uyemura & Co. <br> Ltd.<br>| 1300 | &nbsp;&nbsp; 83263 |
|  | CAC Holdings Corp. | 1700 | &nbsp;&nbsp; 22901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canon Electronics, <br> Inc.<br>| 2600 | &nbsp;&nbsp; 43929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Career Design <br> Center Co. Ltd.<br>| 1000 | &nbsp;&nbsp; 12945 |
|  | Careerlink Co. Ltd. | 600 | &nbsp;&nbsp; 8933 |
| # | Carenet, Inc. | 8300 | &nbsp;&nbsp; 42131 |
|  | Carlit Co. Ltd. | 2600 | &nbsp;&nbsp; 22375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Casio Computer Co. <br> Ltd.<br>| 8100 | &nbsp;&nbsp; 64171 |
|  | Cawachi Ltd. | 1800 | &nbsp;&nbsp; 32910 |
|  | Celsys, Inc. | 5600 | &nbsp;&nbsp; 61246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Automotive <br> Products Ltd.<br>| 4800 | &nbsp;&nbsp; 61290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Glass Co. <br> Ltd.<br>| 3400 | &nbsp;&nbsp; 73442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Security <br> Patrols Co. Ltd.<br>| 1400 | &nbsp;&nbsp; 22044 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Central Sports Co. <br> Ltd.<br>| 900 | &nbsp;&nbsp; 14971 |
| # | Ceres, Inc. | 600 | &nbsp;&nbsp; 9493 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Change Holdings, <br> Inc.<br>| 7200 | &nbsp;&nbsp; 55079 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charm Care Corp. <br> KK<br>| 3100 | &nbsp;&nbsp; $27169 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chiba Kogyo Bank <br> Ltd.<br>| 7400 | &nbsp;&nbsp; 73065 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chikaranomoto <br> Holdings Co. Ltd.<br>| 1700 | &nbsp;&nbsp; 16162 |
|  | Chino Corp. | 900 | &nbsp;&nbsp; 14285 |
| # | Chiyoda Co. Ltd. | 4400 | &nbsp;&nbsp; 35137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chiyoda Integre Co. <br> Ltd.<br>| 1900 | &nbsp;&nbsp; 38744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chofu Seisakusho <br> Co. Ltd.<br>| 3306 | &nbsp;&nbsp; 43807 |
|  | Chori Co. Ltd. | 2100 | &nbsp;&nbsp; 53116 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Choushimaru Co. <br> Ltd.<br>| 1200 | &nbsp;&nbsp; 12484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chubu Shiryo Co. <br> Ltd.<br>| 3200 | &nbsp;&nbsp; 35542 |
|  | Chudenko Corp. | 2500 | &nbsp;&nbsp; 60673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chuetsu Pulp & <br> Paper Co. Ltd.<br>| 1400 | &nbsp;&nbsp; 15754 |
|  | Chugai Ro Co. Ltd. | 700 | &nbsp;&nbsp; 16948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chugin Financial <br> Group, Inc.<br>| 19000 | &nbsp;&nbsp; 246672 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chugoku Electric <br> Power Co., Inc.<br>| 32100 | &nbsp;&nbsp; 174778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chugoku Marine <br> Paints Ltd.<br>| 5200 | &nbsp;&nbsp; 106810 |
| # | Chuo Spring Co. Ltd. | 2000 | &nbsp;&nbsp; 40228 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chuo Warehouse Co. <br> Ltd.<br>| 1000 | &nbsp;&nbsp; 9539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizen Watch Co. <br> Ltd.<br>| 27800 | &nbsp;&nbsp; 166867 |
|  | CKD Corp. | 5600 | &nbsp;&nbsp; 99978 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; CK-San-Etsu Co. <br> Ltd.<br>| 400 | &nbsp;&nbsp; 10464 |
|  | Cleanup Corp. | 3800 | &nbsp;&nbsp; 18224 |
| # | CMK Corp. | 9700 | &nbsp;&nbsp; 23614 |
|  | COLOPL, Inc. | 8600 | &nbsp;&nbsp; 29804 |
|  | Colowide Co. Ltd. | 9200 | &nbsp;&nbsp; 118773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Computer <br> Engineering & <br> Consulting Ltd.<br>| 2200 | &nbsp;&nbsp; 32557 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Computer Institute of <br> Japan Ltd.<br>| 6840 | &nbsp;&nbsp; 22397 |
|  | Comture Corp. | 2900 | &nbsp;&nbsp; 33649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Copro-Holdings Co. <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 25624 |
|  | Core Corp. | 800 | &nbsp;&nbsp; 10202 |
| # | Corona Corp. | 2600 | &nbsp;&nbsp; 16282 |
|  | Cosel Co. Ltd. | 2800 | &nbsp;&nbsp; 21641 |
| # | Cota Co. Ltd. | 3352 | &nbsp;&nbsp; 31552 |
| \* | Cover Corp. | 1400 | &nbsp;&nbsp; 19782 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Create Restaurants <br> Holdings, Inc.<br>| 11900 | &nbsp;&nbsp; 121076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Create SD Holdings <br> Co. Ltd.<br>| 3100 | &nbsp;&nbsp; 70690 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Creek & River Co. <br> Ltd.<br>| 1700 | &nbsp;&nbsp; $16840 |
|  | Cresco Ltd. | 3600 | &nbsp;&nbsp; 40849 |
| # | Cross Cat Co. Ltd. | 1200 | &nbsp;&nbsp; 8686 |
|  | CrowdWorks, Inc. | 1400 | &nbsp;&nbsp; 10332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTI Engineering Co. <br> Ltd.<br>| 2800 | &nbsp;&nbsp; 56112 |
| # | CTS Co. Ltd. | 5000 | &nbsp;&nbsp; 28951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Curves Holdings Co. <br> Ltd.<br>| 7300 | &nbsp;&nbsp; 36053 |
| #\* | CYBERDYNE, Inc. | 12000 | &nbsp;&nbsp; 14634 |
|  | Cyberlinks Co. Ltd. | 1300 | &nbsp;&nbsp; 11124 |
|  | Cybozu, Inc. | 3300 | &nbsp;&nbsp; 87025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai Nippon Toryo Co. <br> Ltd.<br>| 3400 | &nbsp;&nbsp; 27970 |
|  | Daicel Corp. | 18300 | &nbsp;&nbsp; 157418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daido Kogyo Co. <br> Ltd.<br>| 900 | &nbsp;&nbsp; 7783 |
|  | Daido Metal Co. Ltd. | 5500 | &nbsp;&nbsp; 25114 |
|  | Daido Steel Co. Ltd. | 17200 | &nbsp;&nbsp; 132447 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daihatsu Infinearth <br> Mfg Co. Ltd.<br>| 2400 | &nbsp;&nbsp; 41863 |
|  | Daihen Corp. | 1400 | &nbsp;&nbsp; 66105 |
|  | Daiho Corp. | 7000 | &nbsp;&nbsp; 38629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai-Ichi Cutter Kogyo <br> KK<br>| 900 | &nbsp;&nbsp; 7990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Jitsugyo Co. <br> Ltd.<br>| 3000 | &nbsp;&nbsp; 50757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Kensetsu <br> Corp.<br>| 1100 | &nbsp;&nbsp; 22504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Kigenso <br> Kagaku-Kogyo Co. <br> Ltd.<br>| 2500 | &nbsp;&nbsp; 11341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiichikosho Co. <br> Ltd.<br>| 8200 | &nbsp;&nbsp; 88036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiken Medical Co. <br> Ltd.<br>| 2800 | &nbsp;&nbsp; 8137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiki Aluminium <br> Industry Co. Ltd.<br>| 3900 | &nbsp;&nbsp; 26950 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daikoku Denki Co. <br> Ltd.<br>| 1200 | &nbsp;&nbsp; 17605 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daikokutenbussan <br> Co. Ltd.<br>| 800 | &nbsp;&nbsp; 37999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daikyonishikawa <br> Corp.<br>| 4200 | &nbsp;&nbsp; 19827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dainichiseika Color & <br> Chemicals <br> Manufacturing Co. <br> Ltd.<br>| 3200 | &nbsp;&nbsp; 71886 |
|  | Daio Paper Corp. | 9700 | &nbsp;&nbsp; 54039 |
|  | Daiseki Co. Ltd. | 5076 | &nbsp;&nbsp; 118174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daishi Hokuetsu <br> Financial Group, <br> Inc.<br>| 9200 | &nbsp;&nbsp; 225161 |
| # | Daishinku Corp. | 3200 | &nbsp;&nbsp; 12410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daisue Construction <br> Co. Ltd.<br>| 500 | &nbsp;&nbsp; 7733 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Daito Bank Ltd. | 1000 | &nbsp;&nbsp; $4855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daito Pharmaceutical <br> Co. Ltd.<br>| 6590 | &nbsp;&nbsp; 52668 |
|  | Daitron Co. Ltd. | 1600 | &nbsp;&nbsp; 39001 |
|  | Daiwa Industries Ltd. | 4300 | &nbsp;&nbsp; 47798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiwabo Holdings <br> Co. Ltd.<br>| 10700 | &nbsp;&nbsp; 196769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DCM Holdings Co. <br> Ltd.<br>| 12300 | &nbsp;&nbsp; 116938 |
| \* | DD GROUP Co. Ltd. | 1100 | &nbsp;&nbsp; 12289 |
|  | Dear Life Co. Ltd. | 5600 | &nbsp;&nbsp; 47433 |
|  | Denka Co. Ltd. | 10800 | &nbsp;&nbsp; 152283 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Densan System <br> Holdings Co. Ltd.<br>| 1300 | &nbsp;&nbsp; 22426 |
|  | Dentsu Soken, Inc. | 200 | &nbsp;&nbsp; 8785 |
|  | Denyo Co. Ltd. | 2000 | &nbsp;&nbsp; 39673 |
|  | Dexerials Corp. | 6700 | &nbsp;&nbsp; 96866 |
|  | DIC Corp. | 10500 | &nbsp;&nbsp; 207255 |
| # | Digital Arts, Inc. | 1100 | &nbsp;&nbsp; 58152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Digital Hearts <br> Holdings Co. Ltd.<br>| 1200 | &nbsp;&nbsp; 7623 |
| # | Digital Holdings, Inc. | 1900 | &nbsp;&nbsp; 15381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Digital Information <br> Technologies <br> Corp.<br>| 800 | &nbsp;&nbsp; 13559 |
| # | Dip Corp. | 4800 | &nbsp;&nbsp; 77695 |
|  | DKK Co. Ltd. | 1600 | &nbsp;&nbsp; 23086 |
|  | DKS Co. Ltd. | 1200 | &nbsp;&nbsp; 41056 |
|  | DMG Mori Co. Ltd. | 4400 | &nbsp;&nbsp; 101672 |
|  | Doshisha Co. Ltd. | 2900 | &nbsp;&nbsp; 48374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Double Standard, <br> Inc.<br>| 600 | &nbsp;&nbsp; 6314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Doutor Nichires <br> Holdings Co. Ltd.<br>| 4112 | &nbsp;&nbsp; 68301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dowa Holdings Co. <br> Ltd.<br>| 6400 | &nbsp;&nbsp; 209006 |
|  | DTS Corp. | 4800 | &nbsp;&nbsp; 159254 |
|  | Duskin Co. Ltd. | 4400 | &nbsp;&nbsp; 116165 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; DyDo Group <br> Holdings, Inc.<br>| 1800 | &nbsp;&nbsp; 31788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Industry Co. <br> Ltd.<br>| 4100 | &nbsp;&nbsp; 65564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EAT&HOLDINGS Co. <br> Ltd.<br>| 1200 | &nbsp;&nbsp; 16625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ebara Foods <br> Industry, Inc.<br>| 800 | &nbsp;&nbsp; 13430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ebara Jitsugyo Co. <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 46542 |
|  | Ebase Co. Ltd. | 3100 | &nbsp;&nbsp; 10403 |
| # | Eco's Co. Ltd. | 800 | &nbsp;&nbsp; 13091 |
|  | EDION Corp. | 10500 | &nbsp;&nbsp; 139617 |
|  | EF-ON, Inc. | 2280 | &nbsp;&nbsp; 5243 |
|  | eGuarantee, Inc. | 4000 | &nbsp;&nbsp; 39599 |
|  | E-Guardian, Inc. | 400 | &nbsp;&nbsp; 5895 |
|  | Ehime Bank Ltd. | 4800 | &nbsp;&nbsp; 34384 |
|  | Eidai Co. Ltd. | 3000 | &nbsp;&nbsp; 4671 |
|  | Eizo Corp. | 4000 | &nbsp;&nbsp; 56913 |
|  | EJ Holdings, Inc. | 1200 | &nbsp;&nbsp; 14254 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Elan Corp. | 1000 | &nbsp;&nbsp; $5648 |
|  | Elecom Co. Ltd. | 6500 | &nbsp;&nbsp; 84071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electric Power <br> Development Co. <br> Ltd.<br>| 5100 | &nbsp;&nbsp; 88259 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; EM Systems Co. <br> Ltd.<br>| 4700 | &nbsp;&nbsp; 23848 |
|  | en Japan, Inc. | 4100 | &nbsp;&nbsp; 47601 |
|  | Endo Lighting Corp. | 1700 | &nbsp;&nbsp; 26864 |
|  | Enomoto Co. Ltd. | 1000 | &nbsp;&nbsp; 9583 |
| # | Enplas Corp. | 1000 | &nbsp;&nbsp; 34857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Envipro Holdings, <br> Inc.<br>| 1400 | &nbsp;&nbsp; 4657 |
| # | eRex Co. Ltd. | 2800 | &nbsp;&nbsp; 13837 |
|  | ES-Con Japan Ltd. | 4600 | &nbsp;&nbsp; 29606 |
|  | Eslead Corp. | 1000 | &nbsp;&nbsp; 30812 |
|  | ESPEC Corp. | 2400 | &nbsp;&nbsp; 50803 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Eternal Hospitality <br> Group Co. Ltd.<br>| 1400 | &nbsp;&nbsp; 28261 |
|  | Exedy Corp. | 5100 | &nbsp;&nbsp; 160100 |
|  | EXEO Group, Inc. | 19200 | &nbsp;&nbsp; 252194 |
|  | Ezaki Glico Co. Ltd. | 6500 | &nbsp;&nbsp; 200709 |
|  | F&M Co. Ltd. | 1000 | &nbsp;&nbsp; 18141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FALCO HOLDINGS <br> Co. Ltd.<br>| 1400 | &nbsp;&nbsp; 22247 |
|  | FCC Co. Ltd. | 4400 | &nbsp;&nbsp; 88317 |
| \* | FDK Corp. | 800 | &nbsp;&nbsp; 2123 |
|  | Feed One Co. Ltd. | 3920 | &nbsp;&nbsp; 28127 |
|  | Ferrotec Corp. | 6400 | &nbsp;&nbsp; 153500 |
| # | Fibergate, Inc. | 1100 | &nbsp;&nbsp; 5134 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; FIDEA Holdings Co. <br> Ltd.<br>| 3050 | &nbsp;&nbsp; 30755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Financial Partners <br> Group Co. Ltd.<br>| 6100 | &nbsp;&nbsp; 97940 |
| # | FINDEX, Inc. | 1700 | &nbsp;&nbsp; 8627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Bank of Toyama <br> Ltd.<br>| 4700 | &nbsp;&nbsp; 33690 |
| # | First Juken Co. Ltd. | 900 | &nbsp;&nbsp; 6213 |
|  | Fixstars Corp. | 3000 | &nbsp;&nbsp; 40365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FJ Next Holdings Co. <br> Ltd.<br>| 3100 | &nbsp;&nbsp; 24967 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Focus Systems <br> Corp.<br>| 1700 | &nbsp;&nbsp; 16128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Forum Engineering, <br> Inc.<br>| 2400 | &nbsp;&nbsp; 19367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foster Electric Co. <br> Ltd.<br>| 3400 | &nbsp;&nbsp; 42434 |
|  | FP Corp. | 5300 | &nbsp;&nbsp; 94483 |
| # | FP Partner, Inc. | 300 | &nbsp;&nbsp; 4085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; France Bed Holdings <br> Co. Ltd.<br>| 3800 | &nbsp;&nbsp; 32599 |
|  | Freebit Co. Ltd. | 2000 | &nbsp;&nbsp; 19934 |
| # | Freund Corp. | 1700 | &nbsp;&nbsp; 12328 |
|  | F-Tech, Inc. | 1600 | &nbsp;&nbsp; 7668 |
|  | FTGroup Co. Ltd. | 1100 | &nbsp;&nbsp; 8786 |
|  | Fudo Tetra Corp. | 1930 | &nbsp;&nbsp; 30179 |
| # | Fuji Co. Ltd. | 3200 | &nbsp;&nbsp; 43056 |
|  | Fuji Corp. (6134 JP) | 10200 | &nbsp;&nbsp; 191413 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Fuji Corp. Ltd. | 5200 | &nbsp;&nbsp; $23845 |
|  | Fuji Kosan Co. Ltd. | 900 | &nbsp;&nbsp; 7314 |
|  | Fuji Kyuko Co. Ltd. | 2800 | &nbsp;&nbsp; 39379 |
|  | Fuji Oil Co. Ltd. | 13700 | &nbsp;&nbsp; 119970 |
| # | Fuji Pharma Co. Ltd. | 2000 | &nbsp;&nbsp; 18471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuji Seal <br> International, Inc.<br>| 6000 | &nbsp;&nbsp; 110230 |
|  | Fujibo Holdings, Inc. | 1500 | &nbsp;&nbsp; 59099 |
|  | Fujicco Co. Ltd. | 2800 | &nbsp;&nbsp; 30114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujikura Composites, <br> Inc.<br>| 4200 | &nbsp;&nbsp; 44315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujikura Kasei Co. <br> Ltd.<br>| 4200 | &nbsp;&nbsp; 15658 |
|  | Fujimi, Inc. | 6000 | &nbsp;&nbsp; 89470 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fujio Food Group, <br> Inc.<br>| 1900 | &nbsp;&nbsp; 14248 |
|  | Fujishoji Co. Ltd. | 1200 | &nbsp;&nbsp; 8411 |
|  | Fujita Kanko, Inc. | 1000 | &nbsp;&nbsp; 69582 |
|  | Fujiya Co. Ltd. | 1700 | &nbsp;&nbsp; 27839 |
|  | FuKoKu Co. Ltd. | 1200 | &nbsp;&nbsp; 13926 |
|  | Fukuda Corp. | 1000 | &nbsp;&nbsp; 35268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukuda Denshi Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 111702 |
|  | Fukui Bank Ltd. | 2700 | &nbsp;&nbsp; 33922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukui Computer <br> Holdings, Inc.<br>| 1900 | &nbsp;&nbsp; 38372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukuyama <br> Transporting Co. <br> Ltd.<br>| 2500 | &nbsp;&nbsp; 59522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FULLCAST Holdings <br> Co. Ltd.<br>| 1600 | &nbsp;&nbsp; 17648 |
|  | Fumakilla Ltd. | 1500 | &nbsp;&nbsp; 11017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Funai Soken <br> Holdings, Inc.<br>| 4760 | &nbsp;&nbsp; 74923 |
|  | Furukawa Co. Ltd. | 4100 | &nbsp;&nbsp; 65223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Furuno Electric Co. <br> Ltd.<br>| 3500 | &nbsp;&nbsp; 100952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Furuya Metal Co. <br> Ltd.<br>| 1900 | &nbsp;&nbsp; 32360 |
|  | Furyu Corp. | 4000 | &nbsp;&nbsp; 27897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuso Chemical Co. <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 56669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuso Pharmaceutical <br> Industries Ltd.<br>| 1100 | &nbsp;&nbsp; 16118 |
| # | Futaba Corp. | 5300 | &nbsp;&nbsp; 21761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Futaba Industrial Co. <br> Ltd.<br>| 8700 | &nbsp;&nbsp; 46778 |
|  | Future Corp. | 4100 | &nbsp;&nbsp; 64081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuyo General Lease <br> Co. Ltd.<br>| 4500 | &nbsp;&nbsp; 121557 |
|  | G-7 Holdings, Inc. | 4000 | &nbsp;&nbsp; 34671 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GA Technologies Co. <br> Ltd.<br>| 1200 | &nbsp;&nbsp; 15971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gakken Holdings Co. <br> Ltd.<br>| 4500 | &nbsp;&nbsp; 28566 |
|  | Gakkyusha Co. Ltd. | 1000 | &nbsp;&nbsp; 15485 |
|  | Galilei Co. Ltd. | 3200 | &nbsp;&nbsp; 70194 |
|  | Gecoss Corp. | 2000 | &nbsp;&nbsp; 17240 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| \* | GENDA, Inc. | 3900 | &nbsp;&nbsp; $24024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genki Global Dining <br> Concepts Corp.<br>| 1600 | &nbsp;&nbsp; 36774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genky DrugStores <br> Co. Ltd.<br>| 2000 | &nbsp;&nbsp; 59051 |
|  | Geo Holdings Corp. | 3300 | &nbsp;&nbsp; 35876 |
|  | Gift Holdings, Inc. | 1200 | &nbsp;&nbsp; 27634 |
|  | giftee, Inc. | 2900 | &nbsp;&nbsp; 26911 |
| # | Giken Ltd. | 1200 | &nbsp;&nbsp; 11454 |
|  | GLOBERIDE, Inc. | 2200 | &nbsp;&nbsp; 32918 |
|  | Glory Ltd. | 5400 | &nbsp;&nbsp; 138855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GLtechno Holdings, <br> Inc.<br>| 1300 | &nbsp;&nbsp; 26043 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GMO Financial Gate, <br> Inc.<br>| 600 | &nbsp;&nbsp; 19101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GMO Financial <br> Holdings, Inc.<br>| 4400 | &nbsp;&nbsp; 24353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GMO GlobalSign <br> Holdings KK<br>| 400 | &nbsp;&nbsp; 6067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GMO internet group, <br> Inc.<br>| 6000 | &nbsp;&nbsp; 153704 |
| # | Godo Steel Ltd. | 1600 | &nbsp;&nbsp; 40373 |
| # | Goldcrest Co. Ltd. | 2590 | &nbsp;&nbsp; 56675 |
|  | Goldwin, Inc. | 400 | &nbsp;&nbsp; 20596 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Good Com Asset Co. <br> Ltd.<br>| 2300 | &nbsp;&nbsp; 18823 |
|  | GREE Holdings, Inc. | 15100 | &nbsp;&nbsp; 49368 |
|  | Greens Co. Ltd. | 1600 | &nbsp;&nbsp; 21749 |
|  | grems, Inc. | 1700 | &nbsp;&nbsp; 28305 |
|  | GS Yuasa Corp. | 10400 | &nbsp;&nbsp; 186641 |
|  | GSI Creos Corp. | 1000 | &nbsp;&nbsp; 14036 |
|  | G-Tekt Corp. | 3300 | &nbsp;&nbsp; 40664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gun-Ei Chemical <br> Industry Co. Ltd.<br>| 700 | &nbsp;&nbsp; 13346 |
|  | Gunma Bank Ltd. | 8009 | &nbsp;&nbsp; 74996 |
|  | Gunze Ltd. | 4400 | &nbsp;&nbsp; 111485 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; H.U. Group Holdings, <br> Inc.<br>| 7100 | &nbsp;&nbsp; 152559 |
|  | H2O Retailing Corp. | 12700 | &nbsp;&nbsp; 167818 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; HABA Laboratories, <br> Inc.<br>| 400 | &nbsp;&nbsp; 4376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hagihara Industries, <br> Inc.<br>| 1400 | &nbsp;&nbsp; 14607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hagiwara Electric <br> Holdings Co. Ltd.<br>| 1000 | &nbsp;&nbsp; 22778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hagoromo Foods <br> Corp.<br>| 600 | &nbsp;&nbsp; 13082 |
| # | Hakudo Co. Ltd. | 800 | &nbsp;&nbsp; 12853 |
| # | Hakuto Co. Ltd. | 900 | &nbsp;&nbsp; 22661 |
|  | Halows Co. Ltd. | 1600 | &nbsp;&nbsp; 52533 |
|  | Hamakyorex Co. Ltd. | 8800 | &nbsp;&nbsp; 85151 |
|  | Handsman Co. Ltd. | 800 | &nbsp;&nbsp; 4249 |
|  | Hanwa Co. Ltd. | 4200 | &nbsp;&nbsp; 169195 |
|  | Happinet Corp. | 2100 | &nbsp;&nbsp; 78914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hard Off Corp. Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 27725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harima Chemicals <br> Group, Inc.<br>| 2500 | &nbsp;&nbsp; 13963 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hashimoto Sogyo <br> Holdings Co. Ltd.<br>| 1400 | &nbsp;&nbsp; $11900 |
|  | Hazama Ando Corp. | 17510 | &nbsp;&nbsp; 185681 |
|  | Heiwa Corp. | 6200 | &nbsp;&nbsp; 85898 |
|  | Heiwado Co. Ltd. | 3500 | &nbsp;&nbsp; 67532 |
| # | Hennge KK | 1000 | &nbsp;&nbsp; 11027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hibiya Engineering <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 65304 |
|  | Hiday Hidaka Corp. | 2600 | &nbsp;&nbsp; 58477 |
|  | HI-LEX Corp. | 3300 | &nbsp;&nbsp; 54209 |
| #\* | Hino Motors Ltd. | 40700 | &nbsp;&nbsp; 98918 |
|  | Hioki EE Corp. | 1400 | &nbsp;&nbsp; 51707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hirakawa Hewtech <br> Corp.<br>| 1260 | &nbsp;&nbsp; 13630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hirano Tecseed Co. <br> Ltd.<br>| 1100 | &nbsp;&nbsp; 11349 |
|  | Hirata Corp. | 3300 | &nbsp;&nbsp; 46670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hirogin Holdings, <br> Inc.<br>| 31900 | &nbsp;&nbsp; 278257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hiroshima Electric <br> Railway Co. Ltd.<br>| 2000 | &nbsp;&nbsp; 8845 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hiroshima Gas Co. <br> Ltd.<br>| 6100 | &nbsp;&nbsp; 14719 |
| # | HIS Co. Ltd. | 5900 | &nbsp;&nbsp; 55553 |
|  | Hisaka Works Ltd. | 4200 | &nbsp;&nbsp; 40514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hito Communications <br> Holdings, Inc.<br>| 1000 | &nbsp;&nbsp; 7534 |
|  | Hochiki Corp. | 1700 | &nbsp;&nbsp; 35649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hodogaya Chemical <br> Co. Ltd.<br>| 1600 | &nbsp;&nbsp; 15941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hogy Medical Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 75782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokkaido Coca-Cola <br> Bottling Co. Ltd.<br>| 1200 | &nbsp;&nbsp; 27295 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hokkaido Electric <br> Power Co., Inc.<br>| 19500 | &nbsp;&nbsp; 116813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokkaido Gas Co. <br> Ltd.<br>| 12000 | &nbsp;&nbsp; 48378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokkan Holdings <br> Ltd.<br>| 1200 | &nbsp;&nbsp; 15912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokko Chemical <br> Industry Co. Ltd.<br>| 3300 | &nbsp;&nbsp; 32614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokkoku Financial <br> Holdings, Inc.<br>| 2400 | &nbsp;&nbsp; 88800 |
| # | Hokuetsu Corp. | 14600 | &nbsp;&nbsp; 98248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokuhoku Financial <br> Group, Inc.<br>| 15600 | &nbsp;&nbsp; 329510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokuriku Electric <br> Industry Co. Ltd.<br>| 400 | &nbsp;&nbsp; 5517 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hokuriku Electric <br> Power Co.<br>| 18900 | &nbsp;&nbsp; 98015 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hokuriku Electrical <br> Construction Co. <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 16084 |
|  | Hokuto Corp. | 2800 | &nbsp;&nbsp; 34228 |
|  | H-One Co. Ltd. | 4000 | &nbsp;&nbsp; 37373 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honeys Holdings Co. <br> Ltd.<br>| 2670 | &nbsp;&nbsp; $26193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hoosiers Holdings <br> Co. Ltd.<br>| 5300 | &nbsp;&nbsp; 47438 |
|  | Horiba Ltd. | 300 | &nbsp;&nbsp; 22063 |
|  | Hosiden Corp. | 6600 | &nbsp;&nbsp; 102603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hosokawa Micron <br> Corp.<br>| 2000 | &nbsp;&nbsp; 71419 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hotland Holdings Co. <br> Ltd.<br>| 1300 | &nbsp;&nbsp; 17148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; House Foods Group, <br> Inc.<br>| 2900 | &nbsp;&nbsp; 53628 |
| # | Howa Machinery Ltd. | 2200 | &nbsp;&nbsp; 15172 |
|  | HS Holdings Co. Ltd. | 3300 | &nbsp;&nbsp; 23316 |
|  | Hyakugo Bank Ltd. | 24900 | &nbsp;&nbsp; 123158 |
|  | Hyakujushi Bank Ltd. | 3400 | &nbsp;&nbsp; 111828 |
|  | IBJ, Inc. | 2800 | &nbsp;&nbsp; 16041 |
| # | Ichibanya Co. Ltd. | 1500 | &nbsp;&nbsp; 9688 |
| # | Ichiken Co. Ltd. | 500 | &nbsp;&nbsp; 10347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ichikoh Industries <br> Ltd.<br>| 8700 | &nbsp;&nbsp; 21973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ichimasa Kamaboko <br> Co. Ltd.<br>| 1100 | &nbsp;&nbsp; 5414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ichinen Holdings Co. <br> Ltd.<br>| 3100 | &nbsp;&nbsp; 35313 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ichiyoshi Securities <br> Co. Ltd.<br>| 7100 | &nbsp;&nbsp; 35493 |
|  | Icom, Inc. | 1500 | &nbsp;&nbsp; 28808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IDEA Consultants, <br> Inc.<br>| 500 | &nbsp;&nbsp; 10715 |
|  | Idec Corp. | 4000 | &nbsp;&nbsp; 60299 |
|  | IDOM, Inc. | 5100 | &nbsp;&nbsp; 32943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iino Kaiun Kaisha <br> Ltd.<br>| 8900 | &nbsp;&nbsp; 61020 |
| # | I'll, Inc. | 1700 | &nbsp;&nbsp; 31583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Imasen Electric <br> Industrial<br>| 901 | &nbsp;&nbsp; 4280 |
| # | i-mobile Co. Ltd. | 3600 | &nbsp;&nbsp; 14707 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Imuraya Group Co. <br> Ltd.<br>| 1100 | &nbsp;&nbsp; 18002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inaba Denki Sangyo <br> Co. Ltd.<br>| 6400 | &nbsp;&nbsp; 167837 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Inaba Seisakusho <br> Co. Ltd.<br>| 1700 | &nbsp;&nbsp; 20097 |
|  | Inabata & Co. Ltd. | 5800 | &nbsp;&nbsp; 125840 |
| # | I-NE Co. Ltd. | 800 | &nbsp;&nbsp; 8954 |
|  | Ines Corp. | 3000 | &nbsp;&nbsp; 35070 |
| # | I-Net Corp. | 1600 | &nbsp;&nbsp; 20939 |
|  | Infomart Corp. | 17300 | &nbsp;&nbsp; 47472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; INFRONEER <br> Holdings, Inc.<br>| 25800 | &nbsp;&nbsp; 218037 |
|  | Innotech Corp. | 2400 | &nbsp;&nbsp; 23458 |
|  | Insource Co. Ltd. | 7200 | &nbsp;&nbsp; 43458 |
|  | Intage Holdings, Inc. | 1500 | &nbsp;&nbsp; 19401 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Inui Global Logistics <br> Co. Ltd.<br>| 1200 | &nbsp;&nbsp; 10015 |
| # | IPS, Inc. | 400 | &nbsp;&nbsp; 7294 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; IR Japan Holdings <br> Ltd.<br>| 1000 | &nbsp;&nbsp; $4938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iriso Electronics Co. <br> Ltd.<br>| 3200 | &nbsp;&nbsp; 61475 |
|  | ISB Corp. | 2200 | &nbsp;&nbsp; 21906 |
| # | Ise Chemicals Corp. | 400 | &nbsp;&nbsp; 72361 |
|  | Iseki & Co. Ltd. | 2500 | &nbsp;&nbsp; 23212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ishihara Sangyo <br> Kaisha Ltd.<br>| 4400 | &nbsp;&nbsp; 63576 |
|  | Istyle, Inc. | 9400 | &nbsp;&nbsp; 35597 |
|  | Itfor, Inc. | 3600 | &nbsp;&nbsp; 36248 |
| # | ITmedia, Inc. | 1700 | &nbsp;&nbsp; 18627 |
|  | Ito En Ltd. | 5300 | &nbsp;&nbsp; 115109 |
|  | Itochu Enex Co. Ltd. | 5500 | &nbsp;&nbsp; 73843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Itochu-Shokuhin Co. <br> Ltd.<br>| 900 | &nbsp;&nbsp; 60435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Itoham Yonekyu <br> Holdings, Inc.<br>| 3400 | &nbsp;&nbsp; 114692 |
|  | Itoki Corp. | 4500 | &nbsp;&nbsp; 68870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IwaiCosmo Holdings, <br> Inc.<br>| 2900 | &nbsp;&nbsp; 46720 |
| # | Iwaki Co. Ltd. | 1300 | &nbsp;&nbsp; 22692 |
|  | Iwatani Corp. | 13400 | &nbsp;&nbsp; 140946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iwatsuka <br> Confectionery Co. <br> Ltd.<br>| 1000 | &nbsp;&nbsp; 19588 |
|  | Izumi Co. Ltd. | 3700 | &nbsp;&nbsp; 77891 |
|  | J Trust Co. Ltd. | 12548 | &nbsp;&nbsp; 36872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JAC Recruitment Co. <br> Ltd.<br>| 9600 | &nbsp;&nbsp; 67187 |
|  | Jaccs Co. Ltd. | 2800 | &nbsp;&nbsp; 75916 |
| \* | Jade Group, Inc. | 1300 | &nbsp;&nbsp; 11902 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JAFCO Group Co. <br> Ltd.<br>| 6700 | &nbsp;&nbsp; 110098 |
|  | JANOME Corp. | 2299 | &nbsp;&nbsp; 17454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Airport <br> Terminal Co. Ltd.<br>| 3700 | &nbsp;&nbsp; 112368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Aviation <br> Electronics <br> Industry Ltd.<br>| 4400 | &nbsp;&nbsp; 70520 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Cash Machine <br> Co. Ltd.<br>| 4200 | &nbsp;&nbsp; 26440 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Japan <br> Communications, <br> Inc.<br>| 19200 | &nbsp;&nbsp; 20413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Elevator <br> Service Holdings <br> Co. Ltd.<br>| 7700 | &nbsp;&nbsp; 205555 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Foundation <br> Engineering Co. <br> Ltd.<br>| 2900 | &nbsp;&nbsp; 13363 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Hospice <br> Holdings, Inc.<br>| 500 | &nbsp;&nbsp; 3398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Investment <br> Adviser Co. Ltd.<br>| 2200 | &nbsp;&nbsp; 26777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Lifeline Co. <br> Ltd.<br>| 8700 | &nbsp;&nbsp; 83126 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Material Co. <br> Ltd.<br>| 8700 | &nbsp;&nbsp; $79294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Medical <br> Dynamic <br> Marketing, Inc.<br>| 3570 | &nbsp;&nbsp; 12410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Petroleum <br> Exploration Co. <br> Ltd.<br>| 16500 | &nbsp;&nbsp; 119834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Property <br> Management <br> Center Co. Ltd.<br>| 900 | &nbsp;&nbsp; 6983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Pulp & Paper <br> Co. Ltd.<br>| 16000 | &nbsp;&nbsp; 69394 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Pure Chemical <br> Co. Ltd.<br>| 1000 | &nbsp;&nbsp; 20728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Securities <br> Finance Co. Ltd.<br>| 9300 | &nbsp;&nbsp; 112552 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan System <br> Techniques Co. <br> Ltd.<br>| 3200 | &nbsp;&nbsp; 39501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Transcity <br> Corp.<br>| 5400 | &nbsp;&nbsp; 41456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Wool Textile <br> Co. Ltd.<br>| 5200 | &nbsp;&nbsp; 48027 |
|  | JBCC Holdings, Inc. | 8000 | &nbsp;&nbsp; 68755 |
|  | JCU Corp. | 3500 | &nbsp;&nbsp; 82324 |
|  | JDC Corp. | 8000 | &nbsp;&nbsp; 24784 |
|  | Jeol Ltd. | 5700 | &nbsp;&nbsp; 163073 |
|  | JFE Systems, Inc. | 2200 | &nbsp;&nbsp; 29082 |
|  | JGC Holdings Corp. | 26900 | &nbsp;&nbsp; 240498 |
|  | Jichodo Co. Ltd. | 200 | &nbsp;&nbsp; 12735 |
| #\* | JIG-SAW, Inc. | 800 | &nbsp;&nbsp; 14425 |
|  | JINS Holdings, Inc. | 1700 | &nbsp;&nbsp; 90137 |
|  | JINUSHI Co. Ltd. | 1600 | &nbsp;&nbsp; 25112 |
| # | JK Holdings Co. Ltd. | 2500 | &nbsp;&nbsp; 20047 |
|  | J-Lease Co. Ltd. | 2400 | &nbsp;&nbsp; 22880 |
| # | JM Holdings Co. Ltd. | 1100 | &nbsp;&nbsp; 21009 |
| # | JMS Co. Ltd. | 2200 | &nbsp;&nbsp; 6448 |
|  | J-Oil Mills, Inc. | 2600 | &nbsp;&nbsp; 35715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Joshin Denki Co. <br> Ltd.<br>| 1900 | &nbsp;&nbsp; 31012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Joyful Honda Co. <br> Ltd.<br>| 5800 | &nbsp;&nbsp; 80049 |
|  | JP-Holdings, Inc. | 6800 | &nbsp;&nbsp; 24370 |
|  | JSB Co. Ltd. | 1200 | &nbsp;&nbsp; 31051 |
|  | JSP Corp. | 1900 | &nbsp;&nbsp; 23868 |
|  | JTEKT Corp. | 20136 | &nbsp;&nbsp; 174013 |
| \* | Juki Corp. | 3700 | &nbsp;&nbsp; 9787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Juroku Financial <br> Group, Inc.<br>| 3600 | &nbsp;&nbsp; 124156 |
|  | Justsystems Corp. | 5000 | &nbsp;&nbsp; 125915 |
|  | JVCKenwood Corp. | 23070 | &nbsp;&nbsp; 182436 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; K&O Energy Group, <br> Inc.<br>| 2300 | &nbsp;&nbsp; 43994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kadoya Sesame <br> Mills, Inc.<br>| 400 | &nbsp;&nbsp; 10304 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaga Electronics Co. <br> Ltd.<br>| 3600 | &nbsp;&nbsp; $69100 |
|  | Kagome Co. Ltd. | 6600 | &nbsp;&nbsp; 126120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaken <br> Pharmaceutical <br> Co. Ltd.<br>| 2700 | &nbsp;&nbsp; 70359 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kakiyasu Honten Co. <br> Ltd.<br>| 1100 | &nbsp;&nbsp; 19861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kamakura Shinsho <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 14699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kameda Seika Co. <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 48139 |
|  | Kamei Corp. | 3600 | &nbsp;&nbsp; 60974 |
|  | Kamigumi Co. Ltd. | 1100 | &nbsp;&nbsp; 30914 |
|  | Kanaden Corp. | 3200 | &nbsp;&nbsp; 40041 |
|  | Kanadevia Corp. | 20400 | &nbsp;&nbsp; 137682 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kanagawa Chuo <br> Kotsu Co. Ltd.<br>| 800 | &nbsp;&nbsp; 19407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kanamic Network Co. <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 5246 |
|  | Kanamoto Co. Ltd. | 4200 | &nbsp;&nbsp; 94198 |
|  | Kaneka Corp. | 6500 | &nbsp;&nbsp; 183993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaneko Seeds Co. <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 16410 |
|  | Kanematsu Corp. | 9505 | &nbsp;&nbsp; 178581 |
|  | Kanemi Co. Ltd. | 500 | &nbsp;&nbsp; 10861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kansai Paint Co. <br> Ltd.<br>| 1700 | &nbsp;&nbsp; 24072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kanto Denka Kogyo <br> Co. Ltd.<br>| 3600 | &nbsp;&nbsp; 20345 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kappa Create Co. <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 20071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Katakura Industries <br> Co. Ltd.<br>| 2700 | &nbsp;&nbsp; 46781 |
|  | Katitas Co. Ltd. | 6500 | &nbsp;&nbsp; 108993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kato Sangyo Co. <br> Ltd.<br>| 2500 | &nbsp;&nbsp; 94893 |
|  | Kato Works Co. Ltd. | 1600 | &nbsp;&nbsp; 14349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kawada <br> Technologies, Inc.<br>| 1800 | &nbsp;&nbsp; 46866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kawai Musical <br> Instruments <br> Manufacturing Co. <br> Ltd.<br>| 1300 | &nbsp;&nbsp; 22503 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; KeePer Technical <br> Laboratory Co. <br> Ltd.<br>| 1600 | &nbsp;&nbsp; 34551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keihan Holdings Co. <br> Ltd.<br>| 6600 | &nbsp;&nbsp; 135381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keihanshin Building <br> Co. Ltd.<br>| 4100 | &nbsp;&nbsp; 42321 |
|  | Keikyu Corp. | 11293 | &nbsp;&nbsp; 116067 |
|  | Keio Corp. | 1000 | &nbsp;&nbsp; 23348 |
| # | KEIWA, Inc. | 1600 | &nbsp;&nbsp; 13188 |
|  | Keiyo Bank Ltd. | 16700 | &nbsp;&nbsp; 125484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kenko Mayonnaise <br> Co. Ltd.<br>| 2000 | &nbsp;&nbsp; 24757 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KH Neochem Co. <br> Ltd.<br>| 4500 | &nbsp;&nbsp; $85170 |
| # | Kibun Foods, Inc. | 1500 | &nbsp;&nbsp; 10961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kimura Chemical <br> Plants Co. Ltd.<br>| 3300 | &nbsp;&nbsp; 22222 |
| # | King Jim Co. Ltd. | 3000 | &nbsp;&nbsp; 16724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinki Sharyo Co. <br> Ltd.<br>| 700 | &nbsp;&nbsp; 9709 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kintetsu Department <br> Store Co. Ltd.<br>| 1200 | &nbsp;&nbsp; 14593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kissei <br> Pharmaceutical <br> Co. Ltd.<br>| 3800 | &nbsp;&nbsp; 111954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ki-Star Real Estate <br> Co. Ltd.<br>| 1100 | &nbsp;&nbsp; 35201 |
|  | Kitagawa Corp. | 1600 | &nbsp;&nbsp; 15091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kita-Nippon Bank <br> Ltd.<br>| 1000 | &nbsp;&nbsp; 22404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kitano Construction <br> Corp.<br>| 700 | &nbsp;&nbsp; 19033 |
|  | Kitz Corp. | 7900 | &nbsp;&nbsp; 66263 |
|  | Kiyo Bank Ltd. | 7900 | &nbsp;&nbsp; 143718 |
| \* | KLab, Inc. | 9100 | &nbsp;&nbsp; 7350 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; KNT-CT Holdings Co. <br> Ltd.<br>| 900 | &nbsp;&nbsp; 6183 |
|  | Koa Corp. | 4700 | &nbsp;&nbsp; 32911 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Koatsu Gas Kogyo <br> Co. Ltd.<br>| 3600 | &nbsp;&nbsp; 26034 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kobe Electric Railway <br> Co. Ltd.<br>| 899 | &nbsp;&nbsp; 14457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kohnan Shoji Co. <br> Ltd.<br>| 2700 | &nbsp;&nbsp; 69720 |
|  | Kohsoku Corp. | 200 | &nbsp;&nbsp; 3841 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Koike Sanso Kogyo <br> Co. Ltd.<br>| 2000 | &nbsp;&nbsp; 18334 |
|  | Kojima Co. Ltd. | 5300 | &nbsp;&nbsp; 42323 |
|  | Kokuyo Co. Ltd. | 32800 | &nbsp;&nbsp; 193250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Komatsu Matere Co. <br> Ltd.<br>| 4200 | &nbsp;&nbsp; 21402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Komatsu Wall <br> Industry Co. Ltd.<br>| 2400 | &nbsp;&nbsp; 39326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KOMEDA Holdings <br> Co. Ltd.<br>| 5200 | &nbsp;&nbsp; 103711 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Komehyo Holdings <br> Co. Ltd.<br>| 800 | &nbsp;&nbsp; 15475 |
|  | Komeri Co. Ltd. | 4600 | &nbsp;&nbsp; 94761 |
|  | Komori Corp. | 4700 | &nbsp;&nbsp; 45250 |
| # | Konaka Co. Ltd. | 1760 | &nbsp;&nbsp; 2858 |
| # | Kondotec, Inc. | 2900 | &nbsp;&nbsp; 30575 |
| \* | Konica Minolta, Inc. | 59200 | &nbsp;&nbsp; 192465 |
|  | Konishi Co. Ltd. | 8000 | &nbsp;&nbsp; 64399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Konoike Transport <br> Co. Ltd.<br>| 2900 | &nbsp;&nbsp; 62063 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Konoshima Chemical <br> Co. Ltd.<br>| 800 | &nbsp;&nbsp; 6860 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kosaido Holdings Co. <br> Ltd.<br>| 9500 | &nbsp;&nbsp; 28794 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kose Corp. | 800 | &nbsp;&nbsp; $30701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koshidaka Holdings <br> Co. Ltd.<br>| 5700 | &nbsp;&nbsp; 51500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kotobuki Spirits Co. <br> Ltd.<br>| 10400 | &nbsp;&nbsp; 138774 |
| # | Kotobukiya Co. Ltd. | 600 | &nbsp;&nbsp; 6760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kozo Keikaku <br> Engineering <br> Holdings, Inc.<br>| 1000 | &nbsp;&nbsp; 16403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KPP Group Holdings <br> Co. Ltd.<br>| 3900 | &nbsp;&nbsp; 20043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Krosaki Harima <br> Corp.<br>| 3200 | &nbsp;&nbsp; 73286 |
|  | KRS Corp. | 2000 | &nbsp;&nbsp; 44974 |
|  | K's Holdings Corp. | 15400 | &nbsp;&nbsp; 154051 |
|  | KU Holdings Co. Ltd. | 2400 | &nbsp;&nbsp; 18508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kumagai Gumi Co. <br> Ltd.<br>| 4300 | &nbsp;&nbsp; 127921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kumiai Chemical <br> Industry Co. Ltd.<br>| 10467 | &nbsp;&nbsp; 56416 |
|  | Kura Sushi, Inc. | 2800 | &nbsp;&nbsp; 76909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kurabo Industries <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 95532 |
|  | Kureha Corp. | 6000 | &nbsp;&nbsp; 136831 |
|  | Kurimoto Ltd. | 2000 | &nbsp;&nbsp; 104036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuriyama Holdings <br> Corp.<br>| 1000 | &nbsp;&nbsp; 10153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kusuri No. Aoki <br> Holdings Co. Ltd.<br>| 4500 | &nbsp;&nbsp; 119781 |
|  | KYB Corp. | 4000 | &nbsp;&nbsp; 85977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyodo Printing Co. <br> Ltd.<br>| 3600 | &nbsp;&nbsp; 33067 |
|  | Kyoei Steel Ltd. | 2900 | &nbsp;&nbsp; 41673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyokuto Boeki <br> Kaisha Ltd.<br>| 1600 | &nbsp;&nbsp; 16192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyokuto Kaihatsu <br> Kogyo Co. Ltd.<br>| 3800 | &nbsp;&nbsp; 65845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyokuto Securities <br> Co. Ltd.<br>| 2600 | &nbsp;&nbsp; 25254 |
|  | Kyokuyo Co. Ltd. | 1500 | &nbsp;&nbsp; 46427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyorin <br> Pharmaceutical <br> Co. Ltd.<br>| 4500 | &nbsp;&nbsp; 45219 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyoritsu Maintenance <br> Co. Ltd.<br>| 7800 | &nbsp;&nbsp; 187794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyosan Electric <br> Manufacturing Co. <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 16673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyowa Electronic <br> Instruments Co. <br> Ltd.<br>| 5600 | &nbsp;&nbsp; 20036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyowa Leather Cloth <br> Co. Ltd.<br>| 900 | &nbsp;&nbsp; 4816 |
|  | Kyudenko Corp. | 3100 | &nbsp;&nbsp; 132448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyushu Financial <br> Group, Inc.<br>| 34223 | &nbsp;&nbsp; 174771 |
|  | LA Holdings Co. Ltd. | 500 | &nbsp;&nbsp; 20303 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Lacto Japan Co. Ltd. | 900 | &nbsp;&nbsp; $23817 |
| # | LEC, Inc. | 3100 | &nbsp;&nbsp; 23136 |
|  | Leopalace21 Corp. | 25200 | &nbsp;&nbsp; 118746 |
|  | Life Corp. | 4600 | &nbsp;&nbsp; 73519 |
|  | Lifedrink Co., Inc. | 3600 | &nbsp;&nbsp; 53770 |
|  | LIFULL Co. Ltd. | 8200 | &nbsp;&nbsp; 10825 |
| # | LIKE, Inc. | 1600 | &nbsp;&nbsp; 15181 |
|  | Linical Co. Ltd. | 1600 | &nbsp;&nbsp; 3489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Link & Motivation, <br> Inc.<br>| 3900 | &nbsp;&nbsp; 12899 |
|  | Lintec Corp. | 4700 | &nbsp;&nbsp; 94238 |
| # | LITALICO, Inc. | 2500 | &nbsp;&nbsp; 23427 |
|  | Loadstar Capital KK | 1600 | &nbsp;&nbsp; 30642 |
|  | Look Holdings, Inc. | 700 | &nbsp;&nbsp; 11238 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; M&A Capital Partners <br> Co. Ltd.<br>| 1400 | &nbsp;&nbsp; 27285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mabuchi Motor Co. <br> Ltd.<br>| 12400 | &nbsp;&nbsp; 179284 |
| # | Macbee Planet, Inc. | 800 | &nbsp;&nbsp; 13910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macnica Holdings, <br> Inc.<br>| 16100 | &nbsp;&nbsp; 210271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maeda Kosen Co. <br> Ltd.<br>| 5600 | &nbsp;&nbsp; 70639 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Maezawa Kasei <br> Industries Co. Ltd.<br>| 2100 | &nbsp;&nbsp; 27567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maezawa Kyuso <br> Industries Co. Ltd.<br>| 2400 | &nbsp;&nbsp; 20130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Makino Milling <br> Machine Co. Ltd.<br>| 2800 | &nbsp;&nbsp; 214139 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Management <br> Solutions Co. Ltd.<br>| 1100 | &nbsp;&nbsp; 12202 |
|  | Mandom Corp. | 5600 | &nbsp;&nbsp; 53393 |
| # | Mani, Inc. | 10000 | &nbsp;&nbsp; 84210 |
|  | MarkLines Co. Ltd. | 1500 | &nbsp;&nbsp; 19629 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mars Group Holdings <br> Corp.<br>| 1800 | &nbsp;&nbsp; 35388 |
|  | Marubun Corp. | 1900 | &nbsp;&nbsp; 13844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marudai Food Co. <br> Ltd.<br>| 2600 | &nbsp;&nbsp; 32749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruha Nichiro <br> Corp.<br>| 5853 | &nbsp;&nbsp; 121549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruichi Steel Tube <br> Ltd.<br>| 7200 | &nbsp;&nbsp; 174063 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MARUKA <br> FURUSATO Corp.<br>| 2300 | &nbsp;&nbsp; 36189 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Marusan Securities <br> Co. Ltd.<br>| 6200 | &nbsp;&nbsp; 37740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruzen CHI <br> Holdings Co. Ltd.<br>| 400 | &nbsp;&nbsp; 853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruzen Showa <br> Unyu Co. Ltd.<br>| 1600 | &nbsp;&nbsp; 76260 |
| # | Marvelous, Inc. | 3300 | &nbsp;&nbsp; 11846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matching Service <br> Japan Co. Ltd.<br>| 600 | &nbsp;&nbsp; 3820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matsuda Sangyo Co. <br> Ltd.<br>| 2125 | &nbsp;&nbsp; 50606 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Matsui Construction <br> Co. Ltd.<br>| 3400 | &nbsp;&nbsp; $28585 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Matsui Securities Co. <br> Ltd.<br>| 16500 | &nbsp;&nbsp; 80650 |
|  | Matsuoka Corp. | 700 | &nbsp;&nbsp; 8451 |
| # | Matsuya Co. Ltd. | 2500 | &nbsp;&nbsp; 18485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matsuyafoods <br> Holdings Co. Ltd.<br>| 800 | &nbsp;&nbsp; 33299 |
|  | Max Co. Ltd. | 2700 | &nbsp;&nbsp; 90456 |
|  | Maxell Ltd. | 5200 | &nbsp;&nbsp; 69105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maxvalu Tokai Co. <br> Ltd.<br>| 1200 | &nbsp;&nbsp; 25210 |
|  | MCJ Co. Ltd. | 8900 | &nbsp;&nbsp; 82741 |
|  | MEC Co. Ltd. | 2100 | &nbsp;&nbsp; 38872 |
|  | Media Do Co. Ltd. | 900 | &nbsp;&nbsp; 10433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medical System <br> Network Co. Ltd.<br>| 2400 | &nbsp;&nbsp; 7794 |
|  | Medikit Co. Ltd. | 800 | &nbsp;&nbsp; 13568 |
| #\* | Medley, Inc. | 3500 | &nbsp;&nbsp; 71601 |
|  | MedPeer, Inc. | 1500 | &nbsp;&nbsp; 6911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Megmilk Snow Brand <br> Co. Ltd.<br>| 7400 | &nbsp;&nbsp; 139847 |
|  | Meidensha Corp. | 4600 | &nbsp;&nbsp; 173243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meiji Electric <br> Industries Co. Ltd.<br>| 1400 | &nbsp;&nbsp; 18017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meiji Shipping Group <br> Co. Ltd.<br>| 1700 | &nbsp;&nbsp; 7908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meiko Electronics Co. <br> Ltd.<br>| 3400 | &nbsp;&nbsp; 166612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meisei Industrial Co. <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 51786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MEITEC Group <br> Holdings, Inc.<br>| 9100 | &nbsp;&nbsp; 190350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meito Sangyo Co. <br> Ltd.<br>| 1200 | &nbsp;&nbsp; 16853 |
|  | Meiwa Corp. | 4100 | &nbsp;&nbsp; 20613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meiwa Estate Co. <br> Ltd.<br>| 1600 | &nbsp;&nbsp; 11026 |
|  | Menicon Co. Ltd. | 7200 | &nbsp;&nbsp; 55691 |
| \* | Mercari, Inc. | 14900 | &nbsp;&nbsp; 227327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercuria Holdings <br> Co. Ltd.<br>| 2600 | &nbsp;&nbsp; 13799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; METAWATER Co. <br> Ltd.<br>| 3600 | &nbsp;&nbsp; 65443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micronics Japan Co. <br> Ltd.<br>| 3600 | &nbsp;&nbsp; 131159 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Midac Holdings Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 34336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mie Kotsu Group <br> Holdings, Inc.<br>| 5900 | &nbsp;&nbsp; 19700 |
|  | Mikuni Corp. | 2700 | &nbsp;&nbsp; 5382 |
|  | Milbon Co. Ltd. | 3000 | &nbsp;&nbsp; 50592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MIMAKI <br> ENGINEERING <br> Co. Ltd.<br>| 1900 | &nbsp;&nbsp; 27400 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mirai Industry Co. <br> Ltd.<br>| 700 | &nbsp;&nbsp; 17596 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Miraial Co. Ltd. | 1100 | &nbsp;&nbsp; $7946 |
|  | Mirait One Corp. | 11100 | &nbsp;&nbsp; 198610 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mirarth Holdings, <br> Inc.<br>| 14600 | &nbsp;&nbsp; 37353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miroku Jyoho Service <br> Co. Ltd.<br>| 2800 | &nbsp;&nbsp; 34934 |
|  | Mitani Corp. | 4800 | &nbsp;&nbsp; 70320 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitani Sangyo Co. <br> Ltd.<br>| 3900 | &nbsp;&nbsp; 10204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitani Sekisan Co. <br> Ltd.<br>| 1200 | &nbsp;&nbsp; 68646 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mito Securities Co. <br> Ltd.<br>| 10500 | &nbsp;&nbsp; 36255 |
|  | Mitsuba Corp. | 5000 | &nbsp;&nbsp; 28323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Kakoki <br> Kaisha Ltd.<br>| 3000 | &nbsp;&nbsp; 44194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Logisnext <br> Co. Ltd.<br>| 4000 | &nbsp;&nbsp; 51456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Logistics <br> Corp.<br>| 10500 | &nbsp;&nbsp; 89758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Materials <br> Corp.<br>| 13900 | &nbsp;&nbsp; 212304 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Paper Mills <br> Ltd.<br>| 6500 | &nbsp;&nbsp; 28729 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Pencil Co. <br> Ltd.<br>| 4300 | &nbsp;&nbsp; 58952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Research <br> Institute, Inc.<br>| 1100 | &nbsp;&nbsp; 34441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Steel <br> Manufacturing Co. <br> Ltd.<br>| 2300 | &nbsp;&nbsp; 25306 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsuboshi Belting <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 47641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui DM Sugar Co. <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 36881 |
|  | Mitsui E&S Co. Ltd. | 9400 | &nbsp;&nbsp; 195844 |
| # | Mitsui High-Tec, Inc. | 10500 | &nbsp;&nbsp; 52754 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui Matsushima <br> Holdings Co. Ltd.<br>| 1100 | &nbsp;&nbsp; 42204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui Mining & <br> Smelting Co. Ltd.<br>| 7000 | &nbsp;&nbsp; 296070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui-Soko Holdings <br> Co. Ltd.<br>| 6300 | &nbsp;&nbsp; 163700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsuuroko Group <br> Holdings Co. Ltd.<br>| 4400 | &nbsp;&nbsp; 62236 |
|  | MIXI, Inc. | 4400 | &nbsp;&nbsp; 100693 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Miyaji Engineering <br> Group, Inc.<br>| 3600 | &nbsp;&nbsp; 46747 |
|  | Miyazaki Bank Ltd. | 2000 | &nbsp;&nbsp; 52920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miyoshi Oil & Fat Co. <br> Ltd.<br>| 1100 | &nbsp;&nbsp; 14086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Leasing Co. <br> Ltd.<br>| 15000 | &nbsp;&nbsp; 115216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Medy Co. <br> Ltd.<br>| 1200 | &nbsp;&nbsp; 11278 |
|  | Mizuno Corp. | 6000 | &nbsp;&nbsp; 109297 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mochida <br> Pharmaceutical <br> Co. Ltd.<br>| 2600 | &nbsp;&nbsp; $53102 |
|  | Monogatari Corp. | 3600 | &nbsp;&nbsp; 93437 |
|  | MORESCO Corp. | 1100 | &nbsp;&nbsp; 9439 |
|  | Morinaga & Co. Ltd. | 9400 | &nbsp;&nbsp; 150051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morinaga Milk <br> Industry Co. Ltd.<br>| 10000 | &nbsp;&nbsp; 217472 |
|  | Moriroku Co. Ltd. | 1900 | &nbsp;&nbsp; 30465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morita Holdings <br> Corp.<br>| 3900 | &nbsp;&nbsp; 59256 |
|  | Morito Co. Ltd. | 2600 | &nbsp;&nbsp; 26515 |
|  | Morozoff Ltd. | 1000 | &nbsp;&nbsp; 10144 |
| # | Mory Industries, Inc. | 4500 | &nbsp;&nbsp; 26843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MOS Food Services, <br> Inc.<br>| 2500 | &nbsp;&nbsp; 63343 |
| # | MrMax Holdings Ltd. | 4600 | &nbsp;&nbsp; 26072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mugen Estate Co. <br> Ltd.<br>| 1600 | &nbsp;&nbsp; 20729 |
|  | m-up Holdings, Inc. | 4700 | &nbsp;&nbsp; 65503 |
| # | Murakami Corp. | 1000 | &nbsp;&nbsp; 43467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Musashi Seimitsu <br> Industry Co. Ltd.<br>| 5800 | &nbsp;&nbsp; 124870 |
|  | Musashino Bank Ltd. | 4100 | &nbsp;&nbsp; 101100 |
|  | Nabtesco Corp. | 10400 | &nbsp;&nbsp; 191323 |
| # | NAC Co. Ltd. | 2200 | &nbsp;&nbsp; 8175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nachi-Fujikoshi <br> Corp.<br>| 2600 | &nbsp;&nbsp; 55613 |
|  | Nafco Co. Ltd. | 2100 | &nbsp;&nbsp; 26056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nagano Keiki Co. <br> Ltd.<br>| 2100 | &nbsp;&nbsp; 29030 |
|  | Nagase & Co. Ltd. | 9100 | &nbsp;&nbsp; 179340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nagase Brothers, <br> Inc.<br>| 900 | &nbsp;&nbsp; 11461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nagoya Railroad Co. <br> Ltd.<br>| 20600 | &nbsp;&nbsp; 224650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nakabayashi Co. <br> Ltd.<br>| 3300 | &nbsp;&nbsp; 11319 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nakamoto Packs Co. <br> Ltd.<br>| 700 | &nbsp;&nbsp; 9238 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nakamuraya Co. <br> Ltd.<br>| 600 | &nbsp;&nbsp; 12354 |
|  | Nakanishi, Inc. | 9300 | &nbsp;&nbsp; 119713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nakayama Steel <br> Works Ltd.<br>| 3500 | &nbsp;&nbsp; 14809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Namura Shipbuilding <br> Co. Ltd.<br>| 7996 | &nbsp;&nbsp; 163257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nankai Electric <br> Railway Co. Ltd.<br>| 10900 | &nbsp;&nbsp; 175084 |
|  | Nanto Bank Ltd. | 3500 | &nbsp;&nbsp; 104970 |
|  | Natori Co. Ltd. | 1400 | &nbsp;&nbsp; 18659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NEC Capital <br> Solutions Ltd.<br>| 900 | &nbsp;&nbsp; 22877 |
|  | Neturen Co. Ltd. | 3800 | &nbsp;&nbsp; 29988 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; New Art Holdings Co. <br> Ltd.<br>| 1100 | &nbsp;&nbsp; 10138 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Japan Chemical <br> Co. Ltd.<br>| 6200 | &nbsp;&nbsp; $8658 |
| # | Nextage Co. Ltd. | 6300 | &nbsp;&nbsp; 78200 |
| #\* | NexTone, Inc. | 500 | &nbsp;&nbsp; 6077 |
| # | NF Holdings Corp. | 600 | &nbsp;&nbsp; 5383 |
|  | NHK Spring Co. Ltd. | 7589 | &nbsp;&nbsp; 85449 |
|  | Nice Corp. | 1300 | &nbsp;&nbsp; 15854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nichia Steel Works <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 8474 |
|  | Nichias Corp. | 6400 | &nbsp;&nbsp; 244867 |
| # | Nichiban Co. Ltd. | 1500 | &nbsp;&nbsp; 19999 |
|  | Nichicon Corp. | 5900 | &nbsp;&nbsp; 50531 |
|  | Nichiden Corp. | 1800 | &nbsp;&nbsp; 34005 |
|  | Nichiha Corp. | 3300 | &nbsp;&nbsp; 68727 |
|  | Nichimo Co. Ltd. | 1000 | &nbsp;&nbsp; 15534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nichireki Group Co. <br> Ltd.<br>| 3400 | &nbsp;&nbsp; 66589 |
|  | Nichirin Co. Ltd. | 1430 | &nbsp;&nbsp; 33605 |
|  | Nifco, Inc. | 6797 | &nbsp;&nbsp; 165847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Chouzai Co. <br> Ltd.<br>| 1400 | &nbsp;&nbsp; 32522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Dempa Kogyo <br> Co. Ltd.<br>| 2700 | &nbsp;&nbsp; 14953 |
|  | Nihon Dengi Co. Ltd. | 1200 | &nbsp;&nbsp; 39607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Denkei Co. <br> Ltd.<br>| 1050 | &nbsp;&nbsp; 14884 |
|  | Nihon Flush Co. Ltd. | 3200 | &nbsp;&nbsp; 16947 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nihon House <br> Holdings Co. Ltd.<br>| 5600 | &nbsp;&nbsp; 11445 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Kagaku <br> Sangyo Co. Ltd.<br>| 1900 | &nbsp;&nbsp; 28417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon M&A Center <br> Holdings, Inc.<br>| 40900 | &nbsp;&nbsp; 204468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Nohyaku Co. <br> Ltd.<br>| 6100 | &nbsp;&nbsp; 35844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Parkerizing <br> Co. Ltd.<br>| 11000 | &nbsp;&nbsp; 100343 |
|  | Nihon Plast Co. Ltd. | 1700 | &nbsp;&nbsp; 4317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Tokushu Toryo <br> Co. Ltd.<br>| 1400 | &nbsp;&nbsp; 18948 |
| # | Nihon Trim Co. Ltd. | 400 | &nbsp;&nbsp; 12048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Yamamura <br> Glass Co. Ltd.<br>| 800 | &nbsp;&nbsp; 14162 |
|  | Nikkiso Co. Ltd. | 6200 | &nbsp;&nbsp; 55441 |
|  | Nikko Co. Ltd. | 4200 | &nbsp;&nbsp; 21034 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nikkon Holdings Co. <br> Ltd.<br>| 13800 | &nbsp;&nbsp; 310827 |
|  | Nippn Corp. | 7000 | &nbsp;&nbsp; 100941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Air <br> Conditioning <br> Services Co. Ltd.<br>| 4600 | &nbsp;&nbsp; 35768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Aqua Co. <br> Ltd.<br>| 1700 | &nbsp;&nbsp; 9118 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Beet Sugar <br> Manufacturing Co. <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 28699 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Carbide <br> Industries Co., Inc.<br>| 1100 | &nbsp;&nbsp; $13815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Carbon Co. <br> Ltd.<br>| 1200 | &nbsp;&nbsp; 32801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Chemical <br> Industrial Co. Ltd.<br>| 1300 | &nbsp;&nbsp; 18254 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Chemi-Con <br> Corp.<br>| 2900 | &nbsp;&nbsp; 23932 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Coke & <br> Engineering Co. <br> Ltd.<br>| 32300 | &nbsp;&nbsp; 20013 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Concept <br> Corp.<br>| 700 | &nbsp;&nbsp; 14142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Concrete <br> Industries Co. Ltd.<br>| 8400 | &nbsp;&nbsp; 16844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Denko Co. <br> Ltd.<br>| 15100 | &nbsp;&nbsp; 28161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Densetsu <br> Kogyo Co. Ltd.<br>| 4700 | &nbsp;&nbsp; 89240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Electric Glass <br> Co. Ltd.<br>| 10000 | &nbsp;&nbsp; 267663 |
|  | Nippon Gas Co. Ltd. | 11500 | &nbsp;&nbsp; 209203 |
|  | Nippon Hume Corp. | 3300 | &nbsp;&nbsp; 57161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Kayaku Co. <br> Ltd.<br>| 25100 | &nbsp;&nbsp; 234383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Kodoshi <br> Corp.<br>| 400 | &nbsp;&nbsp; 5007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Light Metal <br> Holdings Co. Ltd.<br>| 9580 | &nbsp;&nbsp; 111166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Paper <br> Industries Co. Ltd.<br>| 20000 | &nbsp;&nbsp; 147145 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Parking <br> Development Co. <br> Ltd.<br>| 23500 | &nbsp;&nbsp; 41226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Rietec Co. <br> Ltd.<br>| 1500 | &nbsp;&nbsp; 19659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Seiki Co. <br> Ltd.<br>| 5800 | &nbsp;&nbsp; 59426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Seisen Co. <br> Ltd.<br>| 1500 | &nbsp;&nbsp; 10838 |
|  | Nippon Sharyo Ltd. | 1200 | &nbsp;&nbsp; 19083 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Sheet Glass <br> Co. Ltd.<br>| 12000 | &nbsp;&nbsp; 39739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Shinyaku Co. <br> Ltd.<br>| 6500 | &nbsp;&nbsp; 139952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Shokubai Co. <br> Ltd.<br>| 16800 | &nbsp;&nbsp; 190999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Signal Co. <br> Ltd.<br>| 7000 | &nbsp;&nbsp; 51916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Soda Co. <br> Ltd.<br>| 5600 | &nbsp;&nbsp; 126959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Thompson <br> Co. Ltd.<br>| 6500 | &nbsp;&nbsp; 25879 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Yakin Kogyo <br> Co. Ltd.<br>| 1660 | &nbsp;&nbsp; 45873 |
|  | Nipro Corp. | 17500 | &nbsp;&nbsp; 161135 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishikawa Rubber <br> Co. Ltd.<br>| 3800 | &nbsp;&nbsp; $71843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishimatsu <br> Construction Co. <br> Ltd.<br>| 3200 | &nbsp;&nbsp; 106415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishi-Nippon <br> Financial Holdings, <br> Inc.<br>| 15100 | &nbsp;&nbsp; 238515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishi-Nippon Railroad <br> Co. Ltd.<br>| 7200 | &nbsp;&nbsp; 102420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishio Holdings Co. <br> Ltd.<br>| 2600 | &nbsp;&nbsp; 72569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissan Shatai Co. <br> Ltd.<br>| 13100 | &nbsp;&nbsp; 90383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissei ASB Machine <br> Co. Ltd.<br>| 1000 | &nbsp;&nbsp; 43148 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nissei Plastic <br> Industrial Co. Ltd.<br>| 1400 | &nbsp;&nbsp; 8267 |
|  | Nissha Co. Ltd. | 4900 | &nbsp;&nbsp; 43509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshin Group <br> Holdings Co. Ltd.<br>| 5400 | &nbsp;&nbsp; 18789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshin Oillio Group <br> Ltd.<br>| 3100 | &nbsp;&nbsp; 105404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshinbo Holdings, <br> Inc.<br>| 17536 | &nbsp;&nbsp; 111424 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nisso Holdings Co. <br> Ltd.<br>| 2300 | &nbsp;&nbsp; 10098 |
|  | Nissui Corp. | 35600 | &nbsp;&nbsp; 207842 |
|  | Nitta Corp. | 2600 | &nbsp;&nbsp; 71051 |
|  | Nitta Gelatin, Inc. | 2000 | &nbsp;&nbsp; 12149 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nittetsu Mining Co. <br> Ltd.<br>| 1600 | &nbsp;&nbsp; 78596 |
|  | Nitto Boseki Co. Ltd. | 1400 | &nbsp;&nbsp; 61250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nitto Fuji Flour Milling <br> Co. Ltd.<br>| 400 | &nbsp;&nbsp; 19407 |
|  | Nitto Kogyo Corp. | 3700 | &nbsp;&nbsp; 81757 |
|  | Nitto Kohki Co. Ltd. | 1300 | &nbsp;&nbsp; 16585 |
|  | Nitto Seiko Co. Ltd. | 6200 | &nbsp;&nbsp; 25771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nittoc Construction <br> Co. Ltd.<br>| 3500 | &nbsp;&nbsp; 27537 |
|  | Nittoku Co. Ltd. | 1300 | &nbsp;&nbsp; 17601 |
|  | Noda Corp. | 800 | &nbsp;&nbsp; 3559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Noevir Holdings Co. <br> Ltd.<br>| 1600 | &nbsp;&nbsp; 48781 |
|  | Nojima Corp. | 6700 | &nbsp;&nbsp; 153163 |
|  | NOK Corp. | 2235 | &nbsp;&nbsp; 33912 |
|  | Noritake Co. Ltd. | 2800 | &nbsp;&nbsp; 79666 |
|  | Noritsu Koki Co. Ltd. | 8700 | &nbsp;&nbsp; 90964 |
|  | Noritz Corp. | 4000 | &nbsp;&nbsp; 50753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North Pacific Bank <br> Ltd.<br>| 32300 | &nbsp;&nbsp; 138981 |
| # | NPC, Inc. | 3700 | &nbsp;&nbsp; 15351 |
|  | NPR-RIKEN Corp. | 3314 | &nbsp;&nbsp; 55753 |
|  | NS Tool Co. Ltd. | 2000 | &nbsp;&nbsp; 10277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NS United Kaiun <br> Kaisha Ltd.<br>| 1700 | &nbsp;&nbsp; 47178 |
|  | NSD Co. Ltd. | 8060 | &nbsp;&nbsp; 192780 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | NSK Ltd. | 47399 | &nbsp;&nbsp; $226830 |
|  | NSW, Inc. | 1200 | &nbsp;&nbsp; 20560 |
|  | NTN Corp. | 51500 | &nbsp;&nbsp; 87867 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nxera Pharma Co. <br> Ltd.<br>| 8100 | &nbsp;&nbsp; 48804 |
| # | Oat Agrio Co. Ltd. | 900 | &nbsp;&nbsp; 14344 |
| # | Obara Group, Inc. | 1600 | &nbsp;&nbsp; 40957 |
| # | Oenon Holdings, Inc. | 5000 | &nbsp;&nbsp; 19476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ogaki Kyoritsu Bank <br> Ltd.<br>| 4200 | &nbsp;&nbsp; 79102 |
| # | Ohara, Inc. | 700 | &nbsp;&nbsp; 5447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ohashi Technica, <br> Inc.<br>| 1700 | &nbsp;&nbsp; 24188 |
| # | Ohba Co. Ltd. | 1400 | &nbsp;&nbsp; 9643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ohmoto Gumi Co. <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 15361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ohsho Food Service <br> Corp.<br>| 5400 | &nbsp;&nbsp; 133601 |
|  | Oiles Corp. | 2973 | &nbsp;&nbsp; 42268 |
|  | Oita Bank Ltd. | 1600 | &nbsp;&nbsp; 50097 |
|  | Okabe Co. Ltd. | 4000 | &nbsp;&nbsp; 23067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okamoto Industries, <br> Inc.<br>| 1200 | &nbsp;&nbsp; 40639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okamoto Machine <br> Tool Works Ltd.<br>| 700 | &nbsp;&nbsp; 22736 |
|  | Okamura Corp. | 7900 | &nbsp;&nbsp; 124523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okasan Securities <br> Group, Inc.<br>| 19900 | &nbsp;&nbsp; 86093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oki Electric Industry <br> Co. Ltd.<br>| 11500 | &nbsp;&nbsp; 119663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okinawa Cellular <br> Telephone Co.<br>| 2500 | &nbsp;&nbsp; 84880 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Okinawa Electric <br> Power Co., Inc.<br>| 5325 | &nbsp;&nbsp; 34004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okinawa Financial <br> Group, Inc.<br>| 2860 | &nbsp;&nbsp; 64785 |
|  | OKUMA Corp. | 6200 | &nbsp;&nbsp; 168679 |
|  | Okumura Corp. | 3500 | &nbsp;&nbsp; 103384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okura Industrial Co. <br> Ltd.<br>| 1400 | &nbsp;&nbsp; 40442 |
| # | Okuwa Co. Ltd. | 3000 | &nbsp;&nbsp; 18533 |
| # | Onoken Co. Ltd. | 2900 | &nbsp;&nbsp; 27689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Onward Holdings Co. <br> Ltd.<br>| 12700 | &nbsp;&nbsp; 51681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ootoya Holdings Co. <br> Ltd.<br>| 700 | &nbsp;&nbsp; 24609 |
|  | Open Up Group, Inc. | 7200 | &nbsp;&nbsp; 88230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Optex Group Co. <br> Ltd.<br>| 3800 | &nbsp;&nbsp; 42853 |
| #\* | Optim Corp. | 1200 | &nbsp;&nbsp; 4195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Optimus Group Co. <br> Ltd.<br>| 4600 | &nbsp;&nbsp; 11111 |
|  | Optorun Co. Ltd. | 3600 | &nbsp;&nbsp; 38803 |
|  | Organo Corp. | 2700 | &nbsp;&nbsp; 166362 |
|  | Orient Corp. | 4810 | &nbsp;&nbsp; 31819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Shiraishi <br> Corp.<br>| 13900 | &nbsp;&nbsp; 35566 |
|  | Oro Co. Ltd. | 700 | &nbsp;&nbsp; 14653 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Osaka Organic <br> Chemical Industry <br> Ltd.<br>| 1800 | &nbsp;&nbsp; $34761 |
| # | Osaka Steel Co. Ltd. | 1500 | &nbsp;&nbsp; 25389 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; OSAKA Titanium <br> Technologies Co. <br> Ltd.<br>| 2800 | &nbsp;&nbsp; 30612 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Osaki Electric Co. <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 41622 |
|  | OSG Corp. | 10600 | &nbsp;&nbsp; 137157 |
|  | OUG Holdings, Inc. | 500 | &nbsp;&nbsp; 13158 |
|  | Oyo Corp. | 2700 | &nbsp;&nbsp; 56028 |
| # | Ozu Corp. | 600 | &nbsp;&nbsp; 6542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Industrial Co. <br> Ltd.<br>| 6100 | &nbsp;&nbsp; 83219 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Metals Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 29446 |
|  | Pack Corp. | 4200 | &nbsp;&nbsp; 31564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PAL GROUP <br> Holdings Co. Ltd.<br>| 5400 | &nbsp;&nbsp; 176687 |
|  | PALTAC Corp. | 2900 | &nbsp;&nbsp; 82989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Bed <br> Holdings Co. Ltd.<br>| 5200 | &nbsp;&nbsp; 85320 |
|  | Park24 Co. Ltd. | 12800 | &nbsp;&nbsp; 161643 |
|  | Parker Corp. | 2400 | &nbsp;&nbsp; 15643 |
|  | Pasona Group, Inc. | 3900 | &nbsp;&nbsp; 53418 |
|  | Pegasus Co. Ltd. | 2600 | &nbsp;&nbsp; 9880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Penta-Ocean <br> Construction Co. <br> Ltd.<br>| 30200 | &nbsp;&nbsp; 195436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; People Dreams & <br> Technologies <br> Group Co. Ltd.<br>| 900 | &nbsp;&nbsp; 10749 |
| \* | PeptiDream, Inc. | 9901 | &nbsp;&nbsp; 109717 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pharma Foods <br> International Co. <br> Ltd.<br>| 3100 | &nbsp;&nbsp; 18122 |
|  | PHC Holdings Corp. | 1000 | &nbsp;&nbsp; 6128 |
| #\* | PIA Corp. | 800 | &nbsp;&nbsp; 15787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pickles Holdings Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 15729 |
|  | Pigeon Corp. | 15000 | &nbsp;&nbsp; 165822 |
|  | PILLAR Corp. | 2000 | &nbsp;&nbsp; 51225 |
|  | Pilot Corp. | 3800 | &nbsp;&nbsp; 110634 |
|  | Piolax, Inc. | 2300 | &nbsp;&nbsp; 26659 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; PKSHA Technology, <br> Inc.<br>| 1600 | &nbsp;&nbsp; 37247 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Plus Alpha <br> Consulting Co. <br> Ltd.<br>| 3500 | &nbsp;&nbsp; 52645 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pole To Win <br> Holdings, Inc.<br>| 5100 | &nbsp;&nbsp; 12219 |
|  | Port, Inc. | 1800 | &nbsp;&nbsp; 22603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premium Group Co. <br> Ltd.<br>| 4800 | &nbsp;&nbsp; 72240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premium Water <br> Holdings, Inc.<br>| 400 | &nbsp;&nbsp; 8687 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Press Kogyo Co. <br> Ltd.<br>| 9000 | &nbsp;&nbsp; $35592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prestige International, <br> Inc.<br>| 15500 | &nbsp;&nbsp; 67435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prima Meat Packers <br> Ltd.<br>| 3000 | &nbsp;&nbsp; 47363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Procrea Holdings, <br> Inc.<br>| 3104 | &nbsp;&nbsp; 31446 |
| # | Pronexus, Inc. | 2300 | &nbsp;&nbsp; 17269 |
|  | Pro-Ship, Inc. | 900 | &nbsp;&nbsp; 17462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PS Construction Co. <br> Ltd.<br>| 1110 | &nbsp;&nbsp; 13416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Punch Industry Co. <br> Ltd.<br>| 2600 | &nbsp;&nbsp; 6924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; QB Net Holdings Co. <br> Ltd.<br>| 1400 | &nbsp;&nbsp; 11071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qol Holdings Co. <br> Ltd.<br>| 3800 | &nbsp;&nbsp; 50858 |
|  | Quick Co. Ltd. | 2200 | &nbsp;&nbsp; 34067 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Raccoon Holdings, <br> Inc.<br>| 2900 | &nbsp;&nbsp; 12855 |
|  | Raito Kogyo Co. Ltd. | 4700 | &nbsp;&nbsp; 97112 |
|  | Raiznext Corp. | 4600 | &nbsp;&nbsp; 56982 |
|  | Raksul, Inc. | 7500 | &nbsp;&nbsp; 61566 |
|  | Rakus Co. Ltd. | 7900 | &nbsp;&nbsp; 121167 |
|  | Rasa Corp. | 1400 | &nbsp;&nbsp; 14264 |
|  | Rasa Industries Ltd. | 800 | &nbsp;&nbsp; 22487 |
|  | Relo Group, Inc. | 9600 | &nbsp;&nbsp; 110239 |
|  | Renaissance, Inc. | 1600 | &nbsp;&nbsp; 12136 |
|  | Rengo Co. Ltd. | 25300 | &nbsp;&nbsp; 146739 |
| \* | RENOVA, Inc. | 6700 | &nbsp;&nbsp; 31387 |
|  | Resorttrust, Inc. | 23000 | &nbsp;&nbsp; 284912 |
|  | Restar Corp. | 2800 | &nbsp;&nbsp; 50284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Retail Partners Co. <br> Ltd.<br>| 3200 | &nbsp;&nbsp; 30557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rheon Automatic <br> Machinery Co. <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 18302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ricoh Leasing Co. <br> Ltd.<br>| 1500 | &nbsp;&nbsp; 54583 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ride On Express <br> Holdings Co. Ltd.<br>| 1200 | &nbsp;&nbsp; 7927 |
|  | Riken Keiki Co. Ltd. | 3000 | &nbsp;&nbsp; 63161 |
|  | Riken Technos Corp. | 5600 | &nbsp;&nbsp; 43133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riken Vitamin Co. <br> Ltd.<br>| 2200 | &nbsp;&nbsp; 41983 |
| # | Ringer Hut Co. Ltd. | 1800 | &nbsp;&nbsp; 27005 |
|  | Rion Co. Ltd. | 1400 | &nbsp;&nbsp; 23892 |
|  | Riso Kagaku Corp. | 2000 | &nbsp;&nbsp; 15430 |
| # | Riso Kyoiku Co. Ltd. | 5580 | &nbsp;&nbsp; 7981 |
| # | Rix Corp. | 700 | &nbsp;&nbsp; 15299 |
| # | Rock Field Co. Ltd. | 1100 | &nbsp;&nbsp; 11178 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rokko Butter Co. <br> Ltd.<br>| 1700 | &nbsp;&nbsp; 13829 |
|  | Roland Corp. | 2000 | &nbsp;&nbsp; 41803 |
|  | Rorze Corp. | 7700 | &nbsp;&nbsp; 103538 |
|  | Round One Corp. | 23300 | &nbsp;&nbsp; 239271 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Royal Holdings Co. <br> Ltd.<br>| 2700 | &nbsp;&nbsp; $47663 |
|  | Ryobi Ltd. | 3200 | &nbsp;&nbsp; 48356 |
|  | RYODEN Corp. | 2300 | &nbsp;&nbsp; 44039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryoyo Ryosan <br> Holdings, Inc.<br>| 2892 | &nbsp;&nbsp; 53121 |
|  | S Foods, Inc. | 2300 | &nbsp;&nbsp; 40494 |
|  | S&B Foods, Inc. | 2000 | &nbsp;&nbsp; 39798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sac's Bar Holdings, <br> Inc.<br>| 3250 | &nbsp;&nbsp; 17509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sagami Rubber <br> Industries Co. Ltd.<br>| 1000 | &nbsp;&nbsp; 6098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saibu Gas Holdings <br> Co. Ltd.<br>| 2800 | &nbsp;&nbsp; 34346 |
|  | Saizeriya Co. Ltd. | 2300 | &nbsp;&nbsp; 80689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sakai Chemical <br> Industry Co. Ltd.<br>| 2200 | &nbsp;&nbsp; 41641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sakai Heavy <br> Industries Ltd.<br>| 1200 | &nbsp;&nbsp; 16591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sakai Moving Service <br> Co. Ltd.<br>| 3400 | &nbsp;&nbsp; 60175 |
|  | Sakata INX Corp. | 5200 | &nbsp;&nbsp; 73966 |
|  | Sakata Seed Corp. | 1100 | &nbsp;&nbsp; 24734 |
|  | Sala Corp. | 7300 | &nbsp;&nbsp; 46679 |
| # | Samco, Inc. | 900 | &nbsp;&nbsp; 16876 |
|  | San Holdings, Inc. | 4400 | &nbsp;&nbsp; 46479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San ju San Financial <br> Group, Inc.<br>| 2700 | &nbsp;&nbsp; 60721 |
|  | San-A Co. Ltd. | 5000 | &nbsp;&nbsp; 99624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San-Ai Obbli Co. <br> Ltd.<br>| 6600 | &nbsp;&nbsp; 88967 |
|  | Sangetsu Corp. | 5000 | &nbsp;&nbsp; 99510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San-In Godo Bank <br> Ltd.<br>| 16200 | &nbsp;&nbsp; 136414 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sanken Electric Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 136140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanki Engineering <br> Co. Ltd.<br>| 5000 | &nbsp;&nbsp; 147113 |
|  | Sanko Gosei Ltd. | 2900 | &nbsp;&nbsp; 15542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sankyo Frontier Co. <br> Ltd.<br>| 1200 | &nbsp;&nbsp; 16107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sankyo Seiko Co. <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 16357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sankyo Tateyama, <br> Inc.<br>| 2800 | &nbsp;&nbsp; 11296 |
|  | Sankyu, Inc. | 4400 | &nbsp;&nbsp; 259017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanoh Industrial Co. <br> Ltd.<br>| 5400 | &nbsp;&nbsp; 24949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sansei Technologies, <br> Inc.<br>| 1200 | &nbsp;&nbsp; 14032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sansha Electric <br> Manufacturing Co. <br> Ltd.<br>| 800 | &nbsp;&nbsp; 4526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanshin Electronics <br> Co. Ltd.<br>| 2000 | &nbsp;&nbsp; 32818 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Santec Holdings <br> Corp.<br>| 600 | &nbsp;&nbsp; 23475 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyo Chemical <br> Industries Ltd.<br>| 1600 | &nbsp;&nbsp; $41931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyo Denki Co. <br> Ltd.<br>| 1000 | &nbsp;&nbsp; 62006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyo Electric <br> Railway Co. Ltd.<br>| 3300 | &nbsp;&nbsp; 43593 |
| # | Sanyo Shokai Ltd. | 2500 | &nbsp;&nbsp; 49380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyo Trading Co. <br> Ltd.<br>| 2600 | &nbsp;&nbsp; 25945 |
|  | Sato Corp. | 3000 | &nbsp;&nbsp; 42428 |
| # | Sato Shoji Corp. | 2600 | &nbsp;&nbsp; 28877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Satori Electric Co. <br> Ltd.<br>| 2600 | &nbsp;&nbsp; 29899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sawai Group <br> Holdings Co. Ltd.<br>| 13800 | &nbsp;&nbsp; 177143 |
|  | SAXA, Inc. | 400 | &nbsp;&nbsp; 12180 |
| #\* | SBI ARUHI Corp. | 1300 | &nbsp;&nbsp; 7146 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SBI Global Asset <br> Management Co. <br> Ltd.<br>| 6200 | &nbsp;&nbsp; 25444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SBI Insurance Group <br> Co. Ltd.<br>| 1200 | &nbsp;&nbsp; 11605 |
|  | SBS Holdings, Inc. | 2300 | &nbsp;&nbsp; 48970 |
|  | Scroll Corp. | 4700 | &nbsp;&nbsp; 33953 |
|  | SEC Carbon Ltd. | 1000 | &nbsp;&nbsp; 13908 |
|  | Seed Co. Ltd. | 1500 | &nbsp;&nbsp; 4778 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Segue Group Co. <br> Ltd.<br>| 1700 | &nbsp;&nbsp; 5622 |
|  | Seika Corp. | 1600 | &nbsp;&nbsp; 54818 |
| # | Seikagaku Corp. | 5200 | &nbsp;&nbsp; 22206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seikitokyu Kogyo Co. <br> Ltd.<br>| 1400 | &nbsp;&nbsp; 13638 |
|  | Seiko Group Corp. | 3300 | &nbsp;&nbsp; 91736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seino Holdings Co. <br> Ltd.<br>| 3000 | &nbsp;&nbsp; 45629 |
| # | Seiren Co. Ltd. | 5100 | &nbsp;&nbsp; 83315 |
|  | Sekisui Jushi Corp. | 3700 | &nbsp;&nbsp; 52979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sekisui Kasei Co. <br> Ltd.<br>| 3500 | &nbsp;&nbsp; 8077 |
|  | SEMITEC Corp. | 800 | &nbsp;&nbsp; 12512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Senko Group <br> Holdings Co. Ltd.<br>| 12500 | &nbsp;&nbsp; 168240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Senshu Electric Co. <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 56491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Senshu Ikeda <br> Holdings, Inc.<br>| 29200 | &nbsp;&nbsp; 124290 |
| #\* | Senshukai Co. Ltd. | 3000 | &nbsp;&nbsp; 4815 |
|  | SERAKU Co. Ltd. | 1100 | &nbsp;&nbsp; 11909 |
|  | Seria Co. Ltd. | 4800 | &nbsp;&nbsp; 88400 |
|  | Seven Bank Ltd. | 65200 | &nbsp;&nbsp; 117112 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SFP Holdings Co. <br> Ltd.<br>| 1400 | &nbsp;&nbsp; 20515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sharingtechnology, <br> Inc.<br>| 2400 | &nbsp;&nbsp; 19235 |
| \* | Sharp Corp. | 17400 | &nbsp;&nbsp; 82260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shibaura Electronics <br> Co. Ltd.<br>| 2400 | &nbsp;&nbsp; 96188 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shibaura Machine <br> Co. Ltd.<br>| 2500 | &nbsp;&nbsp; $64345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shibaura <br> Mechatronics <br> Corp.<br>| 1200 | &nbsp;&nbsp; 84449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shibusawa Logistics <br> Corp.<br>| 1200 | &nbsp;&nbsp; 34733 |
|  | Shibuya Corp. | 2000 | &nbsp;&nbsp; 48094 |
| \* | SHIFT, Inc. | 18000 | &nbsp;&nbsp; 188900 |
|  | Shiga Bank Ltd. | 4699 | &nbsp;&nbsp; 188713 |
|  | Shikibo Ltd. | 900 | &nbsp;&nbsp; 5929 |
|  | Shikoku Bank Ltd. | 5400 | &nbsp;&nbsp; 44664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shikoku Electric <br> Power Co., Inc.<br>| 18800 | &nbsp;&nbsp; 156440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shikoku Kasei <br> Holdings Corp.<br>| 4600 | &nbsp;&nbsp; 63662 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shima Seiki <br> Manufacturing Ltd.<br>| 3200 | &nbsp;&nbsp; 22472 |
|  | Shimadaya Corp. | 900 | &nbsp;&nbsp; 11389 |
| # | Shimizu Bank Ltd. | 2400 | &nbsp;&nbsp; 26245 |
|  | Shimojima Co. Ltd. | 1200 | &nbsp;&nbsp; 9975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Nippon Air <br> Technologies Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 42102 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shin Nippon <br> Biomedical <br> Laboratories Ltd.<br>| 1400 | &nbsp;&nbsp; 12889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinagawa <br> Refractories Co. <br> Ltd.<br>| 4500 | &nbsp;&nbsp; 51410 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shindengen Electric <br> Manufacturing Co. <br> Ltd.<br>| 1400 | &nbsp;&nbsp; 24039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin-Etsu Polymer <br> Co. Ltd.<br>| 5000 | &nbsp;&nbsp; 59037 |
| # | Shinko Shoji Co. Ltd. | 4000 | &nbsp;&nbsp; 26278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinmaywa <br> Industries Ltd.<br>| 7700 | &nbsp;&nbsp; 92935 |
|  | Shinnihon Corp. | 3400 | &nbsp;&nbsp; 39487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinnihonseiyaku Co. <br> Ltd.<br>| 500 | &nbsp;&nbsp; 7470 |
|  | Shinsho Corp. | 3000 | &nbsp;&nbsp; 41953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinwa Co. Ltd. <br> (3447 JP)<br>| 1700 | &nbsp;&nbsp; 8774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinwa Co. Ltd. <br> (7607 JP)<br>| 1500 | &nbsp;&nbsp; 33895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ship Healthcare <br> Holdings, Inc.<br>| 9600 | &nbsp;&nbsp; 133960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shizuoka Gas Co. <br> Ltd.<br>| 5100 | &nbsp;&nbsp; 38332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SHO-BOND Holdings <br> Co. Ltd.<br>| 2700 | &nbsp;&nbsp; 86211 |
|  | Shoei Co. Ltd. | 6000 | &nbsp;&nbsp; 71844 |
|  | Shoei Foods Corp. | 600 | &nbsp;&nbsp; 16355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Showa Sangyo Co. <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 40167 |
|  | Sigma Koki Co. Ltd. | 700 | &nbsp;&nbsp; 6175 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIGMAXYZ Holdings, <br> Inc.<br>| 6800 | &nbsp;&nbsp; $54144 |
|  | Siix Corp. | 3600 | &nbsp;&nbsp; 29344 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Simplex Holdings, <br> Inc.<br>| 2900 | &nbsp;&nbsp; 78726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinanen Holdings Co. <br> Ltd.<br>| 1000 | &nbsp;&nbsp; 43487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinfonia Technology <br> Co. Ltd.<br>| 3599 | &nbsp;&nbsp; 226034 |
|  | Sinko Industries Ltd. | 7200 | &nbsp;&nbsp; 60910 |
|  | Sintokogio Ltd. | 5338 | &nbsp;&nbsp; 32174 |
|  | SK Kaken Co. Ltd. | 200 | &nbsp;&nbsp; 12018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK-Electronics Co. <br> Ltd.<br>| 1300 | &nbsp;&nbsp; 24309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKY Perfect JSAT <br> Holdings, Inc.<br>| 20600 | &nbsp;&nbsp; 195087 |
| # | Smaregi, Inc. | 600 | &nbsp;&nbsp; 13220 |
| # | SMK Corp. | 500 | &nbsp;&nbsp; 7268 |
|  | SMS Co. Ltd. | 7700 | &nbsp;&nbsp; 77084 |
| # | Socionext, Inc. | 10855 | &nbsp;&nbsp; 204561 |
|  | Soda Nikka Co. Ltd. | 3100 | &nbsp;&nbsp; 22765 |
|  | Sodick Co. Ltd. | 5800 | &nbsp;&nbsp; 34224 |
|  | Soft99 Corp. | 2300 | &nbsp;&nbsp; 24492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Softcreate Holdings <br> Corp.<br>| 1800 | &nbsp;&nbsp; 26689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Software Service, <br> Inc.<br>| 400 | &nbsp;&nbsp; 36001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Soken Chemical & <br> Engineering Co. <br> Ltd.<br>| 1600 | &nbsp;&nbsp; 17557 |
|  | Solasto Corp. | 6800 | &nbsp;&nbsp; 19292 |
|  | Soliton Systems KK | 1500 | &nbsp;&nbsp; 13642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sotetsu Holdings, <br> Inc.<br>| 9700 | &nbsp;&nbsp; 153174 |
|  | Sotoh Co. Ltd. | 600 | &nbsp;&nbsp; 3111 |
| # | Space Co. Ltd. | 4280 | &nbsp;&nbsp; 33886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sparx Group Co. <br> Ltd.<br>| 2360 | &nbsp;&nbsp; 23375 |
|  | SPK Corp. | 1000 | &nbsp;&nbsp; 15804 |
|  | S-Pool, Inc. | 900 | &nbsp;&nbsp; 1914 |
|  | Sprix, Inc. | 1600 | &nbsp;&nbsp; 11674 |
|  | SRA Holdings | 1000 | &nbsp;&nbsp; 30514 |
|  | SRE Holdings Corp. | 1600 | &nbsp;&nbsp; 33433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SRS Holdings Co. <br> Ltd.<br>| 2500 | &nbsp;&nbsp; 21214 |
|  | ST Corp. | 2100 | &nbsp;&nbsp; 22535 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; St. Care Holding <br> Corp.<br>| 2600 | &nbsp;&nbsp; 13313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. Marc Holdings <br> Co. Ltd.<br>| 1700 | &nbsp;&nbsp; 27032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Electric Co. <br> Ltd.<br>| 3700 | &nbsp;&nbsp; 69780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Mica Holdings <br> Co. Ltd.<br>| 3600 | &nbsp;&nbsp; 23781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Micronics Co. <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 57499 |
|  | Starts Corp., Inc. | 3800 | &nbsp;&nbsp; 114902 |
|  | Starzen Co. Ltd. | 6000 | &nbsp;&nbsp; 46641 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Stella Chemifa Corp. | 1500 | &nbsp;&nbsp; $42549 |
|  | Step Co. Ltd. | 1500 | &nbsp;&nbsp; 23075 |
|  | Strike Co. Ltd. | 2300 | &nbsp;&nbsp; 59685 |
| # | Studio Alice Co. Ltd. | 1100 | &nbsp;&nbsp; 15673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Subaru Enterprise <br> Co. Ltd.<br>| 1000 | &nbsp;&nbsp; 20509 |
| # | Sugimoto & Co. Ltd. | 3000 | &nbsp;&nbsp; 35599 |
| # | SUMCO Corp. | 33400 | &nbsp;&nbsp; 261215 |
|  | Sumida Corp. | 3300 | &nbsp;&nbsp; 22492 |
| # | Suminoe Co. Ltd. | 1800 | &nbsp;&nbsp; 13372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Bakelite <br> Co. Ltd.<br>| 6300 | &nbsp;&nbsp; 182694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Densetsu <br> Co. Ltd.<br>| 2200 | &nbsp;&nbsp; 95605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Heavy <br> Industries Ltd.<br>| 10000 | &nbsp;&nbsp; 221465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui <br> Construction Co. <br> Ltd.<br>| 12592 | &nbsp;&nbsp; 49648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Osaka <br> Cement Co. Ltd.<br>| 4000 | &nbsp;&nbsp; 104113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Riko Co. <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 63318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Rubber <br> Industries Ltd.<br>| 9100 | &nbsp;&nbsp; 104008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Seika <br> Chemicals Co. <br> Ltd.<br>| 900 | &nbsp;&nbsp; 26929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo <br> Warehouse Co. <br> Ltd.<br>| 7300 | &nbsp;&nbsp; 151411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Frontier <br> Fudousan Co. Ltd.<br>| 3700 | &nbsp;&nbsp; 51801 |
| #\* | Suncall Corp. | 1500 | &nbsp;&nbsp; 3809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun-Wa Technos <br> Corp.<br>| 1500 | &nbsp;&nbsp; 23960 |
| #\* | SUNWELS Co. Ltd. | 1500 | &nbsp;&nbsp; 7665 |
| # | Suruga Bank Ltd. | 20500 | &nbsp;&nbsp; 188758 |
| # | Suzuden Corp. | 1100 | &nbsp;&nbsp; 12413 |
|  | Suzuken Co. Ltd. | 2900 | &nbsp;&nbsp; 109612 |
|  | Suzuki Co. Ltd. | 1400 | &nbsp;&nbsp; 17165 |
|  | SWCC Corp. | 4300 | &nbsp;&nbsp; 257419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; System Research <br> Co. Ltd.<br>| 1200 | &nbsp;&nbsp; 17344 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; System Support <br> Holdings, Inc.<br>| 1000 | &nbsp;&nbsp; 17771 |
|  | Systena Corp. | 34600 | &nbsp;&nbsp; 91655 |
|  | Syuppin Co. Ltd. | 1800 | &nbsp;&nbsp; 15029 |
|  | T Hasegawa Co. Ltd. | 3100 | &nbsp;&nbsp; 63961 |
|  | T RAD Co. Ltd. | 1100 | &nbsp;&nbsp; 35913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tachibana Eletech <br> Co. Ltd.<br>| 2500 | &nbsp;&nbsp; 47327 |
|  | Tachikawa Corp. | 2700 | &nbsp;&nbsp; 30170 |
|  | Tachi-S Co. Ltd. | 4300 | &nbsp;&nbsp; 50921 |
|  | Tadano Ltd. | 13200 | &nbsp;&nbsp; 94972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taihei Dengyo Kaisha <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 85988 |
|  | Taiho Kogyo Co. Ltd. | 1900 | &nbsp;&nbsp; 7978 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Taikisha Ltd. | 5200 | &nbsp;&nbsp; $93165 |
|  | Taiko Bank Ltd. | 1100 | &nbsp;&nbsp; 11938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taisei Lamick Group <br> Head Quarter & <br> Innovation Co. <br> Ltd.<br>| 800 | &nbsp;&nbsp; 13414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiyo Holdings Co. <br> Ltd.<br>| 3500 | &nbsp;&nbsp; 151995 |
|  | Taiyo Yuden Co. Ltd. | 14500 | &nbsp;&nbsp; 270906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takamatsu <br> Construction Group <br> Co. Ltd.<br>| 2100 | &nbsp;&nbsp; 42814 |
| # | Takamiya Co. Ltd. | 1700 | &nbsp;&nbsp; 3764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takaoka Toko Co. <br> Ltd.<br>| 1200 | &nbsp;&nbsp; 22944 |
|  | Takara & Co. Ltd. | 1500 | &nbsp;&nbsp; 35241 |
|  | Takara Bio, Inc. | 5600 | &nbsp;&nbsp; 32729 |
|  | Takara Holdings, Inc. | 18700 | &nbsp;&nbsp; 157420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takara Standard Co. <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 68392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takasago <br> International Corp.<br>| 2100 | &nbsp;&nbsp; 100678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takasago Thermal <br> Engineering Co. <br> Ltd.<br>| 2800 | &nbsp;&nbsp; 135857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takashimaya Co. <br> Ltd.<br>| 26300 | &nbsp;&nbsp; 203252 |
|  | Takasho Co. Ltd. | 1700 | &nbsp;&nbsp; 4816 |
|  | Takatori Corp. | 400 | &nbsp;&nbsp; 4057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Take & Give Needs <br> Co. Ltd.<br>| 1300 | &nbsp;&nbsp; 7742 |
| # | TAKEBISHI Corp. | 1400 | &nbsp;&nbsp; 17590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takeuchi <br> Manufacturing Co. <br> Ltd.<br>| 3400 | &nbsp;&nbsp; 121537 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taki Chemical Co. <br> Ltd.<br>| 500 | &nbsp;&nbsp; 9695 |
| # | Tama Home Co. Ltd. | 1900 | &nbsp;&nbsp; 44809 |
|  | Tamron Co. Ltd. | 16000 | &nbsp;&nbsp; 96149 |
| # | Tamura Corp. | 11000 | &nbsp;&nbsp; 35139 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Tanaka Chemical <br> Corp.<br>| 1600 | &nbsp;&nbsp; 4285 |
| # | Tanseisha Co. Ltd. | 5900 | &nbsp;&nbsp; 51333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taoka Chemical Co. <br> Ltd.<br>| 1000 | &nbsp;&nbsp; 9157 |
| # | Tayca Corp. | 1900 | &nbsp;&nbsp; 15587 |
| # | Tazmo Co. Ltd. | 1200 | &nbsp;&nbsp; 17714 |
|  | Tbk Co. Ltd. | 2800 | &nbsp;&nbsp; 5857 |
|  | TDC Soft, Inc. | 5200 | &nbsp;&nbsp; 45185 |
|  | TechMatrix Corp. | 5200 | &nbsp;&nbsp; 73978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Techno Medica Co. <br> Ltd.<br>| 700 | &nbsp;&nbsp; 8683 |
|  | Techno Ryowa Ltd. | 1500 | &nbsp;&nbsp; 40763 |
|  | Techno Smart Corp. | 700 | &nbsp;&nbsp; 7823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TechnoPro Holdings, <br> Inc.<br>| 8900 | &nbsp;&nbsp; 281865 |
|  | Teijin Ltd. | 21600 | &nbsp;&nbsp; 183594 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teikoku Electric <br> Manufacturing Co. <br> Ltd.<br>| 2300 | &nbsp;&nbsp; $51536 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Teikoku Sen-I Co. <br> Ltd.<br>| 2900 | &nbsp;&nbsp; 57483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teikoku Tsushin <br> Kogyo Co. Ltd.<br>| 800 | &nbsp;&nbsp; 12831 |
|  | Tekken Corp. | 1800 | &nbsp;&nbsp; 37352 |
|  | Temairazu, Inc. | 400 | &nbsp;&nbsp; 7931 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tenpos Holdings Co. <br> Ltd.<br>| 700 | &nbsp;&nbsp; 15707 |
| # | Tera Probe, Inc. | 500 | &nbsp;&nbsp; 11121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Terasaki Electric Co. <br> Ltd.<br>| 700 | &nbsp;&nbsp; 17761 |
| # | TESEC Corp. | 700 | &nbsp;&nbsp; 7883 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tess Holdings Co. <br> Ltd.<br>| 6500 | &nbsp;&nbsp; 18829 |
|  | Tigers Polymer Corp. | 1400 | &nbsp;&nbsp; 8109 |
|  | TKC Corp. | 2400 | &nbsp;&nbsp; 72091 |
|  | Toa Corp. (1885 JP) | 9600 | &nbsp;&nbsp; 119928 |
|  | Toa Corp. (6809 JP) | 2600 | &nbsp;&nbsp; 17981 |
|  | TOA ROAD Corp. | 3000 | &nbsp;&nbsp; 32105 |
|  | Toagosei Co. Ltd. | 12300 | &nbsp;&nbsp; 120572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOBISHIMA <br> HOLDINGS, Inc.<br>| 3420 | &nbsp;&nbsp; 44383 |
|  | TOC Co. Ltd. | 6100 | &nbsp;&nbsp; 29552 |
|  | Tocalo Co. Ltd. | 8200 | &nbsp;&nbsp; 109726 |
|  | Tochigi Bank Ltd. | 12300 | &nbsp;&nbsp; 36138 |
|  | Toda Corp. | 25600 | &nbsp;&nbsp; 163255 |
| \* | Toda Kogyo Corp. | 200 | &nbsp;&nbsp; 1674 |
|  | Toei Co. Ltd. | 400 | &nbsp;&nbsp; 13816 |
|  | Toenec Corp. | 7000 | &nbsp;&nbsp; 61706 |
| # | Toho Bank Ltd. | 24400 | &nbsp;&nbsp; 59408 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toho Co. Ltd. (8142 <br> JP)<br>| 900 | &nbsp;&nbsp; 19413 |
|  | Toho Gas Co. Ltd. | 4300 | &nbsp;&nbsp; 120074 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toho Holdings Co. <br> Ltd.<br>| 2500 | &nbsp;&nbsp; 84369 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toho Titanium Co. <br> Ltd.<br>| 4500 | &nbsp;&nbsp; 40752 |
| #\* | Toho Zinc Co. Ltd. | 2700 | &nbsp;&nbsp; 12645 |
|  | Tohoku Bank Ltd. | 800 | &nbsp;&nbsp; 6203 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tohokushinsha Film <br> Corp.<br>| 5400 | &nbsp;&nbsp; 24378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokai Carbon Co. <br> Ltd.<br>| 25500 | &nbsp;&nbsp; 174130 |
|  | Tokai Corp. | 2500 | &nbsp;&nbsp; 34885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOKAI Holdings <br> Corp.<br>| 10700 | &nbsp;&nbsp; 75764 |
|  | Tokai Rika Co. Ltd. | 6900 | &nbsp;&nbsp; 110475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokai Tokyo Financial <br> Holdings, Inc.<br>| 25100 | &nbsp;&nbsp; 90485 |
|  | Token Corp. | 880 | &nbsp;&nbsp; 81296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokushu Tokai Paper <br> Co. Ltd.<br>| 919 | &nbsp;&nbsp; 23925 |
|  | Tokuyama Corp. | 6900 | &nbsp;&nbsp; 147761 |
|  | Tokyo Base Co. Ltd. | 2400 | &nbsp;&nbsp; 7664 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Electron <br> Device Ltd.<br>| 2400 | &nbsp;&nbsp; $41750 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Energy & <br> Systems, Inc.<br>| 4100 | &nbsp;&nbsp; 45146 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Individualized <br> Educational <br> Institute, Inc.<br>| 3700 | &nbsp;&nbsp; 8913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Kiraboshi <br> Financial Group, <br> Inc.<br>| 3024 | &nbsp;&nbsp; 130382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Rope <br> Manufacturing Co. <br> Ltd.<br>| 600 | &nbsp;&nbsp; 5364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Sangyo Co. <br> Ltd.<br>| 2700 | &nbsp;&nbsp; 14501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Seimitsu Co. <br> Ltd.<br>| 3752 | &nbsp;&nbsp; 233411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Steel <br> Manufacturing Co. <br> Ltd.<br>| 6600 | &nbsp;&nbsp; 68672 |
| # | Tokyo Tekko Co. Ltd. | 1500 | &nbsp;&nbsp; 54640 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Theatres Co., <br> Inc.<br>| 600 | &nbsp;&nbsp; 4771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyotokeiba Co. <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 62032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyu Construction <br> Co. Ltd.<br>| 10400 | &nbsp;&nbsp; 71449 |
|  | Toli Corp. | 6000 | &nbsp;&nbsp; 22353 |
|  | Tomato Bank Ltd. | 900 | &nbsp;&nbsp; 7877 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tomen Devices <br> Corp.<br>| 400 | &nbsp;&nbsp; 15543 |
| # | Tomoe Corp. | 3500 | &nbsp;&nbsp; 35435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tomoe Engineering <br> Co. Ltd.<br>| 3000 | &nbsp;&nbsp; 31601 |
|  | Tomoku Co. Ltd. | 1500 | &nbsp;&nbsp; 32660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOMONY Holdings, <br> Inc.<br>| 25600 | &nbsp;&nbsp; 103484 |
|  | Tomy Co. Ltd. | 8717 | &nbsp;&nbsp; 184215 |
|  | Topcon Corp. | 8500 | &nbsp;&nbsp; 185065 |
|  | Topre Corp. | 4300 | &nbsp;&nbsp; 58909 |
|  | Topy Industries Ltd. | 1600 | &nbsp;&nbsp; 27669 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Torex Semiconductor <br> Ltd.<br>| 1100 | &nbsp;&nbsp; 11184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toridoll Holdings <br> Corp.<br>| 4600 | &nbsp;&nbsp; 135316 |
|  | Torigoe Co. Ltd. | 2500 | &nbsp;&nbsp; 15115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Torishima Pump <br> Manufacturing Co. <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 28685 |
|  | Tosei Corp. | 4200 | &nbsp;&nbsp; 80986 |
|  | Toshiba TEC Corp. | 3200 | &nbsp;&nbsp; 63973 |
|  | Tosho Co. Ltd. | 2800 | &nbsp;&nbsp; 12613 |
|  | Totech Corp. | 3600 | &nbsp;&nbsp; 67654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Totetsu Kogyo Co. <br> Ltd.<br>| 3100 | &nbsp;&nbsp; 85787 |
| # | Tottori Bank Ltd. | 600 | &nbsp;&nbsp; 5214 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toukei Computer Co. <br> Ltd.<br>| 1000 | &nbsp;&nbsp; $26339 |
|  | Tow Co. Ltd. | 4500 | &nbsp;&nbsp; 9449 |
|  | Towa Bank Ltd. | 7700 | &nbsp;&nbsp; 39099 |
| # | Towa Corp. | 7200 | &nbsp;&nbsp; 89412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Towa Pharmaceutical <br> Co. Ltd.<br>| 3000 | &nbsp;&nbsp; 65085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Construction <br> Co. Ltd.<br>| 7000 | &nbsp;&nbsp; 76503 |
| # | Toyo Corp. | 3000 | &nbsp;&nbsp; 30326 |
|  | Toyo Denki Seizo KK | 1000 | &nbsp;&nbsp; 12864 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Engineering <br> Corp.<br>| 3400 | &nbsp;&nbsp; 30588 |
| # | Toyo Gosei Co. Ltd. | 600 | &nbsp;&nbsp; 20190 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Innovex Co. <br> Ltd.<br>| 2600 | &nbsp;&nbsp; 11072 |
|  | Toyo Kanetsu KK | 1200 | &nbsp;&nbsp; 32412 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Securities Co. <br> Ltd.<br>| 12000 | &nbsp;&nbsp; 40354 |
|  | Toyo Tanso Co. Ltd. | 1900 | &nbsp;&nbsp; 60992 |
|  | Toyo Tire Corp. | 6568 | &nbsp;&nbsp; 139117 |
|  | Toyobo Co. Ltd. | 20000 | &nbsp;&nbsp; 129507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyoda Gosei Co. <br> Ltd.<br>| 8500 | &nbsp;&nbsp; 179384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Boshoku <br> Corp.<br>| 7381 | &nbsp;&nbsp; 104888 |
|  | TPR Co. Ltd. | 3300 | &nbsp;&nbsp; 46151 |
| # | Transaction Co. Ltd. | 2400 | &nbsp;&nbsp; 41629 |
|  | Transcosmos, Inc. | 3300 | &nbsp;&nbsp; 78601 |
|  | TRE Holdings Corp. | 6356 | &nbsp;&nbsp; 56994 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Treasure Factory Co. <br> Ltd.<br>| 1400 | &nbsp;&nbsp; 16096 |
|  | Trenders, Inc. | 1600 | &nbsp;&nbsp; 9443 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tri Chemical <br> Laboratories, Inc.<br>| 3600 | &nbsp;&nbsp; 81776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trusco Nakayama <br> Corp.<br>| 5200 | &nbsp;&nbsp; 75734 |
|  | TS Tech Co. Ltd. | 11800 | &nbsp;&nbsp; 141685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TSI Holdings Co. <br> Ltd.<br>| 8125 | &nbsp;&nbsp; 56831 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tsubaki Nakashima <br> Co. Ltd.<br>| 9000 | &nbsp;&nbsp; 20844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsubakimoto Chain <br> Co.<br>| 10500 | &nbsp;&nbsp; 147376 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tsubakimoto Kogyo <br> Co. Ltd.<br>| 1200 | &nbsp;&nbsp; 21286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsuburaya Fields <br> Holdings, Inc.<br>| 4100 | &nbsp;&nbsp; 62407 |
|  | Tsugami Corp. | 5000 | &nbsp;&nbsp; 68861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsukada Global <br> Holdings, Inc.<br>| 1900 | &nbsp;&nbsp; 7572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsukishima Holdings <br> Co. Ltd.<br>| 4000 | &nbsp;&nbsp; 60808 |
|  | Tsukuba Bank Ltd. | 5500 | &nbsp;&nbsp; 9344 |
|  | Tsumura & Co. | 7800 | &nbsp;&nbsp; 192409 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsurumi <br> Manufacturing Co. <br> Ltd.<br>| 2000 | &nbsp;&nbsp; $51925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsutsumi Jewelry Co. <br> Ltd.<br>| 800 | &nbsp;&nbsp; 11867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TV Asahi Holdings <br> Corp.<br>| 3400 | &nbsp;&nbsp; 63885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tv Tokyo Holdings <br> Corp.<br>| 1500 | &nbsp;&nbsp; 36357 |
|  | UACJ Corp. | 4203 | &nbsp;&nbsp; 165412 |
|  | UBE Corp. | 12100 | &nbsp;&nbsp; 185225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ubicom Holdings, <br> Inc.<br>| 800 | &nbsp;&nbsp; 5427 |
|  | Uchida Yoko Co. Ltd. | 1200 | &nbsp;&nbsp; 82121 |
|  | ULS Group, Inc. | 300 | &nbsp;&nbsp; 14418 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ultrafabrics Holdings <br> Co. Ltd.<br>| 600 | &nbsp;&nbsp; 2770 |
|  | Ulvac, Inc. | 4500 | &nbsp;&nbsp; 165294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Next Holdings Co. <br> Ltd.<br>| 6600 | &nbsp;&nbsp; 88757 |
|  | Unipres Corp. | 5500 | &nbsp;&nbsp; 38961 |
|  | United Arrows Ltd. | 2700 | &nbsp;&nbsp; 39183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Super Markets <br> Holdings, Inc.<br>| 7321 | &nbsp;&nbsp; 45641 |
| # | UNITED, Inc. | 2400 | &nbsp;&nbsp; 9113 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Universal <br> Entertainment <br> Corp.<br>| 3800 | &nbsp;&nbsp; 25382 |
|  | User Local, Inc. | 600 | &nbsp;&nbsp; 7576 |
|  | Ushio, Inc. | 11800 | &nbsp;&nbsp; 144738 |
|  | UT Group Co. Ltd. | 4300 | &nbsp;&nbsp; 72593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; V Technology Co. <br> Ltd.<br>| 1500 | &nbsp;&nbsp; 29419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valor Holdings Co. <br> Ltd.<br>| 4800 | &nbsp;&nbsp; 84772 |
|  | Valqua Ltd. | 2100 | &nbsp;&nbsp; 49080 |
| # | Value HR Co. Ltd. | 1400 | &nbsp;&nbsp; 15539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ValueCommerce Co. <br> Ltd.<br>| 2300 | &nbsp;&nbsp; 12282 |
|  | Vector, Inc. | 3300 | &nbsp;&nbsp; 24172 |
|  | Vertex Corp. | 1800 | &nbsp;&nbsp; 33398 |
|  | Vision, Inc. | 5000 | &nbsp;&nbsp; 36720 |
| \* | Visional, Inc. | 1600 | &nbsp;&nbsp; 125065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vital KSK Holdings, <br> Inc.<br>| 5900 | &nbsp;&nbsp; 49638 |
|  | VT Holdings Co. Ltd. | 7400 | &nbsp;&nbsp; 22826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wacoal Holdings <br> Corp.<br>| 4400 | &nbsp;&nbsp; 159020 |
|  | Wacom Co. Ltd. | 5600 | &nbsp;&nbsp; 24112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wakachiku <br> Construction Co. <br> Ltd.<br>| 1700 | &nbsp;&nbsp; 57000 |
|  | Wakita & Co. Ltd. | 3700 | &nbsp;&nbsp; 43138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Warabeya Nichiyo <br> Holdings Co. Ltd.<br>| 2500 | &nbsp;&nbsp; 44716 |
| # | Watahan & Co. Ltd. | 2000 | &nbsp;&nbsp; 20868 |
|  | WATAMI Co. Ltd. | 1100 | &nbsp;&nbsp; 7390 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WDB Holdings Co. <br> Ltd.<br>| 1100 | &nbsp;&nbsp; $12479 |
|  | WDI Corp. | 600 | &nbsp;&nbsp; 11939 |
|  | Weathernews, Inc. | 1400 | &nbsp;&nbsp; 41168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wellneo Sugar Co. <br> Ltd.<br>| 2100 | &nbsp;&nbsp; 31988 |
|  | Wellnet Corp. | 2300 | &nbsp;&nbsp; 11038 |
|  | West Holdings Corp. | 3408 | &nbsp;&nbsp; 33964 |
|  | Will Group, Inc. | 1500 | &nbsp;&nbsp; 9559 |
| \* | WingArc1st, Inc. | 2600 | &nbsp;&nbsp; 62187 |
|  | Wood One Co. Ltd. | 600 | &nbsp;&nbsp; 3322 |
|  | World Co. Ltd. | 2800 | &nbsp;&nbsp; 51434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; World Holdings Co. <br> Ltd.<br>| 1000 | &nbsp;&nbsp; 15789 |
|  | Wowow, Inc. | 800 | &nbsp;&nbsp; 7679 |
| \* | W-Scope Corp. | 7000 | &nbsp;&nbsp; 11060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xebio Holdings Co. <br> Ltd.<br>| 4700 | &nbsp;&nbsp; 34744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yahagi Construction <br> Co. Ltd.<br>| 4200 | &nbsp;&nbsp; 55192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YAKUODO Holdings <br> Co. Ltd.<br>| 3000 | &nbsp;&nbsp; 45789 |
|  | YAMABIKO Corp. | 3960 | &nbsp;&nbsp; 57524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YAMADA Consulting <br> Group Co. Ltd.<br>| 1900 | &nbsp;&nbsp; 20976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamada Holdings Co. <br> Ltd.<br>| 9100 | &nbsp;&nbsp; 27734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamae Group <br> Holdings Co. Ltd.<br>| 1700 | &nbsp;&nbsp; 29202 |
|  | Yamagata Bank Ltd. | 3600 | &nbsp;&nbsp; 36283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamaguchi Financial <br> Group, Inc.<br>| 8236 | &nbsp;&nbsp; 93221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamaichi Electronics <br> Co. Ltd.<br>| 3100 | &nbsp;&nbsp; 59053 |
|  | Yamami Co. | 500 | &nbsp;&nbsp; 15297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamanashi Chuo <br> Bank Ltd.<br>| 4600 | &nbsp;&nbsp; 85266 |
| # | Yamatane Corp. | 2000 | &nbsp;&nbsp; 34090 |
| # | Yamato Corp. | 1400 | &nbsp;&nbsp; 16772 |
|  | Yamaura Corp. | 1300 | &nbsp;&nbsp; 11478 |
|  | Yamaya Corp. | 1000 | &nbsp;&nbsp; 17436 |
|  | Yamazen Corp. | 6600 | &nbsp;&nbsp; 58500 |
|  | Yaoko Co. Ltd. | 600 | &nbsp;&nbsp; 38830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yashima Denki Co. <br> Ltd.<br>| 2600 | &nbsp;&nbsp; 30502 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yasuda Logistics <br> Corp.<br>| 2000 | &nbsp;&nbsp; 26201 |
|  | Yellow Hat Ltd. | 9000 | &nbsp;&nbsp; 95271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yodogawa Steel <br> Works Ltd.<br>| 12000 | &nbsp;&nbsp; 92369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yokogawa Bridge <br> Holdings Corp.<br>| 4000 | &nbsp;&nbsp; 70903 |
|  | Yokorei Co. Ltd. | 6700 | &nbsp;&nbsp; 46658 |
|  | Yokowo Co. Ltd. | 2300 | &nbsp;&nbsp; 23862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yomeishu Seizo Co. <br> Ltd.<br>| 1000 | &nbsp;&nbsp; 21247 |
|  | Yondenko Corp. | 2520 | &nbsp;&nbsp; 22149 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yondoshi Holdings, <br> Inc.<br>| 2300 | &nbsp;&nbsp; $26435 |
|  | Yonex Co. Ltd. | 7400 | &nbsp;&nbsp; 145302 |
|  | Yorozu Corp. | 2000 | &nbsp;&nbsp; 12535 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Yoshimura Food <br> Holdings KK<br>| 1500 | &nbsp;&nbsp; 8465 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yoshinoya Holdings <br> Co. Ltd.<br>| 8200 | &nbsp;&nbsp; 177723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yossix Holdings Co. <br> Ltd.<br>| 1200 | &nbsp;&nbsp; 20704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yotai Refractories Co. <br> Ltd.<br>| 200 | &nbsp;&nbsp; 2270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuasa Trading Co. <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 62138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yukiguni Factory Co. <br> Ltd.<br>| 2100 | &nbsp;&nbsp; 15679 |
|  | Yurtec Corp. | 6100 | &nbsp;&nbsp; 99857 |
|  | Yushin Co. | 1200 | &nbsp;&nbsp; 5001 |
|  | Yushiro, Inc. | 1000 | &nbsp;&nbsp; 14334 |
|  | Zacros Corp. | 1400 | &nbsp;&nbsp; 36483 |
|  | Zenitaka Corp. | 400 | &nbsp;&nbsp; 12190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zenkoku Hosho Co. <br> Ltd.<br>| 6376 | &nbsp;&nbsp; 136033 |
|  | Zenrin Co. Ltd. | 3800 | &nbsp;&nbsp; 27775 |
|  | Zeon Corp. | 17500 | &nbsp;&nbsp; 185736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZERIA <br> Pharmaceutical <br> Co. Ltd.<br>| 3400 | &nbsp;&nbsp; 46913 |
|  | ZIGExN Co. Ltd. | 10600 | &nbsp;&nbsp; 35546 |
|  | Zojirushi Corp. | 2400 | &nbsp;&nbsp; 28632 |
| # | Zuiko Corp. | 2800 | &nbsp;&nbsp; 18660 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp; 78541567 |
| NETHERLANDS — (2.3%) | NETHERLANDS — (2.3%) | NETHERLANDS — (2.3%) | NETHERLANDS — (2.3%) |
|  | Aalberts NV | 11759 | &nbsp;&nbsp; 375844 |
|  | Acomo NV | 2505 | &nbsp;&nbsp; 63547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aegon Ltd. (AEG <br> US)<br>| 42063 | &nbsp;&nbsp; 298647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aegon Ltd. (AGN <br> NA)<br>| 23260 | &nbsp;&nbsp; 166228 |
|  | Akzo Nobel NV | 7843 | &nbsp;&nbsp; 492551 |
| #\*Ω | Alfen NV | 727 | &nbsp;&nbsp; 8971 |
|  | Allfunds Group PLC | 14263 | &nbsp;&nbsp; 98760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AMG Critical <br> Materials NV<br>| 3379 | &nbsp;&nbsp; 95142 |
|  | Aperam SA | 6050 | &nbsp;&nbsp; 177955 |
|  | Arcadis NV | 9292 | &nbsp;&nbsp; 463742 |
| Ω | B&S Group SARL | 5301 | &nbsp;&nbsp; 35554 |
| \*Ω | Basic-Fit NV | 4834 | &nbsp;&nbsp; 136466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BE Semiconductor <br> Industries NV<br>| 4052 | &nbsp;&nbsp; 547473 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brunel International <br> NV<br>| 2645 | &nbsp;&nbsp; 27480 |
|  | Corbion NV | 7289 | &nbsp;&nbsp; 138329 |
| Ω | CTP NV | 10211 | &nbsp;&nbsp; 216561 |
|  | Flow Traders Ltd. | 5117 | &nbsp;&nbsp; 153264 |
|  | ForFarmers NV | 4983 | &nbsp;&nbsp; 21421 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
|  | Fugro NV | 22307 | &nbsp;&nbsp; $319769 |
|  | IMCD NV | 5378 | &nbsp;&nbsp; 589486 |
| \* | InPost SA | 18387 | &nbsp;&nbsp; 264087 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Just Eat <br> Takeaway.com NV <br> (JET LN)<br>| 8711 | &nbsp;&nbsp; 199217 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Just Eat <br> Takeaway.com NV <br> (TKWY NA)<br>| 8756 | &nbsp;&nbsp; 200008 |
| # | Kendrion NV | 2485 | &nbsp;&nbsp; 30449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke BAM <br> Groep NV<br>| 57099 | &nbsp;&nbsp; 498488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Heijmans <br> NV<br>| 3780 | &nbsp;&nbsp; 240925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Vopak <br> NV<br>| 10402 | &nbsp;&nbsp; 496914 |
|  | Nedap NV | 608 | &nbsp;&nbsp; 60874 |
|  | OCI NV | 10813 | &nbsp;&nbsp; 90066 |
| #\* | Pharming Group NV | 46831 | &nbsp;&nbsp; 51469 |
| # | PostNL NV | 59318 | &nbsp;&nbsp; 64681 |
|  | Randstad NV | 10585 | &nbsp;&nbsp; 503099 |
|  | SBM Offshore NV | 22994 | &nbsp;&nbsp; 599666 |
| \* | SIF Holding NV | 631 | &nbsp;&nbsp; 6108 |
| Ω | Signify NV | 14744 | &nbsp;&nbsp; 352714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sligro Food Group <br> NV<br>| 3086 | &nbsp;&nbsp; 39007 |
|  | TKH Group NV | 5041 | &nbsp;&nbsp; 207353 |
| \* | TomTom NV | 3556 | &nbsp;&nbsp; 21407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Van Lanschot <br> Kempen NV<br>| 6538 | &nbsp;&nbsp; 425855 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp; 8779577 |
| NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |
|  | Air New Zealand Ltd. | 154777 | &nbsp;&nbsp; 52846 |
| # | Briscoe Group Ltd. | 4326 | &nbsp;&nbsp; 15516 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Channel <br> Infrastructure NZ <br> Ltd.<br>| 54249 | &nbsp;&nbsp; 67398 |
|  | Contact Energy Ltd. | 2814 | &nbsp;&nbsp; 15082 |
| # | Delegat Group Ltd. | 3242 | &nbsp;&nbsp; 7459 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fletcher Building Ltd. <br> (FBU NZ)<br>| 22463 | &nbsp;&nbsp; 40072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Freightways Group <br> Ltd.<br>| 12736 | &nbsp;&nbsp; 83556 |
|  | Genesis Energy Ltd. | 49757 | &nbsp;&nbsp; 69748 |
| \* | Gentrack Group Ltd. | 9860 | &nbsp;&nbsp; 61818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hallenstein Glasson <br> Holdings Ltd.<br>| 5327 | &nbsp;&nbsp; 27280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heartland Group <br> Holdings Ltd.<br>| 87409 | &nbsp;&nbsp; 41639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Investore Property <br> Ltd.<br>| 33140 | &nbsp;&nbsp; 22819 |
| \* | KMD Brands Ltd. | 57266 | &nbsp;&nbsp; 8564 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; NZME Ltd. (NZM <br> AU)<br>| 14069 | &nbsp;&nbsp; 9566 |
|  | NZX Ltd. | 26482 | &nbsp;&nbsp; 23856 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oceania Healthcare <br> Ltd.<br>| 61685 | &nbsp;&nbsp; $25008 |
| \* | Pacific Edge Ltd. | 48944 | &nbsp;&nbsp; 2880 |
|  | PGG Wrightson Ltd. | 1057 | &nbsp;&nbsp; 1422 |
| #\* | Rakon Ltd. | 8385 | &nbsp;&nbsp; 3962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Restaurant Brands <br> New Zealand Ltd.<br>| 2935 | &nbsp;&nbsp; 5009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ryman Healthcare <br> Ltd.<br>| 38928 | &nbsp;&nbsp; 57221 |
|  | Sanford Ltd. | 8585 | &nbsp;&nbsp; 28871 |
|  | Scales Corp. Ltd. | 14563 | &nbsp;&nbsp; 40487 |
| \* | Serko Ltd. | 3777 | &nbsp;&nbsp; 6352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skellerup Holdings <br> Ltd.<br>| 13671 | &nbsp;&nbsp; 38358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKY Network <br> Television Ltd.<br>| 12046 | &nbsp;&nbsp; 21929 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SKYCITY <br> Entertainment <br> Group Ltd.<br>| 63893 | &nbsp;&nbsp; 38376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Steel & Tube <br> Holdings Ltd.<br>| 31557 | &nbsp;&nbsp; 13617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summerset Group <br> Holdings Ltd.<br>| 16594 | &nbsp;&nbsp; 111731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tourism Holdings <br> Ltd.<br>| 14242 | &nbsp;&nbsp; 17667 |
|  | TOWER Ltd. | 45071 | &nbsp;&nbsp; 46149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turners Automotive <br> Group Ltd.<br>| 5081 | &nbsp;&nbsp; 20469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vista Group <br> International Ltd.<br>| 35213 | &nbsp;&nbsp; 72856 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Warehouse Group <br> Ltd.<br>| 13502 | &nbsp;&nbsp; 6527 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp; 1106110 |
| NORWAY — (0.8%) | NORWAY — (0.8%) | NORWAY — (0.8%) | NORWAY — (0.8%) |
|  | 2020 Bulkers Ltd. | 1664 | &nbsp;&nbsp; 20550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ABG Sundal Collier <br> Holding ASA<br>| 48103 | &nbsp;&nbsp; 32578 |
|  | AF Gruppen ASA | 2925 | &nbsp;&nbsp; 44525 |
| \* | Akastor ASA | 20811 | &nbsp;&nbsp; 24455 |
|  | Aker BioMarine ASA | 2247 | &nbsp;&nbsp; 17280 |
|  | Aker Solutions ASA | 13556 | &nbsp;&nbsp; 40095 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ArcticZymes <br> Technologies ASA<br>| 4800 | &nbsp;&nbsp; 8935 |
|  | Atea ASA | 9153 | &nbsp;&nbsp; 126150 |
| \* | Axactor ASA | 25001 | &nbsp;&nbsp; 21693 |
|  | B2 Impact ASA | 23892 | &nbsp;&nbsp; 36707 |
| #\* | BEWi ASA | 6546 | &nbsp;&nbsp; 14082 |
|  | Bluenord ASA | 2137 | &nbsp;&nbsp; 102030 |
|  | Bonheur ASA | 2161 | &nbsp;&nbsp; 49978 |
|  | Borregaard ASA | 1459 | &nbsp;&nbsp; 28145 |
|  | Bouvet ASA | 10437 | &nbsp;&nbsp; 75938 |
| \* | BW Energy Ltd. | 4501 | &nbsp;&nbsp; 15443 |
|  | BW Offshore Ltd. | 10768 | &nbsp;&nbsp; 36262 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cloudberry Clean <br> Energy ASA<br>| 22324 | &nbsp;&nbsp; 29595 |
|  | DNO ASA | 55702 | &nbsp;&nbsp; 76067 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
| Ω | Elkem ASA | 32694 | &nbsp;&nbsp; $75963 |
| Ω | Elmera Group ASA | 17422 | &nbsp;&nbsp; 57334 |
|  | Elopak ASA | 20567 | &nbsp;&nbsp; 99719 |
| Ω | Europris ASA | 16921 | &nbsp;&nbsp; 158503 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; FLEX LNG Ltd. <br> (FLNG US)<br>| 3156 | &nbsp;&nbsp; 79121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden Ocean Group <br> Ltd.<br>| 5703 | &nbsp;&nbsp; 47062 |
| #\* | Grieg Seafood ASA | 5477 | &nbsp;&nbsp; 36451 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hexagon Composites <br> ASA<br>| 17331 | &nbsp;&nbsp; 28636 |
| \* | Hexagon Purus ASA | 5948 | &nbsp;&nbsp; 1078 |
| Ω | Kid ASA | 5116 | &nbsp;&nbsp; 72250 |
|  | Kitron ASA | 23107 | &nbsp;&nbsp; 140541 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Klaveness <br> Combination <br> Carriers ASA<br>| 3243 | &nbsp;&nbsp; 21960 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Kongsberg <br> Automotive ASA<br>| 96264 | &nbsp;&nbsp; 13823 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LINK Mobility Group <br> Holding ASA<br>| 33260 | &nbsp;&nbsp; 106117 |
|  | Medistim ASA | 1791 | &nbsp;&nbsp; 37622 |
|  | Morrow Bank ASA | 13215 | &nbsp;&nbsp; 15542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MPC Container Ships <br> ASA<br>| 44680 | &nbsp;&nbsp; 82157 |
| Ω | Multiconsult ASA | 2262 | &nbsp;&nbsp; 46728 |
| \* | Napatech AS | 2111 | &nbsp;&nbsp; 5094 |
|  | Norbit ASA | 4217 | &nbsp;&nbsp; 83802 |
| \* | Nordic Mining ASA | 10260 | &nbsp;&nbsp; 23217 |
| \*Ω | Norske Skog ASA | 7831 | &nbsp;&nbsp; 17680 |
| \* | Northern Ocean Ltd. | 15527 | &nbsp;&nbsp; 9153 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Norwegian Air Shuttle <br> ASA<br>| 69005 | &nbsp;&nbsp; 112869 |
| \* | NRC Group ASA | 4746 | &nbsp;&nbsp; 3460 |
|  | Odfjell Drilling Ltd. | 14732 | &nbsp;&nbsp; 104678 |
|  | Odfjell SE, Class A | 2813 | &nbsp;&nbsp; 34505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Odfjell Technology <br> Ltd.<br>| 1620 | &nbsp;&nbsp; 7801 |
| \* | OKEA ASA | 3071 | &nbsp;&nbsp; 5179 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Okeanis Eco Tankers <br> Corp.<br>| 2062 | &nbsp;&nbsp; 49465 |
| \* | Otello Corp. ASA | 4092 | &nbsp;&nbsp; 5386 |
|  | Panoro Energy ASA | 13679 | &nbsp;&nbsp; 31891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paratus Energy <br> Services Ltd.<br>| 3222 | &nbsp;&nbsp; 12230 |
|  | Pareto Bank ASA | 5469 | &nbsp;&nbsp; 49229 |
|  | Pexip Holding ASA | 6590 | &nbsp;&nbsp; 40893 |
| \* | PhotoCure ASA | 3580 | &nbsp;&nbsp; 22475 |
|  | Rana Gruber ASA | 3575 | &nbsp;&nbsp; 24818 |
|  | Rogaland Sparebank | 1135 | &nbsp;&nbsp; 15621 |
| \* | SATS ASA | 13284 | &nbsp;&nbsp; 50459 |
| \*Ω | Scatec ASA | 13436 | &nbsp;&nbsp; 133309 |
|  | Sea1 offshore, Inc. | 8468 | &nbsp;&nbsp; 22172 |
|  | Selvaag Bolig ASA | 5226 | &nbsp;&nbsp; 18652 |
| #\*Ω | Shelf Drilling Ltd. | 13484 | &nbsp;&nbsp; 11773 |
| \* | SmartCraft ASA | 8158 | &nbsp;&nbsp; 20735 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Solstad Maritime <br> Holding AS<br>| 10185 | &nbsp;&nbsp; 24628 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solstad Offshore <br> ASA<br>| 4068 | &nbsp;&nbsp; $19758 |
|  | Sparebanken More | 3895 | &nbsp;&nbsp; 39895 |
|  | Stolt-Nielsen Ltd. | 3225 | &nbsp;&nbsp; 94371 |
|  | TGS ASA | 12472 | &nbsp;&nbsp; 91630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilh Wilhelmsen <br> Holding ASA, <br> Class A<br>| 448 | &nbsp;&nbsp; 20673 |
| \* | Zaptec ASA | 6598 | &nbsp;&nbsp; 15371 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp; 3143987 |
| PORTUGAL — (0.6%) | PORTUGAL — (0.6%) | PORTUGAL — (0.6%) | PORTUGAL — (0.6%) |
| # | Altri SGPS SA | 13025 | &nbsp;&nbsp; 70886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Comercial <br> Portugues SA, <br> Class R<br>| 1557944 | &nbsp;&nbsp; 1279297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corticeira Amorim <br> SGPS SA<br>| 5127 | &nbsp;&nbsp; 45570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTT-Correios de <br> Portugal SA<br>| 11368 | &nbsp;&nbsp; 95804 |
|  | EDP Renovaveis SA | 6840 | &nbsp;&nbsp; 80306 |
|  | Ibersol SGPS SA | 3299 | &nbsp;&nbsp; 35238 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mota-Engil SGPS <br> SA<br>| 12914 | &nbsp;&nbsp; 65987 |
| # | Navigator Co. SA | 31787 | &nbsp;&nbsp; 112266 |
|  | NOS SGPS SA | 33682 | &nbsp;&nbsp; 138843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; REN - Redes <br> Energeticas <br> Nacionais SGPS <br> SA<br>| 53792 | &nbsp;&nbsp; 182543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Semapa-Sociedade <br> de Investimento e <br> Gestao<br>| 1712 | &nbsp;&nbsp; 33512 |
|  | Sonae SGPS SA | 109133 | &nbsp;&nbsp; 157470 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp; 2297722 |
| SINGAPORE — (0.9%) | SINGAPORE — (0.9%) | SINGAPORE — (0.9%) | SINGAPORE — (0.9%) |
| \* | AEM Holdings Ltd. | 29282 | &nbsp;&nbsp; 36076 |
|  | Aztech Global Ltd. | 18500 | &nbsp;&nbsp; 9450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boustead Singapore <br> Ltd.<br>| 42092 | &nbsp;&nbsp; 50195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bukit Sembawang <br> Estates Ltd.<br>| 15900 | &nbsp;&nbsp; 52356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capitaland India <br> Trust<br>| 99814 | &nbsp;&nbsp; 91333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Aviation Oil <br> Singapore Corp. <br> Ltd.<br>| 27800 | &nbsp;&nbsp; 23945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Sunsine <br> Chemical Holdings <br> Ltd.<br>| 43800 | &nbsp;&nbsp; 23559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chuan Hup Holdings <br> Ltd.<br>| 87000 | &nbsp;&nbsp; 11047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; City Developments <br> Ltd.<br>| 17700 | &nbsp;&nbsp; 83795 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ComfortDelGro Corp. <br> Ltd.<br>| 201300 | &nbsp;&nbsp; $236654 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; COSCO Shipping <br> International <br> Singapore Co. Ltd.<br>| 175500 | &nbsp;&nbsp; 16718 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Creative Technology <br> Ltd.<br>| 2650 | &nbsp;&nbsp; 1622 |
|  | CSE Global Ltd. | 44054 | &nbsp;&nbsp; 21987 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Del Monte Pacific <br> Ltd.<br>| 39100 | &nbsp;&nbsp; 2672 |
|  | Delfi Ltd. | 32000 | &nbsp;&nbsp; 20642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DFI Retail Group <br> Holdings Ltd.<br>| 14100 | &nbsp;&nbsp; 48609 |
| \*†† | Ezion Holdings Ltd. | 243320 | &nbsp;&nbsp; 0 |
| #\*†† | Ezra Holdings Ltd. | 227326 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far East Orchard <br> Ltd.<br>| 11554 | &nbsp;&nbsp; 10236 |
|  | First Resources Ltd. | 60300 | &nbsp;&nbsp; 70353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Food Empire <br> Holdings Ltd.<br>| 26500 | &nbsp;&nbsp; 47893 |
|  | Fraser & Neave Ltd. | 24800 | &nbsp;&nbsp; 27257 |
|  | Frasers Property Ltd. | 14100 | &nbsp;&nbsp; 10187 |
|  | Frencken Group Ltd. | 23200 | &nbsp;&nbsp; 29437 |
| \* | Fu Yu Corp. Ltd. | 62300 | &nbsp;&nbsp; 5150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Geo Energy <br> Resources Ltd.<br>| 62900 | &nbsp;&nbsp; 16398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden <br> Agri-Resources <br> Ltd.<br>| 641300 | &nbsp;&nbsp; 125537 |
|  | GuocoLand Ltd. | 41300 | &nbsp;&nbsp; 53679 |
|  | Haw Par Corp. Ltd. | 12400 | &nbsp;&nbsp; 132259 |
|  | Ho Bee Land Ltd. | 24900 | &nbsp;&nbsp; 38888 |
|  | Hong Fok Corp. Ltd. | 54120 | &nbsp;&nbsp; 33681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Leong Asia <br> Ltd.<br>| 16000 | &nbsp;&nbsp; 20163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Leong Finance <br> Ltd.<br>| 28500 | &nbsp;&nbsp; 59472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hotel Grand Central <br> Ltd.<br>| 44475 | &nbsp;&nbsp; 24965 |
|  | Hour Glass Ltd. | 15200 | &nbsp;&nbsp; 23521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hutchison Port <br> Holdings Trust<br>| 544100 | &nbsp;&nbsp; 108460 |
| \*†† | Hyflux Ltd. | 27500 | &nbsp;&nbsp; 0 |
|  | iFAST Corp. Ltd. | 11400 | &nbsp;&nbsp; 79318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indofood Agri <br> Resources Ltd.<br>| 28000 | &nbsp;&nbsp; 7338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keppel Infrastructure <br> Trust<br>| 359185 | &nbsp;&nbsp; 121454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mandarin Oriental <br> International Ltd.<br>| 29400 | &nbsp;&nbsp; 58099 |
|  | Metro Holdings Ltd. | 51300 | &nbsp;&nbsp; 17191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micro-Mechanics <br> Holdings Ltd.<br>| 5200 | &nbsp;&nbsp; 7350 |
| \*†† | Midas Holdings Ltd. | 114000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanofilm <br> Technologies <br> International Ltd.<br>| 23000 | &nbsp;&nbsp; 12938 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | Netlink NBN Trust | 252800 | &nbsp;&nbsp; $174160 |
| \* | Oceanus Group Ltd. | 837300 | &nbsp;&nbsp; 3818 |
|  | Olam Group Ltd. | 34700 | &nbsp;&nbsp; 27749 |
|  | OUE Ltd. | 32900 | &nbsp;&nbsp; 28335 |
| \* | Oxley Holdings Ltd. | 85599 | &nbsp;&nbsp; 7427 |
|  | Propnex Ltd. | 24200 | &nbsp;&nbsp; 25676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Q&M Dental Group <br> Singapore Ltd.<br>| 29700 | &nbsp;&nbsp; 9025 |
|  | QAF Ltd. | 16600 | &nbsp;&nbsp; 11301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raffles Medical <br> Group Ltd.<br>| 85287 | &nbsp;&nbsp; 64835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riverstone Holdings <br> Ltd.<br>| 50900 | &nbsp;&nbsp; 27607 |
|  | SATS Ltd. | 6000 | &nbsp;&nbsp; 14640 |
|  | SBS Transit Ltd. | 8500 | &nbsp;&nbsp; 20526 |
|  | Seatrium Ltd. | 138200 | &nbsp;&nbsp; 240186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sheng Siong Group <br> Ltd.<br>| 66800 | &nbsp;&nbsp; 107834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIA Engineering Co. <br> Ltd.<br>| 22600 | &nbsp;&nbsp; 53403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore Land <br> Group Ltd.<br>| 16800 | &nbsp;&nbsp; 34464 |
|  | Singapore Post Ltd. | 134500 | &nbsp;&nbsp; 50533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stamford Land Corp. <br> Ltd.<br>| 40485 | &nbsp;&nbsp; 13568 |
|  | StarHub Ltd. | 68000 | &nbsp;&nbsp; 64418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Straits Trading Co. <br> Ltd.<br>| 17719 | &nbsp;&nbsp; 21957 |
| \*†† | Swiber Holdings Ltd. | 17249 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Thomson Medical <br> Group Ltd.<br>| 346900 | &nbsp;&nbsp; 13893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tuan Sing Holdings <br> Ltd.<br>| 53212 | &nbsp;&nbsp; 11615 |
|  | UMS Integration Ltd. | 44262 | &nbsp;&nbsp; 51541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UOB-Kay Hian <br> Holdings Ltd.<br>| 50000 | &nbsp;&nbsp; 90257 |
|  | UOL Group Ltd. | 14900 | &nbsp;&nbsp; 78764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valuetronics Holdings <br> Ltd.<br>| 29800 | &nbsp;&nbsp; 17758 |
|  | Venture Corp. Ltd. | 22700 | &nbsp;&nbsp; 225167 |
|  | Vicom Ltd. | 8800 | &nbsp;&nbsp; 10837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wing Tai Holdings <br> Ltd.<br>| 50670 | &nbsp;&nbsp; 53055 |
|  | Yeo Hiap Seng Ltd. | 2538 | &nbsp;&nbsp; 1193 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp; 3427426 |
| SPAIN — (2.4%) | SPAIN — (2.4%) | SPAIN — (2.4%) | SPAIN — (2.4%) |
|  | Acciona SA | 1987 | &nbsp;&nbsp; 381096 |
|  | Acerinox SA | 18875 | &nbsp;&nbsp; 217808 |
| Ω | Aedas Homes SA | 1812 | &nbsp;&nbsp; 43604 |
|  | Almirall SA | 11997 | &nbsp;&nbsp; 144410 |
| #\* | Amper SA | 288666 | &nbsp;&nbsp; 46949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atresmedia Corp. de <br> Medios de <br> Comunicacion SA<br>| 14163 | &nbsp;&nbsp; 80037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Audax Renovables <br> SA<br>| 22690 | &nbsp;&nbsp; 37432 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
|  | Azkoyen SA | 2184 | &nbsp;&nbsp; $21691 |
|  | Bankinter SA | 54381 | &nbsp;&nbsp; 776246 |
| # | CIE Automotive SA | 9684 | &nbsp;&nbsp; 290751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Construcciones y <br> Auxiliar de <br> Ferrocarriles SA<br>| 2025 | &nbsp;&nbsp; 122626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corp. ACCIONA <br> Energias <br> Renovables SA<br>| 2173 | &nbsp;&nbsp; 58503 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Distribuidora <br> Internacional de <br> Alimentacion SA<br>| 2246 | &nbsp;&nbsp; 73564 |
|  | Ebro Foods SA | 7810 | &nbsp;&nbsp; 152471 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; eDreams ODIGEO <br> SA<br>| 6147 | &nbsp;&nbsp; 58180 |
|  | Elecnor SA | 6341 | &nbsp;&nbsp; 172425 |
|  | Enagas SA | 26312 | &nbsp;&nbsp; 394088 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ence Energia y <br> Celulosa SA<br>| 13122 | &nbsp;&nbsp; 41293 |
|  | Ercros SA | 14096 | &nbsp;&nbsp; 50068 |
|  | Faes Farma SA | 40443 | &nbsp;&nbsp; 200335 |
|  | Fluidra SA | 9216 | &nbsp;&nbsp; 229853 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Gestamp Automocion <br> SA<br>| 23515 | &nbsp;&nbsp; 88393 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Global Dominion <br> Access SA<br>| 6257 | &nbsp;&nbsp; 24048 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grenergy Renovables <br> SA<br>| 2130 | &nbsp;&nbsp; 157856 |
| \* | Grifols SA | 22700 | &nbsp;&nbsp; 338233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana <br> Occidente SA<br>| 5499 | &nbsp;&nbsp; 306655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Empresarial <br> San Jose SA<br>| 2273 | &nbsp;&nbsp; 15873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iberpapel Gestion SA <br> (IBG SM)<br>| 982 | &nbsp;&nbsp; 22283 |
| # | Indra Sistemas SA | 15608 | &nbsp;&nbsp; 646546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laboratorio Reig <br> Jofre SA<br>| 1789 | &nbsp;&nbsp; 6049 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Laboratorios <br> Farmaceuticos <br> Rovi SA<br>| 3229 | &nbsp;&nbsp; 199316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Linea Directa <br> Aseguradora SA <br> Cia de Seguros y <br> Reaseguros<br>| 50832 | &nbsp;&nbsp; 78314 |
|  | Logista Integral SA | 7624 | &nbsp;&nbsp; 241304 |
|  | Mapfre SA | 98862 | &nbsp;&nbsp; 402623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melia Hotels <br> International SA<br>| 13608 | &nbsp;&nbsp; 120828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miquel y Costas & <br> Miquel SA<br>| 3439 | &nbsp;&nbsp; 55721 |
| Ω | Neinor Homes SA | 4984 | &nbsp;&nbsp; 96873 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nueva Expresion <br> Textil SA<br>| 22292 | &nbsp;&nbsp; 11874 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Obrascon Huarte <br> Lain SA<br>| 34077 | &nbsp;&nbsp; 12799 |
|  | Pharma Mar SA | 2005 | &nbsp;&nbsp; 182760 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
|  | Prim SA | 846 | &nbsp;&nbsp; $11770 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Promotora de <br> Informaciones SA, <br> Class A<br>| 21413 | &nbsp;&nbsp; 8528 |
| Ω | Prosegur Cash SA | 59234 | &nbsp;&nbsp; 50730 |
|  | Realia Business SA | 40885 | &nbsp;&nbsp; 43811 |
|  | Redeia Corp. SA | 21948 | &nbsp;&nbsp; 425483 |
|  | Sacyr SA | 57897 | &nbsp;&nbsp; 237074 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solaria Energia y <br> Medio Ambiente <br> SA<br>| 6205 | &nbsp;&nbsp; 79784 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp; Soltec Power <br> Holdings SA<br>| 2859 | &nbsp;&nbsp; 979 |
| #\*Ω | Talgo SA | 10483 | &nbsp;&nbsp; 36259 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tecnicas Reunidas <br> SA<br>| 8254 | &nbsp;&nbsp; 203270 |
|  | Tubacex SA | 17770 | &nbsp;&nbsp; 74017 |
| Ω | Unicaja Banco SA | 190239 | &nbsp;&nbsp; 499832 |
|  | Vidrala SA | 3096 | &nbsp;&nbsp; 333274 |
|  | Viscofan SA | 5355 | &nbsp;&nbsp; 366430 |
| \* | Vocento SA | 10365 | &nbsp;&nbsp; 7371 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp; 8980390 |
| SWEDEN — (2.8%) | SWEDEN — (2.8%) | SWEDEN — (2.8%) | SWEDEN — (2.8%) |
| Ω | AcadeMedia AB | 11393 | &nbsp;&nbsp; 104323 |
|  | AddLife AB, Class B | 14907 | &nbsp;&nbsp; 262514 |
|  | Addnode Group AB | 14839 | &nbsp;&nbsp; 169778 |
|  | AFRY AB | 13027 | &nbsp;&nbsp; 201639 |
| Ω | Alimak Group AB | 9300 | &nbsp;&nbsp; 159394 |
|  | Alleima AB | 20812 | &nbsp;&nbsp; 147078 |
|  | Alligo AB, Class B | 3336 | &nbsp;&nbsp; 35823 |
| Ω | Ambea AB | 15686 | &nbsp;&nbsp; 197338 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Annehem Fastigheter <br> AB, Class B<br>| 4374 | &nbsp;&nbsp; 7496 |
|  | AQ Group AB | 8425 | &nbsp;&nbsp; 171705 |
|  | Arise AB | 2664 | &nbsp;&nbsp; 9350 |
| # | Arjo AB, Class B | 28363 | &nbsp;&nbsp; 98839 |
| Ω | Attendo AB | 23905 | &nbsp;&nbsp; 167034 |
| \* | Balco Group AB | 780 | &nbsp;&nbsp; 1930 |
|  | Beijer Alma AB | 5922 | &nbsp;&nbsp; 159327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bergman & Beving <br> AB<br>| 5203 | &nbsp;&nbsp; 167290 |
|  | Betsson AB, Class B | 13522 | &nbsp;&nbsp; 228959 |
| #\* | Better Collective AS | 5192 | &nbsp;&nbsp; 73159 |
| \* | BHG Group AB | 34784 | &nbsp;&nbsp; 82626 |
|  | Bilia AB, Class A | 9569 | &nbsp;&nbsp; 112429 |
|  | Billerud Aktiebolag | 8370 | &nbsp;&nbsp; 71067 |
|  | BioGaia AB, Class B | 6605 | &nbsp;&nbsp; 66088 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BioInvent <br> International AB<br>| 7181 | &nbsp;&nbsp; 28638 |
| \* | Bonava AB, Class B | 29853 | &nbsp;&nbsp; 34975 |
| \*Ω | Boozt AB | 5306 | &nbsp;&nbsp; 47238 |
| Ω | Bravida Holding AB | 4549 | &nbsp;&nbsp; 42688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BTS Group AB, <br> Class B<br>| 760 | &nbsp;&nbsp; 16063 |
|  | Bufab AB | 16645 | &nbsp;&nbsp; 165071 |
|  | Bulten AB | 1365 | &nbsp;&nbsp; 8211 |
|  | Bure Equity AB | 3040 | &nbsp;&nbsp; 89745 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Byggmax Group AB | 8034 | &nbsp;&nbsp; $47718 |
|  | Catella AB | 6126 | &nbsp;&nbsp; 18557 |
| \* | Cavotec Group AB | 3590 | &nbsp;&nbsp; 6454 |
|  | Cellavision AB | 2847 | &nbsp;&nbsp; 50937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cibus Nordic Real <br> Estate AB publ<br>| 6346 | &nbsp;&nbsp; 112438 |
| \* | Cint Group AB | 33048 | &nbsp;&nbsp; 24087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clas Ohlson AB, <br> Class B<br>| 7761 | &nbsp;&nbsp; 270040 |
|  | Cloetta AB, Class B | 35878 | &nbsp;&nbsp; 115385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coinshares <br> International Ltd.<br>| 3030 | &nbsp;&nbsp; 33293 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Coor Service <br> Management <br> Holding AB<br>| 11573 | &nbsp;&nbsp; 54396 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Corem Property <br> Group AB (COREB <br> SS), Class B<br>| 40500 | &nbsp;&nbsp; 18064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corem Property <br> Group AB (CORED <br> SS), Class D<br>| 1514 | &nbsp;&nbsp; 36627 |
|  | CTT Systems AB | 1396 | &nbsp;&nbsp; 31335 |
|  | Dios Fastigheter AB | 16804 | &nbsp;&nbsp; 110399 |
| Ω | Dometic Group AB | 24081 | &nbsp;&nbsp; 121643 |
| #\*Ω | Dustin Group AB | 107256 | &nbsp;&nbsp; 17547 |
| \* | Dynavox Group AB | 13348 | &nbsp;&nbsp; 172541 |
|  | Eastnine AB | 12380 | &nbsp;&nbsp; 59716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elanders AB, <br> Class B<br>| 2467 | &nbsp;&nbsp; 14481 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Electrolux AB, <br> Class B<br>| 11014 | &nbsp;&nbsp; 67082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electrolux <br> Professional AB, <br> Class B<br>| 22887 | &nbsp;&nbsp; 155511 |
|  | Elekta AB, Class B | 22105 | &nbsp;&nbsp; 109002 |
| \* | Eltel AB | 2122 | &nbsp;&nbsp; 2188 |
| \* | Enea AB | 2398 | &nbsp;&nbsp; 18081 |
|  | Engcon AB | 2420 | &nbsp;&nbsp; 18963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eolus Vind AB, <br> Class B<br>| 1951 | &nbsp;&nbsp; 10753 |
|  | Ependion AB | 3083 | &nbsp;&nbsp; 37211 |
|  | Ework Group AB | 1919 | &nbsp;&nbsp; 20765 |
|  | Fagerhult Group AB | 9325 | &nbsp;&nbsp; 36012 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fasadgruppen Group <br> AB<br>| 1014 | &nbsp;&nbsp; 3023 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fastighets AB <br> Trianon<br>| 3524 | &nbsp;&nbsp; 6786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fastighetsbolaget <br> Emilshus AB, <br> Class B<br>| 530 | &nbsp;&nbsp; 2715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FastPartner AB <br> (FPARA SS), <br> Class A<br>| 7836 | &nbsp;&nbsp; 39987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fenix Outdoor <br> International AG<br>| 523 | &nbsp;&nbsp; 26765 |
| \* | Ferronordic AB | 734 | &nbsp;&nbsp; 3558 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FormPipe Software <br> AB<br>| 2655 | &nbsp;&nbsp; $7436 |
|  | G5 Entertainment AB | 858 | &nbsp;&nbsp; 9242 |
| \* | GARO AB | 263 | &nbsp;&nbsp; 553 |
|  | Granges AB | 13482 | &nbsp;&nbsp; 180782 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Green Landscaping <br> Group AB<br>| 965 | &nbsp;&nbsp; 5527 |
|  | Hanza AB | 4490 | &nbsp;&nbsp; 51114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heba Fastighets AB, <br> Class B<br>| 11429 | &nbsp;&nbsp; 36071 |
| \* | Hexatronic Group AB | 7514 | &nbsp;&nbsp; 15959 |
| \* | HMS Networks AB | 1198 | &nbsp;&nbsp; 50340 |
| Ω | Hoist Finance AB | 11346 | &nbsp;&nbsp; 111790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hufvudstaden AB, <br> Class A<br>| 1203 | &nbsp;&nbsp; 14557 |
|  | Humana AB | 7849 | &nbsp;&nbsp; 29668 |
|  | Instalco AB | 18294 | &nbsp;&nbsp; 47902 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Petroleum Corp. <br> (IPCO CN)<br>| 614 | &nbsp;&nbsp; 10243 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Petroleum Corp. <br> (IPCO SS)<br>| 10960 | &nbsp;&nbsp; 183556 |
|  | INVISIO AB | 3226 | &nbsp;&nbsp; 104526 |
|  | Inwido AB | 6754 | &nbsp;&nbsp; 125577 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ITAB Shop Concept <br> AB<br>| 12770 | &nbsp;&nbsp; 22620 |
|  | JM AB | 8467 | &nbsp;&nbsp; 121332 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; John Mattson <br> Fastighetsforetagen <br> AB<br>| 2266 | &nbsp;&nbsp; 14214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kabe Group AB, <br> Class B<br>| 409 | &nbsp;&nbsp; 10721 |
| \* | Karnov Group AB | 4284 | &nbsp;&nbsp; 50769 |
| #\* | K-fast Holding AB | 9722 | &nbsp;&nbsp; 16381 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Klarabo Sverige AB, <br> Class B<br>| 14295 | &nbsp;&nbsp; 22344 |
|  | KNOW IT AB | 4178 | &nbsp;&nbsp; 49902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lime Technologies <br> AB<br>| 1571 | &nbsp;&nbsp; 61046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lindab International <br> AB<br>| 12632 | &nbsp;&nbsp; 265507 |
| \* | Maha Energy AB | 6730 | &nbsp;&nbsp; 2630 |
| \* | Medcap AB | 2076 | &nbsp;&nbsp; 138021 |
|  | MEKO AB | 6042 | &nbsp;&nbsp; 52840 |
|  | Midsona AB, Class B | 2500 | &nbsp;&nbsp; 2041 |
|  | MIPS AB | 1383 | &nbsp;&nbsp; 58613 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Modern Times Group <br> MTG AB, Class B<br>| 17794 | &nbsp;&nbsp; 182933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Momentum Group <br> AB<br>| 4931 | &nbsp;&nbsp; 78143 |
| #\* | NCAB Group AB | 16504 | &nbsp;&nbsp; 89188 |
|  | NCC AB, Class B | 12373 | &nbsp;&nbsp; 234286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nederman Holding <br> AB<br>| 2831 | &nbsp;&nbsp; 49112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Net Insight AB, <br> Class B<br>| 41507 | &nbsp;&nbsp; 17158 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Wave Group <br> AB, Class B<br>| 11290 | &nbsp;&nbsp; $135209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nilorngruppen AB, <br> Class B<br>| 954 | &nbsp;&nbsp; 5458 |
| #\* | Nobia AB | 59716 | &nbsp;&nbsp; 27532 |
|  | Nolato AB, Class B | 22976 | &nbsp;&nbsp; 135913 |
| \* | Norion Bank AB | 8935 | &nbsp;&nbsp; 57091 |
|  | Note AB | 1939 | &nbsp;&nbsp; 37893 |
| # | NP3 Fastigheter AB | 4244 | &nbsp;&nbsp; 112248 |
|  | Nyfosa AB | 24501 | &nbsp;&nbsp; 212407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OEM International <br> AB, Class B<br>| 8880 | &nbsp;&nbsp; 122358 |
| #\* | Orron Energy AB | 27733 | &nbsp;&nbsp; 14290 |
| \* | Ovzon AB | 15652 | &nbsp;&nbsp; 66603 |
|  | Peab AB, Class B | 20885 | &nbsp;&nbsp; 157067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Platzer Fastigheter <br> Holding AB, <br> Class B<br>| 6591 | &nbsp;&nbsp; 46967 |
| \* | Pricer AB, Class B | 41621 | &nbsp;&nbsp; 19226 |
|  | Proact IT Group AB | 2325 | &nbsp;&nbsp; 23143 |
|  | Ratos AB, Class B | 31729 | &nbsp;&nbsp; 112323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RaySearch <br> Laboratories AB<br>| 5421 | &nbsp;&nbsp; 185794 |
|  | Rejlers AB | 1542 | &nbsp;&nbsp; 31338 |
| \* | Rottneros AB | 14228 | &nbsp;&nbsp; 4365 |
|  | Rvrc Holding AB | 8199 | &nbsp;&nbsp; 37190 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Samhallsbyggnadsbolaget <br> i Norden AB<br>| 78803 | &nbsp;&nbsp; 39511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samhallsbyggnadsbolaget <br> i Norden AB, <br> Class D<br>| 22897 | &nbsp;&nbsp; 18351 |
|  | Scandi Standard AB | 5934 | &nbsp;&nbsp; 57339 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Scandic Hotels <br> Group AB<br>| 29182 | &nbsp;&nbsp; 241988 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sdiptech AB, <br> Class B<br>| 3524 | &nbsp;&nbsp; 70839 |
| \*Ω | Sinch AB | 39813 | &nbsp;&nbsp; 136676 |
|  | SinterCast AB | 685 | &nbsp;&nbsp; 8004 |
|  | SkiStar AB | 4670 | &nbsp;&nbsp; 73671 |
|  | Solid Forsakring AB | 1512 | &nbsp;&nbsp; 11462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Stendorren <br> Fastigheter AB<br>| 2374 | &nbsp;&nbsp; 49649 |
| \* | Stillfront Group AB | 50717 | &nbsp;&nbsp; 26285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Storskogen Group <br> AB, Class B<br>| 195841 | &nbsp;&nbsp; 227299 |
|  | Synsam AB | 4750 | &nbsp;&nbsp; 25913 |
|  | Systemair AB | 12291 | &nbsp;&nbsp; 118872 |
|  | TF Bank AB | 2733 | &nbsp;&nbsp; 37612 |
| \* | Tobii AB | 20318 | &nbsp;&nbsp; 7504 |
|  | Troax Group AB | 4185 | &nbsp;&nbsp; 58470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Truecaller AB, <br> Class B<br>| 21395 | &nbsp;&nbsp; 106874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VBG Group AB, <br> Class B<br>| 4057 | &nbsp;&nbsp; 116565 |
| \* | Vestum AB | 21461 | &nbsp;&nbsp; 21084 |
| \* | Viaplay Group AB | 47184 | &nbsp;&nbsp; 4310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vitec Software Group <br> AB, Class B<br>| 3155 | &nbsp;&nbsp; 122312 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Vitrolife AB | 4682 | &nbsp;&nbsp; $68802 |
|  | Volati AB | 1959 | &nbsp;&nbsp; 21607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; XANO Industri AB, <br> Class B<br>| 1571 | &nbsp;&nbsp; 9812 |
| #\* | XSpray Pharma AB | 2334 | &nbsp;&nbsp; 12373 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp; 10764118 |
| SWITZERLAND — (7.8%) | SWITZERLAND — (7.8%) | SWITZERLAND — (7.8%) | SWITZERLAND — (7.8%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accelleron Industries <br> AG (ACLN SW)<br>| 12678 | &nbsp;&nbsp; 1154736 |
|  | Adecco Group AG | 19554 | &nbsp;&nbsp; 615719 |
|  | Allreal Holding AG | 2145 | &nbsp;&nbsp; 485166 |
|  | ALSO Holding AG | 536 | &nbsp;&nbsp; 161888 |
| \* | ams-OSRAM AG | 1204 | &nbsp;&nbsp; 15874 |
|  | APG SGA SA | 211 | &nbsp;&nbsp; 58878 |
|  | Arbonia AG | 6387 | &nbsp;&nbsp; 43258 |
| \* | Aryzta AG | 3799 | &nbsp;&nbsp; 356568 |
|  | Ascom Holding AG | 5945 | &nbsp;&nbsp; 30023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autoneum Holding <br> AG<br>| 491 | &nbsp;&nbsp; 87108 |
|  | Avolta AG | 8278 | &nbsp;&nbsp; 430320 |
|  | Baloise Holding AG | 4012 | &nbsp;&nbsp; 961536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Cantonale de <br> Geneve<br>| 373 | &nbsp;&nbsp; 110451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Cantonale <br> Vaudoise<br>| 1443 | &nbsp;&nbsp; 166990 |
| # | Barry Callebaut AG | 99 | &nbsp;&nbsp; 120562 |
|  | Belimo Holding AG | 1399 | &nbsp;&nbsp; 1628055 |
|  | Bell Food Group AG | 344 | &nbsp;&nbsp; 108911 |
|  | Bellevue Group AG | 1225 | &nbsp;&nbsp; 11798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berner Kantonalbank <br> AG<br>| 606 | &nbsp;&nbsp; 189425 |
|  | BKW AG | 1283 | &nbsp;&nbsp; 286459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bossard Holding AG, <br> Class A<br>| 869 | &nbsp;&nbsp; 184172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bucher Industries <br> AG<br>| 956 | &nbsp;&nbsp; 451470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Burckhardt <br> Compression <br> Holding AG<br>| 467 | &nbsp;&nbsp; 415907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Burkhalter Holding <br> AG<br>| 331 | &nbsp;&nbsp; 59523 |
|  | Bystronic AG | 206 | &nbsp;&nbsp; 101970 |
|  | Calida Holding AG | 61 | &nbsp;&nbsp; 1076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carlo Gavazzi <br> Holding AG<br>| 62 | &nbsp;&nbsp; 14127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cembra Money Bank <br> AG<br>| 4341 | &nbsp;&nbsp; 487191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cham Swiss <br> Properties AG<br>| 498 | &nbsp;&nbsp; 14019 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cicor Technologies <br> Ltd.<br>| 430 | &nbsp;&nbsp; 106585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie Financiere <br> Tradition SA<br>| 477 | &nbsp;&nbsp; 138090 |
| # | Clariant AG | 26539 | &nbsp;&nbsp; 272368 |
| # | Coltene Holding AG | 373 | &nbsp;&nbsp; 23964 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSMO <br> Pharmaceuticals <br> NV<br>| 1722 | &nbsp;&nbsp; $123529 |
|  | CPH Group AG | 351 | &nbsp;&nbsp; 32604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daetwyler Holding <br> AG<br>| 888 | &nbsp;&nbsp; 158148 |
|  | DKSH Holding AG | 4476 | &nbsp;&nbsp; 309517 |
| #\* | DocMorris AG | 3992 | &nbsp;&nbsp; 37381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; dormakaba Holding <br> AG<br>| 353 | &nbsp;&nbsp; 340760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EFG International <br> AG<br>| 17150 | &nbsp;&nbsp; 339925 |
|  | Emmi AG | 291 | &nbsp;&nbsp; 264884 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Feintool International <br> Holding AG<br>| 549 | &nbsp;&nbsp; 8287 |
|  | Flughafen Zurich AG | 2650 | &nbsp;&nbsp; 746867 |
|  | Forbo Holding AG | 111 | &nbsp;&nbsp; 105285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fundamenta Real <br> Estate AG<br>| 3625 | &nbsp;&nbsp; 79401 |
| Ω | Galenica AG | 6980 | &nbsp;&nbsp; 740785 |
| #\* | GAM Holding AG | 11357 | &nbsp;&nbsp; 1446 |
|  | Georg Fischer AG | 11602 | &nbsp;&nbsp; 907609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Glarner <br> Kantonalbank<br>| 419 | &nbsp;&nbsp; 10979 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Gurit Holding AG, <br> Class BR<br>| 550 | &nbsp;&nbsp; 10191 |
|  | Helvetia Holding AG | 4416 | &nbsp;&nbsp; 1061966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hiag Immobilien <br> Holding AG<br>| 563 | &nbsp;&nbsp; 74875 |
|  | Huber & Suhner AG | 2430 | &nbsp;&nbsp; 324468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hypothekarbank <br> Lenzburg AG<br>| 9 | &nbsp;&nbsp; 45161 |
|  | Implenia AG | 2143 | &nbsp;&nbsp; 144244 |
|  | Inficon Holding AG | 3430 | &nbsp;&nbsp; 412718 |
|  | Interroll Holding AG | 83 | &nbsp;&nbsp; 233725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intershop Holding <br> AG<br>| 820 | &nbsp;&nbsp; 151792 |
|  | Investis Holding SA | 420 | &nbsp;&nbsp; 64915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IVF Hartmann <br> Holding AG<br>| 61 | &nbsp;&nbsp; 10501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jungfraubahn <br> Holding AG<br>| 792 | &nbsp;&nbsp; 197601 |
|  | Kardex Holding AG | 936 | &nbsp;&nbsp; 360423 |
| #\* | Komax Holding AG | 457 | &nbsp;&nbsp; 62553 |
| \* | Kudelski SA | 6965 | &nbsp;&nbsp; 12850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Landis & Gyr Group <br> AG<br>| 2688 | &nbsp;&nbsp; 219487 |
| \* | LEM Holding SA | 81 | &nbsp;&nbsp; 65842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liechtensteinische <br> Landesbank AG<br>| 1746 | &nbsp;&nbsp; 186643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luzerner <br> Kantonalbank AG<br>| 2543 | &nbsp;&nbsp; 229406 |
| Ω | Medacta Group SA | 1084 | &nbsp;&nbsp; 196615 |
| Ω | Medmix AG | 1720 | &nbsp;&nbsp; 25139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meier Tobler Group <br> AG<br>| 348 | &nbsp;&nbsp; 15578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metall Zug AG, <br> Class B<br>| 32 | &nbsp;&nbsp; 39304 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | Mikron Holding AG | 1746 | &nbsp;&nbsp; $39328 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mobilezone Holding <br> AG<br>| 5769 | &nbsp;&nbsp; 80473 |
|  | Mobimo Holding AG | 1015 | &nbsp;&nbsp; 397528 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Montana Aerospace <br> AG<br>| 2568 | &nbsp;&nbsp; 89443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Naturenergie Holding <br> AG<br>| 2801 | &nbsp;&nbsp; 113958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novavest Real Estate <br> AG<br>| 789 | &nbsp;&nbsp; 38449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OC Oerlikon Corp. <br> AG Pfaffikon<br>| 20076 | &nbsp;&nbsp; 98083 |
|  | Orell Fuessli AG | 108 | &nbsp;&nbsp; 13944 |
| #\* | Orior AG | 654 | &nbsp;&nbsp; 9850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Peach Property <br> Group AG<br>| 2652 | &nbsp;&nbsp; 19076 |
|  | Phoenix Mecano AG | 95 | &nbsp;&nbsp; 53700 |
|  | Plazza AG, Class A | 145 | &nbsp;&nbsp; 71099 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; PolyPeptide Group <br> AG<br>| 979 | &nbsp;&nbsp; 27230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PSP Swiss Property <br> AG<br>| 6211 | &nbsp;&nbsp; 1053785 |
| # | Rieter Holding AG | 369 | &nbsp;&nbsp; 28137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Romande Energie <br> Holding SA<br>| 1575 | &nbsp;&nbsp; 80511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schweiter <br> Technologies AG<br>| 122 | &nbsp;&nbsp; 56312 |
|  | SFS Group AG | 2453 | &nbsp;&nbsp; 316991 |
|  | Siegfried Holding AG | 5700 | &nbsp;&nbsp; 637295 |
|  | SIG Group AG | 25557 | &nbsp;&nbsp; 413481 |
|  | SKAN Group AG | 1231 | &nbsp;&nbsp; 112894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Softwareone Holding <br> AG<br>| 6202 | &nbsp;&nbsp; 50617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. Galler <br> Kantonalbank AG<br>| 393 | &nbsp;&nbsp; 239794 |
|  | Stadler Rail AG | 4427 | &nbsp;&nbsp; 116991 |
|  | Sulzer AG | 2945 | &nbsp;&nbsp; 566650 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Swatch Group AG <br> (UHR SW)<br>| 2237 | &nbsp;&nbsp; 395630 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Swatch Group AG <br> (UHRN SW)<br>| 3197 | &nbsp;&nbsp; 116445 |
|  | Swiss Prime Site AG | 9423 | &nbsp;&nbsp; 1303283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swissquote Group <br> Holding SA<br>| 2390 | &nbsp;&nbsp; 1588025 |
|  | Tecan Group AG | 763 | &nbsp;&nbsp; 151068 |
|  | Temenos AG | 8165 | &nbsp;&nbsp; 730315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thurgauer <br> Kantonalbank<br>| 118 | &nbsp;&nbsp; 22480 |
|  | TX Group AG | 513 | &nbsp;&nbsp; 139472 |
| \* | u-blox Holding AG | 983 | &nbsp;&nbsp; 122405 |
|  | Valiant Holding AG | 2513 | &nbsp;&nbsp; 395540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Varia U.S. Properties <br> AG<br>| 834 | &nbsp;&nbsp; 20586 |
| Ω | VAT Group AG | 274 | &nbsp;&nbsp; 95952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vaudoise Assurances <br> Holding SA<br>| 160 | &nbsp;&nbsp; 123487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vetropack Holding <br> AG<br>| 1753 | &nbsp;&nbsp; 64660 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | Vontobel Holding AG | 4050 | &nbsp;&nbsp; $295301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VP Bank AG, <br> Class A<br>| 427 | &nbsp;&nbsp; 40773 |
|  | VZ Holding AG | 2147 | &nbsp;&nbsp; 454411 |
|  | V-ZUG Holding AG | 260 | &nbsp;&nbsp; 16666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walliser <br> Kantonalbank<br>| 485 | &nbsp;&nbsp; 75241 |
|  | Warteck Invest AG | 35 | &nbsp;&nbsp; 85547 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ypsomed Holding <br> AG<br>| 719 | &nbsp;&nbsp; 344011 |
|  | Zehnder Group AG | 848 | &nbsp;&nbsp; 74714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zug Estates Holding <br> AG, Class B<br>| 41 | &nbsp;&nbsp; 108050 |
|  | Zuger Kantonalbank | 19 | &nbsp;&nbsp; 200034 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp; 29337306 |
| UNITED KINGDOM — (12.0%) | UNITED KINGDOM — (12.0%) | UNITED KINGDOM — (12.0%) | UNITED KINGDOM — (12.0%) |
|  | 4imprint Group PLC | 3540 | &nbsp;&nbsp; 167678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aberdeen Group <br> PLC<br>| 158796 | &nbsp;&nbsp; 419021 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Accesso Technology <br> Group PLC<br>| 3718 | &nbsp;&nbsp; 21976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Medical <br> Solutions Group <br> PLC<br>| 19397 | &nbsp;&nbsp; 52047 |
|  | AG Barr PLC | 10828 | &nbsp;&nbsp; 98364 |
|  | AJ Bell PLC | 63879 | &nbsp;&nbsp; 452427 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Alfa Financial <br> Software Holdings <br> PLC<br>| 12585 | &nbsp;&nbsp; 37986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anglo-Eastern <br> Plantations PLC<br>| 3206 | &nbsp;&nbsp; 37627 |
| \* | AO World PLC | 29565 | &nbsp;&nbsp; 36267 |
|  | Ashmore Group PLC | 60983 | &nbsp;&nbsp; 140551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ashtead Technology <br> Holdings PLC<br>| 9541 | &nbsp;&nbsp; 42173 |
| #\* | ASOS PLC | 3183 | &nbsp;&nbsp; 13024 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Aston Martin <br> Lagonda Global <br> Holdings PLC<br>| 12171 | &nbsp;&nbsp; 11195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atalaya Mining <br> Copper SA<br>| 8373 | &nbsp;&nbsp; 50466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Auction Technology <br> Group PLC<br>| 7425 | &nbsp;&nbsp; 48209 |
|  | Aviva PLC | 41079 | &nbsp;&nbsp; 350976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avon Technologies <br> PLC<br>| 672 | &nbsp;&nbsp; 18746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B&M European Value <br> Retail SA<br>| 36966 | &nbsp;&nbsp; 109267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Babcock International <br> Group PLC<br>| 64475 | &nbsp;&nbsp; 883973 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group <br> PLC<br>| 52189 | &nbsp;&nbsp; 161567 |
|  | Balfour Beatty PLC | 80013 | &nbsp;&nbsp; 571812 |
|  | Barratt Redrow PLC | 28328 | &nbsp;&nbsp; 139500 |
|  | Beazley PLC | 38950 | &nbsp;&nbsp; 458937 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Begbies Traynor <br> Group PLC<br>| 6119 | &nbsp;&nbsp; $9685 |
|  | Bellway PLC | 22114 | &nbsp;&nbsp; 723747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berkeley Group <br> Holdings PLC<br>| 7671 | &nbsp;&nbsp; 368912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bloomsbury <br> Publishing PLC<br>| 14973 | &nbsp;&nbsp; 94451 |
|  | Bodycote PLC | 22425 | &nbsp;&nbsp; 188224 |
| #\* | boohoo Group PLC | 115749 | &nbsp;&nbsp; 26514 |
|  | Breedon Group PLC | 29120 | &nbsp;&nbsp; 138815 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Bridgepoint Group <br> PLC<br>| 36501 | &nbsp;&nbsp; 157364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brooks Macdonald <br> Group PLC<br>| 1728 | &nbsp;&nbsp; 41193 |
| \* | Burberry Group PLC | 23570 | &nbsp;&nbsp; 399815 |
|  | Burford Capital Ltd. | 40048 | &nbsp;&nbsp; 508057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bytes Technology <br> Group PLC (BYIT <br> LN)<br>| 31641 | &nbsp;&nbsp; 152671 |
|  | C&C Group PLC | 46348 | &nbsp;&nbsp; 108291 |
| \* | Capita PLC | 16242 | &nbsp;&nbsp; 64825 |
|  | Capital Ltd. | 18600 | &nbsp;&nbsp; 23131 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Capricorn Energy <br> PLC<br>| 15872 | &nbsp;&nbsp; 47508 |
|  | Card Factory PLC | 36595 | &nbsp;&nbsp; 49258 |
|  | Carr's Group PLC | 3571 | &nbsp;&nbsp; 6812 |
|  | Castings PLC | 4744 | &nbsp;&nbsp; 17924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Asia Metals <br> PLC<br>| 23942 | &nbsp;&nbsp; 46280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chemring Group <br> PLC<br>| 35709 | &nbsp;&nbsp; 258608 |
|  | Chesnara PLC | 38493 | &nbsp;&nbsp; 133972 |
|  | Clarkson PLC | 4093 | &nbsp;&nbsp; 186372 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Close Brothers Group <br> PLC<br>| 20450 | &nbsp;&nbsp; 108683 |
| Ω | CMC Markets PLC | 20029 | &nbsp;&nbsp; 60035 |
|  | Coats Group PLC | 226657 | &nbsp;&nbsp; 221071 |
|  | Cohort PLC | 1455 | &nbsp;&nbsp; 27967 |
|  | Computacenter PLC | 10177 | &nbsp;&nbsp; 307582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Conduit Holdings <br> Ltd.<br>| 2750 | &nbsp;&nbsp; 11061 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; ConvaTec Group <br> PLC<br>| 48123 | &nbsp;&nbsp; 148268 |
|  | Costain Group PLC | 37051 | &nbsp;&nbsp; 80184 |
|  | Cranswick PLC | 7370 | &nbsp;&nbsp; 516143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crest Nicholson <br> Holdings PLC<br>| 39673 | &nbsp;&nbsp; 95490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Croda International <br> PLC<br>| 9603 | &nbsp;&nbsp; 330513 |
| \* | Currys PLC | 162568 | &nbsp;&nbsp; 241914 |
|  | CVS Group PLC | 7474 | &nbsp;&nbsp; 120992 |
|  | DCC PLC | 7298 | &nbsp;&nbsp; 457081 |
| \* | DFS Furniture PLC | 28727 | &nbsp;&nbsp; 60568 |
| \* | Dialight PLC | 1573 | &nbsp;&nbsp; 4286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DiscoverIE Group <br> PLC<br>| 13083 | &nbsp;&nbsp; 119213 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diversified Energy <br> Co. PLC (DEC <br> LN)<br>| 5748 | &nbsp;&nbsp; $86221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Domino's Pizza <br> Group PLC<br>| 54669 | &nbsp;&nbsp; 173049 |
|  | dotdigital group PLC | 39655 | &nbsp;&nbsp; 37833 |
|  | Dr. Martens PLC | 59425 | &nbsp;&nbsp; 63389 |
|  | Drax Group PLC | 56007 | &nbsp;&nbsp; 523080 |
|  | Dunelm Group PLC | 22816 | &nbsp;&nbsp; 366000 |
|  | easyJet PLC | 28834 | &nbsp;&nbsp; 186967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ecora Resources <br> PLC<br>| 27228 | &nbsp;&nbsp; 24493 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EKF Diagnostics <br> Holdings PLC<br>| 40219 | &nbsp;&nbsp; 16384 |
|  | Elementis PLC | 93313 | &nbsp;&nbsp; 213524 |
|  | Energean PLC | 15023 | &nbsp;&nbsp; 181301 |
|  | EnQuest PLC | 368832 | &nbsp;&nbsp; 67514 |
|  | Entain PLC | 6110 | &nbsp;&nbsp; 82049 |
|  | Epwin Group PLC | 39 | &nbsp;&nbsp; 49 |
|  | Essentra PLC | 27960 | &nbsp;&nbsp; 38586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FDM Group Holdings <br> PLC<br>| 12308 | &nbsp;&nbsp; 19742 |
|  | Firstgroup PLC | 130935 | &nbsp;&nbsp; 389569 |
| Ω | Forterra PLC | 26491 | &nbsp;&nbsp; 70241 |
|  | Foxtons Group PLC | 63052 | &nbsp;&nbsp; 48697 |
| \* | Frasers Group PLC | 19915 | &nbsp;&nbsp; 180310 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Frontier <br> Developments <br> PLC<br>| 2549 | &nbsp;&nbsp; 12417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuller Smith & Turner <br> PLC, Class A<br>| 5788 | &nbsp;&nbsp; 45067 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Funding Circle <br> Holdings PLC<br>| 26177 | &nbsp;&nbsp; 46614 |
|  | Future PLC | 11695 | &nbsp;&nbsp; 109379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galliford Try Holdings <br> PLC<br>| 19567 | &nbsp;&nbsp; 112872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Games Workshop <br> Group PLC<br>| 4757 | &nbsp;&nbsp; 1019245 |
| \* | Gaming Realms PLC | 21915 | &nbsp;&nbsp; 15579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gamma <br> Communications <br> PLC<br>| 10921 | &nbsp;&nbsp; 156735 |
|  | GB Group PLC | 26873 | &nbsp;&nbsp; 82793 |
| \* | Genel Energy PLC | 20214 | &nbsp;&nbsp; 16229 |
|  | Genuit Group PLC | 52378 | &nbsp;&nbsp; 269040 |
| \* | Georgia Capital PLC | 6426 | &nbsp;&nbsp; 180205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gooch & Housego <br> PLC<br>| 2118 | &nbsp;&nbsp; 16916 |
|  | Goodwin PLC | 172 | &nbsp;&nbsp; 19243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grafton Group PLC, <br> CDI<br>| 30552 | &nbsp;&nbsp; 358171 |
|  | Grainger PLC | 102954 | &nbsp;&nbsp; 278344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group <br> PLC<br>| 94282 | &nbsp;&nbsp; 320107 |
|  | Greggs PLC | 11169 | &nbsp;&nbsp; 232254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Keystone <br> Petroleum Ltd.<br>| 47620 | &nbsp;&nbsp; 103189 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Marine Services <br> PLC<br>| 6061 | &nbsp;&nbsp; $1643 |
| \*Ω | Gym Group PLC | 22995 | &nbsp;&nbsp; 44611 |
|  | H&T Group PLC | 2759 | &nbsp;&nbsp; 23543 |
|  | Halfords Group PLC | 37620 | &nbsp;&nbsp; 71329 |
|  | Harbour Energy PLC | 78816 | &nbsp;&nbsp; 207281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hargreaves Services <br> PLC<br>| 1423 | &nbsp;&nbsp; 13977 |
|  | Harworth Group PLC | 24301 | &nbsp;&nbsp; 60521 |
|  | Hays PLC | 71088 | &nbsp;&nbsp; 59756 |
| \* | Headlam Group PLC | 13204 | &nbsp;&nbsp; 14310 |
|  | Helical PLC | 1868 | &nbsp;&nbsp; 5579 |
| \* | Helios Towers PLC | 123562 | &nbsp;&nbsp; 193681 |
|  | Henry Boot PLC | 13323 | &nbsp;&nbsp; 40380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hikma <br> Pharmaceuticals <br> PLC<br>| 13339 | &nbsp;&nbsp; 344776 |
|  | Hill & Smith PLC | 13237 | &nbsp;&nbsp; 356270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hilton Food Group <br> PLC<br>| 9754 | &nbsp;&nbsp; 109359 |
|  | Hiscox Ltd. | 40810 | &nbsp;&nbsp; 694806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hochschild Mining <br> PLC<br>| 68954 | &nbsp;&nbsp; 253411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hollywood Bowl <br> Group PLC<br>| 23602 | &nbsp;&nbsp; 76619 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hostelworld Group <br> PLC<br>| 3800 | &nbsp;&nbsp; 5893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Howden Joinery <br> Group PLC<br>| 45840 | &nbsp;&nbsp; 530670 |
|  | Hunting PLC | 21793 | &nbsp;&nbsp; 90453 |
| Ω | Ibstock PLC | 46814 | &nbsp;&nbsp; 92672 |
| # | IDOX PLC | 36392 | &nbsp;&nbsp; 29773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IG Group Holdings <br> PLC<br>| 40370 | &nbsp;&nbsp; 601142 |
|  | IMI PLC | 16727 | &nbsp;&nbsp; 488678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Impax Asset <br> Management <br> Group PLC<br>| 5042 | &nbsp;&nbsp; 13171 |
|  | Inchcape PLC | 47249 | &nbsp;&nbsp; 437283 |
| \* | Indivior PLC | 2073 | &nbsp;&nbsp; 41875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IntegraFin Holdings <br> PLC<br>| 27228 | &nbsp;&nbsp; 128911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Personal <br> Finance PLC<br>| 40760 | &nbsp;&nbsp; 113526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Workplace Group <br> PLC<br>| 116707 | &nbsp;&nbsp; 340519 |
|  | Investec PLC | 21763 | &nbsp;&nbsp; 160978 |
|  | iomart Group PLC | 16597 | &nbsp;&nbsp; 5040 |
| \* | IP Group PLC | 112572 | &nbsp;&nbsp; 83114 |
|  | Ithaca Energy PLC | 13903 | &nbsp;&nbsp; 31930 |
|  | ITV PLC | 567619 | &nbsp;&nbsp; 615691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J D Wetherspoon <br> PLC<br>| 13350 | &nbsp;&nbsp; 132316 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; James Fisher & Sons <br> PLC<br>| 6723 | &nbsp;&nbsp; 32818 |
|  | James Halstead PLC | 42326 | &nbsp;&nbsp; 82129 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JD Sports Fashion <br> PLC<br>| 116844 | &nbsp;&nbsp; $131156 |
|  | JET2 PLC | 18252 | &nbsp;&nbsp; 390946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; John Wood Group <br> PLC<br>| 73731 | &nbsp;&nbsp; 17956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Matthey <br> PLC<br>| 16592 | &nbsp;&nbsp; 386607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Service <br> Group PLC<br>| 68407 | &nbsp;&nbsp; 127352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jupiter Fund <br> Management PLC<br>| 65869 | &nbsp;&nbsp; 111978 |
|  | Just Group PLC | 152125 | &nbsp;&nbsp; 423074 |
|  | Kainos Group PLC | 8664 | &nbsp;&nbsp; 84538 |
|  | Keller Group PLC | 11585 | &nbsp;&nbsp; 202349 |
|  | Kier Group PLC | 96324 | &nbsp;&nbsp; 251801 |
|  | Kingfisher PLC | 101256 | &nbsp;&nbsp; 360046 |
|  | Kitwave Group PLC | 3322 | &nbsp;&nbsp; 10739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Knights Group <br> Holdings PLC<br>| 5278 | &nbsp;&nbsp; 11967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lancashire Holdings <br> Ltd.<br>| 35221 | &nbsp;&nbsp; 290841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lion Finance Group <br> PLC<br>| 6114 | &nbsp;&nbsp; 612954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liontrust Asset <br> Management PLC<br>| 9051 | &nbsp;&nbsp; 42479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; London Investment <br> Group PLC<br>| 2089 | &nbsp;&nbsp; 9802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LSL Property <br> Services PLC<br>| 9596 | &nbsp;&nbsp; 37591 |
| Ω | Luceco PLC | 8203 | &nbsp;&nbsp; 13860 |
|  | M&C Saatchi PLC | 3423 | &nbsp;&nbsp; 8292 |
|  | M&G PLC | 49393 | &nbsp;&nbsp; 170005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macfarlane Group <br> PLC<br>| 19165 | &nbsp;&nbsp; 25100 |
|  | Man Group PLC | 194764 | &nbsp;&nbsp; 422977 |
|  | Marshalls PLC | 22922 | &nbsp;&nbsp; 62545 |
| \* | Marston's PLC | 104647 | &nbsp;&nbsp; 59157 |
| \* | McBride PLC | 30429 | &nbsp;&nbsp; 49921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Me Group <br> International PLC<br>| 40883 | &nbsp;&nbsp; 119796 |
|  | Mears Group PLC | 18054 | &nbsp;&nbsp; 92878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Metro Bank Holdings <br> PLC<br>| 24939 | &nbsp;&nbsp; 42438 |
|  | Midwich Group PLC | 8466 | &nbsp;&nbsp; 25544 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mitchells & Butlers <br> PLC<br>| 57716 | &nbsp;&nbsp; 210339 |
|  | Mitie Group PLC | 182589 | &nbsp;&nbsp; 338571 |
|  | MJ Gleeson PLC | 7302 | &nbsp;&nbsp; 34822 |
| \* | Mobico Group PLC | 102728 | &nbsp;&nbsp; 49151 |
|  | Mondi PLC | 24342 | &nbsp;&nbsp; 329061 |
|  | MONY Group PLC | 72167 | &nbsp;&nbsp; 190938 |
|  | Moonpig Group PLC | 43083 | &nbsp;&nbsp; 121783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Advanced <br> Materials PLC<br>| 34605 | &nbsp;&nbsp; 105873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Sindall <br> Group PLC<br>| 6870 | &nbsp;&nbsp; 416797 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mortgage Advice <br> Bureau Holdings <br> Ltd.<br>| 4749 | &nbsp;&nbsp; $50633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mountview Estates <br> PLC<br>| 77 | &nbsp;&nbsp; 9975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MP Evans Group <br> PLC<br>| 5183 | &nbsp;&nbsp; 90927 |
|  | NCC Group PLC | 43338 | &nbsp;&nbsp; 85975 |
|  | Next 15 Group PLC | 9568 | &nbsp;&nbsp; 35443 |
|  | Nichols PLC | 1407 | &nbsp;&nbsp; 24507 |
|  | Ninety One PLC | 59361 | &nbsp;&nbsp; 147111 |
|  | Norcros PLC | 7961 | &nbsp;&nbsp; 30742 |
| \* | Ocado Group PLC | 41521 | &nbsp;&nbsp; 172087 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; On the Beach Group <br> PLC<br>| 18670 | &nbsp;&nbsp; 66459 |
|  | OSB Group PLC | 57929 | &nbsp;&nbsp; 423736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oxford Instruments <br> PLC<br>| 2908 | &nbsp;&nbsp; 69514 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oxford Nanopore <br> Technologies PLC<br>| 15807 | &nbsp;&nbsp; 42371 |
|  | Pagegroup PLC | 38658 | &nbsp;&nbsp; 135216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan African <br> Resources PLC<br>| 428330 | &nbsp;&nbsp; 300699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paragon Banking <br> Group PLC<br>| 33407 | &nbsp;&nbsp; 398394 |
|  | PayPoint PLC | 10366 | &nbsp;&nbsp; 99138 |
|  | Pennon Group PLC | 56781 | &nbsp;&nbsp; 375122 |
|  | Persimmon PLC | 34159 | &nbsp;&nbsp; 515075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pets at Home Group <br> PLC<br>| 62931 | &nbsp;&nbsp; 189563 |
|  | Pharos Energy PLC | 20801 | &nbsp;&nbsp; 5976 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Spree <br> Deutschland Ltd.<br>| 8962 | &nbsp;&nbsp; 19209 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pinewood <br> Technologies <br> Group PLC<br>| 8938 | &nbsp;&nbsp; 56946 |
|  | Playtech PLC | 42562 | &nbsp;&nbsp; 223407 |
|  | Plus500 Ltd. | 16722 | &nbsp;&nbsp; 742149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polar Capital <br> Holdings PLC<br>| 10376 | &nbsp;&nbsp; 64951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pollen Street Group <br> Ltd.<br>| 1118 | &nbsp;&nbsp; 12462 |
|  | Porvair PLC | 3538 | &nbsp;&nbsp; 34495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PPHE Hotel Group <br> Ltd.<br>| 2621 | &nbsp;&nbsp; 56388 |
|  | Premier Foods PLC | 100223 | &nbsp;&nbsp; 254716 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PureTech Health PLC <br> (PRTC LN)<br>| 28808 | &nbsp;&nbsp; 54357 |
|  | PZ Cussons PLC | 26682 | &nbsp;&nbsp; 24709 |
|  | QinetiQ Group PLC | 70252 | &nbsp;&nbsp; 460579 |
| Ω | Quilter PLC | 232618 | &nbsp;&nbsp; 519777 |
|  | Rank Group PLC | 24101 | &nbsp;&nbsp; 49815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rathbones Group <br> PLC<br>| 5396 | &nbsp;&nbsp; 136034 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Raven Property <br> Group Ltd.<br>| 45894 | &nbsp;&nbsp; 0 |
|  | Reach PLC | 49305 | &nbsp;&nbsp; 45255 |
|  | Record PLC | 11865 | &nbsp;&nbsp; 8750 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Renew Holdings <br> PLC<br>| 9219 | &nbsp;&nbsp; $102948 |
|  | Renold PLC | 21061 | &nbsp;&nbsp; 22308 |
|  | RHI Magnesita NV | 1686 | &nbsp;&nbsp; 53083 |
|  | Ricardo PLC | 9245 | &nbsp;&nbsp; 52336 |
|  | Rightmove PLC | 17843 | &nbsp;&nbsp; 192552 |
|  | Robert Walters PLC | 6706 | &nbsp;&nbsp; 12684 |
|  | Rotork PLC | 123367 | &nbsp;&nbsp; 529147 |
|  | RS Group PLC | 37664 | &nbsp;&nbsp; 277168 |
|  | RWS Holdings PLC | 19833 | &nbsp;&nbsp; 23446 |
|  | S&U PLC | 1186 | &nbsp;&nbsp; 28394 |
|  | S4 Capital PLC | 27204 | &nbsp;&nbsp; 8587 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Sabre Insurance <br> Group PLC<br>| 36053 | &nbsp;&nbsp; 72621 |
| \* | Saga PLC | 10855 | &nbsp;&nbsp; 25621 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Savannah Energy <br> PLC<br>| 107834 | &nbsp;&nbsp; 10254 |
|  | Savills PLC | 18326 | &nbsp;&nbsp; 236462 |
|  | Senior PLC | 59262 | &nbsp;&nbsp; 157922 |
|  | Serco Group PLC | 147642 | &nbsp;&nbsp; 406822 |
|  | Serica Energy PLC | 30512 | &nbsp;&nbsp; 67818 |
| \* | SIG PLC | 100181 | &nbsp;&nbsp; 18730 |
| \* | Sigmaroc PLC | 62392 | &nbsp;&nbsp; 94780 |
|  | Smiths News PLC | 41443 | &nbsp;&nbsp; 30250 |
|  | Softcat PLC | 16254 | &nbsp;&nbsp; 349589 |
| \* | SolGold PLC | 101626 | &nbsp;&nbsp; 13365 |
|  | Spectris PLC | 7596 | &nbsp;&nbsp; 398864 |
|  | Speedy Hire PLC | 89137 | &nbsp;&nbsp; 37246 |
|  | Spirax Group PLC | 2717 | &nbsp;&nbsp; 227056 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Spire Healthcare <br> Group PLC<br>| 38601 | &nbsp;&nbsp; 110523 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Spirent <br> Communications <br> PLC<br>| 77961 | &nbsp;&nbsp; 200456 |
|  | SSP Group PLC | 87707 | &nbsp;&nbsp; 197106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. James's Place <br> PLC<br>| 16450 | &nbsp;&nbsp; 283119 |
|  | SThree PLC | 17971 | &nbsp;&nbsp; 50122 |
| \* | Strix Group PLC | 17224 | &nbsp;&nbsp; 9569 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Studio Retail Group <br> PLC<br>| 5420 | &nbsp;&nbsp; 0 |
|  | STV Group PLC | 2980 | &nbsp;&nbsp; 4959 |
|  | Tate & Lyle PLC | 52039 | &nbsp;&nbsp; 367436 |
|  | Taylor Wimpey PLC | 327708 | &nbsp;&nbsp; 440926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TBC Bank Group <br> PLC<br>| 6722 | &nbsp;&nbsp; 429663 |
|  | Telecom Plus PLC | 8571 | &nbsp;&nbsp; 208816 |
| #\* | THG PLC | 35674 | &nbsp;&nbsp; 14223 |
|  | Topps Tiles PLC | 21096 | &nbsp;&nbsp; 10099 |
|  | TP ICAP Group PLC | 127002 | &nbsp;&nbsp; 512680 |
| \*Ω | Trainline PLC | 18585 | &nbsp;&nbsp; 66737 |
|  | Travis Perkins PLC | 33001 | &nbsp;&nbsp; 236433 |
|  | Treatt PLC | 1767 | &nbsp;&nbsp; 4705 |
|  | Tribal Group PLC | 5915 | &nbsp;&nbsp; 3750 |
|  | Trifast PLC | 13605 | &nbsp;&nbsp; 14922 |
|  | TT Electronics PLC | 37226 | &nbsp;&nbsp; 47742 |
| #\* | Tullow Oil PLC | 238014 | &nbsp;&nbsp; 44897 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ultimate Products <br> PLC<br>| 4833 | &nbsp;&nbsp; $3717 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vanquis Banking <br> Group PLC<br>| 19558 | &nbsp;&nbsp; 25404 |
|  | Vertu Motors PLC | 37928 | &nbsp;&nbsp; 30353 |
|  | Vesuvius PLC | 33003 | &nbsp;&nbsp; 154855 |
|  | Victrex PLC | 10081 | &nbsp;&nbsp; 91264 |
| \* | Videndum PLC | 9739 | &nbsp;&nbsp; 14208 |
| \* | Vistry Group PLC | 43603 | &nbsp;&nbsp; 334175 |
| # | Volex PLC | 16946 | &nbsp;&nbsp; 83148 |
|  | Volution Group PLC | 27412 | &nbsp;&nbsp; 242993 |
|  | Vp PLC | 3850 | &nbsp;&nbsp; 30439 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Watches of <br> Switzerland Group <br> PLC<br>| 21501 | &nbsp;&nbsp; 98885 |
| \* | Watkin Jones PLC | 29876 | &nbsp;&nbsp; 10209 |
|  | WH Smith PLC | 17076 | &nbsp;&nbsp; 230498 |
|  | Whitbread PLC | 10885 | &nbsp;&nbsp; 437259 |
|  | Wickes Group PLC | 43591 | &nbsp;&nbsp; 127277 |
|  | Wilmington PLC | 6879 | &nbsp;&nbsp; 30822 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; WPP PLC (WPP US), <br> Sponsored ADR<br>| 4257 | &nbsp;&nbsp; 115280 |
| \* | Xaar PLC | 10372 | &nbsp;&nbsp; 16973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; XPS Pensions Group <br> PLC<br>| 28163 | &nbsp;&nbsp; 137656 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Young & Co.'s <br> Brewery PLC <br> (YNGA LN), <br> Class A<br>| 3702 | &nbsp;&nbsp; 44123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Young & Co.'s <br> Brewery PLC <br> (YNGN LN)<br>| 2921 | &nbsp;&nbsp; 23898 |
|  | Zigup PLC | 33311 | &nbsp;&nbsp; 147438 |
|  | Zotefoams PLC | 3070 | &nbsp;&nbsp; 11245 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  | &nbsp;&nbsp; 45358841 |
| UNITED STATES — (0.0%) | UNITED STATES — (0.0%) | UNITED STATES — (0.0%) | UNITED STATES — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ADTRAN Holdings, <br> Inc.<br>| 3025 | &nbsp;&nbsp; 28184 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gran Tierra Energy, <br> Inc. (GTE CN)<br>| 3391 | &nbsp;&nbsp; 15198 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp; 43382 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 357704897 |
| PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) |
| GERMANY — (0.4%) | GERMANY — (0.4%) | GERMANY — (0.4%) | GERMANY — (0.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Draegerwerk AG & <br> Co. KGaA, <br> 2.896%<br>| 1245 | &nbsp;&nbsp; 99336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Einhell Germany AG, <br> 2.038%<br>| 762 | &nbsp;&nbsp; 64683 |
| # | FUCHS SE, 2.921% | 9860 | &nbsp;&nbsp; 451196 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jungheinrich AG, <br> 2.380%<br>| 6075 | &nbsp;&nbsp; $232904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Porsche Automobil <br> Holding SE, <br> 5.422%<br>| 6861 | &nbsp;&nbsp; 275360 |
|  | Sixt SE, 4.466% | 2482 | &nbsp;&nbsp; 173091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STO SE & Co. <br> KGaA, 2.674%<br>| 368 | &nbsp;&nbsp; 52395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Villeroy & Boch AG, <br> 5.263%<br>| 1074 | &nbsp;&nbsp; 20865 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 1369830 |
| 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>| 1997 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Silver Mines Ltd. <br> Warrants 06/17/26<br>| 4488 | &nbsp;&nbsp; 30 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp; 30 |
| 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>| 42977 | &nbsp;&nbsp; 112 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Geox SpA Warrants <br> 09/30/2026<br>| 3525 | &nbsp;&nbsp; $222 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Webuild SpA <br> Warrants <br> 08/02/2030<br>| 1925 | &nbsp;&nbsp; 0 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS |  | &nbsp;&nbsp; 364 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $304,238,076) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $304,238,076) |  | &nbsp;&nbsp; 359075091 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (5.2%) | SECURITIES LENDING COLLATERAL — (5.2%) | SECURITIES LENDING COLLATERAL — (5.2%) | SECURITIES LENDING COLLATERAL — (5.2%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 1712807 | &nbsp;&nbsp; 19812035 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $324,049,265)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $324,049,265)^^ |  | &nbsp;&nbsp; $378887126 |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $13,739,652 or 3.8% of net assets.

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; $98474 | &nbsp;&nbsp;&nbsp; $21566600 | &nbsp;&nbsp;&nbsp; $24325 | &nbsp;&nbsp;&nbsp; $21689399 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5586377 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5586377 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp;&nbsp; 24509 | &nbsp;&nbsp;&nbsp; 5708277 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5732786 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; 41788404 | &nbsp;&nbsp;&nbsp; 8383 | &nbsp;&nbsp;&nbsp; 188 | &nbsp;&nbsp;&nbsp; 41796975 |
| &nbsp;&nbsp;&nbsp;&nbsp; China | &nbsp;&nbsp;&nbsp; 375240 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 375240 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8931468 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8931468 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10193741 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10193741 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 20560789 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 20560789 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; 608504 | &nbsp;&nbsp;&nbsp; 22751307 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 23359811 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6599748 | &nbsp;&nbsp;&nbsp; 3782 | &nbsp;&nbsp;&nbsp; 6603530 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1026468 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1026468 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel | &nbsp;&nbsp;&nbsp; 69612 | &nbsp;&nbsp;&nbsp; 4246633 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4316245 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15751642 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15751642 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 78541567 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 78541567 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; 298647 | &nbsp;&nbsp;&nbsp; 8480930 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8779577 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1106110 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1106110 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; 79121 | &nbsp;&nbsp;&nbsp; 3040238 | &nbsp;&nbsp;&nbsp; 24628 | &nbsp;&nbsp;&nbsp; 3143987 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portugal | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2297722 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2297722 |

---

------

**Dimensional VA International Small 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; Singapore | &nbsp;&nbsp;&nbsp; $13893 | &nbsp;&nbsp;&nbsp; $3413533 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $3427426 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8979411 | &nbsp;&nbsp;&nbsp; $979 | &nbsp;&nbsp;&nbsp; 8980390 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; 16697 | &nbsp;&nbsp;&nbsp; 10747421 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10764118 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 29337306 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 29337306 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; 115280 | &nbsp;&nbsp;&nbsp; 45243561 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 45358841 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; 15198 | &nbsp;&nbsp;&nbsp; 28184 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 43382 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1369830 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1369830 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 30 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 112 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 222 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 222 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 19812035 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 19812035 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $43503579 | &nbsp;&nbsp;&nbsp; $335329645 | &nbsp;&nbsp;&nbsp; $53,902˂˃ | &nbsp;&nbsp;&nbsp; $378887126 |

---

&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>|

---

------

**Dimensional VA Short-Term Fixed Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face** <br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (1.4%) | AGENCY OBLIGATIONS — (1.4%) | AGENCY OBLIGATIONS — (1.4%) | AGENCY OBLIGATIONS — (1.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal Farm Credit Banks <br> Funding Corp., SOFR + <br> 0.115%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Federal Farm Credit Banks <br> Funding Corp., SOFR + <br> 0.115%, FRN |  |  |
| (r) | 4.435%, 02/10/27 | 1700 | &nbsp;&nbsp; $1700360 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal Farm Credit Banks <br> Funding Corp., SOFR + <br> 0.120%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Federal Farm Credit Banks <br> Funding Corp., SOFR + <br> 0.120%, FRN |  |  |
| (r) | 4.440%, 07/10/26 | 300 | &nbsp;&nbsp; 300233 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan <br> Mortgage Corp., SOFR <br> + 0.115%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan <br> Mortgage Corp., SOFR <br> + 0.115%, FRN |  |  |
| (r) | 4.435%, 05/05/27 | 4000 | &nbsp;&nbsp; 3999961 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL AGENCY <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL AGENCY <br> OBLIGATIONS |  | &nbsp;&nbsp; 6000554 |
| BONDS — (12.1%) | BONDS — (12.1%) | BONDS — (12.1%) | BONDS — (12.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Asian Development Bank, <br> SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Asian Development Bank, <br> SOFR + 1.000%, FRN |  |  |
| (r) | 5.348%, 06/16/26 | 569 | &nbsp;&nbsp; 572704 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.220%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.220%, FRN |  |  |
| (r) | 4.564%, 04/15/26 | 3000 | &nbsp;&nbsp; 3000965 |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.560%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.560%, FRN |  |  |
| (r)Ω | 4.932%, 03/18/26 | 1400 | &nbsp;&nbsp; 1402224 |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.810%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.810%, FRN |  |  |
| (r)Ω | 5.188%, 01/18/27 | 1100 | &nbsp;&nbsp; 1107221 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chevron USA, Inc., SOFR <br> + 0.360%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Chevron USA, Inc., SOFR <br> + 0.360%, FRN |  |  |
| (r) | 4.704%, 02/26/27 | 2470 | &nbsp;&nbsp; 2474123 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia, SOFR + <br> 0.460%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia, SOFR + <br> 0.460%, FRN |  |  |
| (r)Ω | 4.816%, 11/27/26 | 1850 | &nbsp;&nbsp; 1853741 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia, SOFR + <br> 0.630%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia, SOFR + <br> 0.630%, FRN |  |  |
| (r)Ω | 4.996%, 09/12/25 | 3425 | &nbsp;&nbsp; 3427052 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, SOFR + 0.590%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, SOFR + 0.590%, <br> FRN |  |  |
| (r) | 4.935%, 05/27/27 | 4330 | &nbsp;&nbsp; 4340639 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, SOFR + 0.620%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, SOFR + 0.620%, <br> FRN |  |  |
| (r) | 4.965%, 08/28/26 | 3650 | &nbsp;&nbsp; 3663487 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CPPIB Capital, Inc., SOFR <br> + 1.250%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; CPPIB Capital, Inc., SOFR <br> + 1.250%, FRN |  |  |
| (r) | 5.596%, 03/11/26 | 795 | &nbsp;&nbsp; $799685 |
| &nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings Ltd., <br> SOFR + 0.610%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings Ltd., <br> SOFR + 0.610%, FRN |  |  |
| (r)Ω | 4.972%, 09/12/25 | 5950 | &nbsp;&nbsp; 5951368 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.170%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.170%, FRN |  |  |
| (r) | 4.518%, 09/16/26 | 200 | &nbsp;&nbsp; 200004 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.280%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.280%, FRN |  |  |
| (r) | 4.624%, 04/12/27 | 1105 | &nbsp;&nbsp; 1105408 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.280%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.280%, FRN |  |  |
| (r) | 4.622%, 02/23/27 | 361 | &nbsp;&nbsp; 361332 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.310%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.310%, FRN |  |  |
| (r) | 4.658%, 09/18/25 | 430 | &nbsp;&nbsp; 429970 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.370%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.370%, FRN |  |  |
| (r) | 4.714%, 01/12/27 | 3500 | &nbsp;&nbsp; 3505917 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN |  |  |
| (r) | 4.966%, 04/29/26 | 1000 | &nbsp;&nbsp; 1002785 |
| &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) | 5.346%, 12/08/26 | 500 | &nbsp;&nbsp; 503730 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kommunalbanken AS, <br> SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Kommunalbanken AS, <br> SOFR + 1.000%, FRN |  |  |
| (r) | 5.348%, 06/17/26 | 200 | &nbsp;&nbsp; 201161 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN |  |  |
| (r)Ω | 4.912%, 05/20/27 | 250 | &nbsp;&nbsp; 250632 |
| &nbsp;&nbsp;&nbsp;&nbsp; Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN |  |  |
| (r) | 5.342%, 08/03/26 | 1000 | &nbsp;&nbsp; 1007525 |
| &nbsp;&nbsp;&nbsp;&nbsp; Svenska Handelsbanken <br> AB, SOFR + 1.250%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Svenska Handelsbanken <br> AB, SOFR + 1.250%, <br> FRN |  |  |
| (r)Ω | 5.599%, 06/15/26 | 650 | &nbsp;&nbsp; 655171 |

---

------

**Dimensional VA Short-Term Fixed Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Walmart, Inc., SOFR + <br> 0.430%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Walmart, Inc., SOFR + <br> 0.430%, FRN |  |  |
| (r) | 4.775%, 04/28/27 | 1050 | &nbsp;&nbsp; $1054276 |
| &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> SOFR + 0.420%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> SOFR + 0.420%, FRN |  |  |
| (r) | 4.798%, 04/16/26 | 6000 | &nbsp;&nbsp; 6005615 |
| &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> SOFR + 0.460%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> SOFR + 0.460%, FRN |  |  |
| (r) | 4.838%, 10/20/26 | 2900 | &nbsp;&nbsp; 2904152 |
| &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> SOFR + 1.000%, FRN |  |  |
| (r) | 5.354%, 08/26/25 | 2500 | &nbsp;&nbsp; 2501528 |
| TOTAL BONDS | TOTAL BONDS |  | &nbsp;&nbsp; 50282415 |
| U.S. TREASURY OBLIGATIONS — (25.2%) | U.S. TREASURY OBLIGATIONS — (25.2%) | U.S. TREASURY OBLIGATIONS — (25.2%) | U.S. TREASURY OBLIGATIONS — (25.2%) |
| U.S. Treasury Bills | U.S. Treasury Bills |  |  |
| ∞ | 4.433%, 08/07/25 | 4000 | &nbsp;&nbsp; 3997154 |
| ∞ | 4.410%, 08/19/25 | 4000 | &nbsp;&nbsp; 3991428 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.098%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.098%, <br> FRN |  |  |
| (r) | 4.379%, 01/31/27 | 1000 | &nbsp;&nbsp; 999805 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.150%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.150%, <br> FRN |  |  |
| (r) | 4.431%, 04/30/26 | 13500 | &nbsp;&nbsp; 13510418 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.160%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.160%, <br> FRN |  |  |
| (r) | 4.441%, 04/30/27 | 37250 | &nbsp;&nbsp; 37272019 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.170%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.170%, <br> FRN |  |  |
| (r) | 4.451%, 10/31/25 | 16850 | &nbsp;&nbsp; 16856491 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.182%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.182%, <br> FRN |  |  |
| (r) | 4.463%, 07/31/26 | 5800 | &nbsp;&nbsp; 5806142 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.245%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.245%, <br> FRN |  |  |
| (r) | 4.526%, 01/31/26 | 9000 | &nbsp;&nbsp; 9008903 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S.Treasury Notes, 3M <br> USTMMR + 0.159%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; U.S.Treasury Notes, 3M <br> USTMMR + 0.159%, <br> FRN |  |  |
| (r) | 4.440%, 07/31/27 | 13750 | &nbsp;&nbsp; 13766545 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS |  | &nbsp;&nbsp; 105208905 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| COMMERCIAL PAPER — (55.0%) | COMMERCIAL PAPER — (55.0%) | COMMERCIAL PAPER — (55.0%) | COMMERCIAL PAPER — (55.0%) |
| Alphabet, Inc. | Alphabet, Inc. |  |  |
| Ω | 4.449%, 09/23/25 | 750 | &nbsp;&nbsp; 745129 |
| Apple, Inc. | Apple, Inc. |  |  |
| Ω | 4.409%, 09/19/25 | 2000 | &nbsp;&nbsp; 1988028 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd. |  |  |
| Ω | 4.477%, 08/06/25 | 2500 | &nbsp;&nbsp; $2498201 |
| BNG Bank NV | BNG Bank NV |  |  |
| Ω | 4.417%, 08/06/25 | 4000 | &nbsp;&nbsp; 3997148 |
| Ω | 4.425%, 08/11/25 | 3300 | &nbsp;&nbsp; 3295640 |
| Ω | 4.417%, 09/02/25 | 250 | &nbsp;&nbsp; 249015 |
| Ω | 4.428%, 09/18/25 | 3750 | &nbsp;&nbsp; 3728163 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de <br> la Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de <br> la Dette Sociale |  |  |
| Ω | 4.459%, 08/28/25 | 1000 | &nbsp;&nbsp; 996636 |
| Ω | 4.460%, 08/28/25 | 2000 | &nbsp;&nbsp; 1993272 |
| Ω | 4.421%, 09/29/25 | 250 | &nbsp;&nbsp; 248183 |
| Ω | 4.431%, 10/14/25 | 3500 | &nbsp;&nbsp; 3468208 |
| Ω | 4.429%, 10/16/25 | 2750 | &nbsp;&nbsp; 2724355 |
| Ω | 4.444%, 10/17/25 | 2000 | &nbsp;&nbsp; 1981107 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations | &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations |  |  |
| Ω | 4.455%, 08/07/25 | 500 | &nbsp;&nbsp; 499580 |
| Ω | 4.449%, 09/09/25 | 500 | &nbsp;&nbsp; 497583 |
| Ω | 4.435%, 09/11/25 | 2000 | &nbsp;&nbsp; 1989845 |
| Ω | 4.476%, 09/11/25 | 500 | &nbsp;&nbsp; 497461 |
| Ω | 4.196%, 09/22/25 | 2250 | &nbsp;&nbsp; 2235565 |
| Ω | 4.414%, 10/29/25 | 3000 | &nbsp;&nbsp; 2967375 |
| Ω | 4.432%, 10/31/25 | 2000 | &nbsp;&nbsp; 1977770 |
| Ω | 4.258%, 11/03/25 | 1000 | &nbsp;&nbsp; 988525 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce |  |  |
| Ω | 4.466%, 08/05/25 | 2500 | &nbsp;&nbsp; 2498487 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |
| Ω | 4.467%, 10/21/25 | 500 | &nbsp;&nbsp; 495020 |
| Ω | 4.436%, 08/07/25 | 1500 | &nbsp;&nbsp; 1498734 |
| Ω | 4.437%, 08/08/25 | 1500 | &nbsp;&nbsp; 1498553 |
| Ω | 4.426%, 08/14/25 | 3250 | &nbsp;&nbsp; 3244507 |
| Ω | 4.436%, 01/28/26 | 2200 | &nbsp;&nbsp; 2152001 |
| Chevron Corp. | Chevron Corp. |  |  |
| Ω | 4.444%, 08/27/25 | 2000 | &nbsp;&nbsp; 1993532 |
| Cisco Systems, Inc. | Cisco Systems, Inc. |  |  |
| Ω | 4.330%, 08/29/25 | 4000 | &nbsp;&nbsp; 3986049 |
| Ω | 4.397%, 09/19/25 | 5000 | &nbsp;&nbsp; 4969954 |
| DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| Ω | 4.465%, 08/27/25 | 2750 | &nbsp;&nbsp; 2741054 |
| Ω | 4.501%, 09/24/25 | 2750 | &nbsp;&nbsp; 2731675 |
| DNB Bank ASA | DNB Bank ASA |  |  |
| Ω | 4.434%, 10/14/25 | 250 | &nbsp;&nbsp; 247747 |
| Ω | 4.455%, 10/24/25 | 1750 | &nbsp;&nbsp; 1732110 |
| Ω | 4.418%, 10/27/25 | 4000 | &nbsp;&nbsp; 3957652 |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 4.444%, 08/05/25 | 2000 | &nbsp;&nbsp; 1998799 |
| Ω | 4.455%, 08/12/25 | 763 | &nbsp;&nbsp; 761898 |
| Ω | 4.459%, 08/22/25 | 3000 | &nbsp;&nbsp; 2992058 |
| Ω | 4.475%, 08/28/25 | 500 | &nbsp;&nbsp; 498316 |
| Ω | 4.447%, 08/29/25 | 1750 | &nbsp;&nbsp; 1743896 |
| Ω | 4.460%, 09/10/25 | 500 | &nbsp;&nbsp; 497532 |
| European Investment Bank | European Investment Bank |  |  |
|  | 4.451%, 09/16/25 | 3750 | &nbsp;&nbsp; 3728997 |

---

------

**Dimensional VA Short-Term Fixed Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Export Development <br> Canada | &nbsp;&nbsp;&nbsp;&nbsp; Export Development <br> Canada |  |  |
|  | 4.415%, 11/04/25 | 3000 | &nbsp;&nbsp; $2966144 |
|  | 4.433%, 11/05/25 | 500 | &nbsp;&nbsp; 494300 |
|  | 4.400%, 11/24/25 | 5000 | &nbsp;&nbsp; 4932248 |
| Hydro-Quebec | Hydro-Quebec |  |  |
| Ω | 4.440%, 09/15/25 | 2500 | &nbsp;&nbsp; 2486104 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kreditanstalt fuer <br> Wiederaufbau | &nbsp;&nbsp;&nbsp;&nbsp; Kreditanstalt fuer <br> Wiederaufbau |  |  |
| Ω | 3.210%, 08/07/25 | 4000 | &nbsp;&nbsp; 3996671 |
| Ω | 4.449%, 08/12/25 | 1750 | &nbsp;&nbsp; 1747503 |
| Ω | 4.431%, 08/12/25 | 1000 | &nbsp;&nbsp; 998573 |
| Ω | 4.446%, 08/12/25 | 1000 | &nbsp;&nbsp; 998573 |
| Ω | 4.446%, 08/15/25 | 500 | &nbsp;&nbsp; 499108 |
| Ω | 4.451%, 08/22/25 | 1000 | &nbsp;&nbsp; 997383 |
| Ω | 4.430%, 09/17/25 | 1750 | &nbsp;&nbsp; 1739967 |
| &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE |  |  |
| Ω | 4.433%, 08/11/25 | 1000 | &nbsp;&nbsp; 998680 |
| Ω | 4.413%, 08/18/25 | 1500 | &nbsp;&nbsp; 1496756 |
| Ω | 4.424%, 08/19/25 | 3000 | &nbsp;&nbsp; 2993152 |
| Ω | 4.451%, 10/14/25 | 2750 | &nbsp;&nbsp; 2725107 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp. | &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp. |  |  |
| Ω | 4.451%, 09/08/25 | 2000 | &nbsp;&nbsp; 1990577 |
| Ω | 4.451%, 09/09/25 | 1000 | &nbsp;&nbsp; 995167 |
| Ω | 4.452%, 09/10/25 | 4000 | &nbsp;&nbsp; 3980179 |
| Ω | 4.410%, 09/22/25 | 2000 | &nbsp;&nbsp; 1987169 |
| Ω | 4.434%, 09/23/25 | 500 | &nbsp;&nbsp; 496732 |
| Ω | 4.425%, 09/25/25 | 2000 | &nbsp;&nbsp; 1986440 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nederlandse <br> Waterschapsbank NV | &nbsp;&nbsp;&nbsp;&nbsp; Nederlandse <br> Waterschapsbank NV |  |  |
| Ω | 4.447%, 09/30/25 | 1250 | &nbsp;&nbsp; 1240894 |
| Ω | 4.434%, 09/17/25 | 4000 | &nbsp;&nbsp; 3976917 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nestle Finance <br> International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; Nestle Finance <br> International Ltd. |  |  |
| Ω | 4.439%, 08/04/25 | 500 | &nbsp;&nbsp; 499761 |
| Ω | 4.467%, 08/05/25 | 2000 | &nbsp;&nbsp; 1998804 |
| Ω | 4.459%, 08/20/25 | 3000 | &nbsp;&nbsp; 2992793 |
| Ω | 4.469%, 09/04/25 | 2000 | &nbsp;&nbsp; 1991574 |
| Ω | 4.470%, 09/04/25 | 3000 | &nbsp;&nbsp; 2987361 |
| Ω | 4.459%, 09/15/25 | 1000 | &nbsp;&nbsp; 994429 |
| Novartis Finance Corp. | Novartis Finance Corp. |  |  |
| Ω | 3.797%, 09/08/25 | 1500 | &nbsp;&nbsp; 1492961 |
| Ω | 4.437%, 09/09/25 | 2000 | &nbsp;&nbsp; 1990370 |
| NRW Bank | NRW Bank |  |  |
| Ω | 4.434%, 08/15/25 | 500 | &nbsp;&nbsp; 499097 |
| Ω | 4.448%, 08/25/25 | 2000 | &nbsp;&nbsp; 1993975 |
| Ω | 4.459%, 09/10/25 | 2500 | &nbsp;&nbsp; 2487643 |
| Ω | 4.392%, 09/26/25 | 2000 | &nbsp;&nbsp; 1986257 |
| Ω | 4.465%, 10/16/25 | 1500 | &nbsp;&nbsp; 1486130 |
| Ω | 4.459%, 11/12/25 | 500 | &nbsp;&nbsp; 493788 |
| Ω | 4.469%, 11/12/25 | 750 | &nbsp;&nbsp; 740682 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ontario Teachers' Finance <br> Trust | &nbsp;&nbsp;&nbsp;&nbsp; Ontario Teachers' Finance <br> Trust |  |  |
| Ω | 4.430%, 08/05/25 | 400 | &nbsp;&nbsp; 399760 |
| Procter & Gamble Co. | Procter & Gamble Co. |  |  |
| Ω | 4.417%, 10/20/25 | 2000 | &nbsp;&nbsp; 1980650 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Ω | 4.417%, 10/22/25 | 4000 | &nbsp;&nbsp; $3960344 |
| Ω | 4.418%, 10/24/25 | 4000 | &nbsp;&nbsp; 3959389 |
| Province of Alberta | Province of Alberta |  |  |
| Ω | 4.414%, 08/20/25 | 1000 | &nbsp;&nbsp; 997602 |
| Ω | 4.424%, 10/01/25 | 300 | &nbsp;&nbsp; 297763 |
| Province of Ontario | Province of Ontario |  |  |
|  | 4.460%, 09/25/25 | 450 | &nbsp;&nbsp; 446969 |
|  | 4.451%, 10/02/25 | 4000 | &nbsp;&nbsp; 3969690 |
|  | 4.461%, 10/10/25 | 4000 | &nbsp;&nbsp; 3965841 |
| Province of Quebec | Province of Quebec |  |  |
| Ω | 4.465%, 10/08/25 | 3000 | &nbsp;&nbsp; 2975068 |
| Ω | 4.459%, 10/16/25 | 3000 | &nbsp;&nbsp; 2972143 |
| Ω | 4.442%, 10/17/25 | 3000 | &nbsp;&nbsp; 2971777 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |
| Ω | 4.410%, 08/06/25 | 2500 | &nbsp;&nbsp; 2498201 |
| Ω | 4.458%, 08/25/25 | 500 | &nbsp;&nbsp; 498509 |
| Ω | 4.449%, 08/25/25 | 1200 | &nbsp;&nbsp; 1196421 |
| Ω | 4.456%, 09/03/25 | 2000 | &nbsp;&nbsp; 1991851 |
| Ω | 4.441%, 09/22/25 | 2500 | &nbsp;&nbsp; 2484072 |
| Ω | 4.467%, 09/22/25 | 2500 | &nbsp;&nbsp; 2484072 |
| &nbsp;&nbsp;&nbsp;&nbsp; Queensland Treasury <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; Queensland Treasury <br> Corp. |  |  |
|  | 4.457%, 08/05/25 | 3000 | &nbsp;&nbsp; 2998205 |
|  | 4.444%, 12/12/25 | 250 | &nbsp;&nbsp; 246008 |
|  | 4.496%, 12/12/25 | 1200 | &nbsp;&nbsp; 1180838 |
| Roche Holdings, Inc. | Roche Holdings, Inc. |  |  |
| Ω | 4.428%, 09/30/25 | 1500 | &nbsp;&nbsp; 1489071 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.477%, 08/28/25 | 6000 | &nbsp;&nbsp; 5979797 |
| Ω | 4.481%, 09/04/25 | 2000 | &nbsp;&nbsp; 1991574 |
| Ω | 4.459%, 09/17/25 | 3000 | &nbsp;&nbsp; 2982648 |
| Ω | 4.439%, 10/07/25 | 500 | &nbsp;&nbsp; 495911 |
| Siemens Capital Co. LLC | Siemens Capital Co. LLC |  |  |
| Ω | 4.397%, 09/02/25 | 4000 | &nbsp;&nbsp; 3984263 |
| Svensk Exportkredit AB | Svensk Exportkredit AB |  |  |
|  | 4.437%, 09/05/25 | 1750 | &nbsp;&nbsp; 1742447 |
|  | 4.435%, 09/30/25 | 2500 | &nbsp;&nbsp; 2481659 |
|  | 4.445%, 09/30/25 | 675 | &nbsp;&nbsp; 670048 |
| United Overseas Bank Ltd. | United Overseas Bank Ltd. |  |  |
| Ω | 4.454%, 08/18/25 | 4000 | &nbsp;&nbsp; 3991321 |
| Ω | 4.449%, 08/19/25 | 2000 | &nbsp;&nbsp; 1995418 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $229,201,323) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $229,201,323) |  | &nbsp;&nbsp; 229174659 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $390,593,671) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $390,593,671) |  | &nbsp;&nbsp; 390666533 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| TEMPORARY CASH INVESTMENTS — (6.3%) | TEMPORARY CASH INVESTMENTS — (6.3%) | TEMPORARY CASH INVESTMENTS — (6.3%) | TEMPORARY CASH INVESTMENTS — (6.3%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp; State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.250%<br>| 26075237 | &nbsp;&nbsp; 26075237 |

---

------

**Dimensional VA Short-Term Fixed Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund <br>| 1 | &nbsp;&nbsp; $12 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $416,668,920)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $416,668,920)^^ |  | &nbsp;&nbsp; $416741782 |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $213,998,674 or 54.5% of net assets.

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $6000554 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $6000554 |
| Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 50282415 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 50282415 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 105208905 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 105208905 |
| Commercial Paper | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 229174659 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 229174659 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; $26075237 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 26075237 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $26075237 | &nbsp;&nbsp;&nbsp; $390666545 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $416741782 |

---

------

**Dimensional VA Global Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BONDS — (58.1%) | BONDS — (58.1%) | BONDS — (58.1%) | BONDS — (58.1%) | BONDS — (58.1%) |
| AUSTRALIA — (7.8%) | AUSTRALIA — (7.8%) | AUSTRALIA — (7.8%) | AUSTRALIA — (7.8%) | AUSTRALIA — (7.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd.  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.560%, <br> FRN, 4.932%, <br> 03/18/26<br>|  | 4646 | &nbsp;&nbsp; $4653379 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.800%, <br> FRN, 4.650%, <br> 02/05/27<br>| AUD | 1100 | &nbsp;&nbsp; 710026 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.970%, <br> FRN, 4.770%, <br> 05/12/27<br>| AUD | 500 | &nbsp;&nbsp; 323741 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.200%, <br> FRN, 5.050%, <br> 11/04/27<br>| AUD | 1650 | &nbsp;&nbsp; 1074210 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.670%, <br> FRN, 4.384%, <br> 12/15/27<br>| AUD | 600 | &nbsp;&nbsp; 386145 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.060%, <br> FRN, 4.664%, <br> 03/31/28<br>| AUD | 500 | &nbsp;&nbsp; 324625 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.960%, <br> FRN, 4.810%, <br> 02/05/29<br>| AUD | 500 | &nbsp;&nbsp; 323767 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  |  |  |
|  | 4.200%, 08/18/25 | AUD | 1500 | &nbsp;&nbsp; 963994 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.750%, <br> FRN, 5.117%, <br> 03/13/26<br>|  | 300 | &nbsp;&nbsp; 300931 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.700%, <br> FRN, 4.417%, <br> 01/14/27<br>| AUD | 1600 | &nbsp;&nbsp; 1031458 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.700%, <br> FRN, 4.394%, <br> 07/22/27<br>| AUD | 2000 | &nbsp;&nbsp; 1289709 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.150%, <br> FRN, 4.867%, <br> 01/13/28<br>| AUD | 1500 | &nbsp;&nbsp; 976063 |
| National Australia Bank Ltd.  | National Australia Bank Ltd.  | National Australia Bank Ltd.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.850%, <br> FRN, 4.647%, <br> 11/16/26<br>| AUD | 500 | &nbsp;&nbsp; 322929 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.720%, <br> FRN, 4.430%, <br> 02/25/27<br>| AUD | 500 | &nbsp;&nbsp; 322334 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.700%, <br> FRN, 4.500%, <br> 05/10/27<br>| AUD | 3000 | &nbsp;&nbsp; 1932886 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.700%, <br> FRN, 4.387%, <br> 10/18/27<br>| AUD | 2500 | &nbsp;&nbsp; $1610513 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.200%, <br> FRN, 4.910%, <br> 11/25/27<br>| AUD | 1000 | &nbsp;&nbsp; 651114 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.000%, <br> FRN, 4.800%, <br> 05/12/28<br>| AUD | 4580 | &nbsp;&nbsp; 2969856 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.900%, <br> FRN, 4.564%, <br> 03/22/29<br>| AUD | 1500 | &nbsp;&nbsp; 970116 |
| Westpac Banking Corp.  | Westpac Banking Corp.  | Westpac Banking Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.750%, <br> FRN, 4.550%, <br> 08/10/26<br>| AUD | 1500 | &nbsp;&nbsp; 967156 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.700%, <br> FRN, 4.420%, <br> 01/25/27<br>| AUD | 500 | &nbsp;&nbsp; 322189 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.230%, <br> FRN, 5.030%, <br> 11/11/27<br>| AUD | 1500 | &nbsp;&nbsp; 977162 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.980%, <br> FRN, 4.777%, <br> 02/16/28<br>| AUD | 500 | &nbsp;&nbsp; 323976 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.880%, <br> FRN, 4.674%, <br> 05/14/29<br>| AUD | 500 | &nbsp;&nbsp; 323102 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.850%, <br> FRN, 4.544%, <br> 09/19/29<br>| AUD | 2000 | &nbsp;&nbsp; 1289876 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | &nbsp;&nbsp; 25341257 |
| BELGIUM — (2.9%) | BELGIUM — (2.9%) | BELGIUM — (2.9%) | BELGIUM — (2.9%) | BELGIUM — (2.9%) |
| Euroclear Holding NV  | Euroclear Holding NV  |  |  |  |
|  | 1.500%, 04/11/30 | EUR | 100 | &nbsp;&nbsp; 107632 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kingdom of Belgium <br> Government Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Kingdom of Belgium <br> Government Bonds  |  |  |  |
|  | 0.100%, 06/22/30 | EUR | 9300 | &nbsp;&nbsp; 9439503 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | &nbsp;&nbsp; 9547135 |
| CANADA — (5.5%) | CANADA — (5.5%) | CANADA — (5.5%) | CANADA — (5.5%) | CANADA — (5.5%) |
| Canada Government Bonds  | Canada Government Bonds  | Canada Government Bonds  |  |  |
|  | 3.500%, 08/01/25 | CAD | 2600 | &nbsp;&nbsp; 1876762 |
|  | 3.000%, 10/01/25 | CAD | 5000 | &nbsp;&nbsp; 3610241 |
| CPPIB Capital, Inc.  | CPPIB Capital, Inc.  | CPPIB Capital, Inc.  |  |  |
|  | 3.950%, 09/08/25 | CAD | 1000 | &nbsp;&nbsp; 722438 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.250%, <br> FRN, 5.596%, <br> 03/11/26<br>|  | 850 | &nbsp;&nbsp; 855009 |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| Province of Alberta  | Province of Alberta  | Province of Alberta  |  |  |
|  | 4.100%, 06/01/29 | CAD | 2200 | &nbsp;&nbsp; $1646427 |
|  | 2.050%, 06/01/30 | CAD | 500 | &nbsp;&nbsp; 342040 |
| Province of British Columbia  | Province of British Columbia  | Province of British Columbia  |  |  |
|  | 5.700%, 06/18/29 | CAD | 2000 | &nbsp;&nbsp; 1581106 |
|  | 2.200%, 06/18/30 | CAD | 500 | &nbsp;&nbsp; 344270 |
| Province of Manitoba  | Province of Manitoba  | Province of Manitoba  |  |  |
|  | 4.400%, 09/05/25 | CAD | 700 | &nbsp;&nbsp; 505873 |
|  | 2.050%, 06/02/30 | CAD | 100 | &nbsp;&nbsp; 68272 |
| Province of Ontario  | Province of Ontario  | Province of Ontario  |  |  |
|  | 2.700%, 06/02/29 | CAD | 1000 | &nbsp;&nbsp; 712255 |
|  | 1.550%, 11/01/29 | CAD | 700 | &nbsp;&nbsp; 473586 |
|  | 2.050%, 06/02/30 | CAD | 500 | &nbsp;&nbsp; 341881 |
| Province of Quebec  | Province of Quebec  | Province of Quebec  |  |  |
|  | 2.750%, 09/01/25 | CAD | 3100 | &nbsp;&nbsp; 2236806 |
| Δ | 0.000%, 10/15/29 | EUR | 2300 | &nbsp;&nbsp; 2357352 |
| Province of Saskatchewan  | Province of Saskatchewan  |  |  |  |
|  | 0.800%, 09/02/25 | CAD | 300 | &nbsp;&nbsp; 216147 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp; 17890465 |
| DENMARK — (0.3%) | DENMARK — (0.3%) | DENMARK — (0.3%) | DENMARK — (0.3%) | DENMARK — (0.3%) |
| Kommunekredit  | Kommunekredit  | Kommunekredit  |  |  |
| Δ | 0.000%, 11/17/29 | EUR | 1000 | &nbsp;&nbsp; 1027086 |
| FINLAND — (1.6%) | FINLAND — (1.6%) | FINLAND — (1.6%) | FINLAND — (1.6%) | FINLAND — (1.6%) |
| Finland Government Bonds  | Finland Government Bonds  |  |  |  |
|  | 2.500%, 04/15/30 | EUR | 500 | &nbsp;&nbsp; 570998 |
| Kuntarahoitus OYJ  | Kuntarahoitus OYJ  | Kuntarahoitus OYJ  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.344%, <br> 07/15/26<br>|  | 1900 | &nbsp;&nbsp; 1910982 |
|  | 2.625%, 12/14/29 | EUR | 1200 | &nbsp;&nbsp; 1376946 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nordea Bank Abp, SOFR + <br> 0.740%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Nordea Bank Abp, SOFR + <br> 0.740%, FRN |  |  |  |
| (r)Ω | 5.090%, 03/19/27 |  | 1025 | &nbsp;&nbsp; 1030109 |
| OP Corporate Bank PLC  | OP Corporate Bank PLC  |  |  |  |
|  | 2.875%, 11/27/29 | EUR | 300 | &nbsp;&nbsp; 344385 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | &nbsp;&nbsp; 5233420 |
| FRANCE — (2.3%) | FRANCE — (2.3%) | FRANCE — (2.3%) | FRANCE — (2.3%) | FRANCE — (2.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de la <br> Dette Sociale  | &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de la <br> Dette Sociale  | &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de la <br> Dette Sociale  |  |  |
|  | 3.125%, 03/01/30 | EUR | 400 | &nbsp;&nbsp; 466202 |
|  | 2.875%, 05/25/30 | EUR | 700 | &nbsp;&nbsp; 806004 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations, SOFR + <br> 0.340%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations, SOFR + <br> 0.340%, FRN |  |  |  |
| (r) | 4.685%, 05/03/26 |  | 3200 | &nbsp;&nbsp; 3197692 |
| &nbsp;&nbsp;&nbsp;&nbsp; French Republic Government <br> Bonds OAT  | &nbsp;&nbsp;&nbsp;&nbsp; French Republic Government <br> Bonds OAT  | &nbsp;&nbsp;&nbsp;&nbsp; French Republic Government <br> Bonds OAT  |  |  |
|  | 2.750%, 02/25/30 | EUR | 800 | &nbsp;&nbsp; 919339 |
|  | 2.500%, 05/25/30 | EUR | 1200 | &nbsp;&nbsp; 1362583 |
| &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis <br> Vuitton SE  | &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis <br> Vuitton SE  | &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis <br> Vuitton SE  |  |  |
|  | 3.250%, 09/07/29 | EUR | 200 | &nbsp;&nbsp; 233447 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | 3.375%, 02/05/30 | EUR | 200 | &nbsp;&nbsp; $234512 |
| Region of Ile de France  | Region of Ile de France  |  |  |  |
|  | 1.375%, 03/14/29 | EUR | 100 | &nbsp;&nbsp; 109367 |
| Sanofi SA  | Sanofi SA  |  |  |  |
|  | 1.375%, 03/21/30 | EUR | 100 | &nbsp;&nbsp; 107659 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | &nbsp;&nbsp; 7436805 |
| GERMANY — (2.2%) | GERMANY — (2.2%) | GERMANY — (2.2%) | GERMANY — (2.2%) | GERMANY — (2.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bayerische <br> Landesbodenkreditanstalt  | &nbsp;&nbsp;&nbsp;&nbsp; Bayerische <br> Landesbodenkreditanstalt  |  |  |  |
|  | 2.375%, 05/07/30 | EUR | 800 | &nbsp;&nbsp; 904635 |
| Deutsche Bahn AG  | Deutsche Bahn AG  |  |  |  |
|  | 1.875%, 05/24/30 | EUR | 200 | &nbsp;&nbsp; 221483 |
| Deutsche Boerse AG  | Deutsche Boerse AG  |  |  |  |
|  | 3.750%, 09/28/29 | EUR | 100 | &nbsp;&nbsp; 118896 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kreditanstalt fuer <br> Wiederaufbau  | &nbsp;&nbsp;&nbsp;&nbsp; Kreditanstalt fuer <br> Wiederaufbau  |  |  |  |
|  | 0.375%, 04/23/30 | EUR | 400 | &nbsp;&nbsp; 415491 |
| Land Berlin  | Land Berlin  | Land Berlin  |  |  |
|  | 0.100%, 01/18/30 | EUR | 300 | &nbsp;&nbsp; 307949 |
|  | 2.375%, 06/04/30 | EUR | 866 | &nbsp;&nbsp; 981905 |
| LFA Foerderbank Bayern  | LFA Foerderbank Bayern  |  |  |  |
|  | 2.875%, 04/01/30 | EUR | 100 | &nbsp;&nbsp; 115380 |
| State of Lower Saxony  | State of Lower Saxony  | State of Lower Saxony  |  |  |
|  | 0.125%, 01/10/30 | EUR | 382 | &nbsp;&nbsp; 392583 |
|  | 2.750%, 03/25/30 | EUR | 358 | &nbsp;&nbsp; 412785 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of <br> Rhineland-Palatinate  | &nbsp;&nbsp;&nbsp;&nbsp; State of <br> Rhineland-Palatinate  |  |  |  |
|  | 0.050%, 01/23/30 | EUR | 2000 | &nbsp;&nbsp; 2046262 |
| State of Saxony-Anhalt  | State of Saxony-Anhalt  |  |  |  |
|  | 2.450%, 02/13/30 | EUR | 1067 | &nbsp;&nbsp; 1214672 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | &nbsp;&nbsp; 7132041 |
| NETHERLANDS — (6.8%) | NETHERLANDS — (6.8%) | NETHERLANDS — (6.8%) | NETHERLANDS — (6.8%) | NETHERLANDS — (6.8%) |
| ABN AMRO Bank NV  | ABN AMRO Bank NV  | ABN AMRO Bank NV  |  |  |
|  | 2.750%, 06/04/29 | EUR | 500 | &nbsp;&nbsp; 572847 |
|  | 3.125%, 01/21/30 | EUR | 200 | &nbsp;&nbsp; 232248 |
| BNG Bank NV  | BNG Bank NV  | BNG Bank NV  |  |  |
|  | 0.100%, 01/15/30 | EUR | 300 | &nbsp;&nbsp; 307990 |
|  | 2.500%, 05/21/30 | EUR | 4267 | &nbsp;&nbsp; 4858430 |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.620%, <br> FRN, 4.965%, <br> 08/28/26<br>|  | 500 | &nbsp;&nbsp; 501848 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.730%, <br> FRN, 4.431%, <br> 01/27/27<br>| AUD | 5500 | &nbsp;&nbsp; 3543058 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.870%, <br> FRN, 4.580%, <br> 02/26/27<br>| AUD | 1200 | &nbsp;&nbsp; 774488 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.180%, <br> FRN, 4.862%, <br> 01/19/28<br>| AUD | 4000 | &nbsp;&nbsp; 2599622 |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.750%, <br> FRN, 4.460%, <br> 05/26/28<br>| AUD | 500 | &nbsp;&nbsp; $321502 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.150%, <br> FRN, 4.883%, <br> 11/21/28<br>| AUD | 1250 | &nbsp;&nbsp; 812671 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.030%, <br> FRN, 4.740%, <br> 02/26/29<br>| AUD | 500 | &nbsp;&nbsp; 323860 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nederlandse Waterschapsbank <br> NV  | &nbsp;&nbsp;&nbsp;&nbsp; Nederlandse Waterschapsbank <br> NV  | &nbsp;&nbsp;&nbsp;&nbsp; Nederlandse Waterschapsbank <br> NV  |  |  |
|  | 2.750%, 12/17/29 | EUR | 200 | &nbsp;&nbsp; 230804 |
|  | 2.500%, 05/22/30 | EUR | 4685 | &nbsp;&nbsp; 5334757 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands Government <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Netherlands Government <br> Bonds  |  |  |  |
| Δ | 0.000%, 07/15/30 | EUR | 1600 | &nbsp;&nbsp; 1625680 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | &nbsp;&nbsp; 22039805 |
| NEW ZEALAND — (2.4%) | NEW ZEALAND — (2.4%) | NEW ZEALAND — (2.4%) | NEW ZEALAND — (2.4%) | NEW ZEALAND — (2.4%) |
| Housing New Zealand Ltd.  | Housing New Zealand Ltd.  |  |  |  |
|  | 2.183%, 04/24/30 | NZD | 400 | &nbsp;&nbsp; 216541 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Government <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Government <br> Bonds  |  |  |  |
|  | 4.500%, 05/15/30 | NZD | 11700 | &nbsp;&nbsp; 7093660 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local Government <br> Funding Agency Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local Government <br> Funding Agency Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local Government <br> Funding Agency Bonds  |  |  |
|  | 1.500%, 04/20/29 | NZD | 800 | &nbsp;&nbsp; 432730 |
|  | 4.500%, 05/15/30 | NZD | 100 | &nbsp;&nbsp; 59833 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | &nbsp;&nbsp; 7802764 |
| NORWAY — (2.5%) | NORWAY — (2.5%) | NORWAY — (2.5%) | NORWAY — (2.5%) | NORWAY — (2.5%) |
| Kommunalbanken AS  | Kommunalbanken AS  | Kommunalbanken AS  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.348%, <br> 06/17/26<br>|  | 2000 | &nbsp;&nbsp; 2011608 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.410%, <br> FRN, 4.758%, <br> 04/09/29<br>|  | 6000 | &nbsp;&nbsp; 5999087 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | &nbsp;&nbsp; 8010695 |
| SINGAPORE — (2.3%) | SINGAPORE — (2.3%) | SINGAPORE — (2.3%) | SINGAPORE — (2.3%) | SINGAPORE — (2.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; DBS Bank Ltd., 3M Swap <br> + 0.770%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; DBS Bank Ltd., 3M Swap <br> + 0.770%, FRN |  |  |  |
| (r) | 4.480%, 02/26/27 | AUD | 500 | &nbsp;&nbsp; 322405 |
| &nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings Ltd., <br> SOFR + 0.610%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings Ltd., <br> SOFR + 0.610%, FRN |  |  |  |
| (r)Ω | 4.972%, 09/12/25 |  | 2000 | &nbsp;&nbsp; 2000460 |
| United Overseas Bank Ltd.  | United Overseas Bank Ltd.  | United Overseas Bank Ltd.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.720%, <br> FRN, 4.440%, <br> 04/16/27<br>| AUD | 500 | &nbsp;&nbsp; 322347 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.650%, <br> FRN, 4.340%, <br> 02/28/28<br>| AUD | 1000 | &nbsp;&nbsp; 642624 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.580%, <br> FRN, 4.958%, <br> 04/02/28<br>|  | 4000 | &nbsp;&nbsp; $4022348 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | &nbsp;&nbsp; 7310184 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (17.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (17.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (17.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (17.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (17.4%) |
| Asian Development Bank  | Asian Development Bank  | Asian Development Bank  |  |  |
|  | 3.800%, 09/12/25 | CAD | 360 | &nbsp;&nbsp; 260117 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.343%, <br> 08/27/26<br>|  | 1842 | &nbsp;&nbsp; 1858781 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.300%, <br> FRN, 4.649%, <br> 06/20/28<br>|  | 4386 | &nbsp;&nbsp; 4381291 |
|  | 0.025%, 01/31/30 | EUR | 100 | &nbsp;&nbsp; 102059 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.620%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.620%, FRN |  |  |  |
| (r) | 4.960%, 08/16/27 |  | 3058 | &nbsp;&nbsp; 3079333 |
| &nbsp;&nbsp;&nbsp;&nbsp; Council of Europe <br> Development Bank  | &nbsp;&nbsp;&nbsp;&nbsp; Council of Europe <br> Development Bank  |  |  |  |
|  | 0.050%, 01/21/30 | EUR | 300 | &nbsp;&nbsp; 307117 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eurofima Europaeische <br> Gesellschaft fuer die <br> Finanzierung von <br> Eisenbahnmaterial  | &nbsp;&nbsp;&nbsp;&nbsp; Eurofima Europaeische <br> Gesellschaft fuer die <br> Finanzierung von <br> Eisenbahnmaterial  |  |  |  |
|  | 0.100%, 05/20/30 | EUR | 300 | &nbsp;&nbsp; 304062 |
| &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.190%, <br> FRN, 4.534%, <br> 04/14/26<br>|  | 204 | &nbsp;&nbsp; 203943 |
| #(r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.330%, <br> FRN, 4.671%, <br> 02/20/28<br>|  | 4240 | &nbsp;&nbsp; 4244482 |
| &nbsp;&nbsp;&nbsp;&nbsp; European Financial Stability <br> Facility  | &nbsp;&nbsp;&nbsp;&nbsp; European Financial Stability <br> Facility  | &nbsp;&nbsp;&nbsp;&nbsp; European Financial Stability <br> Facility  |  |  |
|  | 0.125%, 03/18/30 | EUR | 57 | &nbsp;&nbsp; 58429 |
|  | 2.625%, 05/07/30 | EUR | 4400 | &nbsp;&nbsp; 5050023 |
| European Investment Bank  | European Investment Bank  | European Investment Bank  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.342%, <br> 05/21/28<br>|  | 7400 | &nbsp;&nbsp; 7533561 |
|  | 0.050%, 01/16/30 | EUR | 500 | &nbsp;&nbsp; 514009 |
|  | 4.000%, 04/15/30 | EUR | 1500 | &nbsp;&nbsp; 1827701 |
| European Union  | European Union  |  |  |  |
|  | 1.625%, 12/04/29 | EUR | 5600 | &nbsp;&nbsp; 6188376 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inter-American Development <br> Bank  | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American Development <br> Bank  | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American Development <br> Bank  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.170%, <br> FRN, 4.518%, <br> 09/16/26<br>|  | 1000 | &nbsp;&nbsp; 1000020 |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.280%, <br> FRN, 4.624%, <br> 04/12/27<br>|  | 127 | &nbsp;&nbsp; $127047 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.350%, <br> FRN, 4.702%, <br> 10/04/27<br>|  | 2671 | &nbsp;&nbsp; 2676081 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.270%, <br> FRN, 4.619%, <br> 03/20/28<br>|  | 1400 | &nbsp;&nbsp; 1399138 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.350%, <br> FRN, 4.702%, <br> 10/05/28<br>|  | 4220 | &nbsp;&nbsp; 4223882 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.370%, <br> FRN, 4.716%, <br> 08/01/29<br>|  | 500 | &nbsp;&nbsp; 500399 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.180%, <br> FRN, 4.527%, <br> 06/15/26<br>|  | 1000 | &nbsp;&nbsp; 999580 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.370%, <br> FRN, 4.714%, <br> 01/12/27<br>|  | 1450 | &nbsp;&nbsp; 1452451 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.270%, <br> FRN, 4.617%, <br> 06/15/27<br>|  | 1000 | &nbsp;&nbsp; 1000217 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.430%, <br> FRN, 4.762%, <br> 08/19/27<br>|  | 1474 | &nbsp;&nbsp; 1478658 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Development <br> Association  | &nbsp;&nbsp;&nbsp;&nbsp; International Development <br> Association  |  |  |  |
|  | 2.500%, 05/28/30 | EUR | 400 | &nbsp;&nbsp; 455217 |
| International Finance Corp.  | International Finance Corp.  | International Finance Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.310%, <br> FRN, 4.640%, <br> 08/28/28<br>|  | 4040 | &nbsp;&nbsp; 4040587 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.360%, <br> FRN, 4.703%, <br> 08/28/29<br>|  | 500 | &nbsp;&nbsp; 499719 |
| Nordic Investment Bank  | Nordic Investment Bank  | Nordic Investment Bank  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.339%, <br> 05/12/26<br>|  | 650 | &nbsp;&nbsp; 654066 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.290%, <br> FRN, 4.642%, <br> 10/04/27<br>|  | 300 | &nbsp;&nbsp; 299913 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  |  | &nbsp;&nbsp; 56720259 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SWEDEN — (2.0%) | SWEDEN — (2.0%) | SWEDEN — (2.0%) | SWEDEN — (2.0%) | SWEDEN — (2.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda <br> Banken AB, SOFR + <br> 0.750%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda <br> Banken AB, SOFR + <br> 0.750%, FRN |  |  |  |
| (r)Ω | 5.097%, 06/02/28 |  | 2900 | &nbsp;&nbsp; $2917723 |
| &nbsp;&nbsp;&nbsp;&nbsp; Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN |  |  |  |
| (r) | 5.342%, 08/03/26 |  | 1330 | &nbsp;&nbsp; 1340008 |
| Svenska Handelsbanken AB  | Svenska Handelsbanken AB  | Svenska Handelsbanken AB  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.660%, <br> FRN, 5.005%, <br> 05/28/27<br>|  | 400 | &nbsp;&nbsp; 401256 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.740%, <br> FRN, 5.083%, <br> 05/23/28<br>|  | 1950 | &nbsp;&nbsp; 1962407 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | &nbsp;&nbsp; 6621394 |
| UNITED STATES — (2.1%) | UNITED STATES — (2.1%) | UNITED STATES — (2.1%) | UNITED STATES — (2.1%) | UNITED STATES — (2.1%) |
| &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) | 5.361%, 08/18/26 |  | 250 | &nbsp;&nbsp; 251925 |
| &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hathaway <br> Finance Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hathaway <br> Finance Corp.  |  |  |  |
|  | 1.500%, 03/18/30 | EUR | 500 | &nbsp;&nbsp; 542946 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chevron USA, Inc., SOFR <br> + 0.470%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Chevron USA, Inc., SOFR <br> + 0.470%, FRN |  |  |  |
| (r) | 4.814%, 02/26/28 |  | 950 | &nbsp;&nbsp; 954996 |
| Johnson & Johnson  | Johnson & Johnson  |  |  |  |
|  | 0.550%, 09/01/25 |  | 17 | &nbsp;&nbsp; 16941 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN |  |  |  |
| (r) | 4.966%, 04/29/26 |  | 1300 | &nbsp;&nbsp; 1303621 |
| Mastercard, Inc.  | Mastercard, Inc.  | Mastercard, Inc.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.440%, <br> FRN, 4.789%, <br> 03/15/28<br>|  | 260 | &nbsp;&nbsp; 260469 |
|  | 1.000%, 02/22/29 | EUR | 100 | &nbsp;&nbsp; 108354 |
| &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) | 5.509%, 10/30/26 |  | 500 | &nbsp;&nbsp; 504509 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN |  |  |  |
| (r)Ω | 4.912%, 05/20/27 |  | 500 | &nbsp;&nbsp; 501265 |
| Procter & Gamble Co.  | Procter & Gamble Co.  |  |  |  |
|  | 0.350%, 05/05/30 | EUR | 200 | &nbsp;&nbsp; 204751 |
| Roche Finance Europe BV  | Roche Finance Europe BV  |  |  |  |
|  | 3.227%, 05/03/30 | EUR | 100 | &nbsp;&nbsp; 117194 |
| &nbsp;&nbsp;&nbsp;&nbsp; Roche Holdings, Inc., <br> SOFR + 0.740%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Roche Holdings, Inc., <br> SOFR + 0.740%, FRN |  |  |  |
| (r)Ω | 5.080%, 11/13/26 |  | 600 | &nbsp;&nbsp; 603894 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Corp., SOFR <br> + 0.640%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; State Street Corp., SOFR <br> + 0.640%, FRN |  |  |  |
| (r) | 4.984%, 10/22/27 |  | 560 | &nbsp;&nbsp; 560889 |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Visa, Inc.  | Visa, Inc.  |  |  |  |
|  | 2.000%, 06/15/29 | EUR | 900 | &nbsp;&nbsp; $1005250 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  |  | &nbsp;&nbsp; 6937004 |
| TOTAL BONDS | TOTAL BONDS |  |  | &nbsp;&nbsp; 189050314 |
| U.S. TREASURY OBLIGATIONS — (3.1%) | U.S. TREASURY OBLIGATIONS — (3.1%) | U.S. TREASURY OBLIGATIONS — (3.1%) | U.S. TREASURY OBLIGATIONS — (3.1%) | U.S. TREASURY OBLIGATIONS — (3.1%) |
| U.S. Treasury Notes  | U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.245%, FRN, <br> 4.526%, 01/31/26 <br>|  | 7500 | &nbsp;&nbsp; 7507419 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.160%, FRN, <br> 4.441%, 04/30/27 <br>|  | 2500 | &nbsp;&nbsp; 2501478 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS |  |  | &nbsp;&nbsp; 10008897 |
| COMMERCIAL PAPER — (31.5%) | COMMERCIAL PAPER — (31.5%) | COMMERCIAL PAPER — (31.5%) | COMMERCIAL PAPER — (31.5%) | COMMERCIAL PAPER — (31.5%) |
| AUSTRALIA — (0.9%) | AUSTRALIA — (0.9%) | AUSTRALIA — (0.9%) | AUSTRALIA — (0.9%) | AUSTRALIA — (0.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Queensland Treasury <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; Queensland Treasury <br> Corp. |  |  |  |
|  | 4.457%, 08/05/25 |  | 3000 | &nbsp;&nbsp; 2998205 |
| CANADA — (3.0%) | CANADA — (3.0%) | CANADA — (3.0%) | CANADA — (3.0%) | CANADA — (3.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce |  |  |  |
| Ω | 4.466%, 08/05/25 |  | 2500 | &nbsp;&nbsp; 2498486 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |  |
| Ω | 4.467%, 10/21/25 |  | 500 | &nbsp;&nbsp; 495020 |
| Province of Alberta | Province of Alberta |  |  |  |
| Ω | 4.431%, 08/20/25 |  | 2750 | &nbsp;&nbsp; 2743407 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |  |
| Ω | 4.438%, 09/08/25 |  | 1000 | &nbsp;&nbsp; 995321 |
| Ω | 4.422%, 11/04/25 |  | 2500 | &nbsp;&nbsp; 2471213 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |  |
| Ω | 4.472%, 09/05/25 |  | 500 | &nbsp;&nbsp; 497808 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp; 9701255 |
| FRANCE — (4.2%) | FRANCE — (4.2%) | FRANCE — (4.2%) | FRANCE — (4.2%) | FRANCE — (4.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de <br> la Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de <br> la Dette Sociale |  |  |  |
| Ω | 4.451%, 08/07/25 |  | 1500 | &nbsp;&nbsp; 1498737 |
| Ω | 4.459%, 08/28/25 |  | 2000 | &nbsp;&nbsp; 1993273 |
| Ω | 4.460%, 08/28/25 |  | 1250 | &nbsp;&nbsp; 1245795 |
| Ω | 4.450%, 09/03/25 |  | 1500 | &nbsp;&nbsp; 1493874 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations | &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations |  |  |  |
| Ω | 4.455%, 08/07/25 |  | 500 | &nbsp;&nbsp; 499580 |
| Ω | 4.435%, 09/11/25 |  | 1750 | &nbsp;&nbsp; 1741115 |
| Ω | 4.476%, 09/11/25 |  | 2500 | &nbsp;&nbsp; 2487307 |
| Ω | 4.424%, 09/17/25 |  | 500 | &nbsp;&nbsp; 497096 |
| &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE |  |  |  |
| Ω | 4.433%, 08/11/25 |  | 250 | &nbsp;&nbsp; 249670 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| Ω | 4.424%, 08/19/25 | 1500 | &nbsp;&nbsp; $1496576 |
| Ω | 4.467%, 09/15/25 | 500 | &nbsp;&nbsp; 497227 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp; 13700250 |
| GERMANY — (7.5%) | GERMANY — (7.5%) | GERMANY — (7.5%) | GERMANY — (7.5%) |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 4.455%, 08/12/25 | 1832 | &nbsp;&nbsp; 1829353 |
| Ω | 4.459%, 08/22/25 | 2000 | &nbsp;&nbsp; 1994705 |
| Ω | 4.475%, 08/28/25 | 1000 | &nbsp;&nbsp; 996632 |
| Ω | 4.447%, 08/29/25 | 1500 | &nbsp;&nbsp; 1494768 |
| Ω | 4.460%, 09/10/25 | 1250 | &nbsp;&nbsp; 1243830 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kreditanstalt fuer <br> Wiederaufbau | &nbsp;&nbsp;&nbsp;&nbsp; Kreditanstalt fuer <br> Wiederaufbau |  |  |
| Ω | 4.428%, 08/05/25 | 1750 | &nbsp;&nbsp; 1748960 |
| Ω | 3.210%, 08/07/25 | 1750 | &nbsp;&nbsp; 1748544 |
| Ω | 4.429%, 08/08/25 | 2000 | &nbsp;&nbsp; 1998098 |
| Ω | 4.449%, 08/12/25 | 2500 | &nbsp;&nbsp; 2496433 |
| Ω | 4.455%, 08/19/25 | 1000 | &nbsp;&nbsp; 997741 |
| Ω | 4.453%, 08/26/25 | 500 | &nbsp;&nbsp; 498450 |
| Ω | 4.430%, 09/17/25 | 250 | &nbsp;&nbsp; 248567 |
| NRW Bank | NRW Bank |  |  |
| Ω | 4.448%, 08/15/25 | 2000 | &nbsp;&nbsp; 1996389 |
| Ω | 4.465%, 10/16/25 | 1000 | &nbsp;&nbsp; 990754 |
| Ω | 4.459%, 11/12/25 | 1000 | &nbsp;&nbsp; 987576 |
| Ω | 4.469%, 11/12/25 | 3000 | &nbsp;&nbsp; 2962727 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 24233527 |
| NETHERLANDS — (1.2%) | NETHERLANDS — (1.2%) | NETHERLANDS — (1.2%) | NETHERLANDS — (1.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nederlandse <br> Waterschapsbank NV | &nbsp;&nbsp;&nbsp;&nbsp; Nederlandse <br> Waterschapsbank NV |  |  |
| Ω | 4.429%, 08/15/25 | 3500 | &nbsp;&nbsp; 3493675 |
| Ω | 4.447%, 09/30/25 | 500 | &nbsp;&nbsp; 496358 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp; 3990033 |
| NORWAY — (1.8%) | NORWAY — (1.8%) | NORWAY — (1.8%) | NORWAY — (1.8%) |
| DNB Bank ASA | DNB Bank ASA |  |  |
| Ω | 4.476%, 09/12/25 | 1000 | &nbsp;&nbsp; 994760 |
| Ω | 4.476%, 09/19/25 | 1000 | &nbsp;&nbsp; 993907 |
| Ω | 4.434%, 10/14/25 | 1000 | &nbsp;&nbsp; 990989 |
| Ω | 4.455%, 10/24/25 | 3000 | &nbsp;&nbsp; 2969331 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp; 5948987 |
| SINGAPORE — (2.5%) | SINGAPORE — (2.5%) | SINGAPORE — (2.5%) | SINGAPORE — (2.5%) |
| DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| Ω | 4.498%, 08/12/25 | 1500 | &nbsp;&nbsp; 1497838 |
| Ω | 4.493%, 09/02/25 | 1000 | &nbsp;&nbsp; 996021 |
| Ω | 4.491%, 09/16/25 | 1000 | &nbsp;&nbsp; 994323 |
| Ω | 4.494%, 09/23/25 | 1500 | &nbsp;&nbsp; 1490014 |
| Ω | 4.501%, 09/24/25 | 250 | &nbsp;&nbsp; 248334 |
| United Overseas Bank Ltd. | United Overseas Bank Ltd. |  |  |
| Ω | 4.454%, 08/18/25 | 3000 | &nbsp;&nbsp; 2993491 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp; 8220021 |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| SWEDEN — (1.1%) | SWEDEN — (1.1%) | SWEDEN — (1.1%) | SWEDEN — (1.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda <br> Banken AB | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda <br> Banken AB |  |  |
| Ω | 4.488%, 11/10/25 | 1000 | &nbsp;&nbsp; $987661 |
| Svensk Exportkredit AB | Svensk Exportkredit AB |  |  |
|  | 4.437%, 09/05/25 | 1250 | &nbsp;&nbsp; 1244605 |
|  | 4.435%, 09/30/25 | 1000 | &nbsp;&nbsp; 992663 |
|  | 4.445%, 09/30/25 | 500 | &nbsp;&nbsp; 496332 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp; 3721261 |
| UNITED STATES — (9.3%) | UNITED STATES — (9.3%) | UNITED STATES — (9.3%) | UNITED STATES — (9.3%) |
| Alphabet, Inc. | Alphabet, Inc. |  |  |
| Ω | 4.427%, 09/15/25 | 1500 | &nbsp;&nbsp; 1491701 |
| Chevron Corp. | Chevron Corp. |  |  |
| Ω | 4.442%, 09/12/25 | 1000 | &nbsp;&nbsp; 994842 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp. | &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp. |  |  |
| Ω | 4.418%, 08/01/25 | 500 | &nbsp;&nbsp; 499940 |
| Ω | 4.451%, 09/08/25 | 750 | &nbsp;&nbsp; 746466 |
| Ω | 4.451%, 09/09/25 | 500 | &nbsp;&nbsp; 497583 |
| Ω | 4.452%, 09/10/25 | 3000 | &nbsp;&nbsp; 2985134 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nestle Finance <br> International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; Nestle Finance <br> International Ltd. |  |  |
| Ω | 4.470%, 09/04/25 | 1000 | &nbsp;&nbsp; 995787 |
| Ω | 4.427%, 09/08/25 | 3000 | &nbsp;&nbsp; 2985543 |
| Ω | 4.449%, 09/12/25 | 500 | &nbsp;&nbsp; 497344 |
| Ω | 4.459%, 09/15/25 | 2000 | &nbsp;&nbsp; 1988858 |
| Ω | 4.438%, 09/23/25 | 1000 | &nbsp;&nbsp; 993460 |
| Ω | 4.412%, 10/16/25 | 2500 | &nbsp;&nbsp; 2476717 |
| Roche Holdings, Inc. | Roche Holdings, Inc. |  |  |
| Ω | 4.428%, 09/30/25 | 3000 | &nbsp;&nbsp; 2978142 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.477%, 08/28/25 | 3750 | &nbsp;&nbsp; 3737373 |
| Ω | 4.459%, 09/04/25 | 3750 | &nbsp;&nbsp; 3734201 |
| Ω | 4.459%, 09/17/25 | 500 | &nbsp;&nbsp; 497108 |
| Ω | 4.454%, 11/25/25 | 2000 | &nbsp;&nbsp; 1972089 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp; 30072288 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $102,598,296) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $102,598,296) |  | &nbsp;&nbsp; 102585827 |
| FOREIGN SOVEREIGN OBLIGATIONS — (7.1%) | FOREIGN SOVEREIGN OBLIGATIONS — (7.1%) | FOREIGN SOVEREIGN OBLIGATIONS — (7.1%) | FOREIGN SOVEREIGN OBLIGATIONS — (7.1%) |
| CANADA — (4.5%) | CANADA — (4.5%) | CANADA — (4.5%) | CANADA — (4.5%) |
| Alberta Treasury Bills | Alberta Treasury Bills |  |  |
| ∞ | 2.679%, 08/05/25<br> CAD | 500 | &nbsp;&nbsp; 360721 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| ∞ | 2.669%, 09/02/25 | CAD | 1100 | &nbsp;&nbsp; $791935 |
| ∞ | 2.708%, 09/09/25 | CAD | 2200 | &nbsp;&nbsp; 1583044 |
| Ontario Treasury Bills | Ontario Treasury Bills |  |  |  |
| ∞ | 2.697%, 09/03/25 | CAD | 4800 | &nbsp;&nbsp; 3455543 |
| ∞ | 2.719%, 09/10/25 | CAD | 3300 | &nbsp;&nbsp; 2374471 |
| ∞ | 2.678%, 08/20/25 | CAD | 300 | &nbsp;&nbsp; 216194 |
| ∞ | 2.661%, 08/06/25 | CAD | 1600 | &nbsp;&nbsp; 1154226 |
| ∞ | 2.679%, 08/27/25 | CAD | 500 | &nbsp;&nbsp; 360140 |
| Quebec Treasury Bills | Quebec Treasury Bills |  |  |  |
| ∞ | 2.668%, 08/22/25 | CAD | 1250 | &nbsp;&nbsp; 900693 |
| ∞ | 2.672%, 08/01/25 | CAD | 1500 | &nbsp;&nbsp; 1082488 |
| ∞ | 2.642%, 08/15/25 | CAD | 1600 | &nbsp;&nbsp; 1153476 |
| ∞ | 2.679%, 08/29/25 | CAD | 1900 | &nbsp;&nbsp; 1368354 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp; 14801285 |
| NEW ZEALAND — (0.4%) | NEW ZEALAND — (0.4%) | NEW ZEALAND — (0.4%) | NEW ZEALAND — (0.4%) | NEW ZEALAND — (0.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local <br> Government Funding <br> Agency Bills | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local <br> Government Funding <br> Agency Bills |  |  |  |
| ∞ | 3.305%, 08/25/25 | NZD | 1500 | &nbsp;&nbsp; 881582 |
| ∞ | 3.350%, 09/08/25 | NZD | 500 | &nbsp;&nbsp; 293476 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | &nbsp;&nbsp; 1175058 |
| SINGAPORE — (2.2%) | SINGAPORE — (2.2%) | SINGAPORE — (2.2%) | SINGAPORE — (2.2%) | SINGAPORE — (2.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Monetary Authority of <br> Singapore Bills | &nbsp;&nbsp;&nbsp;&nbsp; Monetary Authority of <br> Singapore Bills |  |  |  |
| ∞ | 2.201%, 08/21/25 | SGD | 3900 | &nbsp;&nbsp; 3000869 |
| ∞ | 2.254%, 08/28/25 | SGD | 5200 | &nbsp;&nbsp; 3999840 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | &nbsp;&nbsp; 7000709 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL FOREIGN <br> SOVEREIGN <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL FOREIGN <br> SOVEREIGN <br> OBLIGATIONS |  |  | &nbsp;&nbsp; 22977052 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $326,418,728) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $326,418,728) |  |  | &nbsp;&nbsp; 324622090 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (0.2%) | SECURITIES LENDING COLLATERAL — (0.2%) | SECURITIES LENDING COLLATERAL — (0.2%) | SECURITIES LENDING COLLATERAL — (0.2%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 44525 | &nbsp;&nbsp; 515018 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $326,933,746)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $326,933,746)^^ |  | &nbsp;&nbsp; $325137108 |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

As of July 31, 2025, Dimensional VA Global Bond 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 | 371460 | NZD | 620840 | Citibank, N.A. | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $5723 |
| USD | 2771242 | NZD | 4660346 | Royal Bank of Canada | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25833 |
| USD | 9350701 | EUR | 8038916 | Bank of America Corp. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176695 |
| USD | 713829 | EUR | 606205 | Barclays Capital | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22028 |
| USD | 4044210 | SGD | 5192390 | HSBC Bank | 08/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44247 |
| USD | 9323281 | SGD | 11969526 | NatWest Markets PLC | 08/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102543 |
| USD | 3037286 | SGD | 3895254 | Societe Generale | 08/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36573 |
| USD | 6087770 | CAD | 8297439 | Citibank, N.A. | 08/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96538 |
| USD | 9654880 | CAD | 13117497 | Royal Bank of Canada | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181430 |
| USD | 1070023 | NZD | 1795585 | Australia and New Zealand Bank | 08/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11693 |
| USD | 1831726 | NZD | 3066457 | Citibank, N.A. | 08/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24336 |
| USD | 554376 | EUR | 475085 | Citibank, N.A. | 08/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11563 |
| USD | 18977385 | EUR | 16139231 | HSBC Bank | 08/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 537350 |
| USD | 666413 | EUR | 571248 | Societe Generale | 08/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13728 |
| USD | 660843 | EUR | 566026 | State Street Bank and Trust | 08/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14125 |
| USD | 5006301 | EUR | 4269514 | UBS AG | 08/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128126 |
| USD | 3528683 | CAD | 4831045 | Citibank, N.A. | 08/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37822 |
| USD | 1336263 | AUD | 2072260 | Citibank, N.A. | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3951 |
| USD | 5382101 | CAD | 7335510 | Citibank, N.A. | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80761 |
| USD | 9915796 | EUR | 8645121 | Citibank, N.A. | 09/03/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30347 |
| USD | 8962896 | CAD | 12208104 | Citibank, N.A. | 09/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137129 |
| USD | 1679081 | CAD | 2299511 | Citibank, N.A. | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16421 |
| USD | 1329004 | CAD | 1811421 | HSBC Bank | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19257 |
| USD | 3965759 | CAD | 5425150 | Royal Bank of Canada | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43108 |
| USD | 2781021 | NZD | 4598309 | Citibank, N.A. | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68687 |
| USD | 10010475 | EUR | 8538535 | HSBC Bank | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243037 |
| USD | 2414379 | EUR | 2049255 | NatWest Markets PLC | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70186 |
| USD | 1037518 | EUR | 879265 | Royal Bank of Canada | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31705 |
| USD | 2827509 | EUR | 2436429 | State Street Bank and Trust | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40419 |
| USD | 80566 | EUR | 70289 | Citibank, N.A. | 09/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71 |
| USD | 4755568 | EUR | 4096931 | UBS AG | 09/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63733 |
| USD | 1246781 | NZD | 2080189 | Citibank, N.A. | 09/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18898 |
| USD | 13631390 | AUD | 20861158 | State Street Bank and Trust | 10/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208546 |
| USD | 1069553 | NZD | 1789250 | Citibank, N.A. | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12792 |
| USD | 13280567 | AUD | 20524530 | Royal Bank of Canada | 10/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72257 |
| USD | 1246089 | EUR | 1054350 | HSBC Bank | 10/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36662 |
| USD | 1126606 | AUD | 1713615 | UBS AG | 10/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23614 |
| USD | 2282073 | NZD | 3826164 | Australia and New Zealand Bank | 10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21025 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$2712959** |
| NZD | 5324818 | USD | 3177426 | Australia and New Zealand Bank | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(40578)<br>|
| USD | 319828 | NZD | 543632 | Citibank, N.A. | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (426)<br>|
| NZD | 500000 | USD | 300536 | Citibank, N.A. | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5986)<br>|
| EUR | 8645121 | USD | 9896070 | Citibank, N.A. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30263)<br>|
| SGD | 4807180 | USD | 3750420 | HSBC Bank | 08/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (47204)<br>|
| SGD | 3392454 | USD | 2621907 | NatWest Markets PLC | 08/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8526)<br>|
| SGD | 3768285 | USD | 2904478 | Societe Generale | 08/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1575)<br>|
| CAD | 993257 | USD | 727367 | Citibank, N.A. | 08/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10178)<br>|
| CAD | 5985163 | USD | 4386669 | Citibank, N.A. | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (64188)<br>|
| NZD | 1795002 | USD | 1090480 | State Street Bank and Trust | 08/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32493)<br>|
| USD | 1485860 | AUD | 2312260 | HSBC Bank | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (756)<br>|
| AUD | 335303 | USD | 218699 | UBS AG | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3124)<br>|
| CAD | 760599 | USD | 553434 | Citibank, N.A. | 09/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3564)<br>|
| CAD | 6184382 | USD | 4482720 | Societe Generale | 09/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11763)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(260624)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$2452335** |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

As of July 31, 2025, the value of Rule 144A securities amounted to $124,019,300 or 36.2% of net assets.

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $25341257 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $25341257 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9547135 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9547135 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17890465 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17890465 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1027086 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1027086 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5233420 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5233420 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7436805 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7436805 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7132041 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7132041 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 22039805 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 22039805 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7802764 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7802764 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8010695 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8010695 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7310184 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7310184 |
| &nbsp;&nbsp;&nbsp;&nbsp; Supranational Organization Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 56720259 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 56720259 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6621394 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6621394 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6937004 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6937004 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10008897 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10008897 |
| Commercial Paper | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 102585827 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 102585827 |
| Foreign Sovereign Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 22977052 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 22977052 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 515018 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 515018 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $325137108 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $325137108 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2712959 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2712959 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (260624) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (260624) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $2452335 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $2452335 |
| &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. |

---

------

**Dimensional VIT Inflation-Protected Securities Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

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

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| U.S. TREASURY OBLIGATIONS — (99.4%) | U.S. TREASURY OBLIGATIONS — (99.4%) | U.S. TREASURY OBLIGATIONS — (99.4%) |
| U.S. Treasury Inflation-Indexed Bonds |  |  |
| 2.500%, 01/15/29 | 14148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $14707428 |
| 3.875%, 04/15/29 | 16112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17560678 |
| 3.375%, 04/15/32 | 12713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14115618 |
| 2.125%, 02/15/40 | 8923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8766191 |
| 2.125%, 02/15/41 | 9247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8995171 |
| 0.750%, 02/15/42 | 7824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6032347 |
| 0.625%, 02/15/43 | 6991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5153597 |
| 1.375%, 02/15/44 | 9103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7583052 |
| U.S. Treasury Inflation-Indexed Notes |  |  |
| 0.750%, 07/15/28 | 12870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12716141 |
| 0.875%, 01/15/29 | 18332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18053951 |
| 0.250%, 07/15/29 | 3330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3200968 |
| 0.125%, 01/15/30 | 20302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19182539 |
| 0.125%, 07/15/30 | 6770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6366712 |
| 0.125%, 01/15/31 | 22862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21197089 |
| 0.125%, 07/15/31 | 18889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17396430 |
| 0.125%, 01/15/32 | 20293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18392940 |
| 0.625%, 07/15/32 | 1936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1804395 |
| 1.125%, 01/15/33 | 3993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3809232 |
| 1.375%, 07/15/33 | 2646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2563513 |
| 1.750%, 01/15/34 | 6588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6513856 |
| 1.875%, 07/15/34 | 3073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3068532 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY OBLIGATIONS <br>Cost ($224579827) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 217180380 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| TEMPORARY CASH INVESTMENTS — (0.6%) | TEMPORARY CASH INVESTMENTS — (0.6%) | TEMPORARY CASH INVESTMENTS — (0.6%) | TEMPORARY CASH INVESTMENTS — (0.6%) |
| Ɏ | State Street Institutional U.S. Government Money Market Fund 4.250% | 1380372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1380372 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $225,960,199)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $225,960,199)^^ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $218560752 |

---

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $217180380 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $217180380 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; $1380372 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1380372 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $1380372 | &nbsp;&nbsp;&nbsp; $217180380 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $218560752 |

---

------

**Dimensional VA Global Moderate Allocation Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (47.7%) | DOMESTIC EQUITIES — (47.7%) | DOMESTIC EQUITIES — (47.7%) |
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 1997461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $82035713 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 638813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29442898 |
| Dimensional VA U.S. Large Value Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 166979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5717377 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 55875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2245044 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119441032 |
| INTERNATIONAL EQUITIES — (17.5%) | INTERNATIONAL EQUITIES — (17.5%) | INTERNATIONAL EQUITIES — (17.5%) |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 1452278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26489549 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 504463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13418709 |
| Dimensional VA International Value Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 180769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3045965 |
| DFA International Real Estate Securities Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 217734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 831742 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43785965 |
| FIXED INCOME (INTERNATIONAL) — (34.8%) | FIXED INCOME (INTERNATIONAL) — (34.8%) | FIXED INCOME (INTERNATIONAL) — (34.8%) |
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 3300318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31254015 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 3123506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31203820 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 1265075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12435689 |
| Dimensional VA Short-Term Fixed Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 1204048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12425778 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87319302 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $168,818,158) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $168,818,158) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $250546299 |
| TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; ɎState Street Institutional U.S. Government Money Market Fund, 4.250% <br>(Cost $92,890) | &nbsp;&nbsp;&nbsp;&nbsp; 92890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92890 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $168,911,048)^^ | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $168,911,048)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $250639189 |

---

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp;&nbsp; $250546299 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $250546299 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 92890 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 92890 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $250639189 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $250639189 |

---

------

**U.S. Large Cap Growth Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (98.9%) | COMMON STOCKS — (98.9%) | COMMON STOCKS — (98.9%) | COMMON STOCKS — (98.9%) |
| COMMUNICATION SERVICES — (5.5%) | COMMUNICATION SERVICES — (5.5%) | COMMUNICATION SERVICES — (5.5%) | COMMUNICATION SERVICES — (5.5%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Live Nation <br> Entertainment, Inc.<br>| 44540 | &nbsp;&nbsp; $6578558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meta Platforms, Inc., <br> Class A<br>| 245855 | &nbsp;&nbsp; 190154091 |
| \* | Netflix, Inc. | 9641 | &nbsp;&nbsp; 11177776 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES |  | &nbsp;&nbsp; 207910425 |
| CONSUMER DISCRETIONARY — (9.6%) | CONSUMER DISCRETIONARY — (9.6%) | CONSUMER DISCRETIONARY — (9.6%) | CONSUMER DISCRETIONARY — (9.6%) |
| \* | Amazon.com, Inc. | 189093 | &nbsp;&nbsp; 44268562 |
|  | Booking Holdings, Inc. | 627 | &nbsp;&nbsp; 3451046 |
| #\* | Burlington Stores, Inc. | 28481 | &nbsp;&nbsp; 7774174 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Chipotle Mexican Grill, <br> Inc.<br>| 481735 | &nbsp;&nbsp; 20656797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Darden Restaurants, <br> Inc.<br>| 49260 | &nbsp;&nbsp; 9934264 |
|  | Expedia Group, Inc. | 70338 | &nbsp;&nbsp; 12676314 |
|  | Home Depot, Inc. | 374391 | &nbsp;&nbsp; 137592437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Las Vegas Sands <br> Corp.<br>| 247110 | &nbsp;&nbsp; 12948564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marriott International, <br> Inc., Class A<br>| 1 | &nbsp;&nbsp; 264 |
|  | NIKE, Inc., Class B | 84854 | &nbsp;&nbsp; 6337745 |
|  | Ross Stores, Inc. | 148747 | &nbsp;&nbsp; 20309915 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Royal Caribbean <br> Cruises Ltd.<br>| 23101 | &nbsp;&nbsp; 7343115 |
|  | Starbucks Corp. | 37155 | &nbsp;&nbsp; 3312740 |
|  | Tapestry, Inc. | 31964 | &nbsp;&nbsp; 3453071 |
|  | TJX Cos., Inc. | 401146 | &nbsp;&nbsp; 49954711 |
|  | Tractor Supply Co. | 399760 | &nbsp;&nbsp; 22766332 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY |  | &nbsp;&nbsp; 362780051 |
| CONSUMER STAPLES — (10.1%) | CONSUMER STAPLES — (10.1%) | CONSUMER STAPLES — (10.1%) | CONSUMER STAPLES — (10.1%) |
|  | Altria Group, Inc. | 109562 | &nbsp;&nbsp; 6786270 |
|  | Clorox Co. | 38671 | &nbsp;&nbsp; 4855531 |
|  | Coca-Cola Co. | 748524 | &nbsp;&nbsp; 50817294 |
|  | Colgate-Palmolive Co. | 435518 | &nbsp;&nbsp; 36518184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Costco Wholesale <br> Corp.<br>| 99681 | &nbsp;&nbsp; 93664255 |
|  | Hershey Co. | 471 | &nbsp;&nbsp; 87667 |
|  | Kimberly-Clark Corp. | 254070 | &nbsp;&nbsp; 31662203 |
|  | PepsiCo, Inc. | 430987 | &nbsp;&nbsp; 59441727 |
|  | Procter & Gamble Co. | 328610 | &nbsp;&nbsp; 49445947 |
|  | Sysco Corp. | 452269 | &nbsp;&nbsp; 36000613 |
|  | Walmart, Inc. | 125566 | &nbsp;&nbsp; 12302957 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES |  | &nbsp;&nbsp; 381582648 |
| ENERGY — (1.6%) | ENERGY — (1.6%) | ENERGY — (1.6%) | ENERGY — (1.6%) |
|  | Cheniere Energy, Inc. | 144323 | &nbsp;&nbsp; 34042909 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Targa Resources <br> Corp.<br>| 144608 | &nbsp;&nbsp; $24064217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texas Pacific Land <br> Corp.<br>| 723 | &nbsp;&nbsp; 699958 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp; 58807084 |
| FINANCIALS — (11.0%) | FINANCIALS — (11.0%) | FINANCIALS — (11.0%) | FINANCIALS — (11.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ameriprise Financial, <br> Inc.<br>| 54064 | &nbsp;&nbsp; 28015424 |
|  | Aon PLC, Class A | 39368 | &nbsp;&nbsp; 14003591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Equitable Holdings, <br> Inc.<br>| 137366 | &nbsp;&nbsp; 7053744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FactSet Research <br> Systems, Inc.<br>| 867 | &nbsp;&nbsp; 349314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LPL Financial <br> Holdings, Inc.<br>| 36681 | &nbsp;&nbsp; 14515772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marsh & McLennan <br> Cos., Inc.<br>| 42034 | &nbsp;&nbsp; 8373173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mastercard, Inc., <br> Class A<br>| 288273 | &nbsp;&nbsp; 163298007 |
|  | Moody's Corp. | 35508 | &nbsp;&nbsp; 18312541 |
|  | Visa, Inc., Class A | 467244 | &nbsp;&nbsp; 161418785 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp; 415340351 |
| HEALTH CARE — (11.9%) | HEALTH CARE — (11.9%) | HEALTH CARE — (11.9%) | HEALTH CARE — (11.9%) |
|  | AbbVie, Inc. | 697582 | &nbsp;&nbsp; 131856950 |
|  | Amgen, Inc. | 190163 | &nbsp;&nbsp; 56117101 |
|  | Cencora, Inc. | 153459 | &nbsp;&nbsp; 43901551 |
|  | Eli Lilly & Co. | 217243 | &nbsp;&nbsp; 160775027 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IDEXX Laboratories, <br> Inc.<br>| 31399 | &nbsp;&nbsp; 16776800 |
| \* | Solventum Corp. | 39626 | &nbsp;&nbsp; 2827711 |
| \* | Waters Corp. | 14661 | &nbsp;&nbsp; 4233510 |
|  | Zoetis, Inc. | 230337 | &nbsp;&nbsp; 33580831 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp; 450069481 |
| INDUSTRIALS — (13.6%) | INDUSTRIALS — (13.6%) | INDUSTRIALS — (13.6%) | INDUSTRIALS — (13.6%) |
|  | 3M Co. | 192306 | &nbsp;&nbsp; 28695901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Automatic Data <br> Processing, Inc.<br>| 130798 | &nbsp;&nbsp; 40481981 |
| \* | Boeing Co. | 47733 | &nbsp;&nbsp; 10589089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Booz Allen Hamilton <br> Holding Corp.<br>| 47271 | &nbsp;&nbsp; 5073596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Broadridge Financial <br> Solutions, Inc.<br>| 60069 | &nbsp;&nbsp; 14867678 |
|  | Caterpillar, Inc. | 120375 | &nbsp;&nbsp; 52726658 |
| # | Cintas Corp. | 63599 | &nbsp;&nbsp; 14153957 |
|  | Fastenal Co. | 312513 | &nbsp;&nbsp; 14416225 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Honeywell <br> International, Inc.<br>| 166186 | &nbsp;&nbsp; 36951457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Illinois Tool Works, <br> Inc.<br>| 93367 | &nbsp;&nbsp; 23899151 |

---

------

**U.S. Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lennox International, <br> Inc.<br>| 20650 | &nbsp;&nbsp; $12575850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln Electric <br> Holdings, Inc.<br>| 3675 | &nbsp;&nbsp; 894863 |
|  | Lockheed Martin Corp. | 87680 | &nbsp;&nbsp; 36911526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Dominion Freight <br> Line, Inc.<br>| 46086 | &nbsp;&nbsp; 6878336 |
|  | Paychex, Inc. | 233823 | &nbsp;&nbsp; 33747674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockwell Automation, <br> Inc.<br>| 16558 | &nbsp;&nbsp; 5823614 |
|  | Rollins, Inc. | 75167 | &nbsp;&nbsp; 4304814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trane Technologies <br> PLC<br>| 26619 | &nbsp;&nbsp; 11661252 |
|  | Union Pacific Corp. | 110609 | &nbsp;&nbsp; 24551880 |
|  | Veralto Corp. | 14806 | &nbsp;&nbsp; 1552113 |
|  | Verisk Analytics, Inc. | 111740 | &nbsp;&nbsp; 31143055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vertiv Holdings Co., <br> Class A<br>| 222250 | &nbsp;&nbsp; 32359600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waste Management, <br> Inc.<br>| 137529 | &nbsp;&nbsp; 31516146 |
|  | WW Grainger, Inc. | 36312 | &nbsp;&nbsp; 37747776 |
| \* | XPO, Inc. | 19935 | &nbsp;&nbsp; 2397981 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp; 515922173 |
| INFORMATION TECHNOLOGY — (33.2%) | INFORMATION TECHNOLOGY — (33.2%) | INFORMATION TECHNOLOGY — (33.2%) | INFORMATION TECHNOLOGY — (33.2%) |
| \* | Adobe, Inc. | 102145 | &nbsp;&nbsp; 36536245 |
|  | Apple, Inc. | 973491 | &nbsp;&nbsp; 202067527 |
|  | Applied Materials, Inc. | 5019 | &nbsp;&nbsp; 903721 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AppLovin Corp., <br> Class A<br>| 125307 | &nbsp;&nbsp; 48957445 |
| \* | Autodesk, Inc. | 45453 | &nbsp;&nbsp; 13777259 |
|  | CDW Corp. | 86520 | &nbsp;&nbsp; 15087358 |
| \* | Fortinet, Inc. | 143683 | &nbsp;&nbsp; 14353932 |
| \* | Gartner, Inc. | 49139 | &nbsp;&nbsp; 16640922 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoDaddy, Inc., <br> Class A<br>| 72732 | &nbsp;&nbsp; 11752037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Business <br> Machines Corp.<br>| 160635 | &nbsp;&nbsp; 40664750 |
|  | Jabil, Inc. | 52267 | &nbsp;&nbsp; 11664426 |
|  | KLA Corp. | 31675 | &nbsp;&nbsp; 27843275 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | Lam Research Corp. | 405720 | &nbsp;&nbsp; $38478485 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Manhattan Associates, <br> Inc.<br>| 515 | &nbsp;&nbsp; 113125 |
|  | Microsoft Corp. | 474237 | &nbsp;&nbsp; 253005440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motorola Solutions, <br> Inc.<br>| 88280 | &nbsp;&nbsp; 38753154 |
|  | NetApp, Inc. | 144515 | &nbsp;&nbsp; 15048347 |
|  | NVIDIA Corp. | 1688812 | &nbsp;&nbsp; 300388990 |
|  | Oracle Corp. | 615281 | &nbsp;&nbsp; 156139859 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Texas Instruments, <br> Inc.<br>| 93349 | &nbsp;&nbsp; 16901770 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY |  | &nbsp;&nbsp; 1259078067 |
| MATERIALS — (0.5%) | MATERIALS — (0.5%) | MATERIALS — (0.5%) | MATERIALS — (0.5%) |
|  | Sherwin-Williams Co. | 60821 | &nbsp;&nbsp; 20124452 |
| UTILITIES — (1.9%) | UTILITIES — (1.9%) | UTILITIES — (1.9%) | UTILITIES — (1.9%) |
|  | NRG Energy, Inc. | 157695 | &nbsp;&nbsp; 26366604 |
|  | Vistra Corp. | 222859 | &nbsp;&nbsp; 46475016 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp; 72841620 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS <br>Cost ($2040786082) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS <br>Cost ($2040786082) |  | &nbsp;&nbsp; 3744456352 |

---

&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> 4.250%<br>| 30483384 | &nbsp;&nbsp; 30483384 |
| SECURITIES LENDING COLLATERAL — (0.3%) | SECURITIES LENDING COLLATERAL — (0.3%) | SECURITIES LENDING COLLATERAL — (0.3%) | SECURITIES LENDING COLLATERAL — (0.3%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund <br>| 1067814 | &nbsp;&nbsp; 12351408 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $2,083,620,874)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $2,083,620,874)^^ |  | &nbsp;&nbsp; $3787291144 |

---

As of July 31, 2025, U.S. Large Cap Growth 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; 86 | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; $26214990 | &nbsp;&nbsp;&nbsp;&nbsp; $27409275 | &nbsp;&nbsp;&nbsp;&nbsp; $1194285 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$26214990** | &nbsp;&nbsp; **$27409275** | &nbsp;&nbsp; **$1194285** |

---

------

**U.S. Large Cap Growth Portfolio**

**CONTINUED**

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Communication Services | &nbsp;&nbsp;&nbsp; $207910425 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $207910425 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | &nbsp;&nbsp;&nbsp; 362780051 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 362780051 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | &nbsp;&nbsp;&nbsp; 381582648 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 381582648 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy | &nbsp;&nbsp;&nbsp; 58807084 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 58807084 |
| &nbsp;&nbsp;&nbsp;&nbsp; Financials | &nbsp;&nbsp;&nbsp; 415340351 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 415340351 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care | &nbsp;&nbsp;&nbsp; 450069481 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 450069481 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrials | &nbsp;&nbsp;&nbsp; 515922173 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 515922173 |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | &nbsp;&nbsp;&nbsp; 1259078067 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1259078067 |
| &nbsp;&nbsp;&nbsp;&nbsp; Materials | &nbsp;&nbsp;&nbsp; 20124452 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 20124452 |
| &nbsp;&nbsp;&nbsp;&nbsp; Utilities | &nbsp;&nbsp;&nbsp; 72841620 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 72841620 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 30483384 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 30483384 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $12351408 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12351408 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $3774939736 | &nbsp;&nbsp;&nbsp; $12351408 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $3787291144 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp; 1194285 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1194285 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; $1194285 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1194285 |
| &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. Small Cap Growth Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (92.3%) | COMMON STOCKS — (92.3%) | COMMON STOCKS — (92.3%) | COMMON STOCKS — (92.3%) |
| COMMUNICATION SERVICES — (2.3%) | COMMUNICATION SERVICES — (2.3%) | COMMUNICATION SERVICES — (2.3%) | COMMUNICATION SERVICES — (2.3%) |
| \* | Anterix, Inc. | 14029 | &nbsp;&nbsp; $311584 |
| \* | Cargurus, Inc. | 50875 | &nbsp;&nbsp; 1669717 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cinemark Holdings, <br> Inc.<br>| 132090 | &nbsp;&nbsp; 3549258 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EverQuote, Inc., <br> Class A<br>| 30957 | &nbsp;&nbsp; 761233 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gambling.com Group <br> Ltd.<br>| 32777 | &nbsp;&nbsp; 346453 |
| \* | Gannett Co., Inc. | 122018 | &nbsp;&nbsp; 464889 |
| \* | Gogo, Inc. | 126622 | &nbsp;&nbsp; 2008225 |
|  | IDT Corp., Class B | 26370 | &nbsp;&nbsp; 1553457 |
| \* | IMAX Corp. | 72775 | &nbsp;&nbsp; 1876867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iridium <br> Communications, <br> Inc.<br>| 118284 | &nbsp;&nbsp; 2893227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 47521 | &nbsp;&nbsp; 1834311 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lumen Technologies, <br> Inc.<br>| 1122804 | &nbsp;&nbsp; 4996478 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Madison Square <br> Garden <br> Entertainment Corp.<br>| 40151 | &nbsp;&nbsp; 1517306 |
| #\* | Magnite, Inc. | 122143 | &nbsp;&nbsp; 2810510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New York Times Co., <br> Class A<br>| 109707 | &nbsp;&nbsp; 5692696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nexstar Media Group, <br> Inc.<br>| 1166 | &nbsp;&nbsp; 218170 |
| \* | QuinStreet, Inc. | 55293 | &nbsp;&nbsp; 907358 |
| \* | Stagwell, Inc. | 236664 | &nbsp;&nbsp; 1356085 |
| \* | TechTarget, Inc. | 28638 | &nbsp;&nbsp; 207339 |
| \* | Travelzoo | 10684 | &nbsp;&nbsp; 106733 |
| \* | TripAdvisor, Inc. | 104075 | &nbsp;&nbsp; 1820272 |
| \* | Yelp, Inc. | 70499 | &nbsp;&nbsp; 2427281 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES |  | &nbsp;&nbsp; 39329449 |
| CONSUMER DISCRETIONARY — (16.7%) | CONSUMER DISCRETIONARY — (16.7%) | CONSUMER DISCRETIONARY — (16.7%) | CONSUMER DISCRETIONARY — (16.7%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Abercrombie & Fitch <br> Co., Class A<br>| 48757 | &nbsp;&nbsp; 4681647 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Accel Entertainment, <br> Inc.<br>| 46293 | &nbsp;&nbsp; 595328 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Acushnet Holdings <br> Corp.<br>| 73215 | &nbsp;&nbsp; 5829378 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adtalem Global <br> Education, Inc.<br>| 32450 | &nbsp;&nbsp; 3708062 |
|  | Aramark | 188470 | &nbsp;&nbsp; 8021283 |
| #\* | Arhaus, Inc. | 55737 | &nbsp;&nbsp; 488256 |
|  | Autoliv, Inc. | 56750 | &nbsp;&nbsp; 6330462 |
| \* | AutoNation, Inc. | 29966 | &nbsp;&nbsp; 5772650 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Birkenstock Holding <br> PLC<br>| 78026 | &nbsp;&nbsp; 3908322 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | BJ's Restaurants, Inc. | 20805 | &nbsp;&nbsp; $737121 |
|  | Bloomin' Brands, Inc. | 5278 | &nbsp;&nbsp; 48083 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Boot Barn Holdings, <br> Inc.<br>| 30537 | &nbsp;&nbsp; 5249310 |
|  | Boyd Gaming Corp. | 2041 | &nbsp;&nbsp; 173281 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bright Horizons Family <br> Solutions, Inc.<br>| 37336 | &nbsp;&nbsp; 4222702 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brinker International, <br> Inc.<br>| 47295 | &nbsp;&nbsp; 7453692 |
| # | Buckle, Inc. | 54152 | &nbsp;&nbsp; 2673484 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Build-A-Bear <br> Workshop, Inc.<br>| 15652 | &nbsp;&nbsp; 793713 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Camping World <br> Holdings, Inc., <br> Class A<br>| 65399 | &nbsp;&nbsp; 905122 |
|  | Carriage Services, Inc. | 13503 | &nbsp;&nbsp; 606555 |
| \* | Cavco Industries, Inc. | 8315 | &nbsp;&nbsp; 3356516 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Champion Homes, <br> Inc.<br>| 56415 | &nbsp;&nbsp; 3435674 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cheesecake Factory, <br> Inc.<br>| 61747 | &nbsp;&nbsp; 3946251 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Choice Hotels <br> International, Inc.<br>| 34922 | &nbsp;&nbsp; 4459889 |
|  | Churchill Downs, Inc. | 26553 | &nbsp;&nbsp; 2842233 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cooper-Standard <br> Holdings, Inc.<br>| 7200 | &nbsp;&nbsp; 173520 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cracker Barrel Old <br> Country Store, Inc.<br>| 21298 | &nbsp;&nbsp; 1320476 |
|  | Cricut, Inc., Class A | 8191 | &nbsp;&nbsp; 40136 |
| \* | Crocs, Inc. | 54110 | &nbsp;&nbsp; 5396390 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dave & Buster's <br> Entertainment, Inc.<br>| 40070 | &nbsp;&nbsp; 1171647 |
| # | Dillard's, Inc., Class A | 9875 | &nbsp;&nbsp; 4610934 |
| \* | Dorman Products, Inc. | 26871 | &nbsp;&nbsp; 3241180 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dutch Bros, Inc., <br> Class A<br>| 96381 | &nbsp;&nbsp; 5712502 |
| \* | Envela Corp. | 10494 | &nbsp;&nbsp; 56877 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; European Wax Center, <br> Inc., Class A<br>| 56459 | &nbsp;&nbsp; 264228 |
| \* | Figs, Inc., Class A | 71146 | &nbsp;&nbsp; 462449 |
| \* | Five Below, Inc. | 21211 | &nbsp;&nbsp; 2895726 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Floor & Decor <br> Holdings, Inc., <br> Class A<br>| 65899 | &nbsp;&nbsp; 5050499 |
| \* | Frontdoor, Inc. | 79753 | &nbsp;&nbsp; 4665551 |
|  | Gap, Inc. | 283018 | &nbsp;&nbsp; 5507530 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Global Business Travel <br> Group I<br>| 175110 | &nbsp;&nbsp; 1125957 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grand Canyon <br> Education, Inc.<br>| 31916 | &nbsp;&nbsp; 5381995 |
| #\* | Groupon, Inc. | 19084 | &nbsp;&nbsp; 588551 |
|  | H&R Block, Inc. | 72783 | &nbsp;&nbsp; 3955028 |
| \* | Hanesbrands, Inc. | 376324 | &nbsp;&nbsp; 1539165 |

---

------

**U.S. Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Hasbro, Inc. | 148500 | &nbsp;&nbsp; $11161260 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hilton Grand <br> Vacations, Inc.<br>| 36798 | &nbsp;&nbsp; 1649286 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Installed Building <br> Products, Inc.<br>| 30114 | &nbsp;&nbsp; 6091761 |
|  | J Jill, Inc. | 2111 | &nbsp;&nbsp; 33100 |
|  | Jack in the Box, Inc. | 1733 | &nbsp;&nbsp; 34140 |
|  | Kontoor Brands, Inc. | 65219 | &nbsp;&nbsp; 3630090 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Kura Sushi USA, Inc., <br> Class A<br>| 10600 | &nbsp;&nbsp; 930044 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Laureate Education, <br> Inc.<br>| 150089 | &nbsp;&nbsp; 3392011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Levi Strauss & Co., <br> Class A<br>| 79519 | &nbsp;&nbsp; 1565729 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Life Time Group <br> Holdings, Inc.<br>| 127662 | &nbsp;&nbsp; 3666453 |
| \* | Light & Wonder, Inc. | 6269 | &nbsp;&nbsp; 603830 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln Educational <br> Services Corp.<br>| 22942 | &nbsp;&nbsp; 524684 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lucky Strike <br> Entertainment Corp.<br>| 13273 | &nbsp;&nbsp; 131403 |
|  | Marine Products Corp. | 4479 | &nbsp;&nbsp; 38475 |
| \* | Mattel, Inc. | 235823 | &nbsp;&nbsp; 4011349 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MGM Resorts <br> International<br>| 3707 | &nbsp;&nbsp; 135120 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Modine Manufacturing <br> Co.<br>| 59366 | &nbsp;&nbsp; 7988289 |
|  | Murphy USA, Inc. | 20166 | &nbsp;&nbsp; 7309772 |
|  | Nathan's Famous, Inc. | 430 | &nbsp;&nbsp; 40850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Norwegian Cruise Line <br> Holdings Ltd.<br>| 460347 | &nbsp;&nbsp; 11766469 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Ollie's Bargain Outlet <br> Holdings, Inc.<br>| 48845 | &nbsp;&nbsp; 6673692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OneSpaWorld Holdings <br> Ltd.<br>| 108643 | &nbsp;&nbsp; 2403183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Papa John's <br> International, Inc.<br>| 6657 | &nbsp;&nbsp; 282323 |
|  | Patrick Industries, Inc. | 32776 | &nbsp;&nbsp; 3187138 |
|  | Pool Corp. | 3528 | &nbsp;&nbsp; 1087118 |
| \* | Potbelly Corp. | 30935 | &nbsp;&nbsp; 372148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Red Rock Resorts, <br> Inc., Class A<br>| 49765 | &nbsp;&nbsp; 3053083 |
| \* | Revolve Group, Inc. | 36747 | &nbsp;&nbsp; 762500 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rush Street <br> Interactive, Inc.<br>| 82804 | &nbsp;&nbsp; 1669329 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Savers Value Village, <br> Inc.<br>| 75256 | &nbsp;&nbsp; 783415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Service Corp. <br> International<br>| 45723 | &nbsp;&nbsp; 3489122 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shake Shack, Inc., <br> Class A<br>| 24125 | &nbsp;&nbsp; 2903203 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Somnigroup <br> International, Inc.<br>| 92274 | &nbsp;&nbsp; 6678792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sonic Automotive, Inc., <br> Class A<br>| 1757 | &nbsp;&nbsp; 127119 |
| \* | Sonos, Inc. | 17290 | &nbsp;&nbsp; 186905 |
| \* | Stride, Inc. | 38763 | &nbsp;&nbsp; 4970579 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Tapestry, Inc. | 7368 | &nbsp;&nbsp; $795965 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tile Shop Holdings, <br> Inc.<br>| 6058 | &nbsp;&nbsp; 38226 |
| \* | TopBuild Corp. | 22260 | &nbsp;&nbsp; 8245772 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Parks & <br> Resorts, Inc.<br>| 30650 | &nbsp;&nbsp; 1450665 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Universal Technical <br> Institute, Inc.<br>| 57813 | &nbsp;&nbsp; 1862735 |
|  | Upbound Group, Inc. | 58300 | &nbsp;&nbsp; 1203021 |
| \* | Urban Outfitters, Inc. | 30897 | &nbsp;&nbsp; 2325926 |
|  | Vail Resorts, Inc. | 39415 | &nbsp;&nbsp; 5922498 |
| #\* | Valvoline, Inc. | 135766 | &nbsp;&nbsp; 4785751 |
|  | VF Corp. | 262845 | &nbsp;&nbsp; 3080543 |
| #\* | Victoria's Secret & Co. | 64359 | &nbsp;&nbsp; 1209949 |
|  | Wendy's Co. | 208713 | &nbsp;&nbsp; 2055823 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wolverine World Wide, <br> Inc.<br>| 79720 | &nbsp;&nbsp; 1800078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wyndham Hotels & <br> Resorts, Inc.<br>| 79859 | &nbsp;&nbsp; 6867874 |
| #\*Ω | XPEL, Inc. | 28298 | &nbsp;&nbsp; 925062 |
| \* | YETI Holdings, Inc. | 82800 | &nbsp;&nbsp; 3042072 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY |  | &nbsp;&nbsp; 282345079 |
| CONSUMER STAPLES — (5.0%) | CONSUMER STAPLES — (5.0%) | CONSUMER STAPLES — (5.0%) | CONSUMER STAPLES — (5.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albertsons Cos., Inc., <br> Class A<br>| 151939 | &nbsp;&nbsp; 2920268 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Beer Co., Inc. , <br> Class A<br>| 5634 | &nbsp;&nbsp; 1166689 |
|  | Cal-Maine Foods, Inc. | 2230 | &nbsp;&nbsp; 247842 |
|  | Campbell's Co. | 15503 | &nbsp;&nbsp; 494856 |
| #\* | Celsius Holdings, Inc. | 55519 | &nbsp;&nbsp; 2517231 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chefs' Warehouse, <br> Inc.<br>| 41553 | &nbsp;&nbsp; 2848874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola <br> Consolidated, Inc.<br>| 57069 | &nbsp;&nbsp; 6377461 |
| \* | elf Beauty, Inc. | 36569 | &nbsp;&nbsp; 4431797 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Energizer Holdings, <br> Inc.<br>| 78723 | &nbsp;&nbsp; 1772842 |
|  | Flowers Foods, Inc. | 142854 | &nbsp;&nbsp; 2264236 |
| \*» | Fresh Market, Inc. | 15766 | &nbsp;&nbsp; 0 |
| \* | Freshpet, Inc. | 38602 | &nbsp;&nbsp; 2637289 |
| \* | Honest Co., Inc. | 36019 | &nbsp;&nbsp; 166048 |
| # | Interparfums, Inc. | 32129 | &nbsp;&nbsp; 3874757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J&J Snack Foods <br> Corp.<br>| 15210 | &nbsp;&nbsp; 1717057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; John B Sanfilippo & <br> Son, Inc.<br>| 8838 | &nbsp;&nbsp; 559534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lamb Weston <br> Holdings, Inc.<br>| 133784 | &nbsp;&nbsp; 7635053 |
| # | Lifevantage Corp. | 7153 | &nbsp;&nbsp; 89770 |
| \* | Lifeway Foods, Inc. | 9286 | &nbsp;&nbsp; 234193 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mama's Creations, <br> Inc.<br>| 39681 | &nbsp;&nbsp; 327765 |
| \* | Maplebear, Inc. | 9855 | &nbsp;&nbsp; 472744 |
|  | Marzetti Co. | 22703 | &nbsp;&nbsp; 4035685 |

---

------

**U.S. Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Beverage <br> Corp.<br>| 69935 | &nbsp;&nbsp; $3204422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Natural Grocers by <br> Vitamin Cottage, <br> Inc.<br>| 22584 | &nbsp;&nbsp; 855708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oil-Dri Corp. of <br> America<br>| 7956 | &nbsp;&nbsp; 448718 |
|  | Pilgrim's Pride Corp. | 78950 | &nbsp;&nbsp; 3741440 |
| # | PriceSmart, Inc. | 25617 | &nbsp;&nbsp; 2753827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reynolds Consumer <br> Products, Inc.<br>| 126322 | &nbsp;&nbsp; 2840982 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sprouts Farmers <br> Market, Inc.<br>| 75102 | &nbsp;&nbsp; 11380957 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tootsie Roll Industries, <br> Inc.<br>| 40866 | &nbsp;&nbsp; 1550047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turning Point Brands, <br> Inc.<br>| 23500 | &nbsp;&nbsp; 1949090 |
|  | Utz Brands, Inc. | 77240 | &nbsp;&nbsp; 1006437 |
| \* | Vita Coco Co., Inc. | 60138 | &nbsp;&nbsp; 2120466 |
| \* | Vital Farms, Inc. | 47004 | &nbsp;&nbsp; 1748549 |
|  | WD-40 Co. | 14039 | &nbsp;&nbsp; 3009962 |
|  | WK Kellogg Co. | 72139 | &nbsp;&nbsp; 1662804 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES |  | &nbsp;&nbsp; 85065400 |
| ENERGY — (2.1%) | ENERGY — (2.1%) | ENERGY — (2.1%) | ENERGY — (2.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Antero Midstream <br> Corp.<br>| 351128 | &nbsp;&nbsp; 6443199 |
|  | Archrock, Inc. | 166562 | &nbsp;&nbsp; 3890888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aris Water Solutions, <br> Inc., Class A<br>| 30903 | &nbsp;&nbsp; 657307 |
|  | Cactus, Inc., Class A | 64680 | &nbsp;&nbsp; 2736611 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Centrus Energy Corp., <br> Class A<br>| 16257 | &nbsp;&nbsp; 3501758 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Comstock Resources, <br> Inc.<br>| 183822 | &nbsp;&nbsp; 3284899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Core Laboratories, <br> Inc.<br>| 7045 | &nbsp;&nbsp; 77072 |
| # | CVR Energy, Inc. | 87722 | &nbsp;&nbsp; 2349195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Energy Services of <br> America Corp.<br>| 16380 | &nbsp;&nbsp; 179033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Excelerate Energy, <br> Inc., Class A<br>| 20233 | &nbsp;&nbsp; 519179 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; KLX Energy Services <br> Holdings, Inc.<br>| 576 | &nbsp;&nbsp; 1031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magnolia Oil & Gas <br> Corp., Class A<br>| 187051 | &nbsp;&nbsp; 4455555 |
| \* | Nabors Industries Ltd. | 836 | &nbsp;&nbsp; 29076 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oceaneering <br> International, Inc.<br>| 111989 | &nbsp;&nbsp; 2430161 |
|  | Schlumberger NV | 22571 | &nbsp;&nbsp; 762900 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Solaris Energy <br> Infrastructure, Inc.<br>| 25571 | &nbsp;&nbsp; 835405 |
| #\* | Uranium Energy Corp. | 131985 | &nbsp;&nbsp; 1144310 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weatherford <br> International PLC<br>| 35266 | &nbsp;&nbsp; $1994292 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp; 35291871 |
| FINANCIALS — (10.5%) | FINANCIALS — (10.5%) | FINANCIALS — (10.5%) | FINANCIALS — (10.5%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Acadian Asset <br> Management, Inc.<br>| 36313 | &nbsp;&nbsp; 1517520 |
|  | AMERISAFE, Inc. | 20353 | &nbsp;&nbsp; 911407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Artisan Partners Asset <br> Management, Inc., <br> Class A<br>| 73603 | &nbsp;&nbsp; 3330536 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AvidXchange Holdings, <br> Inc.<br>| 20512 | &nbsp;&nbsp; 202248 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Baldwin Insurance <br> Group, Inc.<br>| 22534 | &nbsp;&nbsp; 830153 |
|  | BancFirst Corp. | 9576 | &nbsp;&nbsp; 1192404 |
| \* | Bancorp, Inc. | 55822 | &nbsp;&nbsp; 3525718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BGC Group, Inc., <br> Class A<br>| 370848 | &nbsp;&nbsp; 3437761 |
| \* | Cantaloupe, Inc. | 78482 | &nbsp;&nbsp; 868796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cass Information <br> Systems, Inc.<br>| 11423 | &nbsp;&nbsp; 457034 |
|  | City Holding Co. | 10395 | &nbsp;&nbsp; 1269229 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coastal Financial <br> Corp.<br>| 13585 | &nbsp;&nbsp; 1306877 |
|  | Cohen & Steers, Inc. | 54049 | &nbsp;&nbsp; 3975844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commerce <br> Bancshares, Inc.<br>| 16790 | &nbsp;&nbsp; 1027548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crawford & Co. <br> (CRD/A US), <br> Class A<br>| 26953 | &nbsp;&nbsp; 257940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crawford & Co. <br> (CRD/B US), <br> Class B<br>| 30600 | &nbsp;&nbsp; 281826 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Credit Acceptance <br> Corp.<br>| 8397 | &nbsp;&nbsp; 4116881 |
| \* | Dave, Inc. | 11541 | &nbsp;&nbsp; 2721368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diamond Hill <br> Investment Group, <br> Inc.<br>| 2665 | &nbsp;&nbsp; 361294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DigitalBridge Group, <br> Inc.<br>| 114781 | &nbsp;&nbsp; 1232748 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Donnelley Financial <br> Solutions, Inc.<br>| 33609 | &nbsp;&nbsp; 1779933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Esquire Financial <br> Holdings, Inc.<br>| 6482 | &nbsp;&nbsp; 621494 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Euronet Worldwide, <br> Inc.<br>| 42989 | &nbsp;&nbsp; 4177671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evercore, Inc., <br> Class A<br>| 33780 | &nbsp;&nbsp; 10172509 |
|  | EVERTEC, Inc. | 72062 | &nbsp;&nbsp; 2605041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Federated Hermes, <br> Inc.<br>| 84142 | &nbsp;&nbsp; 4170919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Bankshares, Inc.<br>| 124281 | &nbsp;&nbsp; 4302608 |

---

------

**U.S. Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FirstCash Holdings, <br> Inc.<br>| 33647 | &nbsp;&nbsp; $4484809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GBank Financial <br> Holdings, Inc.<br>| 712 | &nbsp;&nbsp; 26725 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Goosehead Insurance, <br> Inc., Class A<br>| 22220 | &nbsp;&nbsp; 2020020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Lane, Inc., <br> Class A<br>| 42339 | &nbsp;&nbsp; 6448230 |
| # | HCI Group, Inc. | 10285 | &nbsp;&nbsp; 1440311 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; International Money <br> Express, Inc.<br>| 26385 | &nbsp;&nbsp; 237201 |
| \* | Kingstone Cos., Inc. | 3841 | &nbsp;&nbsp; 62954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinsale Capital Group, <br> Inc.<br>| 16598 | &nbsp;&nbsp; 7314573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lakeland Financial <br> Corp.<br>| 21716 | &nbsp;&nbsp; 1376143 |
|  | Lazard, Inc. | 116686 | &nbsp;&nbsp; 6065338 |
| \* | LendingTree, Inc. | 14012 | &nbsp;&nbsp; 654080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MarketAxess Holdings, <br> Inc.<br>| 32680 | &nbsp;&nbsp; 6715740 |
| \* | Marqeta, Inc., Class A | 375097 | &nbsp;&nbsp; 2138053 |
|  | Moelis & Co., Class A | 70562 | &nbsp;&nbsp; 4949219 |
| \* | NCR Atleos Corp. | 77501 | &nbsp;&nbsp; 2371531 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Oscar Health, Inc., <br> Class A<br>| 153979 | &nbsp;&nbsp; 2163405 |
| \* | Palomar Holdings, Inc. | 28461 | &nbsp;&nbsp; 3770798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paymentus Holdings, <br> Inc., Class A<br>| 8068 | &nbsp;&nbsp; 224936 |
| \* | Payoneer Global, Inc. | 358843 | &nbsp;&nbsp; 2357598 |
| \* | Paysign, Inc. | 29320 | &nbsp;&nbsp; 218141 |
|  | Piper Sandler Cos. | 14630 | &nbsp;&nbsp; 4613132 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; PJT Partners, Inc., <br> Class A<br>| 24965 | &nbsp;&nbsp; 4459248 |
|  | Primerica, Inc. | 28828 | &nbsp;&nbsp; 7657582 |
|  | RLI Corp. | 79092 | &nbsp;&nbsp; 5219281 |
| \* | Root, Inc., Class A | 12453 | &nbsp;&nbsp; 1507187 |
|  | SEI Investments Co. | 54197 | &nbsp;&nbsp; 4775840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ServisFirst <br> Bancshares, Inc.<br>| 33243 | &nbsp;&nbsp; 2614562 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Shift4 Payments, Inc., <br> Class A<br>| 58761 | &nbsp;&nbsp; 6052383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Silvercrest Asset <br> Management Group, <br> Inc., Class A<br>| 11193 | &nbsp;&nbsp; 183117 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Skyward Specialty <br> Insurance Group, <br> Inc.<br>| 35522 | &nbsp;&nbsp; 1796703 |
|  | SLM Corp. | 189078 | &nbsp;&nbsp; 6012680 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Victory Capital <br> Holdings, Inc., <br> Class A<br>| 58325 | &nbsp;&nbsp; 4019176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virtu Financial, Inc., <br> Class A<br>| 80234 | &nbsp;&nbsp; 3541529 |
| # | Western Union Co. | 341325 | &nbsp;&nbsp; 2747666 |
| \* | WEX, Inc. | 33714 | &nbsp;&nbsp; 5720591 |
|  | WisdomTree, Inc. | 165757 | &nbsp;&nbsp; 2199595 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp; 178815384 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (9.5%) | HEALTH CARE — (9.5%) | HEALTH CARE — (9.5%) | HEALTH CARE — (9.5%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACADIA <br> Pharmaceuticals, <br> Inc.<br>| 119631 | &nbsp;&nbsp; $2850807 |
| \* | ADMA Biologics, Inc. | 261277 | &nbsp;&nbsp; 4885880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Akebia Therapeutics, <br> Inc.<br>| 280872 | &nbsp;&nbsp; 1035013 |
| \* | Alkermes PLC | 157288 | &nbsp;&nbsp; 4166559 |
| \* | Amedisys, Inc. | 8478 | &nbsp;&nbsp; 835931 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amneal <br> Pharmaceuticals, <br> Inc.<br>| 154266 | &nbsp;&nbsp; 1206360 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ANI Pharmaceuticals, <br> Inc.<br>| 21271 | &nbsp;&nbsp; 1347518 |
| #\* | Artivion, Inc. | 45235 | &nbsp;&nbsp; 1398214 |
| \* | AtriCure, Inc. | 24121 | &nbsp;&nbsp; 846647 |
|  | Bio-Techne Corp. | 69468 | &nbsp;&nbsp; 3801984 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brookdale Senior <br> Living, Inc.<br>| 243381 | &nbsp;&nbsp; 1886203 |
|  | Bruker Corp. | 107353 | &nbsp;&nbsp; 4125576 |
| \* | CareDx, Inc. | 31989 | &nbsp;&nbsp; 392985 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Catalyst <br> Pharmaceuticals, <br> Inc.<br>| 95670 | &nbsp;&nbsp; 2040641 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Charles River <br> Laboratories <br> International, Inc.<br>| 3100 | &nbsp;&nbsp; 525884 |
|  | Chemed Corp. | 14266 | &nbsp;&nbsp; 5881872 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Collegium <br> Pharmaceutical, Inc.<br>| 44485 | &nbsp;&nbsp; 1328322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concentra Group <br> Holdings Parent, <br> Inc.<br>| 98491 | &nbsp;&nbsp; 1966865 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Corcept Therapeutics, <br> Inc.<br>| 102880 | &nbsp;&nbsp; 6910450 |
| \* | CorVel Corp. | 54109 | &nbsp;&nbsp; 4794057 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CytomX Therapeutics, <br> Inc.<br>| 68553 | &nbsp;&nbsp; 150131 |
| #\* | DaVita, Inc. | 32137 | &nbsp;&nbsp; 4511071 |
| \* | Electromed, Inc. | 7663 | &nbsp;&nbsp; 139543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Encompass Health <br> Corp.<br>| 92983 | &nbsp;&nbsp; 10238358 |
|  | Ensign Group, Inc. | 50876 | &nbsp;&nbsp; 7631400 |
| \* | Exact Sciences Corp. | 23114 | &nbsp;&nbsp; 1085202 |
| #\* | Exelixis, Inc. | 195430 | &nbsp;&nbsp; 7078475 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoodRx Holdings, Inc., <br> Class A<br>| 26813 | &nbsp;&nbsp; 128434 |
| \* | Haemonetics Corp. | 42950 | &nbsp;&nbsp; 3180018 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Halozyme <br> Therapeutics, Inc.<br>| 129842 | &nbsp;&nbsp; 7786625 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harmony Biosciences <br> Holdings, Inc.<br>| 59448 | &nbsp;&nbsp; 2091381 |
| #\* | Harrow, Inc. | 32759 | &nbsp;&nbsp; 1040426 |
| \* | HealthEquity, Inc. | 63503 | &nbsp;&nbsp; 6159791 |
|  | HealthStream, Inc. | 19879 | &nbsp;&nbsp; 520035 |
| \* | Henry Schein, Inc. | 28650 | &nbsp;&nbsp; 1938173 |
| \* | Integer Holdings Corp. | 20886 | &nbsp;&nbsp; 2266340 |
|  | iRadimed Corp. | 7694 | &nbsp;&nbsp; 448868 |

---

------

**U.S. Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kiniksa <br> Pharmaceuticals <br> International PLC<br>| 39471 | &nbsp;&nbsp; $1194392 |
| \* | Krystal Biotech, Inc. | 11861 | &nbsp;&nbsp; 1825052 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lantheus Holdings, <br> Inc.<br>| 65526 | &nbsp;&nbsp; 4664796 |
| # | LeMaitre Vascular, Inc. | 11913 | &nbsp;&nbsp; 967812 |
| \* | Masimo Corp. | 10182 | &nbsp;&nbsp; 1565890 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Medpace Holdings, <br> Inc.<br>| 21882 | &nbsp;&nbsp; 9347990 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Merit Medical Systems, <br> Inc.<br>| 51650 | &nbsp;&nbsp; 4383019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mesa Laboratories, <br> Inc.<br>| 5456 | &nbsp;&nbsp; 417275 |
| \* | MiMedx Group, Inc. | 147705 | &nbsp;&nbsp; 1061999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Research <br> Corp.<br>| 24368 | &nbsp;&nbsp; 304600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Niagen Bioscience, <br> Inc.<br>| 59926 | &nbsp;&nbsp; 560308 |
| #\* | Nutex Health, Inc. | 2088 | &nbsp;&nbsp; 177083 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Option Care Health, <br> Inc.<br>| 164607 | &nbsp;&nbsp; 4831215 |
|  | Organon & Co. | 262585 | &nbsp;&nbsp; 2547074 |
| \* | Pennant Group, Inc. | 26985 | &nbsp;&nbsp; 598257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phibro Animal Health <br> Corp., Class A<br>| 16246 | &nbsp;&nbsp; 430519 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Privia Health Group, <br> Inc.<br>| 117256 | &nbsp;&nbsp; 2288837 |
| \* | Progyny, Inc. | 68529 | &nbsp;&nbsp; 1611117 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Protagonist <br> Therapeutics, Inc.<br>| 11127 | &nbsp;&nbsp; 599300 |
| \* | RadNet, Inc. | 46255 | &nbsp;&nbsp; 2531536 |
| \* | Repligen Corp. | 24789 | &nbsp;&nbsp; 2902048 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rigel Pharmaceuticals, <br> Inc.<br>| 7459 | &nbsp;&nbsp; 157087 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sarepta Therapeutics, <br> Inc.<br>| 21003 | &nbsp;&nbsp; 344869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Select Medical <br> Holdings Corp.<br>| 21683 | &nbsp;&nbsp; 320692 |
| #\* | Semler Scientific, Inc. | 6008 | &nbsp;&nbsp; 215387 |
| \* | Sotera Health Co. | 307822 | &nbsp;&nbsp; 3536875 |
| \* | Surmodics, Inc. | 12790 | &nbsp;&nbsp; 459161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Physical Therapy, <br> Inc.<br>| 8249 | &nbsp;&nbsp; 603414 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; UFP Technologies, <br> Inc.<br>| 8144 | &nbsp;&nbsp; 1843720 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp; 160913363 |
| INDUSTRIALS — (26.7%) | INDUSTRIALS — (26.7%) | INDUSTRIALS — (26.7%) | INDUSTRIALS — (26.7%) |
|  | A.O. Smith Corp. | 89209 | &nbsp;&nbsp; 6315105 |
| # | AAON, Inc. | 81836 | &nbsp;&nbsp; 6833306 |
| # | Acuity, Inc. | 17861 | &nbsp;&nbsp; 5561022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Drainage <br> Systems, Inc.<br>| 64643 | &nbsp;&nbsp; 7417784 |
| # | Alamo Group, Inc. | 6591 | &nbsp;&nbsp; 1467025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albany International <br> Corp., Class A<br>| 17824 | &nbsp;&nbsp; 965883 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allison Transmission <br> Holdings, Inc.<br>| 89446 | &nbsp;&nbsp; $8056401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alta Equipment Group, <br> Inc.<br>| 24236 | &nbsp;&nbsp; 188071 |
| \* | API Group Corp. | 177300 | &nbsp;&nbsp; 6395211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Applied Industrial <br> Technologies, Inc.<br>| 35348 | &nbsp;&nbsp; 9596982 |
|  | Argan, Inc. | 14158 | &nbsp;&nbsp; 3468427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Armstrong World <br> Industries, Inc.<br>| 41056 | &nbsp;&nbsp; 7725508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Astronics Corp. (ATRO <br> US)<br>| 25254 | &nbsp;&nbsp; 912174 |
| \* | ATI, Inc. | 78281 | &nbsp;&nbsp; 6022940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atmus Filtration <br> Technologies, Inc.<br>| 85679 | &nbsp;&nbsp; 3333770 |
|  | AZZ, Inc. | 27535 | &nbsp;&nbsp; 3015082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barrett Business <br> Services, Inc.<br>| 30207 | &nbsp;&nbsp; 1388616 |
| #\* | Blue Bird Corp. | 34915 | &nbsp;&nbsp; 1563843 |
|  | Brady Corp., Class A | 44965 | &nbsp;&nbsp; 3173180 |
|  | Brink's Co. | 43803 | &nbsp;&nbsp; 3825754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BWX Technologies, <br> Inc.<br>| 73574 | &nbsp;&nbsp; 11178098 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CACI International, <br> Inc., Class A<br>| 2861 | &nbsp;&nbsp; 1317691 |
|  | Cadre Holdings, Inc. | 42062 | &nbsp;&nbsp; 1390990 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Casella Waste <br> Systems, Inc., <br> Class A<br>| 17221 | &nbsp;&nbsp; 1872439 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CECO Environmental <br> Corp.<br>| 21840 | &nbsp;&nbsp; 981708 |
| #\* | Centuri Holdings, Inc. | 13066 | &nbsp;&nbsp; 284839 |
| \* | Chart Industries, Inc. | 24213 | &nbsp;&nbsp; 4814271 |
| \* | Clean Harbors, Inc. | 8069 | &nbsp;&nbsp; 1902751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Construction Partners, <br> Inc., Class A<br>| 33202 | &nbsp;&nbsp; 3348422 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Core & Main, Inc., <br> Class A<br>| 151826 | &nbsp;&nbsp; 9662207 |
|  | CRA International, Inc. | 7896 | &nbsp;&nbsp; 1394907 |
|  | Crane Co. | 3599 | &nbsp;&nbsp; 704576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSG Systems <br> International, Inc.<br>| 33882 | &nbsp;&nbsp; 2116270 |
|  | CSW Industrials, Inc. | 10896 | &nbsp;&nbsp; 2827294 |
| \* | Dayforce, Inc. | 17742 | &nbsp;&nbsp; 1023181 |
|  | Donaldson Co., Inc. | 109212 | &nbsp;&nbsp; 7859988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Douglas Dynamics, <br> Inc.<br>| 14299 | &nbsp;&nbsp; 408951 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Driven Brands <br> Holdings, Inc.<br>| 28538 | &nbsp;&nbsp; 482292 |
| \* | DXP Enterprises, Inc. | 14158 | &nbsp;&nbsp; 1603535 |
| \* | Dycom Industries, Inc. | 28599 | &nbsp;&nbsp; 7687697 |
| \* | Energy Recovery, Inc. | 54861 | &nbsp;&nbsp; 737880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enerpac Tool Group <br> Corp.<br>| 58479 | &nbsp;&nbsp; 2252026 |
|  | Enpro, Inc. | 4596 | &nbsp;&nbsp; 976236 |
|  | Esab Corp. | 34376 | &nbsp;&nbsp; 4612228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ESCO Technologies, <br> Inc.<br>| 12468 | &nbsp;&nbsp; 2415052 |

---

------

**U.S. Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Everus Construction <br> Group, Inc.<br>| 50064 | &nbsp;&nbsp; $3717753 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ExlService Holdings, <br> Inc.<br>| 160004 | &nbsp;&nbsp; 6948974 |
|  | Exponent, Inc. | 51266 | &nbsp;&nbsp; 3535303 |
|  | Federal Signal Corp. | 60157 | &nbsp;&nbsp; 7614071 |
| #\* | First Advantage Corp. | 52902 | &nbsp;&nbsp; 914676 |
|  | Flowserve Corp. | 72531 | &nbsp;&nbsp; 4064637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fortune Brands <br> Innovations, Inc.<br>| 73741 | &nbsp;&nbsp; 4021834 |
| #\* | Franklin Covey Co. | 15085 | &nbsp;&nbsp; 297325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Electric Co., <br> Inc.<br>| 41302 | &nbsp;&nbsp; 3880323 |
|  | FTAI Aviation Ltd. | 79702 | &nbsp;&nbsp; 10967792 |
| \* | FTI Consulting, Inc. | 29616 | &nbsp;&nbsp; 4926622 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Generac Holdings, <br> Inc.<br>| 35318 | &nbsp;&nbsp; 6876061 |
| # | Genpact Ltd. | 122614 | &nbsp;&nbsp; 5401147 |
|  | Global Industrial Co. | 39045 | &nbsp;&nbsp; 1329873 |
|  | Gorman-Rupp Co. | 20106 | &nbsp;&nbsp; 827563 |
| \* | Graham Corp. | 10388 | &nbsp;&nbsp; 593674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Granite Construction, <br> Inc.<br>| 29209 | &nbsp;&nbsp; 2759374 |
|  | Griffon Corp. | 47269 | &nbsp;&nbsp; 3841552 |
|  | Herc Holdings, Inc. | 33800 | &nbsp;&nbsp; 3948178 |
|  | Hexcel Corp. | 67939 | &nbsp;&nbsp; 4070225 |
|  | HNI Corp. | 49046 | &nbsp;&nbsp; 2522926 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Huron Consulting <br> Group, Inc.<br>| 19146 | &nbsp;&nbsp; 2528804 |
| \* | IBEX Holdings Ltd. | 9200 | &nbsp;&nbsp; 272044 |
| \* | IES Holdings, Inc. | 20180 | &nbsp;&nbsp; 7124953 |
| #\* | Innodata, Inc. | 30980 | &nbsp;&nbsp; 1700802 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Innovative Solutions & <br> Support, Inc.<br>| 6000 | &nbsp;&nbsp; 93240 |
|  | Insperity, Inc. | 40993 | &nbsp;&nbsp; 2442363 |
|  | Interface, Inc. | 21888 | &nbsp;&nbsp; 451331 |
|  | ITT, Inc. | 12603 | &nbsp;&nbsp; 2142006 |
| # | Kadant, Inc. | 11703 | &nbsp;&nbsp; 3894407 |
|  | Karat Packaging, Inc. | 15201 | &nbsp;&nbsp; 413923 |
|  | KBR, Inc. | 120328 | &nbsp;&nbsp; 5624131 |
|  | Kforce, Inc. | 20836 | &nbsp;&nbsp; 726135 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kratos Defense & <br> Security Solutions, <br> Inc.<br>| 10729 | &nbsp;&nbsp; 629792 |
|  | Landstar System, Inc. | 33863 | &nbsp;&nbsp; 4516308 |
| \* | Legalzoom.com, Inc. | 180323 | &nbsp;&nbsp; 1621104 |
|  | Leonardo DRS, Inc. | 29261 | &nbsp;&nbsp; 1217258 |
| \* | Limbach Holdings, Inc. | 13331 | &nbsp;&nbsp; 1826347 |
|  | Lindsay Corp. | 10201 | &nbsp;&nbsp; 1392539 |
| \* | Liquidity Services, Inc. | 23854 | &nbsp;&nbsp; 569634 |
|  | LSI Industries, Inc. | 9868 | &nbsp;&nbsp; 180584 |
| \* | MasTec, Inc. | 39557 | &nbsp;&nbsp; 7484580 |
|  | Maximus, Inc. | 36963 | &nbsp;&nbsp; 2730087 |
|  | McGrath RentCorp | 18456 | &nbsp;&nbsp; 2303124 |
|  | Moog, Inc., Class A | 19553 | &nbsp;&nbsp; 3785070 |
|  | MSA Safety, Inc. | 33178 | &nbsp;&nbsp; 5901371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MSC Industrial Direct <br> Co., Inc., Class A<br>| 51001 | &nbsp;&nbsp; 4417707 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Mueller Industries, Inc. | 67514 | &nbsp;&nbsp; $5763670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mueller Water <br> Products, Inc., <br> Class A<br>| 162321 | &nbsp;&nbsp; 4019068 |
| \* | MYR Group, Inc. | 17301 | &nbsp;&nbsp; 3347743 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NEXTracker, Inc., <br> Class A<br>| 112250 | &nbsp;&nbsp; 6539685 |
|  | nVent Electric PLC | 70731 | &nbsp;&nbsp; 5546725 |
|  | Omega Flex, Inc. | 10035 | &nbsp;&nbsp; 320116 |
| \* | Parsons Corp. | 64013 | &nbsp;&nbsp; 4749765 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paylocity Holding <br> Corp.<br>| 32919 | &nbsp;&nbsp; 6086065 |
| # | Powell Industries, Inc. | 13940 | &nbsp;&nbsp; 3305174 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Power Solutions <br> International, Inc.<br>| 382 | &nbsp;&nbsp; 35813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primoris Services <br> Corp.<br>| 36529 | &nbsp;&nbsp; 3439936 |
|  | Quad/Graphics, Inc. | 43907 | &nbsp;&nbsp; 234024 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RCM Technologies, <br> Inc.<br>| 8848 | &nbsp;&nbsp; 213325 |
|  | REV Group, Inc. | 55145 | &nbsp;&nbsp; 2732435 |
|  | Robert Half, Inc. | 94383 | &nbsp;&nbsp; 3483677 |
| \* | Saia, Inc. | 15572 | &nbsp;&nbsp; 4706481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Science Applications <br> International Corp.<br>| 47653 | &nbsp;&nbsp; 5312356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simpson <br> Manufacturing Co., <br> Inc.<br>| 40731 | &nbsp;&nbsp; 7308363 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SiteOne Landscape <br> Supply, Inc.<br>| 31663 | &nbsp;&nbsp; 4364111 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SPX Technologies, <br> Inc.<br>| 13243 | &nbsp;&nbsp; 2415391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standex International <br> Corp.<br>| 11794 | &nbsp;&nbsp; 1942944 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sterling Infrastructure, <br> Inc.<br>| 33025 | &nbsp;&nbsp; 8837160 |
| \* | TaskUS, Inc., Class A | 14647 | &nbsp;&nbsp; 250171 |
| \* | Team, Inc. | 312 | &nbsp;&nbsp; 5126 |
|  | Tecnoglass, Inc. | 47470 | &nbsp;&nbsp; 3704084 |
|  | Tennant Co. | 11515 | &nbsp;&nbsp; 950448 |
|  | Tetra Tech, Inc. | 154844 | &nbsp;&nbsp; 5688969 |
|  | Toro Co. | 73965 | &nbsp;&nbsp; 5491901 |
| \* | Transcat, Inc. | 5467 | &nbsp;&nbsp; 417843 |
| \* | Trex Co., Inc. | 103459 | &nbsp;&nbsp; 6646206 |
|  | TriNet Group, Inc. | 50523 | &nbsp;&nbsp; 3425965 |
|  | Trinity Industries, Inc. | 14671 | &nbsp;&nbsp; 341834 |
| \* | Upwork, Inc. | 120983 | &nbsp;&nbsp; 1446957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valmont Industries, <br> Inc.<br>| 18335 | &nbsp;&nbsp; 6673023 |
| \* | Verra Mobility Corp. | 165410 | &nbsp;&nbsp; 4178257 |
| \* | Vicor Corp. | 14407 | &nbsp;&nbsp; 640247 |
|  | VSE Corp. | 4893 | &nbsp;&nbsp; 765950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Watts Water <br> Technologies, Inc., <br> Class A<br>| 23210 | &nbsp;&nbsp; 6088447 |
| \* | Willdan Group, Inc. | 10885 | &nbsp;&nbsp; 928490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Willis Lease Finance <br> Corp.<br>| 125 | &nbsp;&nbsp; 17698 |

---

------

**U.S. Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WillScot Holdings <br> Corp.<br>| 180337 | &nbsp;&nbsp; $5292891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zurn Elkay Water <br> Solutions Corp.<br>| 116704 | &nbsp;&nbsp; 5164152 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp; 452953826 |
| INFORMATION TECHNOLOGY — (13.1%) | INFORMATION TECHNOLOGY — (13.1%) | INFORMATION TECHNOLOGY — (13.1%) | INFORMATION TECHNOLOGY — (13.1%) |
| \* | 8x8, Inc. | 47177 | &nbsp;&nbsp; 91523 |
|  | A10 Networks, Inc. | 84397 | &nbsp;&nbsp; 1554593 |
| \* | ACI Worldwide, Inc. | 92174 | &nbsp;&nbsp; 3922925 |
|  | Adeia, Inc. | 116303 | &nbsp;&nbsp; 1506124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Energy <br> Industries, Inc.<br>| 36397 | &nbsp;&nbsp; 5056271 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alarm.com Holdings, <br> Inc.<br>| 52178 | &nbsp;&nbsp; 2850484 |
|  | Amdocs Ltd. | 69844 | &nbsp;&nbsp; 5961884 |
| \* | Appfolio, Inc., Class A | 20004 | &nbsp;&nbsp; 5348670 |
|  | Badger Meter, Inc. | 30565 | &nbsp;&nbsp; 5769449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bel Fuse, Inc. (BELFB <br> US), Class B<br>| 9956 | &nbsp;&nbsp; 1294678 |
|  | Belden, Inc. | 41393 | &nbsp;&nbsp; 5118244 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BK Technologies <br> Corp.<br>| 2950 | &nbsp;&nbsp; 114578 |
| \* | Blackbaud, Inc. | 52720 | &nbsp;&nbsp; 3554382 |
| #\* | BlackLine, Inc. | 32125 | &nbsp;&nbsp; 1727683 |
| \* | Box, Inc., Class A | 63631 | &nbsp;&nbsp; 2042555 |
| \* | Calix, Inc. | 33679 | &nbsp;&nbsp; 1909263 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CCC Intelligent <br> Solutions Holdings, <br> Inc.<br>| 434136 | &nbsp;&nbsp; 4198095 |
| \* | Cerence, Inc. | 27513 | &nbsp;&nbsp; 236612 |
| \* | Ciena Corp. | 104275 | &nbsp;&nbsp; 9680891 |
| \* | Cirrus Logic, Inc. | 48633 | &nbsp;&nbsp; 4897829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clear Secure, Inc., <br> Class A<br>| 100984 | &nbsp;&nbsp; 2969939 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Clearwater Analytics <br> Holdings, Inc., <br> Class A<br>| 40863 | &nbsp;&nbsp; 827884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Climb Global Solutions, <br> Inc.<br>| 4595 | &nbsp;&nbsp; 542210 |
|  | Cognex Corp. | 119172 | &nbsp;&nbsp; 4858642 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Commvault Systems, <br> Inc.<br>| 47168 | &nbsp;&nbsp; 8959562 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Consensus Cloud <br> Solutions, Inc.<br>| 812 | &nbsp;&nbsp; 16386 |
| \* | CoreCard Corp. | 1963 | &nbsp;&nbsp; 56829 |
|  | Crane NXT Co. | 59187 | &nbsp;&nbsp; 3512157 |
| \* | Crexendo, Inc. | 17231 | &nbsp;&nbsp; 95977 |
|  | CTS Corp. | 42803 | &nbsp;&nbsp; 1677450 |
| \* | Daktronics, Inc. | 44871 | &nbsp;&nbsp; 727808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dolby Laboratories, <br> Inc., Class A<br>| 41255 | &nbsp;&nbsp; 3108152 |
| \* | eGain Corp. | 28901 | &nbsp;&nbsp; 178608 |
| \* | Enphase Energy, Inc. | 10101 | &nbsp;&nbsp; 326868 |
| \* | EPAM Systems, Inc. | 13629 | &nbsp;&nbsp; 2149430 |
| \* | EverCommerce, Inc. | 399 | &nbsp;&nbsp; 4281 |
| \* | Fabrinet | 12853 | &nbsp;&nbsp; 4160902 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Five9, Inc. | 54862 | &nbsp;&nbsp; $1417085 |
| \* | FormFactor, Inc. | 63084 | &nbsp;&nbsp; 1792216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Frequency Electronics, <br> Inc.<br>| 9871 | &nbsp;&nbsp; 262569 |
|  | Hackett Group, Inc. | 32136 | &nbsp;&nbsp; 751661 |
| \* | Harmonic, Inc. | 83937 | &nbsp;&nbsp; 714304 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; I3 Verticals, Inc., <br> Class A<br>| 29879 | &nbsp;&nbsp; 836014 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Insight Enterprises, <br> Inc.<br>| 22437 | &nbsp;&nbsp; 2660579 |
| # | InterDigital, Inc. | 28297 | &nbsp;&nbsp; 7306285 |
| \* | Itron, Inc. | 38697 | &nbsp;&nbsp; 4819324 |
| \* | Kyndryl Holdings, Inc. | 267278 | &nbsp;&nbsp; 10095090 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lattice Semiconductor <br> Corp.<br>| 99693 | &nbsp;&nbsp; 4967702 |
|  | Littelfuse, Inc. | 671 | &nbsp;&nbsp; 172668 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MACOM Technology <br> Solutions Holdings, <br> Inc.<br>| 34976 | &nbsp;&nbsp; 4796609 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Manhattan Associates, <br> Inc.<br>| 2909 | &nbsp;&nbsp; 638991 |
| \* | Meridianlink, Inc. | 73346 | &nbsp;&nbsp; 1172069 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mirion Technologies, <br> Inc.<br>| 89689 | &nbsp;&nbsp; 2004549 |
|  | MKS, Inc. | 45361 | &nbsp;&nbsp; 4317460 |
| \* | M-Tron Industries, Inc. | 704 | &nbsp;&nbsp; 30962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Napco Security <br> Technologies, Inc.<br>| 39586 | &nbsp;&nbsp; 1208561 |
| \* | nCino, Inc. | 63574 | &nbsp;&nbsp; 1775304 |
| \* | Novanta, Inc. | 9221 | &nbsp;&nbsp; 1134367 |
|  | NVE Corp. | 5633 | &nbsp;&nbsp; 356738 |
|  | OneSpan, Inc. | 34163 | &nbsp;&nbsp; 503904 |
| \* | Onto Innovation, Inc. | 15973 | &nbsp;&nbsp; 1513442 |
| \* | Ooma, Inc. | 18434 | &nbsp;&nbsp; 209779 |
| \* | OSI Systems, Inc. | 17857 | &nbsp;&nbsp; 3946576 |
| \* | PAR Technology Corp. | 18020 | &nbsp;&nbsp; 1095256 |
| \* | PDF Solutions, Inc. | 38751 | &nbsp;&nbsp; 861435 |
|  | Pegasystems, Inc. | 178430 | &nbsp;&nbsp; 10475625 |
| \* | Plexus Corp. | 18478 | &nbsp;&nbsp; 2355945 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Power Integrations, <br> Inc.<br>| 44252 | &nbsp;&nbsp; 2147107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Progress Software <br> Corp.<br>| 50209 | &nbsp;&nbsp; 2414049 |
| \* | Qualys, Inc. | 38992 | &nbsp;&nbsp; 5188665 |
| \* | Rambus, Inc. | 77339 | &nbsp;&nbsp; 5717672 |
| \* | Rapid7, Inc. | 61966 | &nbsp;&nbsp; 1308722 |
|  | Red Violet, Inc. | 6975 | &nbsp;&nbsp; 309202 |
| \* | Sanmina Corp. | 7363 | &nbsp;&nbsp; 854403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sapiens International <br> Corp. NV<br>| 56930 | &nbsp;&nbsp; 1560451 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SEMrush Holdings, <br> Inc., Class A<br>| 18034 | &nbsp;&nbsp; 161585 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Silicon Laboratories, <br> Inc.<br>| 15720 | &nbsp;&nbsp; 2071424 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SkyWater Technology, <br> Inc.<br>| 5866 | &nbsp;&nbsp; 52501 |
| \* | Sprinklr, Inc., Class A | 135172 | &nbsp;&nbsp; 1217900 |

---

------

**U.S. Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Synchronoss <br> Technologies, Inc.<br>| 816 | &nbsp;&nbsp; $5973 |
| \* | Teradata Corp. | 102861 | &nbsp;&nbsp; 2152881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TTM Technologies, <br> Inc.<br>| 52258 | &nbsp;&nbsp; 2469191 |
| \* | UiPath, Inc., Class A | 272146 | &nbsp;&nbsp; 3197715 |
| \* | Unisys Corp. | 39278 | &nbsp;&nbsp; 162218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Display <br> Corp.<br>| 31303 | &nbsp;&nbsp; 4520153 |
| \* | Vertex, Inc., Class A | 71762 | &nbsp;&nbsp; 2380346 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Viant Technology, Inc., <br> Class A<br>| 1078 | &nbsp;&nbsp; 15631 |
| \* | Viavi Solutions, Inc. | 229511 | &nbsp;&nbsp; 2306586 |
|  | Vontier Corp. | 151877 | &nbsp;&nbsp; 6298339 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY |  | &nbsp;&nbsp; 221715601 |
| MATERIALS — (6.0%) | MATERIALS — (6.0%) | MATERIALS — (6.0%) | MATERIALS — (6.0%) |
|  | AptarGroup, Inc. | 39247 | &nbsp;&nbsp; 6167274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ardagh Metal <br> Packaging SA<br>| 26332 | &nbsp;&nbsp; 104275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Axalta Coating <br> Systems Ltd.<br>| 168880 | &nbsp;&nbsp; 4782682 |
|  | Balchem Corp. | 23676 | &nbsp;&nbsp; 3609880 |
|  | Cabot Corp. | 63305 | &nbsp;&nbsp; 4569355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carpenter Technology <br> Corp.<br>| 47327 | &nbsp;&nbsp; 11802880 |
| \* | Century Aluminum Co. | 91761 | &nbsp;&nbsp; 1943498 |
|  | Chemours Co. | 128924 | &nbsp;&nbsp; 1544509 |
| \* | Coeur Mining, Inc. | 337061 | &nbsp;&nbsp; 2929060 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Compass Minerals <br> International, Inc.<br>| 36005 | &nbsp;&nbsp; 717580 |
|  | Crown Holdings, Inc. | 56723 | &nbsp;&nbsp; 5635997 |
|  | Eagle Materials, Inc. | 30410 | &nbsp;&nbsp; 6820659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Element Solutions, <br> Inc.<br>| 78785 | &nbsp;&nbsp; 1859326 |
| \* | Flotek Industries, Inc. | 22525 | &nbsp;&nbsp; 271426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Graphic Packaging <br> Holding Co.<br>| 72504 | &nbsp;&nbsp; 1621189 |
|  | Hawkins, Inc. | 24374 | &nbsp;&nbsp; 3979787 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Idaho Strategic <br> Resources, Inc.<br>| 7029 | &nbsp;&nbsp; 115276 |
| \* | Ingevity Corp. | 37964 | &nbsp;&nbsp; 1586515 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; James Hardie <br> Industries PLC<br>| 35680 | &nbsp;&nbsp; 925539 |
| \* | Knife River Corp. | 54537 | &nbsp;&nbsp; 4498212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Louisiana-Pacific <br> Corp.<br>| 84093 | &nbsp;&nbsp; 7602848 |
| \* | Magnera Corp. | 1464 | &nbsp;&nbsp; 18227 |
|  | NewMarket Corp. | 7566 | &nbsp;&nbsp; 5197842 |
|  | Royal Gold, Inc. | 43283 | &nbsp;&nbsp; 6553912 |
|  | Sealed Air Corp. | 158672 | &nbsp;&nbsp; 4644329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sensient Technologies <br> Corp.<br>| 35232 | &nbsp;&nbsp; 3956201 |
|  | Silgan Holdings, Inc. | 77662 | &nbsp;&nbsp; 3613613 |
| \* | Smith-Midland Corp. | 475 | &nbsp;&nbsp; 16516 |
|  | Sylvamo Corp. | 37924 | &nbsp;&nbsp; 1747159 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Lime & Minerals, <br> Inc.<br>| 29123 | &nbsp;&nbsp; $2900068 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp; 101735634 |
| REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc., <br> Class A<br>| 44448 | &nbsp;&nbsp; 352917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Newmark Group, Inc., <br> Class A<br>| 120480 | &nbsp;&nbsp; 1827682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RMR Group, Inc., <br> Class A<br>| 11874 | &nbsp;&nbsp; 190696 |
|  | St. Joe Co. | 59636 | &nbsp;&nbsp; 3011618 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp; 5382913 |
| UTILITIES — (0.1%) | UTILITIES — (0.1%) | UTILITIES — (0.1%) | UTILITIES — (0.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genie Energy Ltd., <br> Class B<br>| 5765 | &nbsp;&nbsp; 117145 |
| \* | Hallador Energy Co. | 42419 | &nbsp;&nbsp; 748271 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp; 865416 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 1564413936 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; Gen Digital, Inc. Rights <br> 04/17/2027<br>| 1520 | &nbsp;&nbsp; 13680 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; M-Tron Industries, Inc. <br> Warrants <br> 03/11/2028<br>| 398 | &nbsp;&nbsp; 717 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY |  | &nbsp;&nbsp; 14397 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS |  | &nbsp;&nbsp; 14397 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,164,642,208) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,164,642,208) |  | &nbsp;&nbsp; 1564428333 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp; State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.250%<br>| 5394022 | &nbsp;&nbsp; 5394022 |
| SECURITIES LENDING COLLATERAL — (7.4%) | SECURITIES LENDING COLLATERAL — (7.4%) | SECURITIES LENDING COLLATERAL — (7.4%) | SECURITIES LENDING COLLATERAL — (7.4%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund <br>| 10879522 | &nbsp;&nbsp; 125843430 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $1,295,875,102)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $1,295,875,102)^^ |  | &nbsp;&nbsp; $1695665785 |

---

------

**U.S. Small Cap Growth Portfolio**

**CONTINUED**

As of July 31, 2025, the value of Rule 144A securities amounted to $925,062 or 0.1% of net assets.

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Communication Services | &nbsp;&nbsp;&nbsp; $39329449 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $39329449 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | &nbsp;&nbsp;&nbsp; 282345079 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 282345079 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | &nbsp;&nbsp;&nbsp; 85065400 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 85065400 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy | &nbsp;&nbsp;&nbsp; 35291871 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 35291871 |
| &nbsp;&nbsp;&nbsp;&nbsp; Financials | &nbsp;&nbsp;&nbsp; 178815384 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 178815384 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care | &nbsp;&nbsp;&nbsp; 160913363 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 160913363 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrials | &nbsp;&nbsp;&nbsp; 452953826 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 452953826 |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | &nbsp;&nbsp;&nbsp; 221715601 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 221715601 |
| &nbsp;&nbsp;&nbsp;&nbsp; Materials | &nbsp;&nbsp;&nbsp; 101735634 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 101735634 |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Estate | &nbsp;&nbsp;&nbsp; 5382913 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5382913 |
| &nbsp;&nbsp;&nbsp;&nbsp; Utilities | &nbsp;&nbsp;&nbsp; 865416 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 865416 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $14397 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14397 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 5394022 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5394022 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 125843430 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 125843430 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $1569807958 | &nbsp;&nbsp;&nbsp; $125857827 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1695665785 |

---

------

**International Large Cap Growth Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (97.3%) | COMMON STOCKS — (97.3%) | COMMON STOCKS — (97.3%) | COMMON STOCKS — (97.3%) |
| AUSTRALIA — (6.9%) | AUSTRALIA — (6.9%) | AUSTRALIA — (6.9%) | AUSTRALIA — (6.9%) |
|  | ALS Ltd. | 61022 | &nbsp;&nbsp; $709410 |
|  | Aristocrat Leisure Ltd. | 71358 | &nbsp;&nbsp; 3195188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BHP Group Ltd. (BHP <br> AU)<br>| 165660 | &nbsp;&nbsp; 4183779 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BHP Group Ltd. (BHP <br> LN), Class DI<br>| 71676 | &nbsp;&nbsp; 1798509 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BHP Group Ltd. (BHP <br> US), Sponsored <br> ADR<br>| 48542 | &nbsp;&nbsp; 2459623 |
|  | Brambles Ltd. | 371832 | &nbsp;&nbsp; 5688822 |
|  | Cochlear Ltd. | 8488 | &nbsp;&nbsp; 1732851 |
|  | Coles Group Ltd. | 297169 | &nbsp;&nbsp; 3956498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank <br> of Australia<br>| 35059 | &nbsp;&nbsp; 3980231 |
|  | Computershare Ltd. | 83070 | &nbsp;&nbsp; 2236195 |
|  | CSL Ltd. | 23109 | &nbsp;&nbsp; 3997492 |
| # | Evolution Mining Ltd. | 375190 | &nbsp;&nbsp; 1698005 |
|  | HUB24 Ltd. | 7586 | &nbsp;&nbsp; 514901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Insurance Australia <br> Group Ltd.<br>| 454860 | &nbsp;&nbsp; 2553319 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; James Hardie <br> Industries PLC (JHX <br> AU), CDI<br>| 55447 | &nbsp;&nbsp; 1455341 |
|  | JB Hi-Fi Ltd. | 38910 | &nbsp;&nbsp; 2771248 |
|  | Lottery Corp. Ltd.  | 489688 | &nbsp;&nbsp; 1698424 |
|  | Medibank Pvt Ltd. | 515463 | &nbsp;&nbsp; 1684741 |
|  | Netwealth Group Ltd. | 34977 | &nbsp;&nbsp; 834706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern Star <br> Resources Ltd.<br>| 254334 | &nbsp;&nbsp; 2526891 |
|  | Pro Medicus Ltd. | 13722 | &nbsp;&nbsp; 2817876 |
|  | Qantas Airways Ltd. | 112615 | &nbsp;&nbsp; 781023 |
|  | REA Group Ltd. | 6159 | &nbsp;&nbsp; 938206 |
|  | SGH Ltd. | 47685 | &nbsp;&nbsp; 1559652 |
|  | Technology One Ltd. | 81793 | &nbsp;&nbsp; 2139584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telstra Group Ltd. <br> (TLS AU)<br>| 310857 | &nbsp;&nbsp; 990726 |
|  | Wesfarmers Ltd. | 126566 | &nbsp;&nbsp; 6923097 |
|  | WiseTech Global Ltd. | 13638 | &nbsp;&nbsp; 1032944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woolworths Group <br> Ltd.<br>| 202789 | &nbsp;&nbsp; 4093924 |
| \* | Xero Ltd. | 20173 | &nbsp;&nbsp; 2323134 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp; 73276340 |
| AUSTRIA — (0.2%) | AUSTRIA — (0.2%) | AUSTRIA — (0.2%) | AUSTRIA — (0.2%) |
|  | Erste Group Bank AG | 15774 | &nbsp;&nbsp; 1442436 |
|  | Verbund AG | 4604 | &nbsp;&nbsp; 342811 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp; 1785247 |
| BELGIUM — (0.8%) | BELGIUM — (0.8%) | BELGIUM — (0.8%) | BELGIUM — (0.8%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anheuser-Busch InBev <br> SA (ABI BB)<br>| 13355 | &nbsp;&nbsp; 767814 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Argenx SE (ARGX <br> US), ADR<br>| 1375 | &nbsp;&nbsp; $921704 |
|  | D'ieteren Group | 2547 | &nbsp;&nbsp; 503117 |
|  | KBC Group NV | 16209 | &nbsp;&nbsp; 1690661 |
|  | Lotus Bakeries NV | 21 | &nbsp;&nbsp; 177543 |
|  | UCB SA | 23068 | &nbsp;&nbsp; 4956271 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp; 9017110 |
| CANADA — (10.7%) | CANADA — (10.7%) | CANADA — (10.7%) | CANADA — (10.7%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agnico Eagle Mines <br> Ltd. (AEM US)<br>| 33019 | &nbsp;&nbsp; 4106243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alamos Gold, Inc. (AGI <br> US), Class A<br>| 41013 | &nbsp;&nbsp; 996616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alimentation <br> Couche-Tard, Inc.<br>| 62233 | &nbsp;&nbsp; 3233816 |
|  | ARC Resources Ltd. | 10610 | &nbsp;&nbsp; 207131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AtkinsRealis Group, <br> Inc.<br>| 30500 | &nbsp;&nbsp; 2159610 |
| \* | CAE, Inc. (CAE US) | 23179 | &nbsp;&nbsp; 661297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian National <br> Railway Co. (CNI <br> US)<br>| 36406 | &nbsp;&nbsp; 3402141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural <br> Resources Ltd. <br> (CNQ US)<br>| 210584 | &nbsp;&nbsp; 6675513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Pacific <br> Kansas City Ltd. (CP <br> US)<br>| 56889 | &nbsp;&nbsp; 4184186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CCL Industries, Inc., <br> Class B<br>| 26213 | &nbsp;&nbsp; 1465211 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Celestica, Inc. (CLS <br> US)<br>| 27937 | &nbsp;&nbsp; 5583489 |
|  | CGI, Inc. (GIB US) | 23662 | &nbsp;&nbsp; 2281727 |
|  | CGI, Inc. (GIBA CN) | 13812 | &nbsp;&nbsp; 1331558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colliers International <br> Group, Inc. (CIGI <br> US)<br>| 4555 | &nbsp;&nbsp; 686484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Constellation Software, <br> Inc.<br>| 2145 | &nbsp;&nbsp; 7400188 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Descartes Systems <br> Group, Inc. (DSGX <br> US)<br>| 4713 | &nbsp;&nbsp; 498447 |
|  | Dollarama, Inc. | 58059 | &nbsp;&nbsp; 7935345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Element Fleet <br> Management Corp.<br>| 115007 | &nbsp;&nbsp; 2991377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empire Co. Ltd., <br> Class A<br>| 31418 | &nbsp;&nbsp; 1251187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FirstService Corp. <br> (FSV CN)<br>| 4414 | &nbsp;&nbsp; 870057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franco-Nevada Corp. <br> (FNV CN)<br>| 535 | &nbsp;&nbsp; 85223 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franco-Nevada Corp. <br> (FNV US)<br>| 16916 | &nbsp;&nbsp; $2695226 |
|  | George Weston Ltd. | 15082 | &nbsp;&nbsp; 2865863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GFL Environmental, <br> Inc.<br>| 24420 | &nbsp;&nbsp; 1229303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gildan Activewear, Inc. <br> (GIL US)<br>| 28251 | &nbsp;&nbsp; 1426958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Imperial Oil Ltd. (IMO <br> US)<br>| 16000 | &nbsp;&nbsp; 1335520 |
|  | Intact Financial Corp. | 18002 | &nbsp;&nbsp; 3720968 |
|  | Keyera Corp. | 57061 | &nbsp;&nbsp; 1791393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinross Gold Corp. <br> (KGC US)<br>| 336552 | &nbsp;&nbsp; 5384832 |
|  | Loblaw Cos. Ltd. | 23431 | &nbsp;&nbsp; 3789105 |
|  | Lundin Gold, Inc. | 2700 | &nbsp;&nbsp; 124965 |
|  | Metro, Inc. | 38440 | &nbsp;&nbsp; 2939307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank of <br> Canada<br>| 18100 | &nbsp;&nbsp; 1882760 |
|  | Parkland Corp. | 3719 | &nbsp;&nbsp; 104973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pembina Pipeline <br> Corp. (PPL CN)<br>| 19000 | &nbsp;&nbsp; 706192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quebecor, Inc., <br> Class B<br>| 41910 | &nbsp;&nbsp; 1179021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RB Global, Inc. (RBA <br> CN)<br>| 4210 | &nbsp;&nbsp; 455850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RB Global, Inc. (RBA <br> US)<br>| 24890 | &nbsp;&nbsp; 2694591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Restaurant Brands <br> International, Inc. <br> (QSR CN)<br>| 8875 | &nbsp;&nbsp; 602214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Restaurant Brands <br> International, Inc. <br> (QSR US)<br>| 35653 | &nbsp;&nbsp; 2419413 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada <br> (RY CN)<br>| 7440 | &nbsp;&nbsp; 954646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada <br> (RY US)<br>| 123 | &nbsp;&nbsp; 15801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stantec, Inc. (STN <br> CN)<br>| 9227 | &nbsp;&nbsp; 1008604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stantec, Inc. (STN <br> US)<br>| 2916 | &nbsp;&nbsp; 318894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TC Energy Corp. (TRP <br> CN)<br>| 7432 | &nbsp;&nbsp; 354865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TC Energy Corp. (TRP <br> US)<br>| 45458 | &nbsp;&nbsp; 2176529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TFI International, Inc. <br> (TFII CN)<br>| 7300 | &nbsp;&nbsp; 634851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TFI International, Inc. <br> (TFII US)<br>| 3681 | &nbsp;&nbsp; 320873 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Thomson Reuters <br> Corp. (TRI US)<br>| 9924 | &nbsp;&nbsp; 1993831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toromont Industries <br> Ltd.<br>| 15268 | &nbsp;&nbsp; 1548067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waste Connections, <br> Inc. (WCN CN)<br>| 1440 | &nbsp;&nbsp; 268898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waste Connections, <br> Inc. (WCN US)<br>| 13127 | &nbsp;&nbsp; 2450510 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wheaton Precious <br> Metals Corp. (WPM <br> US)<br>| 42314 | &nbsp;&nbsp; $3872154 |
|  | WSP Global, Inc. | 15189 | &nbsp;&nbsp; 3127469 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp; 114401292 |
| DENMARK — (1.3%) | DENMARK — (1.3%) | DENMARK — (1.3%) | DENMARK — (1.3%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk AS <br> (NOVOB DC), <br> Class B<br>| 218706 | &nbsp;&nbsp; 10171571 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk AS (NVO <br> US), Sponsored <br> ADR<br>| 32000 | &nbsp;&nbsp; 1506240 |
|  | Pandora AS | 12371 | &nbsp;&nbsp; 2042398 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp; 13720209 |
| FINLAND — (0.7%) | FINLAND — (0.7%) | FINLAND — (0.7%) | FINLAND — (0.7%) |
|  | Elisa OYJ | 2087 | &nbsp;&nbsp; 107382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kesko OYJ (KESKOA <br> FH), Class A<br>| 16511 | &nbsp;&nbsp; 359409 |
|  | Kone OYJ, Class B | 42730 | &nbsp;&nbsp; 2623983 |
|  | Metso OYJ | 55305 | &nbsp;&nbsp; 694591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nordea Bank Abp <br> (NDA FH)<br>| 10791 | &nbsp;&nbsp; 157460 |
|  | Sampo OYJ, Class A | 170690 | &nbsp;&nbsp; 1832130 |
|  | Wartsila OYJ Abp | 43733 | &nbsp;&nbsp; 1208273 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp; 6983228 |
| FRANCE — (8.8%) | FRANCE — (8.8%) | FRANCE — (8.8%) | FRANCE — (8.8%) |
|  | Air Liquide SA | 42394 | &nbsp;&nbsp; 8340445 |
|  | Airbus SE | 64157 | &nbsp;&nbsp; 12899090 |
|  | Bureau Veritas SA | 95498 | &nbsp;&nbsp; 2940966 |
|  | Capgemini SE | 7670 | &nbsp;&nbsp; 1141881 |
|  | Getlink SE | 83250 | &nbsp;&nbsp; 1509814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hermes International <br> SCA<br>| 4492 | &nbsp;&nbsp; 10985131 |
|  | Legrand SA | 40954 | &nbsp;&nbsp; 6049181 |
|  | L'Oreal SA | 10437 | &nbsp;&nbsp; 4618195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE<br>| 41162 | &nbsp;&nbsp; 22096246 |
|  | Safran SA | 51683 | &nbsp;&nbsp; 17042530 |
|  | Thales SA | 23128 | &nbsp;&nbsp; 6221285 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp; 93844764 |
| GERMANY — (10.2%) | GERMANY — (10.2%) | GERMANY — (10.2%) | GERMANY — (10.2%) |
|  | adidas AG | 34980 | &nbsp;&nbsp; 6685686 |
|  | Beiersdorf AG | 15071 | &nbsp;&nbsp; 1872754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTS Eventim AG & <br> Co. KGaA<br>| 12816 | &nbsp;&nbsp; 1447239 |
|  | Deutsche Boerse AG | 43583 | &nbsp;&nbsp; 12612364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Telekom AG <br> (DTE GR)<br>| 240876 | &nbsp;&nbsp; 8639234 |
|  | GEA Group AG | 24190 | &nbsp;&nbsp; 1737573 |
|  | Hannover Rueck SE | 9843 | &nbsp;&nbsp; 2985809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hella GmbH & Co. <br> KGaA<br>| 105 | &nbsp;&nbsp; 10407 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| # | Hensoldt AG | 9181 | &nbsp;&nbsp; $1006263 |
|  | HOCHTIEF AG | 3979 | &nbsp;&nbsp; 866997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Infineon Technologies <br> AG (IFX GR)<br>| 234182 | &nbsp;&nbsp; 9199398 |
|  | Knorr-Bremse AG | 17577 | &nbsp;&nbsp; 1754280 |
|  | MTU Aero Engines AG | 12442 | &nbsp;&nbsp; 5366959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Muenchener <br> Rueckversicherungs-Gesellschaft <br> AG in Muenchen<br>| 4888 | &nbsp;&nbsp; 3200030 |
|  | Nemetschek SE | 14047 | &nbsp;&nbsp; 2092905 |
|  | Rational AG | 800 | &nbsp;&nbsp; 617558 |
|  | Rheinmetall AG | 11621 | &nbsp;&nbsp; 23003724 |
|  | SAP SE (SAP GR) | 48333 | &nbsp;&nbsp; 13821088 |
|  | Siemens AG (SIE GR) | 14519 | &nbsp;&nbsp; 3698035 |
| \* | Siemens Energy AG | 40369 | &nbsp;&nbsp; 4673869 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Siemens Healthineers <br> AG<br>| 16786 | &nbsp;&nbsp; 904138 |
|  | Symrise AG | 32074 | &nbsp;&nbsp; 2907420 |
| \*Ω | Zalando SE | 3299 | &nbsp;&nbsp; 96192 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 109199922 |
| HONG KONG — (1.6%) | HONG KONG — (1.6%) | HONG KONG — (1.6%) | HONG KONG — (1.6%) |
|  | AIA Group Ltd. | 336400 | &nbsp;&nbsp; 3136649 |
|  | HKT Trust & HKT Ltd. | 1204000 | &nbsp;&nbsp; 1895791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong Exchanges <br> & Clearing Ltd.<br>| 108290 | &nbsp;&nbsp; 5860524 |
|  | PCCW Ltd. | 408000 | &nbsp;&nbsp; 292311 |
|  | PRADA SpA | 146800 | &nbsp;&nbsp; 799013 |
| Ω | Samsonite Group SA | 56700 | &nbsp;&nbsp; 115651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SITC International <br> Holdings Co. Ltd.<br>| 441000 | &nbsp;&nbsp; 1425869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Techtronic Industries <br> Co. Ltd.<br>| 256500 | &nbsp;&nbsp; 3067137 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp; 16592945 |
| IRELAND — (0.2%) | IRELAND — (0.2%) | IRELAND — (0.2%) | IRELAND — (0.2%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kerry Group PLC <br> (KYGA ID), Class A<br>| 11232 | &nbsp;&nbsp; 1037499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingspan Group PLC <br> (KSP ID)<br>| 19254 | &nbsp;&nbsp; 1597926 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp; 2635425 |
| ISRAEL — (0.8%) | ISRAEL — (0.8%) | ISRAEL — (0.8%) | ISRAEL — (0.8%) |
| # | Aura Investments Ltd. | 27956 | &nbsp;&nbsp; 186666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bezeq The Israeli <br> Telecommunication <br> Corp. Ltd.<br>| 386668 | &nbsp;&nbsp; 719280 |
|  | Delta Galil Ltd. | 696 | &nbsp;&nbsp; 36932 |
| \* | El Al Israel Airlines | 13529 | &nbsp;&nbsp; 54616 |
|  | Electra Ltd. | 269 | &nbsp;&nbsp; 162981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Energix-Renewable <br> Energies Ltd.<br>| 7364 | &nbsp;&nbsp; 28685 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fattal Holdings 1998 <br> Ltd.<br>| 1387 | &nbsp;&nbsp; 249642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First International Bank <br> of Israel Ltd.<br>| 6498 | &nbsp;&nbsp; 451335 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formula Systems 1985 <br> Ltd. (FORTY IT)<br>| 1456 | &nbsp;&nbsp; $175269 |
|  | Hilan Ltd. | 2586 | &nbsp;&nbsp; 211267 |
|  | ICL Group Ltd. | 20810 | &nbsp;&nbsp; 129644 |
|  | Matrix IT Ltd. | 6536 | &nbsp;&nbsp; 240239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Menora Mivtachim <br> Holdings Ltd.<br>| 4314 | &nbsp;&nbsp; 375016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mizrahi Tefahot Bank <br> Ltd.<br>| 9823 | &nbsp;&nbsp; 606804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Next Vision Stabilized <br> Systems Ltd.<br>| 4878 | &nbsp;&nbsp; 199932 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nice Ltd. (NICE US), <br> Sponsored ADR<br>| 3099 | &nbsp;&nbsp; 483599 |
| \* | Nova Ltd. (NVMI IT) | 1973 | &nbsp;&nbsp; 526141 |
| \* | Nova Ltd. (NVMI US) | 810 | &nbsp;&nbsp; 212698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; One Software <br> Technologies Ltd.<br>| 7510 | &nbsp;&nbsp; 194032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Partner <br> Communications Co. <br> Ltd.<br>| 21926 | &nbsp;&nbsp; 201927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paz Retail & Energy <br> Ltd.<br>| 2076 | &nbsp;&nbsp; 383854 |
|  | Shufersal Ltd. | 32340 | &nbsp;&nbsp; 390983 |
|  | Strauss Group Ltd. | 6947 | &nbsp;&nbsp; 186542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tel Aviv Stock <br> Exchange Ltd.<br>| 9186 | &nbsp;&nbsp; 173414 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Teva Pharmaceutical <br> Industries Ltd. <br> (TEVA IT)<br>| 98607 | &nbsp;&nbsp; 1545263 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Teva Pharmaceutical <br> Industries Ltd. <br> (TEVA US), <br> Sponsored ADR<br>| 9668 | &nbsp;&nbsp; 149371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tower Semiconductor <br> Ltd. (TSEM US)<br>| 2683 | &nbsp;&nbsp; 122747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YH Dimri Construction <br> & Development Ltd.<br>| 1229 | &nbsp;&nbsp; 133480 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp; 8532359 |
| ITALY — (2.9%) | ITALY — (2.9%) | ITALY — (2.9%) | ITALY — (2.9%) |
|  | Enel SpA | 946877 | &nbsp;&nbsp; 8349831 |
|  | Ferrari NV (RACE IM) | 5787 | &nbsp;&nbsp; 2537729 |
| # | Ferrari NV (RACE US) | 8166 | &nbsp;&nbsp; 3620723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FinecoBank Banca <br> Fineco SpA<br>| 116140 | &nbsp;&nbsp; 2473087 |
|  | Intesa Sanpaolo SpA | 557111 | &nbsp;&nbsp; 3356738 |
|  | Moncler SpA | 22600 | &nbsp;&nbsp; 1205316 |
| Ω | Poste Italiane SpA | 74569 | &nbsp;&nbsp; 1611057 |
|  | Prysmian SpA | 32144 | &nbsp;&nbsp; 2567130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Recordati Industria <br> Chimica e <br> Farmaceutica SpA<br>| 11335 | &nbsp;&nbsp; 650104 |
|  | Snam SpA | 273223 | &nbsp;&nbsp; 1583399 |
|  | UniCredit SpA | 42057 | &nbsp;&nbsp; 3094292 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp; 31049406 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (20.9%) | JAPAN — (20.9%) | JAPAN — (20.9%) | JAPAN — (20.9%) |
|  | ABC-Mart, Inc. | 5900 | &nbsp;&nbsp; $110409 |
|  | Advantest Corp. | 85200 | &nbsp;&nbsp; 5665723 |
| # | Aeon Co. Ltd. | 83500 | &nbsp;&nbsp; 2667226 |
|  | Ajinomoto Co., Inc. | 68600 | &nbsp;&nbsp; 1814911 |
|  | Asahi Intecc Co. Ltd. | 26900 | &nbsp;&nbsp; 418620 |
|  | Asics Corp. | 171200 | &nbsp;&nbsp; 4024790 |
|  | Astellas Pharma, Inc. | 360500 | &nbsp;&nbsp; 3737888 |
|  | Azbil Corp. | 55682 | &nbsp;&nbsp; 520315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bandai Namco <br> Holdings, Inc.<br>| 100500 | &nbsp;&nbsp; 3249860 |
|  | BayCurrent, Inc. | 32400 | &nbsp;&nbsp; 1860410 |
|  | BIPROGY, Inc. | 21700 | &nbsp;&nbsp; 875055 |
|  | Calbee, Inc. | 10700 | &nbsp;&nbsp; 196374 |
|  | Canon, Inc. (7751 JP) | 50300 | &nbsp;&nbsp; 1428653 |
|  | Capcom Co. Ltd. | 77700 | &nbsp;&nbsp; 1977910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chugai Pharmaceutical <br> Co. Ltd.<br>| 71900 | &nbsp;&nbsp; 3446665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmos <br> Pharmaceutical <br> Corp.<br>| 8000 | &nbsp;&nbsp; 496972 |
|  | CyberAgent, Inc. | 36300 | &nbsp;&nbsp; 363557 |
|  | Daifuku Co. Ltd. | 63253 | &nbsp;&nbsp; 1601325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Sankyo Co. <br> Ltd.<br>| 13100 | &nbsp;&nbsp; 321368 |
|  | Daikin Industries Ltd. | 17600 | &nbsp;&nbsp; 2164021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daito Trust <br> Construction Co. <br> Ltd.<br>| 20500 | &nbsp;&nbsp; 2098742 |
|  | Dentsu Soken, Inc. | 5800 | &nbsp;&nbsp; 254754 |
|  | Dexerials Corp. | 25200 | &nbsp;&nbsp; 364333 |
|  | Disco Corp. | 9900 | &nbsp;&nbsp; 2925712 |
|  | DMG Mori Co. Ltd. | 35100 | &nbsp;&nbsp; 811063 |
|  | Ebara Corp. | 106400 | &nbsp;&nbsp; 1942952 |
|  | Fast Retailing Co. Ltd. | 21500 | &nbsp;&nbsp; 6558138 |
|  | Food & Life Cos. Ltd. | 28500 | &nbsp;&nbsp; 1435443 |
|  | Fuji Electric Co. Ltd. | 21300 | &nbsp;&nbsp; 1058997 |
|  | Fujikura Ltd. | 53600 | &nbsp;&nbsp; 3638498 |
|  | Fujitsu Ltd. | 176000 | &nbsp;&nbsp; 3833969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GMO Payment <br> Gateway, Inc.<br>| 5798 | &nbsp;&nbsp; 323139 |
|  | Goldwin, Inc. | 1801 | &nbsp;&nbsp; 92735 |
|  | Hitachi Ltd. (6501 JP) | 316000 | &nbsp;&nbsp; 9669803 |
|  | Horiba Ltd. | 1000 | &nbsp;&nbsp; 73543 |
|  | Hoya Corp. | 36500 | &nbsp;&nbsp; 4604938 |
|  | IHI Corp. | 27400 | &nbsp;&nbsp; 3051174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Internet Initiative <br> Japan, Inc.<br>| 31600 | &nbsp;&nbsp; 581962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Airport Terminal <br> Co. Ltd.<br>| 20400 | &nbsp;&nbsp; 619540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Exchange <br> Group, Inc.<br>| 253200 | &nbsp;&nbsp; 2474366 |
|  | Japan Tobacco, Inc. | 44800 | &nbsp;&nbsp; 1279471 |
|  | Kakaku.com, Inc. | 30000 | &nbsp;&nbsp; 509894 |
|  | Kao Corp. | 25764 | &nbsp;&nbsp; 1159288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kawasaki Heavy <br> Industries Ltd.<br>| 28800 | &nbsp;&nbsp; 2103351 |
|  | KDDI Corp. | 426400 | &nbsp;&nbsp; 6997907 |
|  | Kikkoman Corp. | 60500 | &nbsp;&nbsp; 531490 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kobe Bussan Co. Ltd. | 36700 | &nbsp;&nbsp; $977296 |
|  | Konami Group Corp. | 12900 | &nbsp;&nbsp; 1751287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kotobuki Spirits Co. <br> Ltd.<br>| 5100 | &nbsp;&nbsp; 68053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kurita Water Industries <br> Ltd.<br>| 23703 | &nbsp;&nbsp; 913686 |
|  | Lasertec Corp. | 20700 | &nbsp;&nbsp; 2085498 |
|  | Marui Group Co. Ltd. | 34800 | &nbsp;&nbsp; 708736 |
|  | Maruwa Co. Ltd. | 800 | &nbsp;&nbsp; 241134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MatsukiyoCocokara & <br> Co.<br>| 43100 | &nbsp;&nbsp; 885045 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; McDonald's Holdings <br> Co. Japan Ltd.<br>| 12000 | &nbsp;&nbsp; 479199 |
| \* | Mercari, Inc. | 10400 | &nbsp;&nbsp; 158672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Heavy <br> Industries Ltd.<br>| 180500 | &nbsp;&nbsp; 4309690 |
|  | MonotaRO Co. Ltd. | 58700 | &nbsp;&nbsp; 1045266 |
|  | NEC Corp. | 60400 | &nbsp;&nbsp; 1734439 |
|  | Nichirei Corp. | 48400 | &nbsp;&nbsp; 582497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NIDEC Corp. (6594 <br> JP)<br>| 70600 | &nbsp;&nbsp; 1354551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Sanso <br> Holdings Corp.<br>| 40500 | &nbsp;&nbsp; 1433438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissan Chemical <br> Corp.<br>| 27936 | &nbsp;&nbsp; 910679 |
|  | Nitto Denko Corp. | 121900 | &nbsp;&nbsp; 2522586 |
|  | NOF Corp. | 19600 | &nbsp;&nbsp; 390136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Research <br> Institute Ltd.<br>| 90430 | &nbsp;&nbsp; 3578353 |
| # | NS Solutions Corp. | 7800 | &nbsp;&nbsp; 182944 |
|  | Obic Co. Ltd. | 21300 | &nbsp;&nbsp; 758335 |
|  | Olympus Corp. | 261000 | &nbsp;&nbsp; 3118179 |
|  | Oracle Corp. Japan | 8600 | &nbsp;&nbsp; 930042 |
|  | Organo Corp. | 2300 | &nbsp;&nbsp; 141716 |
|  | Oriental Land Co. Ltd. | 48800 | &nbsp;&nbsp; 1004817 |
|  | Otsuka Corp. | 25500 | &nbsp;&nbsp; 483153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Otsuka Holdings Co. <br> Ltd.<br>| 9600 | &nbsp;&nbsp; 457053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan Pacific <br> International <br> Holdings Corp.<br>| 92800 | &nbsp;&nbsp; 3104739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Persol Holdings Co. <br> Ltd.<br>| 626400 | &nbsp;&nbsp; 1197331 |
|  | Rakus Co. Ltd. | 14800 | &nbsp;&nbsp; 226996 |
| \* | Rakuten Bank Ltd. | 11100 | &nbsp;&nbsp; 517057 |
| \* | Rakuten Group, Inc. | 360500 | &nbsp;&nbsp; 1824026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Recruit Holdings Co. <br> Ltd.<br>| 157000 | &nbsp;&nbsp; 9314986 |
|  | Round One Corp. | 14600 | &nbsp;&nbsp; 149929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryohin Keikaku Co. <br> Ltd.<br>| 57200 | &nbsp;&nbsp; 2677976 |
|  | Sankyo Co. Ltd. | 62500 | &nbsp;&nbsp; 1166269 |
|  | Sanrio Co. Ltd. | 37500 | &nbsp;&nbsp; 1538705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Santen Pharmaceutical <br> Co. Ltd.<br>| 9500 | &nbsp;&nbsp; 104965 |
|  | Sanwa Holdings Corp. | 42500 | &nbsp;&nbsp; 1159477 |
|  | Sapporo Holdings Ltd. | 4000 | &nbsp;&nbsp; 185089 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SCREEN Holdings Co. <br> Ltd.<br>| 25800 | &nbsp;&nbsp; $2012655 |
|  | SCSK Corp. | 32800 | &nbsp;&nbsp; 1020569 |
|  | Seibu Holdings, Inc. | 54400 | &nbsp;&nbsp; 1520192 |
|  | SG Holdings Co. Ltd. | 35801 | &nbsp;&nbsp; 397191 |
| \* | Sharp Corp. | 21100 | &nbsp;&nbsp; 99752 |
| \* | SHIFT, Inc. | 33200 | &nbsp;&nbsp; 348416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin-Etsu Chemical <br> Co. Ltd.<br>| 167543 | &nbsp;&nbsp; 4821369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skylark Holdings Co. <br> Ltd.<br>| 65500 | &nbsp;&nbsp; 1245014 |
| # | Socionext, Inc. | 22245 | &nbsp;&nbsp; 419203 |
|  | SoftBank Corp. | 3203400 | &nbsp;&nbsp; 4628387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sony Group Corp. <br> (6758 JP)<br>| 835000 | &nbsp;&nbsp; 20084505 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sony Group Corp. <br> (SONY US), <br> Sponsored ADR<br>| 27926 | &nbsp;&nbsp; 679160 |
|  | Sugi Holdings Co. Ltd. | 23800 | &nbsp;&nbsp; 575987 |
|  | Sundrug Co. Ltd. | 11500 | &nbsp;&nbsp; 340849 |
|  | Sysmex Corp. | 115400 | &nbsp;&nbsp; 1874771 |
|  | TDK Corp. (6762 JP) | 77901 | &nbsp;&nbsp; 949062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TechnoPro Holdings, <br> Inc.<br>| 3400 | &nbsp;&nbsp; 107679 |
|  | TIS, Inc. | 49600 | &nbsp;&nbsp; 1582335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toei Animation Co. <br> Ltd.<br>| 9100 | &nbsp;&nbsp; 199087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokio Marine Holdings, <br> Inc. (8766 JP)<br>| 254900 | &nbsp;&nbsp; 10234972 |
|  | Tokyo Electron Ltd. | 52500 | &nbsp;&nbsp; 8346381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Ohka Kogyo Co. <br> Ltd.<br>| 5200 | &nbsp;&nbsp; 142426 |
|  | Tomy Co. Ltd. | 10400 | &nbsp;&nbsp; 219781 |
|  | Toridoll Holdings Corp. | 8500 | &nbsp;&nbsp; 250041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Suisan Kaisha <br> Ltd.<br>| 11200 | &nbsp;&nbsp; 715552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trend Micro, Inc. (4704 <br> JP)<br>| 29500 | &nbsp;&nbsp; 1798863 |
|  | Unicharm Corp. | 142567 | &nbsp;&nbsp; 986157 |
|  | USS Co. Ltd. | 58600 | &nbsp;&nbsp; 636917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Welcia Holdings Co. <br> Ltd.<br>| 10922 | &nbsp;&nbsp; 183268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamazaki Baking Co. <br> Ltd.<br>| 14000 | &nbsp;&nbsp; 299073 |
|  | Yaoko Co. Ltd. | 4800 | &nbsp;&nbsp; 310643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yokogawa Electric <br> Corp.<br>| 52800 | &nbsp;&nbsp; 1407335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zensho Holdings Co. <br> Ltd.<br>| 24400 | &nbsp;&nbsp; 1284012 |
|  | ZOZO, Inc. | 96000 | &nbsp;&nbsp; 950339 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp; 222983222 |
| NETHERLANDS — (3.1%) | NETHERLANDS — (3.1%) | NETHERLANDS — (3.1%) | NETHERLANDS — (3.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV <br> (ASML NA)<br>| 3091 | &nbsp;&nbsp; 2142288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV <br> (ASML US)<br>| 27596 | &nbsp;&nbsp; 19171217 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Universal Music Group <br> NV<br>| 55995 | &nbsp;&nbsp; $1610802 |
|  | Wolters Kluwer NV | 64953 | &nbsp;&nbsp; 10117009 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp; 33041316 |
| NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) |
| # | Chorus Ltd. (CNU NZ) | 159898 | &nbsp;&nbsp; 820476 |
|  | Contact Energy Ltd. | 9660 | &nbsp;&nbsp; 51771 |
|  | EBOS Group Ltd. | 1142 | &nbsp;&nbsp; 27519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fisher & Paykel <br> Healthcare Corp. <br> Ltd.<br>| 33477 | &nbsp;&nbsp; 725357 |
|  | Mainfreight Ltd. | 11419 | &nbsp;&nbsp; 398046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Spark New Zealand <br> Ltd.<br>| 83083 | &nbsp;&nbsp; 118798 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp; 2141967 |
| NORWAY — (0.6%) | NORWAY — (0.6%) | NORWAY — (0.6%) | NORWAY — (0.6%) |
|  | AF Gruppen ASA | 2755 | &nbsp;&nbsp; 41937 |
|  | Bluenord ASA | 1558 | &nbsp;&nbsp; 74386 |
|  | Borregaard ASA | 13187 | &nbsp;&nbsp; 254382 |
|  | Equinor ASA | 21025 | &nbsp;&nbsp; 540081 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gjensidige Forsikring <br> ASA<br>| 6613 | &nbsp;&nbsp; 173946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kongsberg Gruppen <br> ASA<br>| 33872 | &nbsp;&nbsp; 1012201 |
|  | Mowi ASA | 24145 | &nbsp;&nbsp; 449761 |
| # | Orkla ASA | 2299 | &nbsp;&nbsp; 24176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Protector Forsikring <br> ASA<br>| 13233 | &nbsp;&nbsp; 646082 |
| # | Salmar ASA | 4515 | &nbsp;&nbsp; 182861 |
|  | Storebrand ASA | 109427 | &nbsp;&nbsp; 1553894 |
|  | Telenor ASA | 43162 | &nbsp;&nbsp; 662144 |
| # | TOMRA Systems ASA | 16984 | &nbsp;&nbsp; 235909 |
|  | Var Energi ASA | 69993 | &nbsp;&nbsp; 239751 |
|  | Veidekke ASA | 29844 | &nbsp;&nbsp; 474327 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp; 6565838 |
| PORTUGAL — (0.1%) | PORTUGAL — (0.1%) | PORTUGAL — (0.1%) | PORTUGAL — (0.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galp Energia SGPS <br> SA<br>| 22813 | &nbsp;&nbsp; 435620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jeronimo Martins <br> SGPS SA<br>| 23855 | &nbsp;&nbsp; 581529 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp; 1017149 |
| SINGAPORE — (1.1%) | SINGAPORE — (1.1%) | SINGAPORE — (1.1%) | SINGAPORE — (1.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings <br> Ltd.<br>| 133663 | &nbsp;&nbsp; 4906029 |
|  | SATS Ltd. | 141500 | &nbsp;&nbsp; 345266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sembcorp Industries <br> Ltd.<br>| 213800 | &nbsp;&nbsp; 1271274 |
|  | Singapore Airlines Ltd. | 9700 | &nbsp;&nbsp; 50665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore Exchange <br> Ltd.<br>| 177800 | &nbsp;&nbsp; 2180113 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore <br> Technologies <br> Engineering Ltd.<br>| 304300 | &nbsp;&nbsp; $2047111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yangzijiang <br> Shipbuilding <br> Holdings Ltd.<br>| 510900 | &nbsp;&nbsp; 1002094 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp; 11802552 |
| SPAIN — (2.7%) | SPAIN — (2.7%) | SPAIN — (2.7%) | SPAIN — (2.7%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ACS Actividades de <br> Construccion y <br> Servicios SA<br>| 38941 | &nbsp;&nbsp; 2687482 |
| Ω | Aena SME SA | 123810 | &nbsp;&nbsp; 3333969 |
|  | Amadeus IT Group SA | 49997 | &nbsp;&nbsp; 4014447 |
|  | Endesa SA | 69616 | &nbsp;&nbsp; 2017488 |
|  | Ferrovial SE | 95306 | &nbsp;&nbsp; 4885663 |
|  | Iberdrola SA | 151087 | &nbsp;&nbsp; 2655555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industria de Diseno <br> Textil SA<br>| 110684 | &nbsp;&nbsp; 5287045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Naturgy Energy Group <br> SA<br>| 2814 | &nbsp;&nbsp; 88255 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Telefonica SA (TEF <br> SM)<br>| 814171 | &nbsp;&nbsp; 4201768 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp; 29171672 |
| SWEDEN — (2.9%) | SWEDEN — (2.9%) | SWEDEN — (2.9%) | SWEDEN — (2.9%) |
|  | AAK AB | 9591 | &nbsp;&nbsp; 246723 |
|  | AddTech AB, Class B | 41999 | &nbsp;&nbsp; 1411930 |
|  | Alfa Laval AB | 13640 | &nbsp;&nbsp; 592625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Copco AB <br> (ATCOA SS), <br> Class A<br>| 253368 | &nbsp;&nbsp; 3858385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Copco AB <br> (ATCOB SS), <br> Class B<br>| 142793 | &nbsp;&nbsp; 1932439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avanza Bank Holding <br> AB<br>| 24932 | &nbsp;&nbsp; 918484 |
|  | Axfood AB | 25778 | &nbsp;&nbsp; 768141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Epiroc AB (EPIA SS), <br> Class A<br>| 42925 | &nbsp;&nbsp; 873659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Epiroc AB (EPIB SS), <br> Class B<br>| 25518 | &nbsp;&nbsp; 457435 |
| Ω | Evolution AB | 8329 | &nbsp;&nbsp; 740957 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; H & M Hennes & <br> Mauritz AB, Class B<br>| 72016 | &nbsp;&nbsp; 970174 |
|  | Hemnet Group AB | 21912 | &nbsp;&nbsp; 631032 |
|  | Indutrade AB | 34001 | &nbsp;&nbsp; 825694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lagercrantz Group AB, <br> Class B<br>| 43671 | &nbsp;&nbsp; 1013916 |
|  | Lifco AB, Class B | 18429 | &nbsp;&nbsp; 656461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medicover AB, <br> Class B<br>| 12665 | &nbsp;&nbsp; 354791 |
|  | Mycronic AB | 21742 | &nbsp;&nbsp; 471777 |
|  | Nordnet AB publ | 33693 | &nbsp;&nbsp; 909916 |
|  | Sandvik AB | 4029 | &nbsp;&nbsp; 98306 |
|  | Sectra AB, Class B | 30190 | &nbsp;&nbsp; 1119323 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Sweco AB, Class B | 22525 | &nbsp;&nbsp; $355321 |
|  | Tele2 AB, Class B | 151957 | &nbsp;&nbsp; 2348512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget LM <br> Ericsson (ERICB <br> SS), Class B<br>| 328707 | &nbsp;&nbsp; 2387590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Volvo AB (VOLVA SS), <br> Class A<br>| 26464 | &nbsp;&nbsp; 758724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Volvo AB (VOLVB SS), <br> Class B<br>| 212273 | &nbsp;&nbsp; 6096435 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp; 30798750 |
| SWITZERLAND — (8.2%) | SWITZERLAND — (8.2%) | SWITZERLAND — (8.2%) | SWITZERLAND — (8.2%) |
|  | ABB Ltd. | 49749 | &nbsp;&nbsp; 3248515 |
|  | Geberit AG | 9600 | &nbsp;&nbsp; 7354544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuehne & Nagel <br> International AG<br>| 14000 | &nbsp;&nbsp; 2854304 |
|  | Nestle SA | 232776 | &nbsp;&nbsp; 20339283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novartis AG (NOVN <br> SW)<br>| 29182 | &nbsp;&nbsp; 3323452 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Novartis AG (NVS US), <br> Sponsored ADR<br>| 80842 | &nbsp;&nbsp; 9194969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Partners Group <br> Holding AG<br>| 3843 | &nbsp;&nbsp; 5166131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Roche Holding AG (RO <br> SW)<br>| 4309 | &nbsp;&nbsp; 1432032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Roche Holding AG <br> (ROG SW)<br>| 94629 | &nbsp;&nbsp; 29531159 |
|  | SGS SA | 45576 | &nbsp;&nbsp; 4631131 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp; 87075520 |
| UNITED KINGDOM — (12.4%) | UNITED KINGDOM — (12.4%) | UNITED KINGDOM — (12.4%) | UNITED KINGDOM — (12.4%) |
|  | Admiral Group PLC | 46894 | &nbsp;&nbsp; 2113816 |
| Ω | Airtel Africa PLC | 250202 | &nbsp;&nbsp; 673536 |
|  | Ashtead Group PLC | 153457 | &nbsp;&nbsp; 10252664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC <br> (AZN LN)<br>| 14419 | &nbsp;&nbsp; 2103611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC <br> (AZN US), <br> Sponsored ADR<br>| 189468 | &nbsp;&nbsp; 13848216 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Auto Trader Group <br> PLC<br>| 237916 | &nbsp;&nbsp; 2626543 |
|  | BAE Systems PLC | 9983 | &nbsp;&nbsp; 238201 |
|  | Bunzl PLC | 34678 | &nbsp;&nbsp; 1029155 |
|  | Coca-Cola HBC AG | 29306 | &nbsp;&nbsp; 1523097 |
|  | Compass Group PLC | 167527 | &nbsp;&nbsp; 5886797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diageo PLC (DEO <br> US), Sponsored <br> ADR<br>| 37543 | &nbsp;&nbsp; 3677337 |
|  | Diageo PLC (DGE LN) | 21446 | &nbsp;&nbsp; 519798 |
|  | Experian PLC | 130958 | &nbsp;&nbsp; 6900272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Games Workshop <br> Group PLC<br>| 9462 | &nbsp;&nbsp; 2027348 |
|  | GSK PLC (GSK LN) | 106170 | &nbsp;&nbsp; 1952889 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GSK PLC (GSK US), <br> Sponsored ADR<br>| 245084 | &nbsp;&nbsp; 9104848 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Howden Joinery Group <br> PLC<br>| 33343 | &nbsp;&nbsp; $385998 |
|  | IMI PLC | 31144 | &nbsp;&nbsp; 909870 |
|  | Imperial Brands PLC | 287207 | &nbsp;&nbsp; 11195151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; InterContinental Hotels <br> Group PLC (IHG <br> US), ADR<br>| 1 | &nbsp;&nbsp; 157 |
|  | Intertek Group PLC | 27700 | &nbsp;&nbsp; 1801053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Legal & General Group <br> PLC<br>| 809429 | &nbsp;&nbsp; 2738351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marks & Spencer <br> Group PLC<br>| 429837 | &nbsp;&nbsp; 1974065 |
|  | Next PLC | 33755 | &nbsp;&nbsp; 5479145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reckitt Benckiser <br> Group PLC<br>| 205808 | &nbsp;&nbsp; 15424437 |
|  | RELX PLC (REL LN) | 57560 | &nbsp;&nbsp; 2990880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RELX PLC (RELX US), <br> Sponsored ADR<br>| 78406 | &nbsp;&nbsp; 4068487 |
|  | RELX PLC (REN NA) | 71813 | &nbsp;&nbsp; 3729352 |
|  | Rightmove PLC | 199327 | &nbsp;&nbsp; 2151035 |
|  | Sage Group PLC | 199857 | &nbsp;&nbsp; 3209033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. James's Place <br> PLC<br>| 104064 | &nbsp;&nbsp; 1791032 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC (UL US), <br> Sponsored ADR<br>| 166425 | &nbsp;&nbsp; 9724213 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; WPP PLC (WPP US), <br> Sponsored ADR<br>| 4365 | &nbsp;&nbsp; 118204 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  | &nbsp;&nbsp; 132168591 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED STATES — (0.0%) | UNITED STATES — (0.0%) | UNITED STATES — (0.0%) | UNITED STATES — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smurfit WestRock <br> PLC<br>| 543 | &nbsp;&nbsp; $24098 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 1037828922 |
| 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>| 2145 | &nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $737,524,699) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $737,524,699) |  | &nbsp;&nbsp; 1037828922 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (2.7%) | SECURITIES LENDING COLLATERAL — (2.7%) | SECURITIES LENDING COLLATERAL — (2.7%) | SECURITIES LENDING COLLATERAL — (2.7%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 2528782 | &nbsp;&nbsp; 29250423 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $766,775,122)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $766,775,122)^^ |  | &nbsp;&nbsp; $1067079345 |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $10,102,043 or 1.0% of net assets.

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; $2459623 | &nbsp;&nbsp;&nbsp; $70816717 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $73276340 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1785247 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1785247 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp;&nbsp; 921704 | &nbsp;&nbsp;&nbsp; 8095406 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9017110 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; 114401292 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 114401292 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp;&nbsp; 1506240 | &nbsp;&nbsp;&nbsp; 12213969 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 13720209 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6983228 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6983228 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 93844764 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 93844764 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 109199922 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 109199922 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 16592945 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 16592945 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2635425 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2635425 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel | &nbsp;&nbsp;&nbsp; 968415 | &nbsp;&nbsp;&nbsp; 7563944 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8532359 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp;&nbsp; 3620723 | &nbsp;&nbsp;&nbsp; 27428683 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 31049406 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; 679160 | &nbsp;&nbsp;&nbsp; 222304062 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 222983222 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; 19171217 | &nbsp;&nbsp;&nbsp; 13870099 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 33041316 |

---

------

**International Large Cap Growth 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; New Zealand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $2141967 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $2141967 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6565838 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6565838 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portugal | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1017149 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1017149 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11802552 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11802552 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 29171672 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 29171672 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 30798750 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 30798750 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; $9194969 | &nbsp;&nbsp;&nbsp; 77880551 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 87075520 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; 40541462 | &nbsp;&nbsp;&nbsp; 91627129 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 132168591 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; 24098 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 24098 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 29250423 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 29250423 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $193488903 | &nbsp;&nbsp;&nbsp; $873590442 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1067079345 |

---

------

**International Small Cap Growth Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (95.9%) | COMMON STOCKS — (95.9%) | COMMON STOCKS — (95.9%) | COMMON STOCKS — (95.9%) |
| AUSTRALIA — (6.0%) | AUSTRALIA — (6.0%) | AUSTRALIA — (6.0%) | AUSTRALIA — (6.0%) |
|  | Accent Group Ltd. | 112583 | &nbsp;&nbsp; $107243 |
|  | Acrow Ltd. | 67333 | &nbsp;&nbsp; 46213 |
| # | ARB Corp. Ltd. | 23554 | &nbsp;&nbsp; 505110 |
|  | AUB Group Ltd. | 21862 | &nbsp;&nbsp; 474871 |
| #\* | Audinate Group Ltd. | 14701 | &nbsp;&nbsp; 57566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aussie Broadband <br> Ltd.<br>| 37107 | &nbsp;&nbsp; 106988 |
| \* | Austal Ltd. | 25123 | &nbsp;&nbsp; 105430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Australian Clinical <br> Labs Ltd.<br>| 36962 | &nbsp;&nbsp; 65426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Australian Ethical <br> Investment Ltd.<br>| 25309 | &nbsp;&nbsp; 126903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Australian Finance <br> Group Ltd.<br>| 43070 | &nbsp;&nbsp; 61306 |
| †† | AVZ Minerals Ltd. | 336495 | &nbsp;&nbsp; 35282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baby Bunting Group <br> Ltd.<br>| 17170 | &nbsp;&nbsp; 19810 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Beacon Lighting <br> Group Ltd.<br>| 28582 | &nbsp;&nbsp; 66504 |
| \* | Bellevue Gold Ltd. | 271423 | &nbsp;&nbsp; 139915 |
| \* | Boss Energy Ltd. | 3641 | &nbsp;&nbsp; 4008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bravura Solutions <br> Ltd.<br>| 73643 | &nbsp;&nbsp; 101069 |
|  | Breville Group Ltd. | 30432 | &nbsp;&nbsp; 636441 |
| \* | Capricorn Metals Ltd. | 107779 | &nbsp;&nbsp; 617342 |
| #\* | Catalyst Metals Ltd. | 39768 | &nbsp;&nbsp; 128894 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Catapult Group <br> International Ltd.<br>| 4827 | &nbsp;&nbsp; 20434 |
| #\* | Cettire Ltd. | 48710 | &nbsp;&nbsp; 8054 |
|  | Champion Iron Ltd. | 2462 | &nbsp;&nbsp; 6505 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Clinuvel <br> Pharmaceuticals <br> Ltd.<br>| 11891 | &nbsp;&nbsp; 98569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cobram Estate Olives <br> Ltd.<br>| 16939 | &nbsp;&nbsp; 28217 |
|  | Codan Ltd. | 29274 | &nbsp;&nbsp; 391399 |
| #\* | Cogstate Ltd. | 6282 | &nbsp;&nbsp; 6966 |
|  | Collins Foods Ltd. | 26555 | &nbsp;&nbsp; 157722 |
|  | Data#3 Ltd. | 47477 | &nbsp;&nbsp; 228429 |
|  | Dicker Data Ltd. | 19198 | &nbsp;&nbsp; 107060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Domino's Pizza <br> Enterprises Ltd.<br>| 14862 | &nbsp;&nbsp; 173460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagers Automotive <br> Ltd.<br>| 33162 | &nbsp;&nbsp; 415311 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Emerald Resources <br> NL<br>| 159779 | &nbsp;&nbsp; 350696 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Energy Resources of <br> Australia Ltd.<br>| 44404 | &nbsp;&nbsp; 72 |
|  | EQT Holdings Ltd. | 5142 | &nbsp;&nbsp; 107224 |
|  | EVT Ltd. | 20183 | &nbsp;&nbsp; 218924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flight Centre Travel <br> Group Ltd.<br>| 40832 | &nbsp;&nbsp; 311417 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| \* | Genesis Minerals Ltd. | 172908 | &nbsp;&nbsp; $406119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GenusPlus Group <br> Ltd.<br>| 11579 | &nbsp;&nbsp; 33485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gold Road Resources <br> Ltd.<br>| 176661 | &nbsp;&nbsp; 353905 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GR Engineering <br> Services Ltd.<br>| 25913 | &nbsp;&nbsp; 61681 |
|  | GWA Group Ltd. | 35068 | &nbsp;&nbsp; 56895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansen Technologies <br> Ltd.<br>| 49856 | &nbsp;&nbsp; 191516 |
|  | HUB24 Ltd. | 19980 | &nbsp;&nbsp; 1356201 |
|  | Imdex Ltd. | 91945 | &nbsp;&nbsp; 178539 |
|  | Infomedia Ltd. | 146416 | &nbsp;&nbsp; 121752 |
|  | Inghams Group Ltd. | 122390 | &nbsp;&nbsp; 271091 |
|  | IRESS Ltd. | 12874 | &nbsp;&nbsp; 65317 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Johns Lyng Group <br> Ltd.<br>| 27304 | &nbsp;&nbsp; 67945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jumbo Interactive <br> Ltd.<br>| 10368 | &nbsp;&nbsp; 69733 |
| # | Kogan.com Ltd. | 8684 | &nbsp;&nbsp; 21495 |
|  | Lovisa Holdings Ltd. | 17049 | &nbsp;&nbsp; 370335 |
|  | Lycopodium Ltd. | 3894 | &nbsp;&nbsp; 28490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MA Financial Group <br> Ltd.<br>| 22193 | &nbsp;&nbsp; 116073 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Macquarie Technology <br> Group Ltd.<br>| 2866 | &nbsp;&nbsp; 127651 |
| # | Mader Group Ltd. | 5695 | &nbsp;&nbsp; 26938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; McMillan Shakespeare <br> Ltd.<br>| 18902 | &nbsp;&nbsp; 216207 |
| \* | Megaport Ltd. | 32688 | &nbsp;&nbsp; 312225 |
|  | Metcash Ltd. | 231542 | &nbsp;&nbsp; 578046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monadelphous Group <br> Ltd.<br>| 26446 | &nbsp;&nbsp; 329720 |
|  | Myer Holdings Ltd. | 157534 | &nbsp;&nbsp; 60810 |
| \* | Nanosonics Ltd. | 8869 | &nbsp;&nbsp; 22971 |
|  | Netwealth Group Ltd. | 352 | &nbsp;&nbsp; 8400 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Neuren <br> Pharmaceuticals <br> Ltd.<br>| 14643 | &nbsp;&nbsp; 160568 |
|  | nib holdings Ltd. | 132496 | &nbsp;&nbsp; 629059 |
| # | Nick Scali Ltd. | 27080 | &nbsp;&nbsp; 332641 |
| \* | Nuix Ltd. | 27149 | &nbsp;&nbsp; 40847 |
|  | Objective Corp. Ltd. | 6021 | &nbsp;&nbsp; 73556 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ora Banda Mining <br> Ltd.<br>| 37597 | &nbsp;&nbsp; 15584 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PPK Mining <br> Equipment Group <br> Pty. Ltd.<br>| 7132 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premier Investments <br> Ltd.<br>| 10999 | &nbsp;&nbsp; 148732 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Propel Funeral <br> Partners Ltd.<br>| 13636 | &nbsp;&nbsp; 40720 |
| # | PWR Holdings Ltd. | 21649 | &nbsp;&nbsp; 108489 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramelius Resources <br> Ltd.<br>| 191161 | &nbsp;&nbsp; $307555 |
|  | Regis Healthcare Ltd. | 37883 | &nbsp;&nbsp; 202396 |
| \* | Regis Resources Ltd. | 64924 | &nbsp;&nbsp; 169297 |
|  | Ridley Corp. Ltd. | 83115 | &nbsp;&nbsp; 154864 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RPMGlobal Holdings <br> Ltd.<br>| 60700 | &nbsp;&nbsp; 130894 |
|  | Servcorp Ltd. | 9221 | &nbsp;&nbsp; 34969 |
|  | Service Stream Ltd. | 66453 | &nbsp;&nbsp; 84483 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sigma Healthcare <br> Ltd.<br>| 61473 | &nbsp;&nbsp; 113548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SmartGroup Corp. <br> Ltd.<br>| 44344 | &nbsp;&nbsp; 224392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Cross <br> Electrical <br> Engineering Ltd.<br>| 30518 | &nbsp;&nbsp; 34615 |
|  | SRG Global Ltd. | 62796 | &nbsp;&nbsp; 66808 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Step One Clothing <br> Ltd.<br>| 14811 | &nbsp;&nbsp; 6679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Super Retail Group <br> Ltd.<br>| 29619 | &nbsp;&nbsp; 289719 |
| \* | Superloop Ltd. | 88032 | &nbsp;&nbsp; 188628 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Temple & Webster <br> Group Ltd.<br>| 28945 | &nbsp;&nbsp; 451128 |
| \* | Tuas Ltd. | 38439 | &nbsp;&nbsp; 131762 |
| #\* | Tyro Payments Ltd. | 88693 | &nbsp;&nbsp; 54055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Store <br> Holdings Ltd.<br>| 2072 | &nbsp;&nbsp; 11217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ventia Services Group <br> Pty. Ltd.<br>| 182575 | &nbsp;&nbsp; 607936 |
| # | Vulcan Steel Ltd. | 5335 | &nbsp;&nbsp; 20588 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; WEB Travel Group <br> Ltd.<br>| 88931 | &nbsp;&nbsp; 253916 |
| \* | Webjet Group Ltd. | 88931 | &nbsp;&nbsp; 50768 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; West African <br> Resources Ltd.<br>| 216590 | &nbsp;&nbsp; 324279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westgold Resources <br> Ltd.<br>| 61192 | &nbsp;&nbsp; 100249 |
| \* | Zip Co. Ltd. | 298858 | &nbsp;&nbsp; 606074 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp; 17661335 |
| AUSTRIA — (1.4%) | AUSTRIA — (1.4%) | AUSTRIA — (1.4%) | AUSTRIA — (1.4%) |
|  | ANDRITZ AG | 22725 | &nbsp;&nbsp; 1581454 |
| Ω | BAWAG Group AG | 12859 | &nbsp;&nbsp; 1622901 |
| \* | DO & Co. AG | 1869 | &nbsp;&nbsp; 421647 |
| \* | Eurotelesites AG | 8017 | &nbsp;&nbsp; 47008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oesterreichische Post <br> AG<br>| 8207 | &nbsp;&nbsp; 286266 |
|  | Strabag SE (STR AV) | 2166 | &nbsp;&nbsp; 203626 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp; 4162902 |
| BELGIUM — (1.3%) | BELGIUM — (1.3%) | BELGIUM — (1.3%) | BELGIUM — (1.3%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ackermans & van <br> Haaren NV<br>| 178 | &nbsp;&nbsp; 43663 |
| # | CMB Tech NV | 1862 | &nbsp;&nbsp; 16404 |
|  | Colruyt Group NV | 6576 | &nbsp;&nbsp; 280906 |
|  | Deme Group NV | 1593 | &nbsp;&nbsp; 238423 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |
|  | D'ieteren Group | 1597 | &nbsp;&nbsp; $315460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EVS Broadcast <br> Equipment SA<br>| 2260 | &nbsp;&nbsp; 97639 |
|  | Fagron | 19119 | &nbsp;&nbsp; 472753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ion Beam <br> Applications<br>| 743 | &nbsp;&nbsp; 10230 |
|  | Jensen-Group NV | 433 | &nbsp;&nbsp; 28601 |
| # | Kinepolis Group NV | 2726 | &nbsp;&nbsp; 112804 |
|  | Lotus Bakeries NV | 120 | &nbsp;&nbsp; 1014530 |
|  | Melexis NV | 5881 | &nbsp;&nbsp; 449807 |
|  | Solvay SA | 20216 | &nbsp;&nbsp; 633420 |
|  | Van de Velde NV | 1744 | &nbsp;&nbsp; 66553 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp; 3781193 |
| CANADA — (11.8%) | CANADA — (11.8%) | CANADA — (11.8%) | CANADA — (11.8%) |
| \* | 5N Plus, Inc. | 11100 | &nbsp;&nbsp; 99096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ag Growth <br> International, Inc.<br>| 5815 | &nbsp;&nbsp; 175567 |
| \* | Air Canada | 20074 | &nbsp;&nbsp; 279610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amerigo Resources <br> Ltd.<br>| 15100 | &nbsp;&nbsp; 23430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Andlauer Healthcare <br> Group, Inc.<br>| 4756 | &nbsp;&nbsp; 181920 |
| \* | Aritzia, Inc. | 26722 | &nbsp;&nbsp; 1434263 |
| \* | Athabasca Oil Corp. | 23294 | &nbsp;&nbsp; 98515 |
| \* | ATS Corp. (ATS CN) | 25328 | &nbsp;&nbsp; 768651 |
|  | Aura Minerals, Inc. | 6800 | &nbsp;&nbsp; 165338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Badger Infrastructure <br> Solutions Ltd.<br>| 11038 | &nbsp;&nbsp; 416554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bird Construction, <br> Inc.<br>| 14525 | &nbsp;&nbsp; 302429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Black Diamond Group <br> Ltd.<br>| 9300 | &nbsp;&nbsp; 79469 |
|  | Boralex, Inc., Class A | 18051 | &nbsp;&nbsp; 408545 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Boyd Group Services, <br> Inc.<br>| 5138 | &nbsp;&nbsp; 712148 |
| # | BRP, Inc. (DOO CN) | 2112 | &nbsp;&nbsp; 106789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BRP, Inc. (DOOO <br> US)<br>| 1490 | &nbsp;&nbsp; 75260 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Canada Goose <br> Holdings, Inc. <br> (GOOS CN)<br>| 7500 | &nbsp;&nbsp; 82004 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Celestica, Inc. (CLS <br> US)<br>| 8444 | &nbsp;&nbsp; 1687618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CES Energy Solutions <br> Corp.<br>| 41389 | &nbsp;&nbsp; 216563 |
|  | CI Financial Corp. | 42885 | &nbsp;&nbsp; 988249 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cipher <br> Pharmaceuticals, <br> Inc.<br>| 2100 | &nbsp;&nbsp; 18263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colliers International <br> Group, Inc. (CIGI <br> US)<br>| 4056 | &nbsp;&nbsp; 611280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Computer Modelling <br> Group Ltd.<br>| 27056 | &nbsp;&nbsp; 154455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corby Spirit & Wine <br> Ltd.<br>| 3500 | &nbsp;&nbsp; 37006 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Definity Financial <br> Corp.<br>| 11841 | &nbsp;&nbsp; $637941 |
| \* | Docebo, Inc. | 1000 | &nbsp;&nbsp; 30319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dominion Lending <br> Centres, Inc.<br>| 2100 | &nbsp;&nbsp; 13322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dundee Precious <br> Metals, Inc.<br>| 7560 | &nbsp;&nbsp; 122217 |
|  | Dye & Durham Ltd. | 8476 | &nbsp;&nbsp; 68452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Endeavour Mining <br> PLC<br>| 10102 | &nbsp;&nbsp; 303293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enghouse Systems <br> Ltd.<br>| 12996 | &nbsp;&nbsp; 215256 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ERO Copper Corp. <br> (ERO CN)<br>| 17559 | &nbsp;&nbsp; 237609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evertz Technologies <br> Ltd.<br>| 8600 | &nbsp;&nbsp; 74791 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Exchange Income <br> Corp.<br>| 5805 | &nbsp;&nbsp; 274749 |
|  | Extendicare, Inc. | 25468 | &nbsp;&nbsp; 226631 |
| # | Fiera Capital Corp. | 22781 | &nbsp;&nbsp; 107690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Finning International, <br> Inc.<br>| 45321 | &nbsp;&nbsp; 1974944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First National <br> Financial Corp.<br>| 5637 | &nbsp;&nbsp; 196213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FirstService Corp. <br> (FSV US)<br>| 1303 | &nbsp;&nbsp; 256978 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Freehold Royalties <br> Ltd.<br>| 35868 | &nbsp;&nbsp; 345323 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GDI Integrated Facility <br> Services, Inc.<br>| 2015 | &nbsp;&nbsp; 46972 |
|  | Gibson Energy, Inc. | 49372 | &nbsp;&nbsp; 890093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gildan Activewear, <br> Inc. (GIL US)<br>| 8429 | &nbsp;&nbsp; 425749 |
|  | goeasy Ltd. | 2107 | &nbsp;&nbsp; 278277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hammond Power <br> Solutions, Inc.<br>| 1500 | &nbsp;&nbsp; 134173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Headwater <br> Exploration, Inc.<br>| 63496 | &nbsp;&nbsp; 332236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Information Services <br> Corp.<br>| 4303 | &nbsp;&nbsp; 99376 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Jamieson Wellness, <br> Inc.<br>| 12261 | &nbsp;&nbsp; 297676 |
| \* | K92 Mining, Inc. | 61362 | &nbsp;&nbsp; 637268 |
|  | K-Bro Linen, Inc. | 3004 | &nbsp;&nbsp; 74254 |
|  | Keyera Corp. | 6990 | &nbsp;&nbsp; 219446 |
| \* | Kinaxis, Inc. | 3926 | &nbsp;&nbsp; 582666 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Labrador Iron Ore <br> Royalty Corp.<br>| 18300 | &nbsp;&nbsp; 351974 |
|  | Lundin Gold, Inc. | 25405 | &nbsp;&nbsp; 1175825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maple Leaf Foods, <br> Inc.<br>| 11760 | &nbsp;&nbsp; 248169 |
| \* | MDA Space Ltd. | 17284 | &nbsp;&nbsp; 483992 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Medexus <br> Pharmaceuticals, <br> Inc.<br>| 3300 | &nbsp;&nbsp; 6526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medical Facilities <br> Corp.<br>| 3300 | &nbsp;&nbsp; 34867 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Gold, Inc. (NGD <br> CN)<br>| 88600 | &nbsp;&nbsp; $370872 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Gold, Inc. (NGD <br> US)<br>| 66894 | &nbsp;&nbsp; 280286 |
|  | North West Co., Inc. | 15170 | &nbsp;&nbsp; 520702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OR Royalties, Inc. <br> (OR US)<br>| 25638 | &nbsp;&nbsp; 710429 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Orla Mining Ltd. (OLA <br> CN)<br>| 10200 | &nbsp;&nbsp; 94962 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orla Mining Ltd. <br> (ORLA US)<br>| 30757 | &nbsp;&nbsp; 286655 |
|  | Parkland Corp. | 38777 | &nbsp;&nbsp; 1094521 |
|  | Pason Systems, Inc. | 25831 | &nbsp;&nbsp; 217930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pet Valu Holdings <br> Ltd.<br>| 9351 | &nbsp;&nbsp; 226284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PHX Energy Services <br> Corp.<br>| 11900 | &nbsp;&nbsp; 71455 |
| # | Pine Cliff Energy Ltd. | 49359 | &nbsp;&nbsp; 25292 |
|  | Pollard Banknote Ltd. | 4800 | &nbsp;&nbsp; 77078 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; PrairieSky Royalty <br> Ltd.<br>| 55346 | &nbsp;&nbsp; 951858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premium Brands <br> Holdings Corp.<br>| 12536 | &nbsp;&nbsp; 794719 |
| # | Propel Holdings, Inc. | 4448 | &nbsp;&nbsp; 115502 |
|  | Pulse Seismic, Inc. | 14400 | &nbsp;&nbsp; 40635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quebecor, Inc., <br> Class B<br>| 25087 | &nbsp;&nbsp; 705753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richelieu Hardware <br> Ltd.<br>| 16472 | &nbsp;&nbsp; 412157 |
|  | Rogers Sugar, Inc. | 21462 | &nbsp;&nbsp; 87360 |
|  | Savaria Corp. | 14977 | &nbsp;&nbsp; 214884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Secure Waste <br> Infrastructure Corp.<br>| 76841 | &nbsp;&nbsp; 839617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sienna Senior Living, <br> Inc.<br>| 22092 | &nbsp;&nbsp; 285397 |
|  | Sprott, Inc. (SII CN) | 1200 | &nbsp;&nbsp; 80803 |
|  | Sprott, Inc. (SII US) | 5885 | &nbsp;&nbsp; 396414 |
|  | Stella-Jones, Inc. | 15153 | &nbsp;&nbsp; 863839 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SunOpta, Inc. (STKL <br> US)<br>| 10321 | &nbsp;&nbsp; 60171 |
|  | Sylogist Ltd. | 3400 | &nbsp;&nbsp; 22698 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Taseko Mines Ltd. <br> (TGB US)<br>| 5900 | &nbsp;&nbsp; 18113 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taseko Mines Ltd. <br> (TKO CN)<br>| 27426 | &nbsp;&nbsp; 84123 |
|  | TELUS Corp. | 9810 | &nbsp;&nbsp; 158025 |
| \* | Tenaz Energy Corp. | 3200 | &nbsp;&nbsp; 42517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TerraVest Industries, <br> Inc.<br>| 3307 | &nbsp;&nbsp; 407456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TFI International, Inc. <br> (TFII US)<br>| 3300 | &nbsp;&nbsp; 287661 |
| # | Topaz Energy Corp. | 24519 | &nbsp;&nbsp; 455661 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Torex Gold <br> Resources, Inc.<br>| 1162 | &nbsp;&nbsp; 32732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toromont Industries <br> Ltd.<br>| 5720 | &nbsp;&nbsp; 579967 |
| # | TransAlta Corp. | 25233 | &nbsp;&nbsp; 304058 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | TransAlta Corp.  | 52100 | &nbsp;&nbsp; $626809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trican Well Service <br> Ltd.<br>| 56044 | &nbsp;&nbsp; 230146 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trisura Group Ltd. <br> (TSU CN)<br>| 8243 | &nbsp;&nbsp; 251585 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Viemed Healthcare, <br> Inc.<br>| 8932 | &nbsp;&nbsp; 54396 |
| \* | Wall Financial Corp. | 2300 | &nbsp;&nbsp; 26310 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wesdome Gold Mines <br> Ltd.<br>| 49200 | &nbsp;&nbsp; 585883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westshore Terminals <br> Investment Corp.<br>| 10814 | &nbsp;&nbsp; 220167 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp; 34742171 |
| DENMARK — (2.6%) | DENMARK — (2.6%) | DENMARK — (2.6%) | DENMARK — (2.6%) |
| \* | ALK-Abello AS | 31893 | &nbsp;&nbsp; 925338 |
|  | Ambu AS, Class B | 23544 | &nbsp;&nbsp; 343693 |
|  | cBrain AS | 3479 | &nbsp;&nbsp; 113459 |
|  | Chemometec AS | 4914 | &nbsp;&nbsp; 379268 |
| \* | Demant AS | 12853 | &nbsp;&nbsp; 486969 |
|  | ISS AS | 35376 | &nbsp;&nbsp; 1016930 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Netcompany Group <br> AS<br>| 11615 | &nbsp;&nbsp; 425919 |
| \* | NKT AS | 1244 | &nbsp;&nbsp; 109438 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; NTG Nordic Transport <br> Group AS<br>| 1504 | &nbsp;&nbsp; 45075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Per Aarsleff Holding <br> AS<br>| 1399 | &nbsp;&nbsp; 150668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ringkjoebing <br> Landbobank AS<br>| 7254 | &nbsp;&nbsp; 1599155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockwool AS, <br> Class A<br>| 6130 | &nbsp;&nbsp; 269852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockwool AS, <br> Class B<br>| 15670 | &nbsp;&nbsp; 686669 |
|  | Royal Unibrew AS | 14848 | &nbsp;&nbsp; 1110605 |
|  | SP Group AS | 554 | &nbsp;&nbsp; 22648 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp; 7685686 |
| FINLAND — (2.9%) | FINLAND — (2.9%) | FINLAND — (2.9%) | FINLAND — (2.9%) |
|  | Alma Media OYJ | 5579 | &nbsp;&nbsp; 84184 |
|  | Elisa OYJ | 25465 | &nbsp;&nbsp; 1310242 |
| # | eQ OYJ | 1222 | &nbsp;&nbsp; 18038 |
|  | Harvia OYJ | 5546 | &nbsp;&nbsp; 321111 |
|  | Hiab OYJ | 3594 | &nbsp;&nbsp; 245270 |
|  | Kalmar OYJ, Class B | 8376 | &nbsp;&nbsp; 377992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kesko OYJ (KESKOA <br> FH), Class A<br>| 12798 | &nbsp;&nbsp; 278585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kesko OYJ (KESKOB <br> FH), Class B<br>| 59117 | &nbsp;&nbsp; 1285760 |
|  | Marimekko OYJ | 7952 | &nbsp;&nbsp; 118331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orion OYJ (ORNAV <br> FH), Class A<br>| 7832 | &nbsp;&nbsp; 621624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orion OYJ (ORNBV <br> FH), Class B<br>| 27053 | &nbsp;&nbsp; 2165829 |
|  | Puuilo OYJ | 18161 | &nbsp;&nbsp; 283345 |
| \* | QT Group OYJ | 3609 | &nbsp;&nbsp; 248344 |
|  | Sampo OYJ, Class A | 94925 | &nbsp;&nbsp; 1016505 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |
| # | Talenom OYJ | 8051 | &nbsp;&nbsp; $32119 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokmanni Group <br> Corp.<br>| 9567 | &nbsp;&nbsp; 93684 |
|  | Vaisala OYJ, Class A | 2328 | &nbsp;&nbsp; 125566 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp; 8626529 |
| FRANCE — (5.1%) | FRANCE — (5.1%) | FRANCE — (5.1%) | FRANCE — (5.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aeroports de Paris <br> SA<br>| 1246 | &nbsp;&nbsp; 151233 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bastide le Confort <br> Medical<br>| 726 | &nbsp;&nbsp; 25178 |
|  | Elis SA | 14327 | &nbsp;&nbsp; 394996 |
|  | Eurofins Scientific SE | 1505 | &nbsp;&nbsp; 115258 |
|  | FDJ UNITED | 29328 | &nbsp;&nbsp; 914794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gaztransport Et <br> Technigaz SA<br>| 10027 | &nbsp;&nbsp; 1885932 |
|  | Getlink SE | 51070 | &nbsp;&nbsp; 926201 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ID Logistics Group <br> SACA<br>| 1159 | &nbsp;&nbsp; 581812 |
|  | Infotel SA | 775 | &nbsp;&nbsp; 35441 |
|  | Interparfums SA | 4793 | &nbsp;&nbsp; 176002 |
|  | Ipsen SA | 4264 | &nbsp;&nbsp; 502436 |
|  | IPSOS SA | 2573 | &nbsp;&nbsp; 115534 |
|  | JCDecaux SE | 17391 | &nbsp;&nbsp; 285920 |
|  | Kaufman & Broad SA | 3850 | &nbsp;&nbsp; 137169 |
|  | Linedata Services | 183 | &nbsp;&nbsp; 14180 |
|  | Nexans SA | 7280 | &nbsp;&nbsp; 1046284 |
| \* | OVH Groupe SA | 585 | &nbsp;&nbsp; 7040 |
|  | Pluxee NV | 15298 | &nbsp;&nbsp; 310217 |
|  | Rexel SA | 3209 | &nbsp;&nbsp; 96990 |
|  | Robertet SA | 137 | &nbsp;&nbsp; 129050 |
|  | SEB SA | 1897 | &nbsp;&nbsp; 138571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seche Environnement <br> SACA<br>| 870 | &nbsp;&nbsp; 101074 |
|  | Societe BIC SA | 1220 | &nbsp;&nbsp; 74180 |
|  | Societe LDC SADIR | 222 | &nbsp;&nbsp; 23440 |
|  | Sodexo SA | 10417 | &nbsp;&nbsp; 619535 |
|  | Sopra Steria Group | 5081 | &nbsp;&nbsp; 1094788 |
|  | SPIE SA | 33641 | &nbsp;&nbsp; 1979819 |
|  | Stef SA | 683 | &nbsp;&nbsp; 103057 |
|  | Sword Group | 2139 | &nbsp;&nbsp; 88590 |
|  | Technip Energies NV | 33822 | &nbsp;&nbsp; 1460479 |
|  | Trigano SA | 94 | &nbsp;&nbsp; 16030 |
|  | Vallourec SACA | 40543 | &nbsp;&nbsp; 757711 |
| Ω | Verallia SA | 8301 | &nbsp;&nbsp; 267076 |
|  | Virbac SACA | 421 | &nbsp;&nbsp; 166725 |
|  | VusionGroup | 927 | &nbsp;&nbsp; 238289 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp; 14981031 |
| GERMANY — (5.9%) | GERMANY — (5.9%) | GERMANY — (5.9%) | GERMANY — (5.9%) |
|  | Adesso SE | 355 | &nbsp;&nbsp; 32800 |
|  | AlzChem Group AG | 978 | &nbsp;&nbsp; 165548 |
| # | Amadeus Fire AG | 1636 | &nbsp;&nbsp; 124906 |
|  | Atoss Software SE | 2860 | &nbsp;&nbsp; 383617 |
|  | Bechtle AG | 19875 | &nbsp;&nbsp; 862651 |
| \* | Ceconomy AG | 28388 | &nbsp;&nbsp; 143437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cewe Stiftung & Co. <br> KGaA<br>| 684 | &nbsp;&nbsp; 78332 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTS Eventim AG & <br> Co. KGaA<br>| 15249 | &nbsp;&nbsp; $1721984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dermapharm Holding <br> SE<br>| 5013 | &nbsp;&nbsp; 191988 |
|  | Eckert & Ziegler SE | 3961 | &nbsp;&nbsp; 301326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elmos Semiconductor <br> SE<br>| 2015 | &nbsp;&nbsp; 201116 |
|  | Energiekontor AG | 2022 | &nbsp;&nbsp; 113632 |
|  | Fabasoft AG | 987 | &nbsp;&nbsp; 18524 |
|  | Fielmann Group AG | 8389 | &nbsp;&nbsp; 531546 |
|  | flatexDEGIRO AG | 17548 | &nbsp;&nbsp; 530358 |
|  | Freenet AG | 20446 | &nbsp;&nbsp; 663122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Friedrich Vorwerk <br> Group SE<br>| 1386 | &nbsp;&nbsp; 134710 |
|  | FUCHS SE | 6923 | &nbsp;&nbsp; 243492 |
|  | GEA Group AG | 33419 | &nbsp;&nbsp; 2400495 |
|  | GFT Technologies SE | 3243 | &nbsp;&nbsp; 67183 |
| #\* | HelloFresh SE | 27686 | &nbsp;&nbsp; 291331 |
|  | Hensoldt AG | 14387 | &nbsp;&nbsp; 1576856 |
|  | HOCHTIEF AG | 634 | &nbsp;&nbsp; 138144 |
|  | HUGO BOSS AG | 6429 | &nbsp;&nbsp; 299418 |
| \* | IONOS Group SE | 1829 | &nbsp;&nbsp; 86743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IVU Traffic <br> Technologies AG<br>| 3749 | &nbsp;&nbsp; 90093 |
| # | Kontron AG | 4880 | &nbsp;&nbsp; 157429 |
|  | Krones AG | 3266 | &nbsp;&nbsp; 483615 |
| \* | Nagarro SE | 2210 | &nbsp;&nbsp; 139767 |
| \* | Nordex SE | 18489 | &nbsp;&nbsp; 453829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pfeiffer Vacuum <br> Technology AG<br>| 139 | &nbsp;&nbsp; 24664 |
| # | Qiagen NV | 7428 | &nbsp;&nbsp; 366498 |
|  | Rational AG | 747 | &nbsp;&nbsp; 576644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schott Pharma AG & <br> Co. KGaA<br>| 847 | &nbsp;&nbsp; 22860 |
| Ω | Scout24 SE | 5435 | &nbsp;&nbsp; 726342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Secunet Security <br> Networks AG<br>| 437 | &nbsp;&nbsp; 108638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stroeer SE & Co. <br> KGaA<br>| 9841 | &nbsp;&nbsp; 528780 |
|  | SUSS MicroTec SE | 3129 | &nbsp;&nbsp; 113425 |
| \*Ω | TeamViewer SE | 40383 | &nbsp;&nbsp; 412994 |
| \* | TUI AG | 83340 | &nbsp;&nbsp; 751898 |
|  | Vossloh AG | 1134 | &nbsp;&nbsp; 111220 |
|  | Washtec AG | 3729 | &nbsp;&nbsp; 170684 |
| \*Ω | Zalando SE | 28868 | &nbsp;&nbsp; 841734 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 17384373 |
| HONG KONG — (1.6%) | HONG KONG — (1.6%) | HONG KONG — (1.6%) | HONG KONG — (1.6%) |
| # | ASMPT Ltd. | 12500 | &nbsp;&nbsp; 105746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Best Mart 360 <br> Holdings Ltd.<br>| 42000 | &nbsp;&nbsp; 12249 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bright Smart <br> Securities & <br> Commodities Group <br> Ltd.<br>| 152000 | &nbsp;&nbsp; 285256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cafe de Coral <br> Holdings Ltd.<br>| 104000 | &nbsp;&nbsp; 95817 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CITIC Telecom <br> International <br> Holdings Ltd.<br>| 110000 | &nbsp;&nbsp; $35663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C-Mer Medical <br> Holdings Ltd.<br>| 64000 | &nbsp;&nbsp; 14800 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cowell e Holdings, <br> Inc.<br>| 88000 | &nbsp;&nbsp; 296067 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Crystal International <br> Group Ltd.<br>| 78000 | &nbsp;&nbsp; 56041 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; DL Holdings Group <br> Ltd.<br>| 24000 | &nbsp;&nbsp; 10538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fairwood Holdings <br> Ltd.<br>| 25500 | &nbsp;&nbsp; 18000 |
| #\*Ω | FIT Hon Teng Ltd. | 242000 | &nbsp;&nbsp; 81458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FSE Lifestyle Services <br> Ltd.<br>| 41000 | &nbsp;&nbsp; 30526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Giordano International <br> Ltd.<br>| 172000 | &nbsp;&nbsp; 32618 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp; Gold Financial <br> Holdings Ltd.<br>| 214000 | &nbsp;&nbsp; 0 |
|  | IGG, Inc. | 120000 | &nbsp;&nbsp; 62847 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Impro Precision <br> Industries Ltd.<br>| 27000 | &nbsp;&nbsp; 10412 |
|  | JBM Healthcare Ltd. | 28000 | &nbsp;&nbsp; 10546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KLN Logistics Group <br> Ltd.<br>| 58500 | &nbsp;&nbsp; 61519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luk Fook Holdings <br> International Ltd.<br>| 13000 | &nbsp;&nbsp; 33922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Man Wah Holdings <br> Ltd.<br>| 370000 | &nbsp;&nbsp; 208719 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Melco International <br> Development Ltd.<br>| 133499 | &nbsp;&nbsp; 92311 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; MH Development <br> NPV<br>| 80000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Modern Dental Group <br> Ltd.<br>| 43000 | &nbsp;&nbsp; 23781 |
| # | Nissin Foods Co. Ltd. | 36000 | &nbsp;&nbsp; 31200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Watch <br> Holdings<br>| 28000 | &nbsp;&nbsp; 12068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PAX Global <br> Technology Ltd.<br>| 8000 | &nbsp;&nbsp; 6930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PC Partner Group <br> Ltd.<br>| 12000 | &nbsp;&nbsp; 11306 |
|  | PCCW Ltd. | 971687 | &nbsp;&nbsp; 696162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perfect Medical Health <br> Management Ltd.<br>| 132000 | &nbsp;&nbsp; 27575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pico Far East <br> Holdings Ltd.<br>| 32000 | &nbsp;&nbsp; 10427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Plover Bay <br> Technologies Ltd.<br>| 128000 | &nbsp;&nbsp; 108068 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sa Sa International <br> Holdings Ltd.<br>| 134000 | &nbsp;&nbsp; 10553 |
| Ω | Samsonite Group SA | 308100 | &nbsp;&nbsp; 628434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SmarTone <br> Telecommunications <br> Holdings Ltd.<br>| 25000 | &nbsp;&nbsp; 14629 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solomon Systech <br> International Ltd.<br>| 164000 | &nbsp;&nbsp; $9535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stella International <br> Holdings Ltd.<br>| 76500 | &nbsp;&nbsp; 151932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SUNeVision Holdings <br> Ltd.<br>| 211000 | &nbsp;&nbsp; 208266 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Theme International <br> Holdings Ltd.<br>| 310000 | &nbsp;&nbsp; 33176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tradelink Electronic <br> Commerce Ltd.<br>| 178000 | &nbsp;&nbsp; 21730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Laboratories <br> International <br> Holdings Ltd.<br>| 142000 | &nbsp;&nbsp; 266186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vitasoy International <br> Holdings Ltd.<br>| 192000 | &nbsp;&nbsp; 224151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VSTECS Holdings <br> Ltd.<br>| 80000 | &nbsp;&nbsp; 92585 |
|  | VTech Holdings Ltd. | 42100 | &nbsp;&nbsp; 311959 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Xinyi Glass Holdings <br> Ltd.<br>| 207373 | &nbsp;&nbsp; 213758 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp; 4669466 |
| IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) |
|  | Cairn Homes PLC | 45190 | &nbsp;&nbsp; 112159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Glanbia PLC (GLB <br> ID)<br>| 27038 | &nbsp;&nbsp; 392859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Irish Continental <br> Group PLC (IR5B <br> ID)<br>| 40436 | &nbsp;&nbsp; 255037 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp; 760055 |
| ISRAEL — (0.9%) | ISRAEL — (0.9%) | ISRAEL — (0.9%) | ISRAEL — (0.9%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Analyst IMS <br> Investment <br> Management <br> Services Ltd.<br>| 418 | &nbsp;&nbsp; 14937 |
|  | Arad Ltd. | 2055 | &nbsp;&nbsp; 31350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Automatic Bank <br> Services Ltd.<br>| 1364 | &nbsp;&nbsp; 8661 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bet Shemesh Engines <br> Holdings 1997 Ltd.<br>| 1181 | &nbsp;&nbsp; 223979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cohen Development <br> Gas & Oil Ltd.<br>| 84 | &nbsp;&nbsp; 5198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Danel Adir Yeoshua <br> Ltd.<br>| 1587 | &nbsp;&nbsp; 217520 |
|  | Danya Cebus Ltd. | 1341 | &nbsp;&nbsp; 48922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delta Israel Brands <br> Ltd.<br>| 658 | &nbsp;&nbsp; 17025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electra Consumer <br> Products 1970 Ltd.<br>| 2404 | &nbsp;&nbsp; 95395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FMS Enterprises <br> Migun Ltd.<br>| 369 | &nbsp;&nbsp; 15824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formula Systems <br> 1985 Ltd. (FORTY <br> IT)<br>| 246 | &nbsp;&nbsp; 29613 |
|  | Fox Wizel Ltd. | 1581 | &nbsp;&nbsp; 163951 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Globrands Ltd. | 90 | &nbsp;&nbsp; $14903 |
|  | Hiper Global Ltd. | 2782 | &nbsp;&nbsp; 15399 |
|  | IDI Insurance Co. Ltd. | 2449 | &nbsp;&nbsp; 141079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inrom Construction <br> Industries Ltd.<br>| 25113 | &nbsp;&nbsp; 146416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; M Yochananof & Sons <br> Ltd.<br>| 700 | &nbsp;&nbsp; 64566 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Magic Software <br> Enterprises Ltd. <br> (MGIC US)<br>| 9937 | &nbsp;&nbsp; 205795 |
| \* | Malam - Team Ltd. | 2020 | &nbsp;&nbsp; 68211 |
|  | Max Stock Ltd. | 16993 | &nbsp;&nbsp; 90499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meitav Investment <br> House Ltd.<br>| 10788 | &nbsp;&nbsp; 269179 |
|  | Novolog Ltd. | 23600 | &nbsp;&nbsp; 9648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; One Software <br> Technologies Ltd.<br>| 319 | &nbsp;&nbsp; 8242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Partner <br> Communications <br> Co. Ltd.<br>| 24343 | &nbsp;&nbsp; 224187 |
|  | Qualitau Ltd. | 96 | &nbsp;&nbsp; 12060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rami Levy Chain <br> Stores Hashikma <br> Marketing 2006 <br> Ltd.<br>| 2647 | &nbsp;&nbsp; 246895 |
|  | Retailors Ltd. | 3984 | &nbsp;&nbsp; 82885 |
|  | Tadiran Group Ltd. | 920 | &nbsp;&nbsp; 48866 |
| Ω | Tamar Petroleum Ltd. | 2262 | &nbsp;&nbsp; 27025 |
|  | Telsys Ltd. | 884 | &nbsp;&nbsp; 55620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tiv Taam Holdings 1 <br> Ltd.<br>| 18868 | &nbsp;&nbsp; 45672 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp; 2649522 |
| ITALY — (4.5%) | ITALY — (4.5%) | ITALY — (4.5%) | ITALY — (4.5%) |
|  | A2A SpA | 52813 | &nbsp;&nbsp; 128692 |
|  | ACEA SpA | 6569 | &nbsp;&nbsp; 145781 |
|  | Amplifon SpA | 35115 | &nbsp;&nbsp; 591123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arnoldo Mondadori <br> Editore SpA<br>| 50889 | &nbsp;&nbsp; 117152 |
|  | Azimut Holding SpA | 39046 | &nbsp;&nbsp; 1327271 |
|  | Banca Generali SpA | 20762 | &nbsp;&nbsp; 1159605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banca Mediolanum <br> SpA<br>| 21141 | &nbsp;&nbsp; 372902 |
| \*Ω | BFF Bank SpA | 45285 | &nbsp;&nbsp; 537632 |
| # | Brembo NV | 11007 | &nbsp;&nbsp; 105521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brunello Cucinelli <br> SpA<br>| 11735 | &nbsp;&nbsp; 1315995 |
| Ω | Carel Industries SpA | 10923 | &nbsp;&nbsp; 296719 |
|  | Cembre SpA | 763 | &nbsp;&nbsp; 51851 |
|  | De' Longhi SpA | 8156 | &nbsp;&nbsp; 267504 |
| Ω | Enav SpA | 20417 | &nbsp;&nbsp; 89570 |
| \* | Fincantieri SpA | 13792 | &nbsp;&nbsp; 266908 |
|  | Hera SpA | 109909 | &nbsp;&nbsp; 470296 |
|  | Intercos SpA | 8001 | &nbsp;&nbsp; 107031 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Italian Sea Group <br> SpA<br>| 2920 | &nbsp;&nbsp; 18243 |
|  | Iveco Group NV | 8027 | &nbsp;&nbsp; 165917 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lottomatica Group <br> SpA<br>| 986 | &nbsp;&nbsp; $26578 |
|  | LU-VE SpA | 2501 | &nbsp;&nbsp; 92508 |
|  | Maire SpA | 52339 | &nbsp;&nbsp; 727014 |
|  | MARR SpA | 5190 | &nbsp;&nbsp; 60795 |
|  | Moltiply Group SpA | 4425 | &nbsp;&nbsp; 218552 |
| \* | NewPrinces SpA | 4907 | &nbsp;&nbsp; 127879 |
|  | Pharmanutra SpA | 1151 | &nbsp;&nbsp; 60268 |
| # | Piaggio & C SpA | 45642 | &nbsp;&nbsp; 98528 |
| Ω | RAI Way SpA | 34041 | &nbsp;&nbsp; 227254 |
|  | Reply SpA | 7137 | &nbsp;&nbsp; 1117895 |
|  | Saipem SpA | 267614 | &nbsp;&nbsp; 715340 |
| # | Sanlorenzo SpA | 3013 | &nbsp;&nbsp; 101547 |
|  | Sesa SpA | 2243 | &nbsp;&nbsp; 168902 |
|  | SOL SpA | 12905 | &nbsp;&nbsp; 688593 |
| Ω | Technogym SpA | 40447 | &nbsp;&nbsp; 624067 |
|  | TXT e-solutions SpA | 983 | &nbsp;&nbsp; 37745 |
|  | Webuild SpA | 97794 | &nbsp;&nbsp; 440137 |
|  | Wiit SpA | 1016 | &nbsp;&nbsp; 18085 |
| # | Zignago Vetro SpA | 7166 | &nbsp;&nbsp; 64090 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp; 13151490 |
| JAPAN — (21.4%) | JAPAN — (21.4%) | JAPAN — (21.4%) | JAPAN — (21.4%) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; &Do Holdings Co. <br> Ltd.<br>| 3700 | &nbsp;&nbsp; 26651 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; A&D HOLON Holdings <br> Co. Ltd.<br>| 5300 | &nbsp;&nbsp; 70434 |
| # | Adastria Co. Ltd. | 6700 | &nbsp;&nbsp; 133058 |
|  | Ad-sol Nissin Corp. | 2600 | &nbsp;&nbsp; 23106 |
| \* | Adventure, Inc. | 800 | &nbsp;&nbsp; 17658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aeon Fantasy Co. <br> Ltd.<br>| 2900 | &nbsp;&nbsp; 68951 |
|  | Aeon Hokkaido Corp. | 9000 | &nbsp;&nbsp; 53487 |
|  | Aeon Kyushu Co. Ltd. | 1200 | &nbsp;&nbsp; 23922 |
|  | Ai Holdings Corp. | 600 | &nbsp;&nbsp; 9604 |
|  | Aica Kogyo Co. Ltd. | 13800 | &nbsp;&nbsp; 339795 |
|  | Aidma Holdings, Inc. | 700 | &nbsp;&nbsp; 11263 |
| # | Airman Corp. | 4900 | &nbsp;&nbsp; 66745 |
| # | Airtrip Corp. | 3700 | &nbsp;&nbsp; 22381 |
| # | AIT Corp. | 2500 | &nbsp;&nbsp; 30960 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Akebono Brake <br> Industry Co. Ltd.<br>| 20100 | &nbsp;&nbsp; 14056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alleanza Holdings Co. <br> Ltd.<br>| 4600 | &nbsp;&nbsp; 32197 |
|  | Altech Corp. | 4470 | &nbsp;&nbsp; 81247 |
|  | Amano Corp. | 14300 | &nbsp;&nbsp; 399023 |
|  | Amiyaki Tei Co. Ltd. | 1600 | &nbsp;&nbsp; 16149 |
|  | Amvis Holdings, Inc. | 9000 | &nbsp;&nbsp; 30754 |
|  | Anest Iwata Corp. | 800 | &nbsp;&nbsp; 8316 |
|  | Anicom Holdings, Inc. | 20000 | &nbsp;&nbsp; 103280 |
|  | Anycolor, Inc. | 4300 | &nbsp;&nbsp; 134000 |
| #\* | AnyMind Group, Inc. | 3300 | &nbsp;&nbsp; 12440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aoyama Zaisan <br> Networks Co. Ltd.<br>| 6400 | &nbsp;&nbsp; 76656 |
|  | Arata Corp. | 3300 | &nbsp;&nbsp; 70367 |
|  | Arealink Co. Ltd. | 4400 | &nbsp;&nbsp; 73906 |
|  | Argo Graphics, Inc. | 4200 | &nbsp;&nbsp; 146853 |
| # | Artner Co. Ltd. | 2100 | &nbsp;&nbsp; 26238 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | As One Corp. | 16300 | &nbsp;&nbsp; $256150 |
|  | Asahi Net, Inc. | 7000 | &nbsp;&nbsp; 31706 |
| # | Asahi Yukizai Corp. | 2400 | &nbsp;&nbsp; 68714 |
|  | ASKUL Corp. | 13500 | &nbsp;&nbsp; 134836 |
| \* | Atom Corp. | 2100 | &nbsp;&nbsp; 9390 |
|  | Atrae, Inc. | 4500 | &nbsp;&nbsp; 22848 |
|  | Aucnet, Inc. | 9200 | &nbsp;&nbsp; 102738 |
|  | Avant Group Corp. | 7100 | &nbsp;&nbsp; 71091 |
|  | Axell Corp. | 600 | &nbsp;&nbsp; 3852 |
|  | Axial Retailing, Inc. | 13700 | &nbsp;&nbsp; 103674 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AZ-COM MARUWA <br> Holdings, Inc.<br>| 12100 | &nbsp;&nbsp; 93340 |
|  | AZOOM Co. Ltd. | 400 | &nbsp;&nbsp; 22293 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Innovation, <br> Inc.<br>| 900 | &nbsp;&nbsp; 70762 |
|  | Base Co. Ltd. | 2100 | &nbsp;&nbsp; 48761 |
|  | Beauty Garage, Inc. | 2600 | &nbsp;&nbsp; 29324 |
|  | Belc Co. Ltd. | 3000 | &nbsp;&nbsp; 143522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bell System24 <br> Holdings, Inc.<br>| 12200 | &nbsp;&nbsp; 109651 |
| # | Bewith, Inc. | 800 | &nbsp;&nbsp; 7923 |
| # | Bic Camera, Inc. | 25500 | &nbsp;&nbsp; 266254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bookoff Group <br> Holdings Ltd.<br>| 1200 | &nbsp;&nbsp; 11381 |
| # | BrainPad, Inc. | 4700 | &nbsp;&nbsp; 41739 |
|  | Broadmedia Corp. | 2530 | &nbsp;&nbsp; 31224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BRONCO BILLY Co. <br> Ltd.<br>| 800 | &nbsp;&nbsp; 21470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bunka Shutter Co. <br> Ltd.<br>| 9300 | &nbsp;&nbsp; 157412 |
| # | Bushiroad, Inc. | 4300 | &nbsp;&nbsp; 19083 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Business Engineering <br> Corp.<br>| 1400 | &nbsp;&nbsp; 47408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C Uyemura & Co. <br> Ltd.<br>| 2600 | &nbsp;&nbsp; 166526 |
|  | Careerlink Co. Ltd. | 2200 | &nbsp;&nbsp; 32753 |
| # | Carenet, Inc. | 5100 | &nbsp;&nbsp; 25888 |
|  | Celsys, Inc. | 13300 | &nbsp;&nbsp; 145459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Automotive <br> Products Ltd.<br>| 9900 | &nbsp;&nbsp; 126410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Security <br> Patrols Co. Ltd.<br>| 1400 | &nbsp;&nbsp; 22044 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Change Holdings, <br> Inc.<br>| 10500 | &nbsp;&nbsp; 80324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charm Care Corp. <br> KK<br>| 5300 | &nbsp;&nbsp; 46450 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chikaranomoto <br> Holdings Co. Ltd.<br>| 2800 | &nbsp;&nbsp; 26620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chugoku Marine <br> Paints Ltd.<br>| 7100 | &nbsp;&nbsp; 145836 |
|  | CKD Corp. | 16000 | &nbsp;&nbsp; 285652 |
|  | Colowide Co. Ltd. | 22300 | &nbsp;&nbsp; 287897 |
| # | Como Co. Ltd. | 1000 | &nbsp;&nbsp; 21221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Computer Engineering <br> & Consulting Ltd.<br>| 6700 | &nbsp;&nbsp; 99150 |
|  | Comture Corp. | 7600 | &nbsp;&nbsp; 88184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Copro-Holdings Co. <br> Ltd.<br>| 1100 | &nbsp;&nbsp; 15659 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Core Concept <br> Technologies, Inc.<br>| 700 | &nbsp;&nbsp; $5936 |
| # | Core Corp. | 2800 | &nbsp;&nbsp; 35706 |
| # | Cota Co. Ltd. | 6129 | &nbsp;&nbsp; 57691 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Create Restaurants <br> Holdings, Inc.<br>| 38100 | &nbsp;&nbsp; 387647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Create SD Holdings <br> Co. Ltd.<br>| 8100 | &nbsp;&nbsp; 184707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Creek & River Co. <br> Ltd.<br>| 3700 | &nbsp;&nbsp; 36652 |
|  | Cresco Ltd. | 9000 | &nbsp;&nbsp; 102122 |
|  | CrowdWorks, Inc. | 1300 | &nbsp;&nbsp; 9594 |
| # | CTS Co. Ltd. | 8600 | &nbsp;&nbsp; 49796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Curves Holdings Co. <br> Ltd.<br>| 16500 | &nbsp;&nbsp; 81490 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cyber Security Cloud, <br> Inc.<br>| 800 | &nbsp;&nbsp; 8959 |
|  | Cybozu, Inc. | 7600 | &nbsp;&nbsp; 200421 |
|  | Daicel Corp. | 15500 | &nbsp;&nbsp; 133332 |
|  | Dai-Dan Co. Ltd. | 3000 | &nbsp;&nbsp; 91232 |
|  | Daiichikosho Co. Ltd. | 15700 | &nbsp;&nbsp; 168557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daikokutenbussan Co. <br> Ltd.<br>| 2100 | &nbsp;&nbsp; 99748 |
|  | Daiseki Co. Ltd. | 11798 | &nbsp;&nbsp; 274668 |
|  | Daitron Co. Ltd. | 1900 | &nbsp;&nbsp; 46314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiwabo Holdings Co. <br> Ltd.<br>| 28500 | &nbsp;&nbsp; 524104 |
| \* | DD GROUP Co. Ltd. | 2100 | &nbsp;&nbsp; 23460 |
|  | Dear Life Co. Ltd. | 10300 | &nbsp;&nbsp; 87243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Densan System <br> Holdings Co. Ltd.<br>| 2400 | &nbsp;&nbsp; 41402 |
|  | Dentsu Soken, Inc. | 7800 | &nbsp;&nbsp; 342600 |
|  | Dexerials Corp. | 47100 | &nbsp;&nbsp; 680955 |
| # | Digital Arts, Inc. | 3200 | &nbsp;&nbsp; 169169 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Digital Hearts <br> Holdings Co. Ltd.<br>| 4700 | &nbsp;&nbsp; 29857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Digital Information <br> Technologies Corp.<br>| 4200 | &nbsp;&nbsp; 71184 |
| # | Dip Corp. | 9600 | &nbsp;&nbsp; 155391 |
|  | DMG Mori Co. Ltd. | 18000 | &nbsp;&nbsp; 415930 |
|  | Double Standard, Inc. | 1200 | &nbsp;&nbsp; 12628 |
|  | DTS Corp. | 13600 | &nbsp;&nbsp; 451220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EAT&HOLDINGS Co. <br> Ltd.<br>| 1600 | &nbsp;&nbsp; 22167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ebara Jitsugyo Co. <br> Ltd.<br>| 3600 | &nbsp;&nbsp; 93084 |
|  | Ebase Co. Ltd. | 8200 | &nbsp;&nbsp; 27517 |
|  | eGuarantee, Inc. | 10500 | &nbsp;&nbsp; 103949 |
|  | E-Guardian, Inc. | 400 | &nbsp;&nbsp; 5895 |
|  | Elan Corp. | 2600 | &nbsp;&nbsp; 14686 |
|  | Elecom Co. Ltd. | 15200 | &nbsp;&nbsp; 196598 |
|  | EM Systems Co. Ltd. | 9000 | &nbsp;&nbsp; 45666 |
|  | en Japan, Inc. | 9800 | &nbsp;&nbsp; 113777 |
|  | Entrust, Inc. | 4400 | &nbsp;&nbsp; 27358 |
|  | ES-Con Japan Ltd. | 6900 | &nbsp;&nbsp; 44409 |
|  | ESPEC Corp. | 1700 | &nbsp;&nbsp; 35985 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Eternal Hospitality <br> Group Co. Ltd.<br>| 1200 | &nbsp;&nbsp; 24223 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | EXEO Group, Inc. | 14000 | &nbsp;&nbsp; $183891 |
|  | F&M Co. Ltd. | 1900 | &nbsp;&nbsp; 34468 |
|  | FaithNetwork Co. Ltd. | 1500 | &nbsp;&nbsp; 23011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fast Fitness Japan, <br> Inc.<br>| 1200 | &nbsp;&nbsp; 12114 |
| \* | FDK Corp. | 1800 | &nbsp;&nbsp; 4776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Financial Partners <br> Group Co. Ltd.<br>| 15000 | &nbsp;&nbsp; 240835 |
| # | FINDEX, Inc. | 6200 | &nbsp;&nbsp; 31463 |
| # | Fintech Global, Inc. | 19400 | &nbsp;&nbsp; 14203 |
|  | Fixstars Corp. | 5000 | &nbsp;&nbsp; 67275 |
| # | Focus Systems Corp. | 1600 | &nbsp;&nbsp; 15180 |
|  | Food & Life Cos. Ltd. | 1900 | &nbsp;&nbsp; 95696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Forum Engineering, <br> Inc.<br>| 5800 | &nbsp;&nbsp; 46805 |
| # | Forval Corp. | 1800 | &nbsp;&nbsp; 17817 |
|  | FP Corp. | 12400 | &nbsp;&nbsp; 221055 |
| # | FP Partner, Inc. | 1600 | &nbsp;&nbsp; 21785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; France Bed Holdings <br> Co. Ltd.<br>| 6400 | &nbsp;&nbsp; 54904 |
|  | Freebit Co. Ltd. | 4100 | &nbsp;&nbsp; 40865 |
|  | FTGroup Co. Ltd. | 2600 | &nbsp;&nbsp; 20766 |
|  | Fuji Kosan Co. Ltd. | 900 | &nbsp;&nbsp; 7314 |
|  | Fuji Kyuko Co. Ltd. | 6700 | &nbsp;&nbsp; 94228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuji Seal International, <br> Inc.<br>| 2400 | &nbsp;&nbsp; 44092 |
|  | Fujibo Holdings, Inc. | 1200 | &nbsp;&nbsp; 47279 |
|  | Fujimi, Inc. | 12200 | &nbsp;&nbsp; 181922 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fujio Food Group, <br> Inc.<br>| 3700 | &nbsp;&nbsp; 27746 |
|  | Fujita Kanko, Inc. | 1800 | &nbsp;&nbsp; 125247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukuda Denshi Co. <br> Ltd.<br>| 5200 | &nbsp;&nbsp; 242021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukui Computer <br> Holdings, Inc.<br>| 3200 | &nbsp;&nbsp; 64626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FULLCAST Holdings <br> Co. Ltd.<br>| 5400 | &nbsp;&nbsp; 59562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Funai Soken Holdings, <br> Inc.<br>| 10630 | &nbsp;&nbsp; 167318 |
|  | Furuya Metal Co. Ltd. | 1500 | &nbsp;&nbsp; 25547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuso Chemical Co. <br> Ltd.<br>| 5600 | &nbsp;&nbsp; 158673 |
|  | Future Corp. | 13500 | &nbsp;&nbsp; 210997 |
|  | G-7 Holdings, Inc. | 8600 | &nbsp;&nbsp; 74543 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GA Technologies Co. <br> Ltd.<br>| 3600 | &nbsp;&nbsp; 47914 |
|  | Gakkyusha Co. Ltd. | 1800 | &nbsp;&nbsp; 27874 |
|  | Gakujo Co. Ltd. | 1800 | &nbsp;&nbsp; 22172 |
|  | Galilei Co. Ltd. | 6400 | &nbsp;&nbsp; 140388 |
| \* | GENDA, Inc. | 7300 | &nbsp;&nbsp; 44968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genki Global Dining <br> Concepts Corp.<br>| 3200 | &nbsp;&nbsp; 73549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genky DrugStores Co. <br> Ltd.<br>| 4400 | &nbsp;&nbsp; 129912 |
| # | Gift Holdings, Inc. | 2400 | &nbsp;&nbsp; 55269 |
|  | giftee, Inc. | 6000 | &nbsp;&nbsp; 55678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Link <br> Management KK<br>| 1000 | &nbsp;&nbsp; 14638 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GMO Financial Gate, <br> Inc.<br>| 1000 | &nbsp;&nbsp; $31835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GMO Financial <br> Holdings, Inc.<br>| 10300 | &nbsp;&nbsp; 57009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GMO GlobalSign <br> Holdings KK<br>| 1400 | &nbsp;&nbsp; 21236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GMO internet group, <br> Inc.<br>| 15938 | &nbsp;&nbsp; 408289 |
| \* | GNI Group Ltd. | 10400 | &nbsp;&nbsp; 189386 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gokurakuyu Holdings <br> Co. Ltd.<br>| 3700 | &nbsp;&nbsp; 11911 |
|  | Goldwin, Inc. | 800 | &nbsp;&nbsp; 41193 |
|  | Greens Co. Ltd. | 2300 | &nbsp;&nbsp; 31264 |
|  | grems, Inc. | 3600 | &nbsp;&nbsp; 59940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GungHo Online <br> Entertainment, Inc.<br>| 7300 | &nbsp;&nbsp; 139750 |
| # | Hakudo Co. Ltd. | 1800 | &nbsp;&nbsp; 28919 |
|  | Halows Co. Ltd. | 3400 | &nbsp;&nbsp; 111632 |
|  | Hamee Corp. | 1900 | &nbsp;&nbsp; 15961 |
|  | Happinet Corp. | 4200 | &nbsp;&nbsp; 157828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hard Off Corp. Co. <br> Ltd.<br>| 3700 | &nbsp;&nbsp; 42742 |
|  | Hazama Ando Corp. | 17200 | &nbsp;&nbsp; 182394 |
| # | Hennge KK | 5800 | &nbsp;&nbsp; 63958 |
|  | Hiday Hidaka Corp. | 4800 | &nbsp;&nbsp; 107958 |
|  | Himacs Ltd. | 720 | &nbsp;&nbsp; 5735 |
| #\* | Hino Motors Ltd. | 40400 | &nbsp;&nbsp; 98188 |
|  | Hioki EE Corp. | 2868 | &nbsp;&nbsp; 105925 |
|  | Hirose Tusyo, Inc. | 400 | &nbsp;&nbsp; 11003 |
| # | HIS Co. Ltd. | 10800 | &nbsp;&nbsp; 101691 |
|  | Hokuto Corp. | 2100 | &nbsp;&nbsp; 25671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honeys Holdings Co. <br> Ltd.<br>| 3200 | &nbsp;&nbsp; 31392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hoosiers Holdings Co. <br> Ltd.<br>| 1600 | &nbsp;&nbsp; 14321 |
|  | Horiba Ltd. | 400 | &nbsp;&nbsp; 29417 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hotland Holdings Co. <br> Ltd.<br>| 3900 | &nbsp;&nbsp; 51443 |
| # | IBJ, Inc. | 7600 | &nbsp;&nbsp; 43540 |
| # | Ichibanya Co. Ltd. | 15820 | &nbsp;&nbsp; 102180 |
|  | IDOM, Inc. | 22700 | &nbsp;&nbsp; 146627 |
| # | IG Port, Inc. | 2400 | &nbsp;&nbsp; 26554 |
| # | IKK Holdings, Inc. | 2500 | &nbsp;&nbsp; 13142 |
| # | I'll, Inc. | 3200 | &nbsp;&nbsp; 59451 |
| # | i-mobile Co. Ltd. | 8400 | &nbsp;&nbsp; 34316 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Imuraya Group Co. <br> Ltd.<br>| 2200 | &nbsp;&nbsp; 36005 |
| # | I-NE Co. Ltd. | 1800 | &nbsp;&nbsp; 20147 |
| # | I-Net Corp. | 3440 | &nbsp;&nbsp; 45018 |
|  | Infomart Corp. | 23200 | &nbsp;&nbsp; 63661 |
|  | Insource Co. Ltd. | 16000 | &nbsp;&nbsp; 96572 |
|  | Intage Holdings, Inc. | 900 | &nbsp;&nbsp; 11641 |
|  | Intelligent Wave, Inc. | 3700 | &nbsp;&nbsp; 26235 |
| # | IPS, Inc. | 2400 | &nbsp;&nbsp; 43762 |
|  | ISB Corp. | 3900 | &nbsp;&nbsp; 38833 |
| # | Ise Chemicals Corp. | 800 | &nbsp;&nbsp; 144722 |
|  | Istyle, Inc. | 15800 | &nbsp;&nbsp; 59834 |
|  | Itfor, Inc. | 9100 | &nbsp;&nbsp; 91626 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | ITmedia, Inc. | 4100 | &nbsp;&nbsp; $44924 |
|  | Ito En Ltd. | 10600 | &nbsp;&nbsp; 230219 |
|  | Itochu Enex Co. Ltd. | 11000 | &nbsp;&nbsp; 147685 |
|  | Itoki Corp. | 10500 | &nbsp;&nbsp; 160697 |
| # | Iwaki Co. Ltd. | 2200 | &nbsp;&nbsp; 38401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JAC Recruitment Co. <br> Ltd.<br>| 23200 | &nbsp;&nbsp; 162368 |
| \* | Jade Group, Inc. | 3000 | &nbsp;&nbsp; 27466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Airport Terminal <br> Co. Ltd.<br>| 8100 | &nbsp;&nbsp; 245994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Aviation <br> Electronics Industry <br> Ltd.<br>| 9300 | &nbsp;&nbsp; 149053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Business <br> Systems, Inc.<br>| 1400 | &nbsp;&nbsp; 13384 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Japan <br> Communications, <br> Inc.<br>| 34900 | &nbsp;&nbsp; 37105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Elevator <br> Service Holdings <br> Co. Ltd.<br>| 18500 | &nbsp;&nbsp; 493867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Lifeline Co. <br> Ltd.<br>| 14500 | &nbsp;&nbsp; 138543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Material Co. <br> Ltd.<br>| 22000 | &nbsp;&nbsp; 200514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Property <br> Management <br> Center Co. Ltd.<br>| 3500 | &nbsp;&nbsp; 27155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan System <br> Techniques Co. <br> Ltd.<br>| 4400 | &nbsp;&nbsp; 54315 |
|  | JBCC Holdings, Inc. | 21600 | &nbsp;&nbsp; 185639 |
|  | JCU Corp. | 6400 | &nbsp;&nbsp; 150536 |
|  | Jeol Ltd. | 12300 | &nbsp;&nbsp; 351894 |
|  | JFE Systems, Inc. | 1600 | &nbsp;&nbsp; 21151 |
| #\* | JIG-SAW, Inc. | 1700 | &nbsp;&nbsp; 30652 |
|  | JINS Holdings, Inc. | 4000 | &nbsp;&nbsp; 212086 |
|  | J-Lease Co. Ltd. | 5400 | &nbsp;&nbsp; 51481 |
| # | JM Holdings Co. Ltd. | 3700 | &nbsp;&nbsp; 70666 |
|  | JP-Holdings, Inc. | 20500 | &nbsp;&nbsp; 73468 |
|  | Justsystems Corp. | 10400 | &nbsp;&nbsp; 261904 |
|  | JVCKenwood Corp. | 30800 | &nbsp;&nbsp; 243564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaga Electronics Co. <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 34550 |
|  | Kagome Co. Ltd. | 15500 | &nbsp;&nbsp; 296190 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kakiyasu Honten Co. <br> Ltd.<br>| 3000 | &nbsp;&nbsp; 54165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kamakura Shinsho <br> Ltd.<br>| 10700 | &nbsp;&nbsp; 39319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kameda Seika Co. <br> Ltd.<br>| 801 | &nbsp;&nbsp; 21422 |
|  | Kanadevia Corp. | 42700 | &nbsp;&nbsp; 288188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kanamic Network Co. <br> Ltd.<br>| 5200 | &nbsp;&nbsp; 15155 |
|  | Kanematsu Corp. | 11200 | &nbsp;&nbsp; 210427 |
|  | Kanro, Inc. | 1800 | &nbsp;&nbsp; 22484 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kappa Create Co. <br> Ltd.<br>| 5100 | &nbsp;&nbsp; $51182 |
|  | Katitas Co. Ltd. | 14800 | &nbsp;&nbsp; 248170 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; KeePer Technical <br> Laboratory Co. Ltd.<br>| 5200 | &nbsp;&nbsp; 112292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keihan Holdings Co. <br> Ltd.<br>| 13500 | &nbsp;&nbsp; 276916 |
|  | KH Neochem Co. Ltd. | 5200 | &nbsp;&nbsp; 98419 |
| # | Kibun Foods, Inc. | 1400 | &nbsp;&nbsp; 10230 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kintetsu Department <br> Store Co. Ltd.<br>| 2000 | &nbsp;&nbsp; 24322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ki-Star Real Estate <br> Co. Ltd.<br>| 1600 | &nbsp;&nbsp; 51202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koa Shoji Holdings <br> Co. Ltd.<br>| 2000 | &nbsp;&nbsp; 9518 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kohoku Kogyo Co. <br> Ltd.<br>| 1200 | &nbsp;&nbsp; 20816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KOMEDA Holdings <br> Co. Ltd.<br>| 14600 | &nbsp;&nbsp; 291189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Komehyo Holdings <br> Co. Ltd.<br>| 2300 | &nbsp;&nbsp; 44492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Konoike Transport Co. <br> Ltd.<br>| 3800 | &nbsp;&nbsp; 81324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Konoshima Chemical <br> Co. Ltd.<br>| 1300 | &nbsp;&nbsp; 11147 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kosaido Holdings Co. <br> Ltd.<br>| 17000 | &nbsp;&nbsp; 51526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koshidaka Holdings <br> Co. Ltd.<br>| 13241 | &nbsp;&nbsp; 119633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kotobuki Spirits Co. <br> Ltd.<br>| 22500 | &nbsp;&nbsp; 300232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kozo Keikaku <br> Engineering <br> Holdings, Inc.<br>| 3000 | &nbsp;&nbsp; 49209 |
|  | Kura Sushi, Inc. | 4200 | &nbsp;&nbsp; 115363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kushikatsu Tanaka <br> Holdings Co.<br>| 1100 | &nbsp;&nbsp; 14155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kusuri No. Aoki <br> Holdings Co. Ltd.<br>| 15900 | &nbsp;&nbsp; 423226 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyoritsu Maintenance <br> Co. Ltd.<br>| 17600 | &nbsp;&nbsp; 423741 |
|  | Kyudenko Corp. | 1300 | &nbsp;&nbsp; 55543 |
|  | LA Holdings Co. Ltd. | 1400 | &nbsp;&nbsp; 56848 |
|  | Lacto Japan Co. Ltd. | 800 | &nbsp;&nbsp; 21171 |
| # | LEC, Inc. | 1200 | &nbsp;&nbsp; 8956 |
|  | Leopalace21 Corp. | 48000 | &nbsp;&nbsp; 226182 |
|  | Life Corp. | 10800 | &nbsp;&nbsp; 172610 |
|  | Lifedrink Co., Inc. | 5600 | &nbsp;&nbsp; 83642 |
| # | LIKE, Inc. | 1800 | &nbsp;&nbsp; 17078 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Link & Motivation, <br> Inc.<br>| 13500 | &nbsp;&nbsp; 44649 |
| # | LITALICO, Inc. | 6400 | &nbsp;&nbsp; 59974 |
| # | Macbee Planet, Inc. | 1400 | &nbsp;&nbsp; 24342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macnica Holdings, <br> Inc.<br>| 25600 | &nbsp;&nbsp; 334345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maeda Kosen Co. <br> Ltd.<br>| 12800 | &nbsp;&nbsp; 161461 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Management <br> Solutions Co. Ltd.<br>| 3400 | &nbsp;&nbsp; $37715 |
|  | Mani, Inc. | 22800 | &nbsp;&nbsp; 191999 |
|  | MarkLines Co. Ltd. | 4100 | &nbsp;&nbsp; 53652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matching Service <br> Japan Co. Ltd.<br>| 1300 | &nbsp;&nbsp; 8277 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Matsui Securities Co. <br> Ltd.<br>| 35500 | &nbsp;&nbsp; 173519 |
| # | Matsuya Co. Ltd. | 1900 | &nbsp;&nbsp; 14048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matsuyafoods <br> Holdings Co. Ltd.<br>| 1600 | &nbsp;&nbsp; 66599 |
|  | Max Co. Ltd. | 3600 | &nbsp;&nbsp; 120609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maxvalu Tokai Co. <br> Ltd.<br>| 500 | &nbsp;&nbsp; 10504 |
|  | MCJ Co. Ltd. | 23300 | &nbsp;&nbsp; 216615 |
|  | MEC Co. Ltd. | 4900 | &nbsp;&nbsp; 90701 |
|  | Media Do Co. Ltd. | 1100 | &nbsp;&nbsp; 12751 |
| #\* | Medley, Inc. | 1900 | &nbsp;&nbsp; 38869 |
|  | Meidensha Corp. | 4600 | &nbsp;&nbsp; 173243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meiho Facility Works <br> Ltd.<br>| 3100 | &nbsp;&nbsp; 21204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meiko Electronics Co. <br> Ltd.<br>| 5600 | &nbsp;&nbsp; 274420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MEITEC Group <br> Holdings, Inc.<br>| 24000 | &nbsp;&nbsp; 502022 |
| \* | Mercari, Inc. | 25800 | &nbsp;&nbsp; 393627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; METAWATER Co. <br> Ltd.<br>| 5600 | &nbsp;&nbsp; 101801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micronics Japan Co. <br> Ltd.<br>| 9600 | &nbsp;&nbsp; 349757 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Midac Holdings Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 34336 |
|  | Milbon Co. Ltd. | 8960 | &nbsp;&nbsp; 151102 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mirai Industry Co. <br> Ltd.<br>| 1100 | &nbsp;&nbsp; 27650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miroku Jyoho Service <br> Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 74859 |
|  | Mitani Corp. | 6400 | &nbsp;&nbsp; 93760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitani Sekisan Co. <br> Ltd.<br>| 2300 | &nbsp;&nbsp; 131571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Logisnext <br> Co. Ltd.<br>| 8200 | &nbsp;&nbsp; 105486 |
| # | Mitsui High-Tec, Inc. | 23500 | &nbsp;&nbsp; 118069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui-Soko Holdings <br> Co. Ltd.<br>| 9900 | &nbsp;&nbsp; 257243 |
|  | Miura Co. Ltd. | 11000 | &nbsp;&nbsp; 219333 |
|  | MIXI, Inc. | 6700 | &nbsp;&nbsp; 153328 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Miyaji Engineering <br> Group, Inc.<br>| 4000 | &nbsp;&nbsp; 51941 |
|  | Mizuho Medy Co. Ltd. | 2000 | &nbsp;&nbsp; 18797 |
|  | Modec, Inc. | 9300 | &nbsp;&nbsp; 396233 |
|  | Monogatari Corp. | 9900 | &nbsp;&nbsp; 256953 |
|  | Morinaga & Co. Ltd. | 19600 | &nbsp;&nbsp; 312873 |
|  | Morozoff Ltd. | 2700 | &nbsp;&nbsp; 27388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MOS Food Services, <br> Inc.<br>| 2400 | &nbsp;&nbsp; 60809 |
|  | MTI Ltd. | 1800 | &nbsp;&nbsp; 11048 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mugen Estate Co. <br> Ltd.<br>| 2500 | &nbsp;&nbsp; $32388 |
|  | m-up Holdings, Inc. | 11300 | &nbsp;&nbsp; 157485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Musashi Seimitsu <br> Industry Co. Ltd.<br>| 5100 | &nbsp;&nbsp; 109800 |
|  | Nagase Brothers, Inc. | 1700 | &nbsp;&nbsp; 21648 |
|  | Nagawa Co. Ltd. | 1600 | &nbsp;&nbsp; 68473 |
|  | Nakanishi, Inc. | 20400 | &nbsp;&nbsp; 262596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Namura Shipbuilding <br> Co. Ltd.<br>| 9100 | &nbsp;&nbsp; 185798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NCD Co. <br> Ltd./Shinagawa<br>| 1900 | &nbsp;&nbsp; 37185 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; New Art Holdings Co. <br> Ltd.<br>| 3619 | &nbsp;&nbsp; 33355 |
|  | Nextage Co. Ltd. | 13500 | &nbsp;&nbsp; 167572 |
| #\* | NexTone, Inc. | 1200 | &nbsp;&nbsp; 14584 |
|  | Nichias Corp. | 14000 | &nbsp;&nbsp; 535646 |
|  | Nifco, Inc. | 11100 | &nbsp;&nbsp; 270840 |
|  | Nihon Dengi Co. Ltd. | 400 | &nbsp;&nbsp; 13202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon M&A Center <br> Holdings, Inc.<br>| 74300 | &nbsp;&nbsp; 371442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Air <br> Conditioning <br> Services Co. Ltd.<br>| 6700 | &nbsp;&nbsp; 52097 |
|  | Nippon Aqua Co. Ltd. | 3900 | &nbsp;&nbsp; 20917 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Concept <br> Corp.<br>| 1800 | &nbsp;&nbsp; 36366 |
|  | Nippon Gas Co. Ltd. | 38300 | &nbsp;&nbsp; 696736 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Parking <br> Development Co. <br> Ltd.<br>| 74700 | &nbsp;&nbsp; 131047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Shinyaku Co. <br> Ltd.<br>| 1100 | &nbsp;&nbsp; 23684 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nishimatsuya Chain <br> Co. Ltd.<br>| 10900 | &nbsp;&nbsp; 160578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissei ASB Machine <br> Co. Ltd.<br>| 2700 | &nbsp;&nbsp; 116500 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nisso Holdings Co. <br> Ltd.<br>| 8200 | &nbsp;&nbsp; 36000 |
|  | Nissui Corp. | 33700 | &nbsp;&nbsp; 196750 |
|  | Nitto Kogyo Corp. | 300 | &nbsp;&nbsp; 6629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nittoc Construction <br> Co. Ltd.<br>| 2800 | &nbsp;&nbsp; 22029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Noevir Holdings Co. <br> Ltd.<br>| 4800 | &nbsp;&nbsp; 146344 |
|  | Nojima Corp. | 9100 | &nbsp;&nbsp; 208027 |
|  | NSD Co. Ltd. | 19600 | &nbsp;&nbsp; 468795 |
|  | NSW, Inc. | 2200 | &nbsp;&nbsp; 37693 |
|  | Oat Agrio Co. Ltd. | 1200 | &nbsp;&nbsp; 19125 |
| # | Oenon Holdings, Inc. | 4100 | &nbsp;&nbsp; 15970 |
| # | Ohba Co. Ltd. | 2300 | &nbsp;&nbsp; 15842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ohsho Food Service <br> Corp.<br>| 12000 | &nbsp;&nbsp; 296891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okinawa Cellular <br> Telephone Co.<br>| 8600 | &nbsp;&nbsp; 291988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Onward Holdings Co. <br> Ltd.<br>| 14300 | &nbsp;&nbsp; 58192 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ootoya Holdings Co. <br> Ltd.<br>| 400 | &nbsp;&nbsp; $14062 |
|  | Open Up Group, Inc. | 9000 | &nbsp;&nbsp; 110287 |
|  | Optex Group Co. Ltd. | 3720 | &nbsp;&nbsp; 41950 |
| #\* | Optim Corp. | 4900 | &nbsp;&nbsp; 17129 |
|  | Organo Corp. | 6200 | &nbsp;&nbsp; 382016 |
|  | Oro Co. Ltd. | 2900 | &nbsp;&nbsp; 60706 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Osaka Organic <br> Chemical Industry <br> Ltd.<br>| 3900 | &nbsp;&nbsp; 75316 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; OSAKA Titanium <br> Technologies Co. <br> Ltd.<br>| 7700 | &nbsp;&nbsp; 84184 |
|  | OSG Corp. | 10600 | &nbsp;&nbsp; 137157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PAL GROUP Holdings <br> Co. Ltd.<br>| 10800 | &nbsp;&nbsp; 353375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Bed <br> Holdings Co. Ltd.<br>| 4500 | &nbsp;&nbsp; 73834 |
|  | Park24 Co. Ltd. | 33300 | &nbsp;&nbsp; 420526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Penta-Ocean <br> Construction Co. <br> Ltd.<br>| 39300 | &nbsp;&nbsp; 254325 |
| \* | PeptiDream, Inc. | 24500 | &nbsp;&nbsp; 271496 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pharma Foods <br> International Co. <br> Ltd.<br>| 4100 | &nbsp;&nbsp; 23968 |
| \* | PIA Corp. | 1300 | &nbsp;&nbsp; 25654 |
|  | Pigeon Corp. | 33600 | &nbsp;&nbsp; 371441 |
|  | PILLAR Corp. | 6900 | &nbsp;&nbsp; 176728 |
|  | Pilot Corp. | 8200 | &nbsp;&nbsp; 238736 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Plus Alpha Consulting <br> Co. Ltd.<br>| 6300 | &nbsp;&nbsp; 94761 |
|  | Poppins Corp. | 800 | &nbsp;&nbsp; 7167 |
| # | Port, Inc. | 1000 | &nbsp;&nbsp; 12557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premium Group Co. <br> Ltd.<br>| 10200 | &nbsp;&nbsp; 153510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premium Water <br> Holdings, Inc.<br>| 800 | &nbsp;&nbsp; 17374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prestige International, <br> Inc.<br>| 32400 | &nbsp;&nbsp; 140961 |
| # | Pronexus, Inc. | 3800 | &nbsp;&nbsp; 28531 |
| # | Pro-Ship, Inc. | 2600 | &nbsp;&nbsp; 50446 |
|  | Qol Holdings Co. Ltd. | 2200 | &nbsp;&nbsp; 29444 |
|  | Quick Co. Ltd. | 3900 | &nbsp;&nbsp; 60391 |
|  | Raito Kogyo Co. Ltd. | 13600 | &nbsp;&nbsp; 281004 |
| # | Raksul, Inc. | 9800 | &nbsp;&nbsp; 80446 |
|  | Rakus Co. Ltd. | 18304 | &nbsp;&nbsp; 280739 |
|  | Relo Group, Inc. | 29300 | &nbsp;&nbsp; 336458 |
|  | Renaissance, Inc. | 1700 | &nbsp;&nbsp; 12894 |
|  | Resorttrust, Inc. | 50200 | &nbsp;&nbsp; 621851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rheon Automatic <br> Machinery Co. Ltd.<br>| 1100 | &nbsp;&nbsp; 10066 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ride On Express <br> Holdings Co. Ltd.<br>| 2400 | &nbsp;&nbsp; 15855 |
|  | Riken Keiki Co. Ltd. | 5800 | &nbsp;&nbsp; 122110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riken Vitamin Co. <br> Ltd.<br>| 300 | &nbsp;&nbsp; 5725 |
| # | Ringer Hut Co. Ltd. | 5000 | &nbsp;&nbsp; 75015 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Riso Kyoiku Co. Ltd. | 12105 | &nbsp;&nbsp; $17313 |
|  | Roland Corp. | 2800 | &nbsp;&nbsp; 58525 |
| # | Rorze Corp. | 14300 | &nbsp;&nbsp; 192286 |
|  | Round One Corp. | 62600 | &nbsp;&nbsp; 642848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Royal Holdings Co. <br> Ltd.<br>| 5400 | &nbsp;&nbsp; 95327 |
|  | Saizeriya Co. Ltd. | 3600 | &nbsp;&nbsp; 126295 |
| # | Samco, Inc. | 900 | &nbsp;&nbsp; 16876 |
|  | Sangetsu Corp. | 8500 | &nbsp;&nbsp; 169167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanki Engineering Co. <br> Ltd.<br>| 4800 | &nbsp;&nbsp; 141229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sankyo Frontier Co. <br> Ltd.<br>| 3000 | &nbsp;&nbsp; 40268 |
|  | Sankyu, Inc. | 4900 | &nbsp;&nbsp; 288450 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Santec Holdings <br> Corp.<br>| 900 | &nbsp;&nbsp; 35212 |
|  | Sato Foods Co. Ltd. | 600 | &nbsp;&nbsp; 28680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sawai Group Holdings <br> Co. Ltd.<br>| 22800 | &nbsp;&nbsp; 292672 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SBI Global Asset <br> Management Co. <br> Ltd.<br>| 12700 | &nbsp;&nbsp; 52118 |
|  | SBS Holdings, Inc. | 5900 | &nbsp;&nbsp; 125620 |
|  | Seiko Group Corp. | 3900 | &nbsp;&nbsp; 108415 |
|  | Seiren Co. Ltd. | 8500 | &nbsp;&nbsp; 138859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Senko Group Holdings <br> Co. Ltd.<br>| 18000 | &nbsp;&nbsp; 242266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Senshu Electric Co. <br> Ltd.<br>| 3300 | &nbsp;&nbsp; 93210 |
|  | Seria Co. Ltd. | 14476 | &nbsp;&nbsp; 266598 |
|  | Seven Bank Ltd. | 124400 | &nbsp;&nbsp; 223448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SFP Holdings Co. <br> Ltd.<br>| 1600 | &nbsp;&nbsp; 23446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sharingtechnology, <br> Inc.<br>| 3000 | &nbsp;&nbsp; 24044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shibaura Electronics <br> Co. Ltd.<br>| 4400 | &nbsp;&nbsp; 176344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shibaura <br> Mechatronics Corp.<br>| 3600 | &nbsp;&nbsp; 253348 |
| \* | SHIFT, Inc. | 38985 | &nbsp;&nbsp; 409126 |
|  | Shimadaya Corp. | 1400 | &nbsp;&nbsp; 17717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Maint Holdings <br> Co. Ltd.<br>| 5200 | &nbsp;&nbsp; 38635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinagawa <br> Refractories Co. <br> Ltd.<br>| 5200 | &nbsp;&nbsp; 59407 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shinnihonseiyaku Co. <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 59761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ship Healthcare <br> Holdings, Inc.<br>| 20100 | &nbsp;&nbsp; 280479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SHO-BOND Holdings <br> Co. Ltd.<br>| 6400 | &nbsp;&nbsp; 204351 |
|  | Shoei Co. Ltd. | 15400 | &nbsp;&nbsp; 184399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIGMAXYZ Holdings, <br> Inc.<br>| 19600 | &nbsp;&nbsp; 156063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Simplex Holdings, <br> Inc.<br>| 5700 | &nbsp;&nbsp; 154737 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinfonia Technology <br> Co. Ltd.<br>| 4300 | &nbsp;&nbsp; $270060 |
|  | Sinko Industries Ltd. | 10500 | &nbsp;&nbsp; 88827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKY Perfect JSAT <br> Holdings, Inc.<br>| 4200 | &nbsp;&nbsp; 39775 |
| # | Smaregi, Inc. | 500 | &nbsp;&nbsp; 11016 |
|  | SMS Co. Ltd. | 19900 | &nbsp;&nbsp; 199217 |
| # | Socionext, Inc. | 30900 | &nbsp;&nbsp; 582305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Softcreate Holdings <br> Corp.<br>| 5000 | &nbsp;&nbsp; 74137 |
|  | Software Service, Inc. | 800 | &nbsp;&nbsp; 72001 |
|  | Solasto Corp. | 14600 | &nbsp;&nbsp; 41421 |
|  | Soliton Systems KK | 3900 | &nbsp;&nbsp; 35469 |
|  | Sparx Group Co. Ltd. | 7020 | &nbsp;&nbsp; 69531 |
|  | S-Pool, Inc. | 1100 | &nbsp;&nbsp; 2339 |
|  | SRA Holdings | 3100 | &nbsp;&nbsp; 94594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SRS Holdings Co. <br> Ltd.<br>| 6600 | &nbsp;&nbsp; 56006 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; St. Marc Holdings Co. <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 28622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Mica Holdings <br> Co. Ltd.<br>| 2600 | &nbsp;&nbsp; 17175 |
|  | Starts Corp., Inc. | 7800 | &nbsp;&nbsp; 235852 |
|  | Step Co. Ltd. | 1600 | &nbsp;&nbsp; 24613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STI Foods Holdings, <br> Inc.<br>| 2400 | &nbsp;&nbsp; 20846 |
|  | Strike Co. Ltd. | 3100 | &nbsp;&nbsp; 80445 |
| # | Studio Alice Co. Ltd. | 1900 | &nbsp;&nbsp; 27072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Subaru Enterprise Co. <br> Ltd.<br>| 1500 | &nbsp;&nbsp; 30764 |
| \* | Sun\*, Inc. (4053 JP) | 1600 | &nbsp;&nbsp; 5597 |
|  | SWCC Corp. | 6900 | &nbsp;&nbsp; 413068 |
|  | System D, Inc. | 800 | &nbsp;&nbsp; 11896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; System Research Co. <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 28907 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; System Support <br> Holdings, Inc.<br>| 1700 | &nbsp;&nbsp; 30211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Systems Engineering <br> Consultants Co. <br> Ltd.<br>| 600 | &nbsp;&nbsp; 20673 |
|  | Systena Corp. | 78000 | &nbsp;&nbsp; 206620 |
|  | Syuppin Co. Ltd. | 8200 | &nbsp;&nbsp; 68467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiyo Holdings Co. <br> Ltd.<br>| 10500 | &nbsp;&nbsp; 455985 |
|  | Takara & Co. Ltd. | 2200 | &nbsp;&nbsp; 51687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takasago Thermal <br> Engineering Co. <br> Ltd.<br>| 8600 | &nbsp;&nbsp; 417277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takeuchi <br> Manufacturing Co. <br> Ltd.<br>| 11300 | &nbsp;&nbsp; 403931 |
| # | Tama Home Co. Ltd. | 5500 | &nbsp;&nbsp; 129711 |
| # | Tamron Co. Ltd. | 43200 | &nbsp;&nbsp; 259602 |
| # | Tazmo Co. Ltd. | 4100 | &nbsp;&nbsp; 60523 |
|  | TDC Soft, Inc. | 10200 | &nbsp;&nbsp; 88633 |
|  | TechMatrix Corp. | 11600 | &nbsp;&nbsp; 165027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TechnoPro Holdings, <br> Inc.<br>| 20900 | &nbsp;&nbsp; 661907 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tenpos Holdings Co. <br> Ltd.<br>| 1600 | &nbsp;&nbsp; $35901 |
|  | TKC Corp. | 8200 | &nbsp;&nbsp; 246312 |
|  | Tocalo Co. Ltd. | 21500 | &nbsp;&nbsp; 287696 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toho Co. Ltd. (8142 <br> JP)<br>| 1400 | &nbsp;&nbsp; 30198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toho System Science <br> Co. Ltd.<br>| 2400 | &nbsp;&nbsp; 19793 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toho Titanium Co. <br> Ltd.<br>| 10500 | &nbsp;&nbsp; 95087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOKAI Holdings <br> Corp.<br>| 29500 | &nbsp;&nbsp; 208882 |
|  | Token Corp. | 300 | &nbsp;&nbsp; 27714 |
|  | Tokyo Base Co. Ltd. | 6300 | &nbsp;&nbsp; 20117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Electron Device <br> Ltd.<br>| 6900 | &nbsp;&nbsp; 120030 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Individualized <br> Educational <br> Institute, Inc.<br>| 7300 | &nbsp;&nbsp; 17586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Seimitsu Co. <br> Ltd.<br>| 8000 | &nbsp;&nbsp; 497678 |
|  | Tokyotokeiba Co. Ltd. | 5500 | &nbsp;&nbsp; 189541 |
|  | Tomy Co. Ltd. | 25400 | &nbsp;&nbsp; 536773 |
|  | Topcon Corp. | 9400 | &nbsp;&nbsp; 204660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toridoll Holdings <br> Corp.<br>| 13600 | &nbsp;&nbsp; 400066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Torishima Pump <br> Manufacturing Co. <br> Ltd.<br>| 400 | &nbsp;&nbsp; 5737 |
|  | Tosei Corp. | 6900 | &nbsp;&nbsp; 133049 |
|  | Toshiba TEC Corp. | 7100 | &nbsp;&nbsp; 141941 |
|  | Totech Corp. | 3300 | &nbsp;&nbsp; 62016 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toukei Computer Co. <br> Ltd.<br>| 600 | &nbsp;&nbsp; 15804 |
|  | Toumei Co. Ltd. | 800 | &nbsp;&nbsp; 9531 |
| # | Towa Corp. | 11139 | &nbsp;&nbsp; 138328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Construction Co. <br> Ltd.<br>| 4400 | &nbsp;&nbsp; 48087 |
| # | Toyo Gosei Co. Ltd. | 1600 | &nbsp;&nbsp; 53840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Traders Holdings Co. <br> Ltd.<br>| 8020 | &nbsp;&nbsp; 63146 |
| # | Transaction Co. Ltd. | 4000 | &nbsp;&nbsp; 69382 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Transaction Media <br> Networks, Inc.<br>| 6200 | &nbsp;&nbsp; 20105 |
|  | Transcosmos, Inc. | 6300 | &nbsp;&nbsp; 150057 |
|  | TRE Holdings Corp. | 500 | &nbsp;&nbsp; 4483 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Treasure Factory Co. <br> Ltd.<br>| 2600 | &nbsp;&nbsp; 29893 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tri Chemical <br> Laboratories, Inc.<br>| 2900 | &nbsp;&nbsp; 65875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsuburaya Fields <br> Holdings, Inc.<br>| 9600 | &nbsp;&nbsp; 146123 |
|  | Tsugami Corp. | 6500 | &nbsp;&nbsp; 89520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsuzuki Denki Co. <br> Ltd.<br>| 900 | &nbsp;&nbsp; 18188 |
|  | ULS Group, Inc. | 700 | &nbsp;&nbsp; 33643 |
|  | Ulvac, Inc. | 8500 | &nbsp;&nbsp; 312222 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Next Holdings Co. <br> Ltd.<br>| 14400 | &nbsp;&nbsp; $193653 |
|  | United Arrows Ltd. | 5000 | &nbsp;&nbsp; 72562 |
|  | User Local, Inc. | 2500 | &nbsp;&nbsp; 31566 |
|  | UT Group Co. Ltd. | 8900 | &nbsp;&nbsp; 150250 |
|  | Valqua Ltd. | 6500 | &nbsp;&nbsp; 151914 |
| # | Value HR Co. Ltd. | 4800 | &nbsp;&nbsp; 53275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ValueCommerce Co. <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 26701 |
|  | Vector, Inc. | 12500 | &nbsp;&nbsp; 91562 |
|  | Vertex Corp. | 6000 | &nbsp;&nbsp; 111326 |
|  | Vision, Inc. | 9800 | &nbsp;&nbsp; 71972 |
| \* | Visional, Inc. | 5600 | &nbsp;&nbsp; 437727 |
|  | Wacom Co. Ltd. | 7100 | &nbsp;&nbsp; 30571 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Waseda Academy Co. <br> Ltd.<br>| 3700 | &nbsp;&nbsp; 63222 |
| # | Watahan & Co. Ltd. | 3300 | &nbsp;&nbsp; 34431 |
|  | WATAMI Co. Ltd. | 2600 | &nbsp;&nbsp; 17467 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; WDB Holdings Co. <br> Ltd.<br>| 2100 | &nbsp;&nbsp; 23824 |
|  | Weathernews, Inc. | 4000 | &nbsp;&nbsp; 117623 |
|  | Wellnet Corp. | 5700 | &nbsp;&nbsp; 27356 |
| # | West Holdings Corp. | 7315 | &nbsp;&nbsp; 72900 |
|  | Will Group, Inc. | 5900 | &nbsp;&nbsp; 37598 |
| \* | WingArc1st, Inc. | 4200 | &nbsp;&nbsp; 100456 |
|  | Workman Co. Ltd. | 3000 | &nbsp;&nbsp; 128410 |
|  | World Co. Ltd. | 2100 | &nbsp;&nbsp; 38576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YAKUODO Holdings <br> Co. Ltd.<br>| 3100 | &nbsp;&nbsp; 47315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YAMADA Consulting <br> Group Co. Ltd.<br>| 3600 | &nbsp;&nbsp; 39744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamaichi Electronics <br> Co. Ltd.<br>| 4500 | &nbsp;&nbsp; 85721 |
| # | Yamami Co. | 900 | &nbsp;&nbsp; 27534 |
|  | Yamaura Corp. | 900 | &nbsp;&nbsp; 7946 |
|  | Yaoko Co. Ltd. | 4900 | &nbsp;&nbsp; 317115 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yashima Denki Co. <br> Ltd.<br>| 1300 | &nbsp;&nbsp; 15251 |
|  | Yonex Co. Ltd. | 14600 | &nbsp;&nbsp; 286677 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Yoshimura Food <br> Holdings KK<br>| 2000 | &nbsp;&nbsp; 11287 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yoshinoya Holdings <br> Co. Ltd.<br>| 19900 | &nbsp;&nbsp; 431304 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yossix Holdings Co. <br> Ltd.<br>| 900 | &nbsp;&nbsp; 15528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yukiguni Factory Co. <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 44796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zenkoku Hosho Co. <br> Ltd.<br>| 20000 | &nbsp;&nbsp; 426703 |
|  | Zenrin Co. Ltd. | 2500 | &nbsp;&nbsp; 18273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZERIA Pharmaceutical <br> Co. Ltd.<br>| 5400 | &nbsp;&nbsp; 74508 |
| # | ZIGExN Co. Ltd. | 10500 | &nbsp;&nbsp; 35211 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp; 62678451 |
| NETHERLANDS — (2.0%) | NETHERLANDS — (2.0%) | NETHERLANDS — (2.0%) | NETHERLANDS — (2.0%) |
|  | Akzo Nobel NV | 11056 | &nbsp;&nbsp; 694332 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
|  | Arcadis NV | 14235 | &nbsp;&nbsp; $710436 |
| \*Ω | Basic-Fit NV | 7314 | &nbsp;&nbsp; 206478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BE Semiconductor <br> Industries NV<br>| 13968 | &nbsp;&nbsp; 1887240 |
|  | Corbion NV | 270 | &nbsp;&nbsp; 5124 |
|  | IMCD NV | 7753 | &nbsp;&nbsp; 849812 |
| \* | InPost SA | 32720 | &nbsp;&nbsp; 469947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke BAM <br> Groep NV<br>| 49269 | &nbsp;&nbsp; 430130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Heijmans <br> NV<br>| 1867 | &nbsp;&nbsp; 118997 |
|  | Nedap NV | 1373 | &nbsp;&nbsp; 137467 |
| # | PostNL NV | 31394 | &nbsp;&nbsp; 34232 |
|  | TKH Group NV | 6408 | &nbsp;&nbsp; 263582 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp; 5807777 |
| NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |
|  | Air New Zealand Ltd. | 51027 | &nbsp;&nbsp; 17422 |
|  | Briscoe Group Ltd. | 6337 | &nbsp;&nbsp; 22728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Channel Infrastructure <br> NZ Ltd.<br>| 841 | &nbsp;&nbsp; 1045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Freightways Group <br> Ltd.<br>| 33273 | &nbsp;&nbsp; 218292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hallenstein Glasson <br> Holdings Ltd.<br>| 11317 | &nbsp;&nbsp; 57955 |
|  | NZME Ltd. (NZM NZ) | 11793 | &nbsp;&nbsp; 7911 |
|  | NZX Ltd. | 73480 | &nbsp;&nbsp; 66194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Restaurant Brands <br> New Zealand Ltd.<br>| 7481 | &nbsp;&nbsp; 12768 |
|  | Scales Corp. Ltd. | 17987 | &nbsp;&nbsp; 50006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skellerup Holdings <br> Ltd.<br>| 60070 | &nbsp;&nbsp; 168544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summerset Group <br> Holdings Ltd.<br>| 8349 | &nbsp;&nbsp; 56216 |
|  | TOWER Ltd. | 42265 | &nbsp;&nbsp; 43276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vista Group <br> International Ltd.<br>| 22560 | &nbsp;&nbsp; 46677 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp; 769034 |
| NORWAY — (0.9%) | NORWAY — (0.9%) | NORWAY — (0.9%) | NORWAY — (0.9%) |
|  | 2020 Bulkers Ltd. | 3624 | &nbsp;&nbsp; 44756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ABG Sundal Collier <br> Holding ASA<br>| 119624 | &nbsp;&nbsp; 81017 |
|  | AF Gruppen ASA | 5231 | &nbsp;&nbsp; 79628 |
|  | Atea ASA | 22915 | &nbsp;&nbsp; 315822 |
|  | Bluenord ASA | 2815 | &nbsp;&nbsp; 134400 |
|  | Borregaard ASA | 6007 | &nbsp;&nbsp; 115877 |
|  | Bouvet ASA | 23439 | &nbsp;&nbsp; 170538 |
| Ω | Elmera Group ASA | 23591 | &nbsp;&nbsp; 77636 |
|  | Elopak ASA | 24411 | &nbsp;&nbsp; 118357 |
| Ω | Europris ASA | 44317 | &nbsp;&nbsp; 415129 |
| Ω | Kid ASA | 9010 | &nbsp;&nbsp; 127242 |
|  | Kitron ASA | 55251 | &nbsp;&nbsp; 336047 |
|  | Medistim ASA | 4290 | &nbsp;&nbsp; 90117 |
| Ω | Multiconsult ASA | 5352 | &nbsp;&nbsp; 110561 |
|  | Norbit ASA | 3975 | &nbsp;&nbsp; 78992 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Odfjell Technology <br> Ltd.<br>| 4019 | &nbsp;&nbsp; $19348 |
| \* | OKEA ASA | 6412 | &nbsp;&nbsp; 10814 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Okeanis Eco Tankers <br> Corp.<br>| 2766 | &nbsp;&nbsp; 66353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Protector Forsikring <br> ASA<br>| 1128 | &nbsp;&nbsp; 55073 |
|  | Rana Gruber ASA | 4523 | &nbsp;&nbsp; 31399 |
| \* | SATS ASA | 16092 | &nbsp;&nbsp; 61125 |
|  | Veidekke ASA | 13211 | &nbsp;&nbsp; 209970 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp; 2750201 |
| PORTUGAL — (0.4%) | PORTUGAL — (0.4%) | PORTUGAL — (0.4%) | PORTUGAL — (0.4%) |
| # | Altri SGPS SA | 16971 | &nbsp;&nbsp; 92361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Comercial <br> Portugues SA, <br> Class R<br>| 194071 | &nbsp;&nbsp; 159360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTT-Correios de <br> Portugal SA<br>| 31173 | &nbsp;&nbsp; 262710 |
| # | Mota-Engil SGPS SA | 27718 | &nbsp;&nbsp; 141632 |
| # | Navigator Co. SA | 60736 | &nbsp;&nbsp; 214511 |
|  | NOS SGPS SA | 76360 | &nbsp;&nbsp; 314765 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp; 1185339 |
| SINGAPORE — (0.8%) | SINGAPORE — (0.8%) | SINGAPORE — (0.8%) | SINGAPORE — (0.8%) |
|  | Aztech Global Ltd. | 45500 | &nbsp;&nbsp; 23241 |
|  | Delfi Ltd. | 68200 | &nbsp;&nbsp; 43993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DFI Retail Group <br> Holdings Ltd.<br>| 65600 | &nbsp;&nbsp; 226153 |
|  | First Resources Ltd. | 83400 | &nbsp;&nbsp; 97304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Food Empire Holdings <br> Ltd.<br>| 48100 | &nbsp;&nbsp; 86931 |
|  | Frencken Group Ltd. | 61200 | &nbsp;&nbsp; 77653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grand Venture <br> Technology Ltd.<br>| 19100 | &nbsp;&nbsp; 13533 |
|  | HRnetgroup Ltd. | 67400 | &nbsp;&nbsp; 36293 |
| # | iFAST Corp. Ltd. | 31300 | &nbsp;&nbsp; 217777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micro-Mechanics <br> Holdings Ltd.<br>| 15800 | &nbsp;&nbsp; 22334 |
|  | Netlink NBN Trust | 386500 | &nbsp;&nbsp; 266269 |
|  | Propnex Ltd. | 98100 | &nbsp;&nbsp; 104082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Q&M Dental Group <br> Singapore Ltd.<br>| 87720 | &nbsp;&nbsp; 26657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raffles Medical Group <br> Ltd.<br>| 223700 | &nbsp;&nbsp; 170057 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rex International <br> Holding Ltd.<br>| 179900 | &nbsp;&nbsp; 27153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riverstone Holdings <br> Ltd.<br>| 117700 | &nbsp;&nbsp; 63839 |
|  | SATS Ltd. | 11900 | &nbsp;&nbsp; 29036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sheng Siong Group <br> Ltd.<br>| 206900 | &nbsp;&nbsp; 333995 |
|  | StarHub Ltd. | 158800 | &nbsp;&nbsp; 150434 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Thomson Medical <br> Group Ltd.<br>| 620100 | &nbsp;&nbsp; 24835 |
|  | UMS Integration Ltd. | 197175 | &nbsp;&nbsp; 229602 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valuetronics Holdings <br> Ltd.<br>| 55600 | &nbsp;&nbsp; $33132 |
|  | Venture Corp. Ltd. | 6800 | &nbsp;&nbsp; 67451 |
|  | Vicom Ltd. | 33700 | &nbsp;&nbsp; 41500 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp; 2413254 |
| SPAIN — (2.5%) | SPAIN — (2.5%) | SPAIN — (2.5%) | SPAIN — (2.5%) |
|  | Acciona SA | 3386 | &nbsp;&nbsp; 649417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Audax Renovables <br> SA<br>| 30608 | &nbsp;&nbsp; 50495 |
| # | Bankinter SA | 44079 | &nbsp;&nbsp; 629193 |
|  | CIE Automotive SA | 3908 | &nbsp;&nbsp; 117333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Construcciones y <br> Auxiliar de <br> Ferrocarriles SA<br>| 3367 | &nbsp;&nbsp; 203893 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Distribuidora <br> Internacional de <br> Alimentacion SA<br>| 1732 | &nbsp;&nbsp; 56745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; eDreams ODIGEO <br> SA<br>| 5636 | &nbsp;&nbsp; 53344 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ence Energia y <br> Celulosa SA<br>| 4331 | &nbsp;&nbsp; 13629 |
|  | Fluidra SA | 9547 | &nbsp;&nbsp; 238108 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Global Dominion <br> Access SA<br>| 10267 | &nbsp;&nbsp; 39460 |
| # | Indra Sistemas SA | 37303 | &nbsp;&nbsp; 1545239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laboratorios <br> Farmaceuticos Rovi <br> SA<br>| 6930 | &nbsp;&nbsp; 427768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Linea Directa <br> Aseguradora SA <br> Cia de Seguros y <br> Reaseguros<br>| 13285 | &nbsp;&nbsp; 20468 |
|  | Logista Integral SA | 21593 | &nbsp;&nbsp; 683430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melia Hotels <br> International SA<br>| 33213 | &nbsp;&nbsp; 294906 |
| Ω | Prosegur Cash SA | 118184 | &nbsp;&nbsp; 101217 |
|  | Renta 4 Banco SA | 926 | &nbsp;&nbsp; 18583 |
|  | Sacyr SA | 27399 | &nbsp;&nbsp; 112191 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tecnicas Reunidas <br> SA<br>| 10270 | &nbsp;&nbsp; 252918 |
|  | Tubacex SA | 32303 | &nbsp;&nbsp; 134550 |
|  | Vidrala SA | 6016 | &nbsp;&nbsp; 647601 |
|  | Viscofan SA | 13155 | &nbsp;&nbsp; 900166 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp; 7190654 |
| SWEDEN — (2.5%) | SWEDEN — (2.5%) | SWEDEN — (2.5%) | SWEDEN — (2.5%) |
|  | AddLife AB, Class B | 22648 | &nbsp;&nbsp; 398835 |
|  | Addnode Group AB | 31624 | &nbsp;&nbsp; 361822 |
|  | AQ Group AB | 15000 | &nbsp;&nbsp; 305707 |
|  | Beijer Alma AB | 8618 | &nbsp;&nbsp; 231862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bergman & Beving <br> AB<br>| 3825 | &nbsp;&nbsp; 122984 |
|  | Betsson AB, Class B | 5880 | &nbsp;&nbsp; 99562 |
|  | Bilia AB, Class A | 17266 | &nbsp;&nbsp; 202864 |
|  | BioGaia AB, Class B | 6245 | &nbsp;&nbsp; 62486 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BTS Group AB, <br> Class B<br>| 498 | &nbsp;&nbsp; $10526 |
|  | Bufab AB | 42020 | &nbsp;&nbsp; 416719 |
| # | Cellavision AB | 3860 | &nbsp;&nbsp; 69062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clas Ohlson AB, <br> Class B<br>| 10598 | &nbsp;&nbsp; 368752 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Coor Service <br> Management <br> Holding AB<br>| 2693 | &nbsp;&nbsp; 12658 |
|  | CTT Systems AB | 968 | &nbsp;&nbsp; 21728 |
| \* | Dynavox Group AB | 8290 | &nbsp;&nbsp; 107159 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Electrolux AB, <br> Class B<br>| 9806 | &nbsp;&nbsp; 59724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electrolux <br> Professional AB, <br> Class B<br>| 55121 | &nbsp;&nbsp; 374531 |
|  | Engcon AB | 1430 | &nbsp;&nbsp; 11205 |
|  | Ework Group AB | 2192 | &nbsp;&nbsp; 23718 |
| \* | HMS Networks AB | 3208 | &nbsp;&nbsp; 134799 |
|  | Instalco AB | 16940 | &nbsp;&nbsp; 44357 |
|  | INVISIO AB | 8775 | &nbsp;&nbsp; 284319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lime Technologies <br> AB<br>| 2918 | &nbsp;&nbsp; 113388 |
| \* | Medcap AB | 3367 | &nbsp;&nbsp; 223852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micro Systemation AB, <br> Class B<br>| 3597 | &nbsp;&nbsp; 20675 |
|  | MIPS AB | 3065 | &nbsp;&nbsp; 129899 |
|  | Momentum Group AB | 8546 | &nbsp;&nbsp; 135431 |
| Ω | Munters Group AB | 15736 | &nbsp;&nbsp; 221457 |
| #\* | NCAB Group AB | 37830 | &nbsp;&nbsp; 204433 |
|  | NCC AB, Class B | 4373 | &nbsp;&nbsp; 82804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nederman Holding <br> AB<br>| 4197 | &nbsp;&nbsp; 72810 |
|  | Nolato AB, Class B | 8734 | &nbsp;&nbsp; 51665 |
|  | Note AB | 2247 | &nbsp;&nbsp; 43912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OEM International AB, <br> Class B<br>| 20968 | &nbsp;&nbsp; 288918 |
|  | Proact IT Group AB | 6525 | &nbsp;&nbsp; 64949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RaySearch <br> Laboratories AB<br>| 7143 | &nbsp;&nbsp; 244813 |
|  | Rvrc Holding AB | 12708 | &nbsp;&nbsp; 57643 |
|  | Scandi Standard AB | 2342 | &nbsp;&nbsp; 22630 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Scandic Hotels Group <br> AB<br>| 42995 | &nbsp;&nbsp; 356530 |
|  | SkiStar AB | 9997 | &nbsp;&nbsp; 157707 |
|  | Synsam AB | 20537 | &nbsp;&nbsp; 112037 |
|  | Systemair AB | 21801 | &nbsp;&nbsp; 210848 |
|  | TF Bank AB | 2250 | &nbsp;&nbsp; 30965 |
|  | Troax Group AB | 11120 | &nbsp;&nbsp; 155362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Truecaller AB, <br> Class B<br>| 46868 | &nbsp;&nbsp; 234119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vitec Software Group <br> AB, Class B<br>| 8760 | &nbsp;&nbsp; 339604 |
|  | Volati AB | 3354 | &nbsp;&nbsp; 36994 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp; 7338824 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (8.3%) | SWITZERLAND — (8.3%) | SWITZERLAND — (8.3%) | SWITZERLAND — (8.3%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accelleron Industries <br> AG (ACLN SW)<br>| 23434 | &nbsp;&nbsp; $2134412 |
|  | APG SGA SA | 377 | &nbsp;&nbsp; 105198 |
| \* | Aryzta AG | 7819 | &nbsp;&nbsp; 733813 |
|  | Avolta AG | 12335 | &nbsp;&nbsp; 641217 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Basilea <br> Pharmaceutica Ag <br> Allschwil<br>| 347 | &nbsp;&nbsp; 24608 |
|  | Belimo Holding AG | 3044 | &nbsp;&nbsp; 3542387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bossard Holding AG, <br> Class A<br>| 1719 | &nbsp;&nbsp; 364317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Burckhardt <br> Compression <br> Holding AG<br>| 999 | &nbsp;&nbsp; 889702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Burkhalter Holding <br> AG<br>| 432 | &nbsp;&nbsp; 77686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie Financiere <br> Tradition SA<br>| 1124 | &nbsp;&nbsp; 325395 |
|  | Coltene Holding AG | 468 | &nbsp;&nbsp; 30068 |
|  | Daetwyler Holding AG | 1738 | &nbsp;&nbsp; 309528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; dormakaba Holding <br> AG<br>| 989 | &nbsp;&nbsp; 954706 |
|  | Emmi AG | 646 | &nbsp;&nbsp; 588023 |
|  | Flughafen Zurich AG | 447 | &nbsp;&nbsp; 125981 |
|  | Georg Fischer AG | 20427 | &nbsp;&nbsp; 1597977 |
|  | Helvetia Holding AG | 636 | &nbsp;&nbsp; 152946 |
|  | Inficon Holding AG | 5830 | &nbsp;&nbsp; 701501 |
|  | Interroll Holding AG | 174 | &nbsp;&nbsp; 489979 |
|  | Kardex Holding AG | 2288 | &nbsp;&nbsp; 881033 |
| \* | LEM Holding SA | 126 | &nbsp;&nbsp; 102421 |
| Ω | Medacta Group SA | 2186 | &nbsp;&nbsp; 396495 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mobilezone Holding <br> AG<br>| 14625 | &nbsp;&nbsp; 204008 |
| #\* | Orior AG | 1085 | &nbsp;&nbsp; 16341 |
|  | SFS Group AG | 5125 | &nbsp;&nbsp; 662283 |
|  | Siegfried Holding AG | 14370 | &nbsp;&nbsp; 1606655 |
|  | SIG Group AG | 7165 | &nbsp;&nbsp; 115921 |
|  | SKAN Group AG | 1832 | &nbsp;&nbsp; 168011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Softwareone Holding <br> AG<br>| 11538 | &nbsp;&nbsp; 94167 |
|  | Stadler Rail AG | 1659 | &nbsp;&nbsp; 43842 |
|  | Sulzer AG | 3893 | &nbsp;&nbsp; 749055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swissquote Group <br> Holding SA<br>| 2575 | &nbsp;&nbsp; 1710947 |
|  | Temenos AG | 20126 | &nbsp;&nbsp; 1800163 |
| Ω | VAT Group AG | 1697 | &nbsp;&nbsp; 594270 |
|  | VZ Holding AG | 4613 | &nbsp;&nbsp; 976338 |
| # | Ypsomed Holding AG | 1069 | &nbsp;&nbsp; 511471 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp; 24422865 |
| UNITED KINGDOM — (12.5%) | UNITED KINGDOM — (12.5%) | UNITED KINGDOM — (12.5%) | UNITED KINGDOM — (12.5%) |
|  | 4imprint Group PLC | 7740 | &nbsp;&nbsp; 366618 |
|  | AG Barr PLC | 4994 | &nbsp;&nbsp; 45367 |
| Ω | Airtel Africa PLC | 41661 | &nbsp;&nbsp; 112150 |
|  | AJ Bell PLC | 81220 | &nbsp;&nbsp; 575246 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Alfa Financial <br> Software Holdings <br> PLC<br>| 29356 | &nbsp;&nbsp; $88606 |
| \* | AO World PLC | 44960 | &nbsp;&nbsp; 55152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ashtead Technology <br> Holdings PLC<br>| 16300 | &nbsp;&nbsp; 72048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B&M European Value <br> Retail SA<br>| 100457 | &nbsp;&nbsp; 296938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Babcock International <br> Group PLC<br>| 197394 | &nbsp;&nbsp; 2706336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bloomsbury <br> Publishing PLC<br>| 17257 | &nbsp;&nbsp; 108859 |
| \* | Burberry Group PLC | 8341 | &nbsp;&nbsp; 141487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bytes Technology <br> Group PLC (BYIT <br> LN)<br>| 68875 | &nbsp;&nbsp; 332329 |
|  | Chemring Group PLC | 19598 | &nbsp;&nbsp; 141931 |
|  | Clarkson PLC | 6119 | &nbsp;&nbsp; 278624 |
|  | Coats Group PLC | 431804 | &nbsp;&nbsp; 421163 |
|  | Computacenter PLC | 24476 | &nbsp;&nbsp; 739743 |
| Ω | ConvaTec Group PLC | 192227 | &nbsp;&nbsp; 592256 |
|  | Cranswick PLC | 15010 | &nbsp;&nbsp; 1051196 |
|  | CVS Group PLC | 21271 | &nbsp;&nbsp; 344345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Domino's Pizza Group <br> PLC<br>| 83777 | &nbsp;&nbsp; 265188 |
|  | Dr. Martens PLC | 33197 | &nbsp;&nbsp; 35411 |
|  | Dunelm Group PLC | 37158 | &nbsp;&nbsp; 596066 |
|  | Energean PLC | 41424 | &nbsp;&nbsp; 499914 |
|  | Entain PLC | 22400 | &nbsp;&nbsp; 300803 |
| \* | Evoke PLC | 29607 | &nbsp;&nbsp; 27550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FDM Group Holdings <br> PLC<br>| 26704 | &nbsp;&nbsp; 42832 |
|  | Firstgroup PLC | 43675 | &nbsp;&nbsp; 129946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foresight Group <br> Holdings Ltd.<br>| 7357 | &nbsp;&nbsp; 44882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galliford Try Holdings <br> PLC<br>| 15138 | &nbsp;&nbsp; 87323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Games Workshop <br> Group PLC<br>| 8702 | &nbsp;&nbsp; 1864509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gamma <br> Communications <br> PLC<br>| 23390 | &nbsp;&nbsp; 335687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group <br> PLC<br>| 28318 | &nbsp;&nbsp; 96146 |
|  | Greggs PLC | 29037 | &nbsp;&nbsp; 603809 |
|  | Harbour Energy PLC | 59352 | &nbsp;&nbsp; 156092 |
|  | Hays PLC | 153725 | &nbsp;&nbsp; 129221 |
| \* | Helios Towers PLC | 28569 | &nbsp;&nbsp; 44781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hikma <br> Pharmaceuticals <br> PLC<br>| 38301 | &nbsp;&nbsp; 989975 |
|  | Hill & Smith PLC | 23052 | &nbsp;&nbsp; 620438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hilton Food Group <br> PLC<br>| 17406 | &nbsp;&nbsp; 195151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hochschild Mining <br> PLC<br>| 50066 | &nbsp;&nbsp; 183996 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hollywood Bowl <br> Group PLC<br>| 42980 | &nbsp;&nbsp; $139525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Howden Joinery <br> Group PLC<br>| 123221 | &nbsp;&nbsp; 1426476 |
| # | IDOX PLC | 94139 | &nbsp;&nbsp; 77018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IG Group Holdings <br> PLC<br>| 55816 | &nbsp;&nbsp; 831145 |
|  | IMI PLC | 56929 | &nbsp;&nbsp; 1663177 |
|  | Inchcape PLC | 100016 | &nbsp;&nbsp; 925634 |
| \* | Indivior PLC | 23853 | &nbsp;&nbsp; 481827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IntegraFin Holdings <br> PLC<br>| 75291 | &nbsp;&nbsp; 356465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Workplace Group <br> PLC<br>| 220696 | &nbsp;&nbsp; 643930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J D Wetherspoon <br> PLC<br>| 24584 | &nbsp;&nbsp; 243660 |
| # | James Halstead PLC | 93307 | &nbsp;&nbsp; 181053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Service <br> Group PLC<br>| 84067 | &nbsp;&nbsp; 156506 |
|  | Kainos Group PLC | 24652 | &nbsp;&nbsp; 240538 |
|  | Keller Group PLC | 5340 | &nbsp;&nbsp; 93271 |
|  | Kier Group PLC | 33860 | &nbsp;&nbsp; 88514 |
|  | Kitwave Group PLC | 2849 | &nbsp;&nbsp; 9210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LSL Property Services <br> PLC<br>| 13847 | &nbsp;&nbsp; 54244 |
| Ω | Luceco PLC | 32411 | &nbsp;&nbsp; 54764 |
|  | Man Group PLC | 150502 | &nbsp;&nbsp; 326852 |
| \* | McBride PLC | 35139 | &nbsp;&nbsp; 57648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Me Group <br> International PLC<br>| 62186 | &nbsp;&nbsp; 182218 |
|  | Mitie Group PLC | 393366 | &nbsp;&nbsp; 729409 |
|  | MONY Group PLC | 165006 | &nbsp;&nbsp; 436571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Sindall Group <br> PLC<br>| 6631 | &nbsp;&nbsp; 402297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mortgage Advice <br> Bureau Holdings <br> Ltd.<br>| 8498 | &nbsp;&nbsp; 90604 |
|  | Ninety One PLC | 79471 | &nbsp;&nbsp; 196947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oxford Instruments <br> PLC<br>| 5595 | &nbsp;&nbsp; 133744 |
|  | Pagegroup PLC | 91186 | &nbsp;&nbsp; 318946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan African <br> Resources PLC<br>| 373052 | &nbsp;&nbsp; 261893 |
|  | PayPoint PLC | 14726 | &nbsp;&nbsp; 140836 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pinewood <br> Technologies Group <br> PLC<br>| 9169 | &nbsp;&nbsp; 58416 |
|  | Plus500 Ltd. | 27850 | &nbsp;&nbsp; 1236027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polar Capital Holdings <br> PLC<br>| 20109 | &nbsp;&nbsp; 125877 |
|  | QinetiQ Group PLC | 84863 | &nbsp;&nbsp; 556370 |
|  | Record PLC | 14254 | &nbsp;&nbsp; 10512 |
|  | Renew Holdings PLC | 19291 | &nbsp;&nbsp; 215421 |
|  | Renold PLC | 27285 | &nbsp;&nbsp; 28901 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Rightmove PLC | 58764 | &nbsp;&nbsp; $634151 |
|  | Rotork PLC | 221063 | &nbsp;&nbsp; 948185 |
|  | RS Group PLC | 86881 | &nbsp;&nbsp; 639353 |
| \* | Saga PLC | 8904 | &nbsp;&nbsp; 21016 |
|  | Serco Group PLC | 185303 | &nbsp;&nbsp; 510595 |
|  | Softcat PLC | 32618 | &nbsp;&nbsp; 701545 |
|  | Spirax Group PLC | 6543 | &nbsp;&nbsp; 546790 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Spirent <br> Communications <br> PLC<br>| 193208 | &nbsp;&nbsp; 496782 |
|  | SSP Group PLC | 178241 | &nbsp;&nbsp; 400564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. James's Place <br> PLC<br>| 42343 | &nbsp;&nbsp; 728760 |
|  | SThree PLC | 6210 | &nbsp;&nbsp; 17320 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Studio Retail Group <br> PLC<br>| 9958 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tatton Asset <br> Management PLC<br>| 9729 | &nbsp;&nbsp; 93704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Team Internet Group <br> PLC<br>| 17972 | &nbsp;&nbsp; 14125 |
|  | Telecom Plus PLC | 19737 | &nbsp;&nbsp; 480854 |
| \*Ω | Trustpilot Group PLC | 15648 | &nbsp;&nbsp; 51605 |
|  | Volex PLC | 10962 | &nbsp;&nbsp; 53786 |
|  | Volution Group PLC | 65907 | &nbsp;&nbsp; 584230 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Watches of <br> Switzerland Group <br> PLC<br>| 26657 | &nbsp;&nbsp; 122598 |
|  | WH Smith PLC | 33990 | &nbsp;&nbsp; 458809 |
|  | Wickes Group PLC | 71296 | &nbsp;&nbsp; 208171 |
|  | Wilmington PLC | 4671 | &nbsp;&nbsp; 20929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; XPS Pensions Group <br> PLC<br>| 23245 | &nbsp;&nbsp; 113618 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  | &nbsp;&nbsp; 36744050 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 281556202 |
| 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%) |
|  | FUCHS SE, 2.921% | 16206 | &nbsp;&nbsp; 741591 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $210,135,637) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $210,135,637) |  | &nbsp;&nbsp; 282297793 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (3.9%) | SECURITIES LENDING COLLATERAL — (3.9%) | SECURITIES LENDING COLLATERAL — (3.9%) | SECURITIES LENDING COLLATERAL — (3.9%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 987058 | &nbsp;&nbsp; 11417298 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $221,552,750)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $221,552,750)^^ |  | &nbsp;&nbsp; $293715091 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

As of July 31, 2025, the value of Rule 144A securities amounted to $10,920,719 or 3.8% of net assets.

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; $100249 | &nbsp;&nbsp;&nbsp; $17525804 | &nbsp;&nbsp;&nbsp; $35282 | &nbsp;&nbsp;&nbsp; $17661335 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4162902 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4162902 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp;&nbsp; 16404 | &nbsp;&nbsp;&nbsp; 3764789 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3781193 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; 34742171 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 34742171 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7685686 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7685686 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8626529 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8626529 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14981031 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14981031 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; 366498 | &nbsp;&nbsp;&nbsp; 17017875 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17384373 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4669466 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4669466 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 760055 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 760055 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel | &nbsp;&nbsp;&nbsp; 205795 | &nbsp;&nbsp;&nbsp; 2443727 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2649522 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 13151490 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 13151490 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 62678451 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 62678451 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5807777 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5807777 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 769034 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 769034 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2750201 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2750201 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portugal | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1185339 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1185339 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore | &nbsp;&nbsp;&nbsp; 24835 | &nbsp;&nbsp;&nbsp; 2388419 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2413254 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7190654 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7190654 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7338824 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7338824 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 24422865 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 24422865 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 36744050 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 36744050 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 741591 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 741591 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11417298 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11417298 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $35455952 | &nbsp;&nbsp;&nbsp; $258223857 | &nbsp;&nbsp;&nbsp; $35,282˂˃ | &nbsp;&nbsp;&nbsp; $293715091 |

---

&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 Social Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (9.4%) | AGENCY OBLIGATIONS — (9.4%) | AGENCY OBLIGATIONS — (9.4%) | AGENCY OBLIGATIONS — (9.4%) | AGENCY OBLIGATIONS — (9.4%) |
| Federal Home Loan Banks | Federal Home Loan Banks |  |  |  |
|  | 3.125%, 09/12/25 |  | 1000 | &nbsp;&nbsp; $997635 |
|  | 5.750%, 06/12/26 |  | 200 | &nbsp;&nbsp; 202443 |
|  | 3.000%, 09/11/26 |  | 1200 | &nbsp;&nbsp; 1185563 |
|  | 3.000%, 03/10/28 |  | 460 | &nbsp;&nbsp; 449424 |
|  | 3.250%, 06/09/28 |  | 2450 | &nbsp;&nbsp; 2407998 |
|  | 3.250%, 11/16/28 |  | 7100 | &nbsp;&nbsp; 6973395 |
|  | 2.125%, 09/14/29 |  | 945 | &nbsp;&nbsp; 875101 |
|  | 2.125%, 12/14/29 |  | 1000 | &nbsp;&nbsp; 921950 |
|  | 5.500%, 07/15/36 |  | 3295 | &nbsp;&nbsp; 3521219 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan <br> Mortgage Corp. | &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan <br> Mortgage Corp. |  |  |  |
| # | 6.750%, 09/15/29 |  | 2500 | &nbsp;&nbsp; 2769661 |
|  | 6.750%, 03/15/31 |  | 3815 | &nbsp;&nbsp; 4338420 |
|  | 6.250%, 07/15/32 |  | 4239 | &nbsp;&nbsp; 4777751 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association | &nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association |  |  |  |
|  | 2.125%, 04/24/26 |  | 3000 | &nbsp;&nbsp; 2954595 |
|  | 1.875%, 09/24/26 |  | 2090 | &nbsp;&nbsp; 2037932 |
|  | 0.750%, 10/08/27 |  | 1420 | &nbsp;&nbsp; 1326401 |
| # | 6.250%, 05/15/29 |  | 4330 | &nbsp;&nbsp; 4682549 |
|  | 7.125%, 01/15/30 |  | 3583 | &nbsp;&nbsp; 4042990 |
| # | 7.250%, 05/15/30 |  | 3316 | &nbsp;&nbsp; 3788082 |
|  | 0.875%, 08/05/30 |  | 10650 | &nbsp;&nbsp; 9172911 |
|  | 6.625%, 11/15/30 |  | 4400 | &nbsp;&nbsp; 4950102 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL AGENCY <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL AGENCY <br> OBLIGATIONS |  |  | &nbsp;&nbsp; 62376122 |
| BONDS — (48.4%) | BONDS — (48.4%) | BONDS — (48.4%) | BONDS — (48.4%) | BONDS — (48.4%) |
| 7-Eleven, Inc. | 7-Eleven, Inc. |  |  |  |
| Ω | 1.800%, 02/10/31 |  | 173 | &nbsp;&nbsp; 147105 |
| Ω | 2.500%, 02/10/41 |  | 1132 | &nbsp;&nbsp; 758944 |
| &nbsp;&nbsp;&nbsp;&nbsp; ABN AMRO Bank NV, 3M <br> Euribor + 0.600%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; ABN AMRO Bank NV, 3M <br> Euribor + 0.600%, FRN |  |  |  |
| (r) | 2.626%, 01/15/27 | EUR | 2600 | &nbsp;&nbsp; 2981290 |
| &nbsp;&nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global <br> Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global <br> Aviation Trust |  |  |  |
|  | 3.850%, 10/29/41 |  | 308 | &nbsp;&nbsp; 245621 |
| Aetna, Inc. | Aetna, Inc. |  |  |  |
|  | 6.750%, 12/15/37 |  | 730 | &nbsp;&nbsp; 787531 |
|  | 4.500%, 05/15/42 |  | 200 | &nbsp;&nbsp; 164796 |
| &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Managers Group, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Managers Group, <br> Inc. |  |  |  |
|  | 3.500%, 08/01/25 |  | 150 | &nbsp;&nbsp; 150000 |
|  | 3.300%, 06/15/30 |  | 800 | &nbsp;&nbsp; 747826 |
| African Development Bank | African Development Bank |  |  |  |
|  | 3.350%, 08/08/28 | AUD | 3100 | &nbsp;&nbsp; 1964981 |
| Ahold Finance USA LLC | Ahold Finance USA LLC |  |  |  |
|  | 6.875%, 05/01/29 |  | 40 | &nbsp;&nbsp; 43303 |
| Aker BP ASA | Aker BP ASA |  |  |  |
| Ω | 5.125%, 10/01/34 |  | 200 | &nbsp;&nbsp; 192024 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Allstate Corp. | Allstate Corp. |  |  |  |
|  | 4.500%, 06/15/43 |  | 2000 | &nbsp;&nbsp; $1728752 |
| Ally Financial, Inc. | Ally Financial, Inc. |  |  |  |
|  | 8.000%, 11/01/31 |  | 200 | &nbsp;&nbsp; 225945 |
| Alphabet, Inc. | Alphabet, Inc. |  |  |  |
|  | 1.900%, 08/15/40 |  | 1400 | &nbsp;&nbsp; 931031 |
| Amazon.com, Inc. | Amazon.com, Inc. |  |  |  |
| # | 1.500%, 06/03/30 |  | 4000 | &nbsp;&nbsp; 3528742 |
|  | 4.700%, 12/01/32 |  | 3000 | &nbsp;&nbsp; 3046123 |
|  | 2.875%, 05/12/41 |  | 3200 | &nbsp;&nbsp; 2381834 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amcor Flexibles North <br> America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Amcor Flexibles North <br> America, Inc. |  |  |  |
|  | 2.630%, 06/19/30 |  | 125 | &nbsp;&nbsp; 113426 |
| American Express Co. | American Express Co. |  |  |  |
|  | 4.050%, 12/03/42 |  | 1200 | &nbsp;&nbsp; 1005826 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Honda Finance <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; American Honda Finance <br> Corp. |  |  |  |
|  | 4.900%, 01/10/34 |  | 1000 | &nbsp;&nbsp; 987851 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Honda Finance <br> Corp., SOFR + 0.710%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; American Honda Finance <br> Corp., SOFR + 0.710%, <br> FRN |  |  |  |
| (r) | 5.054%, 07/09/27 |  | 1000 | &nbsp;&nbsp; 998886 |
| American Tower Corp. | American Tower Corp. |  |  |  |
|  | 2.300%, 09/15/31 |  | 500 | &nbsp;&nbsp; 433700 |
|  | 4.050%, 03/15/32 |  | 625 | &nbsp;&nbsp; 598717 |
| Ameriprise Financial, Inc. | Ameriprise Financial, Inc. |  |  |  |
|  | 4.500%, 05/13/32 |  | 200 | &nbsp;&nbsp; 198075 |
| Aon Corp. | Aon Corp. |  |  |  |
|  | 3.750%, 05/02/29 |  | 1000 | &nbsp;&nbsp; 975580 |
| APA Infrastructure Ltd. | APA Infrastructure Ltd. |  |  |  |
| Ω | 5.000%, 03/23/35 |  | 1000 | &nbsp;&nbsp; 959981 |
| ARES Capital Corp. | ARES Capital Corp. |  |  |  |
|  | 3.200%, 11/15/31 |  | 150 | &nbsp;&nbsp; 131166 |
|  | 5.800%, 03/08/32 |  | 200 | &nbsp;&nbsp; 199660 |
| Arrow Electronics, Inc. | Arrow Electronics, Inc. |  |  |  |
|  | 3.875%, 01/12/28 |  | 400 | &nbsp;&nbsp; 391974 |
| Ashtead Capital, Inc. | Ashtead Capital, Inc. |  |  |  |
| Ω | 2.450%, 08/12/31 |  | 1000 | &nbsp;&nbsp; 864979 |
|  | 5.950%, 10/15/33 |  | 3000 | &nbsp;&nbsp; 3113953 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asian Development Bank, <br> SONIA + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Asian Development Bank, <br> SONIA + 1.000%, FRN |  |  |  |
| (r) | 5.238%, 05/23/29 | GBP | 5000 | &nbsp;&nbsp; 6771687 |
| AT&T, Inc. | AT&T, Inc. |  |  |  |
|  | 2.750%, 06/01/31 |  | 306 | &nbsp;&nbsp; 276628 |
|  | 3.500%, 06/01/41 |  | 1705 | &nbsp;&nbsp; 1333361 |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd. |  |  |  |
|  | 4.950%, 02/05/29 | AUD | 5000 | &nbsp;&nbsp; 3298851 |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.700%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.700%, FRN |  |  |  |
| (r) | 4.399%, 06/18/27 | AUD | 1000 | &nbsp;&nbsp; 644732 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.960%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.960%, FRN |  |  |  |
| (r) | 4.810%, 02/05/29 | AUD | 1000 | &nbsp;&nbsp; $647534 |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.810%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.810%, FRN |  |  |  |
| (r)Ω | 5.188%, 01/18/27 |  | 500 | &nbsp;&nbsp; 503282 |
| Autodesk, Inc. | Autodesk, Inc. |  |  |  |
|  | 3.500%, 06/15/27 |  | 315 | &nbsp;&nbsp; 310256 |
| Avnet, Inc. | Avnet, Inc. |  |  |  |
|  | 3.000%, 05/15/31 |  | 1500 | &nbsp;&nbsp; 1341842 |
|  | 5.500%, 06/01/32 |  | 120 | &nbsp;&nbsp; 120822 |
| &nbsp;&nbsp;&nbsp;&nbsp; Baker Hughes <br> Holdings LLC/Baker <br> Hughes Co-Obligor, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Baker Hughes <br> Holdings LLC/Baker <br> Hughes Co-Obligor, Inc. |  |  |  |
|  | 3.337%, 12/15/27 |  | 30 | &nbsp;&nbsp; 29304 |
| Banco Santander SA | Banco Santander SA |  |  |  |
|  | 3.800%, 02/23/28 |  | 200 | &nbsp;&nbsp; 196371 |
| Bank of America Corp. | Bank of America Corp. |  |  |  |
|  | 5.875%, 02/07/42 |  | 2075 | &nbsp;&nbsp; 2164311 |
| Bank of Montreal | Bank of Montreal |  |  |  |
|  | 2.750%, 06/15/27 | EUR | 300 | &nbsp;&nbsp; 344960 |
| Bank of Nova Scotia | Bank of Nova Scotia |  |  |  |
|  | 2.150%, 08/01/31 |  | 2200 | &nbsp;&nbsp; 1916914 |
|  | 2.450%, 02/02/32 |  | 275 | &nbsp;&nbsp; 238993 |
| Barclays PLC | Barclays PLC |  |  |  |
|  | 4.375%, 01/12/26 |  | 500 | &nbsp;&nbsp; 499623 |
| Best Buy Co., Inc. | Best Buy Co., Inc. |  |  |  |
|  | 4.450%, 10/01/28 |  | 200 | &nbsp;&nbsp; 199675 |
| # | 1.950%, 10/01/30 |  | 800 | &nbsp;&nbsp; 702011 |
| Blackrock, Inc. | Blackrock, Inc. |  |  |  |
|  | 3.250%, 04/30/29 |  | 1400 | &nbsp;&nbsp; 1357096 |
|  | 2.400%, 04/30/30 |  | 133 | &nbsp;&nbsp; 122254 |
|  | 1.900%, 01/28/31 |  | 160 | &nbsp;&nbsp; 140209 |
|  | 2.100%, 02/25/32 |  | 3500 | &nbsp;&nbsp; 3019311 |
| Blue Owl Finance LLC | Blue Owl Finance LLC |  |  |  |
|  | 6.250%, 04/18/34 |  | 200 | &nbsp;&nbsp; 206023 |
| BMW U.S. Capital LLC | BMW U.S. Capital LLC |  |  |  |
|  | 1.000%, 04/20/27 | EUR | 300 | &nbsp;&nbsp; 334924 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP |  |  |  |
|  | 3.600%, 09/01/32 |  | 1050 | &nbsp;&nbsp; 951566 |
| Booking Holdings, Inc. | Booking Holdings, Inc. |  |  |  |
|  | 4.625%, 04/13/30 |  | 800 | &nbsp;&nbsp; 806141 |
| Boston Properties LP | Boston Properties LP |  |  |  |
|  | 2.550%, 04/01/32 |  | 1000 | &nbsp;&nbsp; 846685 |
|  | 5.750%, 01/15/35 |  | 400 | &nbsp;&nbsp; 402357 |
| Brighthouse Financial, Inc. | Brighthouse Financial, Inc. |  |  |  |
|  | 5.625%, 05/15/30 |  | 1500 | &nbsp;&nbsp; 1502830 |
| &nbsp;&nbsp;&nbsp;&nbsp; British Telecommunications <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; British Telecommunications <br> PLC |  |  |  |
|  | 5.125%, 12/04/28 |  | 500 | &nbsp;&nbsp; 508582 |
| Ω | 3.250%, 11/08/29 |  | 1000 | &nbsp;&nbsp; 948433 |
| Broadcom, Inc. | Broadcom, Inc. |  |  |  |
| Ω | 3.419%, 04/15/33 |  | 767 | &nbsp;&nbsp; 693841 |
| Ω | 3.469%, 04/15/34 |  | 345 | &nbsp;&nbsp; 306630 |
| Ω | 3.137%, 11/15/35 |  | 483 | &nbsp;&nbsp; 405417 |
| Ω | 3.187%, 11/15/36 |  | 41 | &nbsp;&nbsp; 33835 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Ω | 4.926%, 05/15/37 |  | 436 | &nbsp;&nbsp; $421336 |
| Ω | 3.500%, 02/15/41 |  | 1400 | &nbsp;&nbsp; 1107878 |
| Brookfield Finance, Inc. | Brookfield Finance, Inc. |  |  |  |
|  | 6.350%, 01/05/34 |  | 2130 | &nbsp;&nbsp; 2293308 |
| Brunswick Corp. | Brunswick Corp. |  |  |  |
|  | 4.400%, 09/15/32 |  | 200 | &nbsp;&nbsp; 186781 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce |  |  |  |
|  | 3.600%, 04/07/32 |  | 2000 | &nbsp;&nbsp; 1858968 |
| Carrier Global Corp. | Carrier Global Corp. |  |  |  |
|  | 3.377%, 04/05/40 |  | 1000 | &nbsp;&nbsp; 789147 |
| &nbsp;&nbsp;&nbsp;&nbsp; CenterPoint Energy <br> Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; CenterPoint Energy <br> Resources Corp. |  |  |  |
|  | 5.850%, 01/15/41 |  | 442 | &nbsp;&nbsp; 442190 |
| &nbsp;&nbsp;&nbsp;&nbsp; Choice Hotels <br> International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Choice Hotels <br> International, Inc. |  |  |  |
|  | 3.700%, 12/01/29 |  | 520 | &nbsp;&nbsp; 491979 |
| Chubb Corp. | Chubb Corp. |  |  |  |
|  | 6.000%, 05/11/37 |  | 1000 | &nbsp;&nbsp; 1074907 |
| Cisco Systems, Inc. | Cisco Systems, Inc. |  |  |  |
|  | 5.900%, 02/15/39 |  | 200 | &nbsp;&nbsp; 213878 |
| Citigroup, Inc. | Citigroup, Inc. |  |  |  |
|  | 8.125%, 07/15/39 |  | 1167 | &nbsp;&nbsp; 1459365 |
|  | 5.875%, 01/30/42 |  | 400 | &nbsp;&nbsp; 413559 |
| CNO Financial Group, Inc. | CNO Financial Group, Inc. |  |  |  |
|  | 5.250%, 05/30/29 |  | 700 | &nbsp;&nbsp; 706030 |
|  | 6.450%, 06/15/34 |  | 1000 | &nbsp;&nbsp; 1041822 |
| Comcast Corp. | Comcast Corp. |  |  |  |
|  | 7.050%, 03/15/33 |  | 400 | &nbsp;&nbsp; 454679 |
|  | 3.900%, 03/01/38 |  | 310 | &nbsp;&nbsp; 266919 |
|  | 4.600%, 10/15/38 |  | 1225 | &nbsp;&nbsp; 1126908 |
|  | 6.550%, 07/01/39 |  | 1000 | &nbsp;&nbsp; 1096165 |
|  | 3.250%, 11/01/39 |  | 400 | &nbsp;&nbsp; 311444 |
|  | 3.750%, 04/01/40 |  | 3173 | &nbsp;&nbsp; 2609765 |
|  | 4.650%, 07/15/42 |  | 400 | &nbsp;&nbsp; 351893 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia |  |  |  |
|  | 4.900%, 08/17/28 | AUD | 4000 | &nbsp;&nbsp; 2631986 |
| Conagra Brands, Inc. | Conagra Brands, Inc. |  |  |  |
|  | 4.850%, 11/01/28 |  | 1000 | &nbsp;&nbsp; 1004189 |
|  | 5.300%, 11/01/38 |  | 300 | &nbsp;&nbsp; 282440 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Edison Co. of <br> New York, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Edison Co. of <br> New York, Inc. |  |  |  |
|  | 5.300%, 03/01/35 |  | 350 | &nbsp;&nbsp; 355799 |
|  | 6.750%, 04/01/38 |  | 200 | &nbsp;&nbsp; 225857 |
|  | 4.200%, 03/15/42 |  | 1000 | &nbsp;&nbsp; 846337 |
| &nbsp;&nbsp;&nbsp;&nbsp; Constellation Energy <br> Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp; Constellation Energy <br> Generation LLC |  |  |  |
|  | 5.750%, 10/01/41 |  | 500 | &nbsp;&nbsp; 500835 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, 3M Swap + 0.750%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, 3M Swap + 0.750%, <br> FRN |  |  |  |
| (r) | 4.460%, 05/26/28 | AUD | 3000 | &nbsp;&nbsp; 1929010 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, 3M Swap + 1.030%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, 3M Swap + 1.030%, <br> FRN |  |  |  |
| (r) | 4.740%, 02/26/29 | AUD | 1500 | &nbsp;&nbsp; 971581 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, SOFR + 0.710%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, SOFR + 0.710%, <br> FRN |  |  |
| (r) | 5.056%, 03/05/27 | 500 | &nbsp;&nbsp; $502094 |
| Cox Communications, Inc. | Cox Communications, Inc. |  |  |
| Ω | 4.800%, 02/01/35 | 300 | &nbsp;&nbsp; 277932 |
| Ω | 8.375%, 03/01/39 | 1500 | &nbsp;&nbsp; 1775553 |
| Ω | 4.700%, 12/15/42 | 300 | &nbsp;&nbsp; 241454 |
| Ω | 4.500%, 06/30/43 | 1900 | &nbsp;&nbsp; 1489838 |
| Crown Castle, Inc. | Crown Castle, Inc. |  |  |
|  | 2.900%, 04/01/41 | 1050 | &nbsp;&nbsp; 750502 |
| CSX Corp. | CSX Corp. |  |  |
|  | 4.100%, 03/15/44 | 200 | &nbsp;&nbsp; 164896 |
| Cummins, Inc. | Cummins, Inc. |  |  |
|  | 4.875%, 10/01/43 | 2180 | &nbsp;&nbsp; 2040296 |
| CVS Health Corp. | CVS Health Corp. |  |  |
|  | 4.780%, 03/25/38 | 500 | &nbsp;&nbsp; 456892 |
|  | 6.125%, 09/15/39 | 1900 | &nbsp;&nbsp; 1933146 |
|  | 4.125%, 04/01/40 | 85 | &nbsp;&nbsp; 70695 |
|  | 5.300%, 12/05/43 | 400 | &nbsp;&nbsp; 362290 |
|  | 6.000%, 06/01/44 | 500 | &nbsp;&nbsp; 492465 |
| &nbsp;&nbsp;&nbsp;&nbsp; DCP Midstream <br> Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; DCP Midstream <br> Operating LP |  |  |
|  | 5.600%, 04/01/44 | 50 | &nbsp;&nbsp; 46309 |
| Deere & Co. | Deere & Co. |  |  |
| # | 3.900%, 06/09/42 | 1000 | &nbsp;&nbsp; 847434 |
| Dick's Sporting Goods, Inc. | Dick's Sporting Goods, Inc. |  |  |
|  | 3.150%, 01/15/32 | 300 | &nbsp;&nbsp; 269338 |
| Dollar Tree, Inc. | Dollar Tree, Inc. |  |  |
|  | 4.200%, 05/15/28 | 400 | &nbsp;&nbsp; 396158 |
| Dow Chemical Co. | Dow Chemical Co. |  |  |
|  | 6.300%, 03/15/33 | 1200 | &nbsp;&nbsp; 1273068 |
|  | 5.250%, 11/15/41 | 1450 | &nbsp;&nbsp; 1299890 |
|  | 4.625%, 10/01/44 | 200 | &nbsp;&nbsp; 160902 |
| &nbsp;&nbsp;&nbsp;&nbsp; E.ON International Finance <br> BV | &nbsp;&nbsp;&nbsp;&nbsp; E.ON International Finance <br> BV |  |  |
| #Ω | 6.650%, 04/30/38 | 1000 | &nbsp;&nbsp; 1095730 |
| Eastman Chemical Co. | Eastman Chemical Co. |  |  |
|  | 4.800%, 09/01/42 | 2500 | &nbsp;&nbsp; 2173766 |
| Eaton Vance Corp. | Eaton Vance Corp. |  |  |
|  | 3.500%, 04/06/27 | 1500 | &nbsp;&nbsp; 1478326 |
| eBay, Inc. | eBay, Inc. |  |  |
|  | 4.000%, 07/15/42 | 500 | &nbsp;&nbsp; 404503 |
| Elevance Health, Inc. | Elevance Health, Inc. |  |  |
|  | 5.850%, 01/15/36 | 200 | &nbsp;&nbsp; 207257 |
|  | 6.375%, 06/15/37 | 400 | &nbsp;&nbsp; 428476 |
|  | 4.625%, 05/15/42 | 1000 | &nbsp;&nbsp; 871559 |
|  | 4.650%, 01/15/43 | 2066 | &nbsp;&nbsp; 1792652 |
|  | 5.100%, 01/15/44 | 200 | &nbsp;&nbsp; 181695 |
| &nbsp;&nbsp;&nbsp;&nbsp; Enbridge Energy <br> Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; Enbridge Energy <br> Partners LP |  |  |
|  | 5.500%, 09/15/40 | 1071 | &nbsp;&nbsp; 1036267 |
| &nbsp;&nbsp;&nbsp;&nbsp; Enel Finance International <br> NV | &nbsp;&nbsp;&nbsp;&nbsp; Enel Finance International <br> NV |  |  |
| Ω | 3.500%, 04/06/28 | 200 | &nbsp;&nbsp; 194719 |
| Ω | 6.000%, 10/07/39 | 1950 | &nbsp;&nbsp; 1991751 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Enterprise Products <br> Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; Enterprise Products <br> Operating LLC |  |  |  |
|  | 7.550%, 04/15/38 |  | 200 | &nbsp;&nbsp; $235357 |
|  | 6.125%, 10/15/39 |  | 400 | &nbsp;&nbsp; 422585 |
|  | 5.950%, 02/01/41 |  | 1800 | &nbsp;&nbsp; 1855607 |
|  | 5.700%, 02/15/42 |  | 400 | &nbsp;&nbsp; 400804 |
|  | 4.850%, 08/15/42 |  | 444 | &nbsp;&nbsp; 403089 |
| Equinix, Inc. | Equinix, Inc. |  |  |  |
|  | 2.500%, 05/15/31 |  | 500 | &nbsp;&nbsp; 443372 |
| Equinor ASA | Equinor ASA |  |  |  |
|  | 1.250%, 02/17/27 | EUR | 1600 | &nbsp;&nbsp; 1795536 |
| &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.300%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.300%, FRN |  |  |  |
| (r) | 4.641%, 02/16/29 |  | 184 | &nbsp;&nbsp; 183816 |
| &nbsp;&nbsp;&nbsp;&nbsp; European Investment <br> Bank, SONIA + 0.340%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; European Investment <br> Bank, SONIA + 0.340%, <br> FRN |  |  |  |
| (r) | 4.579%, 03/12/26 | GBP | 680 | &nbsp;&nbsp; 899160 |
| &nbsp;&nbsp;&nbsp;&nbsp; European Investment <br> Bank, SONIA + 1.000%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; European Investment <br> Bank, SONIA + 1.000%, <br> FRN |  |  |  |
| (r) | 5.238%, 09/08/25 | GBP | 700 | &nbsp;&nbsp; 925278 |
| Expedia Group, Inc. | Expedia Group, Inc. |  |  |  |
|  | 3.250%, 02/15/30 |  | 1200 | &nbsp;&nbsp; 1131058 |
| Extra Space Storage LP | Extra Space Storage LP |  |  |  |
|  | 2.350%, 03/15/32 |  | 900 | &nbsp;&nbsp; 767030 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fairfax Financial Holdings <br> Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; Fairfax Financial Holdings <br> Ltd. |  |  |  |
|  | 6.000%, 12/07/33 |  | 1400 | &nbsp;&nbsp; 1456983 |
| FedEx Corp. | FedEx Corp. |  |  |  |
| Ω | 4.900%, 01/15/34 |  | 672 | &nbsp;&nbsp; 649977 |
| Ω | 3.250%, 05/15/41 |  | 450 | &nbsp;&nbsp; 321681 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National Financial, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National Financial, <br> Inc. |  |  |  |
|  | 3.400%, 06/15/30 |  | 700 | &nbsp;&nbsp; 653649 |
|  | 2.450%, 03/15/31 |  | 500 | &nbsp;&nbsp; 434132 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Information Services, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Information Services, <br> Inc. |  |  |  |
|  | 3.100%, 03/01/41 |  | 61 | &nbsp;&nbsp; 44603 |
| &nbsp;&nbsp;&nbsp;&nbsp; First American Financial <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; First American Financial <br> Corp. |  |  |  |
|  | 2.400%, 08/15/31 |  | 300 | &nbsp;&nbsp; 256915 |
| Flex Ltd. | Flex Ltd. |  |  |  |
|  | 4.875%, 06/15/29 |  | 700 | &nbsp;&nbsp; 703374 |
| Flowserve Corp. | Flowserve Corp. |  |  |  |
|  | 2.800%, 01/15/32 |  | 900 | &nbsp;&nbsp; 786270 |
| FMR LLC | FMR LLC |  |  |  |
| Ω | 4.950%, 02/01/33 |  | 250 | &nbsp;&nbsp; 247897 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fortune Brands <br> Innovations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Fortune Brands <br> Innovations, Inc. |  |  |  |
|  | 3.250%, 09/15/29 |  | 2000 | &nbsp;&nbsp; 1891336 |
| Fox Corp. | Fox Corp. |  |  |  |
|  | 5.476%, 01/25/39 |  | 1000 | &nbsp;&nbsp; 973625 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| Franklin Resources, Inc. | Franklin Resources, Inc. |  |  |
|  | 1.600%, 10/30/30 | 3300 | &nbsp;&nbsp; $2842107 |
| GATX Corp. | GATX Corp. |  |  |
|  | 3.500%, 06/01/32 | 850 | &nbsp;&nbsp; 773052 |
| General Motors Co. | General Motors Co. |  |  |
|  | 6.250%, 10/02/43 | 1000 | &nbsp;&nbsp; 990732 |
| &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial <br> Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial <br> Co., Inc. |  |  |
|  | 6.400%, 01/09/33 | 400 | &nbsp;&nbsp; 421046 |
|  | 5.450%, 09/06/34 | 200 | &nbsp;&nbsp; 197005 |
|  | 5.900%, 01/07/35 | 400 | &nbsp;&nbsp; 403766 |
| Georgia-Pacific LLC | Georgia-Pacific LLC |  |  |
|  | 7.750%, 11/15/29 | 40 | &nbsp;&nbsp; 45126 |
| Global Payments, Inc. | Global Payments, Inc. |  |  |
|  | 4.450%, 06/01/28 | 787 | &nbsp;&nbsp; 783638 |
| Halliburton Co. | Halliburton Co. |  |  |
|  | 6.700%, 09/15/38 | 795 | &nbsp;&nbsp; 863937 |
|  | 7.450%, 09/15/39 | 1000 | &nbsp;&nbsp; 1157498 |
| Hasbro, Inc. | Hasbro, Inc. |  |  |
|  | 6.350%, 03/15/40 | 2200 | &nbsp;&nbsp; 2268156 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care Service Corp. <br> A Mutual Legal Reserve <br> Co. | &nbsp;&nbsp;&nbsp;&nbsp; Health Care Service Corp. <br> A Mutual Legal Reserve <br> Co. |  |  |
| Ω | 2.200%, 06/01/30 | 500 | &nbsp;&nbsp; 446015 |
| Ω | 5.450%, 06/15/34 | 400 | &nbsp;&nbsp; 403940 |
| Home Depot, Inc. | Home Depot, Inc. |  |  |
|  | 3.300%, 04/15/40 | 3600 | &nbsp;&nbsp; 2849887 |
|  | 5.950%, 04/01/41 | 800 | &nbsp;&nbsp; 840995 |
| Host Hotels & Resorts LP | Host Hotels & Resorts LP |  |  |
|  | 5.700%, 07/01/34 | 1000 | &nbsp;&nbsp; 1004243 |
|  | 5.500%, 04/15/35 | 200 | &nbsp;&nbsp; 197352 |
| HP, Inc. | HP, Inc. |  |  |
| # | 6.000%, 09/15/41 | 1150 | &nbsp;&nbsp; 1158810 |
| HSBC Holdings PLC | HSBC Holdings PLC |  |  |
|  | 6.100%, 01/14/42 | 1900 | &nbsp;&nbsp; 2016031 |
| Humana, Inc. | Humana, Inc. |  |  |
|  | 4.950%, 10/01/44 | 2000 | &nbsp;&nbsp; 1731076 |
| &nbsp;&nbsp;&nbsp;&nbsp; IBM International Capital <br> Pte. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; IBM International Capital <br> Pte. Ltd. |  |  |
|  | 5.250%, 02/05/44 | 1500 | &nbsp;&nbsp; 1431975 |
| Illinois Tool Works, Inc. | Illinois Tool Works, Inc. |  |  |
|  | 4.875%, 09/15/41 | 1000 | &nbsp;&nbsp; 935180 |
|  | 3.900%, 09/01/42 | 200 | &nbsp;&nbsp; 164766 |
| ING Groep NV | ING Groep NV |  |  |
|  | 4.050%, 04/09/29 | 700 | &nbsp;&nbsp; 689473 |
| Intel Corp. | Intel Corp. |  |  |
|  | 4.600%, 03/25/40 | 300 | &nbsp;&nbsp; 257151 |
|  | 2.800%, 08/12/41 | 2300 | &nbsp;&nbsp; 1512084 |
|  | 4.800%, 10/01/41 | 130 | &nbsp;&nbsp; 111217 |
|  | 5.625%, 02/10/43 | 2400 | &nbsp;&nbsp; 2237652 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.170%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.170%, FRN |  |  |
| (r) | 4.518%, 09/16/26 | 750 | &nbsp;&nbsp; 750015 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.300%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.300%, FRN |  |  |
| (r) | 4.639%, 02/15/29 | 1100 | &nbsp;&nbsp; 1097657 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.350%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.350%, FRN |  |  |  |
| (r) | 4.702%, 10/04/27 |  | 5000 | &nbsp;&nbsp; $5009512 |
| (r) | 4.702%, 10/05/28 |  | 1200 | &nbsp;&nbsp; 1201104 |
| &nbsp;&nbsp;&nbsp;&nbsp; Intercontinental Exchange, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Intercontinental Exchange, <br> Inc. |  |  |  |
|  | 2.650%, 09/15/40 |  | 4750 | &nbsp;&nbsp; 3423373 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.270%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.270%, FRN |  |  |  |
| (r) | 4.617%, 06/15/27 |  | 3200 | &nbsp;&nbsp; 3200693 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.430%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.430%, FRN |  |  |  |
| (r) | 4.762%, 08/19/27 |  | 1123 | &nbsp;&nbsp; 1126549 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Business <br> Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; International Business <br> Machines Corp. |  |  |  |
|  | 1.950%, 05/15/30 |  | 2600 | &nbsp;&nbsp; 2315454 |
|  | 4.000%, 06/20/42 |  | 400 | &nbsp;&nbsp; 329427 |
| &nbsp;&nbsp;&nbsp;&nbsp; Invitation Homes Operating <br> Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; Invitation Homes Operating <br> Partnership LP |  |  |  |
|  | 2.000%, 08/15/31 |  | 1000 | &nbsp;&nbsp; 848855 |
|  | 2.700%, 01/15/34 |  | 1000 | &nbsp;&nbsp; 825488 |
| J.M. Smucker Co. | J.M. Smucker Co. |  |  |  |
|  | 4.250%, 03/15/35 |  | 1300 | &nbsp;&nbsp; 1204727 |
| Jabil, Inc. | Jabil, Inc. |  |  |  |
|  | 3.600%, 01/15/30 |  | 750 | &nbsp;&nbsp; 713671 |
| Jackson Financial, Inc. | Jackson Financial, Inc. |  |  |  |
|  | 3.125%, 11/23/31 |  | 235 | &nbsp;&nbsp; 208269 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Five <br> Year Bonds | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Five <br> Year Bonds |  |  |  |
|  | 0.400%, 09/20/28 | JPY | 292000 | &nbsp;&nbsp; 1906210 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Ten <br> Year Bonds | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Ten <br> Year Bonds |  |  |  |
|  | 0.100%, 09/20/28 | JPY | 400000 | &nbsp;&nbsp; 2586711 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jefferies Financial Group, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Jefferies Financial Group, <br> Inc. |  |  |  |
|  | 2.625%, 10/15/31 |  | 350 | &nbsp;&nbsp; 305109 |
|  | 2.750%, 10/15/32 |  | 2120 | &nbsp;&nbsp; 1801831 |
|  | 6.200%, 04/14/34 |  | 2000 | &nbsp;&nbsp; 2089356 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. |  |  |  |
|  | 5.500%, 10/15/40 |  | 1600 | &nbsp;&nbsp; 1618837 |
|  | 5.600%, 07/15/41 |  | 1000 | &nbsp;&nbsp; 1023238 |
| Kemper Corp. | Kemper Corp. |  |  |  |
|  | 3.800%, 02/23/32 |  | 330 | &nbsp;&nbsp; 300029 |
| Kimco Realty OP LLC | Kimco Realty OP LLC |  |  |  |
|  | 2.700%, 10/01/30 |  | 2200 | &nbsp;&nbsp; 2012460 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kinder Morgan Energy <br> Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; Kinder Morgan Energy <br> Partners LP |  |  |  |
|  | 6.500%, 09/01/39 |  | 100 | &nbsp;&nbsp; 105865 |
|  | 5.000%, 08/15/42 |  | 3700 | &nbsp;&nbsp; 3299039 |
|  | 5.000%, 03/01/43 |  | 400 | &nbsp;&nbsp; 357304 |
|  | 5.500%, 03/01/44 |  | 500 | &nbsp;&nbsp; 468821 |
|  | 5.400%, 09/01/44 |  | 150 | &nbsp;&nbsp; 139029 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; KKR Group Finance Co. <br> II LLC | &nbsp;&nbsp;&nbsp;&nbsp; KKR Group Finance Co. <br> II LLC |  |  |  |
| #Ω | 5.500%, 02/01/43 |  | 500 | &nbsp;&nbsp; $480353 |
| Kraft Heinz Foods Co. | Kraft Heinz Foods Co. |  |  |  |
|  | 6.875%, 01/26/39 |  | 500 | &nbsp;&nbsp; 539198 |
|  | 4.625%, 10/01/39 |  | 1700 | &nbsp;&nbsp; 1486196 |
|  | 5.000%, 06/04/42 |  | 300 | &nbsp;&nbsp; 266939 |
| Kroger Co. | Kroger Co. |  |  |  |
|  | 7.500%, 04/01/31 |  | 424 | &nbsp;&nbsp; 482695 |
| Legg Mason, Inc. | Legg Mason, Inc. |  |  |  |
|  | 4.750%, 03/15/26 |  | 28 | &nbsp;&nbsp; 28024 |
| Lincoln National Corp. | Lincoln National Corp. |  |  |  |
|  | 3.400%, 01/15/31 |  | 373 | &nbsp;&nbsp; 345714 |
|  | 3.400%, 03/01/32 |  | 268 | &nbsp;&nbsp; 242719 |
|  | 7.000%, 06/15/40 |  | 1144 | &nbsp;&nbsp; 1257551 |
| LPL Holdings, Inc. | LPL Holdings, Inc. |  |  |  |
|  | 5.650%, 03/15/35 |  | 600 | &nbsp;&nbsp; 602020 |
| LSEGA Financing PLC | LSEGA Financing PLC |  |  |  |
| Ω | 3.200%, 04/06/41 |  | 2513 | &nbsp;&nbsp; 1913006 |
| &nbsp;&nbsp;&nbsp;&nbsp; LYB International Finance <br> BV | &nbsp;&nbsp;&nbsp;&nbsp; LYB International Finance <br> BV |  |  |  |
|  | 5.250%, 07/15/43 |  | 1200 | &nbsp;&nbsp; 1054266 |
| # | 4.875%, 03/15/44 |  | 200 | &nbsp;&nbsp; 167617 |
| &nbsp;&nbsp;&nbsp;&nbsp; LYB International Finance <br> III LLC | &nbsp;&nbsp;&nbsp;&nbsp; LYB International Finance <br> III LLC |  |  |  |
|  | 3.375%, 10/01/40 |  | 940 | &nbsp;&nbsp; 681685 |
| &nbsp;&nbsp;&nbsp;&nbsp; Macquarie Bank Ltd., 3M <br> Euribor + 0.440%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Macquarie Bank Ltd., 3M <br> Euribor + 0.440%, FRN |  |  |  |
| (r) | 2.441%, 12/18/26 | EUR | 195 | &nbsp;&nbsp; 223019 |
| Marathon Petroleum Corp. | Marathon Petroleum Corp. |  |  |  |
|  | 6.500%, 03/01/41 |  | 2712 | &nbsp;&nbsp; 2828678 |
| Mars, Inc. | Mars, Inc. |  |  |  |
| Ω | 3.875%, 04/01/39 |  | 400 | &nbsp;&nbsp; 342476 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marsh & McLennan Cos., <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Marsh & McLennan Cos., <br> Inc. |  |  |  |
|  | 2.375%, 12/15/31 |  | 574 | &nbsp;&nbsp; 501554 |
|  | 4.750%, 03/15/39 |  | 500 | &nbsp;&nbsp; 471099 |
|  | 5.350%, 11/15/44 |  | 266 | &nbsp;&nbsp; 256993 |
| Mastercard, Inc. | Mastercard, Inc. |  |  |  |
|  | 4.350%, 01/15/32 |  | 1000 | &nbsp;&nbsp; 990407 |
| Meta Platforms, Inc. | Meta Platforms, Inc. |  |  |  |
|  | 3.850%, 08/15/32 |  | 1000 | &nbsp;&nbsp; 956011 |
| MetLife, Inc. | MetLife, Inc. |  |  |  |
|  | 5.700%, 06/15/35 |  | 1650 | &nbsp;&nbsp; 1732573 |
|  | 5.875%, 02/06/41 |  | 500 | &nbsp;&nbsp; 514952 |
| Micron Technology, Inc. | Micron Technology, Inc. |  |  |  |
|  | 4.663%, 02/15/30 |  | 600 | &nbsp;&nbsp; 597287 |
|  | 3.366%, 11/01/41 |  | 2950 | &nbsp;&nbsp; 2186345 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial <br> Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial <br> Group, Inc. |  |  |  |
|  | 2.048%, 07/17/30 |  | 3500 | &nbsp;&nbsp; 3101080 |
| Mohawk Industries, Inc. | Mohawk Industries, Inc. |  |  |  |
|  | 3.625%, 05/15/30 |  | 171 | &nbsp;&nbsp; 163446 |
| Morgan Stanley | Morgan Stanley |  |  |  |
|  | 6.375%, 07/24/42 |  | 2500 | &nbsp;&nbsp; 2741691 |
| Mosaic Co. | Mosaic Co. |  |  |  |
|  | 5.625%, 11/15/43 |  | 485 | &nbsp;&nbsp; 462816 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Motorola Solutions, Inc. | Motorola Solutions, Inc. |  |  |  |
|  | 4.600%, 05/23/29 |  | 900 | &nbsp;&nbsp; $902413 |
| MPLX LP | MPLX LP |  |  |  |
|  | 4.500%, 04/15/38 |  | 1000 | &nbsp;&nbsp; 882786 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., 3M Swap + <br> 0.700%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., 3M Swap + <br> 0.700%, FRN |  |  |  |
| (r) | 4.500%, 05/10/27 | AUD | 720 | &nbsp;&nbsp; 463893 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., 3M Swap + <br> 1.030%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., 3M Swap + <br> 1.030%, FRN |  |  |  |
| (r) | 4.827%, 11/16/28 | AUD | 1500 | &nbsp;&nbsp; 973663 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., 3M Swap + <br> 1.200%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., 3M Swap + <br> 1.200%, FRN |  |  |  |
| (r) | 4.910%, 11/25/27 | AUD | 2500 | &nbsp;&nbsp; 1627784 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance <br> Corp. |  |  |  |
|  | 8.000%, 03/01/32 |  | 121 | &nbsp;&nbsp; 142664 |
| NetApp, Inc. | NetApp, Inc. |  |  |  |
|  | 2.700%, 06/22/30 |  | 300 | &nbsp;&nbsp; 272380 |
| Newmont Corp. | Newmont Corp. |  |  |  |
|  | 6.250%, 10/01/39 |  | 200 | &nbsp;&nbsp; 218953 |
|  | 5.450%, 06/09/44 |  | 200 | &nbsp;&nbsp; 194543 |
| &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc. |  |  |  |
|  | 5.250%, 03/15/34 |  | 400 | &nbsp;&nbsp; 403609 |
|  | 5.450%, 03/15/35 |  | 536 | &nbsp;&nbsp; 545317 |
| NIKE, Inc. | NIKE, Inc. |  |  |  |
|  | 2.850%, 03/27/30 |  | 7550 | &nbsp;&nbsp; 7089675 |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. |  |  |  |
|  | 2.679%, 07/16/30 |  | 400 | &nbsp;&nbsp; 361477 |
| Northern Trust Corp. | Northern Trust Corp. |  |  |  |
|  | 1.950%, 05/01/30 |  | 100 | &nbsp;&nbsp; 89827 |
| Nucor Corp. | Nucor Corp. |  |  |  |
|  | 3.950%, 05/01/28 |  | 171 | &nbsp;&nbsp; 169442 |
|  | 6.400%, 12/01/37 |  | 1750 | &nbsp;&nbsp; 1913459 |
| OP Corporate Bank PLC | OP Corporate Bank PLC |  |  |  |
|  | 0.250%, 03/24/26 | EUR | 200 | &nbsp;&nbsp; 225654 |
| &nbsp;&nbsp;&nbsp;&nbsp; OP Corporate Bank PLC, <br> 3M Euribor + 0.400%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; OP Corporate Bank PLC, <br> 3M Euribor + 0.400%, <br> FRN |  |  |  |
| (r) | 2.380%, 03/28/27 | EUR | 379 | &nbsp;&nbsp; 433146 |
| Oracle Corp. | Oracle Corp. |  |  |  |
|  | 3.600%, 04/01/40 |  | 1000 | &nbsp;&nbsp; 789270 |
|  | 5.375%, 07/15/40 |  | 500 | &nbsp;&nbsp; 481201 |
|  | 3.650%, 03/25/41 |  | 1500 | &nbsp;&nbsp; 1172726 |
| ORIX Corp. | ORIX Corp. |  |  |  |
|  | 5.400%, 02/25/35 |  | 400 | &nbsp;&nbsp; 404911 |
| Phillips 66 | Phillips 66 |  |  |  |
|  | 5.875%, 05/01/42 |  | 800 | &nbsp;&nbsp; 795153 |
|  | 4.875%, 11/15/44 |  | 1200 | &nbsp;&nbsp; 1039719 |
| &nbsp;&nbsp;&nbsp;&nbsp; Plains All American <br> Pipeline LP/PAA Finance <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; Plains All American <br> Pipeline LP/PAA Finance <br> Corp. |  |  |  |
|  | 4.300%, 01/31/43 |  | 1500 | &nbsp;&nbsp; 1187885 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 4.700%, 06/15/44 |  | 1000 | &nbsp;&nbsp; $826657 |
| Primerica, Inc. | Primerica, Inc. |  |  |  |
|  | 2.800%, 11/19/31 |  | 1700 | &nbsp;&nbsp; 1515471 |
| &nbsp;&nbsp;&nbsp;&nbsp; Principal Financial Group, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Principal Financial Group, <br> Inc. |  |  |  |
|  | 6.050%, 10/15/36 |  | 1000 | &nbsp;&nbsp; 1061770 |
| Prologis LP | Prologis LP |  |  |  |
|  | 3.000%, 06/02/26 | EUR | 400 | &nbsp;&nbsp; 458609 |
|  | 5.125%, 01/15/34 |  | 800 | &nbsp;&nbsp; 808667 |
| Province of Quebec | Province of Quebec |  |  |  |
|  | 7.500%, 09/15/29 |  | 500 | &nbsp;&nbsp; 562892 |
| &nbsp;&nbsp;&nbsp;&nbsp; Prudential Funding Asia <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; Prudential Funding Asia <br> PLC |  |  |  |
|  | 3.625%, 03/24/32 |  | 2200 | &nbsp;&nbsp; 2045205 |
| &nbsp;&nbsp;&nbsp;&nbsp; Public Storage Operating <br> Co. | &nbsp;&nbsp;&nbsp;&nbsp; Public Storage Operating <br> Co. |  |  |  |
|  | 5.100%, 08/01/33 |  | 1600 | &nbsp;&nbsp; 1634049 |
| PulteGroup, Inc. | PulteGroup, Inc. |  |  |  |
|  | 6.000%, 02/15/35 |  | 1500 | &nbsp;&nbsp; 1561227 |
| Quanta Services, Inc. | Quanta Services, Inc. |  |  |  |
|  | 2.900%, 10/01/30 |  | 1147 | &nbsp;&nbsp; 1054355 |
| Realty Income Corp. | Realty Income Corp. |  |  |  |
|  | 2.850%, 12/15/32 |  | 366 | &nbsp;&nbsp; 321802 |
| &nbsp;&nbsp;&nbsp;&nbsp; Reinsurance Group of <br> America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Reinsurance Group of <br> America, Inc. |  |  |  |
|  | 3.150%, 06/15/30 |  | 1300 | &nbsp;&nbsp; 1215453 |
| RELX Capital, Inc. | RELX Capital, Inc. |  |  |  |
|  | 4.750%, 05/20/32 |  | 133 | &nbsp;&nbsp; 133410 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rogers Communications, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Rogers Communications, <br> Inc. |  |  |  |
|  | 7.500%, 08/15/38 |  | 300 | &nbsp;&nbsp; 344176 |
| Ross Stores, Inc. | Ross Stores, Inc. |  |  |  |
|  | 1.875%, 04/15/31 |  | 1000 | &nbsp;&nbsp; 856747 |
| Royal Bank of Canada | Royal Bank of Canada |  |  |  |
|  | 5.000%, 01/24/28 | GBP | 400 | &nbsp;&nbsp; 535578 |
| Royalty Pharma PLC | Royalty Pharma PLC |  |  |  |
|  | 2.200%, 09/02/30 |  | 1800 | &nbsp;&nbsp; 1591972 |
|  | 3.300%, 09/02/40 |  | 1925 | &nbsp;&nbsp; 1443709 |
| Ryder System, Inc. | Ryder System, Inc. |  |  |  |
|  | 3.350%, 09/01/25 |  | 500 | &nbsp;&nbsp; 499100 |
| &nbsp;&nbsp;&nbsp;&nbsp; Santander Holdings USA, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Santander Holdings USA, <br> Inc. |  |  |  |
|  | 4.400%, 07/13/27 |  | 200 | &nbsp;&nbsp; 199727 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger Holdings <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger Holdings <br> Corp. |  |  |  |
| Ω | 2.650%, 06/26/30 |  | 439 | &nbsp;&nbsp; 403855 |
| #Ω | 4.850%, 05/15/33 |  | 1000 | &nbsp;&nbsp; 984038 |
| Sherwin-Williams Co. | Sherwin-Williams Co. |  |  |  |
|  | 3.450%, 08/01/25 |  | 100 | &nbsp;&nbsp; 100000 |
|  | 2.950%, 08/15/29 |  | 600 | &nbsp;&nbsp; 565256 |
| Simon Property Group LP | Simon Property Group LP |  |  |  |
|  | 2.200%, 02/01/31 |  | 1000 | &nbsp;&nbsp; 883881 |
|  | 2.250%, 01/15/32 |  | 2366 | &nbsp;&nbsp; 2040223 |
|  | 4.750%, 09/26/34 |  | 1200 | &nbsp;&nbsp; 1168424 |
|  | 6.750%, 02/01/40 |  | 200 | &nbsp;&nbsp; 225290 |
| Societe Generale SA | Societe Generale SA |  |  |  |
| Ω | 3.000%, 01/22/30 |  | 1900 | &nbsp;&nbsp; 1761091 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Southwest Gas Corp. | Southwest Gas Corp. |  |  |  |
|  | 3.700%, 04/01/28 |  | 100 | &nbsp;&nbsp; $97853 |
|  | 2.200%, 06/15/30 |  | 500 | &nbsp;&nbsp; 448083 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stanley Black & Decker, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Black & Decker, <br> Inc. |  |  |  |
|  | 5.200%, 09/01/40 |  | 600 | &nbsp;&nbsp; 572299 |
| Steel Dynamics, Inc. | Steel Dynamics, Inc. |  |  |  |
|  | 3.250%, 01/15/31 |  | 125 | &nbsp;&nbsp; 116121 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc. |  |  |  |
|  | 3.784%, 03/09/26 |  | 600 | &nbsp;&nbsp; 597422 |
|  | 1.546%, 06/15/26 | EUR | 100 | &nbsp;&nbsp; 113593 |
|  | 3.040%, 07/16/29 |  | 800 | &nbsp;&nbsp; 756455 |
|  | 2.130%, 07/08/30 |  | 1800 | &nbsp;&nbsp; 1600662 |
|  | 2.222%, 09/17/31 |  | 250 | &nbsp;&nbsp; 217174 |
| Tapestry, Inc. | Tapestry, Inc. |  |  |  |
|  | 5.500%, 03/11/35 |  | 500 | &nbsp;&nbsp; 502296 |
| Target Corp. | Target Corp. |  |  |  |
|  | 4.000%, 07/01/42 |  | 600 | &nbsp;&nbsp; 502206 |
| Telefonica Emisiones SA | Telefonica Emisiones SA |  |  |  |
|  | 7.045%, 06/20/36 |  | 700 | &nbsp;&nbsp; 775527 |
| Telefonica Europe BV | Telefonica Europe BV |  |  |  |
|  | 8.250%, 09/15/30 |  | 975 | &nbsp;&nbsp; 1120386 |
| Texas Instruments, Inc. | Texas Instruments, Inc. |  |  |  |
|  | 4.900%, 03/14/33 |  | 2500 | &nbsp;&nbsp; 2540968 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. |  |  |  |
|  | 4.375%, 04/15/40 |  | 1000 | &nbsp;&nbsp; 883468 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |  |
|  | 4.456%, 06/08/32 |  | 750 | &nbsp;&nbsp; 735577 |
| Travelers Cos., Inc. | Travelers Cos., Inc. |  |  |  |
|  | 5.350%, 11/01/40 |  | 1000 | &nbsp;&nbsp; 996906 |
| &nbsp;&nbsp;&nbsp;&nbsp; TWDC Enterprises 18 <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; TWDC Enterprises 18 <br> Corp. |  |  |  |
|  | 4.375%, 08/16/41 |  | 2000 | &nbsp;&nbsp; 1757737 |
| UBS AG | UBS AG |  |  |  |
|  | 5.808%, 11/24/28 | AUD | 1500 | &nbsp;&nbsp; 1010815 |
| UDR, Inc. | UDR, Inc. |  |  |  |
|  | 2.100%, 06/15/33 |  | 1000 | &nbsp;&nbsp; 808112 |
| Union Pacific Corp. | Union Pacific Corp. |  |  |  |
|  | 2.891%, 04/06/36 |  | 250 | &nbsp;&nbsp; 205365 |
|  | 3.550%, 08/15/39 |  | 200 | &nbsp;&nbsp; 166189 |
|  | 3.200%, 05/20/41 |  | 2500 | &nbsp;&nbsp; 1900281 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Overseas Bank <br> Ltd., 3M Swap + <br> 0.720%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; United Overseas Bank <br> Ltd., 3M Swap + <br> 0.720%, FRN |  |  |  |
| (r) | 4.440%, 04/16/27 | AUD | 1300 | &nbsp;&nbsp; 838102 |
| United Parcel Service, Inc. | United Parcel Service, Inc. |  |  |  |
|  | 4.875%, 11/15/40 |  | 2000 | &nbsp;&nbsp; 1859613 |
| Valero Energy Corp. | Valero Energy Corp. |  |  |  |
|  | 6.625%, 06/15/37 |  | 450 | &nbsp;&nbsp; 485059 |
| VeriSign, Inc. | VeriSign, Inc. |  |  |  |
|  | 2.700%, 06/15/31 |  | 1000 | &nbsp;&nbsp; 890490 |
| &nbsp;&nbsp;&nbsp;&nbsp; Verizon Communications, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Verizon Communications, <br> Inc. |  |  |  |
|  | 4.329%, 09/21/28 |  | 623 | &nbsp;&nbsp; 622414 |
|  | 4.016%, 12/03/29 |  | 151 | &nbsp;&nbsp; 148388 |
|  | 2.355%, 03/15/32 |  | 238 | &nbsp;&nbsp; 204611 |
|  | 4.812%, 03/15/39 |  | 1390 | &nbsp;&nbsp; 1296947 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
|  | 3.400%, 03/22/41 | 1400 | &nbsp;&nbsp; $1079407 |
|  | 3.850%, 11/01/42 | 510 | &nbsp;&nbsp; 405805 |
| Visa, Inc. | Visa, Inc. |  |  |
|  | 2.050%, 04/15/30 | 1000 | &nbsp;&nbsp; 906686 |
|  | 2.700%, 04/15/40 | 3000 | &nbsp;&nbsp; 2242079 |
| Vodafone Group PLC | Vodafone Group PLC |  |  |
| # | 7.875%, 02/15/30 | 20 | &nbsp;&nbsp; 22704 |
|  | 6.250%, 11/30/32 | 533 | &nbsp;&nbsp; 573060 |
| &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Group of <br> America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Group of <br> America Finance LLC |  |  |
| Ω | 5.800%, 03/27/35 | 300 | &nbsp;&nbsp; 300876 |
| Walmart, Inc. | Walmart, Inc. |  |  |
|  | 5.625%, 04/01/40 | 4000 | &nbsp;&nbsp; 4220573 |
| Walt Disney Co. | Walt Disney Co. |  |  |
| # | 4.625%, 03/23/40 | 500 | &nbsp;&nbsp; 472226 |
|  | 3.500%, 05/13/40 | 140 | &nbsp;&nbsp; 114432 |
| Welltower OP LLC | Welltower OP LLC |  |  |
|  | 4.125%, 03/15/29 | 450 | &nbsp;&nbsp; 445258 |
|  | 2.750%, 01/15/31 | 2000 | &nbsp;&nbsp; 1820471 |
| Westlake Corp. | Westlake Corp. |  |  |
|  | 3.375%, 06/15/30 | 100 | &nbsp;&nbsp; 94084 |
| &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> SOFR + 0.420%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> SOFR + 0.420%, FRN |  |  |
| (r) | 4.798%, 04/16/26 | 300 | &nbsp;&nbsp; 300281 |
| WestRock MWV LLC | WestRock MWV LLC |  |  |
|  | 8.200%, 01/15/30 | 222 | &nbsp;&nbsp; 254190 |
| Williams Cos., Inc. | Williams Cos., Inc. |  |  |
|  | 6.300%, 04/15/40 | 200 | &nbsp;&nbsp; 210705 |
| WP Carey, Inc. | WP Carey, Inc. |  |  |
|  | 2.450%, 02/01/32 | 1000 | &nbsp;&nbsp; 856815 |
| TOTAL BONDS | TOTAL BONDS |  | &nbsp;&nbsp; 322480763 |
| U.S. TREASURY OBLIGATIONS — (40.6%) | U.S. TREASURY OBLIGATIONS — (40.6%) | U.S. TREASURY OBLIGATIONS — (40.6%) | U.S. TREASURY OBLIGATIONS — (40.6%) |
| U.S. Treasury Bills | U.S. Treasury Bills |  |  |
| ∞ | 4.499%, 08/19/25 | 1500 | &nbsp;&nbsp; 1496786 |
| U.S. Treasury Bonds | U.S. Treasury Bonds |  |  |
|  | 5.250%, 02/15/29 | 3500 | &nbsp;&nbsp; 3663926 |
|  | 6.250%, 05/15/30 | 3800 | &nbsp;&nbsp; 4175844 |
|  | 1.125%, 05/15/40 | 7600 | &nbsp;&nbsp; 4692109 |
|  | 4.375%, 05/15/40 | 1500 | &nbsp;&nbsp; 1451953 |
|  | 1.125%, 08/15/40 | 8800 | &nbsp;&nbsp; 5381750 |
|  | 3.875%, 08/15/40 | 2800 | &nbsp;&nbsp; 2550625 |
|  | 1.375%, 11/15/40 | 9000 | &nbsp;&nbsp; 5701289 |
|  | 1.875%, 02/15/41 | 8300 | &nbsp;&nbsp; 5671234 |
|  | 2.250%, 05/15/41 | 7500 | &nbsp;&nbsp; 5400879 |
|  | 1.750%, 08/15/41 | 8300 | &nbsp;&nbsp; 5465356 |
|  | 2.000%, 11/15/41 | 7900 | &nbsp;&nbsp; 5386504 |
|  | 2.375%, 02/15/42 | 2800 | &nbsp;&nbsp; 2016438 |
|  | 2.750%, 08/15/42 | 7600 | &nbsp;&nbsp; 5755813 |
|  | 2.750%, 11/15/42 | 6500 | &nbsp;&nbsp; 4899883 |
|  | 3.125%, 02/15/43 | 6700 | &nbsp;&nbsp; 5329902 |
|  | 2.875%, 05/15/43 | 6400 | &nbsp;&nbsp; 4883250 |
|  | 3.625%, 08/15/43 | 2000 | &nbsp;&nbsp; 1701406 |
|  | 3.625%, 02/15/44 | 6800 | &nbsp;&nbsp; 5754234 |
|  | 3.375%, 05/15/44 | 5500 | &nbsp;&nbsp; 4471758 |
|  | 3.125%, 08/15/44 | 7000 | &nbsp;&nbsp; 5455898 |
|  | 3.000%, 11/15/44 | 7100 | &nbsp;&nbsp; 5404043 |
|  | 2.500%, 02/15/45 | 7000 | &nbsp;&nbsp; 4869102 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
|  | 3.000%, 05/15/45 | 6500 | &nbsp;&nbsp; $4919941 |
| U.S. Treasury Notes | U.S. Treasury Notes |  |  |
|  | 3.125%, 08/15/25 | 1500 | &nbsp;&nbsp; 1499193 |
|  | 0.250%, 08/31/25 | 3000 | &nbsp;&nbsp; 2989871 |
|  | 5.000%, 08/31/25 | 6000 | &nbsp;&nbsp; 6002217 |
|  | 0.250%, 10/31/25 | 1000 | &nbsp;&nbsp; 989951 |
|  | 4.250%, 01/31/26 | 4500 | &nbsp;&nbsp; 4497293 |
|  | 2.875%, 08/15/28 | 4250 | &nbsp;&nbsp; 4126650 |
|  | 3.125%, 11/15/28 | 5000 | &nbsp;&nbsp; 4881836 |
|  | 3.750%, 12/31/28 | 4500 | &nbsp;&nbsp; 4478027 |
|  | 2.625%, 02/15/29 | 4000 | &nbsp;&nbsp; 3833438 |
|  | 2.375%, 03/31/29 | 3000 | &nbsp;&nbsp; 2843906 |
|  | 3.250%, 06/30/29 | 1500 | &nbsp;&nbsp; 1464023 |
|  | 3.500%, 01/31/30 | 600 | &nbsp;&nbsp; 589195 |
|  | 4.000%, 07/31/30 | 5500 | &nbsp;&nbsp; 5508164 |
|  | 4.125%, 08/31/30 | 2500 | &nbsp;&nbsp; 2517871 |
|  | 4.625%, 09/30/30 | 600 | &nbsp;&nbsp; 617953 |
|  | 4.375%, 11/30/30 | 1000 | &nbsp;&nbsp; 1018242 |
|  | 1.250%, 08/15/31 | 5200 | &nbsp;&nbsp; 4421828 |
|  | 1.375%, 11/15/31 | 2000 | &nbsp;&nbsp; 1700703 |
|  | 4.125%, 11/30/31 | 5300 | &nbsp;&nbsp; 5309316 |
|  | 4.375%, 01/31/32 | 1500 | &nbsp;&nbsp; 1522617 |
|  | 1.875%, 02/15/32 | 3000 | &nbsp;&nbsp; 2617383 |
|  | 4.125%, 02/29/32 | 4500 | &nbsp;&nbsp; 4503340 |
|  | 2.875%, 05/15/32 | 5000 | &nbsp;&nbsp; 4630273 |
|  | 4.125%, 05/31/32 | 2500 | &nbsp;&nbsp; 2498828 |
|  | 4.000%, 06/30/32 | 2500 | &nbsp;&nbsp; 2479688 |
|  | 2.750%, 08/15/32 | 3500 | &nbsp;&nbsp; 3203457 |
|  | 4.125%, 11/15/32 | 4000 | &nbsp;&nbsp; 3991094 |
|  | 3.500%, 02/15/33 | 2500 | &nbsp;&nbsp; 2389648 |
|  | 3.375%, 05/15/33 | 3000 | &nbsp;&nbsp; 2834648 |
|  | 3.875%, 08/15/33 | 3000 | &nbsp;&nbsp; 2927930 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.098%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.098%, <br> FRN |  |  |
| (r) | 4.379%, 01/31/27 | 9000 | &nbsp;&nbsp; 8998244 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.150%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.150%, <br> FRN |  |  |
| (r) | 4.431%, 04/30/26 | 8600 | &nbsp;&nbsp; 8606637 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.160%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.160%, <br> FRN |  |  |
| (r) | 4.441%, 04/30/27 | 8500 | &nbsp;&nbsp; 8505024 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.170%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.170%, <br> FRN |  |  |
| (r) | 4.451%, 10/31/25 | 8400 | &nbsp;&nbsp; 8403236 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.182%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.182%, <br> FRN |  |  |
| (r) | 4.463%, 07/31/26 | 8500 | &nbsp;&nbsp; 8509002 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.205%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.205%, <br> FRN |  |  |
| (r) | 4.486%, 10/31/26 | 9000 | &nbsp;&nbsp; 9009827 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.245%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.245%, <br> FRN |  |  |
| (r) | 4.526%, 01/31/26 | 9500 | &nbsp;&nbsp; $9509398 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S.Treasury Notes, 3M <br> USTMMR + 0.159%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; U.S.Treasury Notes, 3M <br> USTMMR + 0.159%, <br> FRN |  |  |
| (r) | 4.440%, 07/31/27 | 9000 | &nbsp;&nbsp; 9010830 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS |  | &nbsp;&nbsp; 269940704 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $675,869,984) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $675,869,984) |  | &nbsp;&nbsp; 654797589 |

---

&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>| 940648 | &nbsp;&nbsp; $10880471 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $686,750,115)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $686,750,115)^^ |  | &nbsp;&nbsp; $665678060 |

---

As of July 31, 2025, DFA Social Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 6190928 | EUR | 5268281 | State Street Bank and Trust | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $178768 |
| USD | 937828 | EUR | 807390 | Citibank, N.A. | 08/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15521 |
| USD | 9481901 | GBP | 6963483 | State Street Bank and Trust | 09/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 280917 |
| USD | 4618448 | JPY | 678323416 | UBS AG | 09/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93657 |
| USD | 6098773 | EUR | 5268281 | UBS AG | 09/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63906 |
| USD | 17724146 | AUD | 27401183 | State Street Bank and Trust | 10/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90449 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$723218** |
| EUR | 5268281 | USD | 6074697 | UBS AG | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(62537)<br>|
| AUD | 580046 | USD | 379741 | Citibank, N.A. | 10/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6460)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(68997)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$654221** |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $22,665,867 or 3.4% of net assets.

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $62376122 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $62376122 |
| Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 322480763 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 322480763 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 269940704 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 269940704 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10880471 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10880471 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $665678060 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $665678060 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $723218 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $723218 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (68997) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (68997) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $654221 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $654221 |
| &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 Diversified Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

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

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| U.S. TREASURY OBLIGATIONS — (19.4%) | U.S. TREASURY OBLIGATIONS — (19.4%) | U.S. TREASURY OBLIGATIONS — (19.4%) |
| U.S. Treasury Inflation-Indexed Bonds |  |  |
| 3.375%, 04/15/32 | 74068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $82240564 |
| U.S. Treasury Inflation-Indexed Notes |  |  |
| 0.125%, 07/15/31 | 53273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49063455 |
| 0.125%, 01/15/32 | 91568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82994199 |
| 1.750%, 01/15/34 | 83093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82157306 |
| 2.125%, 01/15/35 | 32370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32779575 |
| TOTAL U.S. TREASURY OBLIGATIONS |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 329235099 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| AFFILIATED INVESTMENT COMPANIES — (80.1%) | AFFILIATED INVESTMENT COMPANIES — (80.1%) | AFFILIATED INVESTMENT COMPANIES — (80.1%) |
| DFA Intermediate Government Fixed Income Portfolio <br>| 76523598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 847881461 |
| DFA Two-Year Global Fixed Income Portfolio <br>| 51571091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 506943829 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>Cost ($1449977443) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1354825290 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT SECURITIES <br>(Cost $1,774,694,965) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1684060389 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.5%) | TEMPORARY CASH INVESTMENTS — (0.5%) | TEMPORARY CASH INVESTMENTS — (0.5%) | TEMPORARY CASH INVESTMENTS — (0.5%) |
| Ɏ | State Street Institutional U.S. Government Money Market Fund 4.250% | 7902958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7902958 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $1,782,597,923)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $1,782,597,923)^^ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1691963347 |

---

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $329235099 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $329235099 |
| Affiliated Investment Companies | &nbsp;&nbsp;&nbsp; $1354825290 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1354825290 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 7902958 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7902958 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $1362728248 | &nbsp;&nbsp;&nbsp; $329235099 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1691963347 |

---

------

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

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (98.3%) | COMMON STOCKS — (98.3%) | COMMON STOCKS — (98.3%) | COMMON STOCKS — (98.3%) |
| COMMUNICATION SERVICES — (3.7%) | COMMUNICATION SERVICES — (3.7%) | COMMUNICATION SERVICES — (3.7%) | COMMUNICATION SERVICES — (3.7%) |
|  | AT&T, Inc. | 508289 | &nbsp;&nbsp; $13932201 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Charter <br> Communications, <br> Inc., Class A<br>| 51120 | &nbsp;&nbsp; 13769683 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Live Nation <br> Entertainment, Inc.<br>| 70432 | &nbsp;&nbsp; 10402806 |
|  | Match Group, Inc. | 2080 | &nbsp;&nbsp; 71282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meta Platforms, Inc., <br> Class A<br>| 208070 | &nbsp;&nbsp; 160929661 |
| # | Omnicom Group, Inc. | 66817 | &nbsp;&nbsp; 4814165 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES |  | &nbsp;&nbsp; 203919798 |
| CONSUMER DISCRETIONARY — (10.2%) | CONSUMER DISCRETIONARY — (10.2%) | CONSUMER DISCRETIONARY — (10.2%) | CONSUMER DISCRETIONARY — (10.2%) |
|  | Best Buy Co., Inc. | 84581 | &nbsp;&nbsp; 5502840 |
| #\* | Burlington Stores, Inc. | 54747 | &nbsp;&nbsp; 14943741 |
| \* | Carnival Corp. | 231439 | &nbsp;&nbsp; 6889939 |
| \* | Carvana Co. | 15029 | &nbsp;&nbsp; 5863865 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chipotle Mexican Grill, <br> Inc.<br>| 404444 | &nbsp;&nbsp; 17342559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Darden Restaurants, <br> Inc.<br>| 108581 | &nbsp;&nbsp; 21897530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dick's Sporting Goods, <br> Inc.<br>| 21953 | &nbsp;&nbsp; 4643279 |
|  | eBay, Inc. | 98623 | &nbsp;&nbsp; 9048660 |
|  | Expedia Group, Inc. | 107533 | &nbsp;&nbsp; 19379597 |
|  | General Motors Co. | 587216 | &nbsp;&nbsp; 31322102 |
|  | Home Depot, Inc. | 368960 | &nbsp;&nbsp; 135596490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Las Vegas Sands <br> Corp.<br>| 208055 | &nbsp;&nbsp; 10902082 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lululemon Athletica, <br> Inc.<br>| 87836 | &nbsp;&nbsp; 17613753 |
| \* | NVR, Inc. | 606 | &nbsp;&nbsp; 4574991 |
|  | Pool Corp. | 1543 | &nbsp;&nbsp; 475460 |
| # | Ross Stores, Inc. | 301391 | &nbsp;&nbsp; 41151927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Royal Caribbean <br> Cruises Ltd.<br>| 240162 | &nbsp;&nbsp; 76340295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Service Corp. <br> International<br>| 2262 | &nbsp;&nbsp; 172613 |
|  | Tapestry, Inc. | 61767 | &nbsp;&nbsp; 6672689 |
|  | TJX Cos., Inc. | 461608 | &nbsp;&nbsp; 57484044 |
|  | Tractor Supply Co. | 438764 | &nbsp;&nbsp; 24987610 |
| \* | Ulta Beauty, Inc. | 43317 | &nbsp;&nbsp; 22308688 |
|  | Williams-Sonoma, Inc. | 101786 | &nbsp;&nbsp; 19039071 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY |  | &nbsp;&nbsp; 554153825 |
| CONSUMER STAPLES — (9.5%) | CONSUMER STAPLES — (9.5%) | CONSUMER STAPLES — (9.5%) | CONSUMER STAPLES — (9.5%) |
|  | Altria Group, Inc. | 138607 | &nbsp;&nbsp; 8585318 |
|  | Clorox Co. | 3357 | &nbsp;&nbsp; 421505 |
|  | Coca-Cola Co. | 941814 | &nbsp;&nbsp; 63939752 |
|  | Colgate-Palmolive Co. | 245105 | &nbsp;&nbsp; 20552054 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Costco Wholesale <br> Corp.<br>| 142229 | &nbsp;&nbsp; $133644058 |
|  | Hershey Co. | 76408 | &nbsp;&nbsp; 14221821 |
|  | Kimberly-Clark Corp. | 213895 | &nbsp;&nbsp; 26655595 |
|  | Kroger Co. | 540632 | &nbsp;&nbsp; 37898303 |
|  | PepsiCo, Inc. | 602034 | &nbsp;&nbsp; 83032529 |
|  | Procter & Gamble Co. | 501376 | &nbsp;&nbsp; 75442047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sprouts Farmers <br> Market, Inc.<br>| 11428 | &nbsp;&nbsp; 1731799 |
|  | Sysco Corp. | 367345 | &nbsp;&nbsp; 29240662 |
|  | Target Corp. | 208891 | &nbsp;&nbsp; 20993546 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES |  | &nbsp;&nbsp; 516358989 |
| ENERGY — (3.4%) | ENERGY — (3.4%) | ENERGY — (3.4%) | ENERGY — (3.4%) |
|  | Cheniere Energy, Inc. | 197026 | &nbsp;&nbsp; 46474493 |
|  | Chevron Corp. | 177963 | &nbsp;&nbsp; 26986309 |
|  | ConocoPhillips | 63718 | &nbsp;&nbsp; 6074874 |
|  | Devon Energy Corp. | 498963 | &nbsp;&nbsp; 16575551 |
|  | EOG Resources, Inc. | 18824 | &nbsp;&nbsp; 2259256 |
|  | Exxon Mobil Corp. | 59251 | &nbsp;&nbsp; 6614782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marathon Petroleum <br> Corp.<br>| 64341 | &nbsp;&nbsp; 10950195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Occidental Petroleum <br> Corp.<br>| 256924 | &nbsp;&nbsp; 11289241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Targa Resources <br> Corp.<br>| 223781 | &nbsp;&nbsp; 37239396 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Texas Pacific Land <br> Corp.<br>| 7248 | &nbsp;&nbsp; 7017006 |
|  | Valero Energy Corp. | 82556 | &nbsp;&nbsp; 11335764 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp; 182816867 |
| FINANCIALS — (11.5%) | FINANCIALS — (11.5%) | FINANCIALS — (11.5%) | FINANCIALS — (11.5%) |
|  | American Express Co. | 223953 | &nbsp;&nbsp; 67031372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ameriprise Financial, <br> Inc.<br>| 106466 | &nbsp;&nbsp; 55169617 |
|  | Aon PLC, Class A | 44124 | &nbsp;&nbsp; 15695348 |
| \* | Corpay, Inc. | 55567 | &nbsp;&nbsp; 17950919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Equitable Holdings, <br> Inc.<br>| 224885 | &nbsp;&nbsp; 11547845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LPL Financial <br> Holdings, Inc.<br>| 66610 | &nbsp;&nbsp; 26359575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marsh & McLennan <br> Cos., Inc.<br>| 38877 | &nbsp;&nbsp; 7744298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mastercard, Inc., <br> Class A<br>| 239079 | &nbsp;&nbsp; 135431081 |
|  | Moody's Corp. | 59653 | &nbsp;&nbsp; 30764842 |
|  | Travelers Cos., Inc. | 86258 | &nbsp;&nbsp; 22447782 |
|  | Visa, Inc., Class A | 647294 | &nbsp;&nbsp; 223620658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Willis Towers Watson <br> PLC<br>| 33486 | &nbsp;&nbsp; 10575214 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp; 624338551 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (13.5%) | HEALTH CARE — (13.5%) | HEALTH CARE — (13.5%) | HEALTH CARE — (13.5%) |
|  | AbbVie, Inc. | 685865 | &nbsp;&nbsp; $129642202 |
|  | Amgen, Inc. | 263714 | &nbsp;&nbsp; 77822001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bristol-Myers Squibb <br> Co.<br>| 826305 | &nbsp;&nbsp; 35787270 |
|  | Cencora, Inc. | 82434 | &nbsp;&nbsp; 23582719 |
| #\* | DaVita, Inc. | 24677 | &nbsp;&nbsp; 3463911 |
| \* | Dexcom, Inc. | 3007 | &nbsp;&nbsp; 242875 |
|  | Eli Lilly & Co. | 249321 | &nbsp;&nbsp; 184514992 |
|  | Gilead Sciences, Inc. | 602445 | &nbsp;&nbsp; 67648549 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; IDEXX Laboratories, <br> Inc.<br>| 59422 | &nbsp;&nbsp; 31749769 |
|  | Johnson & Johnson | 807802 | &nbsp;&nbsp; 133077301 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mettler-Toledo <br> International, Inc.<br>| 4116 | &nbsp;&nbsp; 5077827 |
| \* | Solventum Corp. | 17766 | &nbsp;&nbsp; 1267782 |
| \* | Waters Corp. | 29796 | &nbsp;&nbsp; 8603893 |
|  | Zoetis, Inc. | 202172 | &nbsp;&nbsp; 29474656 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp; 731955747 |
| INDUSTRIALS — (15.8%) | INDUSTRIALS — (15.8%) | INDUSTRIALS — (15.8%) | INDUSTRIALS — (15.8%) |
|  | 3M Co. | 141415 | &nbsp;&nbsp; 21101946 |
|  | Allegion PLC | 18364 | &nbsp;&nbsp; 3046955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Automatic Data <br> Processing, Inc.<br>| 149555 | &nbsp;&nbsp; 46287273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Booz Allen Hamilton <br> Holding Corp.<br>| 31834 | &nbsp;&nbsp; 3416743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Broadridge Financial <br> Solutions, Inc.<br>| 83319 | &nbsp;&nbsp; 20622286 |
|  | Carlisle Cos., Inc. | 10891 | &nbsp;&nbsp; 3863147 |
|  | Caterpillar, Inc. | 194602 | &nbsp;&nbsp; 85239568 |
|  | Cintas Corp. | 115609 | &nbsp;&nbsp; 25728783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Comfort Systems USA, <br> Inc.<br>| 5555 | &nbsp;&nbsp; 3906832 |
|  | CSX Corp. | 960856 | &nbsp;&nbsp; 34148822 |
|  | Delta Air Lines, Inc. | 573897 | &nbsp;&nbsp; 30537059 |
|  | EMCOR Group, Inc. | 14403 | &nbsp;&nbsp; 9037738 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Expeditors <br> International of <br> Washington, Inc.<br>| 28729 | &nbsp;&nbsp; 3339459 |
|  | Fastenal Co. | 224776 | &nbsp;&nbsp; 10368917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ferguson Enterprises, <br> Inc.<br>| 153261 | &nbsp;&nbsp; 34227779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honeywell <br> International, Inc.<br>| 280396 | &nbsp;&nbsp; 62346051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Illinois Tool Works, <br> Inc.<br>| 134385 | &nbsp;&nbsp; 34398528 |
|  | Leidos Holdings, Inc. | 200 | &nbsp;&nbsp; 31930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lennox International, <br> Inc.<br>| 13149 | &nbsp;&nbsp; 8007741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln Electric <br> Holdings, Inc.<br>| 3718 | &nbsp;&nbsp; 905333 |
|  | Lockheed Martin Corp. | 112034 | &nbsp;&nbsp; 47164073 |
|  | Masco Corp. | 10403 | &nbsp;&nbsp; 708756 |
|  | Paychex, Inc. | 246521 | &nbsp;&nbsp; 35580376 |
|  | Paycom Software, Inc. | 6711 | &nbsp;&nbsp; 1553865 |
|  | Rollins, Inc. | 135798 | &nbsp;&nbsp; 7777151 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Trane Technologies <br> PLC<br>| 59414 | &nbsp;&nbsp; $26028085 |
|  | Union Pacific Corp. | 305839 | &nbsp;&nbsp; 67887083 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Airlines <br> Holdings, Inc.<br>| 261503 | &nbsp;&nbsp; 23093330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Parcel Service, <br> Inc., Class B<br>| 297991 | &nbsp;&nbsp; 25674905 |
|  | United Rentals, Inc. | 51289 | &nbsp;&nbsp; 45285110 |
|  | Veralto Corp. | 85536 | &nbsp;&nbsp; 8966739 |
|  | Verisk Analytics, Inc. | 77505 | &nbsp;&nbsp; 21601419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vertiv Holdings Co., <br> Class A<br>| 270325 | &nbsp;&nbsp; 39359320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waste Management, <br> Inc.<br>| 142718 | &nbsp;&nbsp; 32705257 |
|  | WW Grainger, Inc. | 31869 | &nbsp;&nbsp; 33129100 |
| \* | XPO, Inc. | 10214 | &nbsp;&nbsp; 1228642 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp; 858306101 |
| INFORMATION TECHNOLOGY — (28.7%) | INFORMATION TECHNOLOGY — (28.7%) | INFORMATION TECHNOLOGY — (28.7%) | INFORMATION TECHNOLOGY — (28.7%) |
| \* | Adobe, Inc. | 141394 | &nbsp;&nbsp; 50575220 |
|  | Apple, Inc. | 1401640 | &nbsp;&nbsp; 290938415 |
|  | Applied Materials, Inc. | 468 | &nbsp;&nbsp; 84268 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AppLovin Corp., <br> Class A<br>| 90952 | &nbsp;&nbsp; 35534946 |
| \* | Autodesk, Inc. | 105370 | &nbsp;&nbsp; 31938701 |
|  | CDW Corp. | 100989 | &nbsp;&nbsp; 17610462 |
| \* | Fortinet, Inc. | 104638 | &nbsp;&nbsp; 10453336 |
| \* | Gartner, Inc. | 55015 | &nbsp;&nbsp; 18630830 |
|  | Gen Digital, Inc. | 231639 | &nbsp;&nbsp; 6831034 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoDaddy, Inc., <br> Class A<br>| 58133 | &nbsp;&nbsp; 9393130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Business <br> Machines Corp.<br>| 369813 | &nbsp;&nbsp; 93618161 |
|  | Jabil, Inc. | 42425 | &nbsp;&nbsp; 9467987 |
|  | KLA Corp. | 48722 | &nbsp;&nbsp; 42828100 |
|  | Lam Research Corp. | 452417 | &nbsp;&nbsp; 42907228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Microchip Technology, <br> Inc.<br>| 18531 | &nbsp;&nbsp; 1252510 |
|  | Microsoft Corp. | 492097 | &nbsp;&nbsp; 262533749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motorola Solutions, <br> Inc.<br>| 56357 | &nbsp;&nbsp; 24739596 |
|  | NetApp, Inc. | 144997 | &nbsp;&nbsp; 15098538 |
|  | NVIDIA Corp. | 2376214 | &nbsp;&nbsp; 422657184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NXP Semiconductors <br> NV<br>| 43431 | &nbsp;&nbsp; 9284245 |
|  | Oracle Corp. | 609828 | &nbsp;&nbsp; 154756052 |
|  | QUALCOMM, Inc. | 66984 | &nbsp;&nbsp; 9830572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texas Instruments, <br> Inc.<br>| 5687 | &nbsp;&nbsp; 1029688 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY |  | &nbsp;&nbsp; 1561993952 |
| MATERIALS — (0.6%) | MATERIALS — (0.6%) | MATERIALS — (0.6%) | MATERIALS — (0.6%) |
|  | Avery Dennison Corp. | 18907 | &nbsp;&nbsp; 3172027 |
|  | Sherwin-Williams Co. | 87713 | &nbsp;&nbsp; 29022478 |

---

------

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

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Southern Copper <br> Corp.<br>| 22173 | &nbsp;&nbsp; $2087810 |
| TOTAL MATERIALS |  | &nbsp;&nbsp; 34282315 |
| UTILITIES — (1.4%) | UTILITIES — (1.4%) | UTILITIES — (1.4%) |
| NRG Energy, Inc. | 113391 | &nbsp;&nbsp; 18958975 |
| Vistra Corp. | 273512 | &nbsp;&nbsp; 57038193 |
| TOTAL UTILITIES |  | &nbsp;&nbsp; 75997168 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS <br>Cost ($3343021861) |  | &nbsp;&nbsp; 5344123313 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| 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> 4.250%<br>| 58408448 | &nbsp;&nbsp; $58408448 |
| SECURITIES LENDING COLLATERAL — (0.6%) | SECURITIES LENDING COLLATERAL — (0.6%) | SECURITIES LENDING COLLATERAL — (0.6%) | SECURITIES LENDING COLLATERAL — (0.6%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund <br>| 3001905 | &nbsp;&nbsp; 34723033 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $3,436,151,622)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $3,436,151,622)^^ |  | &nbsp;&nbsp; $5437254794 |

---

As of July 31, 2025, U.S. High Relative Profitability Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp; 121 | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; $38860886 | &nbsp;&nbsp;&nbsp;&nbsp; $38564212 | &nbsp;&nbsp;&nbsp;&nbsp; $(296674)<br>|
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$38860886** | &nbsp;&nbsp; **$38564212** | &nbsp;&nbsp; **$(296674)**<br>|

---

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Communication Services | &nbsp;&nbsp;&nbsp; $203919798 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $203919798 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | &nbsp;&nbsp;&nbsp; 554153825 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 554153825 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | &nbsp;&nbsp;&nbsp; 516358989 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 516358989 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy | &nbsp;&nbsp;&nbsp; 182816867 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 182816867 |
| &nbsp;&nbsp;&nbsp;&nbsp; Financials | &nbsp;&nbsp;&nbsp; 624338551 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 624338551 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care | &nbsp;&nbsp;&nbsp; 731955747 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 731955747 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrials | &nbsp;&nbsp;&nbsp; 858306101 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 858306101 |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | &nbsp;&nbsp;&nbsp; 1561993952 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1561993952 |
| &nbsp;&nbsp;&nbsp;&nbsp; Materials | &nbsp;&nbsp;&nbsp; 34282315 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 34282315 |
| &nbsp;&nbsp;&nbsp;&nbsp; Utilities | &nbsp;&nbsp;&nbsp; 75997168 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 75997168 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 58408448 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 58408448 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $34723033 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 34723033 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $5402531761 | &nbsp;&nbsp;&nbsp; $34723033 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $5437254794 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp; (296674) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (296674) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; $(296674) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $(296674) |
| &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 High Relative Profitability Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (96.2%) | COMMON STOCKS — (96.2%) | COMMON STOCKS — (96.2%) | COMMON STOCKS — (96.2%) |
| AUSTRALIA — (6.5%) | AUSTRALIA — (6.5%) | AUSTRALIA — (6.5%) | AUSTRALIA — (6.5%) |
|  | ALS Ltd. | 131025 | &nbsp;&nbsp; $1523228 |
|  | Ampol Ltd. | 16752 | &nbsp;&nbsp; 292889 |
|  | Aristocrat Leisure Ltd. | 95426 | &nbsp;&nbsp; 4272878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BHP Group Ltd. (BHP <br> AU)<br>| 172250 | &nbsp;&nbsp; 4350211 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BHP Group Ltd. (BHP <br> LN), Class DI<br>| 166810 | &nbsp;&nbsp; 4185632 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BHP Group Ltd. (BHP <br> US), Sponsored <br> ADR<br>| 365914 | &nbsp;&nbsp; 18540862 |
|  | Brambles Ltd. | 480230 | &nbsp;&nbsp; 7347251 |
|  | Cochlear Ltd. | 4195 | &nbsp;&nbsp; 856422 |
|  | Coles Group Ltd. | 374620 | &nbsp;&nbsp; 4987678 |
|  | Computershare Ltd. | 100387 | &nbsp;&nbsp; 2702358 |
|  | Endeavour Group Ltd. | 379725 | &nbsp;&nbsp; 994380 |
| # | Evolution Mining Ltd. | 550597 | &nbsp;&nbsp; 2491847 |
|  | Fortescue Ltd. | 430147 | &nbsp;&nbsp; 4866793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Insurance Australia <br> Group Ltd.<br>| 184563 | &nbsp;&nbsp; 1036029 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; James Hardie <br> Industries PLC (JHX <br> AU), CDI<br>| 150492 | &nbsp;&nbsp; 3950028 |
|  | JB Hi-Fi Ltd. | 45491 | &nbsp;&nbsp; 3239960 |
|  | Lottery Corp. Ltd.  | 404732 | &nbsp;&nbsp; 1403764 |
|  | Medibank Pvt Ltd. | 791084 | &nbsp;&nbsp; 2585582 |
|  | Netwealth Group Ltd. | 35013 | &nbsp;&nbsp; 835565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern Star <br> Resources Ltd.<br>| 53302 | &nbsp;&nbsp; 529573 |
|  | Pro Medicus Ltd. | 17321 | &nbsp;&nbsp; 3556947 |
|  | Qantas Airways Ltd. | 42577 | &nbsp;&nbsp; 295286 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ramsay Health Care <br> Ltd.<br>| 3770 | &nbsp;&nbsp; 93325 |
|  | REA Group Ltd. | 17630 | &nbsp;&nbsp; 2685595 |
|  | Rio Tinto Ltd. | 89943 | &nbsp;&nbsp; 6396559 |
|  | SGH Ltd. | 42548 | &nbsp;&nbsp; 1391631 |
|  | Technology One Ltd. | 75294 | &nbsp;&nbsp; 1969580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telstra Group Ltd. <br> (TLS AU)<br>| 1018886 | &nbsp;&nbsp; 3247272 |
|  | Wesfarmers Ltd. | 209238 | &nbsp;&nbsp; 11445213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woolworths Group <br> Ltd.<br>| 243657 | &nbsp;&nbsp; 4918971 |
| \* | Xero Ltd. | 17550 | &nbsp;&nbsp; 2021068 |
| # | Yancoal Australia Ltd. | 135682 | &nbsp;&nbsp; 547985 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp; 109562362 |
| AUSTRIA — (0.2%) | AUSTRIA — (0.2%) | AUSTRIA — (0.2%) | AUSTRIA — (0.2%) |
|  | Erste Group Bank AG | 941 | &nbsp;&nbsp; 86049 |
|  | OMV AG | 35452 | &nbsp;&nbsp; 1805513 |
|  | Verbund AG | 11094 | &nbsp;&nbsp; 826053 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp; 2717615 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (0.7%) | BELGIUM — (0.7%) | BELGIUM — (0.7%) | BELGIUM — (0.7%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anheuser-Busch InBev <br> SA (ABI BB)<br>| 66320 | &nbsp;&nbsp; $3812913 |
|  | KBC Group NV | 56155 | &nbsp;&nbsp; 5857185 |
| # | Lotus Bakeries NV | 15 | &nbsp;&nbsp; 126816 |
|  | UCB SA | 11902 | &nbsp;&nbsp; 2557202 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp; 12354116 |
| CANADA — (10.1%) | CANADA — (10.1%) | CANADA — (10.1%) | CANADA — (10.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agnico Eagle Mines <br> Ltd. (AEM CN)<br>| 500 | &nbsp;&nbsp; 62071 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Agnico Eagle Mines <br> Ltd. (AEM US)<br>| 11566 | &nbsp;&nbsp; 1438348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alamos Gold, Inc. (AGI <br> CN), Class A<br>| 4400 | &nbsp;&nbsp; 106920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alimentation <br> Couche-Tard, Inc.<br>| 156194 | &nbsp;&nbsp; 8116316 |
|  | ARC Resources Ltd. | 266706 | &nbsp;&nbsp; 5206696 |
|  | BCE, Inc. (BCE US) | 16155 | &nbsp;&nbsp; 376896 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Canadian National <br> Railway Co. (CNI <br> US)<br>| 28125 | &nbsp;&nbsp; 2628281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian National <br> Railway Co. (CNR <br> CN)<br>| 66354 | &nbsp;&nbsp; 6195786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural <br> Resources Ltd. <br> (CNQ US)<br>| 351301 | &nbsp;&nbsp; 11136242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Tire Corp. <br> Ltd., Class A<br>| 3570 | &nbsp;&nbsp; 478147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CCL Industries, Inc., <br> Class B<br>| 37629 | &nbsp;&nbsp; 2103324 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Celestica, Inc. (CLS <br> US)<br>| 31528 | &nbsp;&nbsp; 6301186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cenovus Energy, Inc. <br> (CVE US)<br>| 357999 | &nbsp;&nbsp; 5452325 |
|  | CGI, Inc. (GIB US) | 4171 | &nbsp;&nbsp; 402210 |
|  | CGI, Inc. (GIBA CN) | 49794 | &nbsp;&nbsp; 4800435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colliers International <br> Group, Inc. (CIGI <br> US)<br>| 3366 | &nbsp;&nbsp; 507290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Constellation Software, <br> Inc.<br>| 4186 | &nbsp;&nbsp; 14441579 |
|  | Dollarama, Inc. | 59591 | &nbsp;&nbsp; 8144734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Element Fleet <br> Management Corp.<br>| 99661 | &nbsp;&nbsp; 2592222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empire Co. Ltd., <br> Class A<br>| 68713 | &nbsp;&nbsp; 2736420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FirstService Corp. <br> (FSV CN)<br>| 6538 | &nbsp;&nbsp; 1288726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FirstService Corp. <br> (FSV US)<br>| 1697 | &nbsp;&nbsp; 334682 |
|  | George Weston Ltd. | 24034 | &nbsp;&nbsp; 4566911 |

---

------

**International High Relative Profitability Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gildan Activewear, Inc. <br> (GIL US)<br>| 60328 | &nbsp;&nbsp; $3047167 |
|  | iA Financial Corp., Inc. | 12421 | &nbsp;&nbsp; 1215834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Imperial Oil Ltd. (IMO <br> US)<br>| 33886 | &nbsp;&nbsp; 2828464 |
|  | Intact Financial Corp. | 2500 | &nbsp;&nbsp; 516744 |
|  | Keyera Corp. | 49577 | &nbsp;&nbsp; 1556437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinross Gold Corp. <br> (KGC US)<br>| 397858 | &nbsp;&nbsp; 6365728 |
|  | Loblaw Cos. Ltd. | 24582 | &nbsp;&nbsp; 3975237 |
|  | Lundin Gold, Inc. | 17850 | &nbsp;&nbsp; 826155 |
|  | Lundin Mining Corp. | 24679 | &nbsp;&nbsp; 252026 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Magna International, <br> Inc. (MG CN)<br>| 43120 | &nbsp;&nbsp; 1768244 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Magna International, <br> Inc. (MGA US)<br>| 53530 | &nbsp;&nbsp; 2194730 |
|  | MEG Energy Corp. | 6000 | &nbsp;&nbsp; 118259 |
|  | Metro, Inc. | 45013 | &nbsp;&nbsp; 3441922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank of <br> Canada<br>| 73621 | &nbsp;&nbsp; 7658050 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Open Text Corp. <br> (OTEX CN)<br>| 21163 | &nbsp;&nbsp; 622854 |
|  | Parkland Corp. | 1479 | &nbsp;&nbsp; 41746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quebecor, Inc., <br> Class B<br>| 34134 | &nbsp;&nbsp; 960265 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; RB Global, Inc. (RBA <br> US)<br>| 16123 | &nbsp;&nbsp; 1745476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Restaurant Brands <br> International, Inc. <br> (QSR CN)<br>| 19350 | &nbsp;&nbsp; 1312996 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Restaurant Brands <br> International, Inc. <br> (QSR US)<br>| 39187 | &nbsp;&nbsp; 2659230 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rogers <br> Communications, <br> Inc. (RCI US), <br> Class B<br>| 19233 | &nbsp;&nbsp; 642382 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rogers <br> Communications, <br> Inc. (RCIB CN), <br> Class B<br>| 130937 | &nbsp;&nbsp; 4373387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stantec, Inc. (STN <br> CN)<br>| 1995 | &nbsp;&nbsp; 218074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stantec, Inc. (STN <br> US)<br>| 15440 | &nbsp;&nbsp; 1688518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suncor Energy, Inc. <br> (SU US)<br>| 253719 | &nbsp;&nbsp; 10011752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TFI International, Inc. <br> (TFII CN)<br>| 23500 | &nbsp;&nbsp; 2043699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TFI International, Inc. <br> (TFII US)<br>| 2000 | &nbsp;&nbsp; 174340 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Thomson Reuters <br> Corp. (TRI US)<br>| 7259 | &nbsp;&nbsp; 1458406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toromont Industries <br> Ltd.<br>| 28093 | &nbsp;&nbsp; 2848431 |
|  | Tourmaline Oil Corp. | 97339 | &nbsp;&nbsp; 4142668 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waste Connections, <br> Inc. (WCN US)<br>| 22078 | &nbsp;&nbsp; $4121300 |
|  | WSP Global, Inc. | 24613 | &nbsp;&nbsp; 5067905 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp; 169316173 |
| DENMARK — (1.4%) | DENMARK — (1.4%) | DENMARK — (1.4%) | DENMARK — (1.4%) |
| # | Coloplast AS, Class B | 3727 | &nbsp;&nbsp; 340394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk AS <br> (NOVOB DC), <br> Class B<br>| 364085 | &nbsp;&nbsp; 16932853 |
|  | Pandora AS | 36743 | &nbsp;&nbsp; 6066107 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp; 23339354 |
| FINLAND — (0.9%) | FINLAND — (0.9%) | FINLAND — (0.9%) | FINLAND — (0.9%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kesko OYJ (KESKOA <br> FH), Class A<br>| 35395 | &nbsp;&nbsp; 770474 |
|  | Kone OYJ, Class B | 78750 | &nbsp;&nbsp; 4835915 |
|  | Metso OYJ | 152746 | &nbsp;&nbsp; 1918381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nordea Bank Abp <br> (NDA FH)<br>| 116284 | &nbsp;&nbsp; 1696791 |
|  | Sampo OYJ, Class A | 266260 | &nbsp;&nbsp; 2857947 |
|  | Wartsila OYJ Abp | 90790 | &nbsp;&nbsp; 2508382 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp; 14587890 |
| FRANCE — (10.0%) | FRANCE — (10.0%) | FRANCE — (10.0%) | FRANCE — (10.0%) |
|  | Airbus SE | 114073 | &nbsp;&nbsp; 22934954 |
|  | Bouygues SA | 36959 | &nbsp;&nbsp; 1521843 |
|  | Bureau Veritas SA | 121130 | &nbsp;&nbsp; 3730332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie de Saint-Gobain <br> SA<br>| 14298 | &nbsp;&nbsp; 1640225 |
|  | Eiffage SA | 39175 | &nbsp;&nbsp; 5258672 |
|  | Engie SA | 101945 | &nbsp;&nbsp; 2291542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hermes International <br> SCA<br>| 6104 | &nbsp;&nbsp; 14927258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE<br>| 65240 | &nbsp;&nbsp; 35021599 |
|  | Orange SA (ORA FP) | 879667 | &nbsp;&nbsp; 13380669 |
|  | Safran SA | 65453 | &nbsp;&nbsp; 21583204 |
|  | Sodexo SA | 12295 | &nbsp;&nbsp; 731226 |
|  | Thales SA | 16027 | &nbsp;&nbsp; 4311161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TotalEnergies SE (TTE <br> FP)<br>| 565051 | &nbsp;&nbsp; 33601019 |
|  | Vinci SA | 43096 | &nbsp;&nbsp; 5986412 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp; 166920116 |
| GERMANY — (8.0%) | GERMANY — (8.0%) | GERMANY — (8.0%) | GERMANY — (8.0%) |
|  | adidas AG | 33434 | &nbsp;&nbsp; 6390201 |
|  | BASF SE | 13600 | &nbsp;&nbsp; 666527 |
|  | Bayer AG | 221721 | &nbsp;&nbsp; 6895905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bayerische Motoren <br> Werke AG<br>| 18087 | &nbsp;&nbsp; 1721003 |
|  | Brenntag SE | 51867 | &nbsp;&nbsp; 3217782 |
|  | Continental AG | 26439 | &nbsp;&nbsp; 2258170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTS Eventim AG & <br> Co. KGaA<br>| 12327 | &nbsp;&nbsp; 1392019 |

---

------

**International High Relative Profitability Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Holding <br> AG<br>| 35879 | &nbsp;&nbsp; $1745343 |
|  | Deutsche Boerse AG | 38503 | &nbsp;&nbsp; 11142276 |
|  | Deutsche Post AG | 223799 | &nbsp;&nbsp; 10027472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Telekom AG <br> (DTE GR)<br>| 636665 | &nbsp;&nbsp; 22834562 |
|  | E.ON SE | 205826 | &nbsp;&nbsp; 3754932 |
|  | GEA Group AG | 22438 | &nbsp;&nbsp; 1611727 |
|  | Hannover Rueck SE | 5124 | &nbsp;&nbsp; 1554331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hella GmbH & Co. <br> KGaA<br>| 393 | &nbsp;&nbsp; 38951 |
|  | HOCHTIEF AG | 2891 | &nbsp;&nbsp; 629930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Infineon Technologies <br> AG (IFX GR)<br>| 269814 | &nbsp;&nbsp; 10599134 |
|  | Knorr-Bremse AG | 21432 | &nbsp;&nbsp; 2139030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Group <br> AG<br>| 28781 | &nbsp;&nbsp; 1629587 |
|  | MTU Aero Engines AG | 6604 | &nbsp;&nbsp; 2848690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Muenchener <br> Rueckversicherungs-Gesellschaft <br> AG in Muenchen<br>| 2607 | &nbsp;&nbsp; 1706726 |
|  | Nemetschek SE | 19407 | &nbsp;&nbsp; 2891508 |
|  | Rheinmetall AG | 16337 | &nbsp;&nbsp; 32339027 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Siemens Healthineers <br> AG<br>| 19532 | &nbsp;&nbsp; 1052045 |
|  | Symrise AG | 8491 | &nbsp;&nbsp; 769686 |
| \* | Talanx AG | 6982 | &nbsp;&nbsp; 925443 |
|  | Volkswagen AG | 4158 | &nbsp;&nbsp; 443426 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 133225433 |
| HONG KONG — (1.8%) | HONG KONG — (1.8%) | HONG KONG — (1.8%) | HONG KONG — (1.8%) |
|  | AIA Group Ltd. | 569200 | &nbsp;&nbsp; 5307315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Pacific Airways <br> Ltd.<br>| 238000 | &nbsp;&nbsp; 353743 |
|  | HKT Trust & HKT Ltd. | 2020000 | &nbsp;&nbsp; 3180646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong Exchanges <br> & Clearing Ltd.<br>| 229237 | &nbsp;&nbsp; 12406031 |
|  | PRADA SpA | 215800 | &nbsp;&nbsp; 1174571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SITC International <br> Holdings Co. Ltd.<br>| 259000 | &nbsp;&nbsp; 837415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Techtronic Industries <br> Co. Ltd.<br>| 438000 | &nbsp;&nbsp; 5237450 |
| Ω | WH Group Ltd. | 2039863 | &nbsp;&nbsp; 2042184 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp; 30539355 |
| IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) |
|  | AIB Group PLC | 149539 | &nbsp;&nbsp; 1179661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingspan Group PLC <br> (KSP ID)<br>| 38555 | &nbsp;&nbsp; 3199752 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp; 4379413 |
| ISRAEL — (0.7%) | ISRAEL — (0.7%) | ISRAEL — (0.7%) | ISRAEL — (0.7%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Leumi Le-Israel <br> BM<br>| 58029 | &nbsp;&nbsp; 1073465 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bezeq The Israeli <br> Telecommunication <br> Corp. Ltd.<br>| 544901 | &nbsp;&nbsp; $1013625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clal Insurance <br> Enterprises Holdings <br> Ltd.<br>| 3109 | &nbsp;&nbsp; 149058 |
|  | Delek Group Ltd. | 3056 | &nbsp;&nbsp; 620632 |
|  | Electra Ltd. | 331 | &nbsp;&nbsp; 200545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fattal Holdings 1998 <br> Ltd.<br>| 2058 | &nbsp;&nbsp; 370413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First International Bank <br> of Israel Ltd.<br>| 7956 | &nbsp;&nbsp; 552605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formula Systems 1985 <br> Ltd. (FORTY IT)<br>| 1056 | &nbsp;&nbsp; 127118 |
|  | Hilan Ltd. | 2776 | &nbsp;&nbsp; 226790 |
|  | Matrix IT Ltd. | 6755 | &nbsp;&nbsp; 248289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Menora Mivtachim <br> Holdings Ltd.<br>| 7524 | &nbsp;&nbsp; 654061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mizrahi Tefahot Bank <br> Ltd.<br>| 32684 | &nbsp;&nbsp; 2019016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Next Vision Stabilized <br> Systems Ltd.<br>| 10203 | &nbsp;&nbsp; 418186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; One Software <br> Technologies Ltd.<br>| 4103 | &nbsp;&nbsp; 106007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paz Retail & Energy <br> Ltd.<br>| 1708 | &nbsp;&nbsp; 315810 |
|  | Phoenix Financial Ltd. | 47121 | &nbsp;&nbsp; 1605558 |
|  | Shufersal Ltd. | 37120 | &nbsp;&nbsp; 448772 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Teva Pharmaceutical <br> Industries Ltd. <br> (TEVA IT)<br>| 23641 | &nbsp;&nbsp; 370476 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Teva Pharmaceutical <br> Industries Ltd. <br> (TEVA US), <br> Sponsored ADR<br>| 116283 | &nbsp;&nbsp; 1796572 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp; 12316998 |
| ITALY — (2.0%) | ITALY — (2.0%) | ITALY — (2.0%) | ITALY — (2.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banca Mediolanum <br> SpA<br>| 58170 | &nbsp;&nbsp; 1026048 |
|  | Enel SpA | 1636772 | &nbsp;&nbsp; 14433521 |
|  | Eni SpA (ENI IM) | 71110 | &nbsp;&nbsp; 1213658 |
|  | Ferrari NV (RACE IM) | 1191 | &nbsp;&nbsp; 522262 |
| # | Ferrari NV (RACE US) | 13483 | &nbsp;&nbsp; 5978227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FinecoBank Banca <br> Fineco SpA<br>| 141842 | &nbsp;&nbsp; 3020386 |
|  | Moncler SpA | 39460 | &nbsp;&nbsp; 2104504 |
|  | Prysmian SpA | 7511 | &nbsp;&nbsp; 599854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Recordati Industria <br> Chimica e <br> Farmaceutica SpA<br>| 23393 | &nbsp;&nbsp; 1341675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stellantis NV (STLAM <br> IM)<br>| 172934 | &nbsp;&nbsp; 1526160 |
|  | UniCredit SpA | 30257 | &nbsp;&nbsp; 2226122 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp; 33992417 |

---

------

**International High Relative Profitability Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (20.8%) | JAPAN — (20.8%) | JAPAN — (20.8%) | JAPAN — (20.8%) |
|  | Advantest Corp. | 132000 | &nbsp;&nbsp; $8777880 |
| # | Aeon Co. Ltd. | 158000 | &nbsp;&nbsp; 5046967 |
|  | Air Water, Inc. | 74984 | &nbsp;&nbsp; 1107716 |
|  | Ajinomoto Co., Inc. | 164800 | &nbsp;&nbsp; 4360019 |
|  | Asahi Intecc Co. Ltd. | 20400 | &nbsp;&nbsp; 317466 |
|  | Asics Corp. | 131000 | &nbsp;&nbsp; 3079717 |
|  | Astellas Pharma, Inc. | 343500 | &nbsp;&nbsp; 3561621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bandai Namco <br> Holdings, Inc.<br>| 77100 | &nbsp;&nbsp; 2493176 |
|  | BayCurrent, Inc. | 49200 | &nbsp;&nbsp; 2825066 |
|  | BIPROGY, Inc. | 34900 | &nbsp;&nbsp; 1407347 |
|  | Bridgestone Corp. | 86900 | &nbsp;&nbsp; 3515120 |
|  | Capcom Co. Ltd. | 126400 | &nbsp;&nbsp; 3217605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chugai Pharmaceutical <br> Co. Ltd.<br>| 138300 | &nbsp;&nbsp; 6629677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmo Energy <br> Holdings Co. Ltd.<br>| 15500 | &nbsp;&nbsp; 687930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmos <br> Pharmaceutical <br> Corp.<br>| 14400 | &nbsp;&nbsp; 894549 |
|  | CyberAgent, Inc. | 5400 | &nbsp;&nbsp; 54083 |
|  | Daicel Corp. | 44900 | &nbsp;&nbsp; 386233 |
|  | Daifuku Co. Ltd. | 42300 | &nbsp;&nbsp; 1070875 |
|  | Daikin Industries Ltd. | 28100 | &nbsp;&nbsp; 3455057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daito Trust <br> Construction Co. <br> Ltd.<br>| 30999 | &nbsp;&nbsp; 3173605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiwa House Industry <br> Co. Ltd.<br>| 126300 | &nbsp;&nbsp; 4175593 |
|  | Dentsu Soken, Inc. | 4500 | &nbsp;&nbsp; 197654 |
|  | Dexerials Corp. | 18200 | &nbsp;&nbsp; 263129 |
|  | Disco Corp. | 16400 | &nbsp;&nbsp; 4846634 |
|  | DMG Mori Co. Ltd. | 6500 | &nbsp;&nbsp; 150197 |
|  | Ebara Corp. | 153500 | &nbsp;&nbsp; 2803037 |
|  | Fast Retailing Co. Ltd. | 31800 | &nbsp;&nbsp; 9699944 |
|  | Food & Life Cos. Ltd. | 15500 | &nbsp;&nbsp; 780679 |
|  | Fuji Electric Co. Ltd. | 33000 | &nbsp;&nbsp; 1640700 |
|  | Fujikura Ltd. | 71500 | &nbsp;&nbsp; 4853594 |
|  | Fujitsu Ltd. | 295200 | &nbsp;&nbsp; 6430612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuyo General Lease <br> Co. Ltd.<br>| 11700 | &nbsp;&nbsp; 316047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GMO Payment <br> Gateway, Inc.<br>| 8660 | &nbsp;&nbsp; 482646 |
|  | Goldwin, Inc. | 9400 | &nbsp;&nbsp; 484013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hitachi Construction <br> Machinery Co. Ltd.<br>| 27100 | &nbsp;&nbsp; 784870 |
|  | Hitachi Ltd. (6501 JP) | 171900 | &nbsp;&nbsp; 5260251 |
|  | Hoya Corp. | 63300 | &nbsp;&nbsp; 7986098 |
|  | IHI Corp. | 14700 | &nbsp;&nbsp; 1636944 |
|  | Inpex Corp. | 249400 | &nbsp;&nbsp; 3551145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Internet Initiative <br> Japan, Inc.<br>| 47200 | &nbsp;&nbsp; 869260 |
|  | Isuzu Motors Ltd. | 177100 | &nbsp;&nbsp; 2269715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J Front Retailing Co. <br> Ltd.<br>| 56700 | &nbsp;&nbsp; 764302 |
|  | Japan Airlines Co. Ltd. | 35500 | &nbsp;&nbsp; 704941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Airport Terminal <br> Co. Ltd.<br>| 15500 | &nbsp;&nbsp; 470729 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Exchange <br> Group, Inc.<br>| 442900 | &nbsp;&nbsp; $4328186 |
|  | Japan Tobacco, Inc. | 1900 | &nbsp;&nbsp; 54263 |
|  | Kakaku.com, Inc. | 20400 | &nbsp;&nbsp; 346728 |
|  | Kao Corp. | 9700 | &nbsp;&nbsp; 436466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kawasaki Heavy <br> Industries Ltd.<br>| 42000 | &nbsp;&nbsp; 3067387 |
|  | KDDI Corp. | 763000 | &nbsp;&nbsp; 12522052 |
|  | Kobe Bussan Co. Ltd. | 50200 | &nbsp;&nbsp; 1336791 |
|  | Kobe Steel Ltd. | 98300 | &nbsp;&nbsp; 1080032 |
|  | Komatsu Ltd. | 155100 | &nbsp;&nbsp; 4996993 |
|  | Konami Group Corp. | 24500 | &nbsp;&nbsp; 3326089 |
|  | Kuraray Co. Ltd. | 67100 | &nbsp;&nbsp; 829589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kurita Water Industries <br> Ltd.<br>| 27200 | &nbsp;&nbsp; 1048485 |
|  | Lasertec Corp. | 14300 | &nbsp;&nbsp; 1440706 |
|  | Marui Group Co. Ltd. | 2900 | &nbsp;&nbsp; 59061 |
|  | Maruwa Co. Ltd. | 1300 | &nbsp;&nbsp; 391843 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; McDonald's Holdings <br> Co. Japan Ltd.<br>| 28400 | &nbsp;&nbsp; 1134104 |
|  | Minebea Mitsumi, Inc. | 12900 | &nbsp;&nbsp; 203025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Chemical <br> Group Corp.<br>| 23600 | &nbsp;&nbsp; 128544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi HC Capital, <br> Inc.<br>| 364550 | &nbsp;&nbsp; 2694618 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Motors <br> Corp.<br>| 189600 | &nbsp;&nbsp; 498208 |
|  | MonotaRO Co. Ltd. | 82413 | &nbsp;&nbsp; 1467521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MS&AD Insurance <br> Group Holdings, <br> Inc.<br>| 142800 | &nbsp;&nbsp; 3051074 |
|  | Nichirei Corp. | 70400 | &nbsp;&nbsp; 847268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NIDEC Corp. (6594 <br> JP)<br>| 83600 | &nbsp;&nbsp; 1603973 |
|  | Nifco, Inc. | 22300 | &nbsp;&nbsp; 544120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Express <br> Holdings, Inc.<br>| 108603 | &nbsp;&nbsp; 2385675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Sanso <br> Holdings Corp.<br>| 82800 | &nbsp;&nbsp; 2930584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissan Chemical <br> Corp.<br>| 52300 | &nbsp;&nbsp; 1704915 |
|  | Niterra Co. Ltd. | 39900 | &nbsp;&nbsp; 1375500 |
|  | Nitto Denko Corp. | 138000 | &nbsp;&nbsp; 2855758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Research <br> Institute Ltd.<br>| 77000 | &nbsp;&nbsp; 3046922 |
|  | Olympus Corp. | 165500 | &nbsp;&nbsp; 1977236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Open House Group <br> Co. Ltd.<br>| 30200 | &nbsp;&nbsp; 1335457 |
|  | Oracle Corp. Japan | 13175 | &nbsp;&nbsp; 1424803 |
|  | Organo Corp. | 2100 | &nbsp;&nbsp; 129393 |
|  | Oriental Land Co. Ltd. | 40200 | &nbsp;&nbsp; 827739 |
|  | Otsuka Corp. | 63800 | &nbsp;&nbsp; 1208829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan Pacific <br> International <br> Holdings Corp.<br>| 151400 | &nbsp;&nbsp; 5065275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Persol Holdings Co. <br> Ltd.<br>| 717100 | &nbsp;&nbsp; 1370699 |
|  | Rakus Co. Ltd. | 21101 | &nbsp;&nbsp; 323638 |

---

------

**International High Relative Profitability Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| \* | Rakuten Bank Ltd. | 1400 | &nbsp;&nbsp; $65214 |
| \* | Rakuten Group, Inc. | 54200 | &nbsp;&nbsp; 274236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Recruit Holdings Co. <br> Ltd.<br>| 267200 | &nbsp;&nbsp; 15853275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Resonac Holdings <br> Corp.<br>| 45200 | &nbsp;&nbsp; 1086976 |
|  | Round One Corp. | 8500 | &nbsp;&nbsp; 87288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryohin Keikaku Co. <br> Ltd.<br>| 63100 | &nbsp;&nbsp; 2954201 |
|  | Sankyo Co. Ltd. | 51500 | &nbsp;&nbsp; 961005 |
|  | Sanrio Co. Ltd. | 28800 | &nbsp;&nbsp; 1181726 |
|  | Sanwa Holdings Corp. | 92100 | &nbsp;&nbsp; 2512656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SCREEN Holdings Co. <br> Ltd.<br>| 19000 | &nbsp;&nbsp; 1482188 |
|  | SCSK Corp. | 78100 | &nbsp;&nbsp; 2430074 |
|  | Seibu Holdings, Inc. | 58800 | &nbsp;&nbsp; 1643148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seven & i Holdings Co. <br> Ltd.<br>| 451800 | &nbsp;&nbsp; 5956167 |
|  | SG Holdings Co. Ltd. | 98200 | &nbsp;&nbsp; 1089471 |
| \* | Sharp Corp. | 9700 | &nbsp;&nbsp; 45857 |
| \* | SHIFT, Inc. | 16400 | &nbsp;&nbsp; 172109 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Skylark Holdings Co. <br> Ltd.<br>| 110300 | &nbsp;&nbsp; 2096565 |
| # | Socionext, Inc. | 9521 | &nbsp;&nbsp; 179422 |
|  | SoftBank Corp. | 6266000 | &nbsp;&nbsp; 9053341 |
|  | SoftBank Group Corp. | 89100 | &nbsp;&nbsp; 6803581 |
|  | Sompo Holdings, Inc. | 108000 | &nbsp;&nbsp; 3184599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sony Group Corp. <br> (6758 JP)<br>| 1455000 | &nbsp;&nbsp; 34997551 |
|  | Subaru Corp. | 182700 | &nbsp;&nbsp; 3360915 |
|  | Sugi Holdings Co. Ltd. | 12200 | &nbsp;&nbsp; 295254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Forestry Co. <br> Ltd.<br>| 110100 | &nbsp;&nbsp; 1106025 |
|  | Sundrug Co. Ltd. | 24600 | &nbsp;&nbsp; 729120 |
|  | Suzuki Motor Corp. | 156800 | &nbsp;&nbsp; 1722851 |
|  | Sysmex Corp. | 121000 | &nbsp;&nbsp; 1965748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiheiyo Cement <br> Corp.<br>| 800 | &nbsp;&nbsp; 19549 |
|  | TDK Corp. (6762 JP) | 390000 | &nbsp;&nbsp; 4751343 |
|  | TIS, Inc. | 83600 | &nbsp;&nbsp; 2667000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toei Animation Co. <br> Ltd.<br>| 4500 | &nbsp;&nbsp; 98450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokio Marine Holdings, <br> Inc. (8766 JP)<br>| 264300 | &nbsp;&nbsp; 10612409 |
|  | Tokyo Century Corp. | 72900 | &nbsp;&nbsp; 834322 |
|  | Tokyo Electron Ltd. | 80300 | &nbsp;&nbsp; 12765988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyu Fudosan <br> Holdings Corp.<br>| 14600 | &nbsp;&nbsp; 102954 |
|  | Toridoll Holdings Corp. | 6500 | &nbsp;&nbsp; 191208 |
|  | Toyo Tire Corp. | 29000 | &nbsp;&nbsp; 614251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Corp. <br> (TM US), Sponsored <br> ADR<br>| 30391 | &nbsp;&nbsp; 5439077 |
|  | Toyota Tsusho Corp. | 92100 | &nbsp;&nbsp; 2110779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trend Micro, Inc. (4704 <br> JP)<br>| 49100 | &nbsp;&nbsp; 2994040 |
|  | Tsuruha Holdings, Inc. | 6300 | &nbsp;&nbsp; 463709 |
|  | Unicharm Corp. | 10501 | &nbsp;&nbsp; 72637 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | USS Co. Ltd. | 177800 | &nbsp;&nbsp; $1932488 |
| \* | Visional, Inc. | 300 | &nbsp;&nbsp; 23450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Welcia Holdings Co. <br> Ltd.<br>| 24800 | &nbsp;&nbsp; 416136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamaha Motor Co. <br> Ltd.<br>| 219200 | &nbsp;&nbsp; 1585434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamazaki Baking Co. <br> Ltd.<br>| 1200 | &nbsp;&nbsp; 25635 |
|  | Yaoko Co. Ltd. | 4200 | &nbsp;&nbsp; 271813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yokogawa Electric <br> Corp.<br>| 52800 | &nbsp;&nbsp; 1407335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yokohama Rubber Co. <br> Ltd. <br>| 3500 | &nbsp;&nbsp; 100072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zensho Holdings Co. <br> Ltd.<br>| 36200 | &nbsp;&nbsp; 1904968 |
|  | ZOZO, Inc. | 138900 | &nbsp;&nbsp; 1375022 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp; 348954624 |
| NETHERLANDS — (3.3%) | NETHERLANDS — (3.3%) | NETHERLANDS — (3.3%) | NETHERLANDS — (3.3%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV <br> (ASML NA)<br>| 25123 | &nbsp;&nbsp; 17412071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV <br> (ASML US)<br>| 21467 | &nbsp;&nbsp; 14913355 |
|  | ASR Nederland NV | 48477 | &nbsp;&nbsp; 3220032 |
|  | Koninklijke KPN NV | 1130650 | &nbsp;&nbsp; 5051177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Music Group <br> NV<br>| 125253 | &nbsp;&nbsp; 3603139 |
|  | Wolters Kluwer NV | 66291 | &nbsp;&nbsp; 10325414 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp; 54525188 |
| NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |
|  | Chorus Ltd. (CNU NZ) | 309552 | &nbsp;&nbsp; 1588388 |
|  | Contact Energy Ltd. | 54969 | &nbsp;&nbsp; 294598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fisher & Paykel <br> Healthcare Corp. <br> Ltd.<br>| 49321 | &nbsp;&nbsp; 1068654 |
|  | Mainfreight Ltd. | 16254 | &nbsp;&nbsp; 566585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Spark New Zealand <br> Ltd.<br>| 618656 | &nbsp;&nbsp; 884600 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp; 4402825 |
| NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) |
|  | Aker BP ASA | 47410 | &nbsp;&nbsp; 1140524 |
| Ω | BW LPG Ltd. | 20926 | &nbsp;&nbsp; 278184 |
|  | Equinor ASA | 205722 | &nbsp;&nbsp; 5284498 |
|  | Hafnia Ltd. | 64009 | &nbsp;&nbsp; 351767 |
|  | Hoegh Autoliners ASA | 2029 | &nbsp;&nbsp; 20390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kongsberg Gruppen <br> ASA<br>| 36955 | &nbsp;&nbsp; 1104331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Protector Forsikring <br> ASA<br>| 11993 | &nbsp;&nbsp; 585541 |
|  | Storebrand ASA | 125086 | &nbsp;&nbsp; 1776256 |
|  | Telenor ASA | 65559 | &nbsp;&nbsp; 1005734 |
|  | Var Energi ASA | 79114 | &nbsp;&nbsp; 270993 |
|  | Veidekke ASA | 19132 | &nbsp;&nbsp; 304075 |

---

------

**International High Relative Profitability Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wallenius Wilhelmsen <br> ASA<br>| 23918 | &nbsp;&nbsp; $213975 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp; 12336268 |
| PORTUGAL — (0.1%) | PORTUGAL — (0.1%) | PORTUGAL — (0.1%) | PORTUGAL — (0.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galp Energia SGPS <br> SA<br>| 113250 | &nbsp;&nbsp; 2162535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jeronimo Martins <br> SGPS SA<br>| 15405 | &nbsp;&nbsp; 375538 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp; 2538073 |
| SINGAPORE — (1.5%) | SINGAPORE — (1.5%) | SINGAPORE — (1.5%) | SINGAPORE — (1.5%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings <br> Ltd.<br>| 306193 | &nbsp;&nbsp; 11238652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DFI Retail Group <br> Holdings Ltd.<br>| 23600 | &nbsp;&nbsp; 81360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jardine Cycle & <br> Carriage Ltd.<br>| 29400 | &nbsp;&nbsp; 595344 |
|  | SATS Ltd. | 93900 | &nbsp;&nbsp; 229120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sembcorp Industries <br> Ltd.<br>| 350100 | &nbsp;&nbsp; 2081725 |
|  | Singapore Airlines Ltd. | 369000 | &nbsp;&nbsp; 1927347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore Exchange <br> Ltd.<br>| 295300 | &nbsp;&nbsp; 3620851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore <br> Technologies <br> Engineering Ltd.<br>| 578800 | &nbsp;&nbsp; 3893750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Overseas Bank <br> Ltd.<br>| 6700 | &nbsp;&nbsp; 186144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yangzijiang <br> Shipbuilding <br> Holdings Ltd.<br>| 378300 | &nbsp;&nbsp; 742008 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp; 24596301 |
| SPAIN — (2.4%) | SPAIN — (2.4%) | SPAIN — (2.4%) | SPAIN — (2.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ACS Actividades de <br> Construccion y <br> Servicios SA<br>| 31352 | &nbsp;&nbsp; 2163750 |
| Ω | Aena SME SA | 166510 | &nbsp;&nbsp; 4483800 |
|  | Amadeus IT Group SA | 104594 | &nbsp;&nbsp; 8398245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA <br> (BBVA SM)<br>| 219253 | &nbsp;&nbsp; 3656758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA <br> (BBVA US), <br> Sponsored ADR<br>| 25506 | &nbsp;&nbsp; 426715 |
|  | Endesa SA | 100465 | &nbsp;&nbsp; 2911499 |
|  | Ferrovial SE | 31171 | &nbsp;&nbsp; 1597916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industria de Diseno <br> Textil SA<br>| 167352 | &nbsp;&nbsp; 7993907 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Telefonica SA (TEF <br> SM)<br>| 1641259 | &nbsp;&nbsp; 8470197 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp; 40102787 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (3.0%) | SWEDEN — (3.0%) | SWEDEN — (3.0%) | SWEDEN — (3.0%) |
|  | AddTech AB, Class B | 79454 | &nbsp;&nbsp; $2671099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Copco AB <br> (ATCOA SS), <br> Class A<br>| 517386 | &nbsp;&nbsp; 7878953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Copco AB <br> (ATCOB SS), <br> Class B<br>| 311236 | &nbsp;&nbsp; 4212004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avanza Bank Holding <br> AB<br>| 40384 | &nbsp;&nbsp; 1487729 |
|  | Axfood AB | 37200 | &nbsp;&nbsp; 1108497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Epiroc AB (EPIA SS), <br> Class A<br>| 89197 | &nbsp;&nbsp; 1815440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Epiroc AB (EPIB SS), <br> Class B<br>| 60798 | &nbsp;&nbsp; 1089864 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; H & M Hennes & <br> Mauritz AB, Class B<br>| 163087 | &nbsp;&nbsp; 2197049 |
|  | Hemnet Group AB | 18833 | &nbsp;&nbsp; 542362 |
|  | Indutrade AB | 61345 | &nbsp;&nbsp; 1489726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lagercrantz Group AB, <br> Class B<br>| 41874 | &nbsp;&nbsp; 972194 |
|  | Lifco AB, Class B | 18806 | &nbsp;&nbsp; 669890 |
|  | Loomis AB | 8408 | &nbsp;&nbsp; 332446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medicover AB, <br> Class B<br>| 6534 | &nbsp;&nbsp; 183040 |
| Ω | Munters Group AB | 9191 | &nbsp;&nbsp; 129348 |
|  | Nordnet AB publ | 29215 | &nbsp;&nbsp; 788983 |
|  | Sectra AB, Class B | 40431 | &nbsp;&nbsp; 1499018 |
|  | Sweco AB, Class B | 37915 | &nbsp;&nbsp; 598091 |
|  | Tele2 AB, Class B | 223821 | &nbsp;&nbsp; 3459179 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget LM <br> Ericsson (ERIC US), <br> Sponsored ADR<br>| 144507 | &nbsp;&nbsp; 1043341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget LM <br> Ericsson (ERICB <br> SS), Class B<br>| 311205 | &nbsp;&nbsp; 2260463 |
| # | Telia Co. AB | 364196 | &nbsp;&nbsp; 1286235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Volvo AB (VOLVA SS), <br> Class A<br>| 54973 | &nbsp;&nbsp; 1576077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Volvo AB (VOLVB SS), <br> Class B<br>| 410093 | &nbsp;&nbsp; 11777783 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp; 51068811 |
| SWITZERLAND — (8.7%) | SWITZERLAND — (8.7%) | SWITZERLAND — (8.7%) | SWITZERLAND — (8.7%) |
|  | Geberit AG | 12634 | &nbsp;&nbsp; 9678887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuehne & Nagel <br> International AG<br>| 24740 | &nbsp;&nbsp; 5043964 |
|  | Nestle SA | 447712 | &nbsp;&nbsp; 39119760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novartis AG (NVS US), <br> Sponsored ADR<br>| 218096 | &nbsp;&nbsp; 24806239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Partners Group <br> Holding AG<br>| 7501 | &nbsp;&nbsp; 10083568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Roche Holding AG (RO <br> SW)<br>| 7170 | &nbsp;&nbsp; 2382842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Roche Holding AG <br> (ROG SW)<br>| 153734 | &nbsp;&nbsp; 47975954 |

---

------

**International High Relative Profitability Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | SGS SA | 62747 | &nbsp;&nbsp; $6375934 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp; 145467148 |
| UNITED KINGDOM — (12.8%) | UNITED KINGDOM — (12.8%) | UNITED KINGDOM — (12.8%) | UNITED KINGDOM — (12.8%) |
|  | Admiral Group PLC | 94186 | &nbsp;&nbsp; 4245573 |
| Ω | Airtel Africa PLC | 278231 | &nbsp;&nbsp; 748989 |
|  | Ashtead Group PLC | 221086 | &nbsp;&nbsp; 14771046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC <br> (AZN LN)<br>| 32872 | &nbsp;&nbsp; 4795750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC <br> (AZN US), <br> Sponsored ADR<br>| 261592 | &nbsp;&nbsp; 19119759 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Auto Trader Group <br> PLC<br>| 383457 | &nbsp;&nbsp; 4233285 |
|  | BP PLC (BP LN) | 165519 | &nbsp;&nbsp; 887228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BP PLC (BP US), <br> Sponsored ADR<br>| 473050 | &nbsp;&nbsp; 15208557 |
|  | BT Group PLC | 2677069 | &nbsp;&nbsp; 7311173 |
|  | Bunzl PLC | 7601 | &nbsp;&nbsp; 225578 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Carnival PLC (CUK <br> US), ADR<br>| 4779 | &nbsp;&nbsp; 129989 |
|  | Coca-Cola HBC AG | 2338 | &nbsp;&nbsp; 121511 |
|  | Compass Group PLC | 214510 | &nbsp;&nbsp; 7537766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diageo PLC (DEO <br> US), Sponsored <br> ADR<br>| 81079 | &nbsp;&nbsp; 7941688 |
|  | Diageo PLC (DGE LN) | 80730 | &nbsp;&nbsp; 1956697 |
|  | Experian PLC | 190691 | &nbsp;&nbsp; 10047648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Games Workshop <br> Group PLC<br>| 4551 | &nbsp;&nbsp; 975107 |
|  | GSK PLC (GSK LN) | 1058901 | &nbsp;&nbsp; 19477402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Howden Joinery Group <br> PLC<br>| 13022 | &nbsp;&nbsp; 150750 |
|  | Imperial Brands PLC | 445366 | &nbsp;&nbsp; 17360091 |
|  | Intertek Group PLC | 77385 | &nbsp;&nbsp; 5031571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Legal & General Group <br> PLC<br>| 999910 | &nbsp;&nbsp; 3382761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marks & Spencer <br> Group PLC<br>| 798644 | &nbsp;&nbsp; 3667843 |
|  | Next PLC | 48295 | &nbsp;&nbsp; 7839292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reckitt Benckiser <br> Group PLC<br>| 182653 | &nbsp;&nbsp; 13689068 |
|  | RELX PLC (REL LN) | 45322 | &nbsp;&nbsp; 2354980 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; RELX PLC (RELX US), <br> Sponsored ADR<br>| 206621 | &nbsp;&nbsp; 10721564 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | RELX PLC (REN NA) | 28850 | &nbsp;&nbsp; $1498222 |
|  | Rightmove PLC | 185301 | &nbsp;&nbsp; 1999674 |
|  | Sage Group PLC | 120134 | &nbsp;&nbsp; 1928949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. James's Place <br> PLC<br>| 90454 | &nbsp;&nbsp; 1556792 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC (UL US), <br> Sponsored ADR<br>| 357096 | &nbsp;&nbsp; 20865119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC (ULVR <br> LN)<br>| 48760 | &nbsp;&nbsp; 2829077 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  | &nbsp;&nbsp; 214610499 |
| UNITED STATES — (0.0%) | UNITED STATES — (0.0%) | UNITED STATES — (0.0%) | UNITED STATES — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smurfit WestRock <br> PLC<br>| 2073 | &nbsp;&nbsp; 92000 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 1611945766 |
| 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%) |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Dr. Ing hc F Porsche <br> AG, 5.184%<br>| 13698 | &nbsp;&nbsp; 694577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen AG, <br> 6.912%<br>| 35319 | &nbsp;&nbsp; 3693156 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 4387733 |
| 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>| 4241 | &nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,182,514,117) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,182,514,117) |  | &nbsp;&nbsp; 1616333499 |

---

&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>| 5064376 | &nbsp;&nbsp; 58579636 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $1,241,093,053)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $1,241,093,053)^^ |  | &nbsp;&nbsp; $1674913135 |

---

------

**International High Relative Profitability Portfolio**

**CONTINUED**

As of July 31, 2025, the value of Rule 144A securities amounted to $13,662,412 or 0.8% of net assets.

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; $18540862 | &nbsp;&nbsp;&nbsp; $91021500 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $109562362 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2717615 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2717615 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12354116 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12354116 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; 169316173 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 169316173 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 23339354 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 23339354 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14587890 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14587890 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 166920116 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 166920116 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 133225433 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 133225433 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 30539355 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 30539355 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4379413 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4379413 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel | &nbsp;&nbsp;&nbsp; 1796572 | &nbsp;&nbsp;&nbsp; 10520426 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12316998 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp;&nbsp; 5978227 | &nbsp;&nbsp;&nbsp; 28014190 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 33992417 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; 5439077 | &nbsp;&nbsp;&nbsp; 343515547 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 348954624 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; 14913355 | &nbsp;&nbsp;&nbsp; 39611833 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 54525188 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4402825 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4402825 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12336268 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12336268 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portugal | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2538073 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2538073 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 24596301 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 24596301 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp;&nbsp; 426715 | &nbsp;&nbsp;&nbsp; 39676072 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 40102787 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; 1043341 | &nbsp;&nbsp;&nbsp; 50025470 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 51068811 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; 24806239 | &nbsp;&nbsp;&nbsp; 120660909 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 145467148 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; 73986676 | &nbsp;&nbsp;&nbsp; 140623823 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 214610499 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; 92000 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 92000 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4387733 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4387733 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 58579636 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 58579636 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $316339237 | &nbsp;&nbsp;&nbsp; $1358573898 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1674913135 |

---

------

**Dimensional VA Equity Allocation Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (73.3%) | DOMESTIC EQUITIES — (73.3%) | DOMESTIC EQUITIES — (73.3%) |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 1468985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $67705500 |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 1291579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54349641 |
| Dimensional VA U.S. Targeted Value Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 1346706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29883411 |
| Dimensional VA U.S. Large Value Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 491375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16824692 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 80044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3216184 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171979428 |
| INTERNATIONAL EQUITIES — (26.7%) | INTERNATIONAL EQUITIES — (26.7%) | INTERNATIONAL EQUITIES — (26.7%) |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 1506010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27469627 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 721907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19202732 |
| Dimensional VA International Small Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 591880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8416532 |
| Dimensional VA International Value Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 380010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6403157 |
| DFA International Real Estate Securities Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 308184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1177264 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62669312 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $169,707,480)^^ | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $169,707,480)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $234648740 |

---

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is located in this report (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; $234648740 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $234648740 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $234648740 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $234648740 |

---

------

**DFA MN Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (100.0%) | MUNICIPAL BONDS — (100.0%) | MUNICIPAL BONDS — (100.0%) |
| MINNESOTA — (100.0%) | MINNESOTA — (100.0%) | MINNESOTA — (100.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Albert Lea (GO) Series <br> A |  |  |
| 4.000%, 02/01/26  | 270 | &nbsp;&nbsp; $271804 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Apple Valley (GO) <br> Series A |  |  |
| 5.000%, 12/15/28  | 100 | &nbsp;&nbsp; 107947 |
| City of Blaine (GO) Series B |  |  |
| 5.000%, 02/01/27  | 100 | &nbsp;&nbsp; 103826 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Bloomington (GO) <br> Series B |  |  |
| 5.000%, 02/01/27  | 300 | &nbsp;&nbsp; 310697 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Burnsville (GO) Series <br> A |  |  |
| 5.000%, 12/20/26  | 190 | &nbsp;&nbsp; 196604 |
| 5.000%, 12/20/28  | 500 | &nbsp;&nbsp; 542357 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Coon Rapids (GO) <br> Series A |  |  |
| 5.000%, 02/01/29  | 105 | &nbsp;&nbsp; 113907 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Fergus Falls (GO) <br> Series A |  |  |
| 5.000%, 02/01/26  | 250 | &nbsp;&nbsp; 253004 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Lakeville (GO) Series <br> A |  |  |
| 5.000%, 02/01/28  | 500 | &nbsp;&nbsp; 531450 |
| City of Minneapolis (GO)  |  |  |
| 4.000%, 12/01/25  | 305 | &nbsp;&nbsp; 306508 |
| 5.500%, 12/01/26  | 830 | &nbsp;&nbsp; 863479 |
| 3.000%, 12/01/27  | 1450 | &nbsp;&nbsp; 1449394 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Minneapolis/St. Paul <br> Housing & Redevelopment <br> Authority (RB)  |  |  |
| 5.000%, 11/15/26  | 230 | &nbsp;&nbsp; 236361 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Moorhead Public Utility <br> Revenue (RB) Series A |  |  |
| 5.000%, 11/01/25  | 670 | &nbsp;&nbsp; 673942 |
| City of Rogers (GO) Series B |  |  |
| 5.000%, 02/01/26  | 250 | &nbsp;&nbsp; 253004 |
| City of St. Paul (GO) Series A |  |  |
| 5.000%, 09/01/26  | 235 | &nbsp;&nbsp; 241272 |
| City of Waconia (GO) Series A |  |  |
| 3.000%, 02/01/26  | 820 | &nbsp;&nbsp; 820745 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cloquet Independent School <br> District No. 94 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/28  | 200 | &nbsp;&nbsp; 212430 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cook County Independent <br> School District No. 166 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 200 | &nbsp;&nbsp; 202323 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Anoka (GO) Series <br> A |  |  |
| 5.000%, 02/01/27  | 500 | &nbsp;&nbsp; $519057 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Dakota (GO) Series <br> A |  |  |
| 5.000%, 02/01/28  | 400 | &nbsp;&nbsp; 425060 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Hennepin (GO) <br> Series C |  |  |
| 5.000%, 12/15/25  | 425 | &nbsp;&nbsp; 428921 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Hennepin (GO) <br> Series A |  |  |
| 5.000%, 12/01/31  | 1000 | &nbsp;&nbsp; 1029593 |
| 5.000%, 12/01/32  | 100 | &nbsp;&nbsp; 102919 |
| 5.000%, 12/01/37  | 220 | &nbsp;&nbsp; 224795 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Hennepin (GO) <br> Series B |  |  |
| 5.000%, 12/01/25  | 525 | &nbsp;&nbsp; 529235 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Hennepin (GO) <br> Series C |  |  |
| 5.000%, 12/01/28  | 210 | &nbsp;&nbsp; 216494 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Ramsey (GO) <br> Series A |  |  |
| 5.000%, 02/01/27  | 160 | &nbsp;&nbsp; 166074 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Ramsey (GO) <br> Series B |  |  |
| 5.000%, 02/01/28  | 100 | &nbsp;&nbsp; 106340 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastern Carver County <br> Schools Independent <br> School District No. 112 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/27  | 500 | &nbsp;&nbsp; 518082 |
| &nbsp;&nbsp;&nbsp;&nbsp; Elk River Independent School <br> District No. 728 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/26  | 225 | &nbsp;&nbsp; 227704 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lakeville Independent School <br> District No. 194 (GO) (SD <br> CRED PROG) Series B |  |  |
| 4.000%, 02/01/26  | 365 | &nbsp;&nbsp; 367675 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Council (GO) <br> Series B |  |  |
| 5.000%, 12/01/25  | 120 | &nbsp;&nbsp; 121077 |
| 5.000%, 03/01/26  | 470 | &nbsp;&nbsp; 477482 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Council (GO) <br> Series C |  |  |
| 5.000%, 12/01/26  | 815 | &nbsp;&nbsp; 842887 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Council (GO) <br> Series E |  |  |
| 5.000%, 12/01/25  | 180 | &nbsp;&nbsp; 181616 |

---

------

**DFA MN Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Minneapolis Special School <br> District No. 1 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/26  | 275 | &nbsp;&nbsp; $278442 |
| 5.000%, 02/01/27  | 275 | &nbsp;&nbsp; 285523 |
| &nbsp;&nbsp;&nbsp;&nbsp; Minneapolis Special School <br> District No. 1 (GO) (SD <br> CRED PROG) Series B |  |  |
| 5.000%, 02/01/33  | 350 | &nbsp;&nbsp; 359309 |
| &nbsp;&nbsp;&nbsp;&nbsp; Minneapolis-St. Paul <br> Metropolitan Airports <br> Commission (RB) Series A |  |  |
| 5.000%, 01/01/29  | 270 | &nbsp;&nbsp; 278718 |
| &nbsp;&nbsp;&nbsp;&nbsp; Minnesota Higher Education <br> Facilities Authority (RB) <br> Series 8-G |  |  |
| 5.000%, 12/01/25  | 200 | &nbsp;&nbsp; 201493 |
| &nbsp;&nbsp;&nbsp;&nbsp; Minnesota Higher Education <br> Facilities Authority (RB) <br> Series B |  |  |
| 5.000%, 10/01/25  | 100 | &nbsp;&nbsp; 100339 |
| &nbsp;&nbsp;&nbsp;&nbsp; Minnesota Municipal Power <br> Agency (RB)  |  |  |
| 5.000%, 10/01/28  | 145 | &nbsp;&nbsp; 145536 |
| &nbsp;&nbsp;&nbsp;&nbsp; Minnesota Public Facilities <br> Authority State Revolving <br> Fund (RB) Series A |  |  |
| 5.000%, 03/01/26  | 215 | &nbsp;&nbsp; 218309 |
| &nbsp;&nbsp;&nbsp;&nbsp; Minnesota Public Facilities <br> Authority State Revolving <br> Fund (RB) Series B |  |  |
| 5.000%, 03/01/26  | 205 | &nbsp;&nbsp; 208156 |
| &nbsp;&nbsp;&nbsp;&nbsp; Moorhead Independent <br> School District No. 152 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 4.000%, 02/01/31  | 200 | &nbsp;&nbsp; 205527 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northfield Independent School <br> District No. 659 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/27  | 300 | &nbsp;&nbsp; 310894 |
| &nbsp;&nbsp;&nbsp;&nbsp; Osseo Independent School <br> District No. 279 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/29  | 500 | &nbsp;&nbsp; 542412 |
| &nbsp;&nbsp;&nbsp;&nbsp; Red Rock Central <br> Independent School District <br> No. 2884 (GO) (SD CRED <br> PROG) Series A |  |  |
| 4.000%, 02/01/26  | 215 | &nbsp;&nbsp; 216266 |
| &nbsp;&nbsp;&nbsp;&nbsp; Redwood Area Schools <br> Independent School District <br> No. 2897 (GO) (SD CRED <br> PROG) Series A |  |  |
| 5.000%, 02/01/26  | 200 | &nbsp;&nbsp; 202263 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Robbinsdale Independent <br> School District No. 281 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 135 | &nbsp;&nbsp; $136555 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rochester Independent <br> School District No. 535 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/27  | 500 | &nbsp;&nbsp; 518531 |
| 5.000%, 02/01/28  | 500 | &nbsp;&nbsp; 529949 |
| &nbsp;&nbsp;&nbsp;&nbsp; Roseville Independent School <br> District No. 623 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/26  | 150 | &nbsp;&nbsp; 151877 |
| &nbsp;&nbsp;&nbsp;&nbsp; Southern Minnesota Municipal <br> Power Agency (RB) Series <br> A |  |  |
| 5.000%, 01/01/35  | 190 | &nbsp;&nbsp; 191742 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spring Grove Independent <br> School District No. 297 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 160 | &nbsp;&nbsp; 161963 |
| &nbsp;&nbsp;&nbsp;&nbsp; St. Paul Independent School <br> District No. 625 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/28  | 150 | &nbsp;&nbsp; 159510 |
| &nbsp;&nbsp;&nbsp;&nbsp; St. Paul Independent School <br> District No. 625 (GO) (SD <br> CRED PROG) Series B |  |  |
| 5.000%, 02/01/26  | 280 | &nbsp;&nbsp; 283505 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Minnesota (GO) <br> Series A |  |  |
| 5.000%, 08/01/25  | 275 | &nbsp;&nbsp; 275000 |
| 5.000%, 10/01/25  | 230 | &nbsp;&nbsp; 230935 |
| 5.000%, 08/01/26 | 1750 | &nbsp;&nbsp; 1776547 |
| 5.000%, 08/01/27  | 145 | &nbsp;&nbsp; 152504 |
| 5.000%, 08/01/34  | 500 | &nbsp;&nbsp; 508724 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Minnesota (GO) <br> Series B |  |  |
| 5.000%, 08/01/25 | 450 | &nbsp;&nbsp; 450000 |
| 5.000%, 10/01/25  | 355 | &nbsp;&nbsp; 356443 |
| 5.000%, 10/01/26  | 105 | &nbsp;&nbsp; 108092 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Minnesota (GO) <br> Series D |  |  |
| 5.000%, 08/01/25 | 690 | &nbsp;&nbsp; 690000 |
| 5.000%, 08/01/26  | 455 | &nbsp;&nbsp; 466486 |
| 5.000%, 10/01/26  | 245 | &nbsp;&nbsp; 252214 |
| 5.000%, 10/01/27  | 195 | &nbsp;&nbsp; 205729 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Minnesota (GO) <br> Series E |  |  |
| 5.000%, 08/01/26  | 210 | &nbsp;&nbsp; 215301 |

---

------

**DFA MN Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; University of Minnesota (RB) <br> Series B |  |  |
| 5.000%, 10/01/25  | 800 | &nbsp;&nbsp; $803237 |
| 5.000%, 12/01/27  | 230 | &nbsp;&nbsp; 243098 |
| &nbsp;&nbsp;&nbsp;&nbsp; Virginia Independent School <br> District No. 706 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/27  | 160 | &nbsp;&nbsp; 165882 |
| &nbsp;&nbsp;&nbsp;&nbsp; Western Minnesota Municipal <br> Power Agency (RB) Series <br> A |  |  |
| 5.000%, 01/01/26  | 495 | &nbsp;&nbsp; 499943 |
| &nbsp;&nbsp;&nbsp;&nbsp; White Bear Lake Independent <br> School District No. 624 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 4.000%, 02/01/26  | 215 | &nbsp;&nbsp; 216522 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| 5.000%, 02/01/28  | 250 | &nbsp;&nbsp; $265537 |
| &nbsp;&nbsp;&nbsp;&nbsp; Willmar Independent School <br> District No. 347 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/26  | 300 | &nbsp;&nbsp; 303695 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL MUNICIPAL BONDS <br>(Cost $27,973,887) |  | &nbsp;&nbsp; 28048773 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $27,973,887)^^ |  | &nbsp;&nbsp; $28048773 |

---

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $28048773 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $28048773 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $28048773 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $28048773 |

---

------

**DFA California Municipal Real Return Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (97.7%) | MUNICIPAL BONDS — (97.7%) | MUNICIPAL BONDS — (97.7%) |
| CALIFORNIA — (97.7%) | CALIFORNIA — (97.7%) | CALIFORNIA — (97.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alameda County Joint <br> Powers Authority (RB) <br> Series A |  |  |
| 5.000%, 12/01/25  | 2115 | &nbsp;&nbsp; $2132418 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alameda Unified School <br> District-Alameda County <br> (GO) Series B |  |  |
| 5.000%, 08/01/26  | 250 | &nbsp;&nbsp; 256519 |
| &nbsp;&nbsp;&nbsp;&nbsp; Albany Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/25  | 255 | &nbsp;&nbsp; 255000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Anaheim Housing & Public <br> Improvements Authority <br> (RB) Series A |  |  |
| 5.000%, 10/01/25  | 550 | &nbsp;&nbsp; 552341 |
| &nbsp;&nbsp;&nbsp;&nbsp; Anaheim Housing & Public <br> Improvements Authority <br> (RB) Series E |  |  |
| 5.000%, 10/01/29  | 1500 | &nbsp;&nbsp; 1577509 |
| &nbsp;&nbsp;&nbsp;&nbsp; Antelope Valley Union High <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/28  | 415 | &nbsp;&nbsp; 448526 |
| &nbsp;&nbsp;&nbsp;&nbsp; Atascadero Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/28  | 235 | &nbsp;&nbsp; 252850 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bay Area Toll Authority <br> (RB) Series A |  |  |
| 2.200%, 04/01/55  | 7680 | &nbsp;&nbsp; 7680000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bay Area Toll Authority <br> (RB) Series B |  |  |
| 2.250%, 04/01/55  | 3880 | &nbsp;&nbsp; 3880000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belmont-Redwood Shores <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/27  | 860 | &nbsp;&nbsp; 907673 |
| &nbsp;&nbsp;&nbsp;&nbsp; Buena Park School District <br> (GO)  |  |  |
| 8.000%, 08/01/27  | 1730 | &nbsp;&nbsp; 1921199 |
| &nbsp;&nbsp;&nbsp;&nbsp; Burbank Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/28  | 750 | &nbsp;&nbsp; 810590 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Health Facilities <br> Financing Authority (RB)  |  |  |
| 5.000%, 11/15/29  | 1015 | &nbsp;&nbsp; 1021889 |
| 5.000%, 02/01/34  | 1000 | &nbsp;&nbsp; 1025866 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Health Facilities <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 02/01/28  | 140 | &nbsp;&nbsp; 148561 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 11/15/46 <br> (Pre-refunded @ <br> $100, 11/15/25)<br>| 1110 | &nbsp;&nbsp; $1118167 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Health Facilities <br> Financing Authority (RB) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; California Health Facilities <br> Financing Authority (RB) <br> Series B |  |  |
|  | 4.000%, 08/15/36  | 1975 | &nbsp;&nbsp; 1976452 |
|  | 2.150%, 03/01/41  | 2600 | &nbsp;&nbsp; 2600000 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Infrastructure & <br> Economic Development <br> Bank (RB) (AMBAC) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; California Infrastructure & <br> Economic Development <br> Bank (RB) (AMBAC) <br> Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 07/01/36 <br> (Pre-refunded @ <br> $100, 1/1/28)<br>| 190 | &nbsp;&nbsp; 202479 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Municipal <br> Finance Authority (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; California Municipal <br> Finance Authority (RB) <br> Series A |  |  |
|  | 5.000%, 02/01/30  | 200 | &nbsp;&nbsp; 213662 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Public Finance <br> Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; California Public Finance <br> Authority (RB) Series A |  |  |
|  | 5.000%, 06/01/26  | 110 | &nbsp;&nbsp; 111952 |
| &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series C | &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series C |  |  |
|  | 5.000%, 11/01/25  | 2205 | &nbsp;&nbsp; 2218204 |
|  | 4.000%, 11/01/30  | 750 | &nbsp;&nbsp; 758897 |
|  | 4.000%, 11/01/31  | 600 | &nbsp;&nbsp; 605274 |
| &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series A |  |  |
|  | 5.000%, 02/01/28  | 210 | &nbsp;&nbsp; 223269 |
| &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series B |  |  |
|  | 5.000%, 05/01/26  | 660 | &nbsp;&nbsp; 672189 |
|  | 5.000%, 06/01/27  | 1510 | &nbsp;&nbsp; 1577951 |
| &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series C | &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series C |  |  |
|  | 5.000%, 08/01/25  | 865 | &nbsp;&nbsp; 865000 |
|  | 5.000%, 09/01/26 | 3750 | &nbsp;&nbsp; 3850941 |
|  | 5.000%, 08/01/27  | 270 | &nbsp;&nbsp; 284141 |
|  | 5.000%, 09/01/28  | 885 | &nbsp;&nbsp; 953143 |
| &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series D | &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series D |  |  |
|  | 5.000%, 11/01/26  | 135 | &nbsp;&nbsp; 139195 |
|  | 5.000%, 04/01/27  | 445 | &nbsp;&nbsp; 457597 |
|  | 5.000%, 05/01/28  | 1050 | &nbsp;&nbsp; 1122611 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; California State University <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; California State University <br> (RB) Series A |  |  |
|  | 5.000%, 11/01/27  | 825 | &nbsp;&nbsp; $873670 |
|  | 5.000%, 11/01/28  | 645 | &nbsp;&nbsp; 647955 |
|  | 3.375%, 11/01/29  | 3500 | &nbsp;&nbsp; 3506548 |
|  | 5.000%, 11/01/31  | 2285 | &nbsp;&nbsp; 2376366 |
|  | 5.000%, 11/01/33  | 1655 | &nbsp;&nbsp; 1678056 |
|  | 4.000%, 11/01/34  | 1500 | &nbsp;&nbsp; 1500181 |
|  | 4.000%, 11/01/35  | 1000 | &nbsp;&nbsp; 996999 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Statewide <br> Communities <br> Development Authority <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; California Statewide <br> Communities <br> Development Authority <br> (RB) Series A |  |  |
|  | 5.000%, 12/01/25  | 155 | &nbsp;&nbsp; 156250 |
|  | 5.000%, 12/01/26  | 120 | &nbsp;&nbsp; 123994 |
|  | 5.000%, 03/01/27  | 670 | &nbsp;&nbsp; 677161 |
| &nbsp;&nbsp;&nbsp;&nbsp; Campbell Union High <br> School District (GO) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; Campbell Union High <br> School District (GO) <br> Series B |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 08/01/37 <br> (Pre-refunded @ <br> $100, 8/1/26)<br>| 1290 | &nbsp;&nbsp; 1313091 |
|  | 4.000%, 08/01/37  | 500 | &nbsp;&nbsp; 494487 |
| &nbsp;&nbsp;&nbsp;&nbsp; Carlsbad Unified School <br> District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Carlsbad Unified School <br> District (GO)  |  |  |
|  | 5.000%, 08/01/26  | 345 | &nbsp;&nbsp; 354550 |
| &nbsp;&nbsp;&nbsp;&nbsp; Carlsbad Unified School <br> District (COP)  | &nbsp;&nbsp;&nbsp;&nbsp; Carlsbad Unified School <br> District (COP)  |  |  |
|  | 4.000%, 10/01/27  | 145 | &nbsp;&nbsp; 150117 |
|  | 4.000%, 10/01/28  | 100 | &nbsp;&nbsp; 105034 |
|  | 4.000%, 10/01/29  | 55 | &nbsp;&nbsp; 58351 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cerritos Community <br> College District (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Cerritos Community <br> College District (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/25  | 2500 | &nbsp;&nbsp; 2500000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chabot-Las Positas <br> Community College <br> District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Chabot-Las Positas <br> Community College <br> District (GO)  |  |  |
|  | 4.000%, 08/01/34  | 1355 | &nbsp;&nbsp; 1356948 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chabot-Las Positas <br> Community College <br> District (GO) Series C | &nbsp;&nbsp;&nbsp;&nbsp; Chabot-Las Positas <br> Community College <br> District (GO) Series C |  |  |
|  | 5.000%, 08/01/25  | 690 | &nbsp;&nbsp; 690000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chino Valley Unified <br> School District (GO) <br> Series C | &nbsp;&nbsp;&nbsp;&nbsp; Chino Valley Unified <br> School District (GO) <br> Series C |  |  |
|  | 4.000%, 08/01/27  | 350 | &nbsp;&nbsp; 361821 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citrus Community College <br> District (GO) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Citrus Community College <br> District (GO) Series B |  |  |
|  | 5.000%, 08/01/25  | 1150 | &nbsp;&nbsp; 1150000 |
| &nbsp;&nbsp;&nbsp;&nbsp; City & County of San <br> Francisco (COP) Series <br> B | &nbsp;&nbsp;&nbsp;&nbsp; City & County of San <br> Francisco (COP) Series <br> B |  |  |
|  | 4.000%, 04/01/33  | 1605 | &nbsp;&nbsp; 1605976 |
|  | 4.000%, 04/01/35  | 1000 | &nbsp;&nbsp; 1000188 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; City & County of San <br> Francisco (COP) Series <br> R-1 |  |  |
| 5.000%, 04/01/26  | 485 | &nbsp;&nbsp; $493529 |
| &nbsp;&nbsp;&nbsp;&nbsp; City & County of San <br> Francisco (GO) Series <br> R-1 |  |  |
| 5.000%, 06/15/26  | 2000 | &nbsp;&nbsp; 2047741 |
| City of Berkeley (RN)  |  |  |
| 4.000%, 07/28/26  | 6245 | &nbsp;&nbsp; 6353680 |
| City of Grover Beach (GO)  |  |  |
| 5.000%, 09/01/26  | 345 | &nbsp;&nbsp; 354556 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Long Beach Airport <br> System Revenue (RB) <br> (AG) Series A |  |  |
| 5.000%, 06/01/29  | 225 | &nbsp;&nbsp; 245680 |
| City of Los Angeles (RN)  |  |  |
| 5.000%, 06/25/26  | 2605 | &nbsp;&nbsp; 2667557 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Los Angeles <br> Wastewater System <br> Revenue (RB) Series A |  |  |
| 5.000%, 06/01/28  | 1675 | &nbsp;&nbsp; 1801200 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Pasadena Electric <br> Revenue (RB) Series A |  |  |
| 5.000%, 08/01/25  | 485 | &nbsp;&nbsp; 485000 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Rancho Cordova <br> (ST)  |  |  |
| 5.000%, 09/01/26  | 220 | &nbsp;&nbsp; 225141 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Riverside Electric <br> Revenue (RB) Series A |  |  |
| 5.000%, 10/01/26  | 765 | &nbsp;&nbsp; 788627 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of San Francisco <br> Public Utilities <br> Commission Water <br> Revenue (RB) Series D |  |  |
| 5.000%, 11/01/25  | 465 | &nbsp;&nbsp; 468034 |
| 5.000%, 11/01/26  | 305 | &nbsp;&nbsp; 315288 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of San Francisco <br> Public Utilities <br> Commission Water <br> Revenue (RB) Series F |  |  |
| 5.000%, 11/01/28  | 2500 | &nbsp;&nbsp; 2718747 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of San Mateo (ST) <br> (BAM)  |  |  |
| 5.000%, 09/01/29  | 400 | &nbsp;&nbsp; 432998 |
| &nbsp;&nbsp;&nbsp;&nbsp; Compton Community <br> College District (GO) <br> Series B |  |  |
| 5.000%, 08/01/25  | 1005 | &nbsp;&nbsp; 1005000 |
| 5.000%, 08/01/26  | 325 | &nbsp;&nbsp; 333410 |
| 5.000%, 08/01/27  | 125 | &nbsp;&nbsp; 131778 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Los Angeles <br> (RN) Series A |  |  |
| 5.000%, 06/30/26  | 4805 | &nbsp;&nbsp; 4917417 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| County of Riverside (RN)  |  |  |
| 5.000%, 06/30/26  | 4000 | &nbsp;&nbsp; $4094319 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Riverside (RN) <br> Series A |  |  |
| 3.000%, 10/17/25  | 250 | &nbsp;&nbsp; 250137 |
| County of San Diego (RN)  |  |  |
| 5.000%, 06/30/26  | 5000 | &nbsp;&nbsp; 5122988 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of San Diego <br> (COP)  |  |  |
| 5.000%, 10/01/26  | 1860 | &nbsp;&nbsp; 1922030 |
| &nbsp;&nbsp;&nbsp;&nbsp; Davis Joint Unified School <br> District (COP) (AG)  |  |  |
| 4.000%, 08/01/27  | 1625 | &nbsp;&nbsp; 1626927 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dublin Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/26  | 1630 | &nbsp;&nbsp; 1630637 |
| &nbsp;&nbsp;&nbsp;&nbsp; East Bay Municipal Utility <br> District Wastewater <br> System Revenue (RB) <br> Series B |  |  |
| 5.000%, 06/01/27  | 125 | &nbsp;&nbsp; 131459 |
| 5.000%, 06/01/28  | 125 | &nbsp;&nbsp; 134740 |
| &nbsp;&nbsp;&nbsp;&nbsp; East Bay Municipal Utility <br> District Water System <br> Revenue (RB) Series B |  |  |
| 5.000%, 06/01/27  | 400 | &nbsp;&nbsp; 420668 |
| 5.000%, 06/01/28  | 2790 | &nbsp;&nbsp; 3007387 |
| 5.000%, 06/01/30  | 690 | &nbsp;&nbsp; 721705 |
| &nbsp;&nbsp;&nbsp;&nbsp; East Side Union High <br> School District (GO) <br> (BAM)  |  |  |
| 5.000%, 08/01/25  | 1175 | &nbsp;&nbsp; 1175000 |
| &nbsp;&nbsp;&nbsp;&nbsp; East Side Union High <br> School District (GO)  |  |  |
| 5.000%, 08/01/27  | 305 | &nbsp;&nbsp; 321048 |
| 5.000%, 08/01/28  | 315 | &nbsp;&nbsp; 339306 |
| &nbsp;&nbsp;&nbsp;&nbsp; East Side Union High <br> School District (GO) <br> Series D |  |  |
| 5.000%, 08/01/28  | 1200 | &nbsp;&nbsp; 1292594 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastern Municipal Water <br> District (RB) Series A |  |  |
| 2.200%, 07/01/46  | 1030 | &nbsp;&nbsp; 1030000 |
| &nbsp;&nbsp;&nbsp;&nbsp; El Camino Community <br> College District <br> Fountation (GO) Series <br> E |  |  |
| 5.000%, 08/01/25  | 250 | &nbsp;&nbsp; 250000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foothill-De Anza <br> Community College <br> District (GO)  |  |  |
| 4.000%, 08/01/37  | 2850 | &nbsp;&nbsp; 2813254 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Foothill-De Anza <br> Community College <br> District (GO) Series D |  |  |
| 5.000%, 08/01/27  | 1585 | &nbsp;&nbsp; $1672862 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fremont Unified School <br> District/Alameda County <br> (GO) Series A |  |  |
| 8.000%, 08/01/27  | 3000 | &nbsp;&nbsp; 3339681 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gavilan Joint Community <br> College District (GO)  |  |  |
| 5.000%, 08/01/32  | 810 | &nbsp;&nbsp; 810000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grossmont Healthcare <br> District (GO) Series F |  |  |
| 5.000%, 07/15/27  | 485 | &nbsp;&nbsp; 509816 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grossmont Union High <br> School District (GO)  |  |  |
| 4.000%, 08/01/33  | 1500 | &nbsp;&nbsp; 1500204 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indio Finance Authority <br> (RB) (BAM) Series A |  |  |
| 5.000%, 11/01/28  | 290 | &nbsp;&nbsp; 312440 |
| &nbsp;&nbsp;&nbsp;&nbsp; Irvine Ranch Water District <br> (RB) Series B |  |  |
| 5.000%, 05/01/28  | 300 | &nbsp;&nbsp; 322801 |
| 5.000%, 05/01/29  | 400 | &nbsp;&nbsp; 441770 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jefferson Union High <br> School District (GO) <br> Series B |  |  |
| 5.000%, 08/01/26  | 110 | &nbsp;&nbsp; 112780 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kern High School District <br> (GO) Series A |  |  |
| 5.000%, 08/01/25  | 140 | &nbsp;&nbsp; 140000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Livermore-Amador Valley <br> Water Management <br> Agency (RB)  |  |  |
| 4.000%, 08/01/25  | 410 | &nbsp;&nbsp; 410000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lodi Unified School District <br> (GO)  |  |  |
| 5.000%, 08/01/28  | 520 | &nbsp;&nbsp; 562324 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Community <br> College District (GO) <br> Series C |  |  |
| 5.000%, 08/01/25  | 5000 | &nbsp;&nbsp; 5000000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Community <br> College District (GO) <br> Series K |  |  |
| 4.000%, 08/01/38  | 735 | &nbsp;&nbsp; 717346 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles County <br> Metropolitan <br> Transportation Authority <br> Sales Tax Revenue (RB) <br> Series A |  |  |
| 4.000%, 07/01/27  | 2740 | &nbsp;&nbsp; 2742156 |
| 5.000%, 07/01/34  | 1000 | &nbsp;&nbsp; 1034164 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles County Public <br> Works Financing <br> Authority (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles County Public <br> Works Financing <br> Authority (RB) Series B |  |  |
|  | 5.000%, 12/01/31  | 1305 | &nbsp;&nbsp; $1308985 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles County Public <br> Works Financing <br> Authority (RB) Series F | &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles County Public <br> Works Financing <br> Authority (RB) Series F |  |  |
|  | 5.000%, 12/01/25  | 270 | &nbsp;&nbsp; 272272 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Department of <br> Water & Power (RB) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Department of <br> Water & Power (RB) <br> Series B |  |  |
|  | 5.000%, 07/01/26  | 890 | &nbsp;&nbsp; 908031 |
|  | 5.000%, 07/01/29  | 380 | &nbsp;&nbsp; 389202 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Department of <br> Water & Power Water <br> System Revenue (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Department of <br> Water & Power Water <br> System Revenue (RB) <br> Series A |  |  |
|  | 5.000%, 07/01/33  | 1525 | &nbsp;&nbsp; 1530798 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Department of <br> Water & Power Water <br> System Revenue (RB) <br> Series A-2 | &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Department of <br> Water & Power Water <br> System Revenue (RB) <br> Series A-2 |  |  |
|  | 2.500%, 07/01/45  | 410 | &nbsp;&nbsp; 410000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Department of <br> Water & Power Water <br> System Revenue (RB) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Department of <br> Water & Power Water <br> System Revenue (RB) <br> Series B |  |  |
|  | 5.000%, 07/01/26  | 200 | &nbsp;&nbsp; 203341 |
|  | 5.000%, 07/01/35  | 4045 | &nbsp;&nbsp; 4055838 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Unified School <br> District (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Unified School <br> District (GO) Series A |  |  |
|  | 5.000%, 07/01/27  | 940 | &nbsp;&nbsp; 988812 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Unified School <br> District (GO) Series B-1 | &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Unified School <br> District (GO) Series B-1 |  |  |
|  | 5.000%, 07/01/27  | 565 | &nbsp;&nbsp; 594339 |
|  | 5.000%, 07/01/30  | 1530 | &nbsp;&nbsp; 1617583 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Unified School <br> District (GO) Series C | &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Unified School <br> District (GO) Series C |  |  |
|  | 5.000%, 07/01/27  | 825 | &nbsp;&nbsp; 867841 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Rios Community <br> College District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Los Rios Community <br> College District (GO)  |  |  |
|  | 5.000%, 08/01/28  | 1010 | &nbsp;&nbsp; 1092206 |
| &nbsp;&nbsp;&nbsp;&nbsp; Manhattan Beach Unified <br> School District (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Manhattan Beach Unified <br> School District (GO) <br> Series A |  |  |
|  | 5.000%, 09/01/27  | 2625 | &nbsp;&nbsp; 2775590 |
| &nbsp;&nbsp;&nbsp;&nbsp; Manteca Unified School <br> District (GO) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Manteca Unified School <br> District (GO) Series B |  |  |
|  | 5.000%, 08/01/25  | 285 | &nbsp;&nbsp; 285000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marin Community College <br> District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Marin Community College <br> District (GO)  |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 08/01/27 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 1355 | &nbsp;&nbsp; 1355000 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 08/01/35 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 1250 | &nbsp;&nbsp; $1250000 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 08/01/38 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 1750 | &nbsp;&nbsp; 1750000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Millbrae Public Financing <br> Authority (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Millbrae Public Financing <br> Authority (RB)  |  |  |
|  | 5.000%, 12/01/25  | 390 | &nbsp;&nbsp; 393216 |
|  | 5.000%, 12/01/26  | 265 | &nbsp;&nbsp; 274718 |
|  | 5.000%, 12/01/27  | 385 | &nbsp;&nbsp; 409630 |
| &nbsp;&nbsp;&nbsp;&nbsp; Modesto Irrigation District <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Modesto Irrigation District <br> (RB) Series A |  |  |
|  | 5.000%, 10/01/28  | 900 | &nbsp;&nbsp; 902865 |
| &nbsp;&nbsp;&nbsp;&nbsp; Montebello Unified School <br> District (GO) (BAM) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Montebello Unified School <br> District (GO) (BAM) <br> Series A |  |  |
|  | 5.000%, 08/01/28  | 680 | &nbsp;&nbsp; 728973 |
| &nbsp;&nbsp;&nbsp;&nbsp; Moreno Valley Public <br> Financing Authority (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Moreno Valley Public <br> Financing Authority (RB) <br> Series A |  |  |
|  | 5.000%, 11/01/25  | 135 | &nbsp;&nbsp; 135833 |
| &nbsp;&nbsp;&nbsp;&nbsp; Moreno Valley Unified <br> School District (GO) <br> (BAM) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Moreno Valley Unified <br> School District (GO) <br> (BAM) Series A |  |  |
|  | 5.000%, 08/01/27  | 290 | &nbsp;&nbsp; 304793 |
| &nbsp;&nbsp;&nbsp;&nbsp; Morongo Unified School <br> District (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Morongo Unified School <br> District (GO) Series A |  |  |
|  | 5.000%, 08/01/25  | 90 | &nbsp;&nbsp; 90000 |
|  | 5.000%, 08/01/26  | 280 | &nbsp;&nbsp; 287049 |
|  | 5.000%, 08/01/27  | 175 | &nbsp;&nbsp; 183927 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mount Diablo Unified <br> School District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Mount Diablo Unified <br> School District (GO)  |  |  |
|  | 5.000%, 08/01/28  | 1380 | &nbsp;&nbsp; 1484821 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mount Diablo Unified <br> School District (GO) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; Mount Diablo Unified <br> School District (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/27  | 250 | &nbsp;&nbsp; 262803 |
| &nbsp;&nbsp;&nbsp;&nbsp; Napa Valley Unified School <br> District (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Napa Valley Unified School <br> District (GO) Series A |  |  |
|  | 5.000%, 08/01/27  | 100 | &nbsp;&nbsp; 105121 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Haven Unified School <br> District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; New Haven Unified School <br> District (GO)  |  |  |
|  | 5.000%, 08/01/26  | 475 | &nbsp;&nbsp; 487625 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Lake Tahoe Public <br> Financing Authority (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; North Lake Tahoe Public <br> Financing Authority (RB)  |  |  |
|  | 5.000%, 12/01/27  | 150 | &nbsp;&nbsp; 159490 |
|  | 5.000%, 12/01/28  | 175 | &nbsp;&nbsp; 190491 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northern Humboldt Union <br> High School District <br> (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Northern Humboldt Union <br> High School District <br> (GO)  |  |  |
|  | 4.000%, 08/01/25  | 120 | &nbsp;&nbsp; 120000 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Oakland Unified School <br> District/Alameda County <br> (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Oakland Unified School <br> District/Alameda County <br> (GO)  |  |  |
|  | 5.000%, 08/01/28  | 1375 | &nbsp;&nbsp; $1406848 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oakland Unified School <br> District/Alameda County <br> (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Oakland Unified School <br> District/Alameda County <br> (GO) Series A |  |  |
|  | 5.000%, 08/01/25  | 220 | &nbsp;&nbsp; 220000 |
|  | 5.000%, 08/01/27  | 400 | &nbsp;&nbsp; 400369 |
|  | 5.000%, 08/01/28  | 1020 | &nbsp;&nbsp; 1020950 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ontario Public Financing <br> Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Ontario Public Financing <br> Authority (RB) Series A |  |  |
|  | 5.000%, 11/01/28  | 350 | &nbsp;&nbsp; 377538 |
| &nbsp;&nbsp;&nbsp;&nbsp; Orange County Sanitation <br> District (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Orange County Sanitation <br> District (RB) Series A |  |  |
|  | 5.000%, 02/01/33  | 905 | &nbsp;&nbsp; 914289 |
|  | 5.000%, 02/01/34  | 2255 | &nbsp;&nbsp; 2276244 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pacific Grove Unified <br> School District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Grove Unified <br> School District (GO)  |  |  |
|  | 3.000%, 08/01/26  | 210 | &nbsp;&nbsp; 211018 |
| &nbsp;&nbsp;&nbsp;&nbsp; Palm Springs Financing <br> Authority (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Palm Springs Financing <br> Authority (RB)  |  |  |
|  | 5.000%, 11/01/25  | 275 | &nbsp;&nbsp; 276822 |
| &nbsp;&nbsp;&nbsp;&nbsp; Peralta Community College <br> District (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Peralta Community College <br> District (GO) Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/01/29 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 470 | &nbsp;&nbsp; 470000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Petaluma Joint Union High <br> School District (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Petaluma Joint Union High <br> School District (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/27  | 1000 | &nbsp;&nbsp; 1054829 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pittsburg Unified School <br> District (GO) (AG)  | &nbsp;&nbsp;&nbsp;&nbsp; Pittsburg Unified School <br> District (GO) (AG)  |  |  |
|  | 5.000%, 08/01/28  | 85 | &nbsp;&nbsp; 91453 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pittsburg Unified School <br> District (GO) (AG) Series <br> A | &nbsp;&nbsp;&nbsp;&nbsp; Pittsburg Unified School <br> District (GO) (AG) Series <br> A |  |  |
|  | 5.000%, 08/01/27  | 865 | &nbsp;&nbsp; 908605 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pleasanton Unified School <br> District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Pleasanton Unified School <br> District (GO)  |  |  |
|  | 5.000%, 08/01/27 | 1595 | &nbsp;&nbsp; 1682453 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pomona Unified School <br> District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Pomona Unified School <br> District (GO)  |  |  |
|  | 5.000%, 08/01/29  | 350 | &nbsp;&nbsp; 384764 |
| &nbsp;&nbsp;&nbsp;&nbsp; Poway Unified School <br> District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Poway Unified School <br> District (GO)  |  |  |
|  | 5.000%, 08/01/25  | 175 | &nbsp;&nbsp; 175000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Reed Union School District <br> (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Reed Union School District <br> (GO)  |  |  |
|  | 4.000%, 08/01/26  | 250 | &nbsp;&nbsp; 254137 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series B-2 | &nbsp;&nbsp;&nbsp;&nbsp; Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series B-2 |  |  |
|  | 2.350%, 05/15/32  | 1200 | &nbsp;&nbsp; $1200000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series L | &nbsp;&nbsp;&nbsp;&nbsp; Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series L |  |  |
|  | 5.000%, 05/15/33  | 3965 | &nbsp;&nbsp; 4017997 |
| &nbsp;&nbsp;&nbsp;&nbsp; Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series O-2 | &nbsp;&nbsp;&nbsp;&nbsp; Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series O-2 |  |  |
|  | 2.350%, 05/15/45  | 6755 | &nbsp;&nbsp; 6755000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Riverside Community <br> College District (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Riverside Community <br> College District (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/26  | 1000 | &nbsp;&nbsp; 1027984 |
|  | 5.000%, 08/01/27  | 690 | &nbsp;&nbsp; 728110 |
| &nbsp;&nbsp;&nbsp;&nbsp; Riverside County Public <br> Financing Authority (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Riverside County Public <br> Financing Authority (RB)  |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 11/01/31 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 2570 | &nbsp;&nbsp; 2586350 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 11/01/45 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 330 | &nbsp;&nbsp; 332303 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sacramento City Unified <br> School District (GO) <br> (BAM)  | &nbsp;&nbsp;&nbsp;&nbsp; Sacramento City Unified <br> School District (GO) <br> (BAM)  |  |  |
|  | 5.000%, 07/01/28  | 520 | &nbsp;&nbsp; 557368 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sacramento City Unified <br> School District (GO) <br> (BAM) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Sacramento City Unified <br> School District (GO) <br> (BAM) Series B |  |  |
|  | 5.000%, 08/01/28  | 1000 | &nbsp;&nbsp; 1073818 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sacramento City Unified <br> School District (GO) <br> (AG) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Sacramento City Unified <br> School District (GO) <br> (AG) Series B |  |  |
|  | 8.000%, 08/01/25  | 700 | &nbsp;&nbsp; 700000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Salinas Union High School <br> District (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Salinas Union High School <br> District (GO) Series A |  |  |
|  | 5.000%, 08/01/27  | 300 | &nbsp;&nbsp; 316452 |
| &nbsp;&nbsp;&nbsp;&nbsp; Salinas Union High School <br> District (GO) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Salinas Union High School <br> District (GO) Series B |  |  |
|  | 5.000%, 08/01/28  | 215 | &nbsp;&nbsp; 232389 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Bernardino <br> Community College <br> District (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; San Bernardino <br> Community College <br> District (GO) Series A |  |  |
|  | 4.000%, 08/01/32  | 2590 | &nbsp;&nbsp; 2607187 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Diego Community <br> College District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; San Diego Community <br> College District (GO)  |  |  |
|  | 5.000%, 08/01/26  | 385 | &nbsp;&nbsp; 395774 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; San Diego County Water <br> Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; San Diego County Water <br> Authority (RB) Series A |  |  |
|  | 5.000%, 05/01/26  | 250 | &nbsp;&nbsp; $255148 |
|  | 5.000%, 05/01/27  | 135 | &nbsp;&nbsp; 141488 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Diego Public Facilities <br> Financing Authority (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; San Diego Public Facilities <br> Financing Authority (RB)  |  |  |
|  | 5.000%, 10/15/29  | 1000 | &nbsp;&nbsp; 1004873 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Diego Public Facilities <br> Financing Authority (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; San Diego Public Facilities <br> Financing Authority (RB) <br> Series A |  |  |
|  | 5.000%, 10/15/25  | 160 | &nbsp;&nbsp; 160859 |
|  | 5.000%, 10/15/26  | 125 | &nbsp;&nbsp; 129051 |
|  | 5.000%, 05/15/38  | 3060 | &nbsp;&nbsp; 3094639 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Diego Unified School <br> District (GO) (AG) Series <br> E-2 | &nbsp;&nbsp;&nbsp;&nbsp; San Diego Unified School <br> District (GO) (AG) Series <br> E-2 |  |  |
|  | 5.500%, 07/01/27  | 1160 | &nbsp;&nbsp; 1231735 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Diego Unified School <br> District (GO) (AG) Series <br> F-1 | &nbsp;&nbsp;&nbsp;&nbsp; San Diego Unified School <br> District (GO) (AG) Series <br> F-1 |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 07/01/27 <br> (Pre-refunded @ <br> $100, 7/1/27)<br>| 125 | &nbsp;&nbsp; 131894 |
|  | 5.250%, 07/01/27  | 365 | &nbsp;&nbsp; 385868 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Diego Unified School <br> District (GO) Series G-2 | &nbsp;&nbsp;&nbsp;&nbsp; San Diego Unified School <br> District (GO) Series G-2 |  |  |
|  | 5.000%, 07/01/27  | 1010 | &nbsp;&nbsp; 1062058 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Diego Unified School <br> District (GO) Series R-5 | &nbsp;&nbsp;&nbsp;&nbsp; San Diego Unified School <br> District (GO) Series R-5 |  |  |
|  | 5.000%, 07/01/26  | 330 | &nbsp;&nbsp; 338047 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Dieguito Union High <br> School District (GO) <br> Series B-2 | &nbsp;&nbsp;&nbsp;&nbsp; San Dieguito Union High <br> School District (GO) <br> Series B-2 |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 08/01/33 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 1820 | &nbsp;&nbsp; 1820000 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Bay Area <br> Rapid Transit District <br> (GO) Series D | &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Bay Area <br> Rapid Transit District <br> (GO) Series D |  |  |
|  | 4.000%, 08/01/35  | 2000 | &nbsp;&nbsp; 1992020 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Bay Area <br> Rapid Transit District <br> Sales Tax Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Bay Area <br> Rapid Transit District <br> Sales Tax Revenue (RB)  |  |  |
|  | 4.000%, 07/01/35  | 575 | &nbsp;&nbsp; 575100 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Bay Area <br> Rapid Transit District <br> Sales Tax Revenue (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Bay Area <br> Rapid Transit District <br> Sales Tax Revenue (RB) <br> Series A |  |  |
|  | 4.000%, 07/01/34  | 480 | &nbsp;&nbsp; 481315 |
|  | 4.000%, 07/01/38  | 385 | &nbsp;&nbsp; 378497 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco City & <br> County Public Utilities <br> Commission Wastewater <br> Revenue (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; San Francisco City & <br> County Public Utilities <br> Commission Wastewater <br> Revenue (RB) Series A |  |  |
|  | 5.000%, 10/01/31  | 1050 | &nbsp;&nbsp; 1053601 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
|  | 5.000%, 10/01/35  | 1000 | &nbsp;&nbsp; $1002432 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco City & <br> County Public Utilities <br> Commission Wastewater <br> Revenue (RB) Series C | &nbsp;&nbsp;&nbsp;&nbsp; San Francisco City & <br> County Public Utilities <br> Commission Wastewater <br> Revenue (RB) Series C |  |  |
|  | 5.000%, 10/01/27  | 230 | &nbsp;&nbsp; 243450 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Community <br> College District (GO) <br> (BAM) Series B | &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Community <br> College District (GO) <br> (BAM) Series B |  |  |
|  | 5.000%, 06/15/26  | 445 | &nbsp;&nbsp; 455038 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Unified <br> School District (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Unified <br> School District (GO) <br> Series A |  |  |
|  | 5.000%, 06/15/28  | 800 | &nbsp;&nbsp; 854663 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Unified <br> School District (GO) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Unified <br> School District (GO) <br> Series B |  |  |
|  | 4.000%, 06/15/28  | 1535 | &nbsp;&nbsp; 1593725 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Unified <br> School District (GO) <br> Series C | &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Unified <br> School District (GO) <br> Series C |  |  |
|  | 5.000%, 06/15/28  | 1180 | &nbsp;&nbsp; 1260628 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Unified <br> School District (GO) <br> Series FC | &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Unified <br> School District (GO) <br> Series FC |  |  |
|  | 5.000%, 06/15/28  | 2570 | &nbsp;&nbsp; 2574477 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Gabriel Unified School <br> District (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; San Gabriel Unified School <br> District (GO) Series A |  |  |
|  | 5.000%, 08/01/25  | 275 | &nbsp;&nbsp; 275000 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Joaquin County <br> Transportation Authority <br> Measure K Sales Tax <br> Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; San Joaquin County <br> Transportation Authority <br> Measure K Sales Tax <br> Revenue (RB)  |  |  |
|  | 5.000%, 03/01/26  | 315 | &nbsp;&nbsp; 319984 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Joaquin Delta <br> Community College <br> District (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; San Joaquin Delta <br> Community College <br> District (GO) Series A |  |  |
|  | 5.000%, 08/01/27  | 385 | &nbsp;&nbsp; 406118 |
|  | 5.000%, 08/01/28  | 110 | &nbsp;&nbsp; 119070 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Jose Unified School <br> District (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; San Jose Unified School <br> District (GO) Series A |  |  |
|  | 5.000%, 08/01/27  | 2495 | &nbsp;&nbsp; 2631548 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Luis Obispo County <br> Financing Authority (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; San Luis Obispo County <br> Financing Authority (RB) <br> Series A |  |  |
|  | 5.000%, 11/15/25  | 575 | &nbsp;&nbsp; 579096 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Marcos Unified School <br> District (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; San Marcos Unified School <br> District (GO) Series A |  |  |
|  | 5.000%, 08/01/28  | 500 | &nbsp;&nbsp; 539939 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Mateo County <br> Community College <br> District (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; San Mateo County <br> Community College <br> District (GO) Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 09/01/45 <br> (Pre-refunded @ <br> $100, 9/1/25)<br>| 1645 | &nbsp;&nbsp; 1648471 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; San Mateo County <br> Community College <br> District (GO) Series B | &nbsp;&nbsp;&nbsp;&nbsp; San Mateo County <br> Community College <br> District (GO) Series B |  |  |
|  | 5.000%, 09/01/28  | 200 | &nbsp;&nbsp; $216811 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Mateo Foster City <br> School District (GO) <br> Series C | &nbsp;&nbsp;&nbsp;&nbsp; San Mateo Foster City <br> School District (GO) <br> Series C |  |  |
|  | 5.000%, 08/01/27  | 375 | &nbsp;&nbsp; 396219 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Mateo Union High <br> School District (GO) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; San Mateo Union High <br> School District (GO) <br> Series B |  |  |
|  | 4.000%, 09/01/29  | 1195 | &nbsp;&nbsp; 1213273 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Mateo Union High <br> School District (GO) <br> Series C | &nbsp;&nbsp;&nbsp;&nbsp; San Mateo Union High <br> School District (GO) <br> Series C |  |  |
|  | 4.000%, 09/01/26  | 355 | &nbsp;&nbsp; 361711 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Rafael City High <br> School District (GO) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; San Rafael City High <br> School District (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/26  | 355 | &nbsp;&nbsp; 364400 |
|  | 5.000%, 08/01/27  | 145 | &nbsp;&nbsp; 152950 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Ramon Valley Unified <br> School District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; San Ramon Valley Unified <br> School District (GO)  |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 08/01/33 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 850 | &nbsp;&nbsp; 850000 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Ysidro School District <br> (GO) (AG) Series B | &nbsp;&nbsp;&nbsp;&nbsp; San Ysidro School District <br> (GO) (AG) Series B |  |  |
|  | 5.000%, 08/01/25  | 575 | &nbsp;&nbsp; 575000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Santa Clara Unified School <br> District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Santa Clara Unified School <br> District (GO)  |  |  |
|  | 4.000%, 07/01/36  | 1000 | &nbsp;&nbsp; 1000088 |
| &nbsp;&nbsp;&nbsp;&nbsp; Santa Clara Valley <br> Transportation Authority <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Santa Clara Valley <br> Transportation Authority <br> (RB) Series A |  |  |
|  | 5.000%, 06/01/26  | 545 | &nbsp;&nbsp; 557275 |
| &nbsp;&nbsp;&nbsp;&nbsp; Scotts Valley Unified <br> School District (GO) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; Scotts Valley Unified <br> School District (GO) <br> Series B |  |  |
|  | 4.000%, 08/01/25  | 365 | &nbsp;&nbsp; 365000 |
|  | 5.000%, 08/01/26  | 250 | &nbsp;&nbsp; 256194 |
| &nbsp;&nbsp;&nbsp;&nbsp; Southern California Water <br> Replenishment District <br> (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Southern California Water <br> Replenishment District <br> (RB)  |  |  |
|  | 5.000%, 08/01/35  | 1185 | &nbsp;&nbsp; 1185000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Southwestern Community <br> College District (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Southwestern Community <br> College District (GO) <br> Series A |  |  |
|  | 5.250%, 08/01/28  | 355 | &nbsp;&nbsp; 386774 |
| &nbsp;&nbsp;&nbsp;&nbsp; Southwestern Community <br> College District (GO) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; Southwestern Community <br> College District (GO) <br> Series B |  |  |
|  | 4.000%, 08/01/25  | 260 | &nbsp;&nbsp; 260000 |
| State of California (GO)  | State of California (GO)  |  |  |
|  | 5.000%, 08/01/25  | 1500 | &nbsp;&nbsp; 1500000 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| 4.000%, 09/01/25  | 2000 | &nbsp;&nbsp; $2002527 |
| 5.000%, 09/01/25 | 7970 | &nbsp;&nbsp; 7986630 |
| 4.000%, 10/01/25  | 2100 | &nbsp;&nbsp; 2105259 |
| 5.000%, 10/01/25 | 4670 | &nbsp;&nbsp; 4687142 |
| 5.000%, 11/01/25  | 1345 | &nbsp;&nbsp; 1353429 |
| 5.000%, 12/01/25  | 1040 | &nbsp;&nbsp; 1048744 |
| 5.000%, 04/01/26  | 1500 | &nbsp;&nbsp; 1525655 |
| 5.000%, 08/01/26 | 6245 | &nbsp;&nbsp; 6407104 |
| 4.000%, 09/01/26  | 1340 | &nbsp;&nbsp; 1363425 |
| 5.000%, 09/01/26 | 3325 | &nbsp;&nbsp; 3418471 |
| 4.000%, 11/01/26  | 3435 | &nbsp;&nbsp; 3504422 |
| 5.000%, 04/01/27  | 1000 | &nbsp;&nbsp; 1043375 |
| 3.500%, 08/01/27  | 2905 | &nbsp;&nbsp; 2963307 |
| 5.000%, 08/01/27  | 1175 | &nbsp;&nbsp; 1176863 |
| 5.000%, 09/01/27  | 595 | &nbsp;&nbsp; 627054 |
| 5.000%, 10/01/27  | 1600 | &nbsp;&nbsp; 1689492 |
| 5.000%, 11/01/27  | 255 | &nbsp;&nbsp; 269789 |
| 5.000%, 12/01/27  | 1315 | &nbsp;&nbsp; 1393977 |
| 5.000%, 03/01/28 | 1800 | &nbsp;&nbsp; 1919181 |
| 5.000%, 04/01/28  | 1710 | &nbsp;&nbsp; 1826680 |
| 5.000%, 08/01/28 | 2875 | &nbsp;&nbsp; 3055863 |
| 5.000%, 09/01/28  | 1625 | &nbsp;&nbsp; 1752133 |
| 5.000%, 10/01/28  | 5 | &nbsp;&nbsp; 5008 |
| 5.000%, 10/01/29  | 300 | &nbsp;&nbsp; 305053 |
| 5.000%, 08/01/30  | 1000 | &nbsp;&nbsp; 1001484 |
| 5.000%, 10/01/30  | 800 | &nbsp;&nbsp; 859247 |
| 5.250%, 08/01/31  | 1400 | &nbsp;&nbsp; 1402309 |
| 4.000%, 09/01/32 | 450 | &nbsp;&nbsp; 452628 |
| 5.000%, 09/01/32  | 1300 | &nbsp;&nbsp; 1329248 |
| 5.000%, 10/01/32  | 5 | &nbsp;&nbsp; 5007 |
| 5.000%, 08/01/33  | 440 | &nbsp;&nbsp; 448226 |
| 5.000%, 09/01/33  | 1000 | &nbsp;&nbsp; 1020069 |
| 5.000%, 10/01/35  | 2030 | &nbsp;&nbsp; 2050702 |
| 4.000%, 11/01/35  | 1000 | &nbsp;&nbsp; 1000924 |
| 4.000%, 09/01/36  | 1960 | &nbsp;&nbsp; 1944225 |
| 5.000%, 11/01/39  | 1500 | &nbsp;&nbsp; 1540857 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of California (GO) <br> Series B |  |  |
| 5.000%, 10/01/26  | 1515 | &nbsp;&nbsp; 1560868 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of California (GO) <br> (AMBAC)  |  |  |
| 5.000%, 02/01/27  | 980 | &nbsp;&nbsp; 1018253 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of California <br> Department of Water <br> Resources (RB) Series <br> BB |  |  |
| 5.000%, 12/01/25  | 240 | &nbsp;&nbsp; 242212 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of California <br> Department of Water <br> Resources (RB) Series <br> BG |  |  |
| 5.000%, 12/01/27  | 2500 | &nbsp;&nbsp; 2661704 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stockton Public Financing <br> Authority (RB) (AG)  |  |  |
| 5.000%, 09/01/25  | 420 | &nbsp;&nbsp; 420791 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Stockton Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/25  | 755 | &nbsp;&nbsp; $755000 |
| 5.000%, 08/01/26  | 2920 | &nbsp;&nbsp; 2955958 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stockton Unified School <br> District (GO) Series B |  |  |
| 5.000%, 08/01/26  | 300 | &nbsp;&nbsp; 307343 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stockton Unified School <br> District (GO) Series C |  |  |
| 5.000%, 08/01/25  | 735 | &nbsp;&nbsp; 735000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweetwater Union High <br> School District (GO) <br> Series A-2 |  |  |
| 5.000%, 08/01/26  | 365 | &nbsp;&nbsp; 374921 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sylvan Union School <br> District (GO) Series C |  |  |
| 5.000%, 08/01/25  | 380 | &nbsp;&nbsp; 380000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tahoe-Truckee Unified <br> School District (GO) <br> Series C |  |  |
| 5.000%, 08/01/26  | 100 | &nbsp;&nbsp; 102688 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ukiah Public Financing <br> Authority (RB)  |  |  |
| 4.000%, 04/01/28  | 425 | &nbsp;&nbsp; 440479 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series BS |  |  |
| 5.000%, 05/15/26  | 2285 | &nbsp;&nbsp; 2333250 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series AR |  |  |
| 5.000%, 05/15/30  | 545 | &nbsp;&nbsp; 554802 |
| 5.000%, 05/15/32  | 1600 | &nbsp;&nbsp; 1626635 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series BS |  |  |
| 5.000%, 05/15/29  | 400 | &nbsp;&nbsp; 438973 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series BX |  |  |
| 5.000%, 05/15/26  | 3165 | &nbsp;&nbsp; 3231832 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series BZ |  |  |
| 5.000%, 05/15/26  | 4000 | &nbsp;&nbsp; 4084464 |
| 5.000%, 05/15/27  | 1635 | &nbsp;&nbsp; 1714108 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series M |  |  |
| 5.000%, 05/15/35  | 1000 | &nbsp;&nbsp; 1025219 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ventura County Community <br> College District (GO)  |  |  |
| 4.000%, 08/01/32  | 5000 | &nbsp;&nbsp; 5000951 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ventura Unified School <br> District (GO) Series B |  |  |
| 5.000%, 08/01/27  | 555 | &nbsp;&nbsp; 584872 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vista Joint Powers <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 05/01/27  | 300 | &nbsp;&nbsp; $313047 |
| 5.000%, 05/01/28  | 725 | &nbsp;&nbsp; 774684 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington Union School <br> District/Monterey County <br> (GO)  |  |  |
| 5.000%, 08/01/27  | 135 | &nbsp;&nbsp; 142049 |
| &nbsp;&nbsp;&nbsp;&nbsp; West Contra Costa Unified <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/29  | 750 | &nbsp;&nbsp; 819662 |
| &nbsp;&nbsp;&nbsp;&nbsp; West Contra Costa Unified <br> School District (GO) <br> Series B |  |  |
| 5.000%, 08/01/25  | 500 | &nbsp;&nbsp; 500000 |
| 5.000%, 08/01/26  | 2005 | &nbsp;&nbsp; 2051072 |
| &nbsp;&nbsp;&nbsp;&nbsp; West Valley-Mission <br> Community College <br> District (GO) Series B |  |  |
| 5.000%, 08/01/27  | 270 | &nbsp;&nbsp; 285022 |
| 4.000%, 08/01/34  | 1260 | &nbsp;&nbsp; 1260077 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL MUNICIPAL <br> BONDS <br>(Cost $343,943,146) |  | &nbsp;&nbsp; 344591950 |
| COMMERCIAL PAPER — (2.3%) | COMMERCIAL PAPER — (2.3%) | COMMERCIAL PAPER — (2.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; California Statewide <br> Communities <br> Development Authority |  |  |
| 2.970%, 08/14/25 | 3000 | &nbsp;&nbsp; 3000326 |
| 2.800%, 11/04/25 | 5000 | &nbsp;&nbsp; 4999935 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $8,000,000) |  | &nbsp;&nbsp; 8000261 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; BlackRock Liquidity <br> Funds MuniCash <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>(Cost $175,837)<br>| 175820 | &nbsp;&nbsp; 175837 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $352,118,983)^^ |  | &nbsp;&nbsp; $352768048 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

As of July 31, 2025, DFA California Municipal Real Return Portfolio had entered into the following outstanding Inflation Swaps:

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Bank of America <br> Corp.<br>| 3.009% | Fixed | CPI | Maturity | USD | 15000000 | 02/20/26 |  |  | $32738 | $32738 |
| Bank of America <br> Corp.<br>| 2.940% | Fixed | CPI | Maturity | USD | 5000000 | 10/19/26 |  |  | 313658 | 313658 |
| Bank of America <br> Corp.<br>| 2.915% | Fixed | CPI | Maturity | USD | 5000000 | 12/09/27 |  |  | 276050 | 276050 |
| Bank of America <br> Corp.<br>| 2.847% | Fixed | CPI | Maturity | USD | 5000000 | 12/27/27 |  |  | 270876 | 270876 |
| Bank of America <br> Corp.<br>| 2.827% | Fixed | CPI | Maturity | USD | 4000000 | 01/11/28 |  |  | 207475 | 207475 |
| Bank of America <br> Corp.<br>| 2.778% | Fixed | CPI | Maturity | USD | 13000000 | 05/15/27 |  |  | 21129 | 21129 |
| Bank of America <br> Corp.<br>| 2.769% | Fixed | CPI | Maturity | USD | 22000000 | 01/21/26 |  |  | 90753 | 90753 |
| Bank of America <br> Corp.<br>| 2.764% | Fixed | CPI | Maturity | USD | 11000000 | 02/05/26 |  |  | 48366 | 48366 |
| Bank of America <br> Corp.<br>| 2.737% | Fixed | CPI | Maturity | USD | 10000000 | 08/05/26 |  |  | 855748 | 855748 |
| Bank of America <br> Corp.<br>| 2.582% | Fixed | CPI | Maturity | USD | 4000000 | 06/18/28 |  |  | 403801 | 403801 |
| Bank of America <br> Corp.<br>| 2.578% | Fixed | CPI | Maturity | USD | 5000000 | 07/15/29 |  |  | 466138 | 466138 |
| Bank of America <br> Corp.<br>| 2.560% | Fixed | CPI | Maturity | USD | 11000000 | 11/15/25 |  |  | 54716 | 54716 |
| Bank of America <br> Corp.<br>| 2.497% | Fixed | CPI | Maturity | USD | 10000000 | 06/28/29 |  |  | 1032960 | 1032960 |
| Bank of America <br> Corp.<br>| 2.143% | Fixed | CPI | Maturity | USD | 6000000 | 09/18/26 |  |  | 98576 | 98576 |
| Bank of America <br> Corp.<br>| 2.065% | Fixed | CPI | Maturity | USD | 9000000 | 12/12/26 |  |  | 1261656 | 1261656 |
| Citibank, N.A. | 2.980% | Fixed | CPI | Maturity | USD | 13000000 | 03/17/26 |  |  | 20970 | 20970 |
| Citibank, N.A. | 2.940% | Fixed | CPI | Maturity | USD | 25000000 | 03/03/26 |  |  | 68060 | 68060 |
| Citibank, N.A. | 2.812% | Fixed | CPI | Maturity | USD | 8000000 | 02/12/26 |  |  | 32071 | 32071 |
| Citibank, N.A. | 2.539% | Fixed | CPI | Maturity | USD | 26000000 | 12/27/25 |  |  | 156662 | 156662 |
| Citibank, N.A. | 1.986% | Fixed | CPI | Maturity | USD | 6000000 | 02/20/26 |  |  | 866033 | 866033 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.865% | Fixed | CPI | Maturity | USD | 7000000 | 07/09/27 |  |  | 12300 | 12300 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.775% | Fixed | CPI | Maturity | USD | 11000000 | 06/09/27 |  |  | 32179 | 32179 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.660% | Fixed | CPI | Maturity | USD | 7000000 | 11/27/25 |  |  | 31437 | 31437 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.649% | Fixed | CPI | Maturity | USD | 12000000 | 01/28/26 |  |  | 65167 | 65167 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.580% | Fixed | CPI | Maturity | USD | 9000000 | 12/19/25 |  |  | 49385 | 49385 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.463% | Fixed | CPI | Maturity | USD | 9000000 | 04/25/30 |  |  | 54187 | 54187 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.377% | Fixed | CPI | Maturity | USD | 7000000 | 04/17/30 |  |  | 70819 | 70819 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.316% | Fixed | CPI | Maturity | USD | 13000000 | 10/22/25 |  |  | 75675 | 75675 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.232% | Fixed | CPI | Maturity | USD | 9000000 | 09/04/27 |  |  | 157330 | 157330 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.201% | Fixed | CPI | Maturity | USD | 11000000 | 09/25/26 |  |  | 168498 | 168498 |
| **Total Appreciation** | **Total Appreciation** |  |  |  |  |  |  |  |  | **$7295413** | **$7295413** |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Bank of America <br> Corp.<br>| 3.014% | Fixed | CPI | Maturity | USD | 13000000 | 07/24/27 |  |  | $(9214)<br>| $(9214)<br>|
| Citibank, N.A. | 3.355% | Fixed | CPI | Maturity | USD | 7000000 | 04/09/26 |  |  | (19345)<br>| (19345)<br>|
| Citibank, N.A. | 3.245% | Fixed | CPI | Maturity | USD | 10000000 | 05/21/26 |  |  | (1781)<br>| (1781)<br>|
| Citibank, N.A. | 3.025% | Fixed | CPI | Maturity | USD | 13000000 | 08/01/27 |  |  | (11438)<br>| (11438)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** |  |  |  |  |  |  |  |  | **$(41778)**<br>| **$(41778)**<br>|
| **Total Appreciation** <br> **(Depreciation)** | **Total Appreciation** <br> **(Depreciation)** |  |  |  |  |  |  |  |  | **$7253635** | **$7253635** |

---

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $344591950 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $344591950 |
| Commercial Paper | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8000261 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8000261 |
| Investment Companies | &nbsp;&nbsp;&nbsp; $175837 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 175837 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $175837 | &nbsp;&nbsp;&nbsp; $352592211 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $352768048 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Swap Agreements\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7295413 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7295413 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Swap Agreements\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (41778) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (41778) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $7253635 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $7253635 |
| &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 Global Core Plus Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (8.8%) | AGENCY OBLIGATIONS — (8.8%) | AGENCY OBLIGATIONS — (8.8%) | AGENCY OBLIGATIONS — (8.8%) | AGENCY OBLIGATIONS — (8.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal Farm Credit Banks <br> Funding Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Farm Credit Banks <br> Funding Corp.  |  |  |  |
|  | 2.630%, 08/03/26  |  | 67 | &nbsp;&nbsp; $66052 |
| &nbsp;&nbsp;&nbsp;&nbsp; Government National <br> Mortgage Association, <br> TBA  | &nbsp;&nbsp;&nbsp;&nbsp; Government National <br> Mortgage Association, <br> TBA  |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 08/01/55 <br> TBA<br>|  | 49824 | &nbsp;&nbsp; 50491541 |
| &nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed <br> Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed <br> Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed <br> Security, TBA  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 08/01/55 <br> TBA<br>|  | 81024 | &nbsp;&nbsp; 63367684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 08/01/55 <br> TBA<br>|  | 74663 | &nbsp;&nbsp; 61165863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 08/01/55 <br> TBA<br>|  | 55816 | &nbsp;&nbsp; 56587479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 08/01/55 <br> TBA<br>|  | 24212 | &nbsp;&nbsp; 24972554 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL AGENCY <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL AGENCY <br> OBLIGATIONS |  |  | &nbsp;&nbsp; 256651173 |
| BONDS — (83.3%) | BONDS — (83.3%) | BONDS — (83.3%) | BONDS — (83.3%) | BONDS — (83.3%) |
| AUSTRALIA — (6.0%) | AUSTRALIA — (6.0%) | AUSTRALIA — (6.0%) | AUSTRALIA — (6.0%) | AUSTRALIA — (6.0%) |
| APA Infrastructure Ltd.  | APA Infrastructure Ltd.  | APA Infrastructure Ltd.  |  |  |
|  | 3.500%, 03/22/30 | GBP | 1400 | &nbsp;&nbsp; 1737187 |
|  | 2.000%, 07/15/30 | EUR | 1367 | &nbsp;&nbsp; 1479084 |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.560%, <br> FRN, 4.932%, <br> 03/18/26<br>|  | 6900 | &nbsp;&nbsp; 6910960 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Euribor + 0.400%, <br> FRN, 2.475%, <br> 05/21/27<br>| EUR | 6300 | &nbsp;&nbsp; 7204267 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.850%, <br> FRN, 5.218%, <br> 12/16/29<br>|  | 4850 | &nbsp;&nbsp; 4900052 |
| BHP Billiton Finance Ltd.  | BHP Billiton Finance Ltd.  | BHP Billiton Finance Ltd.  |  |  |
|  | 1.500%, 04/29/30 | EUR | 1000 | &nbsp;&nbsp; 1072358 |
|  | 3.125%, 04/29/33 | EUR | 3000 | &nbsp;&nbsp; 3408552 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.640%, <br> FRN, 5.008%, <br> 03/14/28<br>|  | 331 | &nbsp;&nbsp; 332566 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.950%, <br> FRN, 4.758%, <br> 08/17/28<br>| AUD | 3780 | &nbsp;&nbsp; 2450011 |
| Fortescue Treasury Pty. Ltd.  | Fortescue Treasury Pty. Ltd.  | Fortescue Treasury Pty. Ltd.  |  |  |
| Ω | 4.500%, 09/15/27 |  | 1800 | &nbsp;&nbsp; 1774113 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| Ω | 5.875%, 04/15/30 |  | 700 | &nbsp;&nbsp; $708770 |
| Ω | 4.375%, 04/01/31 |  | 2100 | &nbsp;&nbsp; 1967491 |
| Ω | 6.125%, 04/15/32 |  | 1600 | &nbsp;&nbsp; 1631512 |
| Glencore Funding LLC  | Glencore Funding LLC  | Glencore Funding LLC  |  |  |
| Ω | 2.500%, 09/01/30 |  | 510 | &nbsp;&nbsp; 458899 |
| Ω | 2.850%, 04/27/31 |  | 1880 | &nbsp;&nbsp; 1691886 |
| National Australia Bank Ltd.  | National Australia Bank Ltd.  | National Australia Bank Ltd.  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.620%, <br> FRN, 4.986%, <br> 06/11/27<br>|  | 5000 | &nbsp;&nbsp; 5015920 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.700%, <br> FRN, 4.387%, <br> 10/18/27<br>| AUD | 7400 | &nbsp;&nbsp; 4767118 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.600%, <br> FRN, 4.983%, <br> 10/26/27<br>|  | 2280 | &nbsp;&nbsp; 2286345 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.200%, <br> FRN, 4.910%, <br> 11/25/27<br>| AUD | 1040 | &nbsp;&nbsp; 677158 |
| &nbsp;&nbsp;&nbsp;&nbsp; New South Wales Treasury <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; New South Wales Treasury <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; New South Wales Treasury <br> Corp.  |  |  |
|  | 1.500%, 02/20/32 | AUD | 14820 | &nbsp;&nbsp; 8016603 |
|  | 2.000%, 03/08/33 | AUD | 8000 | &nbsp;&nbsp; 4315266 |
|  | 1.750%, 03/20/34 | AUD | 22200 | &nbsp;&nbsp; 11280496 |
|  | 4.250%, 02/20/36 | AUD | 4900 | &nbsp;&nbsp; 2970910 |
| Queensland Treasury Corp.  | Queensland Treasury Corp.  | Queensland Treasury Corp.  |  |  |
|  | 1.500%, 08/20/32 | AUD | 9700 | &nbsp;&nbsp; 5129903 |
|  | 1.750%, 07/20/34 | AUD | 34000 | &nbsp;&nbsp; 16996755 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Australian <br> Government Financing <br> Authority  | &nbsp;&nbsp;&nbsp;&nbsp; South Australian <br> Government Financing <br> Authority  |  |  |  |
|  | 1.750%, 05/24/32 | AUD | 29500 | &nbsp;&nbsp; 16095869 |
| Treasury Corp. of Victoria  | Treasury Corp. of Victoria  | Treasury Corp. of Victoria  |  |  |
|  | 4.250%, 12/20/32 | AUD | 10800 | &nbsp;&nbsp; 6838801 |
|  | 2.250%, 09/15/33 | AUD | 6000 | &nbsp;&nbsp; 3226154 |
|  | 2.250%, 11/20/34 | AUD | 35700 | &nbsp;&nbsp; 18434612 |
|  | 2.000%, 09/17/35 | AUD | 21100 | &nbsp;&nbsp; 10320451 |
|  | 2.000%, 11/20/37 | AUD | 12000 | &nbsp;&nbsp; 5422089 |
| &nbsp;&nbsp;&nbsp;&nbsp; Western Australian <br> Treasury Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Western Australian <br> Treasury Corp.  |  |  |  |
|  | 2.000%, 10/24/34 | AUD | 15500 | &nbsp;&nbsp; 7965473 |
| Westpac Banking Corp.  | Westpac Banking Corp.  | Westpac Banking Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.354%, <br> 08/26/25<br>|  | 500 | &nbsp;&nbsp; 500306 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.810%, <br> FRN, 5.188%, <br> 04/16/29<br>|  | 3000 | &nbsp;&nbsp; 3026469 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.880%, <br> FRN, 4.674%, <br> 05/14/29<br>| AUD | 8400 | &nbsp;&nbsp; $5428112 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | &nbsp;&nbsp; 176442518 |
| BELGIUM — (0.3%) | BELGIUM — (0.3%) | BELGIUM — (0.3%) | BELGIUM — (0.3%) | BELGIUM — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kingdom of Belgium <br> Government Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Kingdom of Belgium <br> Government Bonds  |  |  |  |
|  | 0.100%, 06/22/30 | EUR | 300 | &nbsp;&nbsp; 304500 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ministeries Van de <br> Vlaamse Gemeenschap  | &nbsp;&nbsp;&nbsp;&nbsp; Ministeries Van de <br> Vlaamse Gemeenschap  |  |  |  |
|  | 3.125%, 06/22/34 | EUR | 7800 | &nbsp;&nbsp; 8817326 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | &nbsp;&nbsp; 9121826 |
| CANADA — (11.3%) | CANADA — (11.3%) | CANADA — (11.3%) | CANADA — (11.3%) | CANADA — (11.3%) |
| Bank of Nova Scotia  | Bank of Nova Scotia  |  |  |  |
|  | 2.450%, 02/02/32 |  | 10891 | &nbsp;&nbsp; 9464977 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada Housing Trust No. <br> 1  | &nbsp;&nbsp;&nbsp;&nbsp; Canada Housing Trust No. <br> 1  |  |  |  |
| Ω | 1.950%, 12/15/25 | CAD | 6000 | &nbsp;&nbsp; 4317436 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural <br> Resources Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural <br> Resources Ltd.  |  |  |  |
|  | 6.250%, 03/15/38 |  | 7295 | &nbsp;&nbsp; 7533970 |
| CDP Financial, Inc.  | CDP Financial, Inc.  |  |  |  |
|  | 2.750%, 02/13/32 | EUR | 18020 | &nbsp;&nbsp; 20304395 |
| CI Financial Corp.  | CI Financial Corp.  |  |  |  |
|  | 3.200%, 12/17/30 |  | 7053 | &nbsp;&nbsp; 6260496 |
| City of Montreal  | City of Montreal  |  |  |  |
|  | 3.150%, 12/01/36 | CAD | 10000 | &nbsp;&nbsp; 6446810 |
| CPPIB Capital, Inc.  | CPPIB Capital, Inc.  | CPPIB Capital, Inc.  |  |  |
|  | 3.950%, 06/02/32 | CAD | 5100 | &nbsp;&nbsp; 3766440 |
|  | 1.500%, 03/04/33 | EUR | 4100 | &nbsp;&nbsp; 4195494 |
|  | 4.750%, 06/02/33 | CAD | 17400 | &nbsp;&nbsp; 13425853 |
|  | 4.300%, 06/02/34 | CAD | 9500 | &nbsp;&nbsp; 7067956 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fairfax Financial Holdings <br> Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Fairfax Financial Holdings <br> Ltd.  |  |  |  |
|  | 2.750%, 03/29/28 | EUR | 461 | &nbsp;&nbsp; 525697 |
| Magna International, Inc.  | Magna International, Inc.  |  |  |  |
|  | 4.375%, 03/17/32 | EUR | 1720 | &nbsp;&nbsp; 2065977 |
| Methanex Corp.  | Methanex Corp.  |  |  |  |
|  | 5.250%, 12/15/29 |  | 3260 | &nbsp;&nbsp; 3228969 |
| OMERS Finance Trust  | OMERS Finance Trust  |  |  |  |
|  | 3.250%, 01/28/35 | EUR | 10000 | &nbsp;&nbsp; 11324825 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ontario Teachers' Finance <br> Trust  | &nbsp;&nbsp;&nbsp;&nbsp; Ontario Teachers' Finance <br> Trust  |  |  |  |
|  | 1.850%, 05/03/32 | EUR | 3252 | &nbsp;&nbsp; 3452805 |
| Province of British Columbia  | Province of British Columbia  | Province of British Columbia  |  |  |
|  | 6.500%, 01/15/26 |  | 93 | &nbsp;&nbsp; 93752 |
|  | 3.200%, 06/18/32 | CAD | 20000 | &nbsp;&nbsp; 14118216 |
|  | 4.150%, 06/18/34 | CAD | 29700 | &nbsp;&nbsp; 21857451 |
|  | 4.700%, 06/18/37 | CAD | 8000 | &nbsp;&nbsp; 6023326 |
| Province of Manitoba  | Province of Manitoba  | Province of Manitoba  |  |  |
|  | 3.900%, 12/02/32 | CAD | 12200 | &nbsp;&nbsp; 8941325 |
|  | 3.800%, 06/02/33 | CAD | 14100 | &nbsp;&nbsp; 10199197 |
|  | 4.250%, 06/02/34 | CAD | 21000 | &nbsp;&nbsp; 15521298 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| Province of Ontario  | Province of Ontario  |  |  |
| 3.750%, 06/02/32 | CAD | 15000 | &nbsp;&nbsp; $10952295 |
| 3.650%, 06/02/33 | CAD | 21000 | &nbsp;&nbsp; 15085869 |
| 4.150%, 06/02/34 | CAD | 29200 | &nbsp;&nbsp; 21495381 |
| Province of Quebec  | Province of Quebec  |  |  |
| 3.250%, 09/01/32 | CAD | 19550 | &nbsp;&nbsp; 13804083 |
| 3.000%, 01/24/33 | EUR | 700 | &nbsp;&nbsp; 795985 |
| 3.600%, 09/01/33 | CAD | 5000 | &nbsp;&nbsp; 3568238 |
| 4.450%, 09/01/34 | CAD | 30000 | &nbsp;&nbsp; 22533559 |
| 3.250%, 05/22/35 | EUR | 9000 | &nbsp;&nbsp; 10230966 |
| 5.750%, 12/01/36 | CAD | 6000 | &nbsp;&nbsp; 4934454 |
| 5.000%, 12/01/38 | CAD | 6000 | &nbsp;&nbsp; 4612587 |
| Province of Saskatchewan  |  |  |  |
| 3.300%, 05/08/34 | EUR | 5000 | &nbsp;&nbsp; 5730946 |
| PSP Capital, Inc.  |  |  |  |
| 3.250%, 07/02/34 | EUR | 5000 | &nbsp;&nbsp; 5718062 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rogers Communications, <br> Inc.  |  |  |  |
| 7.500%, 08/15/38 |  | 4000 | &nbsp;&nbsp; 4589009 |
| Royal Bank of Canada  |  |  |  |
| 3.875%, 05/04/32 |  | 4000 | &nbsp;&nbsp; 3815976 |
| Suncor Energy, Inc.  | Suncor Energy, Inc.  |  |  |
| 5.950%, 12/01/34 |  | 1700 | &nbsp;&nbsp; 1754757 |
| 6.800%, 05/15/38 |  | 2028 | &nbsp;&nbsp; 2179224 |
| Toronto-Dominion Bank  | Toronto-Dominion Bank  |  |  |
| 1.952%, 04/08/30 | EUR | 13200 | &nbsp;&nbsp; 14377948 |
| 3.200%, 03/10/32 |  | 600 | &nbsp;&nbsp; 546021 |
| 3.129%, 08/03/32 | EUR | 2000 | &nbsp;&nbsp; 2258364 |
| TransCanada PipeLines Ltd.  | TransCanada PipeLines Ltd.  |  |  |
| 5.600%, 03/31/34 |  | 1000 | &nbsp;&nbsp; 1011381 |
| 6.100%, 06/01/40 |  | 1000 | &nbsp;&nbsp; 1018840 |
| TOTAL CANADA |  |  | &nbsp;&nbsp; 331150610 |
| DENMARK — (0.3%) | DENMARK — (0.3%) | DENMARK — (0.3%) | DENMARK — (0.3%) |
| DSV Finance BV  |  |  |  |
| 3.375%, 11/06/32 | EUR | 4037 | &nbsp;&nbsp; 4639138 |
| Kommunekredit  |  |  |  |
| 0.000%, 11/17/29 | EUR | 300 | &nbsp;&nbsp; 308126 |
| &nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk Finance <br> Netherlands BV  |  |  |  |
| 3.125%, 05/27/33 | EUR | 4500 | &nbsp;&nbsp; 5106838 |
| TOTAL DENMARK |  |  | &nbsp;&nbsp; 10054102 |
| FINLAND — (0.3%) | FINLAND — (0.3%) | FINLAND — (0.3%) | FINLAND — (0.3%) |
| Kuntarahoitus OYJ  |  |  |  |
| 1.250%, 02/23/33 | EUR | 3262 | &nbsp;&nbsp; 3313235 |
| Nokia OYJ  | Nokia OYJ  |  |  |
| 4.375%, 06/12/27 |  | 350 | &nbsp;&nbsp; 346904 |
| 6.625%, 05/15/39 |  | 682 | &nbsp;&nbsp; 692602 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nordea <br> Kiinnitysluottopankki <br> OYJ  |  |  |  |
| 1.375%, 02/28/33 | EUR | 805 | &nbsp;&nbsp; 823589 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |
| OP Corporate Bank PLC  | OP Corporate Bank PLC  |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 2750 | &nbsp;&nbsp; $2847134 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | &nbsp;&nbsp; 8023464 |
| FRANCE — (7.1%) | FRANCE — (7.1%) | FRANCE — (7.1%) | FRANCE — (7.1%) | FRANCE — (7.1%) |
| Aeroports de Paris SA  | Aeroports de Paris SA  |  |  |  |
|  | 3.500%, 03/20/33 | EUR | 3900 | &nbsp;&nbsp; 4492463 |
| &nbsp;&nbsp;&nbsp;&nbsp; Agence Francaise de <br> Developpement EPIC  | &nbsp;&nbsp;&nbsp;&nbsp; Agence Francaise de <br> Developpement EPIC  | &nbsp;&nbsp;&nbsp;&nbsp; Agence Francaise de <br> Developpement EPIC  |  |  |
|  | 3.500%, 02/25/33 | EUR | 5100 | &nbsp;&nbsp; 5933189 |
|  | 3.375%, 05/25/33 | EUR | 2000 | &nbsp;&nbsp; 2300984 |
|  | 1.500%, 10/31/34 | EUR | 9000 | &nbsp;&nbsp; 8751646 |
|  | 0.500%, 05/31/35 | EUR | 1000 | &nbsp;&nbsp; 867291 |
| Agence France Locale  | Agence France Locale  | Agence France Locale  |  |  |
|  | 3.000%, 08/20/32 | EUR | 16200 | &nbsp;&nbsp; 18356379 |
|  | 3.125%, 03/20/33 | EUR | 7800 | &nbsp;&nbsp; 8831143 |
|  | 3.125%, 03/20/34 | EUR | 2300 | &nbsp;&nbsp; 2584933 |
| &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du Credit <br> Mutuel SA  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du Credit <br> Mutuel SA  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du Credit <br> Mutuel SA  |  |  |
|  | 2.625%, 11/06/29 | EUR | 4500 | &nbsp;&nbsp; 5062829 |
|  | 0.750%, 01/17/30 | EUR | 1200 | &nbsp;&nbsp; 1242761 |
|  | 1.250%, 06/03/30 | EUR | 1700 | &nbsp;&nbsp; 1781335 |
|  | 0.625%, 02/21/31 | EUR | 9900 | &nbsp;&nbsp; 9813179 |
|  | 1.125%, 01/19/32 | EUR | 2700 | &nbsp;&nbsp; 2681432 |
| BNP Paribas SA  | BNP Paribas SA  |  |  |  |
|  | 2.100%, 04/07/32 | EUR | 1500 | &nbsp;&nbsp; 1584589 |
| BPCE SA  | BPCE SA  | BPCE SA  |  |  |
| #Ω | 2.700%, 10/01/29 |  | 6226 | &nbsp;&nbsp; 5776592 |
|  | 2.375%, 04/26/32 | EUR | 1400 | &nbsp;&nbsp; 1522172 |
| Bpifrance SACA  | Bpifrance SACA  | Bpifrance SACA  |  |  |
|  | 3.000%, 05/25/32 | EUR | 7700 | &nbsp;&nbsp; 8732327 |
|  | 3.375%, 05/25/34 | EUR | 2500 | &nbsp;&nbsp; 2855039 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de <br> la Dette Sociale  | &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de <br> la Dette Sociale  |  |  |  |
|  | 2.750%, 11/25/32 | EUR | 5000 | &nbsp;&nbsp; 5598860 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations  | &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations  | &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations  |  |  |
|  | 3.125%, 05/25/33 | EUR | 2000 | &nbsp;&nbsp; 2274338 |
|  | 3.125%, 05/25/35 | EUR | 7000 | &nbsp;&nbsp; 7804147 |
| Credit Agricole SA  | Credit Agricole SA  |  |  |  |
|  | 4.000%, 01/18/33 | EUR | 7500 | &nbsp;&nbsp; 8972890 |
| Electricite de France SA  | Electricite de France SA  | Electricite de France SA  |  |  |
| Ω | 3.625%, 10/13/25 |  | 40 | &nbsp;&nbsp; 39892 |
|  | 5.875%, 07/18/31 | GBP | 3200 | &nbsp;&nbsp; 4371143 |
|  | 6.125%, 06/02/34 | GBP | 1500 | &nbsp;&nbsp; 2040585 |
| &nbsp;&nbsp;&nbsp;&nbsp; French Republic <br> Government Bonds OAT  | &nbsp;&nbsp;&nbsp;&nbsp; French Republic <br> Government Bonds OAT  |  |  |  |
|  | 1.250%, 05/25/38 | EUR | 47250 | &nbsp;&nbsp; 40958735 |
| Ile-de-France Mobilites  | Ile-de-France Mobilites  |  |  |  |
|  | 3.700%, 06/14/38 | EUR | 6000 | &nbsp;&nbsp; 6743202 |
| &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis <br> Vuitton SE  | &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis <br> Vuitton SE  | &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis <br> Vuitton SE  |  |  |
|  | 3.375%, 02/05/30 | EUR | 100 | &nbsp;&nbsp; 117256 |
|  | 3.000%, 03/07/32 | EUR | 1500 | &nbsp;&nbsp; 1706413 |
|  | 3.125%, 11/07/32 | EUR | 2100 | &nbsp;&nbsp; 2403303 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Regie Autonome des <br> Transports Parisiens <br> EPIC  | &nbsp;&nbsp;&nbsp;&nbsp; Regie Autonome des <br> Transports Parisiens <br> EPIC  |  |  |  |
|  | 1.875%, 05/25/32 | EUR | 7000 | &nbsp;&nbsp; $7338773 |
| SFIL SA  | SFIL SA  | SFIL SA  |  |  |
|  | 3.000%, 09/24/30 | EUR | 2100 | &nbsp;&nbsp; 2420648 |
|  | 3.250%, 11/25/30 | EUR | 2000 | &nbsp;&nbsp; 2322701 |
| SNCF Reseau  | SNCF Reseau  |  |  |  |
|  | 1.875%, 03/30/34 | EUR | 5400 | &nbsp;&nbsp; 5437478 |
| Societe Generale SA  | Societe Generale SA  | Societe Generale SA  |  |  |
| Ω | 3.000%, 01/22/30 |  | 1400 | &nbsp;&nbsp; 1297646 |
|  | 4.250%, 11/16/32 | EUR | 1000 | &nbsp;&nbsp; 1221206 |
| &nbsp;&nbsp;&nbsp;&nbsp; Societe Nationale SNCF <br> SACA  | &nbsp;&nbsp;&nbsp;&nbsp; Societe Nationale SNCF <br> SACA  |  |  |  |
|  | 3.125%, 05/25/34 | EUR | 2000 | &nbsp;&nbsp; 2235861 |
| UNEDIC ASSEO  | UNEDIC ASSEO  |  |  |  |
|  | 0.500%, 05/25/36 | EUR | 1300 | &nbsp;&nbsp; 1088949 |
| &nbsp;&nbsp;&nbsp;&nbsp; Unibail-Rodamco-Westfield <br> SE  | &nbsp;&nbsp;&nbsp;&nbsp; Unibail-Rodamco-Westfield <br> SE  |  |  |  |
|  | 1.875%, 01/15/31 | EUR | 500 | &nbsp;&nbsp; 530783 |
| Vinci SA  | Vinci SA  |  |  |  |
|  | 3.375%, 10/17/32 | EUR | 5000 | &nbsp;&nbsp; 5804041 |
| WEA Finance LLC  | WEA Finance LLC  |  |  |  |
| Ω | 3.500%, 06/15/29 |  | 1750 | &nbsp;&nbsp; 1677174 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | &nbsp;&nbsp; 207576307 |
| GERMANY — (2.2%) | GERMANY — (2.2%) | GERMANY — (2.2%) | GERMANY — (2.2%) | GERMANY — (2.2%) |
| BASF SE  | BASF SE  |  |  |  |
|  | 3.750%, 06/29/32 | EUR | 8400 | &nbsp;&nbsp; 9883444 |
| Bayer Capital Corp. BV  | Bayer Capital Corp. BV  |  |  |  |
|  | 2.125%, 12/15/29 | EUR | 900 | &nbsp;&nbsp; 989919 |
| Bayer U.S. Finance II LLC  | Bayer U.S. Finance II LLC  | Bayer U.S. Finance II LLC  |  |  |
| Ω | 5.500%, 08/15/25 |  | 26 | &nbsp;&nbsp; 26005 |
| Ω | 5.500%, 07/30/35 |  | 877 | &nbsp;&nbsp; 868168 |
| Ω | 4.625%, 06/25/38 |  | 5000 | &nbsp;&nbsp; 4427526 |
| Ω | 3.600%, 07/15/42 |  | 3000 | &nbsp;&nbsp; 2081664 |
| &nbsp;&nbsp;&nbsp;&nbsp; BMW International <br> Investment BV  | &nbsp;&nbsp;&nbsp;&nbsp; BMW International <br> Investment BV  |  |  |  |
|  | 3.500%, 01/22/33 | EUR | 600 | &nbsp;&nbsp; 690363 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Finance <br> North America LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Finance <br> North America LLC  |  |  |  |
| Ω | 5.500%, 09/20/33 |  | 600 | &nbsp;&nbsp; 608600 |
| Deutsche Bahn AG  | Deutsche Bahn AG  |  |  |  |
|  | 1.875%, 05/24/30 | EUR | 100 | &nbsp;&nbsp; 110741 |
| Deutsche Boerse AG  | Deutsche Boerse AG  | Deutsche Boerse AG  |  |  |
|  | 3.750%, 09/28/29 | EUR | 100 | &nbsp;&nbsp; 118896 |
|  | 3.875%, 09/28/33 | EUR | 4800 | &nbsp;&nbsp; 5743593 |
| &nbsp;&nbsp;&nbsp;&nbsp; E.ON International Finance <br> BV  | &nbsp;&nbsp;&nbsp;&nbsp; E.ON International Finance <br> BV  |  |  |  |
|  | 6.375%, 06/07/32 | GBP | 2150 | &nbsp;&nbsp; 3051228 |
| E.ON SE  | E.ON SE  |  |  |  |
|  | 4.000%, 01/16/40 | EUR | 3000 | &nbsp;&nbsp; 3448988 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical Care <br> AG  | &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical Care <br> AG  |  |  |  |
|  | 1.500%, 05/29/30 | EUR | 3000 | &nbsp;&nbsp; 3213827 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical Care <br> U.S. Finance III, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical Care <br> U.S. Finance III, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical Care <br> U.S. Finance III, Inc.  |  |  |
| Ω | 3.750%, 06/15/29 |  | 4000 | &nbsp;&nbsp; $3826687 |
| Ω | 2.375%, 02/16/31 |  | 8100 | &nbsp;&nbsp; 6973288 |
| &nbsp;&nbsp;&nbsp;&nbsp; HOWOGE <br> Wohnungsbaugesellschaft <br> GmbH  | &nbsp;&nbsp;&nbsp;&nbsp; HOWOGE <br> Wohnungsbaugesellschaft <br> GmbH  |  |  |  |
|  | 1.125%, 11/01/33 | EUR | 200 | &nbsp;&nbsp; 189774 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance <br> North America LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance <br> North America LLC  |  |  |  |
| Ω | 2.625%, 03/10/30 |  | 170 | &nbsp;&nbsp; 155948 |
| &nbsp;&nbsp;&nbsp;&nbsp; Siemens <br> Financieringsmaatschappij NV  | &nbsp;&nbsp;&nbsp;&nbsp; Siemens <br> Financieringsmaatschappij NV  | &nbsp;&nbsp;&nbsp;&nbsp; Siemens <br> Financieringsmaatschappij NV  |  |  |
|  | 3.125%, 05/27/33 | EUR | 5100 | &nbsp;&nbsp; 5851797 |
|  | 3.375%, 02/22/37 | EUR | 1800 | &nbsp;&nbsp; 2031260 |
| State of Lower Saxony  | State of Lower Saxony  |  |  |  |
|  | 0.125%, 01/10/30 | EUR | 286 | &nbsp;&nbsp; 293924 |
| &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Financial <br> Services NV  | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Financial <br> Services NV  |  |  |  |
|  | 4.250%, 10/09/25 | GBP | 600 | &nbsp;&nbsp; 791332 |
| &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Leasing <br> GmbH  | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Leasing <br> GmbH  |  |  |  |
|  | 0.625%, 07/19/29 | EUR | 5000 | &nbsp;&nbsp; 5209089 |
| &nbsp;&nbsp;&nbsp;&nbsp; ZF North America Capital, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; ZF North America Capital, <br> Inc.  |  |  |  |
| Ω | 7.125%, 04/14/30 |  | 3908 | &nbsp;&nbsp; 3788025 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | &nbsp;&nbsp; 64374086 |
| HONG KONG — (0.6%) | HONG KONG — (0.6%) | HONG KONG — (0.6%) | HONG KONG — (0.6%) | HONG KONG — (0.6%) |
| Prudential Funding Asia PLC  | Prudential Funding Asia PLC  | Prudential Funding Asia PLC  |  |  |
|  | 3.625%, 03/24/32 |  | 19800 | &nbsp;&nbsp; 18406846 |
| IRELAND — (0.2%) | IRELAND — (0.2%) | IRELAND — (0.2%) | IRELAND — (0.2%) | IRELAND — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | &nbsp;&nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | &nbsp;&nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  |  |  |
|  | 3.400%, 10/29/33 |  | 4000 | &nbsp;&nbsp; 3512850 |
|  | 3.850%, 10/29/41 |  | 1000 | &nbsp;&nbsp; 797472 |
| TOTAL IRELAND | TOTAL IRELAND |  |  | &nbsp;&nbsp; 4310322 |
| ITALY — (1.3%) | ITALY — (1.3%) | ITALY — (1.3%) | ITALY — (1.3%) | ITALY — (1.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Enel Finance International <br> NV  | &nbsp;&nbsp;&nbsp;&nbsp; Enel Finance International <br> NV  |  |  |  |
| Ω | 6.000%, 10/07/39 |  | 2800 | &nbsp;&nbsp; 2859950 |
| Intesa Sanpaolo SpA  | Intesa Sanpaolo SpA  | Intesa Sanpaolo SpA  |  |  |
| Ω | 4.000%, 09/23/29 |  | 1600 | &nbsp;&nbsp; 1555666 |
|  | 2.500%, 01/15/30 | GBP | 3850 | &nbsp;&nbsp; 4618874 |
|  | 1.350%, 02/24/31 | EUR | 1400 | &nbsp;&nbsp; 1453869 |
|  | 5.625%, 03/08/33 | EUR | 500 | &nbsp;&nbsp; 650767 |
| Italy Buoni Poliennali Del Tesoro  | Italy Buoni Poliennali Del Tesoro  | Italy Buoni Poliennali Del Tesoro  |  |  |
|  | 5.000%, 08/01/34 | EUR | 4000 | &nbsp;&nbsp; 5159150 |
|  | 4.000%, 02/01/37 | EUR | 6000 | &nbsp;&nbsp; 7131151 |
| Snam SpA  | Snam SpA  |  |  |  |
|  | 0.625%, 06/30/31 | EUR | 7000 | &nbsp;&nbsp; 6958982 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
| UniCredit SpA  | UniCredit SpA  |  |  |  |
|  | 1.625%, 01/18/32 | EUR | 7400 | &nbsp;&nbsp; $7706256 |
| TOTAL ITALY | TOTAL ITALY |  |  | &nbsp;&nbsp; 38094665 |
| JAPAN — (6.7%) | JAPAN — (6.7%) | JAPAN — (6.7%) | JAPAN — (6.7%) | JAPAN — (6.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Ten Year <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Ten Year <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Ten Year <br> Bonds  |  |  |
|  | 0.200%, 09/20/32 | JPY | 2480000 | &nbsp;&nbsp; 15250027 |
|  | 0.400%, 06/20/33 | JPY | 2340000 | &nbsp;&nbsp; 14430414 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Thirty <br> Year Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Thirty <br> Year Bonds  |  |  |  |
|  | 2.400%, 03/20/34 | JPY | 1440000 | &nbsp;&nbsp; 10306027 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Twenty Year <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Twenty Year <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Twenty Year <br> Bonds  |  |  |
|  | 1.500%, 03/20/34 | JPY | 1500000 | &nbsp;&nbsp; 10009516 |
|  | 1.400%, 09/20/34 | JPY | 2700000 | &nbsp;&nbsp; 17779178 |
|  | 1.200%, 09/20/35 | JPY | 3550000 | &nbsp;&nbsp; 22694340 |
|  | 0.400%, 03/20/36 | JPY | 4630000 | &nbsp;&nbsp; 26989093 |
|  | 0.600%, 09/20/37 | JPY | 2200000 | &nbsp;&nbsp; 12643143 |
|  | 0.600%, 12/20/37 | JPY | 2915000 | &nbsp;&nbsp; 16651454 |
|  | 0.500%, 12/20/41 | JPY | 2268000 | &nbsp;&nbsp; 11397302 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, <br> Inc.  |  |  |
|  | 2.559%, 02/25/30 |  | 4600 | &nbsp;&nbsp; 4215334 |
|  | 3.556%, 06/15/32 | EUR | 4069 | &nbsp;&nbsp; 4727330 |
| Mizuho Financial Group, Inc.  | Mizuho Financial Group, Inc.  | Mizuho Financial Group, Inc.  |  |  |
|  | 0.797%, 04/15/30 | EUR | 923 | &nbsp;&nbsp; 954824 |
|  | 0.693%, 10/07/30 | EUR | 1620 | &nbsp;&nbsp; 1640909 |
|  | 2.096%, 04/08/32 | EUR | 2850 | &nbsp;&nbsp; 3023584 |
| Nissan Motor Co. Ltd.  | Nissan Motor Co. Ltd.  |  |  |  |
| Ω | 4.810%, 09/17/30 |  | 6300 | &nbsp;&nbsp; 5789962 |
| Nomura Holdings, Inc.  | Nomura Holdings, Inc.  |  |  |  |
|  | 3.103%, 01/16/30 |  | 4878 | &nbsp;&nbsp; 4540992 |
| ORIX Corp.  | ORIX Corp.  |  |  |  |
|  | 3.447%, 10/22/31 | EUR | 7550 | &nbsp;&nbsp; 8586562 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc.  |  |  |
|  | 3.040%, 07/16/29 |  | 4750 | &nbsp;&nbsp; 4491449 |
|  | 2.750%, 01/15/30 |  | 390 | &nbsp;&nbsp; 360937 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | &nbsp;&nbsp; 196482377 |
| LUXEMBOURG — (0.2%) | LUXEMBOURG — (0.2%) | LUXEMBOURG — (0.2%) | LUXEMBOURG — (0.2%) | LUXEMBOURG — (0.2%) |
| JAB Holdings BV  | JAB Holdings BV  |  |  |  |
|  | 1.000%, 07/14/31 | EUR | 800 | &nbsp;&nbsp; 796298 |
| &nbsp;&nbsp;&nbsp;&nbsp; Prologis International Funding II <br> SA  | &nbsp;&nbsp;&nbsp;&nbsp; Prologis International Funding II <br> SA  | &nbsp;&nbsp;&nbsp;&nbsp; Prologis International Funding II <br> SA  |  |  |
|  | 2.375%, 11/14/30 | EUR | 4550 | &nbsp;&nbsp; 5009808 |
|  | 1.625%, 06/17/32 | EUR | 1000 | &nbsp;&nbsp; 1015321 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | &nbsp;&nbsp; 6821427 |
| NETHERLANDS — (2.1%) | NETHERLANDS — (2.1%) | NETHERLANDS — (2.1%) | NETHERLANDS — (2.1%) | NETHERLANDS — (2.1%) |
| BNG Bank NV  | BNG Bank NV  | BNG Bank NV  |  |  |
|  | 1.600%, 11/27/30 | AUD | 3000 | &nbsp;&nbsp; 1679052 |
|  | 0.010%, 10/05/32 | EUR | 4463 | &nbsp;&nbsp; 4180429 |
|  | 0.125%, 04/19/33 | EUR | 3200 | &nbsp;&nbsp; 2973644 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.900%, <br> FRN, 5.247%, <br> 10/05/26<br>|  | 1340 | &nbsp;&nbsp; $1350437 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.890%, <br> FRN, 5.234%, <br> 10/17/29<br>|  | 5100 | &nbsp;&nbsp; 5123227 |
|  | 5.250%, 05/24/41 |  | 255 | &nbsp;&nbsp; 249902 |
| Enexis Holding NV  | Enexis Holding NV  | Enexis Holding NV  |  |  |
|  | 0.625%, 06/17/32 | EUR | 13140 | &nbsp;&nbsp; 12688049 |
|  | 3.250%, 04/09/33 | EUR | 27976 | &nbsp;&nbsp; 32109468 |
| Heineken NV  | Heineken NV  |  |  |  |
|  | 4.125%, 03/23/35 | EUR | 1500 | &nbsp;&nbsp; 1790809 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | &nbsp;&nbsp; 62145017 |
| NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Government <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Government <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Government <br> Bonds  |  |  |
|  | 4.250%, 05/15/34 | NZD | 3200 | &nbsp;&nbsp; 1860575 |
|  | 2.750%, 04/15/37 | NZD | 27300 | &nbsp;&nbsp; 13223293 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | &nbsp;&nbsp; 15083868 |
| NORWAY — (0.6%) | NORWAY — (0.6%) | NORWAY — (0.6%) | NORWAY — (0.6%) | NORWAY — (0.6%) |
| Aker BP ASA  | Aker BP ASA  | Aker BP ASA  |  |  |
| Ω | 6.000%, 06/13/33 |  | 1000 | &nbsp;&nbsp; 1028542 |
| Ω | 5.125%, 10/01/34 |  | 2966 | &nbsp;&nbsp; 2847710 |
| Equinor ASA  | Equinor ASA  | Equinor ASA  |  |  |
|  | 1.375%, 05/22/32 | EUR | 9200 | &nbsp;&nbsp; 9370422 |
|  | 1.625%, 11/09/36 | EUR | 4500 | &nbsp;&nbsp; 4202386 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | &nbsp;&nbsp; 17449060 |
| SPAIN — (0.4%) | SPAIN — (0.4%) | SPAIN — (0.4%) | SPAIN — (0.4%) | SPAIN — (0.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Merlin Properties Socimi <br> SA  | &nbsp;&nbsp;&nbsp;&nbsp; Merlin Properties Socimi <br> SA  |  |  |  |
|  | 2.375%, 09/18/29 | EUR | 300 | &nbsp;&nbsp; 338045 |
| Naturgy Finance Iberia SA  | Naturgy Finance Iberia SA  |  |  |  |
|  | 3.625%, 10/02/34 | EUR | 4600 | &nbsp;&nbsp; 5229380 |
| Telefonica Emisiones SA  | Telefonica Emisiones SA  |  |  |  |
|  | 7.045%, 06/20/36 |  | 4530 | &nbsp;&nbsp; 5018769 |
| Telefonica Europe BV  | Telefonica Europe BV  |  |  |  |
|  | 8.250%, 09/15/30 |  | 500 | &nbsp;&nbsp; 574557 |
| TOTAL SPAIN | TOTAL SPAIN |  |  | &nbsp;&nbsp; 11160751 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.9%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.9%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.9%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.9%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Eurofima Europaeische <br> Gesellschaft fuer die <br> Finanzierung von <br> Eisenbahnmaterial  | &nbsp;&nbsp;&nbsp;&nbsp; Eurofima Europaeische <br> Gesellschaft fuer die <br> Finanzierung von <br> Eisenbahnmaterial  |  |  |  |
|  | 0.100%, 05/20/30 | EUR | 100 | &nbsp;&nbsp; 101354 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.330%, <br> FRN, 4.671%, <br> 02/20/28<br>|  | 1200 | &nbsp;&nbsp; $1201268 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.300%, <br> FRN, 4.641%, <br> 02/16/29<br>|  | 2100 | &nbsp;&nbsp; 2097905 |
| &nbsp;&nbsp;&nbsp;&nbsp; European Financial Stability <br> Facility  | &nbsp;&nbsp;&nbsp;&nbsp; European Financial Stability <br> Facility  | &nbsp;&nbsp;&nbsp;&nbsp; European Financial Stability <br> Facility  |  |  |
|  | 0.125%, 03/18/30 | EUR | 57 | &nbsp;&nbsp; 58429 |
|  | 2.625%, 05/07/30 | EUR | 600 | &nbsp;&nbsp; 688640 |
| European Investment Bank  | European Investment Bank  |  |  |  |
|  | 4.000%, 04/15/30 | EUR | 300 | &nbsp;&nbsp; 365540 |
| European Union  | European Union  |  |  |  |
|  | 1.625%, 12/04/29 | EUR | 300 | &nbsp;&nbsp; 331520 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inter-American Development <br> Bank  | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American Development <br> Bank  | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American Development <br> Bank  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.370%, <br> FRN, 4.716%, <br> 08/01/29<br>|  | 3432 | &nbsp;&nbsp; 3434739 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.390%, <br> FRN, 4.737%, <br> 03/13/30<br>|  | 11100 | &nbsp;&nbsp; 11095479 |
| International Finance Corp.  | International Finance Corp.  | International Finance Corp.  |  |  |
|  | 1.250%, 02/06/31 | AUD | 3000 | &nbsp;&nbsp; 1645467 |
|  | 1.500%, 04/15/35 | AUD | 10100 | &nbsp;&nbsp; 4810630 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  |  | &nbsp;&nbsp; 25830971 |
| SWEDEN — (0.1%) | SWEDEN — (0.1%) | SWEDEN — (0.1%) | SWEDEN — (0.1%) | SWEDEN — (0.1%) |
| Investor AB  | Investor AB  |  |  |  |
|  | 0.375%, 10/29/35 | EUR | 1000 | &nbsp;&nbsp; 840632 |
| Svensk Exportkredit AB  | Svensk Exportkredit AB  |  |  |  |
|  | 3.375%, 08/30/30 | EUR | 2000 | &nbsp;&nbsp; 2351734 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | &nbsp;&nbsp; 3192366 |
| SWITZERLAND — (0.7%) | SWITZERLAND — (0.7%) | SWITZERLAND — (0.7%) | SWITZERLAND — (0.7%) | SWITZERLAND — (0.7%) |
| Tyco Electronics Group SA  | Tyco Electronics Group SA  |  |  |  |
|  | 3.250%, 01/31/33 | EUR | 3500 | &nbsp;&nbsp; 3979277 |
| UBS Group AG  | UBS Group AG  | UBS Group AG  |  |  |
|  | 0.875%, 11/03/31 | EUR | 17900 | &nbsp;&nbsp; 17739338 |
|  | 0.625%, 02/24/33 | EUR | 200 | &nbsp;&nbsp; 186459 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  |  | &nbsp;&nbsp; 21905074 |
| UNITED KINGDOM — (2.0%) | UNITED KINGDOM — (2.0%) | UNITED KINGDOM — (2.0%) | UNITED KINGDOM — (2.0%) | UNITED KINGDOM — (2.0%) |
| Ashtead Capital, Inc.  | Ashtead Capital, Inc.  | Ashtead Capital, Inc.  |  |  |
| Ω | 2.450%, 08/12/31 |  | 300 | &nbsp;&nbsp; 259494 |
| Ω | 5.500%, 08/11/32 |  | 1000 | &nbsp;&nbsp; 1013034 |
| Ω | 5.950%, 10/15/33 |  | 5000 | &nbsp;&nbsp; 5188445 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| Barclays PLC  | Barclays PLC  |  |  |  |
|  | 3.250%, 01/17/33 | GBP | 7500 | &nbsp;&nbsp; $8615394 |
| BAT Capital Corp.  | BAT Capital Corp.  |  |  |  |
|  | 2.726%, 03/25/31 |  | 3600 | &nbsp;&nbsp; 3233374 |
| BAT International Finance PLC  | BAT International Finance PLC  | BAT International Finance PLC  |  |  |
|  | 3.125%, 03/06/29 | EUR | 1400 | &nbsp;&nbsp; 1614360 |
|  | 2.250%, 01/16/30 | EUR | 6500 | &nbsp;&nbsp; 7179697 |
| BP Capital Markets PLC  | BP Capital Markets PLC  |  |  |  |
|  | 1.231%, 05/08/31 | EUR | 4750 | &nbsp;&nbsp; 4893620 |
| &nbsp;&nbsp;&nbsp;&nbsp; British Telecommunications <br> PLC  | &nbsp;&nbsp;&nbsp;&nbsp; British Telecommunications <br> PLC  |  |  |  |
|  | 3.125%, 11/21/31 | GBP | 1500 | &nbsp;&nbsp; 1801144 |
| &nbsp;&nbsp;&nbsp;&nbsp; CK Hutchison Group <br> Telecom Finance SA  | &nbsp;&nbsp;&nbsp;&nbsp; CK Hutchison Group <br> Telecom Finance SA  |  |  |  |
|  | 1.500%, 10/17/31 | EUR | 2000 | &nbsp;&nbsp; 2057491 |
| &nbsp;&nbsp;&nbsp;&nbsp; CNH Industrial Finance <br> Europe SA  | &nbsp;&nbsp;&nbsp;&nbsp; CNH Industrial Finance <br> Europe SA  |  |  |  |
|  | 1.625%, 07/03/29 | EUR | 2550 | &nbsp;&nbsp; 2783166 |
| HSBC Holdings PLC  | HSBC Holdings PLC  |  |  |  |
|  | 4.950%, 03/31/30 |  | 1600 | &nbsp;&nbsp; 1625521 |
| &nbsp;&nbsp;&nbsp;&nbsp; Imperial Brands Finance <br> PLC  | &nbsp;&nbsp;&nbsp;&nbsp; Imperial Brands Finance <br> PLC  |  |  |  |
|  | 3.875%, 02/12/34 | EUR | 2000 | &nbsp;&nbsp; 2267865 |
| National Grid PLC  | National Grid PLC  | National Grid PLC  |  |  |
|  | 0.750%, 09/01/33 | EUR | 5000 | &nbsp;&nbsp; 4584844 |
|  | 4.275%, 01/16/35 | EUR | 500 | &nbsp;&nbsp; 593847 |
| Rolls-Royce PLC  | Rolls-Royce PLC  |  |  |  |
| Ω | 3.625%, 10/14/25 |  | 3000 | &nbsp;&nbsp; 2982450 |
| Segro PLC  | Segro PLC  |  |  |  |
|  | 3.500%, 09/24/32 | EUR | 1900 | &nbsp;&nbsp; 2163020 |
| &nbsp;&nbsp;&nbsp;&nbsp; Southern Gas Networks <br> PLC  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Gas Networks <br> PLC  |  |  |  |
|  | 1.250%, 12/02/31 | GBP | 4200 | &nbsp;&nbsp; 4419736 |
| Vodafone Group PLC  | Vodafone Group PLC  |  |  |  |
|  | 6.150%, 02/27/37 |  | 1772 | &nbsp;&nbsp; 1891748 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  |  | &nbsp;&nbsp; 59168252 |
| UNITED STATES — (39.5%) | UNITED STATES — (39.5%) | UNITED STATES — (39.5%) | UNITED STATES — (39.5%) | UNITED STATES — (39.5%) |
| 7-Eleven, Inc.  | 7-Eleven, Inc.  | 7-Eleven, Inc.  |  |  |
| Ω | 1.800%, 02/10/31 |  | 209 | &nbsp;&nbsp; 177716 |
| Ω | 2.500%, 02/10/41 |  | 5400 | &nbsp;&nbsp; 3620404 |
| Advance Auto Parts, Inc.  | Advance Auto Parts, Inc.  | Advance Auto Parts, Inc.  |  |  |
| # | 3.900%, 04/15/30 |  | 700 | &nbsp;&nbsp; 634747 |
| # | 3.500%, 03/15/32 |  | 2600 | &nbsp;&nbsp; 2221138 |
| Aetna, Inc.  | Aetna, Inc.  |  |  |  |
|  | 6.750%, 12/15/37 |  | 700 | &nbsp;&nbsp; 755166 |
| &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Managers Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Managers Group, <br> Inc.  |  |  |  |
|  | 3.300%, 06/15/30 |  | 3100 | &nbsp;&nbsp; 2897824 |
| &nbsp;&nbsp;&nbsp;&nbsp; Air Products & Chemicals, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Air Products & Chemicals, <br> Inc.  |  |  |  |
|  | 4.000%, 03/03/35 | EUR | 7250 | &nbsp;&nbsp; 8547997 |
| Aircastle Ltd.  | Aircastle Ltd.  |  |  |  |
|  | 4.250%, 06/15/26 |  | 500 | &nbsp;&nbsp; 498052 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Allstate Corp.  | Allstate Corp.  |  |  |  |
|  | 5.950%, 04/01/36 |  | 600 | &nbsp;&nbsp; $635313 |
| Ally Financial, Inc.  | Ally Financial, Inc.  |  |  |  |
|  | 8.000%, 11/01/31 |  | 7775 | &nbsp;&nbsp; 8783627 |
| Alphabet, Inc.  | Alphabet, Inc.  |  |  |  |
|  | 3.000%, 05/06/33 | EUR | 10789 | &nbsp;&nbsp; 12304739 |
| Altria Group, Inc.  | Altria Group, Inc.  | Altria Group, Inc.  |  |  |
|  | 3.125%, 06/15/31 | EUR | 4118 | &nbsp;&nbsp; 4639467 |
|  | 2.450%, 02/04/32 |  | 612 | &nbsp;&nbsp; 527019 |
|  | 5.800%, 02/14/39 |  | 3000 | &nbsp;&nbsp; 3031898 |
|  | 3.400%, 02/04/41 |  | 2000 | &nbsp;&nbsp; 1485192 |
|  | 4.500%, 05/02/43 |  | 1000 | &nbsp;&nbsp; 829972 |
| American Assets Trust LP  | American Assets Trust LP  |  |  |  |
|  | 6.150%, 10/01/34 |  | 5000 | &nbsp;&nbsp; 4995099 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Honda Finance <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; American Honda Finance <br> Corp.  |  |  |  |
|  | 3.950%, 03/19/32 | EUR | 2800 | &nbsp;&nbsp; 3302382 |
| &nbsp;&nbsp;&nbsp;&nbsp; American National Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; American National Group, <br> Inc.  |  |  |  |
| Ω | 6.144%, 06/13/32 |  | 5000 | &nbsp;&nbsp; 5120643 |
| American Tower Corp.  | American Tower Corp.  | American Tower Corp.  |  |  |
|  | 0.875%, 05/21/29 | EUR | 1000 | &nbsp;&nbsp; 1062797 |
|  | 0.950%, 10/05/30 | EUR | 2000 | &nbsp;&nbsp; 2060122 |
|  | 1.000%, 01/15/32 | EUR | 3247 | &nbsp;&nbsp; 3205709 |
|  | 4.050%, 03/15/32 |  | 2725 | &nbsp;&nbsp; 2610407 |
| Amgen, Inc.  | Amgen, Inc.  | Amgen, Inc.  |  |  |
|  | 3.350%, 02/22/32 |  | 255 | &nbsp;&nbsp; 236007 |
|  | 3.150%, 02/21/40 |  | 2000 | &nbsp;&nbsp; 1532774 |
|  | 4.950%, 10/01/41 |  | 1500 | &nbsp;&nbsp; 1374271 |
| APA Corp.  | APA Corp.  | APA Corp.  |  |  |
| Ω | 6.000%, 01/15/37 |  | 500 | &nbsp;&nbsp; 453639 |
| Ω | 4.750%, 04/15/43 |  | 4828 | &nbsp;&nbsp; 3582268 |
| Apple, Inc.  | Apple, Inc.  |  |  |  |
|  | 3.000%, 06/20/27 |  | 64 | &nbsp;&nbsp; 62780 |
| ARES Capital Corp.  | ARES Capital Corp.  | ARES Capital Corp.  |  |  |
|  | 3.200%, 11/15/31 |  | 3700 | &nbsp;&nbsp; 3235437 |
|  | 5.800%, 03/08/32 |  | 1000 | &nbsp;&nbsp; 998300 |
| Arizona Public Service Co.  | Arizona Public Service Co.  | Arizona Public Service Co.  |  |  |
|  | 2.200%, 12/15/31 |  | 500 | &nbsp;&nbsp; 427216 |
|  | 5.050%, 09/01/41 |  | 700 | &nbsp;&nbsp; 637147 |
| Ashland, Inc.  | Ashland, Inc.  |  |  |  |
| Ω | 3.375%, 09/01/31 |  | 12070 | &nbsp;&nbsp; 10627687 |
| Assurant, Inc.  | Assurant, Inc.  |  |  |  |
|  | 2.650%, 01/15/32 |  | 4450 | &nbsp;&nbsp; 3828684 |
| AT&T, Inc.  | AT&T, Inc.  | AT&T, Inc.  |  |  |
|  | 2.600%, 12/17/29 | EUR | 1463 | &nbsp;&nbsp; 1654605 |
|  | 3.550%, 12/17/32 | EUR | 1500 | &nbsp;&nbsp; 1735937 |
|  | 2.550%, 12/01/33 |  | 181 | &nbsp;&nbsp; 150915 |
|  | 4.850%, 03/01/39 |  | 1700 | &nbsp;&nbsp; 1596144 |
|  | 3.500%, 06/01/41 |  | 4355 | &nbsp;&nbsp; 3405740 |
|  | 4.300%, 12/15/42 |  | 3500 | &nbsp;&nbsp; 2948369 |
| AutoNation, Inc.  | AutoNation, Inc.  | AutoNation, Inc.  |  |  |
|  | 2.400%, 08/01/31 |  | 7300 | &nbsp;&nbsp; 6267116 |
|  | 3.850%, 03/01/32 |  | 8000 | &nbsp;&nbsp; 7356459 |
| Avnet, Inc.  | Avnet, Inc.  | Avnet, Inc.  |  |  |
|  | 4.625%, 04/15/26 |  | 65 | &nbsp;&nbsp; 64876 |
|  | 3.000%, 05/15/31 |  | 555 | &nbsp;&nbsp; 496481 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Ball Corp.  | Ball Corp.  |  |  |  |
|  | 2.875%, 08/15/30 |  | 5865 | &nbsp;&nbsp; $5268473 |
| Bank of America Corp.  | Bank of America Corp.  |  |  |  |
|  | 5.875%, 02/07/42 |  | 3200 | &nbsp;&nbsp; 3337732 |
| Baxter International, Inc.  | Baxter International, Inc.  |  |  |  |
|  | 1.300%, 05/15/29 | EUR | 1300 | &nbsp;&nbsp; 1399872 |
| Belo Corp.  | Belo Corp.  |  |  |  |
|  | 7.250%, 09/15/27 |  | 1000 | &nbsp;&nbsp; 1030632 |
| &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hathaway Finance <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hathaway Finance <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hathaway Finance <br> Corp.  |  |  |
|  | 1.450%, 10/15/30 |  | 100 | &nbsp;&nbsp; 87019 |
|  | 2.000%, 03/18/34 | EUR | 6500 | &nbsp;&nbsp; 6692740 |
|  | 2.375%, 06/19/39 | GBP | 15000 | &nbsp;&nbsp; 13651429 |
|  | 4.300%, 05/15/43 |  | 3300 | &nbsp;&nbsp; 2880478 |
| Berkshire Hathaway, Inc.  | Berkshire Hathaway, Inc.  | Berkshire Hathaway, Inc.  |  |  |
|  | 0.440%, 09/13/29 | JPY | 2020000 | &nbsp;&nbsp; 12771329 |
|  | 0.437%, 04/15/31 | JPY | 2050000 | &nbsp;&nbsp; 12472128 |
|  | 0.472%, 01/23/32 | JPY | 1100000 | &nbsp;&nbsp; 6615592 |
| Black Hills Corp.  | Black Hills Corp.  |  |  |  |
|  | 4.350%, 05/01/33 |  | 2250 | &nbsp;&nbsp; 2120602 |
| Blackrock, Inc.  | Blackrock, Inc.  |  |  |  |
|  | 4.750%, 05/25/33 |  | 5000 | &nbsp;&nbsp; 5013829 |
| Block, Inc.  | Block, Inc.  |  |  |  |
|  | 3.500%, 06/01/31 |  | 9932 | &nbsp;&nbsp; 9102263 |
| Blue Owl Finance LLC  | Blue Owl Finance LLC  |  |  |  |
|  | 6.250%, 04/18/34 |  | 3200 | &nbsp;&nbsp; 3296374 |
| Boardwalk Pipelines LP  | Boardwalk Pipelines LP  |  |  |  |
|  | 3.600%, 09/01/32 |  | 1700 | &nbsp;&nbsp; 1540631 |
| Boeing Co.  | Boeing Co.  |  |  |  |
|  | 2.950%, 02/01/30 |  | 500 | &nbsp;&nbsp; 464334 |
| Booking Holdings, Inc.  | Booking Holdings, Inc.  |  |  |  |
|  | 4.750%, 11/15/34 | EUR | 5000 | &nbsp;&nbsp; 6241155 |
| BorgWarner, Inc.  | BorgWarner, Inc.  |  |  |  |
|  | 1.000%, 05/19/31 | EUR | 1600 | &nbsp;&nbsp; 1588440 |
| Boston Properties LP  | Boston Properties LP  |  |  |  |
|  | 2.450%, 10/01/33 |  | 3000 | &nbsp;&nbsp; 2406170 |
| BP Capital Markets PLC  | BP Capital Markets PLC  |  |  |  |
|  | 2.822%, 04/07/32 | EUR | 4000 | &nbsp;&nbsp; 4443503 |
| Brighthouse Financial, Inc.  | Brighthouse Financial, Inc.  |  |  |  |
| # | 5.625%, 05/15/30 |  | 749 | &nbsp;&nbsp; 750413 |
| Bristol-Myers Squibb Co.  | Bristol-Myers Squibb Co.  |  |  |  |
| # | 4.125%, 06/15/39 |  | 4200 | &nbsp;&nbsp; 3706219 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brixmor Operating <br> Partnership LP  | &nbsp;&nbsp;&nbsp;&nbsp; Brixmor Operating <br> Partnership LP  |  |  |  |
|  | 2.500%, 08/16/31 |  | 2550 | &nbsp;&nbsp; 2227500 |
| Broadcom, Inc.  | Broadcom, Inc.  | Broadcom, Inc.  |  |  |
|  | 4.300%, 11/15/32 |  | 750 | &nbsp;&nbsp; 724929 |
| Ω | 3.419%, 04/15/33 |  | 1000 | &nbsp;&nbsp; 904616 |
| Ω | 3.137%, 11/15/35 |  | 205 | &nbsp;&nbsp; 172071 |
| Ω | 3.500%, 02/15/41 |  | 14600 | &nbsp;&nbsp; 11553583 |
| Broadstone Net Lease LLC  | Broadstone Net Lease LLC  |  |  |  |
|  | 2.600%, 09/15/31 |  | 7685 | &nbsp;&nbsp; 6560345 |
| Brown & Brown, Inc.  | Brown & Brown, Inc.  |  |  |  |
|  | 4.500%, 03/15/29 |  | 800 | &nbsp;&nbsp; 796121 |
| Brunswick Corp.  | Brunswick Corp.  | Brunswick Corp.  |  |  |
| # | 2.400%, 08/18/31 |  | 2700 | &nbsp;&nbsp; 2303179 |
|  | 4.400%, 09/15/32 |  | 10000 | &nbsp;&nbsp; 9339062 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Buckeye Partners LP  | Buckeye Partners LP  |  |  |  |
|  | 3.950%, 12/01/26 |  | 87 | &nbsp;&nbsp; $85536 |
| &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial <br> Corp.  |  |  |  |
|  | 1.650%, 06/12/29 | EUR | 8515 | &nbsp;&nbsp; 9273729 |
| Carrier Global Corp.  | Carrier Global Corp.  |  |  |  |
|  | 3.625%, 01/15/37 | EUR | 3000 | &nbsp;&nbsp; 3382625 |
| CBRE Services, Inc.  | CBRE Services, Inc.  |  |  |  |
|  | 5.950%, 08/15/34 |  | 1713 | &nbsp;&nbsp; 1804924 |
| &nbsp;&nbsp;&nbsp;&nbsp; Celanese U.S. Holdings <br> LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Celanese U.S. Holdings <br> LLC  |  |  |  |
|  | 0.625%, 09/10/28 | EUR | 2000 | &nbsp;&nbsp; 2074684 |
| CF Industries, Inc.  | CF Industries, Inc.  | CF Industries, Inc.  |  |  |
|  | 4.950%, 06/01/43 |  | 2500 | &nbsp;&nbsp; 2218364 |
|  | 5.375%, 03/15/44 |  | 2000 | &nbsp;&nbsp; 1866282 |
| Chemours Co.  | Chemours Co.  |  |  |  |
|  | 5.375%, 05/15/27 |  | 1600 | &nbsp;&nbsp; 1567422 |
| Chevron USA, Inc.  | Chevron USA, Inc.  |  |  |  |
|  | 5.250%, 11/15/43 |  | 5300 | &nbsp;&nbsp; 5170402 |
| &nbsp;&nbsp;&nbsp;&nbsp; Choice Hotels <br> International, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Choice Hotels <br> International, Inc.  |  |  |  |
|  | 3.700%, 12/01/29 |  | 700 | &nbsp;&nbsp; 662280 |
| Cigna Group  | Cigna Group  |  |  |  |
|  | 4.800%, 08/15/38 |  | 7336 | &nbsp;&nbsp; 6807905 |
| Citigroup, Inc.  | Citigroup, Inc.  | Citigroup, Inc.  |  |  |
|  | 8.125%, 07/15/39 |  | 3400 | &nbsp;&nbsp; 4251793 |
|  | 5.875%, 01/30/42 |  | 4000 | &nbsp;&nbsp; 4135587 |
| CMS Energy Corp.  | CMS Energy Corp.  | CMS Energy Corp.  |  |  |
|  | 3.600%, 11/15/25 |  | 37 | &nbsp;&nbsp; 36814 |
|  | 3.000%, 05/15/26 |  | 58 | &nbsp;&nbsp; 57335 |
| CNO Financial Group, Inc.  | CNO Financial Group, Inc.  |  |  |  |
|  | 5.250%, 05/30/29 |  | 1460 | &nbsp;&nbsp; 1472576 |
| Comcast Corp.  | Comcast Corp.  | Comcast Corp.  |  |  |
|  | 0.750%, 02/20/32 | EUR | 700 | &nbsp;&nbsp; 684742 |
|  | 3.250%, 11/01/39 |  | 3780 | &nbsp;&nbsp; 2943147 |
| Conagra Brands, Inc.  | Conagra Brands, Inc.  |  |  |  |
|  | 5.300%, 11/01/38 |  | 8000 | &nbsp;&nbsp; 7531728 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Edison Co. of <br> New York, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Edison Co. of <br> New York, Inc.  |  |  |  |
|  | 5.500%, 12/01/39 |  | 1905 | &nbsp;&nbsp; 1908546 |
| &nbsp;&nbsp;&nbsp;&nbsp; Constellation Energy <br> Generation LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Constellation Energy <br> Generation LLC  |  |  |  |
|  | 6.250%, 10/01/39 |  | 1500 | &nbsp;&nbsp; 1594689 |
| Continental Resources, Inc.  | Continental Resources, Inc.  | Continental Resources, Inc.  |  |  |
| Ω | 5.750%, 01/15/31 |  | 3000 | &nbsp;&nbsp; 3015710 |
| Ω | 2.875%, 04/01/32 |  | 3000 | &nbsp;&nbsp; 2535429 |
| COPT Defense Properties LP  | COPT Defense Properties LP  | COPT Defense Properties LP  |  |  |
|  | 2.750%, 04/15/31 |  | 2000 | &nbsp;&nbsp; 1772041 |
|  | 2.900%, 12/01/33 |  | 2875 | &nbsp;&nbsp; 2380532 |
| Cox Communications, Inc.  | Cox Communications, Inc.  | Cox Communications, Inc.  |  |  |
| Ω | 4.800%, 02/01/35 |  | 8000 | &nbsp;&nbsp; 7411507 |
| Ω | 8.375%, 03/01/39 |  | 2225 | &nbsp;&nbsp; 2633737 |
| Crown Castle, Inc.  | Crown Castle, Inc.  |  |  |  |
|  | 2.900%, 04/01/41 |  | 1600 | &nbsp;&nbsp; 1143622 |
| CVS Health Corp.  | CVS Health Corp.  | CVS Health Corp.  |  |  |
|  | 3.250%, 08/15/29 |  | 300 | &nbsp;&nbsp; 284231 |
|  | 6.125%, 09/15/39 |  | 8249 | &nbsp;&nbsp; 8392906 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 4.125%, 04/01/40 |  | 2425 | &nbsp;&nbsp; $2016900 |
|  | 6.000%, 06/01/44 |  | 1000 | &nbsp;&nbsp; 984931 |
| Dell, Inc.  | Dell, Inc.  |  |  |  |
|  | 6.500%, 04/15/38 |  | 3500 | &nbsp;&nbsp; 3738518 |
| Dentsply Sirona, Inc.  | Dentsply Sirona, Inc.  |  |  |  |
|  | 3.250%, 06/01/30 |  | 5000 | &nbsp;&nbsp; 4543107 |
| Devon Energy Corp.  | Devon Energy Corp.  | Devon Energy Corp.  |  |  |
|  | 5.600%, 07/15/41 |  | 1197 | &nbsp;&nbsp; 1112537 |
|  | 4.750%, 05/15/42 |  | 1000 | &nbsp;&nbsp; 839932 |
| Dick's Sporting Goods, Inc.  | Dick's Sporting Goods, Inc.  |  |  |  |
| # | 3.150%, 01/15/32 |  | 12700 | &nbsp;&nbsp; 11401987 |
| Digital Dutch Finco BV  | Digital Dutch Finco BV  |  |  |  |
|  | 1.250%, 02/01/31 | EUR | 1050 | &nbsp;&nbsp; 1070661 |
| Dominion Energy, Inc.  | Dominion Energy, Inc.  |  |  |  |
|  | 4.900%, 08/01/41 |  | 1500 | &nbsp;&nbsp; 1350570 |
| Dow Chemical Co.  | Dow Chemical Co.  | Dow Chemical Co.  |  |  |
|  | 1.125%, 03/15/32 | EUR | 1932 | &nbsp;&nbsp; 1876445 |
|  | 4.250%, 10/01/34 |  | 1055 | &nbsp;&nbsp; 949600 |
| DPL, Inc.  | DPL, Inc.  |  |  |  |
|  | 4.350%, 04/15/29 |  | 5029 | &nbsp;&nbsp; 4904324 |
| Duke Energy Corp.  | Duke Energy Corp.  | Duke Energy Corp.  |  |  |
|  | 3.850%, 06/15/34 | EUR | 5000 | &nbsp;&nbsp; 5695622 |
|  | 3.300%, 06/15/41 |  | 1250 | &nbsp;&nbsp; 935162 |
| Eagle Materials, Inc.  | Eagle Materials, Inc.  |  |  |  |
|  | 2.500%, 07/01/31 |  | 100 | &nbsp;&nbsp; 88343 |
| Eastman Chemical Co.  | Eastman Chemical Co.  |  |  |  |
|  | 4.650%, 10/15/44 |  | 5000 | &nbsp;&nbsp; 4224588 |
| Elevance Health, Inc.  | Elevance Health, Inc.  | Elevance Health, Inc.  |  |  |
|  | 4.625%, 05/15/42 |  | 1000 | &nbsp;&nbsp; 871559 |
|  | 4.650%, 01/15/43 |  | 2000 | &nbsp;&nbsp; 1735385 |
| &nbsp;&nbsp;&nbsp;&nbsp; Enbridge Energy <br> Partners LP  | &nbsp;&nbsp;&nbsp;&nbsp; Enbridge Energy <br> Partners LP  |  |  |  |
|  | 5.500%, 09/15/40 |  | 234 | &nbsp;&nbsp; 226411 |
| Energy Transfer LP  | Energy Transfer LP  | Energy Transfer LP  |  |  |
|  | 5.800%, 06/15/38 |  | 369 | &nbsp;&nbsp; 368535 |
|  | 6.500%, 02/01/42 |  | 8000 | &nbsp;&nbsp; 8341668 |
| Entergy Corp.  | Entergy Corp.  |  |  |  |
|  | 2.800%, 06/15/30 |  | 1600 | &nbsp;&nbsp; 1472751 |
| EPR Properties  | EPR Properties  | EPR Properties  |  |  |
|  | 4.950%, 04/15/28 |  | 1500 | &nbsp;&nbsp; 1500140 |
|  | 3.750%, 08/15/29 |  | 7600 | &nbsp;&nbsp; 7218542 |
|  | 3.600%, 11/15/31 |  | 6000 | &nbsp;&nbsp; 5418965 |
| EQT Corp.  | EQT Corp.  |  |  |  |
| Ω | 4.750%, 01/15/31 |  | 3500 | &nbsp;&nbsp; 3447961 |
| Equifax, Inc.  | Equifax, Inc.  | Equifax, Inc.  |  |  |
|  | 3.250%, 06/01/26 |  | 900 | &nbsp;&nbsp; 888530 |
|  | 3.100%, 05/15/30 |  | 800 | &nbsp;&nbsp; 745622 |
| Exxon Mobil Corp.  | Exxon Mobil Corp.  | Exxon Mobil Corp.  |  |  |
|  | 0.835%, 06/26/32 | EUR | 35740 | &nbsp;&nbsp; 34956862 |
|  | 1.408%, 06/26/39 | EUR | 8000 | &nbsp;&nbsp; 6656087 |
|  | 2.995%, 08/16/39 |  | 200 | &nbsp;&nbsp; 154979 |
| F&G Annuities & Life, Inc.  | F&G Annuities & Life, Inc.  |  |  |  |
|  | 6.250%, 10/04/34 |  | 4600 | &nbsp;&nbsp; 4575967 |
| FedEx Corp.  | FedEx Corp.  | FedEx Corp.  |  |  |
| Ω | 0.950%, 05/04/33 | EUR | 3900 | &nbsp;&nbsp; 3626071 |
| Ω | 4.900%, 01/15/34 |  | 600 | &nbsp;&nbsp; 580337 |
| Ω | 4.100%, 04/15/43 |  | 3000 | &nbsp;&nbsp; 2325883 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Fidelity National Financial, Inc.  | Fidelity National Financial, Inc.  | Fidelity National Financial, Inc.  |  |  |
|  | 3.400%, 06/15/30 |  | 2907 | &nbsp;&nbsp; $2714510 |
|  | 2.450%, 03/15/31 |  | 2350 | &nbsp;&nbsp; 2040422 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National Information <br> Services, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National Information <br> Services, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National Information <br> Services, Inc.  |  |  |
|  | 2.000%, 05/21/30 | EUR | 3000 | &nbsp;&nbsp; 3263723 |
|  | 2.950%, 05/21/39 | EUR | 1000 | &nbsp;&nbsp; 1017269 |
|  | 3.100%, 03/01/41 |  | 39 | &nbsp;&nbsp; 28517 |
| Fiserv, Inc.  | Fiserv, Inc.  | Fiserv, Inc.  |  |  |
|  | 1.625%, 07/01/30 | EUR | 10300 | &nbsp;&nbsp; 10991131 |
|  | 3.000%, 07/01/31 | GBP | 2000 | &nbsp;&nbsp; 2384394 |
| &nbsp;&nbsp;&nbsp;&nbsp; Five Corners Funding Trust <br> II  | &nbsp;&nbsp;&nbsp;&nbsp; Five Corners Funding Trust <br> II  |  |  |  |
| Ω | 2.850%, 05/15/30 |  | 1100 | &nbsp;&nbsp; 1015937 |
| Flex Ltd.  | Flex Ltd.  | Flex Ltd.  |  |  |
|  | 4.875%, 06/15/29 |  | 549 | &nbsp;&nbsp; 551646 |
|  | 4.875%, 05/12/30 |  | 10200 | &nbsp;&nbsp; 10203465 |
| Flowserve Corp.  | Flowserve Corp.  | Flowserve Corp.  |  |  |
|  | 3.500%, 10/01/30 |  | 300 | &nbsp;&nbsp; 282346 |
|  | 2.800%, 01/15/32 |  | 13730 | &nbsp;&nbsp; 11994991 |
| FMC Corp.  | FMC Corp.  |  |  |  |
|  | 5.650%, 05/18/33 |  | 1500 | &nbsp;&nbsp; 1477885 |
| Ford Motor Co.  | Ford Motor Co.  | Ford Motor Co.  |  |  |
|  | 3.250%, 02/12/32 |  | 1000 | &nbsp;&nbsp; 847219 |
|  | 4.750%, 01/15/43 |  | 1000 | &nbsp;&nbsp; 775023 |
| Ford Motor Credit Co. LLC  | Ford Motor Credit Co. LLC  | Ford Motor Credit Co. LLC  |  |  |
|  | 4.134%, 08/04/25 |  | 500 | &nbsp;&nbsp; 499954 |
|  | 5.113%, 05/03/29 |  | 301 | &nbsp;&nbsp; 294460 |
|  | 4.000%, 11/13/30 |  | 613 | &nbsp;&nbsp; 562655 |
|  | 3.625%, 06/17/31 |  | 1000 | &nbsp;&nbsp; 888535 |
|  | 6.500%, 02/07/35 |  | 7000 | &nbsp;&nbsp; 6980872 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fortune Brands <br> Innovations, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Fortune Brands <br> Innovations, Inc.  |  |  |  |
|  | 4.000%, 03/25/32 |  | 500 | &nbsp;&nbsp; 467266 |
| Fox Corp.  | Fox Corp.  |  |  |  |
|  | 5.476%, 01/25/39 |  | 10014 | &nbsp;&nbsp; 9749876 |
| Freeport-McMoRan, Inc.  | Freeport-McMoRan, Inc.  |  |  |  |
|  | 5.450%, 03/15/43 |  | 5000 | &nbsp;&nbsp; 4711131 |
| GATX Corp.  | GATX Corp.  | GATX Corp.  |  |  |
|  | 3.500%, 03/15/28 |  | 500 | &nbsp;&nbsp; 486919 |
|  | 3.500%, 06/01/32 |  | 316 | &nbsp;&nbsp; 287393 |
| General Mills, Inc.  | General Mills, Inc.  |  |  |  |
|  | 3.850%, 04/23/34 | EUR | 2700 | &nbsp;&nbsp; 3121709 |
| General Motors Co.  | General Motors Co.  | General Motors Co.  |  |  |
|  | 6.125%, 10/01/25 |  | 1250 | &nbsp;&nbsp; 1251532 |
|  | 5.150%, 04/01/38 |  | 1000 | &nbsp;&nbsp; 930001 |
| &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial Co., <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial Co., <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial Co., <br> Inc.  |  |  |
|  | 3.600%, 06/21/30 |  | 1000 | &nbsp;&nbsp; 939467 |
|  | 2.700%, 06/10/31 |  | 2500 | &nbsp;&nbsp; 2192505 |
|  | 3.100%, 01/12/32 |  | 1000 | &nbsp;&nbsp; 882523 |
| Gilead Sciences, Inc.  | Gilead Sciences, Inc.  |  |  |  |
|  | 5.650%, 12/01/41 |  | 5700 | &nbsp;&nbsp; 5757330 |
| Global Payments, Inc.  | Global Payments, Inc.  |  |  |  |
|  | 2.900%, 05/15/30 |  | 2900 | &nbsp;&nbsp; 2646146 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; GLP Capital LP/GLP Financing <br> II, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; GLP Capital LP/GLP Financing <br> II, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; GLP Capital LP/GLP Financing <br> II, Inc.  |  |  |
|  | 5.300%, 01/15/29 |  | 500 | &nbsp;&nbsp; $504596 |
|  | 3.250%, 01/15/32 |  | 500 | &nbsp;&nbsp; 442283 |
| &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, <br> Inc.  |  |  |  |
|  | 0.750%, 03/23/32 | EUR | 6379 | &nbsp;&nbsp; 6257692 |
| &nbsp;&nbsp;&nbsp;&nbsp; Goodyear Tire & Rubber <br> Co.  | &nbsp;&nbsp;&nbsp;&nbsp; Goodyear Tire & Rubber <br> Co.  |  |  |  |
|  | 4.875%, 03/15/27 |  | 2739 | &nbsp;&nbsp; 2727206 |
| &nbsp;&nbsp;&nbsp;&nbsp; Graphic Packaging <br> International LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Graphic Packaging <br> International LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Graphic Packaging <br> International LLC  |  |  |
| Ω | 3.500%, 03/15/28 |  | 879 | &nbsp;&nbsp; 836433 |
| Ω | 3.750%, 02/01/30 |  | 4540 | &nbsp;&nbsp; 4243114 |
| Halliburton Co.  | Halliburton Co.  |  |  |  |
|  | 2.920%, 03/01/30 |  | 300 | &nbsp;&nbsp; 278814 |
| Hasbro, Inc.  | Hasbro, Inc.  | Hasbro, Inc.  |  |  |
|  | 6.350%, 03/15/40 |  | 1350 | &nbsp;&nbsp; 1391823 |
|  | 5.100%, 05/15/44 |  | 1000 | &nbsp;&nbsp; 866349 |
| &nbsp;&nbsp;&nbsp;&nbsp; HAT Holdings I LLC/HAT <br> Holdings II LLC  | &nbsp;&nbsp;&nbsp;&nbsp; HAT Holdings I LLC/HAT <br> Holdings II LLC  |  |  |  |
| #Ω | 3.750%, 09/15/30 |  | 9400 | &nbsp;&nbsp; 8543399 |
| HCA, Inc.  | HCA, Inc.  | HCA, Inc.  |  |  |
|  | 7.500%, 11/06/33 |  | 273 | &nbsp;&nbsp; 309593 |
|  | 4.375%, 03/15/42 |  | 2600 | &nbsp;&nbsp; 2166381 |
| &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Realty <br> Holdings LP  | &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Realty <br> Holdings LP  |  |  |  |
|  | 2.000%, 03/15/31 |  | 1600 | &nbsp;&nbsp; 1365268 |
| Hess Corp.  | Hess Corp.  |  |  |  |
|  | 5.600%, 02/15/41 |  | 5500 | &nbsp;&nbsp; 5566728 |
| Home Depot, Inc.  | Home Depot, Inc.  |  |  |  |
|  | 4.200%, 04/01/43 |  | 600 | &nbsp;&nbsp; 508063 |
| Howmet Aerospace, Inc.  | Howmet Aerospace, Inc.  |  |  |  |
|  | 5.950%, 02/01/37 |  | 500 | &nbsp;&nbsp; 529964 |
| HP, Inc.  | HP, Inc.  | HP, Inc.  |  |  |
|  | 5.500%, 01/15/33 |  | 2000 | &nbsp;&nbsp; 2038044 |
| # | 6.000%, 09/15/41 |  | 10400 | &nbsp;&nbsp; 10479671 |
| Huntsman International LLC  | Huntsman International LLC  | Huntsman International LLC  |  |  |
|  | 4.500%, 05/01/29 |  | 4750 | &nbsp;&nbsp; 4514644 |
| # | 5.700%, 10/15/34 |  | 5000 | &nbsp;&nbsp; 4607839 |
| Hyatt Hotels Corp.  | Hyatt Hotels Corp.  |  |  |  |
|  | 4.375%, 09/15/28 |  | 900 | &nbsp;&nbsp; 891705 |
| Intel Corp.  | Intel Corp.  | Intel Corp.  |  |  |
|  | 4.600%, 03/25/40 |  | 1200 | &nbsp;&nbsp; 1028606 |
|  | 2.800%, 08/12/41 |  | 1657 | &nbsp;&nbsp; 1089358 |
|  | 5.625%, 02/10/43 |  | 11900 | &nbsp;&nbsp; 11095024 |
| &nbsp;&nbsp;&nbsp;&nbsp; Intercontinental Exchange, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Intercontinental Exchange, <br> Inc.  |  |  |  |
|  | 2.650%, 09/15/40 |  | 2611 | &nbsp;&nbsp; 1881774 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Business Machines <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; International Business Machines <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; International Business Machines <br> Corp.  |  |  |
|  | 0.650%, 02/11/32 | EUR | 5000 | &nbsp;&nbsp; 4871301 |
|  | 2.850%, 05/15/40 |  | 1500 | &nbsp;&nbsp; 1098535 |
| &nbsp;&nbsp;&nbsp;&nbsp; Interstate Power & Light <br> Co.  | &nbsp;&nbsp;&nbsp;&nbsp; Interstate Power & Light <br> Co.  |  |  |  |
|  | 5.700%, 10/15/33 |  | 500 | &nbsp;&nbsp; 517935 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Invitation Homes Operating <br> Partnership LP  | &nbsp;&nbsp;&nbsp;&nbsp; Invitation Homes Operating <br> Partnership LP  | &nbsp;&nbsp;&nbsp;&nbsp; Invitation Homes Operating <br> Partnership LP  |  |  |
|  | 2.000%, 08/15/31 |  | 1000 | &nbsp;&nbsp; $848855 |
|  | 2.700%, 01/15/34 |  | 2100 | &nbsp;&nbsp; 1733525 |
| Jabil, Inc.  | Jabil, Inc.  |  |  |  |
|  | 3.600%, 01/15/30 |  | 1483 | &nbsp;&nbsp; 1411165 |
| Jackson Financial, Inc.  | Jackson Financial, Inc.  |  |  |  |
|  | 3.125%, 11/23/31 |  | 1671 | &nbsp;&nbsp; 1480929 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jacobs Engineering Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Jacobs Engineering Group, <br> Inc.  |  |  |  |
|  | 5.900%, 03/01/33 |  | 750 | &nbsp;&nbsp; 782852 |
| Jefferies Financial Group, Inc.  | Jefferies Financial Group, Inc.  | Jefferies Financial Group, Inc.  |  |  |
|  | 4.850%, 01/15/27 |  | 57 | &nbsp;&nbsp; 57267 |
|  | 2.625%, 10/15/31 |  | 1200 | &nbsp;&nbsp; 1046089 |
|  | 2.750%, 10/15/32 |  | 3200 | &nbsp;&nbsp; 2719745 |
| &nbsp;&nbsp;&nbsp;&nbsp; John Deere Capital Corp., <br> SOFR + 0.790%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; John Deere Capital Corp., <br> SOFR + 0.790%, FRN |  |  |  |
| (r) | 5.135%, 06/08/26 |  | 5000 | &nbsp;&nbsp; 5016496 |
| Johnson & Johnson  | Johnson & Johnson  | Johnson & Johnson  |  |  |
|  | 2.450%, 03/01/26 |  | 38 | &nbsp;&nbsp; 37567 |
|  | 2.950%, 03/03/27 |  | 100 | &nbsp;&nbsp; 98328 |
| JPMorgan Chase & Co.  | JPMorgan Chase & Co.  | JPMorgan Chase & Co.  |  |  |
|  | 5.500%, 10/15/40 |  | 2700 | &nbsp;&nbsp; 2731788 |
|  | 5.600%, 07/15/41 |  | 11700 | &nbsp;&nbsp; 11971879 |
|  | 5.400%, 01/06/42 |  | 1800 | &nbsp;&nbsp; 1794137 |
| Juniper Networks, Inc.  | Juniper Networks, Inc.  | Juniper Networks, Inc.  |  |  |
|  | 3.750%, 08/15/29 |  | 3200 | &nbsp;&nbsp; 3098858 |
|  | 2.000%, 12/10/30 |  | 750 | &nbsp;&nbsp; 649883 |
| KB Home  | KB Home  |  |  |  |
| # | 4.000%, 06/15/31 |  | 2315 | &nbsp;&nbsp; 2124964 |
| Kemper Corp.  | Kemper Corp.  | Kemper Corp.  |  |  |
|  | 2.400%, 09/30/30 |  | 4800 | &nbsp;&nbsp; 4210085 |
|  | 3.800%, 02/23/32 |  | 3500 | &nbsp;&nbsp; 3182127 |
| Kilroy Realty LP  | Kilroy Realty LP  | Kilroy Realty LP  |  |  |
|  | 2.500%, 11/15/32 |  | 10500 | &nbsp;&nbsp; 8468367 |
|  | 2.650%, 11/15/33 |  | 2000 | &nbsp;&nbsp; 1585084 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kinder Morgan Energy <br> Partners LP  | &nbsp;&nbsp;&nbsp;&nbsp; Kinder Morgan Energy <br> Partners LP  | &nbsp;&nbsp;&nbsp;&nbsp; Kinder Morgan Energy <br> Partners LP  |  |  |
|  | 6.950%, 01/15/38 |  | 4500 | &nbsp;&nbsp; 4953171 |
|  | 5.000%, 08/15/42 |  | 1000 | &nbsp;&nbsp; 891632 |
|  | 5.000%, 03/01/43 |  | 6900 | &nbsp;&nbsp; 6163494 |
| Kroger Co.  | Kroger Co.  |  |  |  |
|  | 6.900%, 04/15/38 |  | 1500 | &nbsp;&nbsp; 1677303 |
| Kyndryl Holdings, Inc.  | Kyndryl Holdings, Inc.  |  |  |  |
|  | 4.100%, 10/15/41 |  | 15500 | &nbsp;&nbsp; 12160962 |
| Las Vegas Sands Corp.  | Las Vegas Sands Corp.  | Las Vegas Sands Corp.  |  |  |
|  | 3.900%, 08/08/29 |  | 2221 | &nbsp;&nbsp; 2119324 |
|  | 6.200%, 08/15/34 |  | 4500 | &nbsp;&nbsp; 4614219 |
| Lazard Group LLC  | Lazard Group LLC  |  |  |  |
|  | 4.500%, 09/19/28 |  | 1800 | &nbsp;&nbsp; 1792208 |
| Lear Corp.  | Lear Corp.  |  |  |  |
|  | 4.250%, 05/15/29 |  | 500 | &nbsp;&nbsp; 490677 |
| Liberty Mutual Group, Inc.  | Liberty Mutual Group, Inc.  |  |  |  |
|  | 4.625%, 12/02/30 | EUR | 2000 | &nbsp;&nbsp; 2413637 |
| Lincoln National Corp.  | Lincoln National Corp.  | Lincoln National Corp.  |  |  |
|  | 3.050%, 01/15/30 |  | 1764 | &nbsp;&nbsp; 1649708 |
|  | 6.300%, 10/09/37 |  | 3550 | &nbsp;&nbsp; 3692535 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 7.000%, 06/15/40 |  | 800 | &nbsp;&nbsp; $879406 |
| &nbsp;&nbsp;&nbsp;&nbsp; LYB International Finance <br> II BV  | &nbsp;&nbsp;&nbsp;&nbsp; LYB International Finance <br> II BV  |  |  |  |
|  | 1.625%, 09/17/31 | EUR | 6500 | &nbsp;&nbsp; 6588485 |
| Markel Group, Inc.  | Markel Group, Inc.  |  |  |  |
|  | 3.350%, 09/17/29 |  | 4300 | &nbsp;&nbsp; 4122950 |
| Marriott International, Inc.  | Marriott International, Inc.  | Marriott International, Inc.  |  |  |
|  | 4.000%, 04/15/28 |  | 5901 | &nbsp;&nbsp; 5836844 |
|  | 5.500%, 04/15/37 |  | 2000 | &nbsp;&nbsp; 1996700 |
| Meta Platforms, Inc.  | Meta Platforms, Inc.  | Meta Platforms, Inc.  |  |  |
|  | 4.950%, 05/15/33 |  | 7770 | &nbsp;&nbsp; 7915087 |
|  | 4.750%, 08/15/34 |  | 259 | &nbsp;&nbsp; 258003 |
| MetLife, Inc.  | MetLife, Inc.  | MetLife, Inc.  |  |  |
|  | 6.500%, 12/15/32 |  | 281 | &nbsp;&nbsp; 312958 |
|  | 5.375%, 07/15/33 |  | 200 | &nbsp;&nbsp; 207784 |
| MGM Resorts International  | MGM Resorts International  |  |  |  |
|  | 4.625%, 09/01/26 |  | 2693 | &nbsp;&nbsp; 2682706 |
| Micron Technology, Inc.  | Micron Technology, Inc.  | Micron Technology, Inc.  |  |  |
|  | 2.703%, 04/15/32 |  | 500 | &nbsp;&nbsp; 433547 |
|  | 3.366%, 11/01/41 |  | 1500 | &nbsp;&nbsp; 1111701 |
| Molina Healthcare, Inc.  | Molina Healthcare, Inc.  | Molina Healthcare, Inc.  |  |  |
| Ω | 3.875%, 11/15/30 |  | 500 | &nbsp;&nbsp; 451487 |
| Ω | 3.875%, 05/15/32 |  | 7850 | &nbsp;&nbsp; 6852947 |
| &nbsp;&nbsp;&nbsp;&nbsp; Molson Coors Beverage <br> Co.  | &nbsp;&nbsp;&nbsp;&nbsp; Molson Coors Beverage <br> Co.  |  |  |  |
|  | 5.000%, 05/01/42 |  | 4600 | &nbsp;&nbsp; 4182400 |
| Morgan Stanley  | Morgan Stanley  |  |  |  |
|  | 6.375%, 07/24/42 |  | 3527 | &nbsp;&nbsp; 3867977 |
| MPLX LP  | MPLX LP  |  |  |  |
|  | 4.500%, 04/15/38 |  | 3500 | &nbsp;&nbsp; 3089751 |
| Nasdaq, Inc.  | Nasdaq, Inc.  |  |  |  |
|  | 0.900%, 07/30/33 | EUR | 1000 | &nbsp;&nbsp; 936407 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance <br> Corp.  |  |  |  |
|  | 8.000%, 03/01/32 |  | 1232 | &nbsp;&nbsp; 1452580 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nestle Finance <br> International Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Nestle Finance <br> International Ltd.  |  |  |  |
|  | 5.125%, 12/07/38 | GBP | 631 | &nbsp;&nbsp; 814193 |
| NewMarket Corp.  | NewMarket Corp.  |  |  |  |
|  | 2.700%, 03/18/31 |  | 3255 | &nbsp;&nbsp; 2904314 |
| NIKE, Inc.  | NIKE, Inc.  |  |  |  |
|  | 3.250%, 03/27/40 |  | 6277 | &nbsp;&nbsp; 4953416 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nissan Motor Acceptance <br> Co. LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Nissan Motor Acceptance <br> Co. LLC  |  |  |  |
| Ω | 2.450%, 09/15/28 |  | 800 | &nbsp;&nbsp; 722804 |
| Nordstrom, Inc.  | Nordstrom, Inc.  | Nordstrom, Inc.  |  |  |
|  | 4.000%, 03/15/27 |  | 500 | &nbsp;&nbsp; 489146 |
| # | 4.375%, 04/01/30 |  | 2300 | &nbsp;&nbsp; 2085451 |
| # | 4.250%, 08/01/31 |  | 3300 | &nbsp;&nbsp; 2859357 |
| NOV, Inc.  | NOV, Inc.  |  |  |  |
| # | 3.600%, 12/01/29 |  | 1600 | &nbsp;&nbsp; 1533012 |
| Novartis Capital Corp.  | Novartis Capital Corp.  |  |  |  |
|  | 3.700%, 09/21/42 |  | 200 | &nbsp;&nbsp; 161717 |
| Nucor Corp.  | Nucor Corp.  |  |  |  |
|  | 3.125%, 04/01/32 |  | 2300 | &nbsp;&nbsp; 2088623 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| NuStar Logistics LP  | NuStar Logistics LP  |  |  |  |
|  | 5.625%, 04/28/27 |  | 432 | &nbsp;&nbsp; $434188 |
| Omnicom Group, Inc.  | Omnicom Group, Inc.  |  |  |  |
|  | 4.200%, 06/01/30 |  | 300 | &nbsp;&nbsp; 293678 |
| OneMain Finance Corp.  | OneMain Finance Corp.  |  |  |  |
|  | 7.125%, 03/15/26 |  | 1742 | &nbsp;&nbsp; 1763669 |
| ONEOK, Inc.  | ONEOK, Inc.  | ONEOK, Inc.  |  |  |
|  | 4.350%, 03/15/29 |  | 873 | &nbsp;&nbsp; 864505 |
|  | 6.350%, 01/15/31 |  | 1200 | &nbsp;&nbsp; 1278746 |
| Oracle Corp.  | Oracle Corp.  | Oracle Corp.  |  |  |
|  | 3.800%, 11/15/37 |  | 2000 | &nbsp;&nbsp; 1696853 |
|  | 6.125%, 07/08/39 |  | 1400 | &nbsp;&nbsp; 1457195 |
|  | 3.600%, 04/01/40 |  | 3000 | &nbsp;&nbsp; 2367809 |
|  | 5.375%, 07/15/40 |  | 1100 | &nbsp;&nbsp; 1058643 |
|  | 3.650%, 03/25/41 |  | 9000 | &nbsp;&nbsp; 7036357 |
| Owens Corning  | Owens Corning  |  |  |  |
|  | 3.500%, 02/15/30 |  | 9800 | &nbsp;&nbsp; 9347009 |
| Paramount Global  | Paramount Global  | Paramount Global  |  |  |
|  | 7.875%, 07/30/30 |  | 2013 | &nbsp;&nbsp; 2242278 |
|  | 4.950%, 01/15/31 |  | 500 | &nbsp;&nbsp; 487583 |
| # | 4.200%, 05/19/32 |  | 3000 | &nbsp;&nbsp; 2750558 |
|  | 5.500%, 05/15/33 |  | 400 | &nbsp;&nbsp; 389886 |
|  | 6.875%, 04/30/36 |  | 2000 | &nbsp;&nbsp; 2081028 |
|  | 5.850%, 09/01/43 |  | 3000 | &nbsp;&nbsp; 2663527 |
| Pfizer, Inc.  | Pfizer, Inc.  |  |  |  |
|  | 3.900%, 03/15/39 |  | 400 | &nbsp;&nbsp; 345965 |
| Philip Morris International, Inc. | Philip Morris International, Inc. | Philip Morris International, Inc. |  |  |
|  | 0.800%, 08/01/31 | EUR | 4700 | &nbsp;&nbsp; 4631359 |
| &nbsp;&nbsp;&nbsp;&nbsp; Piedmont Operating <br> Partnership LP  | &nbsp;&nbsp;&nbsp;&nbsp; Piedmont Operating <br> Partnership LP  | &nbsp;&nbsp;&nbsp;&nbsp; Piedmont Operating <br> Partnership LP  |  |  |
|  | 3.150%, 08/15/30 |  | 5300 | &nbsp;&nbsp; 4715952 |
|  | 2.750%, 04/01/32 |  | 4600 | &nbsp;&nbsp; 3848393 |
| &nbsp;&nbsp;&nbsp;&nbsp; Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  |  |  |
|  | 6.700%, 05/15/36 |  | 800 | &nbsp;&nbsp; 858688 |
|  | 6.650%, 01/15/37 |  | 1700 | &nbsp;&nbsp; 1835424 |
|  | 4.300%, 01/31/43 |  | 534 | &nbsp;&nbsp; 422887 |
| PPG Industries, Inc.  | PPG Industries, Inc.  |  |  |  |
|  | 3.250%, 03/04/32 | EUR | 2311 | &nbsp;&nbsp; 2624560 |
| Principal Financial Group, Inc.  | Principal Financial Group, Inc.  | Principal Financial Group, Inc.  |  |  |
|  | 6.050%, 10/15/36 |  | 500 | &nbsp;&nbsp; 530885 |
|  | 4.625%, 09/15/42 |  | 1000 | &nbsp;&nbsp; 884267 |
| Prologis Euro Finance LLC  | Prologis Euro Finance LLC  | Prologis Euro Finance LLC  |  |  |
|  | 0.625%, 09/10/31 | EUR | 1493 | &nbsp;&nbsp; 1462328 |
|  | 0.500%, 02/16/32 | EUR | 11500 | &nbsp;&nbsp; 11076505 |
| Prudential Financial, Inc.  | Prudential Financial, Inc.  |  |  |  |
|  | 3.000%, 03/10/40 |  | 400 | &nbsp;&nbsp; 301715 |
| &nbsp;&nbsp;&nbsp;&nbsp; Public Service Enterprise <br> Group, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Public Service Enterprise <br> Group, Inc.  |  |  |  |
|  | 8.625%, 04/15/31 |  | 575 | &nbsp;&nbsp; 663933 |
| &nbsp;&nbsp;&nbsp;&nbsp; Public Storage Operating <br> Co.  | &nbsp;&nbsp;&nbsp;&nbsp; Public Storage Operating <br> Co.  |  |  |  |
|  | 0.875%, 01/24/32 | EUR | 9400 | &nbsp;&nbsp; 9251250 |
| PulteGroup, Inc.  | PulteGroup, Inc.  |  |  |  |
|  | 6.000%, 02/15/35 |  | 800 | &nbsp;&nbsp; 832654 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Rayonier LP  | Rayonier LP  |  |  |  |
|  | 2.750%, 05/17/31 |  | 3185 | &nbsp;&nbsp; $2824402 |
| Realty Income Corp.  | Realty Income Corp.  |  |  |  |
|  | 5.875%, 03/15/35 |  | 156 | &nbsp;&nbsp; 162249 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rockies Express <br> Pipeline LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Rockies Express <br> Pipeline LLC  |  |  |  |
| Ω | 7.500%, 07/15/38 |  | 1000 | &nbsp;&nbsp; 1028789 |
| Royalty Pharma PLC  | Royalty Pharma PLC  | Royalty Pharma PLC  |  |  |
|  | 2.150%, 09/02/31 |  | 1600 | &nbsp;&nbsp; 1370787 |
|  | 3.300%, 09/02/40 |  | 2900 | &nbsp;&nbsp; 2174938 |
| RTX Corp.  | RTX Corp.  | RTX Corp.  |  |  |
|  | 4.450%, 11/16/38 |  | 1000 | &nbsp;&nbsp; 917505 |
|  | 4.500%, 06/01/42 |  | 3000 | &nbsp;&nbsp; 2649378 |
| Sabra Health Care LP  | Sabra Health Care LP  | Sabra Health Care LP  |  |  |
|  | 3.900%, 10/15/29 |  | 7230 | &nbsp;&nbsp; 6877448 |
|  | 3.200%, 12/01/31 |  | 3658 | &nbsp;&nbsp; 3257930 |
| &nbsp;&nbsp;&nbsp;&nbsp; Seagate Data Storage <br> Technology Pte. Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Seagate Data Storage <br> Technology Pte. Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Seagate Data Storage <br> Technology Pte. Ltd.  |  |  |
| Ω | 4.091%, 06/01/29 |  | 900 | &nbsp;&nbsp; 860054 |
| Ω | 4.125%, 01/15/31 |  | 9500 | &nbsp;&nbsp; 8384391 |
| Ω | 5.750%, 12/01/34 |  | 2800 | &nbsp;&nbsp; 2633540 |
| Sealed Air Corp.  | Sealed Air Corp.  | Sealed Air Corp.  |  |  |
| Ω | 4.000%, 12/01/27 |  | 1600 | &nbsp;&nbsp; 1553425 |
| Ω | 6.875%, 07/15/33 |  | 8692 | &nbsp;&nbsp; 9291487 |
| &nbsp;&nbsp;&nbsp;&nbsp; Selective Insurance Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Selective Insurance Group, <br> Inc.  |  |  |  |
|  | 5.900%, 04/15/35 |  | 2500 | &nbsp;&nbsp; 2543770 |
| Sempra  | Sempra  | Sempra  |  |  |
|  | 3.800%, 02/01/38 |  | 1253 | &nbsp;&nbsp; 1035528 |
|  | 6.000%, 10/15/39 |  | 2000 | &nbsp;&nbsp; 2012380 |
| Sensata Technologies, Inc.  | Sensata Technologies, Inc.  |  |  |  |
| Ω | 4.375%, 02/15/30 |  | 5000 | &nbsp;&nbsp; 4784516 |
| Shell Finance U.S., Inc.  | Shell Finance U.S., Inc.  |  |  |  |
|  | 4.550%, 08/12/43 |  | 1500 | &nbsp;&nbsp; 1314764 |
| Shell International Finance BV  | Shell International Finance BV  | Shell International Finance BV  |  |  |
|  | 1.875%, 04/07/32 | EUR | 3200 | &nbsp;&nbsp; 3372815 |
|  | 1.250%, 11/11/32 | EUR | 8560 | &nbsp;&nbsp; 8511145 |
|  | 5.500%, 03/25/40 |  | 5800 | &nbsp;&nbsp; 5847552 |
|  | 3.625%, 08/21/42 |  | 12200 | &nbsp;&nbsp; 9534154 |
| Simon Property Group LP  | Simon Property Group LP  | Simon Property Group LP  |  |  |
|  | 2.650%, 07/15/30 |  | 6864 | &nbsp;&nbsp; 6311014 |
|  | 2.250%, 01/15/32 |  | 100 | &nbsp;&nbsp; 86231 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spectra Energy <br> Partners LP  | &nbsp;&nbsp;&nbsp;&nbsp; Spectra Energy <br> Partners LP  |  |  |  |
|  | 4.500%, 03/15/45 |  | 2000 | &nbsp;&nbsp; 1655837 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Bank & Trust <br> Co., SOFR + 0.460%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; State Street Bank & Trust <br> Co., SOFR + 0.460%, <br> FRN |  |  |  |
| (r) | 4.803%, 11/25/26 |  | 4000 | &nbsp;&nbsp; 4002616 |
| Steelcase, Inc.  | Steelcase, Inc.  |  |  |  |
|  | 5.125%, 01/18/29 |  | 542 | &nbsp;&nbsp; 533862 |
| Stellantis Finance U.S., Inc.  | Stellantis Finance U.S., Inc.  | Stellantis Finance U.S., Inc.  |  |  |
| Ω | 2.691%, 09/15/31 |  | 800 | &nbsp;&nbsp; 674588 |
| Ω | 6.450%, 03/18/35 |  | 3000 | &nbsp;&nbsp; 3002508 |
| Store Capital LLC  | Store Capital LLC  |  |  |  |
|  | 4.625%, 03/15/29 |  | 200 | &nbsp;&nbsp; 196835 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Tanger Properties LP  | Tanger Properties LP  |  |  |  |
|  | 2.750%, 09/01/31 |  | 1000 | &nbsp;&nbsp; $874245 |
| Tapestry, Inc.  | Tapestry, Inc.  |  |  |  |
| # | 3.050%, 03/15/32 |  | 1800 | &nbsp;&nbsp; 1604037 |
| Targa Resources Corp.  | Targa Resources Corp.  |  |  |  |
|  | 4.200%, 02/01/33 |  | 1500 | &nbsp;&nbsp; 1402369 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taylor Morrison Communities, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Taylor Morrison Communities, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Taylor Morrison Communities, <br> Inc.  |  |  |
| Ω | 5.875%, 06/15/27 |  | 100 | &nbsp;&nbsp; 100711 |
| Ω | 5.750%, 01/15/28 |  | 5000 | &nbsp;&nbsp; 5041541 |
| Ω | 5.125%, 08/01/30 |  | 650 | &nbsp;&nbsp; 641665 |
| TC PipeLines LP  | TC PipeLines LP  |  |  |  |
|  | 3.900%, 05/25/27 |  | 2000 | &nbsp;&nbsp; 1977659 |
| Teledyne FLIR LLC  | Teledyne FLIR LLC  |  |  |  |
|  | 2.500%, 08/01/30 |  | 2000 | &nbsp;&nbsp; 1807564 |
| Textron, Inc.  | Textron, Inc.  |  |  |  |
|  | 2.450%, 03/15/31 |  | 350 | &nbsp;&nbsp; 310655 |
| Timken Co.  | Timken Co.  |  |  |  |
|  | 4.125%, 04/01/32 |  | 600 | &nbsp;&nbsp; 563883 |
| T-Mobile USA, Inc.  | T-Mobile USA, Inc.  |  |  |  |
|  | 4.375%, 04/15/40 |  | 6700 | &nbsp;&nbsp; 5919236 |
| Travelers Cos., Inc.  | Travelers Cos., Inc.  |  |  |  |
|  | 5.350%, 11/01/40 |  | 500 | &nbsp;&nbsp; 498453 |
| &nbsp;&nbsp;&nbsp;&nbsp; TWDC Enterprises 18 <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; TWDC Enterprises 18 <br> Corp.  |  |  |  |
|  | 4.125%, 12/01/41 |  | 7011 | &nbsp;&nbsp; 5922129 |
| U.S. Cellular Corp.  | U.S. Cellular Corp.  |  |  |  |
|  | 6.700%, 12/15/33 |  | 800 | &nbsp;&nbsp; 839908 |
| Under Armour, Inc.  | Under Armour, Inc.  |  |  |  |
|  | 3.250%, 06/15/26 |  | 6250 | &nbsp;&nbsp; 6147794 |
| United Parcel Service, Inc.  | United Parcel Service, Inc.  |  |  |  |
|  | 4.875%, 11/15/40 |  | 255 | &nbsp;&nbsp; 237101 |
| UnitedHealth Group, Inc.  | UnitedHealth Group, Inc.  | UnitedHealth Group, Inc.  |  |  |
|  | 3.500%, 08/15/39 |  | 5300 | &nbsp;&nbsp; 4235789 |
|  | 2.750%, 05/15/40 |  | 3000 | &nbsp;&nbsp; 2144899 |
| Unum Group  | Unum Group  | Unum Group  |  |  |
|  | 3.875%, 11/05/25 |  | 23 | &nbsp;&nbsp; 22931 |
|  | 4.000%, 06/15/29 |  | 1100 | &nbsp;&nbsp; 1076858 |
|  | 5.750%, 08/15/42 |  | 125 | &nbsp;&nbsp; 121335 |
| Verizon Communications, Inc.  | Verizon Communications, Inc.  | Verizon Communications, Inc.  |  |  |
|  | 2.355%, 03/15/32 |  | 53 | &nbsp;&nbsp; 45565 |
|  | 4.750%, 02/17/34 | GBP | 1500 | &nbsp;&nbsp; 1907887 |
|  | 3.400%, 03/22/41 |  | 5000 | &nbsp;&nbsp; 3855026 |
| VF Corp.  | VF Corp.  |  |  |  |
|  | 2.950%, 04/23/30 |  | 2166 | &nbsp;&nbsp; 1835991 |
| Viatris, Inc.  | Viatris, Inc.  |  |  |  |
|  | 3.850%, 06/22/40 |  | 12500 | &nbsp;&nbsp; 9170509 |
| Visa, Inc.  | Visa, Inc.  |  |  |  |
|  | 3.125%, 05/15/33 | EUR | 22200 | &nbsp;&nbsp; 25421455 |
| Vontier Corp.  | Vontier Corp.  |  |  |  |
|  | 2.950%, 04/01/31 |  | 12875 | &nbsp;&nbsp; 11572911 |
| Vornado Realty LP  | Vornado Realty LP  |  |  |  |
|  | 3.400%, 06/01/31 |  | 3100 | &nbsp;&nbsp; 2718401 |
| Voya Financial, Inc.  | Voya Financial, Inc.  |  |  |  |
|  | 5.700%, 07/15/43 |  | 500 | &nbsp;&nbsp; 486072 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Walgreens Boots Alliance, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Walgreens Boots Alliance, <br> Inc.  |  |  |  |
|  | 2.125%, 11/20/26 | EUR | 2700 | &nbsp;&nbsp; $3062245 |
| Walmart, Inc.  | Walmart, Inc.  |  |  |  |
|  | 4.875%, 07/08/40 |  | 6244 | &nbsp;&nbsp; 6160897 |
| Walt Disney Co.  | Walt Disney Co.  |  |  |  |
|  | 6.400%, 12/15/35 |  | 300 | &nbsp;&nbsp; 336334 |
| Wells Fargo & Co.  | Wells Fargo & Co.  | Wells Fargo & Co.  |  |  |
|  | 0.625%, 03/25/30 | EUR | 1016 | &nbsp;&nbsp; 1042548 |
|  | 0.625%, 08/14/30 | EUR | 3461 | &nbsp;&nbsp; 3507314 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN |  |  |  |
| (r) | 5.418%, 12/11/26 |  | 4000 | &nbsp;&nbsp; 4036247 |
| Western Digital Corp.  | Western Digital Corp.  | Western Digital Corp.  |  |  |
|  | 4.750%, 02/15/26 |  | 212 | &nbsp;&nbsp; 211359 |
|  | 2.850%, 02/01/29 |  | 4800 | &nbsp;&nbsp; 4460434 |
| &nbsp;&nbsp;&nbsp;&nbsp; Western Midstream <br> Operating LP  | &nbsp;&nbsp;&nbsp;&nbsp; Western Midstream <br> Operating LP  |  |  |  |
|  | 5.450%, 04/01/44 |  | 2000 | &nbsp;&nbsp; 1741317 |
| Westlake Corp.  | Westlake Corp.  | Westlake Corp.  |  |  |
|  | 1.625%, 07/17/29 | EUR | 6000 | &nbsp;&nbsp; 6456565 |
|  | 3.375%, 06/15/30 |  | 500 | &nbsp;&nbsp; 470422 |
| Weyerhaeuser Co.  | Weyerhaeuser Co.  |  |  |  |
|  | 7.375%, 03/15/32 |  | 254 | &nbsp;&nbsp; 287392 |
| Williams Cos., Inc.  | Williams Cos., Inc.  |  |  |  |
|  | 5.400%, 03/04/44 |  | 4200 | &nbsp;&nbsp; 3935592 |
| WP Carey, Inc.  | WP Carey, Inc.  |  |  |  |
|  | 2.450%, 02/01/32 |  | 1900 | &nbsp;&nbsp; 1627948 |
| WRKCo, Inc.  | WRKCo, Inc.  |  |  |  |
|  | 4.200%, 06/01/32 |  | 2150 | &nbsp;&nbsp; 2059261 |
| &nbsp;&nbsp;&nbsp;&nbsp; XPLR Infrastructure <br> Operating Partners LP  | &nbsp;&nbsp;&nbsp;&nbsp; XPLR Infrastructure <br> Operating Partners LP  |  |  |  |
| Ω | 4.500%, 09/15/27 |  | 4700 | &nbsp;&nbsp; 4549983 |
| Yum! Brands, Inc.  | Yum! Brands, Inc.  | Yum! Brands, Inc.  |  |  |
| Ω | 4.750%, 01/15/30 |  | 3875 | &nbsp;&nbsp; 3819272 |
|  | 3.625%, 03/15/31 |  | 2470 | &nbsp;&nbsp; 2276651 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  |  | &nbsp;&nbsp; 1160833934 |
| TOTAL BONDS | TOTAL BONDS |  |  | &nbsp;&nbsp; 2447627843 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| U.S. TREASURY OBLIGATIONS — (6.8%) | U.S. TREASURY OBLIGATIONS — (6.8%) | U.S. TREASURY OBLIGATIONS — (6.8%) | U.S. TREASURY OBLIGATIONS — (6.8%) |
| U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.170%, FRN, <br> 4.451%, 10/31/25 <br>| 39000 | &nbsp;&nbsp; $39015023 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.245%, FRN, <br> 4.526%, 01/31/26 <br>| 56000 | &nbsp;&nbsp; 56055397 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.150%, FRN, <br> 4.431%, 04/30/26 <br>| 56000 | &nbsp;&nbsp; 56043214 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.182%, FRN, <br> 4.463%, 07/31/26 <br>| 31000 | &nbsp;&nbsp; 31032829 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.098%, FRN, <br> 4.379%, 01/31/27 <br>| 18000 | &nbsp;&nbsp; 17996488 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS |  | &nbsp;&nbsp; 200142951 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $2,981,541,665) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $2,981,541,665) |  | &nbsp;&nbsp; 2904421967 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (1.1%) | SECURITIES LENDING COLLATERAL — (1.1%) | SECURITIES LENDING COLLATERAL — (1.1%) | SECURITIES LENDING COLLATERAL — (1.1%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 2901378 | &nbsp;&nbsp; 33560234 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $3,015,100,635)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $3,015,100,635)^^ |  | &nbsp;&nbsp; $2937982201 |

---

As of July 31, 2025, DFA Global Core Plus Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 72582149 | EUR | 61764146 | State Street Bank and Trust | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; $2096938 |
| USD | 57042469 | EUR | 49411646 | Citibank, N.A. | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 612950 |
| USD | 2847454 | EUR | 2465362 | Royal Bank of Canada | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 31939 |
| USD | 13678125 | EUR | 11820626 | Societe Generale | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 178631 |
| USD | 13816628 | EUR | 11909725 | State Street Bank and Trust | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 215379 |
| USD | 12029195 | EUR | 10369388 | UBS AG | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 187057 |
| USD | 44959579 | CAD | 60789006 | Citibank, N.A. | 08/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1049175 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 21616480 | EUR | 18827333 | HSBC Bank | 08/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; $100837 |
| USD | 3352877 | EUR | 2920346 | Royal Bank of Canada | 08/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 15542 |
| USD | 36768585 | EUR | 31917592 | State Street Bank and Trust | 08/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 293556 |
| USD | 14727757 | EUR | 12723855 | UBS AG | 08/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 187094 |
| USD | 8148818 | EUR | 6950027 | Australia and New Zealand Bank | 08/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 204830 |
| USD | 74972662 | EUR | 63258295 | HSBC Bank | 08/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2667453 |
| USD | 20465336 | EUR | 17337163 | UBS AG | 08/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 648691 |
| USD | 15662379 | NZD | 25579074 | Australia and New Zealand Bank | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 580412 |
| USD | 2804395 | EUR | 2388496 | Goldman Sachs Capital Markets L.P. | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 74126 |
| USD | 86420151 | EUR | 73543662 | HSBC Bank | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2353022 |
| USD | 5484123 | EUR | 4643904 | State Street Bank and Trust | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 175716 |
| USD | 1523850 | EUR | 1303035 | UBS AG | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 34362 |
| USD | 52034260 | CAD | 70735946 | Royal Bank of Canada | 09/05/25 | &nbsp;&nbsp;&nbsp;&nbsp; 896182 |
| USD | 4090683 | CAD | 5584025 | State Street Bank and Trust | 09/05/25 | &nbsp;&nbsp;&nbsp;&nbsp; 53749 |
| USD | 52638416 | CAD | 71864282 | Citibank, N.A. | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; 674464 |
| USD | 649610 | GBP | 478737 | Societe Generale | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; 17144 |
| USD | 12287560 | CAD | 16827567 | Societe Generale | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; 119806 |
| USD | 52945198 | JPY | 7609390290 | Royal Bank of Canada | 09/11/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2271335 |
| USD | 1639822 | AUD | 2501609 | Australia and New Zealand Bank | 09/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 30934 |
| USD | 78430094 | JPY | 11587888809 | HSBC Bank | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1192927 |
| USD | 75142009 | EUR | 64606687 | Royal Bank of Canada | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1188111 |
| USD | 14598659 | EUR | 12482426 | UBS AG | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 310292 |
| USD | 95744920 | EUR | 81523115 | Citibank, N.A. | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2408681 |
| USD | 177211 | NZD | 291910 | Citibank, N.A. | 09/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4929 |
| USD | 21063310 | GBP | 15470081 | State Street Bank and Trust | 09/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 622396 |
| USD | 74080191 | JPY | 10881654016 | UBS AG | 09/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1493567 |
| USD | 71500399 | EUR | 61764146 | UBS AG | 09/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; 748971 |
| USD | 15228062 | GBP | 11180296 | HSBC Bank | 10/07/25 | &nbsp;&nbsp;&nbsp;&nbsp; 453613 |
| USD | 10427504 | EUR | 9084517 | HSBC Bank | 10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 11556 |
| USD | 44670059 | AUD | 67890847 | Royal Bank of Canada | 10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 982296 |
| USD | 17450128 | EUR | 14964717 | State Street Bank and Trust | 10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 292174 |
| USD | 15614989 | GBP | 11640808 | Royal Bank of Canada | 10/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; 230805 |
| USD | 43085516 | AUD | 66603271 | Royal Bank of Canada | 10/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 223794 |
| USD | 41633664 | AUD | 62874861 | HSBC Bank | 10/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1165776 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$27101212** |
| EUR | 61764146 | USD | 71218384 | UBS AG | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(733173)<br>|
| USD | 2269728 | EUR | 2018954 | Bank of New York Mellon | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (35516)<br>|
| USD | 1697292 | AUD | 2642267 | Bank of New York Mellon | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (914)<br>|
| USD | 71651782 | EUR | 64208634 | Citibank, N.A. | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1661717)<br>|
| USD | 22133800 | EUR | 19722510 | HSBC Bank | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (385386)<br>|
| USD | 19622947 | EUR | 17315725 | Royal Bank of Canada | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (148170)<br>|
| USD | 8011988 | AUD | 12573012 | UBS AG | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (68787)<br>|
| USD | 1183094 | EUR | 1052042 | UBS AG | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (18129)<br>|
| CAD | 5589881 | USD | 4107754 | Citibank, N.A. | 08/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; (70942)<br>|
| USD | 59800284 | CAD | 82941720 | HSBC Bank | 08/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; (97253)<br>|
| CAD | 9088764 | USD | 6587812 | State Street Bank and Trust | 08/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; (24233)<br>|
| CAD | 5153564 | USD | 3765391 | HSBC Bank | 08/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; (42760)<br>|
| USD | 22134632 | EUR | 19433981 | State Street Bank and Trust | 08/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; (74281)<br>|
| NZD | 267993 | USD | 161118 | Citibank, N.A. | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; (3104)<br>|
| GBP | 81789 | USD | 109790 | Citibank, N.A. | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1737)<br>|
| JPY | 1283992499 | USD | 8809788 | Australia and New Zealand Bank | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; (251547)<br>|
| GBP | 566078 | USD | 759953 | Citibank, N.A. | 09/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; (11984)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(3629633)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$23471579** |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

As of July 31, 2025, the value of Rule 144A securities amounted to $208,777,653 or 7.7% of net assets.

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $256651173 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $256651173 |
| Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 176442518 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 176442518 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9121826 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9121826 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 331150610 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 331150610 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10054102 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10054102 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8023464 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8023464 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 207576307 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 207576307 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 64374086 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 64374086 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 18406846 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 18406846 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4310322 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4310322 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 38094665 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 38094665 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 196482377 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 196482377 |
| &nbsp;&nbsp;&nbsp;&nbsp; Luxembourg | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6821427 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6821427 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 62145017 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 62145017 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15083868 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15083868 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17449060 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17449060 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11160751 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11160751 |
| &nbsp;&nbsp;&nbsp;&nbsp; Supranational Organization Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 25830971 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 25830971 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3192366 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3192366 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 21905074 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 21905074 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 59168252 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 59168252 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1160833934 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1160833934 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 200142951 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 200142951 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 33560234 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 33560234 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $2937982201 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $2937982201 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 27101212 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 27101212 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (3629633) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (3629633) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $23471579 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $23471579 |
| &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. |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(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%) |
| BRAZIL — (3.0%) | BRAZIL — (3.0%) | BRAZIL — (3.0%) | BRAZIL — (3.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Allianca Saude e <br> Participacoes SA<br>| 2000 | &nbsp;&nbsp; $1750 |
|  | Allied Tecnologia SA | 18800 | &nbsp;&nbsp; 23200 |
|  | Allos SA | 46200 | &nbsp;&nbsp; 175822 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Allpark <br> Empreendimentos <br> Participacoes e <br> Servicos SA<br>| 5900 | &nbsp;&nbsp; 3182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alupar Investimento <br> SA<br>| 62936 | &nbsp;&nbsp; 331565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ambev SA (ABEV US), <br> ADR<br>| 220998 | &nbsp;&nbsp; 481776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ambev SA (ABEV3 <br> BZ)<br>| 9200 | &nbsp;&nbsp; 20472 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ambipar Participacoes <br> e Empreendimentos <br> SA<br>| 1597 | &nbsp;&nbsp; 37321 |
|  | Anima Holding SA | 46900 | &nbsp;&nbsp; 30487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Armac Locacao <br> Logistica E Servicos <br> SA<br>| 13600 | &nbsp;&nbsp; 8598 |
|  | Auren Energia SA | 20135 | &nbsp;&nbsp; 33334 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Automob Participacoes <br> SA<br>| 3042 | &nbsp;&nbsp; 6030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B3 SA - Brasil Bolsa <br> Balcao<br>| 631253 | &nbsp;&nbsp; 1418179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bradesco SA <br> (BBDC3 BZ)<br>| 184029 | &nbsp;&nbsp; 440391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco BTG Pactual <br> SA<br>| 141692 | &nbsp;&nbsp; 990152 |
|  | Banco do Brasil SA | 226772 | &nbsp;&nbsp; 797816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Santander <br> Brasil SA<br>| 216126 | &nbsp;&nbsp; 1020120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BB Seguridade <br> Participacoes SA<br>| 95054 | &nbsp;&nbsp; 572067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bemobi Mobile Tech <br> SA<br>| 13617 | &nbsp;&nbsp; 49584 |
| \* | Blau Farmaceutica SA | 12400 | &nbsp;&nbsp; 27349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boa Safra Sementes <br> SA<br>| 10400 | &nbsp;&nbsp; 19242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BR Advisory Partners <br> Participacoes SA<br>| 4400 | &nbsp;&nbsp; 12219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brisanet Servicos de <br> Telecomunicacoes <br> SA<br>| 21500 | &nbsp;&nbsp; 10098 |
|  | C&A Modas SA | 42650 | &nbsp;&nbsp; 125447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caixa Seguridade <br> Participacoes SA<br>| 82288 | &nbsp;&nbsp; 202504 |
|  | Camil Alimentos SA | 8542 | &nbsp;&nbsp; 6926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Centrais Eletricas <br> Brasileiras SA<br>| 46749 | &nbsp;&nbsp; 315665 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cia Brasileira de <br> Aluminio<br>| 33667 | &nbsp;&nbsp; $28138 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cia Brasileira de <br> Distribuicao<br>| 77936 | &nbsp;&nbsp; 48992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia de Saneamento <br> Basico do Estado de <br> Sao Paulo SABESP <br> (SBS US), ADR<br>| 5079 | &nbsp;&nbsp; 97923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia de Saneamento <br> Basico do Estado de <br> Sao Paulo SABESP <br> (SBSP3 BZ)<br>| 22350 | &nbsp;&nbsp; 432308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia de Saneamento de <br> Minas Gerais <br> Copasa MG<br>| 43700 | &nbsp;&nbsp; 201817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia De Sanena Do <br> Parana (SAPR11 <br> BZ)<br>| 39700 | &nbsp;&nbsp; 241764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia De Sanena Do <br> Parana (SAPR3 BZ)<br>| 21300 | &nbsp;&nbsp; 29024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Energetica de <br> Minas Gerais (CIG <br> US), Sponsored <br> ADR<br>| 11964 | &nbsp;&nbsp; 21655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Energetica de <br> Minas Gerais <br> (CMIG3 BZ)<br>| 107341 | &nbsp;&nbsp; 282176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Paranaense de <br> Energia - Copel<br>| 117192 | &nbsp;&nbsp; 231054 |
|  | Cogna Educacao SA | 632876 | &nbsp;&nbsp; 311943 |
|  | CPFL Energia SA | 36995 | &nbsp;&nbsp; 250463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cruzeiro do Sul <br> Educacional SA<br>| 22000 | &nbsp;&nbsp; 19919 |
|  | CSU Digital SA | 3600 | &nbsp;&nbsp; 11373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cury Construtora e <br> Incorporadora SA<br>| 67099 | &nbsp;&nbsp; 352777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cyrela Brazil Realty <br> SA <br> Empreendimentos e <br> Participacoes<br>| 106577 | &nbsp;&nbsp; 466693 |
| Ω | Desktop SA | 13800 | &nbsp;&nbsp; 20258 |
|  | Dexco SA | 141691 | &nbsp;&nbsp; 142968 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Diagnosticos da <br> America SA<br>| 26313 | &nbsp;&nbsp; 5827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dimed SA Distribuidora <br> da Medicamentos<br>| 22448 | &nbsp;&nbsp; 36481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Direcional Engenharia <br> SA<br>| 21775 | &nbsp;&nbsp; 151621 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EcoRodovias <br> Infraestrutura e <br> Logistica SA<br>| 72209 | &nbsp;&nbsp; 86916 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Embraer SA (EMBR3 <br> BZ)<br>| 187474 | &nbsp;&nbsp; $2700512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empreendimentos <br> Pague Menos SA<br>| 20589 | &nbsp;&nbsp; 14450 |
|  | Energisa SA | 87081 | &nbsp;&nbsp; 710078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Engie Brasil Energia <br> SA<br>| 45896 | &nbsp;&nbsp; 327281 |
|  | Equatorial Energia SA | 198797 | &nbsp;&nbsp; 1209564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Even Construtora e <br> Incorporadora SA<br>| 44580 | &nbsp;&nbsp; 55331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ez Tec <br> Empreendimentos e <br> Participacoes SA<br>| 40196 | &nbsp;&nbsp; 98560 |
|  | Fleury SA | 79367 | &nbsp;&nbsp; 203395 |
|  | Fras-Le SA | 12652 | &nbsp;&nbsp; 53346 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gerdau SA, Sponsored <br> ADR<br>| 55511 | &nbsp;&nbsp; 164313 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; GPS Participacoes e <br> Empreendimentos <br> SA<br>| 50542 | &nbsp;&nbsp; 127809 |
|  | Grendene SA | 41217 | &nbsp;&nbsp; 37098 |
|  | Grupo Mateus SA | 96585 | &nbsp;&nbsp; 126433 |
|  | Grupo SBF SA | 33476 | &nbsp;&nbsp; 65702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guararapes <br> Confeccoes SA<br>| 19565 | &nbsp;&nbsp; 27009 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hapvida Participacoes <br> e Investimentos SA<br>| 70426 | &nbsp;&nbsp; 415924 |
| \* | Hidrovias do Brasil SA | 73786 | &nbsp;&nbsp; 46647 |
|  | Hypera SA | 64437 | &nbsp;&nbsp; 295859 |
|  | Iochpe Maxion SA | 22800 | &nbsp;&nbsp; 59366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Irani Papel e <br> Embalagem SA<br>| 33400 | &nbsp;&nbsp; 44497 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IRB-Brasil Resseguros <br> SA<br>| 18102 | &nbsp;&nbsp; 147090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JHSF Participacoes <br> SA<br>| 91696 | &nbsp;&nbsp; 84334 |
|  | JSL SA | 14248 | &nbsp;&nbsp; 13308 |
|  | Kepler Weber SA | 41740 | &nbsp;&nbsp; 52328 |
|  | Klabin SA | 429675 | &nbsp;&nbsp; 1427250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lavvi <br> Empreendimentos <br> Imobiliarios SA<br>| 12800 | &nbsp;&nbsp; 28048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Localiza Rent a Car <br> SA<br>| 100930 | &nbsp;&nbsp; 624194 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Log-in Logistica <br> Intermodal SA<br>| 6000 | &nbsp;&nbsp; 27334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lojas Quero-Quero <br> SA<br>| 65757 | &nbsp;&nbsp; 28419 |
|  | Lojas Renner SA | 209643 | &nbsp;&nbsp; 609137 |
| Ω | LWSA SA | 53671 | &nbsp;&nbsp; 36231 |
|  | M Dias Branco SA | 14332 | &nbsp;&nbsp; 62221 |
|  | Magazine Luiza SA | 61363 | &nbsp;&nbsp; 77367 |
|  | Marcopolo SA | 45600 | &nbsp;&nbsp; 54154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melnick Even <br> Desenvolvimento <br> Imobiliario SA<br>| 16200 | &nbsp;&nbsp; 9518 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mills Locacao Servicos <br> e Logistica SA<br>| 41800 | &nbsp;&nbsp; $83980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motiva Infraestrutura <br> de Mobilidade SA<br>| 305757 | &nbsp;&nbsp; 672173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Moura Dubeux <br> Engenharia SA<br>| 10100 | &nbsp;&nbsp; 40782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Movida Participacoes <br> SA<br>| 69411 | &nbsp;&nbsp; 76854 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MRV Engenharia e <br> Participacoes SA<br>| 111580 | &nbsp;&nbsp; 118563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Multiplan <br> Empreendimentos <br> Imobiliarios SA<br>| 12106 | &nbsp;&nbsp; 54698 |
| \* | Natura Cosmeticos SA | 145248 | &nbsp;&nbsp; 234231 |
|  | Neoenergia SA | 60609 | &nbsp;&nbsp; 265294 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oceanpact Servicos <br> Maritimos SA<br>| 15900 | &nbsp;&nbsp; 17293 |
|  | Odontoprev SA | 106697 | &nbsp;&nbsp; 228845 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oncoclinicas do Brasil <br> Servicos Medicos <br> SA<br>| 12800 | &nbsp;&nbsp; 12458 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orizon Valorizacao de <br> Residuos SA<br>| 4050 | &nbsp;&nbsp; 34695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pet Center Comercio e <br> Participacoes SA<br>| 37800 | &nbsp;&nbsp; 26732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Plano & Plano <br> Desenvolvimento <br> Imobiliario SA<br>| 12079 | &nbsp;&nbsp; 28043 |
|  | Porto Seguro SA | 92118 | &nbsp;&nbsp; 853641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Positivo Tecnologia <br> SA<br>| 30352 | &nbsp;&nbsp; 21519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qualicorp Consultoria <br> e Corretora de <br> Seguros SA<br>| 72400 | &nbsp;&nbsp; 21075 |
|  | Raia Drogasil SA | 359301 | &nbsp;&nbsp; 864317 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Rede D'Or Sao Luiz <br> SA<br>| 46712 | &nbsp;&nbsp; 271115 |
|  | Romi SA | 17940 | &nbsp;&nbsp; 25567 |
|  | Rumo SA | 22700 | &nbsp;&nbsp; 67051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Santos Brasil <br> Participacoes SA<br>| 89891 | &nbsp;&nbsp; 223943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sendas Distribuidora <br> SA (ASAI US), ADR<br>| 2192 | &nbsp;&nbsp; 18413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sendas Distribuidora <br> SA (ASAI3 BZ)<br>| 194212 | &nbsp;&nbsp; 326372 |
| Ω | Ser Educacional SA | 18800 | &nbsp;&nbsp; 26557 |
| \* | Serena Energia SA | 85508 | &nbsp;&nbsp; 180956 |
|  | Simpar SA | 101351 | &nbsp;&nbsp; 77648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smartfit Escola de <br> Ginastica e Danca <br> SA<br>| 23883 | &nbsp;&nbsp; 88374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzano SA (SUZB3 <br> BZ)<br>| 147159 | &nbsp;&nbsp; 1370528 |
|  | SYN prop e tech SA | 20226 | &nbsp;&nbsp; 24562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tegma Gestao <br> Logistica SA<br>| 19200 | &nbsp;&nbsp; 124947 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Telefonica Brasil SA <br> (VIV US), ADR<br>| 18532 | &nbsp;&nbsp; $207929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telefonica Brasil SA <br> (VIVT3 BZ)<br>| 46400 | &nbsp;&nbsp; 260855 |
|  | TIM SA | 206800 | &nbsp;&nbsp; 764852 |
|  | TOTVS SA | 66708 | &nbsp;&nbsp; 519530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transmissora Alianca <br> de Energia Eletrica <br> SA<br>| 80252 | &nbsp;&nbsp; 478111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tres Tentos <br> Agroindustrial SA<br>| 16800 | &nbsp;&nbsp; 40893 |
|  | Trisul SA | 40600 | &nbsp;&nbsp; 45026 |
|  | Tupy SA | 13700 | &nbsp;&nbsp; 39415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ultrapar Participacoes <br> SA (UGP US), <br> Sponsored ADR<br>| 55886 | &nbsp;&nbsp; 171011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ultrapar Participacoes <br> SA (UGPA3 BZ)<br>| 235566 | &nbsp;&nbsp; 722320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unifique <br> Telecomunicacoes <br> SA<br>| 10600 | &nbsp;&nbsp; 7099 |
|  | Unipar Carbocloro SA | 6409 | &nbsp;&nbsp; 57228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Usinas Siderurgicas de <br> Minas Gerais SA <br> Usiminas<br>| 19861 | &nbsp;&nbsp; 16351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valid Solucoes e <br> Servicos de <br> Seguranca em <br> Meios de <br> Pagamento e <br> Identificacao SA<br>| 25379 | &nbsp;&nbsp; 99802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vamos Locacao de <br> Caminhoes <br> Maquinas e <br> Equipamentos SA<br>| 132110 | &nbsp;&nbsp; 90597 |
|  | Veste SA Estilo | 4700 | &nbsp;&nbsp; 4768 |
|  | Vibra Energia SA | 517833 | &nbsp;&nbsp; 1961450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vivara Participacoes <br> SA<br>| 29900 | &nbsp;&nbsp; 135736 |
|  | Vulcabras SA | 13526 | &nbsp;&nbsp; 45461 |
|  | WEG SA | 195278 | &nbsp;&nbsp; 1294169 |
|  | Wilson Sons SA | 43916 | &nbsp;&nbsp; 138817 |
|  | XP, Inc., BDR | 2473 | &nbsp;&nbsp; 40021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YDUQS Participacoes <br> SA<br>| 48164 | &nbsp;&nbsp; 111302 |
| \* | Zamp SA | 40132 | &nbsp;&nbsp; 25013 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp; 34456475 |
| CHILE — (0.5%) | CHILE — (0.5%) | CHILE — (0.5%) | CHILE — (0.5%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aguas Andinas SA, <br> Class A<br>| 859788 | &nbsp;&nbsp; 282969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco de Chile (BCH <br> US), ADR<br>| 22937 | &nbsp;&nbsp; 626634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco de Chile (CHILE <br> CI)<br>| 1082723 | &nbsp;&nbsp; 149148 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco de Credito e <br> Inversiones SA<br>| 15031 | &nbsp;&nbsp; $596536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Santander Chile <br> (BSAC US), ADR<br>| 7781 | &nbsp;&nbsp; 179041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Santander Chile <br> (BSAN CI)<br>| 4731162 | &nbsp;&nbsp; 273282 |
|  | Besalco SA | 118298 | &nbsp;&nbsp; 99736 |
|  | Bicecorp SA | 450755 | &nbsp;&nbsp; 123857 |
|  | Camanchaca SA | 228863 | &nbsp;&nbsp; 12081 |
| \* | CAP SA | 5893 | &nbsp;&nbsp; 28053 |
|  | Cencosud SA | 152357 | &nbsp;&nbsp; 458977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cencosud Shopping <br> SA<br>| 80676 | &nbsp;&nbsp; 157601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Cervecerias <br> Unidas SA (CCU <br> CI)<br>| 24702 | &nbsp;&nbsp; 146092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Embotelladora Andina <br> SA, ADR, Class B<br>| 10551 | &nbsp;&nbsp; 241829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empresa Nacional de <br> Telecomunicaciones <br> SA<br>| 39535 | &nbsp;&nbsp; 129904 |
|  | Empresas CMPC SA | 230620 | &nbsp;&nbsp; 324871 |
|  | Empresas Copec SA | 30619 | &nbsp;&nbsp; 202708 |
| \* | Empresas Hites SA | 172193 | &nbsp;&nbsp; 17525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enel Americas SA <br> (ENELAM CI)<br>| 1739674 | &nbsp;&nbsp; 173501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enel Chile SA <br> (ENELCHIL CI)<br>| 1695798 | &nbsp;&nbsp; 108624 |
|  | Falabella SA | 36318 | &nbsp;&nbsp; 181103 |
|  | Forus SA | 22023 | &nbsp;&nbsp; 46767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Instituto de Diagnostico <br> SA<br>| 1465 | &nbsp;&nbsp; 3580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inversiones Aguas <br> Metropolitanas SA<br>| 121480 | &nbsp;&nbsp; 103665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inversiones La <br> Construccion SA<br>| 7731 | &nbsp;&nbsp; 85592 |
| \* | Masisa SA | 657534 | &nbsp;&nbsp; 9012 |
| \* | Multiexport Foods SA | 74232 | &nbsp;&nbsp; 18538 |
|  | Parque Arauco SA | 108099 | &nbsp;&nbsp; 220508 |
|  | PAZ Corp. SA | 19614 | &nbsp;&nbsp; 11006 |
|  | Plaza SA | 83322 | &nbsp;&nbsp; 176032 |
|  | Ripley Corp. SA | 285198 | &nbsp;&nbsp; 120811 |
|  | Salfacorp SA | 180426 | &nbsp;&nbsp; 133008 |
|  | Sigdo Koppers SA | 84902 | &nbsp;&nbsp; 112023 |
|  | SMU SA | 812541 | &nbsp;&nbsp; 128572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sociedad Matriz SAAM <br> SA<br>| 1197624 | &nbsp;&nbsp; 145299 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sociedad Quimica y <br> Minera de Chile SA, <br> Sponsored ADR<br>| 5242 | &nbsp;&nbsp; 192644 |
|  | SONDA SA | 176889 | &nbsp;&nbsp; 58922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vina Concha y Toro <br> SA<br>| 102802 | &nbsp;&nbsp; 109914 |
| TOTAL CHILE | TOTAL CHILE |  | &nbsp;&nbsp; 6189965 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (28.9%) | CHINA — (28.9%) | CHINA — (28.9%) | CHINA — (28.9%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 360 Security <br> Technology, Inc., <br> Class A<br>| 41400 | &nbsp;&nbsp; $64902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 361 Degrees <br> International Ltd.<br>| 278000 | &nbsp;&nbsp; 220007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 37 Interactive <br> Entertainment <br> Network Technology <br> Group Co. Ltd., <br> Class A<br>| 42500 | &nbsp;&nbsp; 97840 |
| Ω | 3SBio, Inc. | 347000 | &nbsp;&nbsp; 1402808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AAC Technologies <br> Holdings, Inc.<br>| 87500 | &nbsp;&nbsp; 442415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ABA Chemicals Corp., <br> Class A<br>| 20700 | &nbsp;&nbsp; 25277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accelink Technologies <br> Co. Ltd., Class A<br>| 6500 | &nbsp;&nbsp; 46720 |
| \* | ADAMA Ltd., Class A | 25800 | &nbsp;&nbsp; 25528 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Addsino Co. Ltd., <br> Class A<br>| 27000 | &nbsp;&nbsp; 30522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced <br> Micro-Fabrication <br> Equipment, Inc. <br> China, Class A<br>| 1310 | &nbsp;&nbsp; 35900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Technology <br> & Materials Co. Ltd., <br> Class A<br>| 17320 | &nbsp;&nbsp; 31957 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AECC Aero Science & <br> Technology Co. Ltd., <br> Class A<br>| 9500 | &nbsp;&nbsp; 41481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AECC Aero-Engine <br> Control Co. Ltd., <br> Class A<br>| 19600 | &nbsp;&nbsp; 57401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AECC Aviation Power <br> Co. Ltd., Class A<br>| 11400 | &nbsp;&nbsp; 67091 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aerospace Hi-Tech <br> Holdings Group Ltd., <br> Class A<br>| 7900 | &nbsp;&nbsp; 14420 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Agile Group Holdings <br> Ltd.<br>| 376000 | &nbsp;&nbsp; 22697 |
| \* | Agora, Inc., ADR | 14112 | &nbsp;&nbsp; 54331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agricultural Bank of <br> China Ltd., Class H<br>| 2003000 | &nbsp;&nbsp; 1312197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aier Eye Hospital <br> Group Co. Ltd., <br> Class A<br>| 77158 | &nbsp;&nbsp; 137427 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; AInnovation <br> Technology Group <br> Co. Ltd.<br>| 49500 | &nbsp;&nbsp; 38596 |
|  | Aisino Corp., Class A | 33000 | &nbsp;&nbsp; 42173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ajisen China Holdings <br> Ltd.<br>| 95000 | &nbsp;&nbsp; 10751 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; AK Medical Holdings <br> Ltd.<br>| 78000 | &nbsp;&nbsp; 68012 |
| \*Ω | Akeso, Inc. | 2000 | &nbsp;&nbsp; 38998 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alibaba Group Holding <br> Ltd. (9988 HK)<br>| 1069400 | &nbsp;&nbsp; $16078178 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alibaba Health <br> Information <br> Technology Ltd.<br>| 32000 | &nbsp;&nbsp; 19844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; All Winner Technology <br> Co. Ltd., Class A<br>| 4420 | &nbsp;&nbsp; 24400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allmed Medical <br> Products Co. Ltd., <br> Class A<br>| 14300 | &nbsp;&nbsp; 18418 |
| \* | Alpha Group, Class A | 24400 | &nbsp;&nbsp; 32675 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amlogic Shanghai Co. <br> Ltd., Class A<br>| 3216 | &nbsp;&nbsp; 32185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amoy Diagnostics Co. <br> Ltd., Class A<br>| 7380 | &nbsp;&nbsp; 24017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amrita Global <br> Development Ltd.<br>| 50000 | &nbsp;&nbsp; 3822 |
| \* | ANE Cayman, Inc. | 108000 | &nbsp;&nbsp; 112092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Angel Yeast Co. Ltd., <br> Class A<br>| 9200 | &nbsp;&nbsp; 43864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Anfu Battery <br> Technology Co. Ltd., <br> Class A<br>| 3200 | &nbsp;&nbsp; 12292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Anke <br> Biotechnology Group <br> Co. Ltd., Class A<br>| 36800 | &nbsp;&nbsp; 61966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Construction <br> Engineering Group <br> Co. Ltd., Class A<br>| 54000 | &nbsp;&nbsp; 36485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Expressway Co. <br> Ltd., Class H<br>| 88000 | &nbsp;&nbsp; 137317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Guangxin <br> Agrochemical Co. <br> Ltd., Class A<br>| 19668 | &nbsp;&nbsp; 32695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Gujing Distillery <br> Co. Ltd., Class A<br>| 3500 | &nbsp;&nbsp; 66965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Heli Co. Ltd., <br> Class A<br>| 15200 | &nbsp;&nbsp; 37524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Honglu Steel <br> Construction Group <br> Co. Ltd., Class A<br>| 21540 | &nbsp;&nbsp; 53662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Huilong <br> Agricultural Means <br> of Production Co. <br> Ltd., Class A<br>| 28200 | &nbsp;&nbsp; 22884 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Jianghuai <br> Automobile Group <br> Corp. Ltd., Class A<br>| 8700 | &nbsp;&nbsp; 59735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Jiangnan <br> Chemical Industry <br> Co. Ltd., Class A<br>| 59440 | &nbsp;&nbsp; 50221 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Tatfook <br> Technology Co. Ltd., <br> Class A<br>| 15000 | &nbsp;&nbsp; 25347 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Truchum <br> Advanced Materials <br> & Technology Co. <br> Ltd., Class A<br>| 39800 | &nbsp;&nbsp; $48963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Xinhua Media <br> Co. Ltd., Class A<br>| 24800 | &nbsp;&nbsp; 23353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Yingjia Distillery <br> Co. Ltd., Class A<br>| 8500 | &nbsp;&nbsp; 48411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Yingliu <br> Electromechanical <br> Co. Ltd., Class A<br>| 9800 | &nbsp;&nbsp; 35574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Zhongding <br> Sealing Parts Co. <br> Ltd., Class A<br>| 13100 | &nbsp;&nbsp; 31933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anji Microelectronics <br> Technology <br> Shanghai Co. Ltd., <br> Class A<br>| 1808 | &nbsp;&nbsp; 37544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anjoy Foods Group <br> Co. Ltd., Class A<br>| 4800 | &nbsp;&nbsp; 49189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anker Innovations <br> Technology Co. Ltd., <br> Class A<br>| 3120 | &nbsp;&nbsp; 53567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ANTA Sports Products <br> Ltd.<br>| 207600 | &nbsp;&nbsp; 2382850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anton Oilfield Services <br> Group<br>| 1062000 | &nbsp;&nbsp; 190570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aotecar New Energy <br> Technology Co. Ltd., <br> Class A<br>| 45000 | &nbsp;&nbsp; 17924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apeloa Pharmaceutical <br> Co. Ltd., Class A<br>| 27100 | &nbsp;&nbsp; 60409 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ApicHope <br> Pharmaceutical <br> Group Co. Ltd.<br>| 5600 | &nbsp;&nbsp; 60033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Appotronics Corp. Ltd., <br> Class A<br>| 11197 | &nbsp;&nbsp; 23700 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asia - Potash <br> International <br> Investment <br> Guangzhou Co. Ltd., <br> Class A<br>| 10900 | &nbsp;&nbsp; 48540 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; AsiaInfo Technologies <br> Ltd.<br>| 97200 | &nbsp;&nbsp; 140297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asian Star Anchor <br> Chain Co. Ltd. <br> Jiangsu, Class A<br>| 19700 | &nbsp;&nbsp; 28510 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ASR Microelectronics <br> Co. Ltd., Class A<br>| 2200 | &nbsp;&nbsp; 26889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aurisco <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 6200 | &nbsp;&nbsp; 20698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autel Intelligent <br> Technology Corp. <br> Ltd., Class A<br>| 17842 | &nbsp;&nbsp; 86042 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autobio Diagnostics <br> Co. Ltd., Class A<br>| 8800 | &nbsp;&nbsp; $48617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avary Holding <br> Shenzhen Co. Ltd., <br> Class A<br>| 23600 | &nbsp;&nbsp; 172968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AviChina Industry & <br> Technology Co. Ltd., <br> Class H<br>| 736000 | &nbsp;&nbsp; 435044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avicopter PLC, <br> Class A<br>| 8800 | &nbsp;&nbsp; 48360 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; BAIC Motor Corp. Ltd., <br> Class H<br>| 511500 | &nbsp;&nbsp; 139719 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baidu, Inc. (9888 HK), <br> Class A<br>| 208300 | &nbsp;&nbsp; 2279080 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Baidu, Inc. (BIDU US), <br> Sponsored ADR<br>| 8149 | &nbsp;&nbsp; 716053 |
| \*Ω | Bairong, Inc. | 97000 | &nbsp;&nbsp; 108095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Beijing Co. <br> Ltd., Class A<br>| 182900 | &nbsp;&nbsp; 163961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Changsha Co. <br> Ltd., Class A<br>| 58200 | &nbsp;&nbsp; 79877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Chengdu Co. <br> Ltd., Class A<br>| 46900 | &nbsp;&nbsp; 120338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of China Ltd., <br> Class H<br>| 4213000 | &nbsp;&nbsp; 2431799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Chongqing Co. <br> Ltd., Class H<br>| 300500 | &nbsp;&nbsp; 296498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of <br> Communications Co. <br> Ltd., Class H<br>| 958000 | &nbsp;&nbsp; 863031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Guiyang Co. <br> Ltd., Class A<br>| 65936 | &nbsp;&nbsp; 58513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Hangzhou Co. <br> Ltd., Class A<br>| 76900 | &nbsp;&nbsp; 171422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Jiangsu Co. <br> Ltd., Class A<br>| 173880 | &nbsp;&nbsp; 272991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Nanjing Co. <br> Ltd., Class A<br>| 114522 | &nbsp;&nbsp; 182667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Ningbo Co. <br> Ltd., Class A<br>| 61758 | &nbsp;&nbsp; 238946 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Qingdao Co. <br> Ltd., Class H<br>| 303500 | &nbsp;&nbsp; 155668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Shanghai Co. <br> Ltd., Class A<br>| 122600 | &nbsp;&nbsp; 174290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Suzhou Co. <br> Ltd., Class A<br>| 33130 | &nbsp;&nbsp; 39302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Xi'an Co. Ltd., <br> Class A<br>| 53300 | &nbsp;&nbsp; 28430 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Zhengzhou <br> Co. Ltd., Class H<br>| 47916 | &nbsp;&nbsp; 8051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baoding Tianwei <br> Baobian Electric Co. <br> Ltd., Class A<br>| 14700 | &nbsp;&nbsp; 17753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baoji Titanium Industry <br> Co. Ltd., Class A<br>| 6000 | &nbsp;&nbsp; 25750 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baosheng Science & <br> Technology <br> Innovation Co. Ltd., <br> Class A<br>| 15900 | &nbsp;&nbsp; $11381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baowu Magnesium <br> Technology Co. Ltd., <br> Class A<br>| 16940 | &nbsp;&nbsp; 28729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baoxiniao Holding Co. <br> Ltd., Class A<br>| 22100 | &nbsp;&nbsp; 11622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baoye Group Co. Ltd., <br> Class H<br>| 66000 | &nbsp;&nbsp; 36454 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baozun, Inc. (BZUN <br> US), Sponsored <br> ADR<br>| 13006 | &nbsp;&nbsp; 35246 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Be Friends Holding <br> Ltd.<br>| 198000 | &nbsp;&nbsp; 25717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bear Electric Appliance <br> Co. Ltd., Class A<br>| 5800 | &nbsp;&nbsp; 38728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Befar Group Co. Ltd., <br> Class A<br>| 28200 | &nbsp;&nbsp; 17173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beibuwan Port Co. <br> Ltd., Class A<br>| 31000 | &nbsp;&nbsp; 35154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Balance <br> Medical Technology <br> Co. Ltd., Class A<br>| 1204 | &nbsp;&nbsp; 17614 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing BDStar <br> Navigation Co. Ltd., <br> Class A<br>| 5000 | &nbsp;&nbsp; 20932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Bei Mo Gao Ke <br> Friction Material Co. <br> Ltd., Class A<br>| 2860 | &nbsp;&nbsp; 12078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Capital <br> Development Co. <br> Ltd., Class A<br>| 56800 | &nbsp;&nbsp; 20672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Capital <br> Eco-Environment <br> Protection Group <br> Co. Ltd., Class A<br>| 80870 | &nbsp;&nbsp; 34587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Chunlizhengda <br> Medical Instruments <br> Co. Ltd., Class H<br>| 17750 | &nbsp;&nbsp; 35905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing CTJ Information <br> Technology Co. Ltd., <br> Class A<br>| 3580 | &nbsp;&nbsp; 12564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Dahao <br> Technology Corp. <br> Ltd., Class A<br>| 7300 | &nbsp;&nbsp; 13953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Easpring <br> Material Technology <br> Co. Ltd., Class A<br>| 7321 | &nbsp;&nbsp; 41777 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing eGOVA Co. <br> Ltd., Class A<br>| 9200 | &nbsp;&nbsp; 22306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Energy <br> International Holding <br> Co. Ltd.<br>| 174800 | &nbsp;&nbsp; 33351 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Enlight Media <br> Co. Ltd., Class A<br>| 21700 | &nbsp;&nbsp; $59492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Enterprises <br> Holdings Ltd.<br>| 144000 | &nbsp;&nbsp; 602505 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Enterprises <br> Water Group Ltd.<br>| 1162000 | &nbsp;&nbsp; 397666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Fengjing <br> Automotive Parts <br> Co. Ltd.<br>| 42700 | &nbsp;&nbsp; 20678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Gehua CATV <br> Network Co. Ltd., <br> Class A<br>| 23000 | &nbsp;&nbsp; 27566 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Haixin Energy <br> Technology Co. Ltd., <br> Class A<br>| 42100 | &nbsp;&nbsp; 19799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Huafeng Test & <br> Control Technology <br> Co. Ltd., Class A<br>| 1813 | &nbsp;&nbsp; 35818 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Jetsen <br> Technology Co. Ltd., <br> Class A<br>| 107200 | &nbsp;&nbsp; 85217 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Jingyuntong <br> Technology Co. Ltd., <br> Class A<br>| 63900 | &nbsp;&nbsp; 32698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Kingsoft Office <br> Software, Inc., <br> Class A<br>| 1868 | &nbsp;&nbsp; 81106 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Leike Defense <br> Technology Co. Ltd., <br> Class A<br>| 12300 | &nbsp;&nbsp; 10162 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing North Star Co. <br> Ltd., Class H<br>| 198000 | &nbsp;&nbsp; 21955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Oriental <br> Jicheng Co. Ltd., <br> Class A<br>| 3101 | &nbsp;&nbsp; 12294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Roborock <br> Technology Co. Ltd., <br> Class A<br>| 1626 | &nbsp;&nbsp; 39018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sanlian Hope <br> Shin-Gosen <br> Technical Service <br> Co. Ltd., Class A<br>| 6800 | &nbsp;&nbsp; 17289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Shiji <br> Information <br> Technology Co. Ltd., <br> Class A<br>| 21770 | &nbsp;&nbsp; 31009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sifang <br> Automation Co. Ltd., <br> Class A<br>| 9500 | &nbsp;&nbsp; 22346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sinnet <br> Technology Co. Ltd., <br> Class A<br>| 18800 | &nbsp;&nbsp; 37918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing SL <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 19200 | &nbsp;&nbsp; 22497 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sojo Electric <br> Co. Ltd., Class A<br>| 21800 | &nbsp;&nbsp; $21896 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing SPC <br> Environment <br> Protection Tech Co. <br> Ltd., Class A<br>| 35700 | &nbsp;&nbsp; 19924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Strong <br> Biotechnologies, <br> Inc., Class A<br>| 12600 | &nbsp;&nbsp; 25640 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Teamsun <br> Technology Co. Ltd., <br> Class A<br>| 8100 | &nbsp;&nbsp; 12277 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Thunisoft Corp. <br> Ltd., Class A<br>| 16500 | &nbsp;&nbsp; 19562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Tiantan <br> Biological Products <br> Corp. Ltd., Class A<br>| 7200 | &nbsp;&nbsp; 20032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Tong Ren Tang <br> Co. Ltd., Class A<br>| 12600 | &nbsp;&nbsp; 63013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Ultrapower <br> Software Co. Ltd., <br> Class A<br>| 48101 | &nbsp;&nbsp; 84095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing United <br> Information <br> Technology Co. Ltd., <br> Class A<br>| 26772 | &nbsp;&nbsp; 88267 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Urban <br> Construction Design <br> & Development <br> Group Co. Ltd., <br> Class H<br>| 38000 | &nbsp;&nbsp; 6660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Wandong <br> Medical Technology <br> Co. Ltd., Class A<br>| 13400 | &nbsp;&nbsp; 32517 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Wantai <br> Biological Pharmacy <br> Enterprise Co. Ltd., <br> Class A<br>| 2373 | &nbsp;&nbsp; 19280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Watertek <br> Information <br> Technology Co. Ltd., <br> Class A<br>| 40200 | &nbsp;&nbsp; 26786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Yuanliu <br> Hongyuan Electronic <br> Technology Co. Ltd., <br> Class A<br>| 1700 | &nbsp;&nbsp; 12945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Zhong Ke San <br> Huan High-Tech Co. <br> Ltd., Class A<br>| 20520 | &nbsp;&nbsp; 37650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing-Shanghai High <br> Speed Railway Co. <br> Ltd., Class A<br>| 151400 | &nbsp;&nbsp; 113489 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beiqi Foton Motor Co. <br> Ltd., Class A<br>| 67300 | &nbsp;&nbsp; 25114 |
| \* | BeOne Medicines Ltd. | 18000 | &nbsp;&nbsp; 409219 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; BeOne Medicines Ltd. <br> (BGNE US), ADR<br>| 1982 | &nbsp;&nbsp; $596840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bestore Co. Ltd., <br> Class A<br>| 14500 | &nbsp;&nbsp; 25739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bestway Marine & <br> Energy Technology <br> Co. Ltd., Class A<br>| 13500 | &nbsp;&nbsp; 12974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bethel Automotive <br> Safety Systems Co. <br> Ltd., Class A<br>| 7760 | &nbsp;&nbsp; 50656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Betta Pharmaceuticals <br> Co. Ltd., Class A<br>| 4300 | &nbsp;&nbsp; 38387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beyondsoft Corp., <br> Class A<br>| 19400 | &nbsp;&nbsp; 38986 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BGI Genomics Co. <br> Ltd., Class A<br>| 3200 | &nbsp;&nbsp; 23632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Biem.L.Fdlkk Garment <br> Co. Ltd., Class A<br>| 15376 | &nbsp;&nbsp; 34449 |
| \* | Bilibili, Inc., Class Z | 28600 | &nbsp;&nbsp; 654341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Binhai Investment Co. <br> Ltd.<br>| 48774 | &nbsp;&nbsp; 6553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Binjiang Service Group <br> Co. Ltd.<br>| 5000 | &nbsp;&nbsp; 15201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Black Peony Group <br> Co. Ltd., Class A<br>| 20700 | &nbsp;&nbsp; 15448 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Blue Moon Group <br> Holdings Ltd.<br>| 244500 | &nbsp;&nbsp; 117824 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Sail Medical Co. <br> Ltd., Class A<br>| 24900 | &nbsp;&nbsp; 22026 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bluefocus Intelligent <br> Communications <br> Group Co. Ltd., <br> Class A<br>| 37380 | &nbsp;&nbsp; 35986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bluestar Adisseo Co., <br> Class A<br>| 9500 | &nbsp;&nbsp; 13076 |
| Ω | BOC Aviation Ltd. | 78100 | &nbsp;&nbsp; 709536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BOC International <br> China Co. Ltd., <br> Class A<br>| 18500 | &nbsp;&nbsp; 39097 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BOE HC SemiTek <br> Corp.<br>| 23000 | &nbsp;&nbsp; 23719 |
|  | BOE Varitronix Ltd. | 97000 | &nbsp;&nbsp; 73118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bohai Leasing Co. <br> Ltd., Class A<br>| 149500 | &nbsp;&nbsp; 72292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bomin Electronics Co. <br> Ltd., Class A<br>| 17400 | &nbsp;&nbsp; 25225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bosideng International <br> Holdings Ltd.<br>| 1644000 | &nbsp;&nbsp; 938224 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Boyaa Interactive <br> International Ltd.<br>| 101000 | &nbsp;&nbsp; 96641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brilliance China <br> Automotive Holdings <br> Ltd.<br>| 716000 | &nbsp;&nbsp; 285609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bros Eastern Co. Ltd., <br> Class A<br>| 27900 | &nbsp;&nbsp; 20450 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; B-Soft Co. Ltd., <br> Class A<br>| 32770 | &nbsp;&nbsp; $26302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BTG Hotels Group Co. <br> Ltd., Class A<br>| 20700 | &nbsp;&nbsp; 39979 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Business-intelligence <br> of Oriental Nations <br> Corp. Ltd., Class A<br>| 21800 | &nbsp;&nbsp; 30652 |
| # | BYD Co. Ltd., Class H | 192000 | &nbsp;&nbsp; 2803363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BYD Electronic <br> International Co. <br> Ltd.<br>| 265500 | &nbsp;&nbsp; 1104744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; By-health Co. Ltd., <br> Class A<br>| 27500 | &nbsp;&nbsp; 44867 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; C C Land Holdings <br> Ltd.<br>| 321000 | &nbsp;&nbsp; 48933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C&D International <br> Investment Group <br> Ltd.<br>| 260332 | &nbsp;&nbsp; 525208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C&D Property <br> Management Group <br> Co. Ltd.<br>| 252000 | &nbsp;&nbsp; 91393 |
|  | Cabbeen Fashion Ltd. | 40000 | &nbsp;&nbsp; 7647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caitong Securities Co. <br> Ltd., Class A<br>| 53950 | &nbsp;&nbsp; 60588 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cambricon <br> Technologies Corp. <br> Ltd., Class A<br>| 279 | &nbsp;&nbsp; 27396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Camel Group Co. Ltd., <br> Class A<br>| 14900 | &nbsp;&nbsp; 18799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cangzhou Mingzhu <br> Plastic Co. Ltd., <br> Class A<br>| 52600 | &nbsp;&nbsp; 26720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canmax Technologies <br> Co. Ltd., Class A<br>| 11570 | &nbsp;&nbsp; 31983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canny Elevator Co. <br> Ltd., Class A<br>| 12500 | &nbsp;&nbsp; 12703 |
|  | Castech, Inc., Class A | 10560 | &nbsp;&nbsp; 57346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CECEP Solar Energy <br> Co. Ltd., Class A<br>| 83300 | &nbsp;&nbsp; 52280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CECEP Wind-Power <br> Corp., Class A<br>| 260430 | &nbsp;&nbsp; 108535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central China Land <br> Media Co. Ltd., <br> Class A<br>| 16200 | &nbsp;&nbsp; 28880 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Central China <br> Securities Co. Ltd., <br> Class H<br>| 402000 | &nbsp;&nbsp; 140269 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CETC Chips <br> Technology, Inc., <br> Class A<br>| 12300 | &nbsp;&nbsp; 21158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CETC Cyberspace <br> Security Technology <br> Co. Ltd., Class A<br>| 14300 | &nbsp;&nbsp; 36200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CETC Digital <br> Technology Co. Ltd., <br> Class A<br>| 13230 | &nbsp;&nbsp; 46814 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CETC Potevio <br> Science&Technology <br> Co. Ltd., Class A<br>| 7300 | &nbsp;&nbsp; $23329 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CGN Nuclear <br> Technology <br> Development Co. <br> Ltd., Class A<br>| 22300 | &nbsp;&nbsp; 24152 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; CGN Power Co. Ltd., <br> Class H<br>| 1287000 | &nbsp;&nbsp; 483490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changchun Faway <br> Automobile <br> Components Co. <br> Ltd., Class A<br>| 11474 | &nbsp;&nbsp; 16275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Changchun High-Tech <br> Industry Group Co. <br> Ltd., Class A<br>| 2200 | &nbsp;&nbsp; 32177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changchun UP <br> Optotech Co. Ltd., <br> Class A<br>| 5900 | &nbsp;&nbsp; 38908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changhong Meiling <br> Co. Ltd., Class A<br>| 16000 | &nbsp;&nbsp; 16130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changjiang Publishing <br> & Media Co. Ltd., <br> Class A<br>| 37400 | &nbsp;&nbsp; 48962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changzhou Qianhong <br> Biopharma Co. Ltd., <br> Class A<br>| 28400 | &nbsp;&nbsp; 43908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changzhou Xingyu <br> Automotive Lighting <br> Systems Co. Ltd., <br> Class A<br>| 2500 | &nbsp;&nbsp; 41135 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chanjet Information <br> Technology Co. Ltd., <br> Class H<br>| 26100 | &nbsp;&nbsp; 27125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chaowei Power <br> Holdings Ltd.<br>| 107000 | &nbsp;&nbsp; 18637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chaozhou Three-Circle <br> Group Co. Ltd., <br> Class A<br>| 9500 | &nbsp;&nbsp; 43615 |
| Ω | Cheerwin Group Ltd. | 105500 | &nbsp;&nbsp; 36748 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chen Lin Education <br> Group Holdings Ltd.<br>| 66000 | &nbsp;&nbsp; 11696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cheng De Lolo Co. <br> Ltd., Class A<br>| 40100 | &nbsp;&nbsp; 48703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu CORPRO <br> Technology Co. Ltd., <br> Class A<br>| 8000 | &nbsp;&nbsp; 23849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Fusen <br> Noble-House <br> Industrial Co. Ltd., <br> Class A<br>| 9200 | &nbsp;&nbsp; 15260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Guibao <br> Science & <br> Technology Co. Ltd., <br> Class A<br>| 9600 | &nbsp;&nbsp; 27926 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Kanghong <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 15300 | &nbsp;&nbsp; $87028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Kanghua <br> Biological Products <br> Co. Ltd., Class A<br>| 1200 | &nbsp;&nbsp; 12905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Leejun <br> Industrial Co. Ltd., <br> Class A<br>| 9780 | &nbsp;&nbsp; 16561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Wintrue <br> Holding Co. Ltd., <br> Class A<br>| 12600 | &nbsp;&nbsp; 18420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Xingrong <br> Environment Co. <br> Ltd., Class A<br>| 27000 | &nbsp;&nbsp; 26655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chenguang Biotech <br> Group Co. Ltd., <br> Class A<br>| 10000 | &nbsp;&nbsp; 18275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chengxin Lithium <br> Group Co. Ltd., <br> Class A<br>| 3500 | &nbsp;&nbsp; 7540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengzhi Co. Ltd., <br> Class A<br>| 35500 | &nbsp;&nbsp; 38240 |
|  | Chervon Holdings Ltd. | 13500 | &nbsp;&nbsp; 30926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chifeng Jilong Gold <br> Mining Co. Ltd., <br> Class A<br>| 9400 | &nbsp;&nbsp; 29896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Aircraft Leasing <br> Group Holdings Ltd.<br>| 117000 | &nbsp;&nbsp; 67550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Automotive <br> Engineering <br> Research Institute <br> Co. Ltd., Class A<br>| 15600 | &nbsp;&nbsp; 42069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Baoan Group <br> Co. Ltd., Class A<br>| 12700 | &nbsp;&nbsp; 16025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Bester Group <br> Telecom Co. Ltd., <br> Class A<br>| 6370 | &nbsp;&nbsp; 19265 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Bohai Bank Co. <br> Ltd., Class H<br>| 531500 | &nbsp;&nbsp; 69751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China CAMC <br> Engineering Co. <br> Ltd., Class A<br>| 19900 | &nbsp;&nbsp; 23475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China CITIC Bank <br> Corp. Ltd., Class H<br>| 1486000 | &nbsp;&nbsp; 1380674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Communications <br> Services Corp. Ltd., <br> Class H<br>| 760000 | &nbsp;&nbsp; 442654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Conch <br> Environment <br> Protection Holdings <br> Ltd.<br>| 330500 | &nbsp;&nbsp; 28011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Conch Venture <br> Holdings Ltd.<br>| 293500 | &nbsp;&nbsp; 358631 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Construction <br> Bank Corp., <br> Class H<br>| 6051000 | &nbsp;&nbsp; $6188982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China CSSC Holdings <br> Ltd., Class A<br>| 12700 | &nbsp;&nbsp; 60525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China CYTS Tours <br> Holding Co. Ltd., <br> Class A<br>| 14200 | &nbsp;&nbsp; 19429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Datang Corp. <br> Renewable Power <br> Co. Ltd., Class H<br>| 690000 | &nbsp;&nbsp; 202125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Design Group <br> Co. Ltd., Class A<br>| 16900 | &nbsp;&nbsp; 19708 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Development <br> Bank Financial <br> Leasing Co. Ltd., <br> Class H<br>| 834000 | &nbsp;&nbsp; 177878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Dongxiang <br> Group Co. Ltd.<br>| 754000 | &nbsp;&nbsp; 43753 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China East Education <br> Holdings Ltd.<br>| 82000 | &nbsp;&nbsp; 84904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Electronics <br> Huada Technology <br> Co. Ltd.<br>| 214000 | &nbsp;&nbsp; 39383 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Electronics <br> Optics Valley Union <br> Holding Co. Ltd.<br>| 776000 | &nbsp;&nbsp; 25626 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Energy <br> Engineering Corp. <br> Ltd. (3996 HK), <br> Class H<br>| 828000 | &nbsp;&nbsp; 136773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Everbright Bank <br> Co. Ltd., Class H<br>| 693000 | &nbsp;&nbsp; 325651 |
| # | China Everbright Ltd. | 356000 | &nbsp;&nbsp; 363482 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Express Airlines <br> Co. Ltd., Class A<br>| 16900 | &nbsp;&nbsp; 19519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Film Group Co. <br> Ltd., Class A<br>| 28300 | &nbsp;&nbsp; 52185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China First Heavy <br> Industries Co. Ltd., <br> Class A<br>| 89100 | &nbsp;&nbsp; 35600 |
|  | China Foods Ltd. | 188000 | &nbsp;&nbsp; 78283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Galaxy <br> Securities Co. Ltd., <br> Class H<br>| 924000 | &nbsp;&nbsp; 1248703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Gas Holdings <br> Ltd.<br>| 636098 | &nbsp;&nbsp; 668156 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Gold <br> International <br> Resources Corp. <br> Ltd. (2099 HK)<br>| 58900 | &nbsp;&nbsp; 506361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Great Wall <br> Securities Co. Ltd., <br> Class A<br>| 30800 | &nbsp;&nbsp; 37670 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Greatwall <br> Technology Group <br> Co. Ltd., Class A<br>| 10900 | &nbsp;&nbsp; $22818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Green Electricity <br> Investment of Tianjin <br> Co. Ltd., Class A<br>| 35400 | &nbsp;&nbsp; 42436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Haisum <br> Engineering Co. <br> Ltd., Class A<br>| 13300 | &nbsp;&nbsp; 19376 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Harmony Auto <br> Holding Ltd.<br>| 245500 | &nbsp;&nbsp; 39961 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China High Speed <br> Railway Technology <br> Co. Ltd., Class A<br>| 45900 | &nbsp;&nbsp; 17623 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; China High Speed <br> Transmission <br> Equipment Group <br> Co. Ltd.<br>| 57000 | &nbsp;&nbsp; 10075 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China International <br> Capital Corp. Ltd., <br> Class H<br>| 337200 | &nbsp;&nbsp; 856231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China International <br> Marine Containers <br> Group Co. Ltd., <br> Class H<br>| 215490 | &nbsp;&nbsp; 231439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Isotope & <br> Radiation Corp.<br>| 15600 | &nbsp;&nbsp; 32513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Jinmao Holdings <br> Group Ltd.<br>| 1223470 | &nbsp;&nbsp; 222617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Jushi Co. Ltd., <br> Class A<br>| 54771 | &nbsp;&nbsp; 94164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Leadshine <br> Technology Co. Ltd., <br> Class A<br>| 8500 | &nbsp;&nbsp; 52793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Lesso Group <br> Holdings Ltd.<br>| 163000 | &nbsp;&nbsp; 96984 |
|  | China Lilang Ltd. | 145000 | &nbsp;&nbsp; 68460 |
| \*Ω | China Literature Ltd. | 31400 | &nbsp;&nbsp; 123398 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Medical System <br> Holdings Ltd.<br>| 479000 | &nbsp;&nbsp; 813296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Meheco Group <br> Co. Ltd., Class A<br>| 41620 | &nbsp;&nbsp; 63763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Meidong Auto <br> Holdings Ltd.<br>| 122000 | &nbsp;&nbsp; 32269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants Bank <br> Co. Ltd., Class H<br>| 537500 | &nbsp;&nbsp; 3487914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Expressway Network <br> & Technology <br> Holdings Co. Ltd., <br> Class A<br>| 30800 | &nbsp;&nbsp; 48007 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants Land <br> Ltd.<br>| 606000 | &nbsp;&nbsp; 20784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants Port <br> Holdings Co. Ltd.<br>| 284846 | &nbsp;&nbsp; 560060 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Property Operation <br> & Service Co. Ltd., <br> Class A<br>| 25547 | &nbsp;&nbsp; $43856 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Securities Co. Ltd., <br> Class H<br>| 66540 | &nbsp;&nbsp; 137553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Shekou Industrial <br> Zone Holdings Co. <br> Ltd., Class A<br>| 52700 | &nbsp;&nbsp; 63667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Minsheng <br> Banking Corp. Ltd., <br> Class H<br>| 864000 | &nbsp;&nbsp; 520032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National Accord <br> Medicines Corp. <br> Ltd., Class A<br>| 15990 | &nbsp;&nbsp; 56548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National <br> Chemical <br> Engineering Co. <br> Ltd., Class A<br>| 61400 | &nbsp;&nbsp; 68097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National Gold <br> Group Gold <br> Jewellery Co. Ltd., <br> Class A<br>| 19900 | &nbsp;&nbsp; 22577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National <br> Medicines Corp. <br> Ltd., Class A<br>| 12300 | &nbsp;&nbsp; 50279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National Nuclear <br> Power Co. Ltd., <br> Class A<br>| 299600 | &nbsp;&nbsp; 382618 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China New Higher <br> Education Group <br> Ltd.<br>| 186618 | &nbsp;&nbsp; 25873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Nonferrous <br> Metal Industry's <br> Foreign Engineering <br> & Construction Co. <br> Ltd., Class A<br>| 31400 | &nbsp;&nbsp; 25737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Nonferrous <br> Mining Corp. Ltd.<br>| 528000 | &nbsp;&nbsp; 513000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Northern Rare <br> Earth Group <br> High-Tech Co. Ltd., <br> Class A<br>| 16449 | &nbsp;&nbsp; 85693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Oilfield Services <br> Ltd., Class H<br>| 638000 | &nbsp;&nbsp; 566626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Overseas Grand <br> Oceans Group Ltd.<br>| 628638 | &nbsp;&nbsp; 155149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Overseas Land <br> & Investment Ltd.<br>| 594500 | &nbsp;&nbsp; 1028187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Pacific <br> Insurance Group Co. <br> Ltd., Class H<br>| 671000 | &nbsp;&nbsp; 2702396 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Petroleum <br> Engineering Corp., <br> Class A<br>| 48700 | &nbsp;&nbsp; $23232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Publishing & <br> Media Co. Ltd., <br> Class A<br>| 22400 | &nbsp;&nbsp; 20955 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Railway Group <br> Ltd., Class H<br>| 707000 | &nbsp;&nbsp; 355714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Railway Hi-tech <br> Industry Co. Ltd., <br> Class A<br>| 27400 | &nbsp;&nbsp; 34549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Railway <br> Materials Co. Ltd., <br> Class A<br>| 108000 | &nbsp;&nbsp; 40015 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Railway Signal <br> & Communication <br> Corp. Ltd., Class H<br>| 464000 | &nbsp;&nbsp; 202846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Railway Tielong <br> Container Logistics <br> Co. Ltd., Class A<br>| 28100 | &nbsp;&nbsp; 22283 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Rare Earth <br> Holdings Ltd.<br>| 436000 | &nbsp;&nbsp; 38879 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Rare Earth <br> Resources & <br> Technology Co. Ltd., <br> Class A<br>| 6200 | &nbsp;&nbsp; 36456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Reinsurance <br> Group Corp., <br> Class H<br>| 1874000 | &nbsp;&nbsp; 325294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources Beer <br> Holdings Co. Ltd.<br>| 307000 | &nbsp;&nbsp; 1020741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources Boya <br> Bio-pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 4200 | &nbsp;&nbsp; 15733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Double Crane <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 17100 | &nbsp;&nbsp; 50220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources Gas <br> Group Ltd.<br>| 430900 | &nbsp;&nbsp; 1090739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources Land <br> Ltd.<br>| 532000 | &nbsp;&nbsp; 1950827 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Medical Holdings <br> Co. Ltd.<br>| 162500 | &nbsp;&nbsp; 91918 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Resources Mixc <br> Lifestyle Services <br> Ltd.<br>| 230400 | &nbsp;&nbsp; 1069946 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Pharmaceutical <br> Group Ltd.<br>| 606000 | &nbsp;&nbsp; 423184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Sanjiu Medical & <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 10985 | &nbsp;&nbsp; 47783 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Ruyi Holdings <br> Ltd.<br>| 1924000 | &nbsp;&nbsp; $769176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Science <br> Publishing & Media <br> Ltd., Class A<br>| 7400 | &nbsp;&nbsp; 20299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Shineway <br> Pharmaceutical <br> Group Ltd.<br>| 70000 | &nbsp;&nbsp; 74561 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Silver Group <br> Ltd.<br>| 494000 | &nbsp;&nbsp; 26662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China South Publishing <br> & Media Group Co. <br> Ltd., Class A<br>| 33100 | &nbsp;&nbsp; 59077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Southern Power <br> Grid Energy <br> Efficiency&Clean <br> Energy Co. Ltd. <br> (003035 C2), <br> Class A<br>| 40400 | &nbsp;&nbsp; 25916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Southern Power <br> Grid Technology Co. <br> Ltd., Class A<br>| 4497 | &nbsp;&nbsp; 20635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China State <br> Construction <br> Engineering Corp. <br> Ltd., Class A<br>| 366183 | &nbsp;&nbsp; 287778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China State <br> Construction <br> International <br> Holdings Ltd.<br>| 580000 | &nbsp;&nbsp; 888555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Suntien Green <br> Energy Corp. Ltd., <br> Class H<br>| 693000 | &nbsp;&nbsp; 370210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Taiping <br> Insurance Holdings <br> Co. Ltd.<br>| 468200 | &nbsp;&nbsp; 1040342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Testing & <br> Certification <br> International Group <br> Co. Ltd., Class A<br>| 12381 | &nbsp;&nbsp; 12048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Tianying, Inc., <br> Class A<br>| 55800 | &nbsp;&nbsp; 33230 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Tourism Group <br> Duty Free Corp. Ltd. <br> (1880 HK), Class H<br>| 23600 | &nbsp;&nbsp; 170531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Tourism Group <br> Duty Free Corp. Ltd. <br> (601888 C1), <br> Class A<br>| 5241 | &nbsp;&nbsp; 47236 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Tower Corp. <br> Ltd., Class H<br>| 1021600 | &nbsp;&nbsp; 1429540 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China TransInfo <br> Technology Co. Ltd., <br> Class A<br>| 23000 | &nbsp;&nbsp; 34054 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Travel <br> International <br> Investment Hong <br> Kong Ltd.<br>| 264000 | &nbsp;&nbsp; $62077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Tungsten & <br> Hightech Materials <br> Co. Ltd., Class A<br>| 23530 | &nbsp;&nbsp; 52590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Union Holdings <br> Ltd., Class A<br>| 17000 | &nbsp;&nbsp; 8597 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Vanke Co. Ltd., <br> Class H<br>| 342404 | &nbsp;&nbsp; 217250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Vered Financial <br> Holding Corp. Ltd.<br>| 158500 | &nbsp;&nbsp; 21151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Wafer <br> Level CSP Co. Ltd., <br> Class A<br>| 8900 | &nbsp;&nbsp; 34997 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Water Affairs <br> Group Ltd.<br>| 204000 | &nbsp;&nbsp; 160071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China World Trade <br> Center Co. Ltd., <br> Class A<br>| 4000 | &nbsp;&nbsp; 11344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Yangtze Power <br> Co. Ltd., Class A<br>| 213697 | &nbsp;&nbsp; 827399 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Yongda <br> Automobiles <br> Services Holdings <br> Ltd.<br>| 372000 | &nbsp;&nbsp; 105969 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Yuhua <br> Education Corp. <br> Ltd.<br>| 172000 | &nbsp;&nbsp; 11552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Zhenhua Group <br> Science & <br> Technology Co. Ltd., <br> Class A<br>| 5000 | &nbsp;&nbsp; 32985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Zheshang Bank <br> Co. Ltd., Class H<br>| 568800 | &nbsp;&nbsp; 199881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinasoft International <br> Ltd.<br>| 804000 | &nbsp;&nbsp; 580790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinese Universe <br> Publishing & Media <br> Group Co. Ltd., <br> Class A<br>| 17300 | &nbsp;&nbsp; 23994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Brewery <br> Co. Ltd., Class A<br>| 6466 | &nbsp;&nbsp; 49619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Changan <br> Automobile Co. Ltd., <br> Class A<br>| 61500 | &nbsp;&nbsp; 109733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Chuanyi <br> Automation Co. Ltd., <br> Class A<br>| 15510 | &nbsp;&nbsp; 43351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Department <br> Store Co. Ltd., <br> Class A<br>| 5700 | &nbsp;&nbsp; 23121 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Fuling <br> Electric Power <br> Industrial Co. Ltd., <br> Class A<br>| 63665 | &nbsp;&nbsp; $80623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Fuling <br> Zhacai Group Co. <br> Ltd., Class A<br>| 18850 | &nbsp;&nbsp; 34275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Gas Group <br> Corp. Ltd., Class A<br>| 21600 | &nbsp;&nbsp; 17043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Machinery <br> & Electric Co. Ltd., <br> Class H<br>| 328000 | &nbsp;&nbsp; 58506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Rural <br> Commercial Bank <br> Co. Ltd., Class H<br>| 720000 | &nbsp;&nbsp; 571061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Zhifei <br> Biological Products <br> Co. Ltd., Class A<br>| 9450 | &nbsp;&nbsp; 31456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Zongshen <br> Power Machinery <br> Co. Ltd., Class A<br>| 8500 | &nbsp;&nbsp; 27615 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chow Tai Fook <br> Jewellery Group <br> Ltd.<br>| 218400 | &nbsp;&nbsp; 364748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chow Tai Seng <br> Jewellery Co. Ltd., <br> Class A<br>| 41950 | &nbsp;&nbsp; 75487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CIG Shanghai Co. Ltd., <br> Class A<br>| 4700 | &nbsp;&nbsp; 35339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CIMC Enric Holdings <br> Ltd.<br>| 154000 | &nbsp;&nbsp; 131390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cisen Pharmaceutical <br> Co. Ltd., Class A<br>| 10900 | &nbsp;&nbsp; 45396 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CITIC Heavy Industries <br> Co. Ltd., Class A<br>| 36000 | &nbsp;&nbsp; 23240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CITIC Securities Co. <br> Ltd., Class H<br>| 175850 | &nbsp;&nbsp; 617865 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Citychamp Watch & <br> Jewellery Group <br> Ltd.<br>| 440000 | &nbsp;&nbsp; 21192 |
| \* | ClouDr Group Ltd. | 51500 | &nbsp;&nbsp; 9790 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CMGE Technology <br> Group Ltd.<br>| 562000 | &nbsp;&nbsp; 36437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CMOC Group Ltd., <br> Class H<br>| 1473000 | &nbsp;&nbsp; 1672051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CMST Development <br> Co. Ltd., Class A<br>| 59100 | &nbsp;&nbsp; 48301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNGR Advanced <br> Material Co. Ltd., <br> Class A<br>| 10500 | &nbsp;&nbsp; 49097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNNC Hua Yuan <br> Titanium Dioxide Co. <br> Ltd., Class A<br>| 69890 | &nbsp;&nbsp; 40617 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNOOC Energy <br> Technology & <br> Services Ltd., <br> Class A<br>| 70800 | &nbsp;&nbsp; $39874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNSIG Inner Mongolia <br> Chemical Industry <br> Co. Ltd., Class A<br>| 34840 | &nbsp;&nbsp; 37974 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; COFCO Biotechnology <br> Co. Ltd., Class A<br>| 39000 | &nbsp;&nbsp; 31703 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; COL Group Co. Ltd., <br> Class A<br>| 6900 | &nbsp;&nbsp; 25553 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Comba Telecom <br> Systems Holdings <br> Ltd.<br>| 530000 | &nbsp;&nbsp; 124470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concord New Energy <br> Group Ltd.<br>| 2630000 | &nbsp;&nbsp; 139267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Consun <br> Pharmaceutical <br> Group Ltd.<br>| 99000 | &nbsp;&nbsp; 173647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Contemporary <br> Amperex Technology <br> Co. Ltd., Class A<br>| 35160 | &nbsp;&nbsp; 1287270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Development Co. <br> Ltd., Class H<br>| 558000 | &nbsp;&nbsp; 83089 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Holdings Co. Ltd., <br> Class H<br>| 363050 | &nbsp;&nbsp; 663634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> International Hong <br> Kong Co. Ltd.<br>| 214000 | &nbsp;&nbsp; 156927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Ports Ltd.<br>| 243839 | &nbsp;&nbsp; 170752 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Technology Co. Ltd., <br> Class A<br>| 8600 | &nbsp;&nbsp; 27010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CQ Pharmaceutical <br> Holding Co. Ltd., <br> Class A<br>| 59800 | &nbsp;&nbsp; 43874 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Crazy Sports Group <br> Ltd.<br>| 1092000 | &nbsp;&nbsp; 12624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CRRC Corp. Ltd., <br> Class H<br>| 583000 | &nbsp;&nbsp; 403994 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; CSC Financial Co. <br> Ltd., Class H<br>| 97000 | &nbsp;&nbsp; 155040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSG Holding Co. Ltd., <br> Class A<br>| 66910 | &nbsp;&nbsp; 44410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSPC Pharmaceutical <br> Group Ltd.<br>| 1186000 | &nbsp;&nbsp; 1490558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSSC Hong Kong <br> Shipping Co. Ltd.<br>| 542000 | &nbsp;&nbsp; 149697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSSC Science & <br> Technology Co. Ltd., <br> Class A<br>| 18300 | &nbsp;&nbsp; 32038 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTS International <br> Logistics Corp. Ltd., <br> Class A<br>| 33000 | &nbsp;&nbsp; $28781 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cybrid Technologies, <br> Inc., Class A<br>| 13100 | &nbsp;&nbsp; 20386 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Daan Gene Co. Ltd., <br> Class A<br>| 29780 | &nbsp;&nbsp; 28766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dajin Heavy Industry <br> Co. Ltd., Class A<br>| 7000 | &nbsp;&nbsp; 31023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalian Huarui Heavy <br> Industry Group Co. <br> Ltd., Class A<br>| 31700 | &nbsp;&nbsp; 27289 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Damai Entertainment <br> Holdings Ltd.<br>| 5130000 | &nbsp;&nbsp; 722646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daqin Railway Co. <br> Ltd., Class A<br>| 60100 | &nbsp;&nbsp; 54590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dashang Co. Ltd., <br> Class A<br>| 8954 | &nbsp;&nbsp; 24296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DaShenLin <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 22316 | &nbsp;&nbsp; 53626 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Datang Telecom <br> Technology Co. Ltd., <br> Class A<br>| 14800 | &nbsp;&nbsp; 17366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DeHua TB New <br> Decoration Materials <br> Co. Ltd., Class A<br>| 28100 | &nbsp;&nbsp; 38970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deppon Logistics Co. <br> Ltd., Class A<br>| 7400 | &nbsp;&nbsp; 15985 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dezhan Healthcare Co. <br> Ltd., Class A<br>| 57500 | &nbsp;&nbsp; 38727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DHC Software Co. <br> Ltd., Class A<br>| 17600 | &nbsp;&nbsp; 22615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dian Diagnostics <br> Group Co. Ltd., <br> Class A<br>| 26300 | &nbsp;&nbsp; 58701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Digital China Group <br> Co. Ltd., Class A<br>| 6348 | &nbsp;&nbsp; 36395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Digital China Holdings <br> Ltd.<br>| 209000 | &nbsp;&nbsp; 80955 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Digital China <br> Information Service <br> Group Co. Ltd., <br> Class A<br>| 17500 | &nbsp;&nbsp; 31183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Do-Fluoride New <br> Materials Co. Ltd., <br> Class A<br>| 18400 | &nbsp;&nbsp; 31708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dong-E-E-Jiao Co. <br> Ltd., Class A<br>| 3700 | &nbsp;&nbsp; 26549 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dongfang Electric <br> Corp. Ltd., Class H<br>| 67200 | &nbsp;&nbsp; 157708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongfang Electronics <br> Co. Ltd., Class A<br>| 28400 | &nbsp;&nbsp; 40375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DongFeng Automobile <br> Co. Ltd., Class A<br>| 26300 | &nbsp;&nbsp; 26091 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongfeng Motor Group <br> Co. Ltd., Class H<br>| 384000 | &nbsp;&nbsp; $231056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongguan Aohai <br> Technology Co. Ltd., <br> Class A<br>| 2910 | &nbsp;&nbsp; 15901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongguan <br> Development <br> Holdings Co. Ltd., <br> Class A<br>| 19700 | &nbsp;&nbsp; 30118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongguan Rural <br> Commercial Bank <br> Co. Ltd., Class H<br>| 24000 | &nbsp;&nbsp; 11445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongguan Yutong <br> Optical Technology <br> Co. Ltd., Class A<br>| 8379 | &nbsp;&nbsp; 26189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongxing Securities <br> Co. Ltd., Class A<br>| 33835 | &nbsp;&nbsp; 52306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DouYu International <br> Holdings Ltd., ADR<br>| 4502 | &nbsp;&nbsp; 38986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynagreen <br> Environmental <br> Protection Group <br> Co. Ltd., Class H<br>| 129000 | &nbsp;&nbsp; 83307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eaglerise Electric & <br> Electronic China Co. <br> Ltd., Class A<br>| 8100 | &nbsp;&nbsp; 18186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; East Money <br> Information Co. Ltd., <br> Class A<br>| 63255 | &nbsp;&nbsp; 203552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastern <br> Communications Co. <br> Ltd., Class A<br>| 14800 | &nbsp;&nbsp; 22540 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Easyhome New Retail <br> Group Co. Ltd., <br> Class A<br>| 42600 | &nbsp;&nbsp; 17561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ecovacs Robotics Co. <br> Ltd., Class A<br>| 4800 | &nbsp;&nbsp; 53035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Edan Instruments, Inc., <br> Class A<br>| 12500 | &nbsp;&nbsp; 22685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Edifier Technology Co. <br> Ltd., Class A<br>| 15400 | &nbsp;&nbsp; 28057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EEKA Fashion <br> Holdings Ltd.<br>| 64000 | &nbsp;&nbsp; 55367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electric Connector <br> Technology Co. Ltd., <br> Class A<br>| 4500 | &nbsp;&nbsp; 30355 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Elion Energy Co. Ltd., <br> Class A<br>| 87620 | &nbsp;&nbsp; 853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ENN Energy Holdings <br> Ltd.<br>| 275400 | &nbsp;&nbsp; 2244514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eoptolink Technology, <br> Inc. Ltd., Class A<br>| 9339 | &nbsp;&nbsp; 243139 |
|  | Era Co. Ltd., Class A | 28400 | &nbsp;&nbsp; 16528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Espressif Systems <br> Shanghai Co. Ltd., <br> Class A<br>| 2303 | &nbsp;&nbsp; 51640 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Essex Bio-technology <br> Ltd.<br>| 88000 | &nbsp;&nbsp; $57674 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Estun Automation Co. <br> Ltd., Class A<br>| 7800 | &nbsp;&nbsp; 22685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eternal Asia Supply <br> Chain Management <br> Ltd., Class A<br>| 97000 | &nbsp;&nbsp; 60297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EVA Precision <br> Industrial Holdings <br> Ltd.<br>| 320000 | &nbsp;&nbsp; 31087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eve Energy Co. Ltd., <br> Class A<br>| 7300 | &nbsp;&nbsp; 44764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ever Sunshine <br> Services Group Ltd.<br>| 306000 | &nbsp;&nbsp; 80772 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Everbright Securities <br> Co. Ltd., Class H<br>| 64400 | &nbsp;&nbsp; 85783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Excellence Commercial <br> Property & Facilities <br> Management Group <br> Ltd.<br>| 51000 | &nbsp;&nbsp; 9444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Explosive Co. Ltd., <br> Class A<br>| 14500 | &nbsp;&nbsp; 28134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eyebright Medical <br> Technology Beijing <br> Co. Ltd., Class A<br>| 1992 | &nbsp;&nbsp; 21360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fangda Carbon New <br> Material Co. Ltd., <br> Class A<br>| 44220 | &nbsp;&nbsp; 29399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fangda Special Steel <br> Technology Co. Ltd., <br> Class A<br>| 79310 | &nbsp;&nbsp; 64425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far East Smarter <br> Energy Co. Ltd., <br> Class A<br>| 45000 | &nbsp;&nbsp; 34573 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Farasis Energy Gan <br> Zhou Co. Ltd., <br> Class A<br>| 11645 | &nbsp;&nbsp; 25864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FAW Jiefang Group <br> Co. Ltd., Class A<br>| 30600 | &nbsp;&nbsp; 29565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FAWER Automotive <br> Parts Co. Ltd., <br> Class A<br>| 49400 | &nbsp;&nbsp; 40719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ferrotec Anhui <br> Technology <br> Development Co. <br> Ltd., Class A<br>| 2600 | &nbsp;&nbsp; 14445 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fibocom Wireless, Inc., <br> Class A<br>| 11040 | &nbsp;&nbsp; 40197 |
| \* | FIH Mobile Ltd. | 98600 | &nbsp;&nbsp; 175761 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Financial Street <br> Holdings Co. Ltd., <br> Class A<br>| 51600 | &nbsp;&nbsp; 20999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FinVolution Group, <br> ADR<br>| 52068 | &nbsp;&nbsp; 447264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Capital Securities <br> Co. Ltd., Class A<br>| 15200 | &nbsp;&nbsp; 15597 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Tractor Co. Ltd., <br> Class H<br>| 88000 | &nbsp;&nbsp; $79434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Focus Lightings Tech <br> Co. Ltd., Class A<br>| 17200 | &nbsp;&nbsp; 29960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Focus Media <br> Information <br> Technology Co. Ltd., <br> Class A<br>| 195000 | &nbsp;&nbsp; 202900 |
|  | Foryou Corp., Class A | 10500 | &nbsp;&nbsp; 43169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foshan Haitian <br> Flavouring & Food <br> Co. Ltd., Class A<br>| 24277 | &nbsp;&nbsp; 129190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foshan Nationstar <br> Optoelectronics Co. <br> Ltd., Class A<br>| 10500 | &nbsp;&nbsp; 13431 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Foshan Yowant <br> Technology Co. Ltd., <br> Class A<br>| 42300 | &nbsp;&nbsp; 40111 |
| \* | Founder Holdings Ltd. | 332000 | &nbsp;&nbsp; 40925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Founder Securities Co. <br> Ltd., Class A<br>| 49800 | &nbsp;&nbsp; 56048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foxconn Industrial <br> Internet Co. Ltd., <br> Class A<br>| 109100 | &nbsp;&nbsp; 521120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fu Shou Yuan <br> International Group <br> Ltd.<br>| 359000 | &nbsp;&nbsp; 164986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Apex Software <br> Co. Ltd., Class A<br>| 1900 | &nbsp;&nbsp; 10997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Boss Software <br> Development Co. <br> Ltd., Class A<br>| 14940 | &nbsp;&nbsp; 31569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Foxit Software <br> Development JSC <br> Ltd., Class A<br>| 2807 | &nbsp;&nbsp; 31585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Kuncai Material <br> Technology Co. Ltd., <br> Class A<br>| 6400 | &nbsp;&nbsp; 17205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Longking Co. <br> Ltd., Class A<br>| 16500 | &nbsp;&nbsp; 27500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Star-net <br> Communication Co. <br> Ltd., Class A<br>| 10900 | &nbsp;&nbsp; 40147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Tianma Science <br> & Technology Group <br> Co. Ltd., Class A<br>| 12000 | &nbsp;&nbsp; 22106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fushun Special Steel <br> Co. Ltd., Class A<br>| 23800 | &nbsp;&nbsp; 18605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gan & Lee <br> Pharmaceuticals Co. <br> Ltd., Class A<br>| 2700 | &nbsp;&nbsp; 21715 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Ganfeng Lithium Group <br> Co. Ltd., Class H<br>| 76160 | &nbsp;&nbsp; 252802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gansu Shangfeng <br> Cement Co. Ltd., <br> Class A<br>| 30240 | &nbsp;&nbsp; 36686 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gaona Aero Material <br> Co. Ltd., Class A<br>| 6240 | &nbsp;&nbsp; $15036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; G-bits Network <br> Technology Xiamen <br> Co. Ltd., Class A<br>| 1600 | &nbsp;&nbsp; 75390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GCL Energy <br> Technology Co. Ltd., <br> Class A<br>| 44100 | &nbsp;&nbsp; 74320 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCL New Energy <br> Holdings Ltd.<br>| 206000 | &nbsp;&nbsp; 11376 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCL System <br> Integration <br> Technology Co. Ltd., <br> Class A<br>| 67200 | &nbsp;&nbsp; 23962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Geely Automobile <br> Holdings Ltd.<br>| 1291000 | &nbsp;&nbsp; 2895736 |
|  | GEM Co. Ltd., Class A | 42600 | &nbsp;&nbsp; 38113 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gemdale Corp., <br> Class A<br>| 40500 | &nbsp;&nbsp; 21132 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Gemdale Properties & <br> Investment Corp. <br> Ltd.<br>| 1966000 | &nbsp;&nbsp; 71421 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genimous Technology <br> Co. Ltd., Class A<br>| 18400 | &nbsp;&nbsp; 22575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Geovis Technology Co. <br> Ltd., Class A<br>| 6493 | &nbsp;&nbsp; 32852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Getein Biotech, Inc., <br> Class A<br>| 9212 | &nbsp;&nbsp; 11055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GF Securities Co. Ltd., <br> Class H<br>| 260600 | &nbsp;&nbsp; 568994 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Giant Biogene Holding <br> Co. Ltd.<br>| 79400 | &nbsp;&nbsp; 566181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Giant Network Group <br> Co. Ltd., Class A<br>| 11100 | &nbsp;&nbsp; 36517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Giantec Semiconductor <br> Corp., Class A<br>| 2336 | &nbsp;&nbsp; 24011 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GigaDevice <br> Semiconductor, Inc., <br> Class A<br>| 2260 | &nbsp;&nbsp; 37901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ginlong Technologies <br> Co. Ltd., Class A<br>| 5350 | &nbsp;&nbsp; 42108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Glarun Technology Co. <br> Ltd., Class A<br>| 8900 | &nbsp;&nbsp; 37403 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Global New Material <br> International <br> Holdings Ltd.<br>| 45000 | &nbsp;&nbsp; 29526 |
|  | GoerTek, Inc., Class A | 20300 | &nbsp;&nbsp; 64509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goke Microelectronics <br> Co. Ltd., Class A<br>| 3000 | &nbsp;&nbsp; 34798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldcard Smart Group <br> Co. Ltd., Class A<br>| 5100 | &nbsp;&nbsp; 8570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldenmax <br> International Group <br> Ltd., Class A<br>| 9700 | &nbsp;&nbsp; 16135 |
|  | Goldpac Group Ltd. | 147000 | &nbsp;&nbsp; 17135 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldwind Science & <br> Technology Co. Ltd., <br> Class H<br>| 200156 | &nbsp;&nbsp; $177674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goneo Group Co. Ltd., <br> Class A<br>| 3248 | &nbsp;&nbsp; 21265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goodbaby International <br> Holdings Ltd.<br>| 121000 | &nbsp;&nbsp; 16867 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoodWe Technologies <br> Co. Ltd. (688390 <br> C1), Class A<br>| 4380 | &nbsp;&nbsp; 25350 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gosuncn Technology <br> Group Co. Ltd., <br> Class A<br>| 24600 | &nbsp;&nbsp; 16926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gotion High-tech Co. <br> Ltd., Class A<br>| 10400 | &nbsp;&nbsp; 42163 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grandjoy Holdings <br> Group Co. Ltd., <br> Class A<br>| 70700 | &nbsp;&nbsp; 29596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Wall Motor Co. <br> Ltd., Class H<br>| 196000 | &nbsp;&nbsp; 319858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gree Electric <br> Appliances, Inc. of <br> Zhuhai, Class A<br>| 27017 | &nbsp;&nbsp; 171172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greentown China <br> Holdings Ltd.<br>| 476000 | &nbsp;&nbsp; 598728 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Greentown <br> Management <br> Holdings Co. Ltd.<br>| 81000 | &nbsp;&nbsp; 29406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greentown Service <br> Group Co. Ltd.<br>| 514000 | &nbsp;&nbsp; 312963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GRG Banking <br> Equipment Co. Ltd., <br> Class A<br>| 19300 | &nbsp;&nbsp; 35424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GRG Metrology & Test <br> Group Co. Ltd., <br> Class A<br>| 3900 | &nbsp;&nbsp; 9275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grinm Advanced <br> Materials Co. Ltd., <br> Class A<br>| 7200 | &nbsp;&nbsp; 18737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Advertising <br> Group Co. Ltd., <br> Class A<br>| 52400 | &nbsp;&nbsp; 57249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Aofei Data <br> Technology Co. Ltd., <br> Class A<br>| 16063 | &nbsp;&nbsp; 46332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong <br> Construction <br> Engineering Group <br> Co. Ltd., Class A<br>| 91300 | &nbsp;&nbsp; 46496 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Create <br> Century Intelligent <br> Equipment Group <br> Corp. Ltd., Class A<br>| 24100 | &nbsp;&nbsp; 27745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong DFP New <br> Material Group Co. <br> Ltd.<br>| 48400 | &nbsp;&nbsp; 27838 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Dongfang <br> Precision Science & <br> Technology Co. Ltd., <br> Class A<br>| 15300 | &nbsp;&nbsp; $30016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Dongpeng <br> Holdings Co. Ltd., <br> Class A<br>| 14700 | &nbsp;&nbsp; 12125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Dowstone <br> Technology Co. Ltd., <br> Class A<br>| 16800 | &nbsp;&nbsp; 39738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Goworld <br> Co. Ltd., Class A<br>| 15000 | &nbsp;&nbsp; 26987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Guanhao <br> High-Tech Co. Ltd., <br> Class A<br>| 9800 | &nbsp;&nbsp; 4243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Hongtu <br> Technology Holdings <br> Co. Ltd., Class A<br>| 15700 | &nbsp;&nbsp; 26570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Investment <br> Ltd.<br>| 384000 | &nbsp;&nbsp; 341794 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Jia Yuan <br> Technology Shares <br> Co. Ltd., Class A<br>| 11136 | &nbsp;&nbsp; 34137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Kinlong <br> Hardware Products <br> Co. Ltd., Class A<br>| 6100 | &nbsp;&nbsp; 18739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Land <br> Holdings Ltd.<br>| 74112 | &nbsp;&nbsp; 2419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Lingxiao <br> Pump Industry Co. <br> Ltd., Class A<br>| 7600 | &nbsp;&nbsp; 17007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Provincial <br> Expressway <br> Development Co. <br> Ltd., Class A<br>| 48600 | &nbsp;&nbsp; 83405 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Shenglu <br> Telecommunication <br> Tech Co. Ltd., <br> Class A<br>| 23300 | &nbsp;&nbsp; 23678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong South New <br> Media Co. Ltd., <br> Class A<br>| 6900 | &nbsp;&nbsp; 39310 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong TCL Smart <br> Home Appliances <br> Co. Ltd.<br>| 22200 | &nbsp;&nbsp; 31258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Vanward <br> New Electric Co. <br> Ltd., Class A<br>| 17500 | &nbsp;&nbsp; 28403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Xinbao <br> Electrical Appliances <br> Holdings Co. Ltd., <br> Class A<br>| 18700 | &nbsp;&nbsp; 38285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong <br> Zhongsheng <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 14700 | &nbsp;&nbsp; 40824 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangshen Railway <br> Co. Ltd., Class H<br>| 236000 | &nbsp;&nbsp; $58845 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangxi Huaxi <br> Nonferrous Metal <br> Co. Ltd., Class A<br>| 18600 | &nbsp;&nbsp; 56573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangxi Liugong <br> Machinery Co. Ltd., <br> Class A<br>| 40000 | &nbsp;&nbsp; 59468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangxi LiuYao Group <br> Co. Ltd., Class A<br>| 9500 | &nbsp;&nbsp; 23803 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangxi Wuzhou <br> Zhongheng Group <br> Co. Ltd., Class A<br>| 112900 | &nbsp;&nbsp; 42624 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GuangYuYuan Chinese <br> Herbal Medicine Co. <br> Ltd., Class A<br>| 8900 | &nbsp;&nbsp; 26327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Automobile <br> Group Co. Ltd., <br> Class H<br>| 300800 | &nbsp;&nbsp; 121550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Baiyun <br> International Airport <br> Co. Ltd., Class A<br>| 13800 | &nbsp;&nbsp; 17882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou <br> Baiyunshan <br> Pharmaceutical <br> Holdings Co. Ltd., <br> Class H<br>| 68000 | &nbsp;&nbsp; 156551 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Great <br> Power Energy & <br> Technology Co. Ltd., <br> Class A<br>| 5700 | &nbsp;&nbsp; 20341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Haige <br> Communications <br> Group, Inc. Co., <br> Class A<br>| 23500 | &nbsp;&nbsp; 43154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Haoyang <br> Electronic Co. Ltd., <br> Class A<br>| 1350 | &nbsp;&nbsp; 6687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou KDT <br> Machinery Co. Ltd., <br> Class A<br>| 8400 | &nbsp;&nbsp; 18788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Kingmed <br> Diagnostics Group <br> Co. Ltd., Class A<br>| 9500 | &nbsp;&nbsp; 40667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Restaurant <br> Group Co. Ltd., <br> Class A<br>| 12136 | &nbsp;&nbsp; 26656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Shiyuan <br> Electronic <br> Technology Co. Ltd., <br> Class A<br>| 8500 | &nbsp;&nbsp; 41304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Sie <br> Consulting Co. Ltd., <br> Class A<br>| 6200 | &nbsp;&nbsp; 26164 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Tinci <br> Materials Technology <br> Co. Ltd., Class A<br>| 11780 | &nbsp;&nbsp; $30839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Wondfo <br> Biotech Co. Ltd., <br> Class A<br>| 11115 | &nbsp;&nbsp; 36867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Yuexiu <br> Capital Holdings <br> Group Co. Ltd., <br> Class A<br>| 45642 | &nbsp;&nbsp; 46486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Zhujiang <br> Brewery Co. Ltd., <br> Class A<br>| 10900 | &nbsp;&nbsp; 15527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guilin Sanjin <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 8900 | &nbsp;&nbsp; 18629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Sanli <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 11300 | &nbsp;&nbsp; 21166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Tyre Co. Ltd., <br> Class A<br>| 35000 | &nbsp;&nbsp; 21986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Xinbang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 62500 | &nbsp;&nbsp; 32573 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Zhenhua <br> E-chem, Inc., <br> Class A<br>| 4330 | &nbsp;&nbsp; 8254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guocheng Mining Co. <br> Ltd., Class A<br>| 12400 | &nbsp;&nbsp; 23895 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guoguang Electric Co. <br> Ltd., Class A<br>| 13500 | &nbsp;&nbsp; 28821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guomai Technologies, <br> Inc., Class A<br>| 11900 | &nbsp;&nbsp; 20013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guosen Securities Co. <br> Ltd., Class A<br>| 27640 | &nbsp;&nbsp; 50870 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Guotai Haitong <br> Securities Co. Ltd., <br> Class H<br>| 315560 | &nbsp;&nbsp; 681209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guoyuan Securities <br> Co. Ltd., Class A<br>| 20000 | &nbsp;&nbsp; 23582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gushengtang Holdings <br> Ltd.<br>| 23900 | &nbsp;&nbsp; 108895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H World Group Ltd. <br> (1179 HK)<br>| 263700 | &nbsp;&nbsp; 823060 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Haidilao International <br> Holding Ltd.<br>| 208000 | &nbsp;&nbsp; 368721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haier Smart Home Co. <br> Ltd. (600690 C1), <br> Class A<br>| 36800 | &nbsp;&nbsp; 126746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haier Smart Home Co. <br> Ltd. (6690 HK), <br> Class H<br>| 495199 | &nbsp;&nbsp; 1560063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Drinda New <br> Energy Technology <br> Co. Ltd., Class A<br>| 1700 | &nbsp;&nbsp; 10201 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Haide Capital <br> Management Co. <br> Ltd., Class A<br>| 41491 | &nbsp;&nbsp; $37529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Jinpan Smart <br> Technology Co. Ltd., <br> Class A<br>| 3323 | &nbsp;&nbsp; 17430 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Meilan <br> International Airport <br> Co. Ltd., Class H<br>| 44000 | &nbsp;&nbsp; 60355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Mining Co. <br> Ltd., Class A<br>| 20800 | &nbsp;&nbsp; 22875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haisco Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 5700 | &nbsp;&nbsp; 44003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haitian International <br> Holdings Ltd.<br>| 173000 | &nbsp;&nbsp; 468960 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Haitong UniTrust <br> International Leasing <br> Co. Ltd., Class H<br>| 414000 | &nbsp;&nbsp; 44254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hand Enterprise <br> Solutions Co. Ltd., <br> Class A<br>| 12800 | &nbsp;&nbsp; 33465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangcha Group Co. <br> Ltd., Class A<br>| 22947 | &nbsp;&nbsp; 67370 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hangjin Technology <br> Co. Ltd., Class A<br>| 6100 | &nbsp;&nbsp; 18431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangxiao Steel <br> Structure Co. Ltd., <br> Class A<br>| 31000 | &nbsp;&nbsp; 11398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Binjiang <br> Real Estate Group <br> Co. Ltd., Class A<br>| 31600 | &nbsp;&nbsp; 43771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Chang <br> Chuan Technology <br> Co. Ltd., Class A<br>| 6283 | &nbsp;&nbsp; 37787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Dptech <br> Technologies Co. <br> Ltd., Class A<br>| 3100 | &nbsp;&nbsp; 7409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou GreatStar <br> Industrial Co. Ltd.<br>| 17400 | &nbsp;&nbsp; 74933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Haoyue <br> Personal Care Co. <br> Ltd., Class A<br>| 5880 | &nbsp;&nbsp; 31938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Honghua <br> Digital Technology <br> Stock Co. Ltd., <br> Class A<br>| 2200 | &nbsp;&nbsp; 21650 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Lion <br> Microelectronics Co. <br> Ltd., Class A<br>| 5500 | &nbsp;&nbsp; 18777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Onechance <br> Tech Corp., Class A<br>| 4960 | &nbsp;&nbsp; 17380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Oxygen <br> Plant Group Co. <br> Ltd., Class A<br>| 15900 | &nbsp;&nbsp; 48365 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Robam <br> Appliances Co. Ltd., <br> Class A<br>| 11200 | &nbsp;&nbsp; $29656 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou SF <br> Intra-City Industrial <br> Co. Ltd., Class H<br>| 8200 | &nbsp;&nbsp; 17764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Shunwang <br> Technology Co. Ltd., <br> Class A<br>| 14500 | &nbsp;&nbsp; 39282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Sunrise <br> Technology Co. Ltd., <br> Class A<br>| 7900 | &nbsp;&nbsp; 17216 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Tigermed <br> Consulting Co. Ltd. <br> (3347 HK), Class H<br>| 23900 | &nbsp;&nbsp; 169649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Zhongtai <br> Cryogenic <br> Technology Corp., <br> Class A<br>| 11800 | &nbsp;&nbsp; 25403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Han's Laser <br> Technology Industry <br> Group Co. Ltd., <br> Class A<br>| 8500 | &nbsp;&nbsp; 31802 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hansoh <br> Pharmaceutical <br> Group Co. Ltd.<br>| 180000 | &nbsp;&nbsp; 808681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanwei Electronics <br> Group Corp., <br> Class A<br>| 7600 | &nbsp;&nbsp; 45497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haohua Chemical <br> Science & <br> Technology Co. Ltd., <br> Class A<br>| 6450 | &nbsp;&nbsp; 22974 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Bank Co. Ltd., <br> Class H<br>| 462000 | &nbsp;&nbsp; 25332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Boshi <br> Automation Co. Ltd., <br> Class A<br>| 20800 | &nbsp;&nbsp; 46796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Electric Co. <br> Ltd., Class H<br>| 160000 | &nbsp;&nbsp; 152529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Electric Corp. <br> Jiamusi Electric <br> Machine Co. Ltd., <br> Class A<br>| 12200 | &nbsp;&nbsp; 19550 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Gloria <br> Pharmaceuticals Co. <br> Ltd., Class A<br>| 74500 | &nbsp;&nbsp; 38295 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 61800 | &nbsp;&nbsp; 34712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HBIS Resources Co. <br> Ltd., Class A<br>| 30300 | &nbsp;&nbsp; 58208 |
| \*Ω | HBM Holdings Ltd. | 147000 | &nbsp;&nbsp; 175037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Health & Happiness <br> H&H International <br> Holdings Ltd.<br>| 54500 | &nbsp;&nbsp; 79449 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hebei Changshan <br> Biochemical <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 21900 | &nbsp;&nbsp; $128111 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hebei Construction <br> Group Corp. Ltd., <br> Class H<br>| 143000 | &nbsp;&nbsp; 9850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hebei Hengshui <br> Laobaigan Liquor <br> Co. Ltd., Class A<br>| 19000 | &nbsp;&nbsp; 44262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hefei Meiya <br> Optoelectronic <br> Technology, Inc., <br> Class A<br>| 19630 | &nbsp;&nbsp; 46016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hefei Urban <br> Construction <br> Development Co. <br> Ltd., Class A<br>| 31800 | &nbsp;&nbsp; 30379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HeiLongJiang ZBD <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 9900 | &nbsp;&nbsp; 17915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helens International <br> Holdings Co. Ltd.<br>| 10000 | &nbsp;&nbsp; 1622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hello Group, Inc., <br> Sponsored ADR<br>| 42768 | &nbsp;&nbsp; 351981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Lingrui <br> Pharmaceutical Co., <br> Class A<br>| 21600 | &nbsp;&nbsp; 68224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Mingtai Al <br> Industrial Co. Ltd., <br> Class A<br>| 11000 | &nbsp;&nbsp; 18845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Pinggao <br> Electric Co. Ltd., <br> Class A<br>| 14900 | &nbsp;&nbsp; 32416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Thinker <br> Automatic <br> Equipment Co. Ltd., <br> Class A<br>| 9520 | &nbsp;&nbsp; 38206 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Henan Yicheng New <br> Energy Co. Ltd., <br> Class A<br>| 45700 | &nbsp;&nbsp; 27677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Yuguang Gold <br> & Lead Co. Ltd., <br> Class A<br>| 27100 | &nbsp;&nbsp; 30686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Zhongyuan <br> Expressway Co. <br> Ltd., Class A<br>| 41000 | &nbsp;&nbsp; 25801 |
| \* | Hengdeli Holdings Ltd. | 190780 | &nbsp;&nbsp; 3041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengli Petrochemical <br> Co. Ltd., Class A<br>| 44200 | &nbsp;&nbsp; 94802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengyi Petrochemical <br> Co. Ltd., Class A<br>| 28034 | &nbsp;&nbsp; 23311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hesteel Co. Ltd., <br> Class A<br>| 100275 | &nbsp;&nbsp; 33397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hexing Electrical Co. <br> Ltd., Class A<br>| 9100 | &nbsp;&nbsp; 33788 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hi Sun Technology <br> China Ltd.<br>| 693000 | &nbsp;&nbsp; $46682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hisense Home <br> Appliances Group <br> Co. Ltd., Class H<br>| 124000 | &nbsp;&nbsp; 355596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hitevision Co. Ltd., <br> Class A<br>| 7100 | &nbsp;&nbsp; 24437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hithink RoyalFlush <br> Information Network <br> Co. Ltd., Class A<br>| 4500 | &nbsp;&nbsp; 176599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HLA Group Corp. Ltd., <br> Class A<br>| 30700 | &nbsp;&nbsp; 29056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HMT Xiamen New <br> Technical Materials <br> Co. Ltd., Class A<br>| 2500 | &nbsp;&nbsp; 15670 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HNA Technology Co. <br> Ltd., Class A<br>| 80800 | &nbsp;&nbsp; 43023 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Homeland Interactive <br> Technology Ltd.<br>| 104000 | &nbsp;&nbsp; 15695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hongfa Technology Co. <br> Ltd., Class A<br>| 20972 | &nbsp;&nbsp; 71389 |
| \* | Honghua Group Ltd. | 1048000 | &nbsp;&nbsp; 32930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hongli Zhihui Group <br> Co. Ltd., Class A<br>| 23200 | &nbsp;&nbsp; 21759 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hongmian Zhihui <br> Science & <br> Technology <br> Innovation Co. Ltd. <br> Guangzhou<br>| 58400 | &nbsp;&nbsp; 26462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hongta Securities Co. <br> Ltd., Class A<br>| 18800 | &nbsp;&nbsp; 22603 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hopson Development <br> Holdings Ltd.<br>| 342846 | &nbsp;&nbsp; 165065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Horizon Construction <br> Development Ltd.<br>| 47000 | &nbsp;&nbsp; 6842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hoymiles Power <br> Electronics, Inc., <br> Class A<br>| 1130 | &nbsp;&nbsp; 16016 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hua Hong <br> Semiconductor Ltd.<br>| 19000 | &nbsp;&nbsp; 97824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaan Securities Co. <br> Ltd., Class A<br>| 48480 | &nbsp;&nbsp; 40743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huada Automotive <br> Technology Corp. <br> Ltd., Class A<br>| 5500 | &nbsp;&nbsp; 27529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huadian Heavy <br> Industries Co. Ltd., <br> Class A<br>| 37700 | &nbsp;&nbsp; 33689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huadong Medicine Co. <br> Ltd., Class A<br>| 19000 | &nbsp;&nbsp; 117094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huafon Chemical Co. <br> Ltd., Class A<br>| 51502 | &nbsp;&nbsp; 53663 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Huafon Microfibre <br> Shanghai <br> Technology Co. Ltd., <br> Class A<br>| 44308 | &nbsp;&nbsp; 53198 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huafu Fashion Co. <br> Ltd., Class A<br>| 29500 | &nbsp;&nbsp; $19090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huagong Tech Co. <br> Ltd., Class A<br>| 6800 | &nbsp;&nbsp; 47549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaihe Energy Group <br> Co. Ltd., Class A<br>| 68500 | &nbsp;&nbsp; 33514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hualan Biological <br> Engineering, Inc., <br> Class A<br>| 18900 | &nbsp;&nbsp; 43529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaming Power <br> Equipment Co. Ltd., <br> Class A<br>| 12400 | &nbsp;&nbsp; 30288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huangshan Novel Co. <br> Ltd., Class A<br>| 15600 | &nbsp;&nbsp; 25170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huangshan Tourism <br> Development Co. <br> Ltd., Class A<br>| 12700 | &nbsp;&nbsp; 20457 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Huapont Life Sciences <br> Co. Ltd., Class A<br>| 52633 | &nbsp;&nbsp; 31994 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Huatai Securities Co. <br> Ltd., Class H<br>| 247400 | &nbsp;&nbsp; 569409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaxi Securities Co. <br> Ltd., Class A<br>| 15440 | &nbsp;&nbsp; 21471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaxia Bank Co. Ltd., <br> Class A<br>| 91008 | &nbsp;&nbsp; 100513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huayu Automotive <br> Systems Co. Ltd., <br> Class A<br>| 23200 | &nbsp;&nbsp; 56564 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Biocause <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 121800 | &nbsp;&nbsp; 25845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Chutian Smart <br> Communication Co. <br> Ltd., Class A<br>| 34100 | &nbsp;&nbsp; 20214 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Dinglong Co. <br> Ltd., Class A<br>| 11600 | &nbsp;&nbsp; 45616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Feilihua Quartz <br> Glass Co. Ltd., <br> Class A<br>| 4050 | &nbsp;&nbsp; 47415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Jumpcan <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 15600 | &nbsp;&nbsp; 58147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Xingfa <br> Chemicals Group <br> Co. Ltd., Class A<br>| 30500 | &nbsp;&nbsp; 104786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Yihua Chemical <br> Industry Co. Ltd., <br> Class A<br>| 12800 | &nbsp;&nbsp; 24125 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Huishang Bank Corp. <br> Ltd., Class H<br>| 60000 | &nbsp;&nbsp; 25193 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Huitongda Network Co. <br> Ltd., Class H<br>| 4100 | &nbsp;&nbsp; 7208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huizhou Desay Sv <br> Automotive Co. Ltd., <br> Class A<br>| 4900 | &nbsp;&nbsp; 68979 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Humanwell Healthcare <br> Group Co. Ltd., <br> Class A<br>| 27200 | &nbsp;&nbsp; $82321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Aihua Group <br> Co. Ltd., Class A<br>| 8100 | &nbsp;&nbsp; 17888 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Er-Kang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 41200 | &nbsp;&nbsp; 26731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Gold Corp. Ltd., <br> Class A<br>| 25610 | &nbsp;&nbsp; 63155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Jiudian <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 6000 | &nbsp;&nbsp; 15353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Silver Co. Ltd., <br> Class A<br>| 47998 | &nbsp;&nbsp; 29893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan TV & Broadcast <br> Intermediary Co. <br> Ltd., Class A<br>| 40800 | &nbsp;&nbsp; 43654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Valin Steel Co. <br> Ltd., Class A<br>| 78100 | &nbsp;&nbsp; 61364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Zhongke <br> Electric Co. Ltd., <br> Class A<br>| 6600 | &nbsp;&nbsp; 14879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hundsun Technologies, <br> Inc., Class A<br>| 9457 | &nbsp;&nbsp; 47362 |
|  | HUYA, Inc., ADR | 25842 | &nbsp;&nbsp; 86829 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hygeia Healthcare <br> Holdings Co. Ltd.<br>| 85200 | &nbsp;&nbsp; 185144 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hymson Laser <br> Technology Group <br> Co. Ltd., Class A<br>| 5288 | &nbsp;&nbsp; 22742 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hytera <br> Communications <br> Corp. Ltd., Class A<br>| 16300 | &nbsp;&nbsp; 26606 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HyUnion Holding Co. <br> Ltd., Class A<br>| 18400 | &nbsp;&nbsp; 25026 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IAT Automobile <br> Technology Co. Ltd., <br> Class A<br>| 12200 | &nbsp;&nbsp; 19539 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; iDreamSky Technology <br> Holdings Ltd.<br>| 154000 | &nbsp;&nbsp; 24842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IEIT Systems Co. Ltd., <br> Class A<br>| 7900 | &nbsp;&nbsp; 60981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iflytek Co. Ltd., <br> Class A<br>| 11350 | &nbsp;&nbsp; 76757 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; I-Mab, Sponsored <br> ADR<br>| 9306 | &nbsp;&nbsp; 18705 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; IMAX China Holding, <br> Inc.<br>| 28200 | &nbsp;&nbsp; 30394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Imeik Technology <br> Development Co. <br> Ltd., Class A<br>| 2960 | &nbsp;&nbsp; 76103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industrial & <br> Commercial Bank of <br> China Ltd., Class H<br>| 3816000 | &nbsp;&nbsp; 2923914 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industrial Bank Co. <br> Ltd., Class A<br>| 191400 | &nbsp;&nbsp; $601559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industrial Securities <br> Co. Ltd., Class A<br>| 51057 | &nbsp;&nbsp; 46079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Infore Environment <br> Technology Group <br> Co. Ltd., Class A<br>| 53600 | &nbsp;&nbsp; 49384 |
| \*Ω | Ingdan, Inc. | 144000 | &nbsp;&nbsp; 36055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ingenic Semiconductor <br> Co. Ltd., Class A<br>| 1600 | &nbsp;&nbsp; 14766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inmyshow Digital <br> Technology Group <br> Co. Ltd., Class A<br>| 41300 | &nbsp;&nbsp; 29150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia BaoTou <br> Steel Union Co. Ltd., <br> Class A<br>| 123200 | &nbsp;&nbsp; 46018 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia Furui <br> Medical Science Co. <br> Ltd., Class A<br>| 7400 | &nbsp;&nbsp; 46080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia Xingye <br> Silver&Tin Mining <br> Co. Ltd., Class A<br>| 17800 | &nbsp;&nbsp; 43224 |
| \*Ω | InnoCare Pharma Ltd. | 66000 | &nbsp;&nbsp; 151214 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Innovent Biologics, <br> Inc.<br>| 96000 | &nbsp;&nbsp; 1188298 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Insigma Technology <br> Co. Ltd., Class A<br>| 25800 | &nbsp;&nbsp; 33559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inspur Digital <br> Enterprise <br> Technology Ltd.<br>| 196000 | &nbsp;&nbsp; 259905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intron Technology <br> Holdings Ltd.<br>| 155000 | &nbsp;&nbsp; 28991 |
| #\* | iQIYI, Inc., ADR | 122547 | &nbsp;&nbsp; 225486 |
|  | iRay Group, Class A | 2136 | &nbsp;&nbsp; 25306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IRICO Display Devices <br> Co. Ltd., Class A<br>| 19500 | &nbsp;&nbsp; 16631 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IVD Medical Holding <br> Ltd.<br>| 192000 | &nbsp;&nbsp; 118903 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; J&T Global Express <br> Ltd.<br>| 53600 | &nbsp;&nbsp; 70508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jade Bird Fire Co. Ltd., <br> Class A<br>| 28896 | &nbsp;&nbsp; 41791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jafron Biomedical Co. <br> Ltd., Class A<br>| 10600 | &nbsp;&nbsp; 34756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jangho Group Co. <br> Ltd., Class A<br>| 32300 | &nbsp;&nbsp; 35227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jason Furniture <br> Hangzhou Co. Ltd., <br> Class A<br>| 9570 | &nbsp;&nbsp; 33718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JCET Group Co. Ltd., <br> Class A<br>| 11100 | &nbsp;&nbsp; 53902 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; JD Health <br> International, Inc.<br>| 330150 | &nbsp;&nbsp; 2111123 |
| \*Ω | JD Logistics, Inc. | 538700 | &nbsp;&nbsp; 933576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JD.com, Inc. (9618 <br> HK), Class A<br>| 335328 | &nbsp;&nbsp; 5285417 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JD.com, Inc. (JD US), <br> ADR<br>| 7708 | &nbsp;&nbsp; $242725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiajiayue Group Co. <br> Ltd., Class A<br>| 9900 | &nbsp;&nbsp; 14658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangling Motors Corp. <br> Ltd., Class A<br>| 11000 | &nbsp;&nbsp; 32275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Asia-Pacific <br> Light Alloy <br> Technology Co. Ltd., <br> Class A<br>| 13800 | &nbsp;&nbsp; 11313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Azure Corp., <br> Class A<br>| 25600 | &nbsp;&nbsp; 51195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Changshu <br> Automotive Trim <br> Group Co. Ltd., <br> Class A<br>| 10600 | &nbsp;&nbsp; 19619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Changshu <br> Rural Commercial <br> Bank Co. Ltd., <br> Class A<br>| 25652 | &nbsp;&nbsp; 26335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Cnano <br> Technology Co. Ltd., <br> Class A<br>| 8202 | &nbsp;&nbsp; 47685 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Dagang Co. <br> Ltd., Class A<br>| 13000 | &nbsp;&nbsp; 25180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Dingsheng <br> New Energy <br> Materials Co. Ltd., <br> Class A<br>| 11400 | &nbsp;&nbsp; 14579 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Eastern <br> Shenghong Co. Ltd., <br> Class A<br>| 17000 | &nbsp;&nbsp; 21073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Expressway <br> Co. Ltd., Class H<br>| 336000 | &nbsp;&nbsp; 412002 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu General <br> Science Technology <br> Co. Ltd., Class A<br>| 28600 | &nbsp;&nbsp; 18447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Gian <br> Technology Co. Ltd., <br> Class A<br>| 5200 | &nbsp;&nbsp; 30910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Guomao <br> Reducer Co. Ltd., <br> Class A<br>| 5600 | &nbsp;&nbsp; 11495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Guotai <br> International Group <br> Co. Ltd., Class A<br>| 53000 | &nbsp;&nbsp; 53556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Haili Wind <br> Power Equipment <br> Technology Co. Ltd., <br> Class A<br>| 1200 | &nbsp;&nbsp; 11086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Hengli <br> Hydraulic Co. Ltd., <br> Class A<br>| 5975 | &nbsp;&nbsp; 61049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Hengrui <br> Pharmaceuticals Co. <br> Ltd., Class A<br>| 29668 | &nbsp;&nbsp; 259307 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Hengshun <br> Vinegar Industry Co. <br> Ltd., Class A<br>| 10200 | &nbsp;&nbsp; $11012 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu High Hope <br> International Group <br> Corp., Class A<br>| 57300 | &nbsp;&nbsp; 23628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Hongdou <br> Industrial Co. Ltd., <br> Class A<br>| 60100 | &nbsp;&nbsp; 18242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Huachang <br> Chemical Co. Ltd., <br> Class A<br>| 22500 | &nbsp;&nbsp; 21300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Jiangyin Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 78100 | &nbsp;&nbsp; 50561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Jiejie <br> Microelectronics Co. <br> Ltd., Class A<br>| 9244 | &nbsp;&nbsp; 38173 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Kanion <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 8600 | &nbsp;&nbsp; 21065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu King's Luck <br> Brewery JSC Ltd., <br> Class A<br>| 13600 | &nbsp;&nbsp; 74252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Linyang <br> Energy Co. Ltd., <br> Class A<br>| 46100 | &nbsp;&nbsp; 36959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Nata <br> Opto-electronic <br> Material Co. Ltd., <br> Class A<br>| 10920 | &nbsp;&nbsp; 47763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Nhwa <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 12900 | &nbsp;&nbsp; 39512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Provincial <br> Agricultural <br> Reclamation & <br> Development Corp., <br> Class A<br>| 24000 | &nbsp;&nbsp; 32356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Shagang Co. <br> Ltd., Class A<br>| 11400 | &nbsp;&nbsp; 9409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Shentong <br> Valve Co. Ltd., <br> Class A<br>| 10600 | &nbsp;&nbsp; 20032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Shuangxing <br> Color Plastic New <br> Materials Co. Ltd., <br> Class A<br>| 2000 | &nbsp;&nbsp; 1571 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Sopo <br> Chemical Co., <br> Class A<br>| 20200 | &nbsp;&nbsp; 22715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Suzhou Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 36300 | &nbsp;&nbsp; 26917 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Yanghe <br> Distillery Co. Ltd., <br> Class A<br>| 5300 | &nbsp;&nbsp; $49646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Yangnong <br> Chemical Co. Ltd., <br> Class A<br>| 4090 | &nbsp;&nbsp; 37456 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Yinhe <br> Electronics Co. Ltd., <br> Class A<br>| 26900 | &nbsp;&nbsp; 18624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Yoke <br> Technology Co. Ltd., <br> Class A<br>| 2900 | &nbsp;&nbsp; 22185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Yuyue Medical <br> Equipment & Supply <br> Co. Ltd., Class A<br>| 9692 | &nbsp;&nbsp; 46917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Zhangjiagang <br> Rural Commercial <br> Bank Co. Ltd., <br> Class A<br>| 68800 | &nbsp;&nbsp; 42802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Zhongtian <br> Technology Co. Ltd., <br> Class A<br>| 51900 | &nbsp;&nbsp; 99726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Zijin Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 59300 | &nbsp;&nbsp; 24703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Bank Co. Ltd., <br> Class H<br>| 202000 | &nbsp;&nbsp; 17741 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Black Cat <br> Carbon Black Co. <br> Ltd., Class A<br>| 16700 | &nbsp;&nbsp; 25357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Copper Co. <br> Ltd., Class H<br>| 384000 | &nbsp;&nbsp; 767512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Ganyue <br> Expressway Co. <br> Ltd., Class A<br>| 46500 | &nbsp;&nbsp; 32722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Lianchuang <br> Optoelectronic <br> Science & <br> Technology Co. Ltd., <br> Class A<br>| 2200 | &nbsp;&nbsp; 16766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangyin Haida Rubber <br> & Plastic Co. Ltd., <br> Class A<br>| 19000 | &nbsp;&nbsp; 25893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangzhong <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 13100 | &nbsp;&nbsp; 39790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jianmin <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 2700 | &nbsp;&nbsp; 15605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiayou International <br> Logistics Co. Ltd., <br> Class A<br>| 23807 | &nbsp;&nbsp; 36688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jihua Group Corp. <br> Ltd., Class A<br>| 63300 | &nbsp;&nbsp; 35601 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jilin Chemical Fibre, <br> Class A<br>| 21700 | &nbsp;&nbsp; $12175 |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp; Jinchuan Group <br> International <br> Resources Co. Ltd.<br>| 856000 | &nbsp;&nbsp; 52341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinduicheng <br> Molybdenum Co. <br> Ltd., Class A<br>| 31100 | &nbsp;&nbsp; 55564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinghua <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 21900 | &nbsp;&nbsp; 23729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jingjin Equipment, Inc., <br> Class A<br>| 8200 | &nbsp;&nbsp; 17781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinhui Liquor Co. Ltd., <br> Class A<br>| 8400 | &nbsp;&nbsp; 21172 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Jinxin Fertility Group <br> Ltd.<br>| 569500 | &nbsp;&nbsp; 241914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinyu Bio-Technology <br> Co. Ltd., Class A<br>| 34300 | &nbsp;&nbsp; 40842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinzai Food Group Co. <br> Ltd., Class A<br>| 11300 | &nbsp;&nbsp; 19788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JiuGui Liquor Co. Ltd., <br> Class A<br>| 3100 | &nbsp;&nbsp; 20224 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Jiumaojiu International <br> Holdings Ltd.<br>| 156000 | &nbsp;&nbsp; 56250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiuzhitang Co. Ltd., <br> Class A<br>| 6900 | &nbsp;&nbsp; 10963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JL Mag Rare-Earth Co. <br> Ltd. (6680 HK), <br> Class H<br>| 23000 | &nbsp;&nbsp; 54009 |
|  | JNBY Design Ltd. | 107000 | &nbsp;&nbsp; 253382 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Joinn Laboratories <br> China Co. Ltd., <br> Class H<br>| 24400 | &nbsp;&nbsp; 74118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jointown <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 134132 | &nbsp;&nbsp; 99821 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jolywood Suzhou <br> Sunwatt Co. Ltd., <br> Class A<br>| 38700 | &nbsp;&nbsp; 32575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jones Tech PLC, <br> Class A<br>| 7600 | &nbsp;&nbsp; 31569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jonjee Hi-Tech <br> Industrial & <br> Commercial Holding <br> Co. Ltd., Class A<br>| 13800 | &nbsp;&nbsp; 36033 |
| \* | Joy City Property Ltd. | 552000 | &nbsp;&nbsp; 26018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Joyoung Co. Ltd., <br> Class A<br>| 9850 | &nbsp;&nbsp; 13753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JS Corrugating <br> Machinery Co. Ltd., <br> Class A<br>| 14400 | &nbsp;&nbsp; 23018 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; JS Global Lifestyle Co. <br> Ltd.<br>| 135500 | &nbsp;&nbsp; 30367 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | JSTI Group, Class A | 47100 | &nbsp;&nbsp; $62770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jutal Offshore Oil <br> Services Ltd.<br>| 236000 | &nbsp;&nbsp; 19507 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JY Grandmark <br> Holdings Ltd.<br>| 59000 | &nbsp;&nbsp; 2232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaishan Group Co. <br> Ltd., Class A<br>| 31900 | &nbsp;&nbsp; 60112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kangji Medical <br> Holdings Ltd.<br>| 111500 | &nbsp;&nbsp; 119596 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; KBC Corp. Ltd., <br> Class A<br>| 3945 | &nbsp;&nbsp; 14494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keda Industrial Group <br> Co. Ltd., Class A<br>| 27600 | &nbsp;&nbsp; 40701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kehua Data Co. Ltd., <br> Class A<br>| 7700 | &nbsp;&nbsp; 45056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keli Sensing <br> Technology Ningbo <br> Co. Ltd., Class A<br>| 2900 | &nbsp;&nbsp; 25729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kidswant Children <br> Products Co. Ltd., <br> Class A<br>| 22000 | &nbsp;&nbsp; 40968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KingClean Electric Co. <br> Ltd., Class A<br>| 7480 | &nbsp;&nbsp; 23897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingfa Sci & Tech Co. <br> Ltd., Class A<br>| 20900 | &nbsp;&nbsp; 36598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingnet Network Co. <br> Ltd., Class A<br>| 9000 | &nbsp;&nbsp; 22902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingsemi Co. Ltd., <br> Class A<br>| 2554 | &nbsp;&nbsp; 40400 |
|  | Kingsoft Corp. Ltd. | 224800 | &nbsp;&nbsp; 1022223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Konfoong Materials <br> International Co. <br> Ltd., Class A<br>| 2900 | &nbsp;&nbsp; 27839 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Konka Group Co. Ltd., <br> Class A<br>| 20600 | &nbsp;&nbsp; 13889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KPC Pharmaceuticals, <br> Inc., Class A<br>| 15500 | &nbsp;&nbsp; 31502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuaijishan Shaoxing <br> Wine Co. Ltd., <br> Class A<br>| 14200 | &nbsp;&nbsp; 36627 |
| \*Ω | Kuaishou Technology | 158400 | &nbsp;&nbsp; 1546626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuang-Chi <br> Technologies Co. <br> Ltd., Class A<br>| 8100 | &nbsp;&nbsp; 45889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuangda Technology <br> Group Co. Ltd., <br> Class A<br>| 41000 | &nbsp;&nbsp; 28859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kunlun Tech Co. Ltd., <br> Class A<br>| 8875 | &nbsp;&nbsp; 44165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kunshan Huguang <br> Auto Harness Co. <br> Ltd., Class A<br>| 2800 | &nbsp;&nbsp; 12786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kunshan Kinglai <br> Hygienic Materials <br> Co. Ltd., Class A<br>| 3960 | &nbsp;&nbsp; 17697 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kunwu Jiuding <br> Investment Holdings <br> Co. Ltd., Class A<br>| 10700 | &nbsp;&nbsp; $23723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kweichow Moutai Co. <br> Ltd., Class A<br>| 11700 | &nbsp;&nbsp; 2308288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lancy Co. Ltd., <br> Class A<br>| 8800 | &nbsp;&nbsp; 21514 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lanzhou LS Heavy <br> Equipment Co. Ltd., <br> Class A<br>| 36400 | &nbsp;&nbsp; 38918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lao Feng Xiang Co. <br> Ltd., Class A<br>| 11000 | &nbsp;&nbsp; 71902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laobaixing Pharmacy <br> Chain JSC, Class A<br>| 19617 | &nbsp;&nbsp; 53172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Launch Tech Co. Ltd., <br> Class H<br>| 50500 | &nbsp;&nbsp; 75608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LB Group Co. Ltd., <br> Class A<br>| 39600 | &nbsp;&nbsp; 93667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leader Harmonious <br> Drive Systems Co. <br> Ltd., Class A<br>| 369 | &nbsp;&nbsp; 6626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lee's Pharmaceutical <br> Holdings Ltd.<br>| 56000 | &nbsp;&nbsp; 14163 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Legend Holdings <br> Corp., Class H<br>| 178600 | &nbsp;&nbsp; 226577 |
|  | Lenovo Group Ltd. | 3964000 | &nbsp;&nbsp; 5082835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lens Technology Co. <br> Ltd., Class A<br>| 43500 | &nbsp;&nbsp; 137158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leo Group Co. Ltd., <br> Class A<br>| 58437 | &nbsp;&nbsp; 31088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lepu Medical <br> Technology Beijing <br> Co. Ltd., Class A<br>| 32400 | &nbsp;&nbsp; 69999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LexinFintech Holdings <br> Ltd., ADR<br>| 27864 | &nbsp;&nbsp; 177494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leyard Optoelectronic <br> Co. Ltd., Class A<br>| 55500 | &nbsp;&nbsp; 46407 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Li Auto, Inc. (LI US), <br> ADR<br>| 29401 | &nbsp;&nbsp; 767366 |
|  | Li Ning Co. Ltd. | 1101000 | &nbsp;&nbsp; 2332677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lianhe Chemical <br> Technology Co. Ltd., <br> Class A<br>| 21900 | &nbsp;&nbsp; 31430 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liao Ning Oxiranchem, <br> Inc. (300082 CH), <br> Class A<br>| 11800 | &nbsp;&nbsp; 12214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liaoning Cheng Da <br> Co. Ltd., Class A<br>| 19200 | &nbsp;&nbsp; 31467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liaoning Port Co. Ltd., <br> Class H<br>| 236000 | &nbsp;&nbsp; 24624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lier Chemical Co. Ltd., <br> Class A<br>| 7700 | &nbsp;&nbsp; 13660 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lifetech Scientific <br> Corp.<br>| 678000 | &nbsp;&nbsp; 175633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lingbao Gold Group <br> Co. Ltd., Class H<br>| 142000 | &nbsp;&nbsp; 183267 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lingyi iTech <br> Guangdong Co., <br> Class A<br>| 54700 | &nbsp;&nbsp; $68016 |
| #Ω | Linklogis, Inc., Class B | 231000 | &nbsp;&nbsp; 64710 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; LK Technology <br> Holdings Ltd.<br>| 30999 | &nbsp;&nbsp; 12482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Loncin Motor Co. Ltd., <br> Class A<br>| 22800 | &nbsp;&nbsp; 38071 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Longfor Group <br> Holdings Ltd.<br>| 453000 | &nbsp;&nbsp; 563830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Longhua Technology <br> Group Luoyang Co. <br> Ltd., Class A<br>| 21000 | &nbsp;&nbsp; 25701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Longshine Technology <br> Group Co. Ltd., <br> Class A<br>| 20000 | &nbsp;&nbsp; 56424 |
|  | Lonking Holdings Ltd. | 456000 | &nbsp;&nbsp; 153900 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lotus Holdings Co. <br> Ltd.<br>| 38100 | &nbsp;&nbsp; 32583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luenmei Quantum Co. <br> Ltd., Class A<br>| 46100 | &nbsp;&nbsp; 38438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luoyang Xinqianglian <br> Slewing Bearing Co. <br> Ltd., Class A<br>| 4200 | &nbsp;&nbsp; 19308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lushang Freda <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 15200 | &nbsp;&nbsp; 17636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luxi Chemical Group <br> Co. Ltd., Class A<br>| 40200 | &nbsp;&nbsp; 64837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luxin Venture Capital <br> Group Co. Ltd., <br> Class A<br>| 11200 | &nbsp;&nbsp; 19382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luxshare Precision <br> Industry Co. Ltd., <br> Class A<br>| 52754 | &nbsp;&nbsp; 266961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luyang Energy-Saving <br> Materials Co. Ltd.<br>| 8200 | &nbsp;&nbsp; 12222 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Luye Pharma Group <br> Ltd.<br>| 561500 | &nbsp;&nbsp; 307233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luzhou Laojiao Co. <br> Ltd., Class A<br>| 11809 | &nbsp;&nbsp; 201489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maccura Biotechnology <br> Co. Ltd., Class A<br>| 19300 | &nbsp;&nbsp; 34319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mango Excellent Media <br> Co. Ltd., Class A<br>| 22105 | &nbsp;&nbsp; 67535 |
| #Ω | Maoyan Entertainment | 155400 | &nbsp;&nbsp; 154077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maxscend <br> Microelectronics Co. <br> Ltd., Class A<br>| 2400 | &nbsp;&nbsp; 24712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mayinglong <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 7100 | &nbsp;&nbsp; 28060 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Medlive Technology <br> Co. Ltd.<br>| 57000 | &nbsp;&nbsp; 116199 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meilleure Health <br> International Industry <br> Group Ltd.<br>| 594000 | &nbsp;&nbsp; $18752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meinian Onehealth <br> Healthcare Holdings <br> Co. Ltd., Class A<br>| 56700 | &nbsp;&nbsp; 40224 |
| Ω | Meitu, Inc. | 399000 | &nbsp;&nbsp; 610167 |
| \*Ω | Meituan, Class B | 472510 | &nbsp;&nbsp; 7289667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metallurgical Corp. of <br> China Ltd., Class H<br>| 768000 | &nbsp;&nbsp; 166263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; M-Grass Ecology & <br> Environment Group <br> Co. Ltd., Class A<br>| 48300 | &nbsp;&nbsp; 28380 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Microport Cardioflow <br> Medtech Corp.<br>| 94000 | &nbsp;&nbsp; 16685 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MicroPort <br> NeuroScientific <br> Corp.<br>| 34397 | &nbsp;&nbsp; 62815 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Microport Scientific <br> Corp.<br>| 30200 | &nbsp;&nbsp; 54588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micro-Tech Nanjing Co. <br> Ltd., Class A<br>| 5563 | &nbsp;&nbsp; 63904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Midea Group Co. Ltd., <br> Class A<br>| 31300 | &nbsp;&nbsp; 304747 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Midea Real Estate <br> Holding Ltd.<br>| 124600 | &nbsp;&nbsp; 68689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Milkyway Intelligent <br> Supply Chain <br> Service Group Co. <br> Ltd., Class A<br>| 2100 | &nbsp;&nbsp; 15614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ming Yang Smart <br> Energy Group Ltd., <br> Class A<br>| 16100 | &nbsp;&nbsp; 24802 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ming Yuan Cloud <br> Group Holdings Ltd.<br>| 238000 | &nbsp;&nbsp; 97346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MINISO Group Holding <br> Ltd.<br>| 183600 | &nbsp;&nbsp; 873949 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Minmetals <br> Development Co. <br> Ltd., Class A<br>| 10100 | &nbsp;&nbsp; 11174 |
| \* | Minmetals Land Ltd. | 296000 | &nbsp;&nbsp; 15403 |
|  | Minth Group Ltd. | 130000 | &nbsp;&nbsp; 429135 |
|  | MLS Co. Ltd., Class A | 25996 | &nbsp;&nbsp; 30475 |
| \* | MMG Ltd. | 1640799 | &nbsp;&nbsp; 797791 |
| \*Ω | Mobvista, Inc. | 314000 | &nbsp;&nbsp; 357418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Montage Technology <br> Co. Ltd., Class A<br>| 4975 | &nbsp;&nbsp; 58573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Moon Environment <br> Technology Co. Ltd., <br> Class A<br>| 23400 | &nbsp;&nbsp; 41393 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Morimatsu International <br> Holdings Co. Ltd.<br>| 89000 | &nbsp;&nbsp; 102849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motic Xiamen Electric <br> Group Co. Ltd., <br> Class A<br>| 5500 | &nbsp;&nbsp; 12397 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nanfang Zhongjin <br> Environment Co. <br> Ltd., Class A<br>| 50400 | &nbsp;&nbsp; $26667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanhua Futures Co. <br> Ltd., Class A<br>| 7600 | &nbsp;&nbsp; 24036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NanJi E-Commerce <br> Co. Ltd., Class A<br>| 47354 | &nbsp;&nbsp; 24366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Hanrui Cobalt <br> Co. Ltd., Class A<br>| 5100 | &nbsp;&nbsp; 25936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing King-Friend <br> Biochemical <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 18877 | &nbsp;&nbsp; 30985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 42600 | &nbsp;&nbsp; 30716 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Tanker Corp., <br> Class A<br>| 44500 | &nbsp;&nbsp; 17604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Xinjiekou <br> Department Store <br> Co. Ltd., Class A<br>| 13300 | &nbsp;&nbsp; 13781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nantong Jianghai <br> Capacitor Co. Ltd., <br> Class A<br>| 11400 | &nbsp;&nbsp; 37692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NARI Technology Co. <br> Ltd., Class A<br>| 77524 | &nbsp;&nbsp; 235669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NAURA Technology <br> Group Co. Ltd., <br> Class A<br>| 3240 | &nbsp;&nbsp; 150482 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NavInfo Co. Ltd., <br> Class A<br>| 20500 | &nbsp;&nbsp; 23871 |
| \* | Nayuki Holdings Ltd. | 128500 | &nbsp;&nbsp; 25034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NBTM New Materials <br> Group Co. Ltd., <br> Class A<br>| 10600 | &nbsp;&nbsp; 35168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NetDragon Websoft <br> Holdings Ltd.<br>| 110000 | &nbsp;&nbsp; 151927 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; NetEase Cloud Music, <br> Inc.<br>| 5850 | &nbsp;&nbsp; 189544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NetEase, Inc. (9999 <br> HK)<br>| 170600 | &nbsp;&nbsp; 4459866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NetEase, Inc. (NTES <br> US), ADR<br>| 27458 | &nbsp;&nbsp; 3577777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neusoft Corp., <br> Class A<br>| 18600 | &nbsp;&nbsp; 25345 |
|  | Neutech Group Ltd. | 49600 | &nbsp;&nbsp; 24344 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; New China Life <br> Insurance Co. Ltd., <br> Class H<br>| 316600 | &nbsp;&nbsp; 2025895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Hope Dairy Co. <br> Ltd., Class A<br>| 11300 | &nbsp;&nbsp; 25558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Trend <br> International <br> Logis-Tech Co. Ltd., <br> Class A<br>| 12700 | &nbsp;&nbsp; 21474 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neway Valve Suzhou <br> Co. Ltd., Class A<br>| 10700 | &nbsp;&nbsp; $42809 |
| \* | Newborn Town, Inc. | 182000 | &nbsp;&nbsp; 245568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Newland Digital <br> Technology Co. Ltd., <br> Class A<br>| 26800 | &nbsp;&nbsp; 110866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nexteer Automotive <br> Group Ltd.<br>| 256000 | &nbsp;&nbsp; 191039 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ninestar Corp., <br> Class A<br>| 9600 | &nbsp;&nbsp; 31344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Boway Alloy <br> Material Co. Ltd., <br> Class A<br>| 7900 | &nbsp;&nbsp; 19501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Haitian <br> Precision Machinery <br> Co. Ltd., Class A<br>| 8400 | &nbsp;&nbsp; 22404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Huaxiang <br> Electronic Co. Ltd., <br> Class A<br>| 8076 | &nbsp;&nbsp; 22425 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Jifeng Auto <br> Parts Co. Ltd., <br> Class A<br>| 12500 | &nbsp;&nbsp; 20141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Joyson <br> Electronic Corp., <br> Class A<br>| 23700 | &nbsp;&nbsp; 60111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Orient Wires & <br> Cables Co. Ltd., <br> Class A<br>| 8200 | &nbsp;&nbsp; 53941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Peacebird <br> Fashion Co. Ltd., <br> Class A<br>| 10200 | &nbsp;&nbsp; 20353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Ronbay New <br> Energy Technology <br> Co. Ltd., Class A<br>| 11540 | &nbsp;&nbsp; 35714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Sanxing <br> Medical Electric Co. <br> Ltd., Class A<br>| 15400 | &nbsp;&nbsp; 48066 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Shanshan Co. <br> Ltd., Class A<br>| 37500 | &nbsp;&nbsp; 52313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Sunrise Elc <br> Technology Co. Ltd., <br> Class A<br>| 7200 | &nbsp;&nbsp; 16774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Tuopu Group <br> Co. Ltd., Class A<br>| 7975 | &nbsp;&nbsp; 50715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Xusheng <br> Group Co. Ltd., <br> Class A<br>| 8624 | &nbsp;&nbsp; 15882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Yunsheng Co. <br> Ltd., Class A<br>| 10200 | &nbsp;&nbsp; 16808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Zhoushan Port <br> Co. Ltd., Class A<br>| 57100 | &nbsp;&nbsp; 28769 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Niu Technologies, <br> Sponsored ADR<br>| 14945 | &nbsp;&nbsp; 53802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NKY Medical Holdings <br> Ltd., Class A<br>| 14346 | &nbsp;&nbsp; 33057 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Noah Holdings Ltd., <br> Sponsored ADR<br>| 12479 | &nbsp;&nbsp; $151620 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Nongfu Spring Co. <br> Ltd., Class H<br>| 138800 | &nbsp;&nbsp; 801937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Norinco International <br> Cooperation Ltd., <br> Class A<br>| 41710 | &nbsp;&nbsp; 63714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North China <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 30700 | &nbsp;&nbsp; 29366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North Copper Co. Ltd., <br> Class A<br>| 59100 | &nbsp;&nbsp; 87038 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; North Electro-Optic Co. <br> Ltd., Class A<br>| 11100 | &nbsp;&nbsp; 32273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North Huajin Chemical <br> Industries Co. Ltd., <br> Class A<br>| 15990 | &nbsp;&nbsp; 11619 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; North Industries Group <br> Red Arrow Co. Ltd., <br> Class A<br>| 19400 | &nbsp;&nbsp; 58712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 30800 | &nbsp;&nbsp; 26702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast Securities <br> Co. Ltd., Class A<br>| 48600 | &nbsp;&nbsp; 55504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northking Information <br> Technology Co. Ltd., <br> Class A<br>| 16738 | &nbsp;&nbsp; 47908 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NSFOCUS <br> Technologies Group <br> Co. Ltd., Class A<br>| 23600 | &nbsp;&nbsp; 26056 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nuode New Materials <br> Co. Ltd., Class A<br>| 37200 | &nbsp;&nbsp; 32309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NYOCOR Co. Ltd., <br> Class A<br>| 26500 | &nbsp;&nbsp; 20267 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Offcn Education <br> Technology Co. Ltd., <br> Class A<br>| 63200 | &nbsp;&nbsp; 25954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Offshore Oil <br> Engineering Co. <br> Ltd., Class A<br>| 113459 | &nbsp;&nbsp; 86906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OmniVision Integrated <br> Circuits Group, Inc.<br>| 6287 | &nbsp;&nbsp; 105444 |
|  | Onewo, Inc., Class H | 88600 | &nbsp;&nbsp; 252951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oppein Home Group, <br> Inc., Class A<br>| 2900 | &nbsp;&nbsp; 20758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Opple Lighting Co. <br> Ltd., Class A<br>| 18600 | &nbsp;&nbsp; 47759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ORG Technology Co. <br> Ltd., Class A<br>| 78900 | &nbsp;&nbsp; 59030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient International <br> Enterprise Ltd., <br> Class A<br>| 25700 | &nbsp;&nbsp; 26439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient Overseas <br> International Ltd.<br>| 14000 | &nbsp;&nbsp; 251892 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Orient Securities Co. <br> Ltd., Class H<br>| 197600 | &nbsp;&nbsp; $189966 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Energy Co. <br> Ltd., Class A<br>| 35400 | &nbsp;&nbsp; 50481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Pearl Group <br> Co. Ltd., Class A<br>| 41900 | &nbsp;&nbsp; 44803 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ourpalm Co. Ltd., <br> Class A<br>| 42100 | &nbsp;&nbsp; 32188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ovctek China, Inc., <br> Class A<br>| 20760 | &nbsp;&nbsp; 51538 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Securities Co. <br> Ltd., Class A<br>| 44800 | &nbsp;&nbsp; 24959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Shuanglin <br> Bio-pharmacy Co. <br> Ltd., Class A<br>| 13390 | &nbsp;&nbsp; 33662 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pangang Group <br> Vanadium Titanium <br> & Resources Co. <br> Ltd., Class A<br>| 68600 | &nbsp;&nbsp; 25721 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PCI Technology Group <br> Co. Ltd., Class A<br>| 51800 | &nbsp;&nbsp; 41137 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PDD Holdings, Inc., <br> ADR<br>| 75080 | &nbsp;&nbsp; 8517826 |
| \*Ω | Peijia Medical Ltd. | 53000 | &nbsp;&nbsp; 58001 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Peking University <br> Resources Holdings <br> Co. Ltd.<br>| 148500 | &nbsp;&nbsp; 3057 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pengxin International <br> Mining Co. Ltd., <br> Class A<br>| 57000 | &nbsp;&nbsp; 34096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; People.cn Co. Ltd., <br> Class A<br>| 10300 | &nbsp;&nbsp; 29111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; People's Insurance Co. <br> Group of China Ltd. <br> , Class H<br>| 1426000 | &nbsp;&nbsp; 1095550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perfect World Co. Ltd., <br> Class A<br>| 17200 | &nbsp;&nbsp; 34718 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Pharmaron Beijing Co. <br> Ltd., Class H<br>| 15650 | &nbsp;&nbsp; 45103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PICC Property & <br> Casualty Co. Ltd., <br> Class H<br>| 1633000 | &nbsp;&nbsp; 3389425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ping An Bank Co. Ltd., <br> Class A<br>| 152600 | &nbsp;&nbsp; 259263 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Ping An Healthcare & <br> Technology Co. Ltd.<br>| 506394 | &nbsp;&nbsp; 794041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ping An Insurance <br> Group Co. of China <br> Ltd., Class H<br>| 823500 | &nbsp;&nbsp; 5653625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PNC Process Systems <br> Co. Ltd., Class A<br>| 4900 | &nbsp;&nbsp; 16932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; POCO Holding Co. <br> Ltd., Class A<br>| 3920 | &nbsp;&nbsp; 32397 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Polaris Bay Group Co. <br> Ltd., Class A<br>| 39000 | &nbsp;&nbsp; 39468 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Poly Developments & <br> Holdings Group Co. <br> Ltd., Class A<br>| 72600 | &nbsp;&nbsp; $80425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Poly Property Group <br> Co. Ltd.<br>| 702362 | &nbsp;&nbsp; 138466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Poly Property Services <br> Co. Ltd., Class H<br>| 38200 | &nbsp;&nbsp; 169549 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Pop Mart International <br> Group Ltd.<br>| 129000 | &nbsp;&nbsp; 4024009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Porton Pharma <br> Solutions Ltd., <br> Class A<br>| 9400 | &nbsp;&nbsp; 30893 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Postal Savings Bank of <br> China Co. Ltd., <br> Class H<br>| 1051000 | &nbsp;&nbsp; 742437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pou Sheng <br> International <br> Holdings Ltd.<br>| 548000 | &nbsp;&nbsp; 34821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Construction <br> Corp. of China Ltd., <br> Class A<br>| 79899 | &nbsp;&nbsp; 75745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Powerwin Tech Group <br> Ltd.<br>| 32000 | &nbsp;&nbsp; 11310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PW Medtech Group <br> Ltd.<br>| 171000 | &nbsp;&nbsp; 30832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pylon Technologies <br> Co. Ltd., Class A<br>| 3442 | &nbsp;&nbsp; 20454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Q Technology Group <br> Co. Ltd.<br>| 109000 | &nbsp;&nbsp; 164295 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Qi An Xin Technology <br> Group, Inc., Class A<br>| 6828 | &nbsp;&nbsp; 34092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qianhe Condiment & <br> Food Co. Ltd., <br> Class A<br>| 25204 | &nbsp;&nbsp; 41545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qifu Technology, Inc., <br> ADR<br>| 58118 | &nbsp;&nbsp; 1995191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao East Steel <br> Tower Stock Co. <br> Ltd., Class A<br>| 34800 | &nbsp;&nbsp; 47337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Eastsoft <br> Communication <br> Technology Co. Ltd., <br> Class A<br>| 10300 | &nbsp;&nbsp; 24397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Gaoce <br> Technology Co. Ltd., <br> Class A<br>| 26724 | &nbsp;&nbsp; 38769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Gon <br> Technology Co. Ltd., <br> Class A<br>| 8200 | &nbsp;&nbsp; 40992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Haier <br> Biomedical Co. Ltd., <br> Class A<br>| 6061 | &nbsp;&nbsp; 27807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Hanhe Cable <br> Co. Ltd., Class A<br>| 63200 | &nbsp;&nbsp; 30433 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Huicheng <br> Environmental <br> Technology Group <br> Co. Ltd., Class A<br>| 700 | &nbsp;&nbsp; $16582 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Port <br> International Co. <br> Ltd., Class H<br>| 38000 | &nbsp;&nbsp; 31592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Rural <br> Commercial Bank <br> Corp., Class A<br>| 91100 | &nbsp;&nbsp; 44280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Sentury Tire <br> Co. Ltd., Class A<br>| 5460 | &nbsp;&nbsp; 14514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao TGOOD <br> Electric Co. Ltd., <br> Class A<br>| 13000 | &nbsp;&nbsp; 40683 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Qinghai Salt Lake <br> Industry Co. Ltd., <br> Class A<br>| 40600 | &nbsp;&nbsp; 101630 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; QuantumCTek Co. <br> Ltd., Class A<br>| 196 | &nbsp;&nbsp; 7440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Queclink Wireless <br> Solutions Co. Ltd., <br> Class A<br>| 9500 | &nbsp;&nbsp; 16805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quectel Wireless <br> Solutions Co. Ltd., <br> Class A<br>| 2279 | &nbsp;&nbsp; 25690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Radiance Holdings <br> Group Co. Ltd.<br>| 166000 | &nbsp;&nbsp; 59190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rainbow Digital <br> Commercial Co. <br> Ltd., Class A<br>| 13600 | &nbsp;&nbsp; 10681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raytron Technology <br> Co. Ltd., Class A<br>| 3725 | &nbsp;&nbsp; 33797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Realcan <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 25300 | &nbsp;&nbsp; 11014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Renhe Pharmacy Co. <br> Ltd., Class A<br>| 50100 | &nbsp;&nbsp; 40909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richinfo Technology <br> Co. Ltd., Class A<br>| 6100 | &nbsp;&nbsp; 24080 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Risen Energy Co. Ltd., <br> Class A<br>| 30000 | &nbsp;&nbsp; 42189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riyue Heavy Industry <br> Co. Ltd., Class A<br>| 14300 | &nbsp;&nbsp; 24035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rizhao Port Co. Ltd., <br> Class A<br>| 48300 | &nbsp;&nbsp; 21468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockchip Electronics <br> Co. Ltd., Class A<br>| 2100 | &nbsp;&nbsp; 47093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rongsheng <br> Petrochemical Co. <br> Ltd., Class A<br>| 33100 | &nbsp;&nbsp; 41991 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Roshow Technology <br> Co. Ltd., Class A<br>| 26494 | &nbsp;&nbsp; 27502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Runjian Co. Ltd., <br> Class A<br>| 4700 | &nbsp;&nbsp; 28526 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sai Micro Electronics, <br> Inc., Class A<br>| 10400 | &nbsp;&nbsp; $26860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SAIC Motor Corp. Ltd., <br> Class A<br>| 46200 | &nbsp;&nbsp; 110047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanan Optoelectronics <br> Co. Ltd., Class A<br>| 14800 | &nbsp;&nbsp; 25662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sangfor Technologies, <br> Inc., Class A<br>| 1600 | &nbsp;&nbsp; 23907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanquan Food Co. <br> Ltd., Class A<br>| 18800 | &nbsp;&nbsp; 28835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sansure Biotech, Inc., <br> Class A<br>| 5033 | &nbsp;&nbsp; 15374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sany Heavy <br> Equipment <br> International <br> Holdings Co. Ltd.<br>| 337000 | &nbsp;&nbsp; 316070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sany Heavy Industry <br> Co. Ltd., Class A<br>| 42650 | &nbsp;&nbsp; 118060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Satellite Chemical Co. <br> Ltd., Class A<br>| 19803 | &nbsp;&nbsp; 53528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SDIC Capital Co. Ltd., <br> Class A<br>| 21700 | &nbsp;&nbsp; 22759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sealand Securities Co. <br> Ltd., Class A<br>| 57400 | &nbsp;&nbsp; 33443 |
| \* | Seazen Group Ltd. | 538285 | &nbsp;&nbsp; 171587 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seazen Holdings Co. <br> Ltd., Class A<br>| 17126 | &nbsp;&nbsp; 34682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seres Group Co. Ltd., <br> Class A<br>| 4000 | &nbsp;&nbsp; 70311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SF Holding Co. Ltd., <br> Class A<br>| 38524 | &nbsp;&nbsp; 245918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SG Micro Corp., <br> Class A<br>| 3458 | &nbsp;&nbsp; 34164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shaanxi Construction <br> Engineering Group <br> Corp. Ltd., Class A<br>| 106600 | &nbsp;&nbsp; 57577 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shaanxi Heimao <br> Coking Co. Ltd., <br> Class A<br>| 45000 | &nbsp;&nbsp; 22534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ShaanXi Provincial <br> Natural Gas Co. <br> Ltd., Class A<br>| 21800 | &nbsp;&nbsp; 23626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Bohui Paper <br> Industrial Co. Ltd., <br> Class A<br>| 37730 | &nbsp;&nbsp; 25569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Buchang <br> Pharmaceuticals Co. <br> Ltd., Class A<br>| 23600 | &nbsp;&nbsp; 59642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Denghai <br> Seeds Co. Ltd., <br> Class A<br>| 10100 | &nbsp;&nbsp; 13994 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Gold Mining <br> Co. Ltd., Class H<br>| 247750 | &nbsp;&nbsp; 766145 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Haihua Co. <br> Ltd., Class A<br>| 17900 | &nbsp;&nbsp; 14750 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Head Group <br> Co. Ltd., Class A<br>| 11200 | &nbsp;&nbsp; $20502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Himile <br> Mechanical Science <br> & Technology Co. <br> Ltd., Class A<br>| 6300 | &nbsp;&nbsp; 48967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Hi-speed <br> Co. Ltd., Class A<br>| 8000 | &nbsp;&nbsp; 11203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Hi-Speed <br> Road & Bridge <br> Group Co. Ltd., <br> Class A<br>| 24900 | &nbsp;&nbsp; 20224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Huatai <br> Paper Industry <br> Shareholding Co. <br> Ltd., Class A<br>| 16500 | &nbsp;&nbsp; 8018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Humon <br> Smelting Co. Ltd., <br> Class A<br>| 32600 | &nbsp;&nbsp; 52551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Jinjing <br> Science & <br> Technology Co. Ltd., <br> Class A<br>| 26700 | &nbsp;&nbsp; 18817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Lukang <br> Pharma, Class A<br>| 22800 | &nbsp;&nbsp; 33231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong <br> Pharmaceutical <br> Glass Co. Ltd., <br> Class A<br>| 11600 | &nbsp;&nbsp; 36599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Publishing & <br> Media Co. Ltd., <br> Class A<br>| 26800 | &nbsp;&nbsp; 33525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Sun Paper <br> Industry JSC Ltd., <br> Class A<br>| 24500 | &nbsp;&nbsp; 47376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Weifang <br> Rainbow Chemical <br> Co. Ltd., Class A<br>| 9700 | &nbsp;&nbsp; 85375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Weigao <br> Group Medical <br> Polymer Co. Ltd., <br> Class H<br>| 696000 | &nbsp;&nbsp; 612069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong WIT Dyne <br> Health Co. Ltd., <br> Class A<br>| 4700 | &nbsp;&nbsp; 21571 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Aerospace <br> Automobile <br> Electromechanical <br> Co. Ltd., Class A<br>| 31600 | &nbsp;&nbsp; 31594 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Aiko Solar <br> Energy Co. Ltd., <br> Class A<br>| 11900 | &nbsp;&nbsp; 23104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai AtHub Co. <br> Ltd., Class A<br>| 17193 | &nbsp;&nbsp; 62942 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Bailian <br> Group Co. Ltd., <br> Class A<br>| 31200 | &nbsp;&nbsp; $42602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Bairun <br> Investment Holding <br> Group Co. Ltd., <br> Class A<br>| 10504 | &nbsp;&nbsp; 35094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Baolong <br> Automotive Corp., <br> Class A<br>| 3300 | &nbsp;&nbsp; 17705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Baosight <br> Software Co. Ltd., <br> Class A<br>| 19494 | &nbsp;&nbsp; 66857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Baosteel <br> Packaging Co. Ltd., <br> Class A<br>| 28200 | &nbsp;&nbsp; 19505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Belling Co. <br> Ltd., Class A<br>| 4900 | &nbsp;&nbsp; 23182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai BOCHU <br> Electronic <br> Technology Corp. <br> Ltd., Class A<br>| 280 | &nbsp;&nbsp; 5098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Construction <br> Group Co. Ltd., <br> Class A<br>| 141200 | &nbsp;&nbsp; 47451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Daimay <br> Automotive Interior <br> Co. Ltd., Class A<br>| 21450 | &nbsp;&nbsp; 16772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Dazhong <br> Public Utilities Group <br> Co. Ltd., Class H<br>| 73000 | &nbsp;&nbsp; 21972 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Electric <br> Group Co. Ltd., <br> Class H<br>| 534000 | &nbsp;&nbsp; 217810 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Feilo <br> Acoustics Co. Ltd., <br> Class A<br>| 10800 | &nbsp;&nbsp; 8543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Fosun <br> Pharmaceutical <br> Group Co. Ltd., <br> Class H<br>| 50000 | &nbsp;&nbsp; 122021 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Fudan <br> Microelectronics <br> Group Co. Ltd., <br> Class H<br>| 63000 | &nbsp;&nbsp; 252262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Fullhan <br> Microelectronics Co. <br> Ltd., Class A<br>| 4000 | &nbsp;&nbsp; 26327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Ganglian <br> E-Commerce <br> Holdings Co. Ltd., <br> Class A<br>| 2884 | &nbsp;&nbsp; 10626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Gentech Co. <br> Ltd., Class A<br>| 4383 | &nbsp;&nbsp; 21865 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Hanbell <br> Precise Machinery <br> Co. Ltd., Class A<br>| 15900 | &nbsp;&nbsp; $37648 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Haohai <br> Biological <br> Technology Co. Ltd., <br> Class H<br>| 8820 | &nbsp;&nbsp; 31554 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Henlius <br> Biotech, Inc., <br> Class H<br>| 11100 | &nbsp;&nbsp; 98831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Huace <br> Navigation <br> Technology Ltd., <br> Class A<br>| 7420 | &nbsp;&nbsp; 36306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Huayi Group <br> Co. Ltd., Class A<br>| 49600 | &nbsp;&nbsp; 57182 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Industrial <br> Urban Development <br> Group Ltd.<br>| 504600 | &nbsp;&nbsp; 21792 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai INT Medical <br> Instruments Co. Ltd.<br>| 6400 | &nbsp;&nbsp; 22882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai International <br> Airport Co. Ltd., <br> Class A<br>| 4600 | &nbsp;&nbsp; 20550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Jahwa <br> United Co. Ltd., <br> Class A<br>| 9800 | &nbsp;&nbsp; 29949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Jinjiang <br> International Hotels <br> Co. Ltd., Class A<br>| 5600 | &nbsp;&nbsp; 17551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Jinqiao <br> Export Processing <br> Zone Development <br> Co. Ltd., Class A<br>| 24600 | &nbsp;&nbsp; 36836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Kaibao <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 30000 | &nbsp;&nbsp; 28289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Liangxin <br> Electrical Co. Ltd., <br> Class A<br>| 18000 | &nbsp;&nbsp; 24090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Lingang <br> Holdings Corp. Ltd., <br> Class A<br>| 21840 | &nbsp;&nbsp; 28020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai M&G <br> Stationery, Inc., <br> Class A<br>| 7100 | &nbsp;&nbsp; 30360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Mechanical <br> & Electrical Industry <br> Co. Ltd., Class A<br>| 14100 | &nbsp;&nbsp; 49645 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Medicilon, <br> Inc., Class A<br>| 2965 | &nbsp;&nbsp; 26022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai MicroPort <br> Endovascular <br> MedTech Group Co. <br> Ltd., Class A<br>| 1174 | &nbsp;&nbsp; 17951 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Moons' <br> Electric Co. Ltd., <br> Class A<br>| 1300 | &nbsp;&nbsp; $10613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai <br> Pharmaceuticals <br> Holding Co. Ltd., <br> Class H<br>| 230100 | &nbsp;&nbsp; 366978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Pret <br> Composites Co. Ltd., <br> Class A<br>| 17300 | &nbsp;&nbsp; 28790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Pudong <br> Construction Co. <br> Ltd., Class A<br>| 22700 | &nbsp;&nbsp; 21562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Pudong <br> Development Bank <br> Co. Ltd., Class A<br>| 254500 | &nbsp;&nbsp; 452607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Putailai New <br> Energy Technology <br> Co. Ltd., Class A<br>| 24776 | &nbsp;&nbsp; 60219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai QiFan Cable <br> Co. Ltd., Class A<br>| 9000 | &nbsp;&nbsp; 19371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai RAAS Blood <br> Products Co. Ltd., <br> Class A<br>| 48200 | &nbsp;&nbsp; 46157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Runda <br> Medical Technology <br> Co. Ltd., Class A<br>| 17200 | &nbsp;&nbsp; 43836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 60700 | &nbsp;&nbsp; 76666 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Shibei <br> Hi-Tech Co. Ltd., <br> Class A<br>| 39100 | &nbsp;&nbsp; 30763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Shyndec <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 28500 | &nbsp;&nbsp; 45356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Sinyang <br> Semiconductor <br> Materials Co. Ltd., <br> Class A<br>| 7600 | &nbsp;&nbsp; 43937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Stonehill <br> Technology Co. Ltd., <br> Class A<br>| 27200 | &nbsp;&nbsp; 21677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Tongji <br> Science & <br> Technology Industrial <br> Co. Ltd., Class A<br>| 17300 | &nbsp;&nbsp; 24966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Tunnel <br> Engineering Co. <br> Ltd., Class A<br>| 46400 | &nbsp;&nbsp; 42616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Waigaoqiao <br> Free Trade Zone <br> Group Co. Ltd., <br> Class A<br>| 29509 | &nbsp;&nbsp; 45737 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Wanye <br> Enterprises Co. Ltd., <br> Class A<br>| 18100 | &nbsp;&nbsp; $36689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Yaoji <br> Technology Co. Ltd., <br> Class A<br>| 14300 | &nbsp;&nbsp; 52130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Yuyuan <br> Tourist Mart Group <br> Co. Ltd., Class A<br>| 36300 | &nbsp;&nbsp; 29030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Zhangjiang <br> High-Tech Park <br> Development Co. <br> Ltd., Class A<br>| 4300 | &nbsp;&nbsp; 19213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Zhenhua <br> Heavy Industries Co. <br> Ltd., Class A<br>| 39500 | &nbsp;&nbsp; 25030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Zhonggu <br> Logistics Co. Ltd., <br> Class A<br>| 18600 | &nbsp;&nbsp; 25530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Zijiang <br> Enterprise Group <br> Co. Ltd., Class A<br>| 33900 | &nbsp;&nbsp; 29573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanjin International <br> Gold Co. Ltd., <br> Class A<br>| 29800 | &nbsp;&nbsp; 74560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shannon <br> Semiconductor <br> Technology Co. Ltd., <br> Class A<br>| 10200 | &nbsp;&nbsp; 47586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shantui Construction <br> Machinery Co. Ltd., <br> Class A<br>| 34500 | &nbsp;&nbsp; 47717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Guoxin Energy <br> Corp. Ltd., Class A<br>| 52500 | &nbsp;&nbsp; 20141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Hi-speed Group <br> Co. Ltd., Class A<br>| 36800 | &nbsp;&nbsp; 25143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Securities Co. <br> Ltd., Class A<br>| 18830 | &nbsp;&nbsp; 16072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Xinghuacun <br> Fen Wine Factory <br> Co. Ltd., Class A<br>| 9440 | &nbsp;&nbsp; 234588 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Zhendong <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 31000 | &nbsp;&nbsp; 37030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sharetronic Data <br> Technology Co. Ltd., <br> Class A<br>| 3920 | &nbsp;&nbsp; 41800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shede Spirits Co. Ltd., <br> Class A<br>| 5100 | &nbsp;&nbsp; 36679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shengda Resources <br> Co. Ltd., Class A<br>| 21100 | &nbsp;&nbsp; 44657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenghe Resources <br> Holding Co. Ltd., <br> Class A<br>| 14800 | &nbsp;&nbsp; 44676 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shengjing Bank Co. <br> Ltd., Class H<br>| 59000 | &nbsp;&nbsp; 8958 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shengyi Technology <br> Co. Ltd., Class A<br>| 12700 | &nbsp;&nbsp; $75324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenma Industry Co. <br> Ltd., Class A<br>| 17300 | &nbsp;&nbsp; 21298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shennan Circuits Co. <br> Ltd., Class A<br>| 3770 | &nbsp;&nbsp; 74133 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shenwan Hongyuan <br> Group Co. Ltd., <br> Class H<br>| 515200 | &nbsp;&nbsp; 215170 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenyang Jinbei <br> Automotive Co. Ltd., <br> Class A<br>| 32300 | &nbsp;&nbsp; 22413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenyang Xingqi <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 2436 | &nbsp;&nbsp; 21780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Agricultural <br> Power Group Co. <br> Ltd., Class A<br>| 23800 | &nbsp;&nbsp; 21477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Airport Co. <br> Ltd., Class A<br>| 45500 | &nbsp;&nbsp; 44565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Aisidi Co. <br> Ltd., Class A<br>| 32000 | &nbsp;&nbsp; 55652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Batian <br> Ecotypic Engineering <br> Co. Ltd., Class A<br>| 14600 | &nbsp;&nbsp; 20495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen BSC <br> Technology Co. Ltd., <br> Class A<br>| 5600 | &nbsp;&nbsp; 25794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Capchem <br> Technology Co. Ltd., <br> Class A<br>| 9680 | &nbsp;&nbsp; 45253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Cereals <br> Holdings Co. Ltd., <br> Class A<br>| 18500 | &nbsp;&nbsp; 17487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Changhong <br> Technology Co. Ltd., <br> Class A<br>| 10700 | &nbsp;&nbsp; 20247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Click <br> Technology Co. Ltd., <br> Class A<br>| 9300 | &nbsp;&nbsp; 17645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Comix <br> Group Co. Ltd., <br> Class A<br>| 13700 | &nbsp;&nbsp; 13221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Das <br> Intellitech Co. Ltd., <br> Class A<br>| 35800 | &nbsp;&nbsp; 16492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Desay <br> Battery Technology <br> Co., Class A<br>| 6754 | &nbsp;&nbsp; 21318 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Dynanonic <br> Co. Ltd., Class A<br>| 7752 | &nbsp;&nbsp; 35457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Envicool <br> Technology Co. Ltd., <br> Class A<br>| 8112 | &nbsp;&nbsp; 45192 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Everwin <br> Precision <br> Technology Co. Ltd., <br> Class A<br>| 21680 | &nbsp;&nbsp; $68107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Expressway <br> Corp. Ltd., Class H<br>| 158000 | &nbsp;&nbsp; 135961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Fastprint <br> Circuit Tech Co. Ltd., <br> Class A<br>| 13900 | &nbsp;&nbsp; 36538 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Fenda <br> Technology Co. Ltd., <br> Class A<br>| 17300 | &nbsp;&nbsp; 15742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Fortune <br> Trend Technology <br> Co. Ltd., Class A<br>| 919 | &nbsp;&nbsp; 15552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen FRD <br> Science & <br> Technology Co. Ltd., <br> Class A<br>| 11300 | &nbsp;&nbsp; 36839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Fuanna <br> Bedding & <br> Furnishing Co. Ltd., <br> Class A<br>| 27100 | &nbsp;&nbsp; 27174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Gas Corp. <br> Ltd., Class A<br>| 37900 | &nbsp;&nbsp; 33930 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Gongjin <br> Electronics Co. Ltd., <br> Class A<br>| 11100 | &nbsp;&nbsp; 17069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Goodix <br> Technology Co. Ltd., <br> Class A<br>| 2000 | &nbsp;&nbsp; 20528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen H&T <br> Intelligent Control <br> Co. Ltd., Class A<br>| 15200 | &nbsp;&nbsp; 51396 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Hepalink <br> Pharmaceutical <br> Group Co. Ltd., <br> Class H<br>| 41500 | &nbsp;&nbsp; 33891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Honor <br> Electronic Co. Ltd., <br> Class A<br>| 1500 | &nbsp;&nbsp; 27494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Huaqiang <br> Industry Co. Ltd., <br> Class A<br>| 6100 | &nbsp;&nbsp; 21868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Inovance <br> Technology Co. Ltd., <br> Class A<br>| 12050 | &nbsp;&nbsp; 105680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen International <br> Holdings Ltd.<br>| 462250 | &nbsp;&nbsp; 462226 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Investment <br> Ltd.<br>| 825174 | &nbsp;&nbsp; 94336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Invt Electric <br> Co. Ltd., Class A<br>| 14100 | &nbsp;&nbsp; 15934 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Jieshun <br> Science & <br> Technology Industry <br> Co. Ltd., Class A<br>| 9900 | &nbsp;&nbsp; $15133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Jufei <br> Optoelectronics Co. <br> Ltd., Class A<br>| 33600 | &nbsp;&nbsp; 29074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kaifa <br> Technology Co. Ltd., <br> Class A<br>| 21100 | &nbsp;&nbsp; 54266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kangtai <br> Biological Products <br> Co. Ltd., Class A<br>| 8669 | &nbsp;&nbsp; 20926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kedali <br> Industry Co. Ltd., <br> Class A<br>| 5000 | &nbsp;&nbsp; 75808 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kingdom <br> Sci-Tech Co. Ltd., <br> Class A<br>| 13300 | &nbsp;&nbsp; 35136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kinwong <br> Electronic Co. Ltd., <br> Class A<br>| 9600 | &nbsp;&nbsp; 88300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kstar <br> Science & <br> Technology Co. Ltd., <br> Class A<br>| 6100 | &nbsp;&nbsp; 19587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Laibao <br> Hi-tech Co. Ltd., <br> Class A<br>| 20100 | &nbsp;&nbsp; 29006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Leaguer Co. <br> Ltd., Class A<br>| 35800 | &nbsp;&nbsp; 40346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Lifotronic <br> Technology Co. Ltd., <br> Class A<br>| 8011 | &nbsp;&nbsp; 15123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Megmeet <br> Electrical Co. Ltd., <br> Class A<br>| 5200 | &nbsp;&nbsp; 42760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Microgate <br> Technology Co. Ltd., <br> Class A<br>| 14300 | &nbsp;&nbsp; 22656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Mindray <br> Bio-Medical <br> Electronics Co. Ltd., <br> Class A<br>| 11200 | &nbsp;&nbsp; 359258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen MTC Co. <br> Ltd., Class A<br>| 40800 | &nbsp;&nbsp; 25458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen New <br> Industries <br> Biomedical <br> Engineering Co. <br> Ltd., Class A<br>| 9400 | &nbsp;&nbsp; 72464 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen New <br> Nanshan Holding <br> Group Co. Ltd., <br> Class A<br>| 60900 | &nbsp;&nbsp; 23849 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Noposin <br> Crop Science Co. <br> Ltd., Class A<br>| 18400 | &nbsp;&nbsp; $28878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Overseas <br> Chinese Town Co. <br> Ltd., Class A<br>| 61900 | &nbsp;&nbsp; 19659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Qingyi <br> Photomask Ltd., <br> Class A<br>| 4798 | &nbsp;&nbsp; 19495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Salubris <br> Pharmaceuticals Co. <br> Ltd., Class A<br>| 4000 | &nbsp;&nbsp; 27725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen SC New <br> Energy Technology <br> Corp., Class A<br>| 5245 | &nbsp;&nbsp; 40114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen SED <br> Industry Co. Ltd., <br> Class A<br>| 8900 | &nbsp;&nbsp; 27827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen SEG Co. <br> Ltd., Class A<br>| 18200 | &nbsp;&nbsp; 20506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Senior <br> Technology Material <br> Co. Ltd., Class A<br>| 16993 | &nbsp;&nbsp; 27388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Sinexcel <br> Electric Co. Ltd., <br> Class A<br>| 2800 | &nbsp;&nbsp; 12452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Sunlord <br> Electronics Co. Ltd., <br> Class A<br>| 10900 | &nbsp;&nbsp; 43822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Sunnypol <br> Optoelectronics Co. <br> Ltd., Class A<br>| 3800 | &nbsp;&nbsp; 14153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Sunway <br> Communication Co. <br> Ltd., Class A<br>| 13100 | &nbsp;&nbsp; 43279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Tagen <br> Group Co. Ltd., <br> Class A<br>| 33700 | &nbsp;&nbsp; 16601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Topband <br> Co. Ltd., Class A<br>| 25000 | &nbsp;&nbsp; 48004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Topway <br> Video <br> Communication Co. <br> Ltd., Class A<br>| 17300 | &nbsp;&nbsp; 21022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Transsion <br> Holdings Co. Ltd., <br> Class A<br>| 13384 | &nbsp;&nbsp; 141391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Weiguang <br> Biological Products <br> Co. Ltd., Class A<br>| 5200 | &nbsp;&nbsp; 21223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Woer <br> Heat-Shrinkable <br> Material Co. Ltd., <br> Class A<br>| 14100 | &nbsp;&nbsp; 45508 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Yan Tian <br> Port Holding Co. <br> Ltd., Class A<br>| 25000 | &nbsp;&nbsp; $15751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Yinghe <br> Technology Co. Ltd., <br> Class A<br>| 18600 | &nbsp;&nbsp; 53128 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Yitoa <br> Intelligent Control <br> Co. Ltd., Class A<br>| 17400 | &nbsp;&nbsp; 20111 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Ysstech <br> Info-tech Co. Ltd., <br> Class A<br>| 6800 | &nbsp;&nbsp; 22903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen YUTO <br> Packaging <br> Technology Co. Ltd., <br> Class A<br>| 21000 | &nbsp;&nbsp; 68997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Zhongjin <br> Lingnan Nonfemet <br> Co. Ltd., Class A<br>| 79100 | &nbsp;&nbsp; 51829 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shijiazhuang <br> Changshan BeiMing <br> Technology Co. Ltd., <br> Class A<br>| 11100 | &nbsp;&nbsp; 35742 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shijiazhuang Yiling <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 8357 | &nbsp;&nbsp; 18806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinva Medical <br> Instrument Co. Ltd., <br> Class A<br>| 11960 | &nbsp;&nbsp; 27587 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shiyue Daotian Group <br> Co. Ltd.<br>| 30000 | &nbsp;&nbsp; 30787 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Shouhang High-Tech <br> Energy Co. Ltd., <br> Class A<br>| 53900 | &nbsp;&nbsp; 525 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shuangliang <br> Eco-Energy Systems <br> Co. Ltd., Class A<br>| 39000 | &nbsp;&nbsp; 30255 |
|  | Shui On Land Ltd. | 940500 | &nbsp;&nbsp; 91888 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Siasun Robot & <br> Automation Co. Ltd., <br> Class A<br>| 4900 | &nbsp;&nbsp; 11480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Chuantou <br> Energy Co. Ltd., <br> Class A<br>| 47100 | &nbsp;&nbsp; 102066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Development <br> Lomon Co. Ltd., <br> Class A<br>| 39300 | &nbsp;&nbsp; 61255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan EM <br> Technology Co. Ltd., <br> Class A<br>| 19100 | &nbsp;&nbsp; 46408 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Expressway <br> Co. Ltd., Class H<br>| 234000 | &nbsp;&nbsp; 140592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Haite <br> High-tech Co. Ltd., <br> Class A<br>| 14200 | &nbsp;&nbsp; 21672 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Hebang <br> Biotechnology Co. <br> Ltd., Class A<br>| 126600 | &nbsp;&nbsp; $32876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Injet Electric <br> Co. Ltd., Class A<br>| 1800 | &nbsp;&nbsp; 12137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Jiuyuan Yinhai <br> Software Co. Ltd., <br> Class A<br>| 8320 | &nbsp;&nbsp; 21910 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Lutianhua Co. <br> Ltd., Class A<br>| 38500 | &nbsp;&nbsp; 24093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan New Energy <br> Power Co. Ltd., <br> Class A<br>| 30700 | &nbsp;&nbsp; 42735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Road & <br> Bridge Group Co. <br> Ltd., Class A<br>| 57880 | &nbsp;&nbsp; 66802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Swellfun Co. <br> Ltd., Class A<br>| 5600 | &nbsp;&nbsp; 32173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Teway Food <br> Group Co. Ltd., <br> Class A<br>| 14300 | &nbsp;&nbsp; 22430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Yahua <br> Industrial Group Co. <br> Ltd., Class A<br>| 24500 | &nbsp;&nbsp; 47336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sieyuan Electric Co. <br> Ltd., Class A<br>| 8600 | &nbsp;&nbsp; 93119 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SIM Technology Group <br> Ltd.<br>| 262000 | &nbsp;&nbsp; 9779 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Simcere <br> Pharmaceutical <br> Group Ltd.<br>| 81000 | &nbsp;&nbsp; 135826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sineng Electric Co. <br> Ltd., Class A<br>| 7980 | &nbsp;&nbsp; 25234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sino <br> Biopharmaceutical <br> Ltd.<br>| 2319000 | &nbsp;&nbsp; 2220909 |
|  | Sinocare, Inc., Class A | 9700 | &nbsp;&nbsp; 28186 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sinochem International <br> Corp., Class A<br>| 21000 | &nbsp;&nbsp; 11838 |
|  | Sinofert Holdings Ltd. | 464000 | &nbsp;&nbsp; 83796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinolink Securities Co. <br> Ltd., Class A<br>| 30800 | &nbsp;&nbsp; 39688 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sinolink Worldwide <br> Holdings Ltd.<br>| 30240 | &nbsp;&nbsp; 38610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinoma International <br> Engineering Co., <br> Class A<br>| 67300 | &nbsp;&nbsp; 84834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinoma Science & <br> Technology Co. Ltd., <br> Class A<br>| 13400 | &nbsp;&nbsp; 52411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinomach Automobile <br> Co. Ltd., Class A<br>| 45500 | &nbsp;&nbsp; 40194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinomach Precision <br> Industry Group Co. <br> Ltd., Class A<br>| 16800 | &nbsp;&nbsp; 45137 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinomine Resource <br> Group Co. Ltd., <br> Class A<br>| 7952 | &nbsp;&nbsp; $39907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Engineering <br> Group Co. Ltd., <br> Class H<br>| 534500 | &nbsp;&nbsp; 415019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Kantons <br> Holdings Ltd.<br>| 336000 | &nbsp;&nbsp; 193052 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Oilfield <br> Equipment Corp., <br> Class A<br>| 25900 | &nbsp;&nbsp; 24799 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Oilfield <br> Service Corp., <br> Class H<br>| 906000 | &nbsp;&nbsp; 91303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Shanghai <br> Petrochemical Co. <br> Ltd., Class H<br>| 402000 | &nbsp;&nbsp; 71076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopep-Allsino Bio <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 3246 | &nbsp;&nbsp; 22146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopharm Group Co. <br> Ltd., Class H<br>| 632800 | &nbsp;&nbsp; 1521015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sino-Platinum Metals <br> Co. Ltd., Class A<br>| 10478 | &nbsp;&nbsp; 21970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinoseal Holding Co. <br> Ltd., Class A<br>| 3600 | &nbsp;&nbsp; 18590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinosoft Co. Ltd., <br> Class A<br>| 19880 | &nbsp;&nbsp; 54850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinosteel Engineering <br> & Technology Co. <br> Ltd., Class A<br>| 43400 | &nbsp;&nbsp; 38082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinosteel New <br> Materials Co. Ltd., <br> Class A<br>| 20800 | &nbsp;&nbsp; 28147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinotrans Ltd., <br> Class H<br>| 819000 | &nbsp;&nbsp; 454186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinotruk Hong Kong <br> Ltd.<br>| 206000 | &nbsp;&nbsp; 627796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinotruk Jinan Truck <br> Co. Ltd., Class A<br>| 18000 | &nbsp;&nbsp; 45712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skshu Paint Co. Ltd., <br> Class A<br>| 7078 | &nbsp;&nbsp; 37650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skyworth Digital Co. <br> Ltd., Class A<br>| 29900 | &nbsp;&nbsp; 47351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Songcheng <br> Performance <br> Development Co. <br> Ltd., Class A<br>| 14900 | &nbsp;&nbsp; 17670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sonoscape Medical <br> Corp., Class A<br>| 8300 | &nbsp;&nbsp; 36883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SooChow Securities <br> Co. Ltd., Class A<br>| 35340 | &nbsp;&nbsp; 46864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Publishing & <br> Media Co. Ltd., <br> Class A<br>| 11900 | &nbsp;&nbsp; 23558 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southwest Securities <br> Co. Ltd., Class A<br>| 58800 | &nbsp;&nbsp; $37012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Agricultural <br> Group Co. Ltd., <br> Class A<br>| 22600 | &nbsp;&nbsp; 27678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Lake Bioscience <br> Co., Inc. Zhaoqing <br> Guangdong, <br> Class A<br>| 27700 | &nbsp;&nbsp; 31142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; StarPower <br> Semiconductor Ltd., <br> Class A<br>| 2660 | &nbsp;&nbsp; 31614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; State Grid Information <br> & Communication <br> Co. Ltd., Class A<br>| 17400 | &nbsp;&nbsp; 42841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STO Express Co. Ltd., <br> Class A<br>| 35000 | &nbsp;&nbsp; 74081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sufa Technology <br> Industry Co. Ltd. <br> CNNC, Class A<br>| 11400 | &nbsp;&nbsp; 33174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumavision <br> Technologies Co. <br> Ltd., Class A<br>| 21300 | &nbsp;&nbsp; 16930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumec Corp. Ltd., <br> Class A<br>| 48500 | &nbsp;&nbsp; 70688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Art Retail Group <br> Ltd.<br>| 314500 | &nbsp;&nbsp; 82897 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sun Create Electronics <br> Co. Ltd., Class A<br>| 2704 | &nbsp;&nbsp; 10172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun King Technology <br> Group Ltd.<br>| 240000 | &nbsp;&nbsp; 46093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunflower <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 14494 | &nbsp;&nbsp; 33090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sungrow Power Supply <br> Co. Ltd., Class A<br>| 24640 | &nbsp;&nbsp; 245952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suning Universal Co. <br> Ltd., Class A<br>| 52000 | &nbsp;&nbsp; 15738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunny Optical <br> Technology Group <br> Co. Ltd.<br>| 96200 | &nbsp;&nbsp; 891325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunresin New <br> Materials Co. Ltd., <br> Class A<br>| 7875 | &nbsp;&nbsp; 56543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunrise Group Co. <br> Ltd., Class A<br>| 26000 | &nbsp;&nbsp; 20127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suntak Technology Co. <br> Ltd., Class A<br>| 22200 | &nbsp;&nbsp; 40827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunward Intelligent <br> Equipment Co. Ltd., <br> Class A<br>| 21300 | &nbsp;&nbsp; 39176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunwoda Electronic <br> Co. Ltd., Class A<br>| 13100 | &nbsp;&nbsp; 39070 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suofeiya Home <br> Collection Co. Ltd., <br> Class A<br>| 12600 | &nbsp;&nbsp; $23896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SUPCON Technology <br> Co. Ltd., Class A<br>| 3434 | &nbsp;&nbsp; 22748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Anjie <br> Technology Co. Ltd., <br> Class A<br>| 15000 | &nbsp;&nbsp; 28039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Dongshan <br> Precision <br> Manufacturing Co. <br> Ltd., Class A<br>| 16100 | &nbsp;&nbsp; 129842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Gold Mantis <br> Construction <br> Decoration Co. Ltd., <br> Class A<br>| 71600 | &nbsp;&nbsp; 35957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Good-Ark <br> Electronics Co. Ltd., <br> Class A<br>| 10100 | &nbsp;&nbsp; 13881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Maxwell <br> Technologies Co. <br> Ltd., Class A<br>| 896 | &nbsp;&nbsp; 8805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Secote <br> Precision Electronic <br> Co. Ltd., Class A<br>| 4900 | &nbsp;&nbsp; 23587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Sushi Testing <br> Group Co. Ltd., <br> Class A<br>| 10600 | &nbsp;&nbsp; 24003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou TFC Optical <br> Communication Co. <br> Ltd., Class A<br>| 8748 | &nbsp;&nbsp; 127310 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SY Holdings Group <br> Ltd.<br>| 86000 | &nbsp;&nbsp; 153974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Symphony Holdings <br> Ltd.<br>| 330000 | &nbsp;&nbsp; 43710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SYoung Group Co. <br> Ltd., Class A<br>| 10900 | &nbsp;&nbsp; 25480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiji Computer Corp. <br> Ltd., Class A<br>| 10439 | &nbsp;&nbsp; 35910 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taiyuan Heavy Industry <br> Co. Ltd., Class A<br>| 58500 | &nbsp;&nbsp; 19099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TangShan Port Group <br> Co. Ltd., Class A<br>| 54500 | &nbsp;&nbsp; 30670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tangshan Sanyou <br> Chemical Industries <br> Co. Ltd., Class A<br>| 63350 | &nbsp;&nbsp; 48170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tasly Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 15400 | &nbsp;&nbsp; 35036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TCL Electronics <br> Holdings Ltd.<br>| 308000 | &nbsp;&nbsp; 398894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TDG Holdings Co. Ltd., <br> Class A<br>| 24800 | &nbsp;&nbsp; 27710 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telling <br> Telecommunication <br> Holding Co. Ltd., <br> Class A<br>| 25400 | &nbsp;&nbsp; $35961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ten Pao Group <br> Holdings Ltd.<br>| 140000 | &nbsp;&nbsp; 34840 |
|  | Tencent Holdings Ltd. | 672000 | &nbsp;&nbsp; 47048198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tencent Music <br> Entertainment <br> Group, ADR<br>| 114507 | &nbsp;&nbsp; 2403502 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tenfu Cayman <br> Holdings Co. Ltd.<br>| 46000 | &nbsp;&nbsp; 18384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Three Squirrels, Inc., <br> Class A<br>| 7900 | &nbsp;&nbsp; 28445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thunder Software <br> Technology Co. Ltd., <br> Class A<br>| 3000 | &nbsp;&nbsp; 24339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tian An China <br> Investment Co. Ltd.<br>| 112000 | &nbsp;&nbsp; 64989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tian Lun Gas Holdings <br> Ltd.<br>| 55500 | &nbsp;&nbsp; 23985 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Tian Shan <br> Development <br> Holding Ltd.<br>| 76000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tiande Chemical <br> Holdings Ltd.<br>| 244000 | &nbsp;&nbsp; 37327 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tiangong International <br> Co. Ltd.<br>| 216000 | &nbsp;&nbsp; 55557 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin 712 <br> Communication & <br> Broadcasting Co. <br> Ltd., Class A<br>| 7700 | &nbsp;&nbsp; 22627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Chase Sun <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 44000 | &nbsp;&nbsp; 26141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Development <br> Holdings Ltd.<br>| 60000 | &nbsp;&nbsp; 19836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Port Co. Ltd., <br> Class A<br>| 70200 | &nbsp;&nbsp; 45028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Port <br> Development <br> Holdings Ltd.<br>| 304000 | &nbsp;&nbsp; 27886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Ringpu <br> Bio-Technology Co. <br> Ltd., Class A<br>| 8200 | &nbsp;&nbsp; 23983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin TEDA <br> Resources Recycling <br> Group Co. Ltd., <br> Class A<br>| 32700 | &nbsp;&nbsp; 19856 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tianma <br> Microelectronics Co. <br> Ltd., Class A<br>| 32300 | &nbsp;&nbsp; 41407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianneng Power <br> International Ltd.<br>| 184000 | &nbsp;&nbsp; 158950 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Tianqi Lithium Corp., <br> Class H<br>| 45600 | &nbsp;&nbsp; 204986 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianrun Industry <br> Technology Co. Ltd., <br> Class A<br>| 36500 | &nbsp;&nbsp; $31264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianshui Huatian <br> Technology Co. Ltd., <br> Class A<br>| 36200 | &nbsp;&nbsp; 50270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tibet Mineral <br> Development Co. <br> Ltd., Class A<br>| 7900 | &nbsp;&nbsp; 23881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tibet Rhodiola <br> Pharmaceutical <br> Holding Co., <br> Class A<br>| 9480 | &nbsp;&nbsp; 56002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Time Interconnect <br> Technology Ltd.<br>| 88000 | &nbsp;&nbsp; 104733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tingyi Cayman Islands <br> Holding Corp.<br>| 368000 | &nbsp;&nbsp; 544001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Titan Wind Energy <br> Suzhou Co. Ltd., <br> Class A<br>| 36100 | &nbsp;&nbsp; 32574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TK Group Holdings <br> Ltd.<br>| 30000 | &nbsp;&nbsp; 9273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tofflon Science & <br> Technology Group <br> Co. Ltd., Class A<br>| 16700 | &nbsp;&nbsp; 35465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toly Bread Co. Ltd., <br> Class A<br>| 26129 | &nbsp;&nbsp; 19903 |
|  | Tomson Group Ltd. | 221689 | &nbsp;&nbsp; 90651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongcheng Travel <br> Holdings Ltd.<br>| 354400 | &nbsp;&nbsp; 887995 |
|  | Tongdao Liepin Group | 70200 | &nbsp;&nbsp; 37242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TongFu <br> Microelectronics Co. <br> Ltd., Class A<br>| 9700 | &nbsp;&nbsp; 37789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongguan Gold Group <br> Ltd.<br>| 196000 | &nbsp;&nbsp; 45059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tonghua Dongbao <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 19900 | &nbsp;&nbsp; 22935 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tonghua Golden-Horse <br> Pharmaceutical <br> Industry Co. Ltd., <br> Class A<br>| 11000 | &nbsp;&nbsp; 35282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongkun Group Co. <br> Ltd., Class A<br>| 31900 | &nbsp;&nbsp; 54829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongling Jingda <br> Special Magnet Wire <br> Co. Ltd., Class A<br>| 43100 | &nbsp;&nbsp; 45484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongling Nonferrous <br> Metals Group Co. <br> Ltd., Class A<br>| 149100 | &nbsp;&nbsp; 71890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongyu Heavy Industry <br> Co. Ltd., Class A<br>| 50700 | &nbsp;&nbsp; 19554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topchoice Medical <br> Corp., Class A<br>| 7089 | &nbsp;&nbsp; 45242 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topsec Technologies <br> Group, Inc., Class A<br>| 38100 | &nbsp;&nbsp; $42465 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Topsports International <br> Holdings Ltd.<br>| 765000 | &nbsp;&nbsp; 308638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toread Holdings Group <br> Co. Ltd., Class A<br>| 26900 | &nbsp;&nbsp; 32418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Towngas Smart Energy <br> Co. Ltd.<br>| 307626 | &nbsp;&nbsp; 156225 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TPV Technology Co. <br> Ltd., Class A<br>| 142500 | &nbsp;&nbsp; 47071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transfar Zhilian Co. <br> Ltd., Class A<br>| 79500 | &nbsp;&nbsp; 67384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TravelSky Technology <br> Ltd., Class H<br>| 97000 | &nbsp;&nbsp; 154219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triangle Tyre Co. Ltd., <br> Class A<br>| 10100 | &nbsp;&nbsp; 19397 |
| \* | Trigiant Group Ltd. | 272000 | &nbsp;&nbsp; 11300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trina Solar Co. Ltd., <br> Class A<br>| 13079 | &nbsp;&nbsp; 28123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trip.com Group Ltd. <br> (9961 HK)<br>| 30400 | &nbsp;&nbsp; 1887306 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Trip.com Group Ltd. <br> (TCOM US), ADR<br>| 38258 | &nbsp;&nbsp; 2370083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triumph Science & <br> Technology Co. Ltd., <br> Class A<br>| 7400 | &nbsp;&nbsp; 12297 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TRS Information <br> Technology Corp. <br> Ltd., Class A<br>| 10300 | &nbsp;&nbsp; 35125 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Truking Technology <br> Ltd., Class A<br>| 10500 | &nbsp;&nbsp; 12485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Truly International <br> Holdings Ltd.<br>| 98000 | &nbsp;&nbsp; 14693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsingtao Brewery Co. <br> Ltd., Class H<br>| 144000 | &nbsp;&nbsp; 914825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TSP Wind Power <br> Group Co. Ltd.<br>| 28400 | &nbsp;&nbsp; 28345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tuniu Corp., <br> Sponsored ADR<br>| 11396 | &nbsp;&nbsp; 9003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unigroup Guoxin <br> Microelectronics Co. <br> Ltd., Class A<br>| 3319 | &nbsp;&nbsp; 31974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unilumin Group Co. <br> Ltd., Class A<br>| 43100 | &nbsp;&nbsp; 42432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Uni-President China <br> Holdings Ltd.<br>| 221000 | &nbsp;&nbsp; 279205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unisplendour Corp. <br> Ltd., Class A<br>| 30780 | &nbsp;&nbsp; 105258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Scientific <br> Industrial Shanghai <br> Co. Ltd., Class A<br>| 22300 | &nbsp;&nbsp; 49112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valiant Co. Ltd., <br> Class A<br>| 29200 | &nbsp;&nbsp; 51265 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vats Liquor Chain <br> Store Management <br> JSC Ltd. (300755 <br> C2), Class A<br>| 4200 | &nbsp;&nbsp; $10601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vatti Corp. Ltd., <br> Class A<br>| 13500 | &nbsp;&nbsp; 12002 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vcanbio Cell & Gene <br> Engineering Corp. <br> Ltd., Class A<br>| 7200 | &nbsp;&nbsp; 26471 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Venustech Group, Inc., <br> Class A<br>| 11700 | &nbsp;&nbsp; 25850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Verisilicon <br> Microelectronics <br> Shanghai Co. Ltd., <br> Class A<br>| 1465 | &nbsp;&nbsp; 20135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vipshop Holdings Ltd., <br> ADR<br>| 149155 | &nbsp;&nbsp; 2250749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Visual China Group <br> Co. Ltd., Class A<br>| 5600 | &nbsp;&nbsp; 16766 |
| \*Ω | Viva Biotech Holdings | 172000 | &nbsp;&nbsp; 36380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walvax Biotechnology <br> Co. Ltd., Class A<br>| 19100 | &nbsp;&nbsp; 33217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wangneng <br> Environment Co. <br> Ltd., Class A<br>| 8600 | &nbsp;&nbsp; 20126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wangsu Science & <br> Technology Co. Ltd., <br> Class A<br>| 17700 | &nbsp;&nbsp; 26762 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wanguo Gold Group <br> Ltd.<br>| 44000 | &nbsp;&nbsp; 169764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Want Want China <br> Holdings Ltd.<br>| 969000 | &nbsp;&nbsp; 700368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wanxiang Qianchao <br> Co. Ltd., Class A<br>| 31300 | &nbsp;&nbsp; 32769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Warom Technology, <br> Inc. Co., Class A<br>| 7000 | &nbsp;&nbsp; 20506 |
|  | Wasion Holdings Ltd. | 134000 | &nbsp;&nbsp; 145572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weibo Corp. (9898 <br> HK), Class A<br>| 760 | &nbsp;&nbsp; 7421 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Weibo Corp. (WB US), <br> Sponsored ADR<br>| 16135 | &nbsp;&nbsp; 155541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weichai Power Co. <br> Ltd., Class H<br>| 692000 | &nbsp;&nbsp; 1466947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weifu High-Technology <br> Group Co. Ltd., <br> Class A<br>| 15600 | &nbsp;&nbsp; 41747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weihai Guangwei <br> Composites Co. Ltd., <br> Class A<br>| 12320 | &nbsp;&nbsp; 51862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wencan Group Co. <br> Ltd., Class A<br>| 5200 | &nbsp;&nbsp; 14957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wenzhou Yihua <br> Connector Co. Ltd., <br> Class A<br>| 4000 | &nbsp;&nbsp; 21579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Mining Co. <br> Ltd., Class A<br>| 31700 | &nbsp;&nbsp; 73435 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Region Gold <br> Co. Ltd., Class A<br>| 14200 | &nbsp;&nbsp; $37611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Securities Co. <br> Ltd., Class A<br>| 43700 | &nbsp;&nbsp; 50781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western <br> Superconducting <br> Technologies Co. <br> Ltd., Class A<br>| 6525 | &nbsp;&nbsp; 49374 |
| # | Wharf Holdings Ltd. | 153000 | &nbsp;&nbsp; 435131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Willfar Information <br> Technology Co. Ltd., <br> Class A<br>| 4219 | &nbsp;&nbsp; 19974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Winall Hi-Tech Seed <br> Co. Ltd., Class A<br>| 11400 | &nbsp;&nbsp; 14365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Windey Energy <br> Technology Group <br> Co. Ltd., Class A<br>| 7410 | &nbsp;&nbsp; 13021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wingtech Technology <br> Co. Ltd., Class A<br>| 6900 | &nbsp;&nbsp; 35380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Winning Health <br> Technology Group <br> Co. Ltd., Class A<br>| 28000 | &nbsp;&nbsp; 42153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wolong Electric Group <br> Co. Ltd., Class A<br>| 14400 | &nbsp;&nbsp; 45550 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; World Union Group, <br> Inc., Class A<br>| 32800 | &nbsp;&nbsp; 10815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuchan Zhongda <br> Group Co. Ltd., <br> Class A<br>| 108100 | &nbsp;&nbsp; 80910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan Dr. Laser <br> Technology Corp. <br> Ltd., Class A<br>| 5036 | &nbsp;&nbsp; 43176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan East Lake High <br> Technology Group <br> Co. Ltd., Class A<br>| 28200 | &nbsp;&nbsp; 36127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan Fingu <br> Electronic <br> Technology Co. Ltd., <br> Class A<br>| 10000 | &nbsp;&nbsp; 18427 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan Guide Infrared <br> Co. Ltd., Class A<br>| 21106 | &nbsp;&nbsp; 34413 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan Jingce <br> Electronic Group Co. <br> Ltd., Class A<br>| 1900 | &nbsp;&nbsp; 15757 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan P&S <br> Information <br> Technology Co. Ltd., <br> Class A<br>| 21500 | &nbsp;&nbsp; 28798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan Raycus Fiber <br> Laser Technologies <br> Co. Ltd., Class A<br>| 5900 | &nbsp;&nbsp; 24280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuhu Token Science <br> Co. Ltd., Class A<br>| 37700 | &nbsp;&nbsp; 31524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuliangye Yibin Co. <br> Ltd., Class A<br>| 30812 | &nbsp;&nbsp; 518261 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WUS Printed Circuit <br> Kunshan Co. Ltd., <br> Class A<br>| 22790 | &nbsp;&nbsp; $177091 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; WuXi AppTec Co. Ltd., <br> Class H<br>| 70400 | &nbsp;&nbsp; 939081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Autowell <br> Technology Co. Ltd., <br> Class A<br>| 8430 | &nbsp;&nbsp; 38550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Best Precision <br> Machinery Co. Ltd., <br> Class A<br>| 7000 | &nbsp;&nbsp; 23965 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Biologics <br> Cayman, Inc.<br>| 614000 | &nbsp;&nbsp; 2496543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Boton Technology <br> Co. Ltd., Class A<br>| 5900 | &nbsp;&nbsp; 19804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Huaguang <br> Environment & <br> Energy Group Co. <br> Ltd., Class A<br>| 24900 | &nbsp;&nbsp; 48791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Lead Intelligent <br> Equipment Co. Ltd., <br> Class A<br>| 4000 | &nbsp;&nbsp; 14087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi NCE Power Co. <br> Ltd., Class A<br>| 5740 | &nbsp;&nbsp; 25431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 40800 | &nbsp;&nbsp; 34122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Taiji Industry Ltd. <br> Co., Class A<br>| 38600 | &nbsp;&nbsp; 35253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; XCMG Construction <br> Machinery Co. Ltd., <br> Class A<br>| 127100 | &nbsp;&nbsp; 148014 |
|  | XGD, Inc., Class A | 12100 | &nbsp;&nbsp; 49929 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Xiabuxiabu Catering <br> Management China <br> Holdings Co. Ltd.<br>| 74500 | &nbsp;&nbsp; 7377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Bank Co. Ltd., <br> Class A<br>| 41100 | &nbsp;&nbsp; 39127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen C & D, Inc., <br> Class A<br>| 53600 | &nbsp;&nbsp; 75533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Changelight <br> Co. Ltd., Class A<br>| 10900 | &nbsp;&nbsp; 17806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Faratronic Co. <br> Ltd., Class A<br>| 2700 | &nbsp;&nbsp; 41212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen International <br> Airport Co. Ltd., <br> Class A<br>| 11480 | &nbsp;&nbsp; 23239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Intretech, Inc., <br> Class A<br>| 16990 | &nbsp;&nbsp; 42525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen ITG Group <br> Corp. Ltd., Class A<br>| 57300 | &nbsp;&nbsp; 50115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Jihong <br> Technology Co. Ltd., <br> Class A<br>| 4100 | &nbsp;&nbsp; 9601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Kingdomway <br> Group Co., Class A<br>| 13000 | &nbsp;&nbsp; 35676 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Port <br> Development Co. <br> Ltd., Class A<br>| 22300 | &nbsp;&nbsp; $25748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Tungsten Co. <br> Ltd., Class A<br>| 31600 | &nbsp;&nbsp; 101813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Xiangyu Co. <br> Ltd., Class A<br>| 74206 | &nbsp;&nbsp; 73503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xi'an Bright Laser <br> Technologies Co. <br> Ltd., Class A<br>| 1025 | &nbsp;&nbsp; 8401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xi'An Shaangu Power <br> Co. Ltd., Class A<br>| 34700 | &nbsp;&nbsp; 42426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xi'an Triangle Defense <br> Co. Ltd., Class A<br>| 5400 | &nbsp;&nbsp; 19991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiandai Investment Co. <br> Ltd., Class A<br>| 41500 | &nbsp;&nbsp; 24749 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xiangtan Electric <br> Manufacturing Co. <br> Ltd., Class A<br>| 27900 | &nbsp;&nbsp; 54045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiangtan <br> Electrochemical <br> Scientific Co. Ltd., <br> Class A<br>| 17900 | &nbsp;&nbsp; 33116 |
| \*Ω | Xiaomi Corp., Class B | 1338800 | &nbsp;&nbsp; 9007380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xilinmen Furniture Co. <br> Ltd., Class A<br>| 8000 | &nbsp;&nbsp; 17405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinfengming Group <br> Co. Ltd., Class A<br>| 35700 | &nbsp;&nbsp; 61124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xingfa Aluminium <br> Holdings Ltd.<br>| 41000 | &nbsp;&nbsp; 44384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinhua Winshare <br> Publishing & Media <br> Co. Ltd., Class H<br>| 134000 | &nbsp;&nbsp; 200492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinhuanet Co. Ltd., <br> Class A<br>| 10660 | &nbsp;&nbsp; 28221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang <br> Communications <br> Construction Group <br> Co. Ltd., Class A<br>| 5700 | &nbsp;&nbsp; 9464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang Xuefeng <br> Sci-Tech Group Co. <br> Ltd., Class A<br>| 21300 | &nbsp;&nbsp; 24980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinxiang Chemical <br> Fiber Co. Ltd., <br> Class A<br>| 26500 | &nbsp;&nbsp; 14335 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Xinyi Energy Holdings <br> Ltd.<br>| 453744 | &nbsp;&nbsp; 71819 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xizang Zhufeng <br> Resources Co. Ltd., <br> Class A<br>| 15200 | &nbsp;&nbsp; 24789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xizi Clean Energy <br> Equipment <br> Manufacturing Co. <br> Ltd., Class A<br>| 14000 | &nbsp;&nbsp; 24467 |
| \* | XPeng, Inc., Class A | 145300 | &nbsp;&nbsp; 1322229 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xtep International <br> Holdings Ltd.<br>| 546962 | &nbsp;&nbsp; $391603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xuji Electric Co. Ltd., <br> Class A<br>| 21100 | &nbsp;&nbsp; 66489 |
| \* | Xunlei Ltd., ADR | 19606 | &nbsp;&nbsp; 90580 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Yadea Group Holdings <br> Ltd.<br>| 438653 | &nbsp;&nbsp; 690257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yangling Metron New <br> Material, Inc., <br> Class A<br>| 12826 | &nbsp;&nbsp; 25518 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Yangtze Optical Fibre <br> & Cable Joint Stock <br> Co. Ltd., Class H<br>| 6500 | &nbsp;&nbsp; 22249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yangzhou Yangjie <br> Electronic <br> Technology Co. Ltd., <br> Class A<br>| 6700 | &nbsp;&nbsp; 49639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yankershop Food Co. <br> Ltd., Class A<br>| 4830 | &nbsp;&nbsp; 45637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yantai Changyu <br> Pioneer Wine Co. <br> Ltd., Class A<br>| 6800 | &nbsp;&nbsp; 20265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yantai China Pet <br> Foods Co. Ltd., <br> Class A<br>| 5400 | &nbsp;&nbsp; 42546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yantai Dongcheng <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 10300 | &nbsp;&nbsp; 24153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yantai Eddie Precision <br> Machinery Co. Ltd., <br> Class A<br>| 15380 | &nbsp;&nbsp; 38659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yantai Jereh Oilfield <br> Services Group Co. <br> Ltd., Class A<br>| 21300 | &nbsp;&nbsp; 115087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yantai Zhenghai <br> Magnetic Material <br> Co. Ltd., Class A<br>| 21600 | &nbsp;&nbsp; 47496 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yatsen Holding Ltd., <br> ADR<br>| 25009 | &nbsp;&nbsp; 222830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YD Electronic <br> Technology Co. Ltd., <br> Class A<br>| 6600 | &nbsp;&nbsp; 24473 |
| #\* | Yeahka Ltd. | 59600 | &nbsp;&nbsp; 106342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yealink Network <br> Technology Corp. <br> Ltd., Class A<br>| 12772 | &nbsp;&nbsp; 59377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yeebo International <br> Holdings Ltd.<br>| 42000 | &nbsp;&nbsp; 11784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YGSOFT, Inc., <br> Class A<br>| 25800 | &nbsp;&nbsp; 22365 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yibin Tianyuan Group <br> Co. Ltd., Class A<br>| 33800 | &nbsp;&nbsp; 24220 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; YiChang HEC <br> ChangJiang <br> Pharmaceutical Co. <br> Ltd., Class H<br>| 91200 | &nbsp;&nbsp; 167064 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yifan Pharmaceutical <br> Co. Ltd., Class A<br>| 13800 | &nbsp;&nbsp; $28163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yifeng Pharmacy <br> Chain Co. Ltd., <br> Class A<br>| 22041 | &nbsp;&nbsp; 72489 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yihai International <br> Holding Ltd.<br>| 153000 | &nbsp;&nbsp; 263434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yindu Kitchen <br> Equipment Co. Ltd., <br> Class A<br>| 8410 | &nbsp;&nbsp; 19231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yiren Digital Ltd., <br> Sponsored ADR<br>| 11804 | &nbsp;&nbsp; 69880 |
| Ω | Yixin Group Ltd. | 253500 | &nbsp;&nbsp; 81202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yixintang <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 10200 | &nbsp;&nbsp; 21221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yizumi Holdings Co. <br> Ltd., Class A<br>| 9100 | &nbsp;&nbsp; 26065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yonfer Agricultural <br> Technology Co. Ltd., <br> Class A<br>| 50100 | &nbsp;&nbsp; 98932 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yonghui Superstores <br> Co. Ltd., Class A<br>| 30400 | &nbsp;&nbsp; 19841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yotrio Group Co. Ltd., <br> Class A<br>| 40700 | &nbsp;&nbsp; 21185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Youcare <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 9354 | &nbsp;&nbsp; 40578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youngor Fashion Co. <br> Ltd., Class A<br>| 66900 | &nbsp;&nbsp; 68266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youngy Co. Ltd., <br> Class A<br>| 6400 | &nbsp;&nbsp; 30632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youzu Interactive Co. <br> Ltd., Class A<br>| 21100 | &nbsp;&nbsp; 43270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YTO Express Group <br> Co. Ltd., Class A<br>| 32600 | &nbsp;&nbsp; 66658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuexiu Property Co. <br> Ltd.<br>| 476800 | &nbsp;&nbsp; 280383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuexiu Services Group <br> Ltd.<br>| 77500 | &nbsp;&nbsp; 29157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuexiu Transport <br> Infrastructure Ltd.<br>| 192000 | &nbsp;&nbsp; 93230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yum China Holdings, <br> Inc. (YUMC US)<br>| 751 | &nbsp;&nbsp; 33555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YUNDA Holding Group <br> Co. Ltd., Class A<br>| 61380 | &nbsp;&nbsp; 64746 |
|  | Yunkang Group Ltd. | 8000 | &nbsp;&nbsp; 4218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Baiyao Group <br> Co. Ltd., Class A<br>| 12780 | &nbsp;&nbsp; 99543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Copper Co. <br> Ltd., Class A<br>| 48500 | &nbsp;&nbsp; 87050 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Energy New <br> Material Co. Ltd., <br> Class A<br>| 5600 | &nbsp;&nbsp; 22964 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Nantian <br> Electronics <br> Information Co. Ltd., <br> Class A<br>| 11800 | &nbsp;&nbsp; $32290 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Tin Co. Ltd., <br> Class A<br>| 41800 | &nbsp;&nbsp; 103300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yusys Technologies <br> Co. Ltd., Class A<br>| 7040 | &nbsp;&nbsp; 26044 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yutong Bus Co. Ltd., <br> Class A<br>| 28600 | &nbsp;&nbsp; 98977 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zangge Mining Co. <br> Ltd., Class A<br>| 6900 | &nbsp;&nbsp; 43989 |
| &nbsp;&nbsp;&nbsp;&nbsp; ZBOM Home <br> Collection Co. Ltd., <br> Class A<br>| 5605 | &nbsp;&nbsp; 7726 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zengame Technology <br> Holding Ltd.<br>| 112000 | &nbsp;&nbsp; 33436 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhangzhou <br> Pientzehuang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 7029 | &nbsp;&nbsp; 194483 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhaojin Mining Industry <br> Co. Ltd., Class H<br>| 182500 | &nbsp;&nbsp; 453189 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhe Jiang Li Zi Yuan <br> Food Co. Ltd., <br> Class A<br>| 5600 | &nbsp;&nbsp; 10078 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhefu Holding Group <br> Co. Ltd., Class A<br>| 75300 | &nbsp;&nbsp; 37953 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Asia-Pacific <br> Mechanical & <br> Electronic Co. Ltd., <br> Class A<br>| 21200 | &nbsp;&nbsp; 32204 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Ausun <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 19180 | &nbsp;&nbsp; 30849 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Cfmoto <br> Power Co. Ltd., <br> Class A<br>| 1100 | &nbsp;&nbsp; 34136 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Changsheng <br> Sliding Bearings Co. <br> Ltd., Class A<br>| 2300 | &nbsp;&nbsp; 28046 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang China <br> Commodities City <br> Group Co. Ltd., <br> Class A<br>| 26500 | &nbsp;&nbsp; 78316 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Chint <br> Electrics Co. Ltd., <br> Class A<br>| 24300 | &nbsp;&nbsp; 76672 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang <br> Communications <br> Technology Co. Ltd., <br> Class A<br>| 76580 | &nbsp;&nbsp; 42848 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Conba <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 56400 | &nbsp;&nbsp; 36415 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang <br> Crystal-Optech Co. <br> Ltd., Class A<br>| 12900 | &nbsp;&nbsp; $37280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Dahua <br> Technology Co. Ltd., <br> Class A<br>| 29002 | &nbsp;&nbsp; 65405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Daily Digital <br> Culture Group Co. <br> Ltd., Class A<br>| 32000 | &nbsp;&nbsp; 61508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Dingli <br> Machinery Co. Ltd., <br> Class A<br>| 7500 | &nbsp;&nbsp; 51359 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Dun'An <br> Artificial Environment <br> Co. Ltd., Class A<br>| 28100 | &nbsp;&nbsp; 44478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Expressway <br> Co. Ltd., Class H<br>| 484160 | &nbsp;&nbsp; 461312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Garden <br> Biopharmaceutical <br> Co. Ltd., Class A<br>| 9000 | &nbsp;&nbsp; 20045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang <br> Guyuelongshan <br> Shaoxing Wine Co. <br> Ltd., Class A<br>| 28300 | &nbsp;&nbsp; 38503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Haikong <br> Nanke Huatie Digital <br> Intelligence & <br> Technology Co. Ltd.<br>| 25200 | &nbsp;&nbsp; 39092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Hailiang Co. <br> Ltd., Class A<br>| 55700 | &nbsp;&nbsp; 84676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Hailide New <br> Material Co. Ltd., <br> Class A<br>| 33300 | &nbsp;&nbsp; 25659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang HangKe <br> Technology, Inc. Co., <br> Class A<br>| 10560 | &nbsp;&nbsp; 29261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Hangmin Co. <br> Ltd., Class A<br>| 16190 | &nbsp;&nbsp; 15990 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Hisoar <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 16500 | &nbsp;&nbsp; 14316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Hisun <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 20700 | &nbsp;&nbsp; 32748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Huace Film & <br> Television Co. Ltd., <br> Class A<br>| 39600 | &nbsp;&nbsp; 42022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Huayou <br> Cobalt Co. Ltd., <br> Class A<br>| 10620 | &nbsp;&nbsp; 65008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jiahua <br> Energy Chemical <br> Industry Co. Ltd., <br> Class A<br>| 47700 | &nbsp;&nbsp; 58813 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jiecang <br> Linear Motion <br> Technology Co. Ltd., <br> Class A<br>| 5100 | &nbsp;&nbsp; $26642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jinggong <br> Integration <br> Technology Co. Ltd., <br> Class A<br>| 9400 | &nbsp;&nbsp; 21378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jingsheng <br> Mechanical & <br> Electrical Co. Ltd., <br> Class A<br>| 12400 | &nbsp;&nbsp; 47934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jingxin <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 22860 | &nbsp;&nbsp; 52364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jolly <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 10100 | &nbsp;&nbsp; 26251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Juhua Co. <br> Ltd., Class A<br>| 14614 | &nbsp;&nbsp; 54214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Lante Optics <br> Co. Ltd., Class A<br>| 5852 | &nbsp;&nbsp; 22130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Longsheng <br> Group Co. Ltd., <br> Class A<br>| 29600 | &nbsp;&nbsp; 43512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Medicine Co. <br> Ltd., Class A<br>| 18416 | &nbsp;&nbsp; 40723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Narada <br> Power Source Co. <br> Ltd., Class A<br>| 11200 | &nbsp;&nbsp; 22678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang NHU Co. Ltd., <br> Class A<br>| 40548 | &nbsp;&nbsp; 126110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Orient <br> Financial Holdings <br> Group Co. Ltd., <br> Class A<br>| 32670 | &nbsp;&nbsp; 27428 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Orient Gene <br> Biotech Co. Ltd., <br> Class A<br>| 3838 | &nbsp;&nbsp; 15100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Qianjiang <br> Motorcycle Co. Ltd., <br> Class A<br>| 8600 | &nbsp;&nbsp; 19190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Runtu Co. <br> Ltd., Class A<br>| 42100 | &nbsp;&nbsp; 44502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Sanhua <br> Intelligent Controls <br> Co. Ltd., Class A<br>| 13000 | &nbsp;&nbsp; 47634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Semir <br> Garment Co. Ltd., <br> Class A<br>| 59400 | &nbsp;&nbsp; 43842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Shaoxing <br> RuiFeng Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 32682 | &nbsp;&nbsp; 25649 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Shouxiangu <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 5800 | &nbsp;&nbsp; $17359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Southeast <br> Space Frame Co. <br> Ltd., Class A<br>| 17900 | &nbsp;&nbsp; 10807 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Sunriver <br> Culture Tourism Co. <br> Ltd., Class A<br>| 29900 | &nbsp;&nbsp; 32070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Supor Co. <br> Ltd., Class A<br>| 3700 | &nbsp;&nbsp; 26662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Taihua New <br> Material Group Co. <br> Ltd., Class A<br>| 5700 | &nbsp;&nbsp; 7640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Tianyu <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 2880 | &nbsp;&nbsp; 10484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wanfeng Auto <br> Wheel Co. Ltd., <br> Class A<br>| 12700 | &nbsp;&nbsp; 29114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wanliyang <br> Co. Ltd., Class A<br>| 22800 | &nbsp;&nbsp; 23787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wanma Co. <br> Ltd., Class A<br>| 19100 | &nbsp;&nbsp; 37816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Weiming <br> Environment <br> Protection Co. Ltd., <br> Class A<br>| 15500 | &nbsp;&nbsp; 40987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Weixing <br> Industrial <br> Development Co. <br> Ltd., Class A<br>| 25600 | &nbsp;&nbsp; 38029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Weixing New <br> Building Materials <br> Co. Ltd., Class A<br>| 27500 | &nbsp;&nbsp; 40753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wolwo <br> Bio-Pharmaceutical <br> Co. Ltd., Class A<br>| 8100 | &nbsp;&nbsp; 28549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang XCC Group <br> Co. Ltd., Class A<br>| 5000 | &nbsp;&nbsp; 23796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Xianju <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 15411 | &nbsp;&nbsp; 23134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Xinan <br> Chemical Industrial <br> Group Co. Ltd., <br> Class A<br>| 25500 | &nbsp;&nbsp; 35883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Xinao <br> Textiles, Inc., <br> Class A<br>| 9800 | &nbsp;&nbsp; 8067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Yasha <br> Decoration Co. Ltd., <br> Class A<br>| 23500 | &nbsp;&nbsp; 12855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Yinlun <br> Machinery Co. Ltd., <br> Class A<br>| 6700 | &nbsp;&nbsp; 26901 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Yongtai <br> Technology Co. Ltd., <br> Class A<br>| 19300 | &nbsp;&nbsp; $34734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhende Medical Co. <br> Ltd., Class A<br>| 2900 | &nbsp;&nbsp; 8910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhenjiang Dongfang <br> Electric Heating <br> Technology Co. Ltd., <br> Class A<br>| 20100 | &nbsp;&nbsp; 14039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zheshang Securities <br> Co. Ltd., Class A<br>| 20000 | &nbsp;&nbsp; 31528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhewen Interactive <br> Group Co. Ltd., <br> Class A<br>| 24600 | &nbsp;&nbsp; 29247 |
| #\* | Zhihu, Inc. | 18400 | &nbsp;&nbsp; 26412 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; ZhongAn Online P&C <br> Insurance Co. Ltd., <br> Class H<br>| 248900 | &nbsp;&nbsp; 636964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongji Innolight Co. <br> Ltd., Class A<br>| 11900 | &nbsp;&nbsp; 356867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongjin Gold Corp. <br> Ltd., Class A<br>| 45100 | &nbsp;&nbsp; 89728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZhongMan Petroleum <br> & Natural Gas <br> Group Corp. Ltd., <br> Class A<br>| 6200 | &nbsp;&nbsp; 16835 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhongnongfa Seed <br> Industry Group Co. <br> Ltd., Class A<br>| 23500 | &nbsp;&nbsp; 20804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongshan Broad <br> Ocean Motor Co. <br> Ltd., Class A<br>| 65800 | &nbsp;&nbsp; 59844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongshan Public <br> Utilities Group Co. <br> Ltd., Class A<br>| 19200 | &nbsp;&nbsp; 24978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongsheng Group <br> Holdings Ltd.<br>| 339500 | &nbsp;&nbsp; 571077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongtai Securities Co. <br> Ltd., Class A<br>| 11600 | &nbsp;&nbsp; 10745 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Zhongtian Financial <br> Group Co. Ltd., <br> Class A<br>| 191400 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongtong Bus <br> Holding Co. Ltd., <br> Class A<br>| 17300 | &nbsp;&nbsp; 26249 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Zhongyu Energy <br> Holdings Ltd.<br>| 215000 | &nbsp;&nbsp; 105472 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Zhongyuan Bank Co. <br> Ltd., Class H<br>| 126000 | &nbsp;&nbsp; 5927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuhai Huafa <br> Properties Co. Ltd., <br> Class A<br>| 41600 | &nbsp;&nbsp; 27656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou CRRC Times <br> Electric Co. Ltd., <br> Class H<br>| 112900 | &nbsp;&nbsp; 457966 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou Hongda <br> Electronics Corp. <br> Ltd., Class A<br>| 3900 | &nbsp;&nbsp; $19161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou Kibing Group <br> Co. Ltd., Class A<br>| 61100 | &nbsp;&nbsp; 52771 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou Smelter <br> Group Co. Ltd., <br> Class A<br>| 18800 | &nbsp;&nbsp; 29424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou Times New <br> Material Technology <br> Co. Ltd., Class A<br>| 15400 | &nbsp;&nbsp; 27319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zibo Qixiang Tengda <br> Chemical Co. Ltd., <br> Class A<br>| 29200 | &nbsp;&nbsp; 20426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZJAMP Group Co. <br> Ltd., Class A<br>| 17100 | &nbsp;&nbsp; 21589 |
| #Ω | ZJLD Group, Inc. | 129000 | &nbsp;&nbsp; 110002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZMJ Group Co. Ltd., <br> Class H<br>| 61800 | &nbsp;&nbsp; 117661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zoomlion Heavy <br> Industry Science & <br> Technology Co. Ltd., <br> Class H<br>| 323600 | &nbsp;&nbsp; 252535 |
| # | ZTE Corp., Class H | 152400 | &nbsp;&nbsp; 480855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZTO Express Cayman, <br> Inc. (2057 HK)<br>| 43750 | &nbsp;&nbsp; 852889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZTO Express Cayman, <br> Inc. (ZTO US), ADR<br>| 16402 | &nbsp;&nbsp; 322955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZWSOFT Co. Ltd. <br> Guangzhou, <br> Class A<br>| 3029 | &nbsp;&nbsp; 26248 |
| #\* | Zx, Inc. | 25400 | &nbsp;&nbsp; 43991 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Zylox-Tonbridge <br> Medical Technology <br> Co. Ltd.<br>| 29500 | &nbsp;&nbsp; 88978 |
| TOTAL CHINA | TOTAL CHINA |  | &nbsp;&nbsp; 335768955 |
| COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |
|  | Celsia SA | 54286 | &nbsp;&nbsp; 60956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aval Acciones y <br> Valores SA, ADR<br>| 4349 | &nbsp;&nbsp; 12221 |
|  | Grupo Cibest SA | 20019 | &nbsp;&nbsp; 260655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Cibest SA, <br> ADR<br>| 9294 | &nbsp;&nbsp; 403546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Energia Bogota <br> SA ESP<br>| 179125 | &nbsp;&nbsp; 126243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interconexion Electrica <br> SA ESP<br>| 40591 | &nbsp;&nbsp; 203646 |
|  | Mineros SA | 13708 | &nbsp;&nbsp; 24758 |
|  | Promigas SA ESP | 46475 | &nbsp;&nbsp; 74391 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | &nbsp;&nbsp; 1166416 |
| CZECH REPUBLIC — (0.0%) | CZECH REPUBLIC — (0.0%) | CZECH REPUBLIC — (0.0%) | CZECH REPUBLIC — (0.0%) |
|  | Komercni Banka AS | 6954 | &nbsp;&nbsp; 331258 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CZECH REPUBLIC — (Continued) | CZECH REPUBLIC — (Continued) | CZECH REPUBLIC — (Continued) | CZECH REPUBLIC — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Moneta Money Bank <br> AS<br>| 25098 | &nbsp;&nbsp; $174572 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CZECH <br> REPUBLIC | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CZECH <br> REPUBLIC |  | &nbsp;&nbsp; 505830 |
| EGYPT — (0.0%) | 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>| 91950 | &nbsp;&nbsp; 175763 |
| GREECE — (0.5%) | GREECE — (0.5%) | GREECE — (0.5%) | GREECE — (0.5%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aktor SA Holding Co. <br> Technical & Energy <br> Projects<br>| 7411 | &nbsp;&nbsp; 52710 |
|  | Alpha Bank SA | 185968 | &nbsp;&nbsp; 696102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Athens International <br> Airport SA<br>| 5095 | &nbsp;&nbsp; 58112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Athens Water Supply & <br> Sewage Co. SA<br>| 6473 | &nbsp;&nbsp; 54162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autohellas Tourist & <br> Trading SA<br>| 5765 | &nbsp;&nbsp; 69969 |
|  | Avax SA | 7770 | &nbsp;&nbsp; 20169 |
|  | Bank of Greece | 4972 | &nbsp;&nbsp; 85553 |
|  | Ellaktor SA | 12375 | &nbsp;&nbsp; 18721 |
|  | ElvalHalcor SA | 22035 | &nbsp;&nbsp; 63123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eurobank Ergasias <br> Services & Holdings <br> SA<br>| 187823 | &nbsp;&nbsp; 689378 |
|  | Fourlis Holdings SA | 12777 | &nbsp;&nbsp; 64773 |
|  | GEK Terna SA | 5864 | &nbsp;&nbsp; 144735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hellenic Exchanges - <br> Athens Stock <br> Exchange SA<br>| 7039 | &nbsp;&nbsp; 55966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hellenic <br> Telecommunications <br> Organization SA<br>| 17341 | &nbsp;&nbsp; 314277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helleniq Energy <br> Holdings SA<br>| 31421 | &nbsp;&nbsp; 275849 |
|  | Ideal Holdings SA | 8352 | &nbsp;&nbsp; 57122 |
| # | Intracom Holdings SA | 12803 | &nbsp;&nbsp; 48251 |
|  | Jumbo SA | 21013 | &nbsp;&nbsp; 708762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kri-Kri Milk Industry <br> SA<br>| 2713 | &nbsp;&nbsp; 57974 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LAMDA Development <br> SA<br>| 4426 | &nbsp;&nbsp; 33604 |
| \* | Lavipharm SA | 13888 | &nbsp;&nbsp; 12570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metlen Energy & <br> Metals SA<br>| 1010 | &nbsp;&nbsp; 55561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motor Oil Hellas <br> Corinth Refineries <br> SA<br>| 20367 | &nbsp;&nbsp; 583462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank of <br> Greece SA<br>| 40552 | &nbsp;&nbsp; 565642 |
|  | OPAP SA | 33126 | &nbsp;&nbsp; 741914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Piraeus Port Authority <br> SA<br>| 1629 | &nbsp;&nbsp; 89415 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Profile Systems & <br> Software SA<br>| 3854 | &nbsp;&nbsp; $33612 |
|  | Quest Holdings SA | 8669 | &nbsp;&nbsp; 72319 |
|  | Sarantis SA | 5551 | &nbsp;&nbsp; 84848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thrace Plastics <br> Holding & Co.<br>| 3797 | &nbsp;&nbsp; 17093 |
| TOTAL GREECE | TOTAL GREECE |  | &nbsp;&nbsp; 5825748 |
| HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PAX Global Technology <br> Ltd.<br>| 49000 | &nbsp;&nbsp; 42447 |
| HUNGARY — (0.2%) | HUNGARY — (0.2%) | HUNGARY — (0.2%) | HUNGARY — (0.2%) |
| \* | 4iG Nyrt | 5746 | &nbsp;&nbsp; 30031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magyar Telekom <br> Telecommunications <br> PLC<br>| 97235 | &nbsp;&nbsp; 482809 |
| \* | MASTERPLAST Nyrt | 1147 | &nbsp;&nbsp; 9455 |
|  | OTP Bank Nyrt | 22647 | &nbsp;&nbsp; 1837711 |
|  | Richter Gedeon Nyrt | 15998 | &nbsp;&nbsp; 479749 |
| TOTAL HUNGARY | TOTAL HUNGARY |  | &nbsp;&nbsp; 2839755 |
| INDIA — (16.4%) | INDIA — (16.4%) | INDIA — (16.4%) | INDIA — (16.4%) |
|  | 360 ONE WAM Ltd. | 55496 | &nbsp;&nbsp; 664441 |
|  | 3M India Ltd. | 587 | &nbsp;&nbsp; 207175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 63 Moons <br> Technologies Ltd.<br>| 6370 | &nbsp;&nbsp; 72429 |
|  | Aarti Industries Ltd. | 14842 | &nbsp;&nbsp; 70374 |
|  | ABB India Ltd. | 6445 | &nbsp;&nbsp; 403867 |
|  | Abbott India Ltd. | 126 | &nbsp;&nbsp; 49389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accelya Solutions India <br> Ltd.<br>| 1511 | &nbsp;&nbsp; 23833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Action Construction <br> Equipment Ltd.<br>| 15331 | &nbsp;&nbsp; 197531 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adani Green Energy <br> Ltd.<br>| 17622 | &nbsp;&nbsp; 196976 |
|  | Adani Total Gas Ltd. | 27211 | &nbsp;&nbsp; 186370 |
|  | ADF Foods Ltd. | 12605 | &nbsp;&nbsp; 35009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aditya Birla Capital <br> Ltd.<br>| 305852 | &nbsp;&nbsp; 890608 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aditya Birla Fashion & <br> Retail Ltd.<br>| 51393 | &nbsp;&nbsp; 42584 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aditya Birla Lifestyle <br> Brands Ltd.<br>| 51393 | &nbsp;&nbsp; 83603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Enzyme <br> Technologies Ltd.<br>| 11626 | &nbsp;&nbsp; 46231 |
|  | Aegis Logistics Ltd. | 43099 | &nbsp;&nbsp; 352148 |
| \* | Affle 3i Ltd. | 10674 | &nbsp;&nbsp; 235141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ahluwalia Contracts <br> India Ltd.<br>| 5052 | &nbsp;&nbsp; 58867 |
|  | AIA Engineering Ltd. | 2473 | &nbsp;&nbsp; 88346 |
|  | Ajanta Pharma Ltd. | 10574 | &nbsp;&nbsp; 329747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ajmera Realty & Infra <br> India Ltd.<br>| 2145 | &nbsp;&nbsp; 21766 |
|  | Akzo Nobel India Ltd. | 3858 | &nbsp;&nbsp; 165863 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alembic <br> Pharmaceuticals <br> Ltd.<br>| 9666 | &nbsp;&nbsp; $107454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alkem Laboratories <br> Ltd.<br>| 7590 | &nbsp;&nbsp; 434557 |
| \* | Allcargo Gati Ltd. | 15561 | &nbsp;&nbsp; 11459 |
|  | Allcargo Logistics Ltd. | 123978 | &nbsp;&nbsp; 49189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allied Digital Services <br> Ltd.<br>| 4683 | &nbsp;&nbsp; 8425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amara Raja Energy & <br> Mobility Ltd.<br>| 22821 | &nbsp;&nbsp; 250333 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amber Enterprises <br> India Ltd.<br>| 2285 | &nbsp;&nbsp; 206198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ambika Cotton Mills <br> Ltd.<br>| 671 | &nbsp;&nbsp; 11841 |
|  | Anant Raj Ltd. | 23144 | &nbsp;&nbsp; 146971 |
|  | Angel One Ltd. | 14848 | &nbsp;&nbsp; 436846 |
|  | Anup Engineering Ltd. | 1400 | &nbsp;&nbsp; 42465 |
|  | Apar Industries Ltd. | 5389 | &nbsp;&nbsp; 542154 |
|  | APL Apollo Tubes Ltd. | 57568 | &nbsp;&nbsp; 1046842 |
|  | Apollo Tyres Ltd. | 30012 | &nbsp;&nbsp; 154550 |
|  | Aptech Ltd. | 4388 | &nbsp;&nbsp; 6488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aptus Value Housing <br> Finance India Ltd.<br>| 19676 | &nbsp;&nbsp; 73532 |
|  | Arvind Fashions Ltd. | 24134 | &nbsp;&nbsp; 152140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arvind SmartSpaces <br> Ltd.<br>| 4403 | &nbsp;&nbsp; 31145 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ashapura Minechem <br> Ltd.<br>| 2437 | &nbsp;&nbsp; 15304 |
|  | Ashiana Housing Ltd. | 10235 | &nbsp;&nbsp; 37054 |
|  | Ashok Leyland Ltd. | 1062128 | &nbsp;&nbsp; 1462054 |
| \* | Ashoka Buildcon Ltd. | 41864 | &nbsp;&nbsp; 95918 |
|  | Asian Paints Ltd. | 68528 | &nbsp;&nbsp; 1866534 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Aster DM Healthcare <br> Ltd.<br>| 44244 | &nbsp;&nbsp; 304369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra Microwave <br> Products Ltd.<br>| 7406 | &nbsp;&nbsp; 80787 |
|  | Astral Ltd. | 15251 | &nbsp;&nbsp; 242691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca Pharma <br> India Ltd.<br>| 1479 | &nbsp;&nbsp; 154427 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; AU Small Finance <br> Bank Ltd.<br>| 50099 | &nbsp;&nbsp; 422391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AurionPro Solutions <br> Ltd.<br>| 5307 | &nbsp;&nbsp; 81669 |
|  | Automotive Axles Ltd. | 548 | &nbsp;&nbsp; 11599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avadh Sugar & Energy <br> Ltd.<br>| 1668 | &nbsp;&nbsp; 8715 |
|  | Avantel Ltd. | 27576 | &nbsp;&nbsp; 39818 |
|  | Avanti Feeds Ltd. | 10804 | &nbsp;&nbsp; 83170 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Avenue Supermarts <br> Ltd.<br>| 12277 | &nbsp;&nbsp; 594028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AWL Agri Business <br> Ltd.<br>| 14560 | &nbsp;&nbsp; 43326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Axis Bank Ltd. (AXSB <br> IN)<br>| 66855 | &nbsp;&nbsp; 811892 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AXISCADES <br> Technologies Ltd.<br>| 6885 | &nbsp;&nbsp; 103250 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Bajaj Auto Ltd. | 8724 | &nbsp;&nbsp; $793801 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bajaj Consumer Care <br> Ltd.<br>| 19757 | &nbsp;&nbsp; 50298 |
|  | Bajaj Finance Ltd. | 252210 | &nbsp;&nbsp; 2520521 |
|  | Bajaj Finserv Ltd. | 32683 | &nbsp;&nbsp; 724680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bajaj Holdings & <br> Investment Ltd.<br>| 3982 | &nbsp;&nbsp; 636575 |
|  | Balaji Amines Ltd. | 1762 | &nbsp;&nbsp; 35805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Balrampur Chini Mills <br> Ltd.<br>| 39453 | &nbsp;&nbsp; 263033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Products India <br> Ltd.<br>| 7160 | &nbsp;&nbsp; 48277 |
| Ω | Bandhan Bank Ltd. | 216689 | &nbsp;&nbsp; 413257 |
|  | Bank of India | 138098 | &nbsp;&nbsp; 174556 |
|  | Bank of Maharashtra | 149303 | &nbsp;&nbsp; 94926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bannari Amman <br> Sugars Ltd.<br>| 614 | &nbsp;&nbsp; 26249 |
|  | BASF India Ltd. | 4885 | &nbsp;&nbsp; 278750 |
|  | Bata India Ltd. | 14808 | &nbsp;&nbsp; 202133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bayer CropScience <br> Ltd.<br>| 4956 | &nbsp;&nbsp; 356808 |
|  | BCL Industries Ltd. | 12912 | &nbsp;&nbsp; 6479 |
|  | BEML Ltd. | 4818 | &nbsp;&nbsp; 215904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berger Paints India <br> Ltd.<br>| 82416 | &nbsp;&nbsp; 526869 |
| \* | BF Utilities Ltd. | 6688 | &nbsp;&nbsp; 56621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bhansali Engineering <br> Polymers Ltd.<br>| 24745 | &nbsp;&nbsp; 32714 |
|  | Bharat Bijlee Ltd. | 1886 | &nbsp;&nbsp; 63213 |
|  | Bharat Electronics Ltd. | 537864 | &nbsp;&nbsp; 2336032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bharat Heavy <br> Electricals Ltd.<br>| 224965 | &nbsp;&nbsp; 608994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bharat Petroleum <br> Corp. Ltd.<br>| 219760 | &nbsp;&nbsp; 815867 |
|  | Bharat Rasayan Ltd. | 293 | &nbsp;&nbsp; 36316 |
|  | Bharti Airtel Ltd. | 189241 | &nbsp;&nbsp; 4114663 |
|  | Biocon Ltd. | 45779 | &nbsp;&nbsp; 203208 |
|  | BirlaNu Ltd. | 812 | &nbsp;&nbsp; 21268 |
|  | Birlasoft Ltd. | 54584 | &nbsp;&nbsp; 241437 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BL Kashyap & Sons <br> Ltd.<br>| 12089 | &nbsp;&nbsp; 10820 |
| \* | Black Box Ltd. | 20920 | &nbsp;&nbsp; 120774 |
|  | Blue Dart Express Ltd. | 1255 | &nbsp;&nbsp; 85537 |
|  | Blue Star Ltd. | 28323 | &nbsp;&nbsp; 558526 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bluspring Enterprises <br> Ltd.<br>| 21752 | &nbsp;&nbsp; 21852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bombay Burmah <br> Trading Co.<br>| 6371 | &nbsp;&nbsp; 137109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bombay Dyeing & <br> Manufacturing Co. <br> Ltd.<br>| 30915 | &nbsp;&nbsp; 59617 |
| \* | Borosil Scientific Ltd. | 1998 | &nbsp;&nbsp; 3730 |
|  | Bosch Ltd. | 870 | &nbsp;&nbsp; 399271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brigade Enterprises <br> Ltd.<br>| 11908 | &nbsp;&nbsp; 135287 |
| \* | Brightcom Group Ltd. | 280280 | &nbsp;&nbsp; 43866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Britannia Industries <br> Ltd.<br>| 16319 | &nbsp;&nbsp; 1072595 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Camlin Fine Sciences <br> Ltd.<br>| 33166 | &nbsp;&nbsp; $100506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Campus Activewear <br> Ltd.<br>| 8701 | &nbsp;&nbsp; 26452 |
|  | Can Fin Homes Ltd. | 23469 | &nbsp;&nbsp; 200316 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Capacit'e Infraprojects <br> Ltd.<br>| 12030 | &nbsp;&nbsp; 41793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caplin Point <br> Laboratories Ltd.<br>| 6971 | &nbsp;&nbsp; 163598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carborundum <br> Universal Ltd.<br>| 20681 | &nbsp;&nbsp; 219700 |
| \* | Cartrade Tech Ltd. | 6926 | &nbsp;&nbsp; 171784 |
|  | Carysil Ltd. | 1864 | &nbsp;&nbsp; 18691 |
|  | Castrol India Ltd. | 167976 | &nbsp;&nbsp; 415793 |
|  | CE Info Systems Ltd. | 3487 | &nbsp;&nbsp; 71027 |
|  | Ceat Ltd. | 3239 | &nbsp;&nbsp; 122000 |
|  | Cello World Ltd. | 1776 | &nbsp;&nbsp; 12037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Depository <br> Services India Ltd.<br>| 29541 | &nbsp;&nbsp; 495641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Centum Electronics <br> Ltd.<br>| 521 | &nbsp;&nbsp; 13107 |
|  | Century Enka Ltd. | 1684 | &nbsp;&nbsp; 9870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Century Plyboards <br> India Ltd.<br>| 23828 | &nbsp;&nbsp; 199350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cera Sanitaryware <br> Ltd.<br>| 1360 | &nbsp;&nbsp; 100890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CG Power & Industrial <br> Solutions Ltd.<br>| 110121 | &nbsp;&nbsp; 828954 |
| \* | Chalet Hotels Ltd. | 5660 | &nbsp;&nbsp; 59072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chambal Fertilisers & <br> Chemicals Ltd.<br>| 35229 | &nbsp;&nbsp; 207029 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chemplast Sanmar <br> Ltd.<br>| 5512 | &nbsp;&nbsp; 26096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chennai Petroleum <br> Corp. Ltd.<br>| 11761 | &nbsp;&nbsp; 91132 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Choice International <br> Ltd.<br>| 9080 | &nbsp;&nbsp; 78462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cholamandalam <br> Financial Holdings <br> Ltd.<br>| 26218 | &nbsp;&nbsp; 559805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cholamandalam <br> Investment & <br> Finance Co. Ltd.<br>| 77136 | &nbsp;&nbsp; 1257878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CIE Automotive India <br> Ltd.<br>| 22908 | &nbsp;&nbsp; 104744 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cigniti Technologies <br> Ltd.<br>| 2958 | &nbsp;&nbsp; 55828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clean Science & <br> Technology Ltd.<br>| 2279 | &nbsp;&nbsp; 31718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CMS Info Systems <br> Ltd.<br>| 22516 | &nbsp;&nbsp; 117552 |
| Ω | Cochin Shipyard Ltd. | 21148 | &nbsp;&nbsp; 423939 |
|  | Coforge Ltd. | 85710 | &nbsp;&nbsp; 1697651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colgate-Palmolive <br> India Ltd.<br>| 40596 | &nbsp;&nbsp; 1036163 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Computer Age <br> Management <br> Services Ltd.<br>| 9520 | &nbsp;&nbsp; $400897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Confidence Petroleum <br> India Ltd.<br>| 15873 | &nbsp;&nbsp; 9322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Container Corp. of <br> India Ltd.<br>| 34714 | &nbsp;&nbsp; 227795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coromandel <br> International Ltd.<br>| 47641 | &nbsp;&nbsp; 1445209 |
|  | Cosmo First Ltd. | 1123 | &nbsp;&nbsp; 12862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Craftsman Automation <br> Ltd.<br>| 2885 | &nbsp;&nbsp; 219000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CreditAccess Grameen <br> Ltd.<br>| 12386 | &nbsp;&nbsp; 174499 |
|  | CRISIL Ltd. | 4179 | &nbsp;&nbsp; 252370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crompton Greaves <br> Consumer <br> Electricals Ltd.<br>| 69066 | &nbsp;&nbsp; 253216 |
|  | Cummins India Ltd. | 28498 | &nbsp;&nbsp; 1152956 |
|  | Cyient Ltd. | 17513 | &nbsp;&nbsp; 239051 |
| \*Ω | D.P. Abhushan Ltd. | 943 | &nbsp;&nbsp; 17703 |
|  | Dabur India Ltd. | 89427 | &nbsp;&nbsp; 539011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Datamatics Global <br> Services Ltd.<br>| 1949 | &nbsp;&nbsp; 21820 |
|  | DB Corp. Ltd. | 7571 | &nbsp;&nbsp; 23198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DCM Shriram <br> Industries Ltd.<br>| 7514 | &nbsp;&nbsp; 14369 |
|  | Deep Industries Ltd. | 3825 | &nbsp;&nbsp; 20829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deepak Fertilisers & <br> Petrochemicals <br> Corp. Ltd.<br>| 15981 | &nbsp;&nbsp; 291293 |
|  | Deepak Nitrite Ltd. | 17686 | &nbsp;&nbsp; 371719 |
| \* | Delhivery Ltd. | 69980 | &nbsp;&nbsp; 339616 |
|  | Delta Corp. Ltd. | 19778 | &nbsp;&nbsp; 19100 |
| \* | DEN Networks Ltd. | 51088 | &nbsp;&nbsp; 21478 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Devyani International <br> Ltd.<br>| 18798 | &nbsp;&nbsp; 34762 |
| \* | Dhanlaxmi Bank Ltd. | 78780 | &nbsp;&nbsp; 24144 |
|  | Dhanuka Agritech Ltd. | 4458 | &nbsp;&nbsp; 96836 |
| \* | Digitide Solutions Ltd. | 21752 | &nbsp;&nbsp; 57472 |
| Ω | Dilip Buildcon Ltd. | 14000 | &nbsp;&nbsp; 76344 |
| \* | Dish TV India Ltd. | 417871 | &nbsp;&nbsp; 25527 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dishman Carbogen <br> Amcis Ltd.<br>| 13491 | &nbsp;&nbsp; 38701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dixon Technologies <br> India Ltd.<br>| 8519 | &nbsp;&nbsp; 1625838 |
|  | Dodla Dairy Ltd. | 2492 | &nbsp;&nbsp; 36204 |
|  | Dollar Industries Ltd. | 2411 | &nbsp;&nbsp; 10457 |
| Ω | Dr. Lal PathLabs Ltd. | 10906 | &nbsp;&nbsp; 390202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dr. Reddy's <br> Laboratories Ltd., <br> ADR<br>| 10840 | &nbsp;&nbsp; 154145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dr. Reddy's <br> Laboratories Ltd. <br> (DRRD IN)<br>| 69669 | &nbsp;&nbsp; 1002631 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dwarikesh Sugar <br> Industries Ltd.<br>| 24957 | &nbsp;&nbsp; 11965 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynacons Systems & <br> Solutions Ltd.<br>| 3186 | &nbsp;&nbsp; $36208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynamatic <br> Technologies Ltd.<br>| 521 | &nbsp;&nbsp; 39231 |
| \*Ω | E2E Networks Ltd. | 1112 | &nbsp;&nbsp; 26155 |
|  | eClerx Services Ltd. | 8309 | &nbsp;&nbsp; 356161 |
|  | Eicher Motors Ltd. | 22412 | &nbsp;&nbsp; 1393260 |
| \* | EID Parry India Ltd. | 27259 | &nbsp;&nbsp; 380488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eimco Elecon India <br> Ltd.<br>| 645 | &nbsp;&nbsp; 16518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elecon Engineering <br> Co. Ltd.<br>| 19406 | &nbsp;&nbsp; 126102 |
|  | Elgi Equipments Ltd. | 41925 | &nbsp;&nbsp; 270423 |
|  | Emami Ltd. | 73976 | &nbsp;&nbsp; 503868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Embassy <br> Developments Ltd.<br>| 90498 | &nbsp;&nbsp; 108389 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Endurance <br> Technologies Ltd.<br>| 6416 | &nbsp;&nbsp; 185845 |
|  | Engineers India Ltd. | 53759 | &nbsp;&nbsp; 130102 |
|  | EPL Ltd. | 67370 | &nbsp;&nbsp; 170797 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Equitas Small Finance <br> Bank Ltd.<br>| 119737 | &nbsp;&nbsp; 80434 |
| Ω | Eris Lifesciences Ltd. | 11571 | &nbsp;&nbsp; 238690 |
|  | ESAB India Ltd. | 1334 | &nbsp;&nbsp; 80970 |
|  | Escorts Kubota Ltd. | 8042 | &nbsp;&nbsp; 308890 |
| \* | Eternal Ltd. | 405866 | &nbsp;&nbsp; 1421350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eveready Industries <br> India Ltd.<br>| 2554 | &nbsp;&nbsp; 12245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Everest Kanto Cylinder <br> Ltd.<br>| 17487 | &nbsp;&nbsp; 25605 |
|  | Excel Industries Ltd. | 1401 | &nbsp;&nbsp; 21578 |
|  | Exide Industries Ltd. | 4697 | &nbsp;&nbsp; 20481 |
|  | Expleo Solutions Ltd. | 1493 | &nbsp;&nbsp; 20448 |
|  | FDC Ltd. | 13171 | &nbsp;&nbsp; 71447 |
|  | Federal Bank Ltd. | 105157 | &nbsp;&nbsp; 243113 |
|  | FIEM Industries Ltd. | 1360 | &nbsp;&nbsp; 29672 |
|  | Filatex India Ltd. | 43861 | &nbsp;&nbsp; 27684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fine Organic Industries <br> Ltd.<br>| 1963 | &nbsp;&nbsp; 118666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fineotex Chemical <br> Ltd.<br>| 10162 | &nbsp;&nbsp; 30150 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fino Payments Bank <br> Ltd.<br>| 970 | &nbsp;&nbsp; 2942 |
|  | Finolex Cables Ltd. | 17633 | &nbsp;&nbsp; 177128 |
|  | Finolex Industries Ltd. | 56470 | &nbsp;&nbsp; 130711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Firstsource Solutions <br> Ltd.<br>| 110374 | &nbsp;&nbsp; 428486 |
|  | Force Motors Ltd. | 1571 | &nbsp;&nbsp; 303479 |
|  | Fortis Healthcare Ltd. | 95400 | &nbsp;&nbsp; 929631 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FSN E-Commerce <br> Ventures Ltd.<br>| 212455 | &nbsp;&nbsp; 506131 |
| \* | Fusion Finance Ltd. | 13749 | &nbsp;&nbsp; 21712 |
|  | G R Infraprojects Ltd. | 1451 | &nbsp;&nbsp; 20265 |
|  | Gabriel India Ltd. | 11003 | &nbsp;&nbsp; 129326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galaxy Surfactants <br> Ltd.<br>| 4382 | &nbsp;&nbsp; 132746 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ganesh Benzoplast <br> Ltd.<br>| 3712 | &nbsp;&nbsp; 3988 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ganesh Housing Corp. <br> Ltd.<br>| 6076 | &nbsp;&nbsp; $62160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Garware Hi-Tech Films <br> Ltd.<br>| 873 | &nbsp;&nbsp; 34064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gateway Distriparks <br> Ltd.<br>| 84005 | &nbsp;&nbsp; 67660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GE Vernova T&D India <br> Ltd.<br>| 16801 | &nbsp;&nbsp; 520647 |
|  | GHCL Textiles Ltd. | 10074 | &nbsp;&nbsp; 10062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GIC Housing Finance <br> Ltd.<br>| 13893 | &nbsp;&nbsp; 29525 |
|  | Gillette India Ltd. | 1864 | &nbsp;&nbsp; 228548 |
| Ω | Gland Pharma Ltd. | 2287 | &nbsp;&nbsp; 53428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GlaxoSmithKline <br> Pharmaceuticals <br> Ltd.<br>| 11246 | &nbsp;&nbsp; 400497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Glenmark <br> Pharmaceuticals <br> Ltd.<br>| 25958 | &nbsp;&nbsp; 624241 |
| \* | Global Health Ltd. | 17102 | &nbsp;&nbsp; 254991 |
|  | Globus Spirits Ltd. | 1069 | &nbsp;&nbsp; 15503 |
|  | GMM Pfaudler Ltd. | 6699 | &nbsp;&nbsp; 106501 |
| \* | GMR Airports Ltd. | 591850 | &nbsp;&nbsp; 603695 |
|  | GNA Axles Ltd. | 2031 | &nbsp;&nbsp; 7053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Godrej Consumer <br> Products Ltd.<br>| 44434 | &nbsp;&nbsp; 636664 |
| \* | Godrej Properties Ltd. | 21424 | &nbsp;&nbsp; 510637 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gokul Agro Resources <br> Ltd.<br>| 7008 | &nbsp;&nbsp; 24901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldiam International <br> Ltd.<br>| 9589 | &nbsp;&nbsp; 37128 |
|  | Goodyear India Ltd. | 675 | &nbsp;&nbsp; 7541 |
|  | Granules India Ltd. | 32588 | &nbsp;&nbsp; 175672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grauer & Weil India <br> Ltd.<br>| 45140 | &nbsp;&nbsp; 51705 |
|  | Gravita India Ltd. | 6503 | &nbsp;&nbsp; 138430 |
|  | Greaves Cotton Ltd. | 27270 | &nbsp;&nbsp; 69882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greenlam Industries <br> Ltd.<br>| 10968 | &nbsp;&nbsp; 29351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greenply Industries <br> Ltd.<br>| 28877 | &nbsp;&nbsp; 105726 |
|  | Grindwell Norton Ltd. | 7223 | &nbsp;&nbsp; 126772 |
|  | Gufic Biosciences Ltd. | 2091 | &nbsp;&nbsp; 9420 |
|  | Gujarat Gas Ltd. | 34519 | &nbsp;&nbsp; 173409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Pipavav Port <br> Ltd.<br>| 75513 | &nbsp;&nbsp; 135458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat State <br> Fertilizers & <br> Chemicals Ltd.<br>| 43956 | &nbsp;&nbsp; 101840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat State Petronet <br> Ltd.<br>| 86224 | &nbsp;&nbsp; 308176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Oil Lubricants <br> India Ltd.<br>| 3376 | &nbsp;&nbsp; 46227 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hathway Cable & <br> Datacom Ltd.<br>| 100039 | &nbsp;&nbsp; 17046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hatsun Agro Product <br> Ltd.<br>| 13048 | &nbsp;&nbsp; 136685 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Havells India Ltd. | 32078 | &nbsp;&nbsp; $547263 |
|  | HBL Engineering Ltd. | 28979 | &nbsp;&nbsp; 193680 |
|  | HCL Technologies Ltd. | 129196 | &nbsp;&nbsp; 2149749 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; HDFC Asset <br> Management Co. <br> Ltd.<br>| 9985 | &nbsp;&nbsp; 639664 |
|  | HDFC Bank Ltd. | 82378 | &nbsp;&nbsp; 1890248 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; HDFC Life Insurance <br> Co. Ltd.<br>| 64413 | &nbsp;&nbsp; 554547 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HealthCare Global <br> Enterprises Ltd.<br>| 14367 | &nbsp;&nbsp; 101791 |
|  | Heritage Foods Ltd. | 11224 | &nbsp;&nbsp; 60645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hero MotoCorp Ltd. <br> (HMCL IN)<br>| 31067 | &nbsp;&nbsp; 1501861 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heubach Colorants <br> India Ltd.<br>| 3739 | &nbsp;&nbsp; 25186 |
|  | HFCL Ltd. | 194533 | &nbsp;&nbsp; 167649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HG Infra Engineering <br> Ltd.<br>| 3130 | &nbsp;&nbsp; 36973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Himadri Speciality <br> Chemical Ltd.<br>| 51343 | &nbsp;&nbsp; 275726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Himatsingka Seide <br> Ltd.<br>| 18367 | &nbsp;&nbsp; 29084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hinduja Global <br> Solutions Ltd.<br>| 5135 | &nbsp;&nbsp; 33612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hindustan Aeronautics <br> Ltd.<br>| 24949 | &nbsp;&nbsp; 1283686 |
|  | Hindustan Copper Ltd. | 31109 | &nbsp;&nbsp; 85839 |
| \* | Hindustan Foods Ltd. | 5182 | &nbsp;&nbsp; 32048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hindustan Unilever <br> Ltd.<br>| 77554 | &nbsp;&nbsp; 2229784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hindware Home <br> Innovation Ltd.<br>| 4999 | &nbsp;&nbsp; 15091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hitachi Energy India <br> Ltd.<br>| 1840 | &nbsp;&nbsp; 420236 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Home First Finance <br> Co. India Ltd.<br>| 15090 | &nbsp;&nbsp; 207394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honda India Power <br> Products Ltd.<br>| 808 | &nbsp;&nbsp; 26472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honeywell Automation <br> India Ltd.<br>| 46 | &nbsp;&nbsp; 20284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HPL Electric & Power <br> Ltd.<br>| 3653 | &nbsp;&nbsp; 23715 |
|  | Huhtamaki India Ltd. | 5375 | &nbsp;&nbsp; 13455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; I G Petrochemicals <br> Ltd.<br>| 1750 | &nbsp;&nbsp; 9615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ICICI Bank Ltd. (IBN <br> US), Sponsored <br> ADR<br>| 185870 | &nbsp;&nbsp; 6263819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ICICI Bank Ltd. <br> (ICICIBC IN)<br>| 116647 | &nbsp;&nbsp; 1969159 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; ICICI Lombard General <br> Insurance Co. Ltd.<br>| 21320 | &nbsp;&nbsp; 467877 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; ICICI Prudential Life <br> Insurance Co. Ltd.<br>| 40878 | &nbsp;&nbsp; 286784 |
|  | ICRA Ltd. | 43 | &nbsp;&nbsp; 3239 |
| \* | IDFC First Bank Ltd. | 1239328 | &nbsp;&nbsp; 968440 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | IFB Industries Ltd. | 2098 | &nbsp;&nbsp; $31373 |
| \* | IFCI Ltd. | 156797 | &nbsp;&nbsp; 101465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IIFL Capital Services <br> Ltd.<br>| 47129 | &nbsp;&nbsp; 170135 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Imagicaaworld <br> Entertainment Ltd.<br>| 21746 | &nbsp;&nbsp; 15660 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; IndiaMart InterMesh <br> Ltd.<br>| 4815 | &nbsp;&nbsp; 142087 |
|  | Indian Bank | 54819 | &nbsp;&nbsp; 387765 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Indian Energy <br> Exchange Ltd.<br>| 126033 | &nbsp;&nbsp; 194411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indian Railway <br> Catering & Tourism <br> Corp. Ltd.<br>| 33687 | &nbsp;&nbsp; 277994 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Indian Railway Finance <br> Corp. Ltd.<br>| 215994 | &nbsp;&nbsp; 313567 |
|  | Indigo Paints Ltd. | 5162 | &nbsp;&nbsp; 70438 |
|  | Indraprastha Gas Ltd. | 84020 | &nbsp;&nbsp; 195752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indraprastha Medical <br> Corp. Ltd.<br>| 14570 | &nbsp;&nbsp; 77794 |
|  | IndusInd Bank Ltd. | 24576 | &nbsp;&nbsp; 222717 |
| \* | Infibeam Avenues Ltd. | 215377 | &nbsp;&nbsp; 35176 |
|  | Info Edge India Ltd. | 75523 | &nbsp;&nbsp; 1192415 |
|  | Infosys Ltd. (INFO IN) | 326432 | &nbsp;&nbsp; 5551244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Infosys Ltd. (INFY US), <br> Sponsored ADR<br>| 235252 | &nbsp;&nbsp; 3933413 |
| \* | Inox Wind Ltd. | 51609 | &nbsp;&nbsp; 88011 |
|  | Insecticides India Ltd. | 1206 | &nbsp;&nbsp; 14752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intellect Design Arena <br> Ltd.<br>| 13903 | &nbsp;&nbsp; 161042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IOL Chemicals & <br> Pharmaceuticals <br> Ltd.<br>| 10585 | &nbsp;&nbsp; 12378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ION Exchange India <br> Ltd.<br>| 17344 | &nbsp;&nbsp; 91817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IRB Infrastructure <br> Developers Ltd.<br>| 401090 | &nbsp;&nbsp; 205211 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; IRCON International <br> Ltd.<br>| 77768 | &nbsp;&nbsp; 155717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ISGEC Heavy <br> Engineering Ltd.<br>| 4973 | &nbsp;&nbsp; 62017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ITD Cementation India <br> Ltd.<br>| 23769 | &nbsp;&nbsp; 210278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J Kumar Infraprojects <br> Ltd.<br>| 8288 | &nbsp;&nbsp; 66550 |
|  | Jagran Prakashan Ltd. | 8300 | &nbsp;&nbsp; 6896 |
|  | Jai Corp. Ltd. | 4884 | &nbsp;&nbsp; 6125 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jain Irrigation Systems <br> Ltd.<br>| 40771 | &nbsp;&nbsp; 23577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jammu & Kashmir <br> Bank Ltd. <br>| 103452 | &nbsp;&nbsp; 122447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jamna Auto Industries <br> Ltd.<br>| 41400 | &nbsp;&nbsp; 43488 |
|  | Jash Engineering Ltd. | 3840 | &nbsp;&nbsp; 25460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JB Chemicals & <br> Pharmaceuticals <br> Ltd.<br>| 18676 | &nbsp;&nbsp; 378429 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Jindal Poly Films Ltd. | 5639 | &nbsp;&nbsp; $37175 |
|  | Jindal Saw Ltd. | 40752 | &nbsp;&nbsp; 97840 |
|  | Jindal Stainless Ltd. | 20283 | &nbsp;&nbsp; 159629 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jio Financial Services <br> Ltd.<br>| 183847 | &nbsp;&nbsp; 686979 |
| \* | JITF Infralogistics Ltd. | 984 | &nbsp;&nbsp; 3916 |
|  | JK Paper Ltd. | 17350 | &nbsp;&nbsp; 70271 |
|  | JM Financial Ltd. | 166245 | &nbsp;&nbsp; 297428 |
|  | JTEKT India Ltd. | 6243 | &nbsp;&nbsp; 9162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jubilant Pharmova <br> Ltd.<br>| 12704 | &nbsp;&nbsp; 172535 |
|  | Jupiter Wagons Ltd. | 21015 | &nbsp;&nbsp; 81514 |
| \* | Just Dial Ltd. | 7135 | &nbsp;&nbsp; 67992 |
|  | Jyothy Labs Ltd. | 32517 | &nbsp;&nbsp; 124185 |
| \* | Jyoti Structures Ltd. | 183985 | &nbsp;&nbsp; 35088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kalpataru Projects <br> International Ltd.<br>| 27940 | &nbsp;&nbsp; 364126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kalyan Jewellers India <br> Ltd.<br>| 93034 | &nbsp;&nbsp; 625235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kansai Nerolac Paints <br> Ltd.<br>| 62903 | &nbsp;&nbsp; 175704 |
|  | Karnataka Bank Ltd.  | 46083 | &nbsp;&nbsp; 94690 |
|  | Kaveri Seed Co. Ltd. | 5664 | &nbsp;&nbsp; 71485 |
|  | KDDL Ltd. | 1783 | &nbsp;&nbsp; 54502 |
|  | KEC International Ltd. | 32737 | &nbsp;&nbsp; 319899 |
|  | KEI Industries Ltd. | 16302 | &nbsp;&nbsp; 711199 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kellton Tech Solutions <br> Ltd.<br>| 127720 | &nbsp;&nbsp; 41442 |
|  | Kennametal India Ltd. | 1352 | &nbsp;&nbsp; 33337 |
| \* | Kiri Industries Ltd. | 4098 | &nbsp;&nbsp; 25483 |
|  | Kirloskar Brothers Ltd. | 5926 | &nbsp;&nbsp; 132214 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Electric Co. <br> Ltd.<br>| 4425 | &nbsp;&nbsp; 6450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Industries <br> Ltd.<br>| 167 | &nbsp;&nbsp; 8117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Oil Engines <br> Ltd.<br>| 24296 | &nbsp;&nbsp; 248229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Pneumatic <br> Co. Ltd.<br>| 3480 | &nbsp;&nbsp; 52153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KNR Constructions <br> Ltd.<br>| 32849 | &nbsp;&nbsp; 79710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kolte-Patil Developers <br> Ltd.<br>| 8425 | &nbsp;&nbsp; 39525 |
|  | Kopran Ltd. | 3553 | &nbsp;&nbsp; 6489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kotak Mahindra Bank <br> Ltd.<br>| 57319 | &nbsp;&nbsp; 1292330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kovai Medical Center <br> & Hospital Ltd.<br>| 834 | &nbsp;&nbsp; 59590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KPIT Technologies <br> Ltd.<br>| 48178 | &nbsp;&nbsp; 667966 |
|  | KRBL Ltd. | 2328 | &nbsp;&nbsp; 10195 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Krishna Institute of <br> Medical Sciences <br> Ltd.<br>| 42752 | &nbsp;&nbsp; 365419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Krsnaa Diagnostics <br> Ltd.<br>| 1566 | &nbsp;&nbsp; 15308 |
|  | KSB Ltd. | 13940 | &nbsp;&nbsp; 134366 |
|  | Ksolves India Ltd. | 1522 | &nbsp;&nbsp; 5567 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Latent View Analytics <br> Ltd.<br>| 3778 | &nbsp;&nbsp; $17629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laxmi Organic <br> Industries Ltd.<br>| 6427 | &nbsp;&nbsp; 14906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LG Balakrishnan & <br> Bros Ltd.<br>| 3409 | &nbsp;&nbsp; 49058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LIC Housing Finance <br> Ltd.<br>| 104346 | &nbsp;&nbsp; 694777 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Engineering <br> Works Ltd.<br>| 82355 | &nbsp;&nbsp; 63492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Metals & <br> Energy Ltd.<br>| 24249 | &nbsp;&nbsp; 414853 |
|  | LMW Ltd. | 497 | &nbsp;&nbsp; 85505 |
|  | LT Foods Ltd. | 45711 | &nbsp;&nbsp; 252475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lumax Auto <br> Technologies Ltd.<br>| 5511 | &nbsp;&nbsp; 68125 |
|  | Lumax Industries Ltd. | 391 | &nbsp;&nbsp; 17561 |
|  | Lupin Ltd. | 24499 | &nbsp;&nbsp; 534341 |
|  | LUX Industries Ltd. | 742 | &nbsp;&nbsp; 11600 |
|  | Mahanagar Gas Ltd. | 10614 | &nbsp;&nbsp; 163030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maharashtra Scooters <br> Ltd.<br>| 348 | &nbsp;&nbsp; 63016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maharashtra Seamless <br> Ltd.<br>| 5712 | &nbsp;&nbsp; 45786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra & Mahindra <br> Ltd.<br>| 117556 | &nbsp;&nbsp; 4274911 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra Holidays & <br> Resorts India Ltd.<br>| 7103 | &nbsp;&nbsp; 28762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra Lifespace <br> Developers Ltd.<br>| 15122 | &nbsp;&nbsp; 64362 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Man Industries India <br> Ltd.<br>| 4913 | &nbsp;&nbsp; 24919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Man Infraconstruction <br> Ltd.<br>| 27104 | &nbsp;&nbsp; 53697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manappuram Finance <br> Ltd.<br>| 106552 | &nbsp;&nbsp; 307068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mangalore Refinery & <br> Petrochemicals Ltd.<br>| 13130 | &nbsp;&nbsp; 18804 |
| \* | Mankind Pharma Ltd. | 422 | &nbsp;&nbsp; 12276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manorama Industries <br> Ltd.<br>| 892 | &nbsp;&nbsp; 15427 |
|  | Marico Ltd. | 157613 | &nbsp;&nbsp; 1273627 |
|  | Marksans Pharma Ltd. | 60249 | &nbsp;&nbsp; 155056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruti Suzuki India <br> Ltd.<br>| 7904 | &nbsp;&nbsp; 1125918 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; MAS Financial <br> Services Ltd.<br>| 11088 | &nbsp;&nbsp; 38967 |
|  | Mastek Ltd. | 5221 | &nbsp;&nbsp; 144000 |
| Ω | Matrimony.com Ltd. | 647 | &nbsp;&nbsp; 3906 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Max Financial Services <br> Ltd.<br>| 29521 | &nbsp;&nbsp; 502537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Max Healthcare <br> Institute Ltd.<br>| 70345 | &nbsp;&nbsp; 1001231 |
| \* | Max India Ltd. | 3985 | &nbsp;&nbsp; 9831 |
|  | Mayur Uniquoters Ltd. | 7327 | &nbsp;&nbsp; 46188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mazagon Dock <br> Shipbuilders Ltd.<br>| 10184 | &nbsp;&nbsp; 319526 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Medi Assist Healthcare <br> Services Ltd.<br>| 5543 | &nbsp;&nbsp; $33535 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Medplus Health <br> Services Ltd.<br>| 3295 | &nbsp;&nbsp; 34990 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Meghmani Organics <br> Ltd.<br>| 41024 | &nbsp;&nbsp; 46156 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Metropolis Healthcare <br> Ltd.<br>| 7810 | &nbsp;&nbsp; 176822 |
|  | Minda Corp. Ltd. | 13812 | &nbsp;&nbsp; 78007 |
|  | MOIL Ltd. | 8698 | &nbsp;&nbsp; 33892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monte Carlo Fashions <br> Ltd.<br>| 2014 | &nbsp;&nbsp; 13303 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Morepen Laboratories <br> Ltd.<br>| 11209 | &nbsp;&nbsp; 7440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motherson Sumi Wiring <br> India Ltd.<br>| 673114 | &nbsp;&nbsp; 285420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motilal Oswal Financial <br> Services Ltd.<br>| 64352 | &nbsp;&nbsp; 666209 |
|  | Mphasis Ltd. | 31714 | &nbsp;&nbsp; 1002681 |
|  | MPS Ltd. | 1347 | &nbsp;&nbsp; 36003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mrs Bectors Food <br> Specialities Ltd.<br>| 3601 | &nbsp;&nbsp; 61804 |
|  | Muthoot Finance Ltd. | 8161 | &nbsp;&nbsp; 243264 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nalwa Sons <br> Investments Ltd.<br>| 572 | &nbsp;&nbsp; 43667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Narayana Hrudayalaya <br> Ltd.<br>| 21959 | &nbsp;&nbsp; 480936 |
|  | Natco Pharma Ltd. | 13148 | &nbsp;&nbsp; 142633 |
| \*Ω | Navkar Corp. Ltd. | 12774 | &nbsp;&nbsp; 18982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Navneet Education <br> Ltd.<br>| 15429 | &nbsp;&nbsp; 26062 |
|  | NBCC India Ltd. | 112297 | &nbsp;&nbsp; 137471 |
|  | NELCO Ltd. | 2476 | &nbsp;&nbsp; 23234 |
|  | NESCO Ltd. | 5512 | &nbsp;&nbsp; 86636 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Network18 Media & <br> Investments Ltd.<br>| 11796 | &nbsp;&nbsp; 7434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Newgen Software <br> Technologies Ltd.<br>| 13790 | &nbsp;&nbsp; 133302 |
|  | NHPC Ltd. | 666952 | &nbsp;&nbsp; 628431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NIIT Learning Systems <br> Ltd.<br>| 26577 | &nbsp;&nbsp; 96265 |
|  | NIIT Ltd. | 22321 | &nbsp;&nbsp; 29170 |
|  | Nilkamal Ltd. | 2078 | &nbsp;&nbsp; 39879 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Life India Asset <br> Management Ltd.<br>| 50731 | &nbsp;&nbsp; 467380 |
|  | Nitin Spinners Ltd. | 2439 | &nbsp;&nbsp; 10154 |
|  | NOCIL Ltd. | 17104 | &nbsp;&nbsp; 36129 |
|  | Novartis India Ltd. | 2011 | &nbsp;&nbsp; 22435 |
|  | NRB Bearings Ltd. | 9283 | &nbsp;&nbsp; 30236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nucleus Software <br> Exports Ltd.<br>| 2868 | &nbsp;&nbsp; 34515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nuvama Wealth <br> Management Ltd.<br>| 1849 | &nbsp;&nbsp; 152046 |
|  | Oberoi Realty Ltd. | 27901 | &nbsp;&nbsp; 515499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; One 97 <br> Communications <br> Ltd.<br>| 44851 | &nbsp;&nbsp; 555098 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Onesource Specialty <br> Pharma Ltd.<br>| 8510 | &nbsp;&nbsp; $190886 |
| \* | OnMobile Global Ltd. | 3606 | &nbsp;&nbsp; 2192 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Optiemus Infracom <br> Ltd.<br>| 1802 | &nbsp;&nbsp; 12245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oracle Financial <br> Services Software <br> Ltd.<br>| 7698 | &nbsp;&nbsp; 737188 |
|  | Orient Electric Ltd. | 29254 | &nbsp;&nbsp; 71493 |
|  | Page Industries Ltd. | 1682 | &nbsp;&nbsp; 935067 |
|  | Paisalo Digital Ltd. | 128021 | &nbsp;&nbsp; 45130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Panama Petrochem <br> Ltd.<br>| 8339 | &nbsp;&nbsp; 34530 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paramount <br> Communications <br> Ltd.<br>| 12191 | &nbsp;&nbsp; 7735 |
|  | Patanjali Foods Ltd. | 7458 | &nbsp;&nbsp; 157928 |
| \* | Patel Engineering Ltd. | 91668 | &nbsp;&nbsp; 38849 |
| \* | PC Jeweller Ltd. | 869550 | &nbsp;&nbsp; 153234 |
|  | PCBL Chemical Ltd. | 16670 | &nbsp;&nbsp; 74050 |
|  | PDS Ltd. | 7840 | &nbsp;&nbsp; 31838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pearl Global Industries <br> Ltd.<br>| 4006 | &nbsp;&nbsp; 68733 |
| \* | Peninsula Land Ltd. | 8408 | &nbsp;&nbsp; 3435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Persistent Systems <br> Ltd.<br>| 31305 | &nbsp;&nbsp; 1827190 |
|  | Petronet LNG Ltd. | 380211 | &nbsp;&nbsp; 1244989 |
|  | PG Electroplast Ltd. | 15037 | &nbsp;&nbsp; 139116 |
|  | Phoenix Mills Ltd.  | 32406 | &nbsp;&nbsp; 547250 |
|  | PI Industries Ltd. | 20858 | &nbsp;&nbsp; 1006874 |
|  | Pidilite Industries Ltd. | 28407 | &nbsp;&nbsp; 927343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Piramal Enterprises <br> Ltd.<br>| 14725 | &nbsp;&nbsp; 211843 |
|  | Piramal Pharma Ltd. | 64175 | &nbsp;&nbsp; 143336 |
|  | Pitti Engineering Ltd. | 3818 | &nbsp;&nbsp; 40842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PIX Transmissions <br> Ltd.<br>| 502 | &nbsp;&nbsp; 8579 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; PNB Housing Finance <br> Ltd.<br>| 32496 | &nbsp;&nbsp; 363890 |
|  | PNC Infratech Ltd. | 16921 | &nbsp;&nbsp; 59730 |
|  | Pokarna Ltd. | 272 | &nbsp;&nbsp; 2876 |
|  | Poly Medicure Ltd. | 5938 | &nbsp;&nbsp; 131552 |
|  | Polycab India Ltd. | 10559 | &nbsp;&nbsp; 818433 |
|  | Polyplex Corp. Ltd. | 6178 | &nbsp;&nbsp; 78317 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Poonawalla Fincorp <br> Ltd.<br>| 46243 | &nbsp;&nbsp; 224131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Finance Corp. <br> Ltd.<br>| 462472 | &nbsp;&nbsp; 2154837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Grid Corp. of <br> India Ltd.<br>| 448254 | &nbsp;&nbsp; 1483096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Mech Projects <br> Ltd.<br>| 4158 | &nbsp;&nbsp; 147856 |
|  | Praj Industries Ltd. | 41695 | &nbsp;&nbsp; 220610 |
|  | Prakash Pipes Ltd. | 2972 | &nbsp;&nbsp; 12203 |
| Ω | Prataap Snacks Ltd. | 989 | &nbsp;&nbsp; 10962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Precision Wires India <br> Ltd.<br>| 16037 | &nbsp;&nbsp; 32223 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premier Explosives <br> Ltd. (PRE IN)<br>| 4205 | &nbsp;&nbsp; $20932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prestige Estates <br> Projects Ltd.<br>| 21418 | &nbsp;&nbsp; 395354 |
| \* | Pricol Ltd. | 12224 | &nbsp;&nbsp; 59947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prince Pipes & Fittings <br> Ltd.<br>| 1405 | &nbsp;&nbsp; 5392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Privi Speciality <br> Chemicals Ltd.<br>| 1728 | &nbsp;&nbsp; 50482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Procter & Gamble <br> Health Ltd.<br>| 2524 | &nbsp;&nbsp; 170410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Procter & Gamble <br> Hygiene & Health <br> Care Ltd.<br>| 984 | &nbsp;&nbsp; 154240 |
| \* | PSP Projects Ltd. | 1462 | &nbsp;&nbsp; 12491 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PTC India Financial <br> Services Ltd.<br>| 92542 | &nbsp;&nbsp; 43808 |
|  | PTC India Ltd. | 119739 | &nbsp;&nbsp; 261298 |
| \* | Puravankara Ltd. | 12820 | &nbsp;&nbsp; 42027 |
| Ω | Quess Corp. Ltd. | 21752 | &nbsp;&nbsp; 73482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; R Systems <br> International Ltd.<br>| 11560 | &nbsp;&nbsp; 54883 |
|  | Radico Khaitan Ltd. | 7280 | &nbsp;&nbsp; 226298 |
|  | Rail Vikas Nigam Ltd. | 95639 | &nbsp;&nbsp; 376954 |
| \* | Rajesh Exports Ltd. | 13608 | &nbsp;&nbsp; 29086 |
|  | Rallis India Ltd. | 21613 | &nbsp;&nbsp; 92087 |
|  | Ram Ratna Wires Ltd. | 3007 | &nbsp;&nbsp; 26704 |
|  | Ramco Industries Ltd. | 3297 | &nbsp;&nbsp; 11004 |
| \* | Ramco Systems Ltd. | 2608 | &nbsp;&nbsp; 11366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramkrishna Forgings <br> Ltd.<br>| 33101 | &nbsp;&nbsp; 219175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ramky Infrastructure <br> Ltd.<br>| 2084 | &nbsp;&nbsp; 13874 |
|  | Rane Holdings Ltd. | 2135 | &nbsp;&nbsp; 36913 |
| \* | Rane Madras Ltd. | 711 | &nbsp;&nbsp; 6802 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rategain Travel <br> Technologies Ltd.<br>| 3124 | &nbsp;&nbsp; 15544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ratnamani Metals & <br> Tubes Ltd.<br>| 6847 | &nbsp;&nbsp; 205849 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Raymond Lifestyle <br> Ltd.<br>| 2051 | &nbsp;&nbsp; 26706 |
| \* | Raymond Ltd. | 2564 | &nbsp;&nbsp; 19509 |
| \* | Raymond Realty Ltd. | 2564 | &nbsp;&nbsp; 20196 |
| Ω | RBL Bank Ltd. | 60562 | &nbsp;&nbsp; 183488 |
|  | REC Ltd. | 372965 | &nbsp;&nbsp; 1671323 |
|  | Redington Ltd. | 247667 | &nbsp;&nbsp; 705417 |
|  | Redtape Ltd. | 42370 | &nbsp;&nbsp; 62034 |
| \* | Refex Industries Ltd. | 4340 | &nbsp;&nbsp; 21363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Industrial <br> Infrastructure Ltd.<br>| 1327 | &nbsp;&nbsp; 13074 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Religare Enterprises <br> Ltd.<br>| 23726 | &nbsp;&nbsp; 72194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rico Auto Industries <br> Ltd.<br>| 15958 | &nbsp;&nbsp; 12961 |
|  | RITES Ltd. | 28130 | &nbsp;&nbsp; 82013 |
|  | Route Mobile Ltd. | 6572 | &nbsp;&nbsp; 67484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RPG Life Sciences <br> Ltd.<br>| 824 | &nbsp;&nbsp; 22504 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | RPSG Ventures Ltd. | 2544 | &nbsp;&nbsp; $28940 |
| \* | RSWM Ltd. | 4197 | &nbsp;&nbsp; 7502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Safari Industries India <br> Ltd.<br>| 4559 | &nbsp;&nbsp; 109231 |
|  | Saksoft Ltd. | 13898 | &nbsp;&nbsp; 33100 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Salasar Techno <br> Engineering Ltd.<br>| 76968 | &nbsp;&nbsp; 6257 |
|  | Sammaan Capital Ltd. | 11225 | &nbsp;&nbsp; 16137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samvardhana <br> Motherson <br> International Ltd.<br>| 880482 | &nbsp;&nbsp; 969097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandhar Technologies <br> Ltd.<br>| 3542 | &nbsp;&nbsp; 19625 |
|  | Sangam India Ltd. | 1378 | &nbsp;&nbsp; 6750 |
|  | Sanghvi Movers Ltd. | 12138 | &nbsp;&nbsp; 37190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanofi Consumer <br> Healthcare India <br> Ltd.<br>| 2689 | &nbsp;&nbsp; 150590 |
|  | Sanofi India Ltd. | 2689 | &nbsp;&nbsp; 178997 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Sansera Engineering <br> Ltd.<br>| 6029 | &nbsp;&nbsp; 90774 |
|  | Saregama India Ltd. | 7887 | &nbsp;&nbsp; 43348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sasken Technologies <br> Ltd.<br>| 1565 | &nbsp;&nbsp; 26366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Savita Oil Technologies <br> Ltd.<br>| 12025 | &nbsp;&nbsp; 54713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SBI Cards & Payment <br> Services Ltd.<br>| 63105 | &nbsp;&nbsp; 580586 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; SBI Life Insurance Co. <br> Ltd.<br>| 68816 | &nbsp;&nbsp; 1439115 |
|  | Schaeffler India Ltd. | 12188 | &nbsp;&nbsp; 571076 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric <br> Infrastructure Ltd.<br>| 15296 | &nbsp;&nbsp; 174267 |
| \* | SEAMEC Ltd. | 2784 | &nbsp;&nbsp; 24988 |
|  | Senco Gold Ltd. | 9320 | &nbsp;&nbsp; 33219 |
| \* | SEPC Ltd. | 308956 | &nbsp;&nbsp; 37143 |
| \*Ω | SH Kelkar & Co. Ltd. | 22091 | &nbsp;&nbsp; 64512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shakti Pumps India <br> Ltd.<br>| 19098 | &nbsp;&nbsp; 193639 |
|  | Shalby Ltd. | 3933 | &nbsp;&nbsp; 9374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shankara Building <br> Products Ltd.<br>| 2509 | &nbsp;&nbsp; 33639 |
|  | Shanthi Gears Ltd. | 3701 | &nbsp;&nbsp; 23219 |
|  | Sharda Cropchem Ltd. | 11711 | &nbsp;&nbsp; 150658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Share India Securities <br> Ltd.<br>| 8625 | &nbsp;&nbsp; 17017 |
| \* | Sheela Foam Ltd. | 4950 | &nbsp;&nbsp; 37630 |
| \* | Shilpa Medicare Ltd. | 7105 | &nbsp;&nbsp; 70538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shivalik Bimetal <br> Controls Ltd.<br>| 7392 | &nbsp;&nbsp; 44510 |
| \* | Shoppers Stop Ltd. | 7133 | &nbsp;&nbsp; 42322 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Siemens Energy India <br> Ltd.<br>| 3972 | &nbsp;&nbsp; 146050 |
|  | Siemens Ltd. | 3972 | &nbsp;&nbsp; 136833 |
| Ω | Sirca Paints India Ltd. | 3688 | &nbsp;&nbsp; 18181 |
| \* | SIS Ltd. | 11699 | &nbsp;&nbsp; 51597 |
|  | SJS Enterprises Ltd. | 3083 | &nbsp;&nbsp; 42917 |
|  | SJVN Ltd. | 175170 | &nbsp;&nbsp; 184497 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | SKF India Ltd. | 6470 | &nbsp;&nbsp; $359914 |
|  | Skipper Ltd. | 2652 | &nbsp;&nbsp; 14723 |
|  | SML ISUZU Ltd. | 440 | &nbsp;&nbsp; 16539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Snowman Logistics <br> Ltd.<br>| 32403 | &nbsp;&nbsp; 19941 |
|  | Sobha Ltd. | 7027 | &nbsp;&nbsp; 127682 |
|  | Somany Ceramics Ltd. | 3868 | &nbsp;&nbsp; 23767 |
|  | Sonata Software Ltd. | 74871 | &nbsp;&nbsp; 334227 |
| \* | SP Apparels Ltd. | 525 | &nbsp;&nbsp; 4985 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Spandana Sphoorty <br> Financial Ltd.<br>| 6230 | &nbsp;&nbsp; 19082 |
|  | SRF Ltd. | 8567 | &nbsp;&nbsp; 295928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; State Bank of India <br> (SBID LI), GDR<br>| 485 | &nbsp;&nbsp; 44396 |
|  | Stove Kraft Ltd. | 1809 | &nbsp;&nbsp; 12181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Strides Pharma <br> Science Ltd.<br>| 17020 | &nbsp;&nbsp; 168644 |
| \* | Stylam Industries Ltd. | 1747 | &nbsp;&nbsp; 34534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Styrenix Performance <br> Materials Ltd.<br>| 1162 | &nbsp;&nbsp; 38430 |
| \* | Subex Ltd. | 108975 | &nbsp;&nbsp; 16237 |
|  | Subros Ltd. | 3035 | &nbsp;&nbsp; 29485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sudarshan Chemical <br> Industries Ltd.<br>| 5116 | &nbsp;&nbsp; 83124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Chemical <br> India Ltd.<br>| 11897 | &nbsp;&nbsp; 87742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Pharmaceutical <br> Industries Ltd. <br> (SUNP IN)<br>| 68598 | &nbsp;&nbsp; 1326945 |
|  | Sun TV Network Ltd. | 31011 | &nbsp;&nbsp; 198690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sundaram Finance <br> Ltd.<br>| 9248 | &nbsp;&nbsp; 488743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sundaram-Clayton <br> Ltd.<br>| 134 | &nbsp;&nbsp; 2976 |
|  | Sundrop Brands Ltd. | 1250 | &nbsp;&nbsp; 11601 |
|  | Sunteck Realty Ltd. | 12565 | &nbsp;&nbsp; 56245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suprajit Engineering <br> Ltd.<br>| 15139 | &nbsp;&nbsp; 79026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supreme Industries <br> Ltd.<br>| 14773 | &nbsp;&nbsp; 722849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supreme Petrochem <br> Ltd.<br>| 24390 | &nbsp;&nbsp; 217750 |
|  | Surya Roshni Ltd. | 18449 | &nbsp;&nbsp; 68890 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Suryoday Small <br> Finance Bank Ltd.<br>| 11567 | &nbsp;&nbsp; 16591 |
|  | Suyog Telematics Ltd. | 1545 | &nbsp;&nbsp; 15016 |
| \* | Suzlon Energy Ltd. | 1839852 | &nbsp;&nbsp; 1280936 |
|  | Swaraj Engines Ltd. | 2717 | &nbsp;&nbsp; 129657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swelect Energy <br> Systems Ltd.<br>| 1098 | &nbsp;&nbsp; 8137 |
|  | Symphony Ltd. | 5252 | &nbsp;&nbsp; 66419 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Syngene International <br> Ltd.<br>| 39029 | &nbsp;&nbsp; 315124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Talbros Automotive <br> Components Ltd.<br>| 3456 | &nbsp;&nbsp; 11253 |
|  | Tanla Platforms Ltd. | 13165 | &nbsp;&nbsp; 94179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tata Communications <br> Ltd.<br>| 31818 | &nbsp;&nbsp; 619508 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tata Consultancy <br> Services Ltd.<br>| 135654 | &nbsp;&nbsp; $4672678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tata Consumer <br> Products Ltd.<br>| 43414 | &nbsp;&nbsp; 529931 |
|  | Tata Elxsi Ltd. | 10858 | &nbsp;&nbsp; 751108 |
|  | Tata Motors Ltd. | 301394 | &nbsp;&nbsp; 2279846 |
|  | TCI Express Ltd. | 2376 | &nbsp;&nbsp; 18975 |
|  | TCPL Packaging Ltd. | 151 | &nbsp;&nbsp; 6198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TD Power Systems <br> Ltd.<br>| 26003 | &nbsp;&nbsp; 150423 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TeamLease Services <br> Ltd.<br>| 1462 | &nbsp;&nbsp; 30490 |
|  | Tech Mahindra Ltd. | 68745 | &nbsp;&nbsp; 1140717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Techno Electric & <br> Engineering Co. <br> Ltd.<br>| 2302 | &nbsp;&nbsp; 37835 |
|  | Tega Industries Ltd. | 2443 | &nbsp;&nbsp; 52756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texmaco Rail & <br> Engineering Ltd.<br>| 111313 | &nbsp;&nbsp; 185434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thanga Mayil <br> Jewellery Ltd.<br>| 3021 | &nbsp;&nbsp; 64860 |
|  | Thejo Engineering Ltd. | 340 | &nbsp;&nbsp; 9130 |
|  | Thermax Ltd. | 2737 | &nbsp;&nbsp; 122683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thirumalai Chemicals <br> Ltd.<br>| 19514 | &nbsp;&nbsp; 66089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thomas Cook India <br> Ltd.<br>| 39648 | &nbsp;&nbsp; 75960 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Thyrocare <br> Technologies Ltd.<br>| 5502 | &nbsp;&nbsp; 83163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tilaknagar Industries <br> Ltd.<br>| 26662 | &nbsp;&nbsp; 149349 |
|  | Time Technoplast Ltd. | 54163 | &nbsp;&nbsp; 287161 |
|  | Timken India Ltd. | 9812 | &nbsp;&nbsp; 369709 |
|  | Tips Music Ltd. | 12301 | &nbsp;&nbsp; 82002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Titagarh Rail System <br> Ltd.<br>| 16121 | &nbsp;&nbsp; 157478 |
|  | Titan Co. Ltd. | 67161 | &nbsp;&nbsp; 2551003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Torrent <br> Pharmaceuticals <br> Ltd.<br>| 22802 | &nbsp;&nbsp; 973978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tourism Finance Corp. <br> of India Ltd.<br>| 20829 | &nbsp;&nbsp; 70033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TransIndia Real Estate <br> Ltd.<br>| 19487 | &nbsp;&nbsp; 7302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transport Corp. of <br> India Ltd.<br>| 6079 | &nbsp;&nbsp; 80994 |
|  | Trent Ltd. | 19021 | &nbsp;&nbsp; 1086261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triveni Engineering & <br> Industries Ltd.<br>| 20609 | &nbsp;&nbsp; 80175 |
|  | Triveni Turbine Ltd. | 30616 | &nbsp;&nbsp; 208464 |
|  | TTK Prestige Ltd. | 6313 | &nbsp;&nbsp; 45397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tube Investments of <br> India Ltd.<br>| 13141 | &nbsp;&nbsp; 423694 |
|  | TVS Holdings Ltd. | 1521 | &nbsp;&nbsp; 200857 |
|  | TVS Motor Co. Ltd. | 52237 | &nbsp;&nbsp; 1668097 |
|  | Uflex Ltd. | 12421 | &nbsp;&nbsp; 83680 |
|  | United Breweries Ltd. | 10448 | &nbsp;&nbsp; 231496 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | United Spirits Ltd. | 72794 | &nbsp;&nbsp; $1108736 |
|  | UNO Minda Ltd. | 30086 | &nbsp;&nbsp; 356024 |
| \* | UPL Ltd. | 176425 | &nbsp;&nbsp; 1358055 |
|  | Usha Martin Ltd. | 15934 | &nbsp;&nbsp; 68085 |
| \* | V2 Retail Ltd. | 1576 | &nbsp;&nbsp; 33226 |
| \* | VA Tech Wabag Ltd. | 17914 | &nbsp;&nbsp; 321842 |
|  | Vadilal Industries Ltd. | 537 | &nbsp;&nbsp; 31907 |
|  | Vaibhav Global Ltd. | 14609 | &nbsp;&nbsp; 37552 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Varroc Engineering <br> Ltd.<br>| 9736 | &nbsp;&nbsp; 59218 |
|  | Varun Beverages Ltd. | 128350 | &nbsp;&nbsp; 760489 |
| \* | Vascon Engineers Ltd. | 27423 | &nbsp;&nbsp; 16755 |
|  | Vedant Fashions Ltd. | 8558 | &nbsp;&nbsp; 73363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Veedol Corporation <br> Ltd.<br>| 1780 | &nbsp;&nbsp; 33583 |
|  | Vesuvius India Ltd. | 21770 | &nbsp;&nbsp; 128092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; V-Guard Industries <br> Ltd.<br>| 45354 | &nbsp;&nbsp; 197602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vijaya Diagnostic <br> Centre Ltd.<br>| 2128 | &nbsp;&nbsp; 25986 |
|  | Vinati Organics Ltd. | 3605 | &nbsp;&nbsp; 74983 |
|  | Vindhya Telelinks Ltd. | 1234 | &nbsp;&nbsp; 22124 |
|  | Vishnu Chemicals Ltd. | 2254 | &nbsp;&nbsp; 14582 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; VL E-Governance & IT <br> Solutions Ltd.<br>| 15966 | &nbsp;&nbsp; 8041 |
| \* | Vodafone Idea Ltd. | 3089440 | &nbsp;&nbsp; 242559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Voltamp Transformers <br> Ltd.<br>| 1435 | &nbsp;&nbsp; 143307 |
|  | Voltas Ltd. | 45021 | &nbsp;&nbsp; 675678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VST Tillers Tractors <br> Ltd.<br>| 993 | &nbsp;&nbsp; 51516 |
|  | Welspun Corp. Ltd. | 22839 | &nbsp;&nbsp; 242023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Welspun Enterprises <br> Ltd.<br>| 19581 | &nbsp;&nbsp; 109519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; West Coast Paper <br> Mills Ltd.<br>| 5706 | &nbsp;&nbsp; 34548 |
|  | Wheels India Ltd. | 1253 | &nbsp;&nbsp; 10855 |
|  | Whirlpool of India Ltd. | 3492 | &nbsp;&nbsp; 52922 |
|  | Windlas Biotech Ltd. | 1839 | &nbsp;&nbsp; 20538 |
|  | Wipro Ltd. | 248666 | &nbsp;&nbsp; 699347 |
| \* | Wockhardt Ltd. | 19314 | &nbsp;&nbsp; 365777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wonderla Holidays <br> Ltd.<br>| 4843 | &nbsp;&nbsp; 34924 |
| \* | Yes Bank Ltd. | 865947 | &nbsp;&nbsp; 186130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zee Entertainment <br> Enterprises Ltd.<br>| 270307 | &nbsp;&nbsp; 364000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zensar Technologies <br> Ltd.<br>| 39496 | &nbsp;&nbsp; 363288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZF Commercial Vehicle <br> Control Systems <br> India Ltd.<br>| 296 | &nbsp;&nbsp; 44465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zydus Lifesciences <br> Ltd.<br>| 41717 | &nbsp;&nbsp; 456670 |
|  | Zydus Wellness Ltd. | 4337 | &nbsp;&nbsp; 99938 |
| TOTAL INDIA | TOTAL INDIA |  | &nbsp;&nbsp; 191188121 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (0.4%) | INDONESIA — (0.4%) | INDONESIA — (0.4%) | INDONESIA — (0.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Adi Sarana Armada <br> Tbk. PT<br>| 440500 | &nbsp;&nbsp; $22677 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alam Sutera Realty <br> Tbk. PT<br>| 2532800 | &nbsp;&nbsp; 23981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arwana Citramulia Tbk. <br> PT<br>| 996500 | &nbsp;&nbsp; 35382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aspirasi Hidup <br> Indonesia Tbk. PT<br>| 1335500 | &nbsp;&nbsp; 38126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra Otoparts Tbk. <br> PT<br>| 208600 | &nbsp;&nbsp; 27242 |
|  | Avia Avian Tbk. PT | 2422700 | &nbsp;&nbsp; 66949 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Neo Commerce <br> Tbk. PT<br>| 2335300 | &nbsp;&nbsp; 34316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank OCBC Nisp Tbk. <br> PT<br>| 945900 | &nbsp;&nbsp; 76356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Tabungan <br> Negara Persero Tbk. <br> PT<br>| 848800 | &nbsp;&nbsp; 57201 |
|  | Barito Pacific Tbk. PT | 1765577 | &nbsp;&nbsp; 280950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BFI Finance Indonesia <br> Tbk. PT<br>| 2004500 | &nbsp;&nbsp; 93045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BISI International Tbk. <br> PT<br>| 170900 | &nbsp;&nbsp; 9596 |
|  | Blue Bird Tbk. PT | 152000 | &nbsp;&nbsp; 17986 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bukalapak.com Tbk. <br> PT<br>| 18983100 | &nbsp;&nbsp; 173810 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Capital Financial <br> Indonesia Tbk. PT<br>| 237300 | &nbsp;&nbsp; 14925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chandra Asri Pacific <br> Tbk. PT<br>| 118600 | &nbsp;&nbsp; 66679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cisarua Mountain <br> Dairy Tbk. PT<br>| 248700 | &nbsp;&nbsp; 75413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dayamitra <br> Telekomunikasi PT<br>| 1834800 | &nbsp;&nbsp; 64682 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dian Swastatika <br> Sentosa Tbk. PT<br>| 10800 | &nbsp;&nbsp; 42500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elang Mahkota <br> Teknologi Tbk. PT<br>| 2711000 | &nbsp;&nbsp; 102470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Erajaya Swasembada <br> Tbk. PT<br>| 3413900 | &nbsp;&nbsp; 100789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gajah Tunggal Tbk. <br> PT<br>| 256600 | &nbsp;&nbsp; 16343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Garudafood Putra Putri <br> Jaya Tbk. PT<br>| 2231400 | &nbsp;&nbsp; 49366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hexindo Adiperkasa <br> Tbk. PT<br>| 63500 | &nbsp;&nbsp; 20737 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Impack Pratama <br> Industri Tbk. PT<br>| 2204000 | &nbsp;&nbsp; 66664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indomobil Sukses <br> Internasional Tbk. <br> PT<br>| 502700 | &nbsp;&nbsp; 31690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industri Jamu Dan <br> Farmasi Sido <br> Muncul Tbk. PT<br>| 2017323 | &nbsp;&nbsp; 62452 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Inti Agri Resources <br> Tbk. PT<br>| 550900 | &nbsp;&nbsp; 0 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jasa Marga Persero <br> Tbk. PT<br>| 593100 | &nbsp;&nbsp; $128882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jaya Real Property <br> Tbk. PT<br>| 709100 | &nbsp;&nbsp; 32115 |
|  | Kalbe Farma Tbk. PT | 2381000 | &nbsp;&nbsp; 205933 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kawasan Industri <br> Jababeka Tbk. PT<br>| 1676900 | &nbsp;&nbsp; 19254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KMI Wire & Cable Tbk. <br> PT<br>| 229100 | &nbsp;&nbsp; 5340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Map Aktif Adiperkasa <br> PT<br>| 2105200 | &nbsp;&nbsp; 88230 |
|  | Mayora Indah Tbk. PT | 1131500 | &nbsp;&nbsp; 153069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MD Entertainment Tbk. <br> PT<br>| 317350 | &nbsp;&nbsp; 32787 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Media Nusantara Citra <br> Tbk. PT<br>| 2337100 | &nbsp;&nbsp; 35746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medikaloka Hermina <br> Tbk. PT<br>| 1968600 | &nbsp;&nbsp; 188633 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Metro Healthcare <br> Indonesia Tbk. PT<br>| 3077400 | &nbsp;&nbsp; 44477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metrodata Electronics <br> Tbk. PT<br>| 2268400 | &nbsp;&nbsp; 81926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitra Adiperkasa Tbk. <br> PT<br>| 1600100 | &nbsp;&nbsp; 114184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitra Keluarga <br> Karyasehat Tbk. PT<br>| 422900 | &nbsp;&nbsp; 61096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitra Pinasthika <br> Mustika Tbk. PT<br>| 395200 | &nbsp;&nbsp; 22923 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MNC Digital <br> Entertainment Tbk. <br> PT<br>| 621800 | &nbsp;&nbsp; 18434 |
| \* | MNC Land Tbk. PT | 7894400 | &nbsp;&nbsp; 80966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Indosari <br> Corpindo Tbk. PT<br>| 140600 | &nbsp;&nbsp; 6922 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Nusantara Sejahtera <br> Raya Tbk. PT<br>| 2386900 | &nbsp;&nbsp; 20160 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Strategic <br> Financial Tbk. PT<br>| 408200 | &nbsp;&nbsp; 27902 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Panin Financial Tbk. <br> PT<br>| 4046700 | &nbsp;&nbsp; 62317 |
| \* | Paninvest Tbk. PT | 332500 | &nbsp;&nbsp; 18157 |
|  | Petrosea Tbk. PT | 126000 | &nbsp;&nbsp; 28837 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Pool Advista Indonesia <br> Tbk. PT<br>| 64100 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prodia Widyahusada <br> Tbk. PT<br>| 96600 | &nbsp;&nbsp; 17111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Puradelta Lestari Tbk. <br> PT<br>| 4085000 | &nbsp;&nbsp; 34222 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Rimo International <br> Lestari Tbk. PT<br>| 3949000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samudera Indonesia <br> Tbk. PT<br>| 584900 | &nbsp;&nbsp; 11644 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sarana Meditama <br> Metropolitan Tbk. <br> PT<br>| 696400 | &nbsp;&nbsp; 11593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sarana Menara <br> Nusantara Tbk. PT<br>| 4829700 | &nbsp;&nbsp; 178765 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sariguna Primatirta <br> Tbk. PT<br>| 1206800 | &nbsp;&nbsp; $40929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Selamat Sempurna <br> Tbk. PT<br>| 570200 | &nbsp;&nbsp; 68676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siloam International <br> Hospitals Tbk. PT<br>| 97200 | &nbsp;&nbsp; 12462 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Sri Rejeki Isman Tbk. <br> PT<br>| 1498800 | &nbsp;&nbsp; 2493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumber Alfaria Trijaya <br> Tbk. PT<br>| 1489400 | &nbsp;&nbsp; 209338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summarecon Agung <br> Tbk. PT<br>| 2162145 | &nbsp;&nbsp; 54053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Surya Citra Media Tbk. <br> PT<br>| 2428300 | &nbsp;&nbsp; 27175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Surya Semesta <br> Internusa Tbk. PT<br>| 1772300 | &nbsp;&nbsp; 279287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tempo Scan Pacific <br> Tbk. PT<br>| 253800 | &nbsp;&nbsp; 33866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tower Bersama <br> Infrastructure Tbk. <br> PT<br>| 638400 | &nbsp;&nbsp; 75858 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Trada Alam Minera <br> Tbk. PT<br>| 1606700 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unilever Indonesia <br> Tbk. PT<br>| 2073200 | &nbsp;&nbsp; 215082 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Waskita Karya Persero <br> Tbk. PT<br>| 2437341 | &nbsp;&nbsp; 5611 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Wijaya Karya Persero <br> Tbk. PT<br>| 2100600 | &nbsp;&nbsp; 19532 |
| TOTAL INDONESIA | TOTAL INDONESIA |  | &nbsp;&nbsp; 4448351 |
| KUWAIT — (0.7%) | KUWAIT — (0.7%) | KUWAIT — (0.7%) | KUWAIT — (0.7%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; A'ayan Real Estate Co. <br> SAK<br>| 53586 | &nbsp;&nbsp; 18309 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acico Industries Co. <br> KSC<br>| 74581 | &nbsp;&nbsp; 20815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agility Public <br> Warehousing Co. <br> KSC<br>| 277010 | &nbsp;&nbsp; 129146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Ahli Bank of Kuwait <br> KSCP<br>| 153873 | &nbsp;&nbsp; 151087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ali Alghanim Sons <br> Automotive Co. <br> KSCC<br>| 44631 | &nbsp;&nbsp; 163535 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Arabi Group Holding <br> KSC<br>| 28682 | &nbsp;&nbsp; 27075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arzan Financial Group <br> for Financing & <br> Investment KPSC<br>| 284189 | &nbsp;&nbsp; 274304 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asiya Capital <br> Investments Co. <br> KSCP<br>| 206003 | &nbsp;&nbsp; 29874 |
|  | Boubyan Bank KSCP | 51276 | &nbsp;&nbsp; 118070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boubyan <br> Petrochemicals Co. <br> KSCP<br>| 94328 | &nbsp;&nbsp; 199137 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |
|  | Burgan Bank SAK | 229945 | &nbsp;&nbsp; $187477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Combined Group <br> Contracting Co. <br> SAK<br>| 17825 | &nbsp;&nbsp; 42052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Facilities <br> Co. SAKP<br>| 74507 | &nbsp;&nbsp; 56787 |
|  | Gulf Bank KSCP | 328550 | &nbsp;&nbsp; 362948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Cables & <br> Electrical Industries <br> Group Co. KSCP<br>| 24645 | &nbsp;&nbsp; 168787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heavy Engineering & <br> Ship Building Co. <br> KSCP<br>| 51453 | &nbsp;&nbsp; 144980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Humansoft Holding Co. <br> KSC<br>| 24673 | &nbsp;&nbsp; 193336 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IFA Hotels & <br> Resorts-KPSC<br>| 8751 | &nbsp;&nbsp; 25021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Integrated Holding Co. <br> KCSC<br>| 47085 | &nbsp;&nbsp; 83385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KAMCO Investment <br> Co. KSC<br>| 54293 | &nbsp;&nbsp; 27970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Finance House <br> KSCP<br>| 737013 | &nbsp;&nbsp; 1940721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Financial <br> Centre SAK<br>| 66525 | &nbsp;&nbsp; 32750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Insurance Co. <br> SAK<br>| 34849 | &nbsp;&nbsp; 59645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Investment Co. <br> SAK<br>| 60453 | &nbsp;&nbsp; 40845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Real Estate Co. <br> KSC<br>| 172350 | &nbsp;&nbsp; 202120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait <br> Telecommunications <br> Co.<br>| 51876 | &nbsp;&nbsp; 97422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mezzan Holding Co. <br> KSCC<br>| 35057 | &nbsp;&nbsp; 142299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank of <br> Kuwait SAKP<br>| 544177 | &nbsp;&nbsp; 1862596 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Consumer <br> Holding Co. SAK<br>| 61028 | &nbsp;&nbsp; 21902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Industries <br> Group Holding SAK<br>| 386188 | &nbsp;&nbsp; 310936 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Privatization Holding <br> Co. KSCP<br>| 149482 | &nbsp;&nbsp; 27090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Salhia Real Estate Co. <br> KSCP<br>| 96984 | &nbsp;&nbsp; 130712 |
|  | Securities House KSC | 52514 | &nbsp;&nbsp; 14025 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Sultan Center Food <br> Products Co. KSC<br>| 30168 | &nbsp;&nbsp; 3547 |
| \* | Warba Bank KSCP | 605755 | &nbsp;&nbsp; 547882 |
| TOTAL KUWAIT | TOTAL KUWAIT |  | &nbsp;&nbsp; 7858587 |
| MALAYSIA — (0.9%) | MALAYSIA — (0.9%) | MALAYSIA — (0.9%) | MALAYSIA — (0.9%) |
|  | Able Global Bhd. | 28800 | &nbsp;&nbsp; 10096 |
|  | Aeon Co. M Bhd. | 108000 | &nbsp;&nbsp; 32617 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AEON Credit Service <br> M Bhd.<br>| 13600 | &nbsp;&nbsp; $16405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ajinomoto Malaysia <br> Bhd.<br>| 4200 | &nbsp;&nbsp; 12643 |
|  | Allianz Malaysia Bhd. | 9500 | &nbsp;&nbsp; 38756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AME Elite Consortium <br> Bhd.<br>| 38000 | &nbsp;&nbsp; 13416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AMMB Holdings Bhd. <br> (AMM MK)<br>| 268300 | &nbsp;&nbsp; 317019 |
|  | Ancom Nylex Bhd. | 325277 | &nbsp;&nbsp; 70808 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Astro Malaysia <br> Holdings Bhd.<br>| 288400 | &nbsp;&nbsp; 9783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aumas Resources <br> Bhd.<br>| 143100 | &nbsp;&nbsp; 17779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aurelius Technologies <br> Bhd.<br>| 70800 | &nbsp;&nbsp; 18011 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bank Islam Malaysia <br> Bhd.<br>| 168500 | &nbsp;&nbsp; 88351 |
| \* | Berjaya Corp. Bhd. | 475686 | &nbsp;&nbsp; 31175 |
| #\* | Berjaya Land Bhd. | 294800 | &nbsp;&nbsp; 19239 |
| #\* | Bermaz Auto Bhd. | 317700 | &nbsp;&nbsp; 55026 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cahya Mata Sarawak <br> Bhd.<br>| 150700 | &nbsp;&nbsp; 43536 |
|  | Cape Ems Bhd. | 186000 | &nbsp;&nbsp; 14528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carlsberg Brewery <br> Malaysia Bhd.<br>| 33900 | &nbsp;&nbsp; 143621 |
| \* | Chin Hin Group Bhd. | 64300 | &nbsp;&nbsp; 34459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CIMB Group Holdings <br> Bhd.<br>| 362705 | &nbsp;&nbsp; 554437 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Coastal Contracts <br> Bhd.<br>| 57700 | &nbsp;&nbsp; 17070 |
| # | CTOS Digital Bhd. | 452900 | &nbsp;&nbsp; 92103 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; D&O Green <br> Technologies Bhd.<br>| 126900 | &nbsp;&nbsp; 30881 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dayang Enterprise <br> Holdings Bhd.<br>| 229720 | &nbsp;&nbsp; 98803 |
| # | Dialog Group Bhd. | 579300 | &nbsp;&nbsp; 236968 |
|  | DRB-Hicom Bhd. | 74900 | &nbsp;&nbsp; 14797 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Duopharma Biotech <br> Bhd.<br>| 106742 | &nbsp;&nbsp; 32999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dutch Lady Milk <br> Industries Bhd.<br>| 3900 | &nbsp;&nbsp; 24896 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Eastern & Oriental <br> Bhd.<br>| 171500 | &nbsp;&nbsp; 33442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eco World <br> Development Group <br> Bhd.<br>| 183900 | &nbsp;&nbsp; 87498 |
| \* | Ekovest Bhd. | 499300 | &nbsp;&nbsp; 48357 |
|  | Ewi Capital Bhd. | 120600 | &nbsp;&nbsp; 9165 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Prosonic <br> Industries Bhd.<br>| 55100 | &nbsp;&nbsp; 16376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fraser & Neave <br> Holdings Bhd.<br>| 32100 | &nbsp;&nbsp; 215225 |
| # | Frontken Corp. Bhd. | 304200 | &nbsp;&nbsp; 287974 |
| # | Gamuda Bhd. | 323422 | &nbsp;&nbsp; 390369 |
|  | Gas Malaysia Bhd. | 94400 | &nbsp;&nbsp; 91831 |
| # | Genting Malaysia Bhd. | 495700 | &nbsp;&nbsp; 226759 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Globetronics <br> Technology Bhd.<br>| 139600 | &nbsp;&nbsp; $12324 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Greatech Technology <br> Bhd.<br>| 165800 | &nbsp;&nbsp; 65846 |
| # | Guan Chong Bhd. | 68833 | &nbsp;&nbsp; 18326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heineken Malaysia <br> Bhd.<br>| 35100 | &nbsp;&nbsp; 196592 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hengyuan Refining Co. <br> Bhd.<br>| 9500 | &nbsp;&nbsp; 3028 |
| # | Hextar Global Bhd. | 292400 | &nbsp;&nbsp; 61649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Leong Industries <br> Bhd.<br>| 20200 | &nbsp;&nbsp; 61819 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hup Seng Industries <br> Bhd.<br>| 52600 | &nbsp;&nbsp; 11687 |
| # | IHH Healthcare Bhd. | 120700 | &nbsp;&nbsp; 188123 |
|  | IJM Corp. Bhd. | 67100 | &nbsp;&nbsp; 44690 |
|  | Inari Amertron Bhd. | 134400 | &nbsp;&nbsp; 65872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IOI Properties Group <br> Bhd.<br>| 176500 | &nbsp;&nbsp; 87438 |
|  | ITMAX SYSTEM Bhd. | 21200 | &nbsp;&nbsp; 19874 |
| \* | JCY International Bhd. | 193400 | &nbsp;&nbsp; 14995 |
|  | Kelington Group Bhd. | 146100 | &nbsp;&nbsp; 144328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kerjaya Prospek Group <br> Bhd.<br>| 90395 | &nbsp;&nbsp; 43048 |
|  | KPJ Healthcare Bhd. | 199700 | &nbsp;&nbsp; 121035 |
| \* | KSL Holdings Bhd. | 72900 | &nbsp;&nbsp; 27592 |
| # | LBS Bina Group Bhd. | 288730 | &nbsp;&nbsp; 31346 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Chemical Titan <br> Holding Bhd.<br>| 127315 | &nbsp;&nbsp; 21119 |
|  | LPI Capital Bhd. | 61900 | &nbsp;&nbsp; 210358 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Magni-Tech Industries <br> Bhd.<br>| 50166 | &nbsp;&nbsp; 24750 |
| # | Magnum Bhd. | 216645 | &nbsp;&nbsp; 68492 |
|  | Mah Sing Group Bhd. | 316400 | &nbsp;&nbsp; 86062 |
|  | Malayan Banking Bhd. | 299309 | &nbsp;&nbsp; 658306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Malaysian Resources <br> Corp. Bhd.<br>| 398629 | &nbsp;&nbsp; 49648 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Matrix Concepts <br> Holdings Bhd.<br>| 227025 | &nbsp;&nbsp; 71090 |
| # | MBM Resources Bhd. | 18900 | &nbsp;&nbsp; 20356 |
| # | MBSB Bhd. | 399231 | &nbsp;&nbsp; 63957 |
|  | MNRB Holdings Bhd. | 105800 | &nbsp;&nbsp; 45753 |
| #Ω | Mr. DIY Group M Bhd. | 416950 | &nbsp;&nbsp; 160738 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Muhibbah Engineering <br> M Bhd.<br>| 139200 | &nbsp;&nbsp; 18716 |
| # | NEXG Bhd. | 171900 | &nbsp;&nbsp; 21464 |
| †† | Nylex Malaysia Bhd. | 2285 | &nbsp;&nbsp; 24 |
| # | OCK Group Bhd. | 100800 | &nbsp;&nbsp; 9780 |
|  | OSK Holdings Bhd. | 401400 | &nbsp;&nbsp; 122879 |
|  | Padini Holdings Bhd. | 192000 | &nbsp;&nbsp; 89627 |
| # | Paramount Corp. Bhd. | 90300 | &nbsp;&nbsp; 22851 |
|  | PBA Holdings Bhd. | 17300 | &nbsp;&nbsp; 8421 |
|  | Pecca Group Bhd. | 38700 | &nbsp;&nbsp; 13775 |
|  | Perak Transit Bhd. | 59199 | &nbsp;&nbsp; 9569 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Petron Malaysia <br> Refining & Marketing <br> Bhd.<br>| 24600 | &nbsp;&nbsp; 20287 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Petronas Chemicals <br> Group Bhd.<br>| 108700 | &nbsp;&nbsp; $98373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Petronas Dagangan <br> Bhd.<br>| 60800 | &nbsp;&nbsp; 307098 |
|  | Power Root Bhd. | 33600 | &nbsp;&nbsp; 9985 |
| # | RCE Capital Bhd. | 121600 | &nbsp;&nbsp; 29290 |
|  | REDtone Digital Bhd. | 48400 | &nbsp;&nbsp; 6105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RGB International <br> Bhd.<br>| 253600 | &nbsp;&nbsp; 17450 |
|  | RHB Bank Bhd. | 151456 | &nbsp;&nbsp; 217445 |
| \* | Salcon Bhd. | 121000 | &nbsp;&nbsp; 8186 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sam Engineering & <br> Equipment M Bhd.<br>| 43000 | &nbsp;&nbsp; 41901 |
| \* | Sapura Energy Bhd. | 2096200 | &nbsp;&nbsp; 19583 |
| # | Scientex Bhd. | 225000 | &nbsp;&nbsp; 171702 |
|  | Sime Darby Bhd. | 893400 | &nbsp;&nbsp; 340570 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sime Darby Property <br> Bhd.<br>| 518200 | &nbsp;&nbsp; 179591 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Solarvest Holdings <br> Bhd.<br>| 32100 | &nbsp;&nbsp; 18789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Cable Group <br> Bhd.<br>| 106400 | &nbsp;&nbsp; 42481 |
|  | SP Setia Bhd. Group | 451564 | &nbsp;&nbsp; 118038 |
|  | Sports Toto Bhd. | 323082 | &nbsp;&nbsp; 103622 |
|  | Sunway Bhd. | 64000 | &nbsp;&nbsp; 70727 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sunway Construction <br> Group Bhd.<br>| 78400 | &nbsp;&nbsp; 95877 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Syarikat Takaful <br> Malaysia Keluarga <br> Bhd.<br>| 132167 | &nbsp;&nbsp; 98917 |
|  | Taliworks Corp. Bhd. | 120500 | &nbsp;&nbsp; 16345 |
|  | TASCO Bhd. | 69700 | &nbsp;&nbsp; 7976 |
| # | TIME dotCom Bhd. | 177700 | &nbsp;&nbsp; 216067 |
| #\* | Tropicana Corp. Bhd. | 190196 | &nbsp;&nbsp; 52954 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Uchi Technologies <br> Bhd.<br>| 66700 | &nbsp;&nbsp; 49799 |
| # | UEM Sunrise Bhd. | 434700 | &nbsp;&nbsp; 75775 |
|  | Velesto Energy Bhd. | 854800 | &nbsp;&nbsp; 36014 |
| # | VS Industry Bhd. | 541195 | &nbsp;&nbsp; 101356 |
| # | Wasco Bhd. | 54800 | &nbsp;&nbsp; 12551 |
| #\* | WCT Holdings Bhd. | 171415 | &nbsp;&nbsp; 31388 |
|  | Wellcall Holdings Bhd. | 99500 | &nbsp;&nbsp; 30734 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Westports Holdings <br> Bhd.<br>| 71700 | &nbsp;&nbsp; 93970 |
|  | Yinson Holdings Bhd. | 514366 | &nbsp;&nbsp; 281640 |
| # | YTL Corp. Bhd. | 233100 | &nbsp;&nbsp; 134938 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; YTL Power <br> International Bhd.<br>| 169560 | &nbsp;&nbsp; 161596 |
|  | Zetrix Ai Bhd. | 2337334 | &nbsp;&nbsp; 479390 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp; 10313075 |
| MEXICO — (1.9%) | MEXICO — (1.9%) | MEXICO — (1.9%) | MEXICO — (1.9%) |
| # | Alpek SAB de CV | 108644 | &nbsp;&nbsp; 52004 |
| \* | Alsea SAB de CV | 36847 | &nbsp;&nbsp; 110473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; America Movil SAB de <br> CV (2228390D US), <br> ADR<br>| 62004 | &nbsp;&nbsp; 1120412 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; America Movil SAB de <br> CV (AMXB MM)<br>| 451926 | &nbsp;&nbsp; $408686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arca Continental SAB <br> de CV<br>| 50506 | &nbsp;&nbsp; 526558 |
| Ω | Banco del Bajio SA | 166039 | &nbsp;&nbsp; 373181 |
| # | Becle SAB de CV | 57550 | &nbsp;&nbsp; 72117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bolsa Mexicana de <br> Valores SAB de CV<br>| 54708 | &nbsp;&nbsp; 117072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Femsa SAB <br> de CV (KOFUBL <br> MM)<br>| 48765 | &nbsp;&nbsp; 405319 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Consorcio ARA SAB <br> de CV<br>| 302667 | &nbsp;&nbsp; 51822 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Corp. Inmobiliaria <br> Vesta SAB de CV<br>| 162823 | &nbsp;&nbsp; 458908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corporativo Fragua <br> SAB de CV<br>| 1008 | &nbsp;&nbsp; 29495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; El Puerto de Liverpool <br> SAB de CV, <br> Class C1<br>| 31564 | &nbsp;&nbsp; 154064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fomento Economico <br> Mexicano SAB de <br> CV (FEMSAUBD <br> MM)<br>| 90226 | &nbsp;&nbsp; 815693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genomma Lab <br> Internacional SAB <br> de CV, Class B<br>| 328961 | &nbsp;&nbsp; 379792 |
|  | Gentera SAB de CV | 247530 | &nbsp;&nbsp; 561322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gruma SAB de CV, <br> Class B<br>| 31949 | &nbsp;&nbsp; 550356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario <br> del Centro Norte <br> SAB de CV<br>| 95921 | &nbsp;&nbsp; 1276235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario <br> del Pacifico SAB de <br> CV (GAPB MM), <br> Class B<br>| 67414 | &nbsp;&nbsp; 1551755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario <br> del Pacifico SAB de <br> CV (PAC US), ADR<br>| 131 | &nbsp;&nbsp; 30102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario <br> del Sureste SAB de <br> CV (ASR US), ADR<br>| 2311 | &nbsp;&nbsp; 700949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario <br> del Sureste SAB de <br> CV (ASURB MM), <br> Class B<br>| 4774 | &nbsp;&nbsp; 144754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Bimbo SAB de <br> CV<br>| 211753 | &nbsp;&nbsp; 614774 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Carso SAB de <br> CV<br>| 18695 | &nbsp;&nbsp; 132892 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Comercial <br> Chedraui SA de CV<br>| 128356 | &nbsp;&nbsp; 1038619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Financiero <br> Banorte SAB de CV, <br> Class O<br>| 245092 | &nbsp;&nbsp; 2182767 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Financiero <br> Inbursa SAB de CV, <br> Class O<br>| 252530 | &nbsp;&nbsp; $650300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Herdez SAB de <br> CV<br>| 40274 | &nbsp;&nbsp; 115773 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Hotelero Santa <br> Fe SAB de CV<br>| 135595 | &nbsp;&nbsp; 27816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Mexico SAB de <br> CV<br>| 277539 | &nbsp;&nbsp; 1731437 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Rotoplas SAB <br> de CV<br>| 27955 | &nbsp;&nbsp; 20316 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Televisa SAB <br> (TLEVICPO MM)<br>| 348238 | &nbsp;&nbsp; 191978 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Industrias CH SAB de <br> CV<br>| 7398 | &nbsp;&nbsp; 66666 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Industrias Penoles <br> SAB de CV<br>| 34695 | &nbsp;&nbsp; 911192 |
|  | La Comer SAB de CV | 120968 | &nbsp;&nbsp; 259890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Megacable Holdings <br> SAB de CV<br>| 137363 | &nbsp;&nbsp; 378922 |
| \* | Ollamani SAB | 20801 | &nbsp;&nbsp; 51845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Operadora De Sites <br> Mexicanos SAB de <br> CV, Class A-1<br>| 75389 | &nbsp;&nbsp; 65179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orbia Advance Corp. <br> SAB de CV<br>| 311938 | &nbsp;&nbsp; 212148 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Organizacion Soriana <br> SAB de CV, Class B<br>| 37341 | &nbsp;&nbsp; 51444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Promotora y <br> Operadora de <br> Infraestructura SAB <br> de CV (PINFRA <br> MM)<br>| 56141 | &nbsp;&nbsp; 663604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Promotora y <br> Operadora de <br> Infraestructura SAB <br> de CV (PINFRAL <br> MM), Class L<br>| 5771 | &nbsp;&nbsp; 57664 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Qualitas Controladora <br> SAB de CV<br>| 43772 | &nbsp;&nbsp; 396651 |
|  | Regional SAB de CV | 68886 | &nbsp;&nbsp; 532611 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sitios Latinoamerica <br> SAB de CV<br>| 95985 | &nbsp;&nbsp; 16180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wal-Mart de Mexico <br> SAB de CV<br>| 585330 | &nbsp;&nbsp; 1725118 |
| TOTAL MEXICO | TOTAL MEXICO |  | &nbsp;&nbsp; 21986855 |
| PERU — (0.1%) | PERU — (0.1%) | PERU — (0.1%) | PERU — (0.1%) |
|  | Credicorp Ltd. | 4963 | &nbsp;&nbsp; 1176231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intercorp Financial <br> Services, Inc.<br>| 4167 | &nbsp;&nbsp; 150262 |
| TOTAL PERU | TOTAL PERU |  | &nbsp;&nbsp; 1326493 |
| PHILIPPINES — (0.3%) | PHILIPPINES — (0.3%) | PHILIPPINES — (0.3%) | PHILIPPINES — (0.3%) |
| \* | 8990 Holdings, Inc. | 281700 | &nbsp;&nbsp; 49175 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alliance Global Group, <br> Inc.<br>| 432600 | &nbsp;&nbsp; $57138 |
|  | Apex Mining Co., Inc. | 538000 | &nbsp;&nbsp; 52698 |
|  | Ayala Land, Inc. | 201000 | &nbsp;&nbsp; 85878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AyalaLand Logistics <br> Holdings Corp.<br>| 407000 | &nbsp;&nbsp; 10096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of the Philippine <br> Islands<br>| 122482 | &nbsp;&nbsp; 248097 |
|  | BDO Unibank, Inc. | 87993 | &nbsp;&nbsp; 214802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bloomberry Resorts <br> Corp.<br>| 339900 | &nbsp;&nbsp; 23618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cebu Landmasters, <br> Inc.<br>| 258680 | &nbsp;&nbsp; 11035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Converge Information <br> & Communications <br> Technology <br> Solutions, Inc.<br>| 600900 | &nbsp;&nbsp; 183881 |
|  | Cosco Capital, Inc. | 555300 | &nbsp;&nbsp; 66438 |
|  | D&L Industries, Inc. | 536700 | &nbsp;&nbsp; 46650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DigiPlus Interactive <br> Corp.<br>| 245600 | &nbsp;&nbsp; 105870 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DITO CME Holdings <br> Corp.<br>| 492100 | &nbsp;&nbsp; 9191 |
|  | DoubleDragon Corp. | 211400 | &nbsp;&nbsp; 35131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Filinvest Development <br> Corp.<br>| 39100 | &nbsp;&nbsp; 3332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ginebra San Miguel, <br> Inc.<br>| 16380 | &nbsp;&nbsp; 80330 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Global Ferronickel <br> Holdings, Inc.<br>| 557000 | &nbsp;&nbsp; 12289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GT Capital Holdings, <br> Inc.<br>| 10410 | &nbsp;&nbsp; 106838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Container <br> Terminal Services, <br> Inc.<br>| 93490 | &nbsp;&nbsp; 717855 |
|  | Keepers Holdings, Inc. | 298000 | &nbsp;&nbsp; 12814 |
|  | LT Group, Inc. | 489000 | &nbsp;&nbsp; 109491 |
|  | MacroAsia Corp. | 100000 | &nbsp;&nbsp; 7044 |
|  | Manila Electric Co. | 5140 | &nbsp;&nbsp; 47305 |
|  | Manila Water Co., Inc. | 237200 | &nbsp;&nbsp; 149506 |
| Ω | Monde Nissin Corp. | 237600 | &nbsp;&nbsp; 30464 |
|  | Nickel Asia Corp. | 924700 | &nbsp;&nbsp; 35591 |
|  | Petron Corp. | 1035100 | &nbsp;&nbsp; 43523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Philcomsat Holdings <br> Corp.<br>| 9969 | &nbsp;&nbsp; 18280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Philippine Seven <br> Corp.<br>| 10960 | &nbsp;&nbsp; 9980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Philippine Stock <br> Exchange, Inc.<br>| 130 | &nbsp;&nbsp; 464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Puregold Price Club, <br> Inc.<br>| 252600 | &nbsp;&nbsp; 173146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rizal Commercial <br> Banking Corp.<br>| 34700 | &nbsp;&nbsp; 14849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Robinsons Retail <br> Holdings, Inc.<br>| 43580 | &nbsp;&nbsp; 28399 |
| \* | Shell Pilipinas Corp. | 142200 | &nbsp;&nbsp; 11994 |
|  | SM Investments Corp. | 5100 | &nbsp;&nbsp; 71282 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |
|  | SSI Group, Inc. | 90000 | &nbsp;&nbsp; $4602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STI Education Systems <br> Holdings, Inc.<br>| 448000 | &nbsp;&nbsp; 10735 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Synergy Grid & <br> Development Phils, <br> Inc.<br>| 222700 | &nbsp;&nbsp; 43896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vista Land & <br> Lifescapes, Inc.<br>| 665000 | &nbsp;&nbsp; 16649 |
|  | Vistamalls, Inc. | 23100 | &nbsp;&nbsp; 594 |
|  | Wilcon Depot, Inc. | 174000 | &nbsp;&nbsp; 29835 |
| TOTAL PHILIPPINES | TOTAL PHILIPPINES |  | &nbsp;&nbsp; 2990785 |
| POLAND — (1.2%) | POLAND — (1.2%) | POLAND — (1.2%) | POLAND — (1.2%) |
| \* | 11 bit studios SA | 239 | &nbsp;&nbsp; 12024 |
|  | AB SA | 2614 | &nbsp;&nbsp; 65597 |
| \* | Action SA | 2232 | &nbsp;&nbsp; 15680 |
| # | Alior Bank SA | 26856 | &nbsp;&nbsp; 723577 |
| \*Ω | Allegro.eu SA | 21095 | &nbsp;&nbsp; 206929 |
|  | Amica SA | 1140 | &nbsp;&nbsp; 17512 |
|  | AmRest Holdings SE | 10607 | &nbsp;&nbsp; 40420 |
|  | Apator SA | 4975 | &nbsp;&nbsp; 28125 |
|  | Arctic Paper SA | 4239 | &nbsp;&nbsp; 12899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASBISc Enterprises <br> PLC<br>| 16354 | &nbsp;&nbsp; 118621 |
|  | Asseco Poland SA | 22903 | &nbsp;&nbsp; 1235621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asseco South Eastern <br> Europe SA<br>| 6922 | &nbsp;&nbsp; 141987 |
| # | Auto Partner SA | 16874 | &nbsp;&nbsp; 89992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Handlowy w <br> Warszawie SA<br>| 9207 | &nbsp;&nbsp; 268466 |
| \* | Bank Millennium SA | 42323 | &nbsp;&nbsp; 164603 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Ochrony <br> Srodowiska SA<br>| 12487 | &nbsp;&nbsp; 34230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Polska Kasa <br> Opieki SA<br>| 16053 | &nbsp;&nbsp; 871732 |
|  | Benefit Systems SA | 550 | &nbsp;&nbsp; 498192 |
| \* | Bioton SA | 11456 | &nbsp;&nbsp; 13998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BNPP Bank Polska <br> SA<br>| 2590 | &nbsp;&nbsp; 71397 |
|  | Boryszew SA | 20361 | &nbsp;&nbsp; 32815 |
| # | Budimex SA | 3730 | &nbsp;&nbsp; 558217 |
| \* | CCC SA | 9996 | &nbsp;&nbsp; 513603 |
|  | CD Projekt SA | 4470 | &nbsp;&nbsp; 298551 |
| \* | Celon Pharma SA | 1863 | &nbsp;&nbsp; 11529 |
| \* | CI Games SA | 29151 | &nbsp;&nbsp; 21993 |
|  | Cyber Folks SA | 1987 | &nbsp;&nbsp; 95118 |
| \* | Cyfrowy Polsat SA | 50371 | &nbsp;&nbsp; 202208 |
|  | Develia SA | 90319 | &nbsp;&nbsp; 201272 |
| \*Ω | Dino Polska SA | 53460 | &nbsp;&nbsp; 705038 |
|  | Dom Development SA | 3133 | &nbsp;&nbsp; 196043 |
|  | Elektrotim SA | 1086 | &nbsp;&nbsp; 14671 |
|  | Erbud SA | 1787 | &nbsp;&nbsp; 16125 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fabryki Mebli Forte <br> SA<br>| 5421 | &nbsp;&nbsp; 40870 |
|  | Ferro SA | 2661 | &nbsp;&nbsp; 24246 |
| \* | Grupa Azoty SA | 2046 | &nbsp;&nbsp; 10169 |
|  | Grupa Kety SA | 3355 | &nbsp;&nbsp; 780751 |
|  | Grupa Pracuj SA | 4424 | &nbsp;&nbsp; 75401 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |
| \*Ω | HUUUGE, Inc. | 12526 | &nbsp;&nbsp; $64460 |
| # | ING Bank Slaski SA | 4782 | &nbsp;&nbsp; 423852 |
|  | Inter Cars SA | 2430 | &nbsp;&nbsp; 370704 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; KGHM Polska Miedz <br> SA<br>| 16311 | &nbsp;&nbsp; 551463 |
|  | KRUK SA | 3128 | &nbsp;&nbsp; 342708 |
|  | LPP SA | 151 | &nbsp;&nbsp; 670645 |
| \* | mBank SA | 1439 | &nbsp;&nbsp; 340271 |
|  | Mirbud SA | 19396 | &nbsp;&nbsp; 77103 |
|  | Neuca SA | 496 | &nbsp;&nbsp; 87720 |
| # | Newag SA | 7382 | &nbsp;&nbsp; 142329 |
|  | Orange Polska SA | 76930 | &nbsp;&nbsp; 179410 |
|  | PCC Rokita SA | 469 | &nbsp;&nbsp; 8693 |
|  | Pepco Group NV | 27395 | &nbsp;&nbsp; 169740 |
|  | PlayWay SA | 481 | &nbsp;&nbsp; 35292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Powszechny Zaklad <br> Ubezpieczen SA<br>| 25348 | &nbsp;&nbsp; 424857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Santander Bank <br> Polska SA<br>| 2763 | &nbsp;&nbsp; 402897 |
| \* | Selvita SA | 1054 | &nbsp;&nbsp; 9387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stalexport Autostrady <br> SA<br>| 24162 | &nbsp;&nbsp; 20200 |
|  | Synektik SA | 1667 | &nbsp;&nbsp; 95430 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tauron Polska Energia <br> SA<br>| 36090 | &nbsp;&nbsp; 80058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TEN Square Games <br> SA<br>| 1598 | &nbsp;&nbsp; 34756 |
| # | Text SA | 2733 | &nbsp;&nbsp; 42426 |
|  | Torpol SA | 1310 | &nbsp;&nbsp; 13676 |
|  | Unimot SA | 1194 | &nbsp;&nbsp; 48133 |
|  | Voxel SA | 612 | &nbsp;&nbsp; 28809 |
|  | VRG SA | 39196 | &nbsp;&nbsp; 42853 |
|  | Wawel SA | 162 | &nbsp;&nbsp; 28066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wirtualna Polska <br> Holding SA<br>| 5679 | &nbsp;&nbsp; 113056 |
| #Ω | XTB SA | 26061 | &nbsp;&nbsp; 520821 |
| TOTAL POLAND | TOTAL POLAND |  | &nbsp;&nbsp; 13800037 |
| QATAR — (0.7%) | QATAR — (0.7%) | QATAR — (0.7%) | QATAR — (0.7%) |
|  | Aamal Co. | 612200 | &nbsp;&nbsp; 138313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Khaleej Takaful <br> Group QSC<br>| 64415 | &nbsp;&nbsp; 42803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Meera Consumer <br> Goods Co. QSC<br>| 37943 | &nbsp;&nbsp; 154036 |
|  | Al Rayan Bank | 567170 | &nbsp;&nbsp; 370510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alijarah Holding Co. <br> QPSC<br>| 95410 | &nbsp;&nbsp; 19048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barwa Real Estate <br> Co.<br>| 462445 | &nbsp;&nbsp; 356314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Bank <br> PSQC <br>| 526127 | &nbsp;&nbsp; 706625 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dlala Brokerage & <br> Investments Holding <br> Co. QSC<br>| 50311 | &nbsp;&nbsp; 14780 |
|  | Doha Bank QPSC | 593574 | &nbsp;&nbsp; 398855 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Estithmar Holding <br> QPSC<br>| 148062 | &nbsp;&nbsp; 144276 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf International <br> Services QSC<br>| 99358 | &nbsp;&nbsp; $90194 |
|  | Gulf Warehousing Co. | 64389 | &nbsp;&nbsp; 48877 |
|  | Mannai Corp. QSC | 43016 | &nbsp;&nbsp; 72280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mazaya Real Estate <br> Development QPSC<br>| 292130 | &nbsp;&nbsp; 49363 |
|  | Medicare Group | 52317 | &nbsp;&nbsp; 82300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mesaieed <br> Petrochemical <br> Holding Co.<br>| 293090 | &nbsp;&nbsp; 108957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Aluminum <br> Manufacturing Co.<br>| 159415 | &nbsp;&nbsp; 64882 |
|  | Qatar Fuel QSC | 102898 | &nbsp;&nbsp; 429525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Industrial <br> Manufacturing Co. <br> QSC<br>| 50886 | &nbsp;&nbsp; 35930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Insurance Co. <br> SAQ<br>| 557185 | &nbsp;&nbsp; 320803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar International <br> Islamic Bank QSC<br>| 163865 | &nbsp;&nbsp; 500569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Islamic Bank <br> QPSC<br>| 125251 | &nbsp;&nbsp; 843840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Islamic <br> Insurance Group<br>| 6276 | &nbsp;&nbsp; 14976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar National Bank <br> QPSC<br>| 473783 | &nbsp;&nbsp; 2437437 |
|  | Qatar Navigation QSC | 93925 | &nbsp;&nbsp; 279589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; QLM Life & Medical <br> Insurance Co. WLL<br>| 7022 | &nbsp;&nbsp; 3852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Development <br> Co. QSC<br>| 436676 | &nbsp;&nbsp; 123753 |
|  | Vodafone Qatar QSC | 485973 | &nbsp;&nbsp; 318221 |
|  | Zad Holding Co. | 15334 | &nbsp;&nbsp; 61601 |
| TOTAL QATAR | TOTAL QATAR |  | &nbsp;&nbsp; 8232509 |
| RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Lenta International Co. <br> PJSC, GDR<br>| 7070 | &nbsp;&nbsp; 0 |
| \*†† | PhosAgro PJSC | 50 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Polyus PJSC (PLZL <br> LI), GDR<br>| 4999 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Sberbank of Russia <br> PJSC (SBER LI), <br> Sponsored ADR<br>| 114063 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; VTB Bank PJSC <br> (VTBR LI), GDR<br>| 102771 | &nbsp;&nbsp; 0 |
| SAUDI ARABIA — (2.7%) | SAUDI ARABIA — (2.7%) | SAUDI ARABIA — (2.7%) | SAUDI ARABIA — (2.7%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advanced <br> Petrochemical Co.<br>| 12095 | &nbsp;&nbsp; 99922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Babtain Power & <br> Telecommunication <br> Co.<br>| 9444 | &nbsp;&nbsp; 141140 |
|  | Al Hammadi Holding | 18919 | &nbsp;&nbsp; 182730 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Al Khaleej Training & <br> Education Co.<br>| 7718 | &nbsp;&nbsp; 50322 |
|  | Al Rajhi Bank | 181888 | &nbsp;&nbsp; 4586136 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Al Rajhi Co. for <br> Co-operative <br> Insurance<br>| 4673 | &nbsp;&nbsp; $147771 |
|  | Alamar Foods | 1295 | &nbsp;&nbsp; 17783 |
|  | Alaseel Co. | 22170 | &nbsp;&nbsp; 22530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al-Dawaa Medical <br> Services Co.<br>| 7157 | &nbsp;&nbsp; 139934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aldrees Petroleum & <br> Transport Services <br> Co.<br>| 21490 | &nbsp;&nbsp; 682596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al-Etihad Cooperative <br> Insurance Co.<br>| 5008 | &nbsp;&nbsp; 16797 |
|  | Alinma Bank | 109815 | &nbsp;&nbsp; 755144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AlJazira Takaful <br> Ta'awuni Co.<br>| 8814 | &nbsp;&nbsp; 29931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AlKhorayef Water & <br> Power Technologies <br> Co.<br>| 4850 | &nbsp;&nbsp; 166915 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Allianz Saudi Fransi <br> Cooperative <br> Insurance Co.<br>| 14735 | &nbsp;&nbsp; 55676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Almawarid Manpower <br> Co.<br>| 297 | &nbsp;&nbsp; 10042 |
|  | Almunajem Foods Co. | 3575 | &nbsp;&nbsp; 63247 |
|  | Alujain Corp. | 10656 | &nbsp;&nbsp; 104017 |
|  | Arab National Bank | 148853 | &nbsp;&nbsp; 861091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arabian Contracting <br> Services Co.<br>| 6253 | &nbsp;&nbsp; 160851 |
|  | Arabian Drilling Co. | 2230 | &nbsp;&nbsp; 44513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arabian Internet & <br> Communications <br> Services Co.<br>| 8358 | &nbsp;&nbsp; 530988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arabian Shield <br> Cooperative <br> Insurance Co.<br>| 7937 | &nbsp;&nbsp; 31243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arriyadh Development <br> Co.<br>| 12300 | &nbsp;&nbsp; 104839 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ARTEX Industrial <br> Investment Co.<br>| 3860 | &nbsp;&nbsp; 13228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra Industrial Group <br> Co.<br>| 7787 | &nbsp;&nbsp; 290296 |
|  | Ataa Educational Co. | 3650 | &nbsp;&nbsp; 59488 |
|  | Bank AlBilad | 127346 | &nbsp;&nbsp; 881720 |
| \* | Bank Al-Jazira | 162110 | &nbsp;&nbsp; 541489 |
|  | Banque Saudi Fransi | 121119 | &nbsp;&nbsp; 553359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Basic Chemical <br> Industries Ltd.<br>| 1702 | &nbsp;&nbsp; 11894 |
|  | Bawan Co. | 5267 | &nbsp;&nbsp; 73405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BinDawood Holding <br> Co.<br>| 73855 | &nbsp;&nbsp; 116625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bupa Arabia for <br> Cooperative <br> Insurance Co.<br>| 28357 | &nbsp;&nbsp; 1273781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Catrion Catering <br> Holding Co.<br>| 10006 | &nbsp;&nbsp; 302178 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chubb Arabia <br> Cooperative <br> Insurance Co.<br>| 1225 | &nbsp;&nbsp; $10786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Co. for Cooperative <br> Insurance <br>| 19494 | &nbsp;&nbsp; 697203 |
|  | Dallah Healthcare Co. | 7081 | &nbsp;&nbsp; 256480 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dar Al Arkan Real <br> Estate Development <br> Co.<br>| 139858 | &nbsp;&nbsp; 711435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dr. Sulaiman Al Habib <br> Medical Services <br> Group Co.<br>| 14724 | &nbsp;&nbsp; 1028412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; East Pipes Integrated <br> Co. for Industry<br>| 1644 | &nbsp;&nbsp; 47162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electrical Industries <br> Co.<br>| 122776 | &nbsp;&nbsp; 293608 |
|  | Elm Co. | 248 | &nbsp;&nbsp; 60084 |
| \* | Emaar Economic City | 41117 | &nbsp;&nbsp; 137466 |
| \* | Fitaihi Holding Group | 6180 | &nbsp;&nbsp; 5399 |
|  | Gulf Insurance Group | 2200 | &nbsp;&nbsp; 14456 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Union Cooperative <br> Insurance Co.<br>| 8361 | &nbsp;&nbsp; 31312 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Herfy Food Services <br> Co.<br>| 3218 | &nbsp;&nbsp; 21506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jamjoom <br> Pharmaceuticals <br> Factory Co.<br>| 2499 | &nbsp;&nbsp; 107914 |
|  | Jarir Marketing Co. | 253387 | &nbsp;&nbsp; 867305 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; L'Azurde Co. for <br> Jewelry<br>| 7580 | &nbsp;&nbsp; 25736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leejam Sports Co. <br> JSC<br>| 4865 | &nbsp;&nbsp; 183826 |
| \* | Lumi Rental Co. | 2196 | &nbsp;&nbsp; 35403 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mediterranean & Gulf <br> Cooperative <br> Insurance & <br> Reinsurance Co.<br>| 12972 | &nbsp;&nbsp; 58443 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Methanol Chemicals <br> Co.<br>| 7481 | &nbsp;&nbsp; 24986 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Middle East Healthcare <br> Co.<br>| 10685 | &nbsp;&nbsp; 160173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Middle East <br> Specialized Cables <br> Co.<br>| 2891 | &nbsp;&nbsp; 25690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mouwasat Medical <br> Services Co.<br>| 23680 | &nbsp;&nbsp; 478780 |
|  | Nahdi Medical Co. | 9786 | &nbsp;&nbsp; 322839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Co. for Glass <br> Industries <br>| 2044 | &nbsp;&nbsp; 22052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Co. for <br> Learning & <br> Education<br>| 3571 | &nbsp;&nbsp; 159036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Gas & <br> Industrialization Co.<br>| 5958 | &nbsp;&nbsp; 120690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Medical Care <br> Co.<br>| 3667 | &nbsp;&nbsp; 158728 |
|  | Nayifat Finance Co. | 16900 | &nbsp;&nbsp; 58166 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perfect Presentation <br> For Commercial <br> Services Co.<br>| 22911 | &nbsp;&nbsp; $65536 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rabigh Refining & <br> Petrochemical Co.<br>| 42048 | &nbsp;&nbsp; 79615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Retal Urban <br> Development Co.<br>| 55440 | &nbsp;&nbsp; 218900 |
|  | Riyad Bank | 173737 | &nbsp;&nbsp; 1303636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riyadh Cables Group <br> Co.<br>| 7457 | &nbsp;&nbsp; 260111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SAL Saudi Logistics <br> Services<br>| 1686 | &nbsp;&nbsp; 77296 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabian <br> Cooperative <br> Insurance Co.<br>| 3090 | &nbsp;&nbsp; 11961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Aramco Base Oil <br> Co.<br>| 16138 | &nbsp;&nbsp; 447809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Automotive <br> Services Co.<br>| 10274 | &nbsp;&nbsp; 140847 |
|  | Saudi Awwal Bank | 92718 | &nbsp;&nbsp; 799221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Basic Industries <br> Corp.<br>| 33525 | &nbsp;&nbsp; 488249 |
| \* | Saudi Ceramic Co. | 7498 | &nbsp;&nbsp; 60972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Chemical Co. <br> Holding<br>| 92658 | &nbsp;&nbsp; 187706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Industrial <br> Investment Group<br>| 41393 | &nbsp;&nbsp; 198066 |
|  | Saudi Investment Bank <br>| 31233 | &nbsp;&nbsp; 119677 |
| \* | Saudi Marketing Co. | 7310 | &nbsp;&nbsp; 32661 |
|  | Saudi National Bank  | 351549 | &nbsp;&nbsp; 3508140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Paper <br> Manufacturing Co.<br>| 6102 | &nbsp;&nbsp; 89704 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Pharmaceutical <br> Industries & Medical <br> Appliances Corp.<br>| 8376 | &nbsp;&nbsp; 53749 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Printing & <br> Packaging Co.<br>| 6278 | &nbsp;&nbsp; 19307 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Public Transport <br> Co.<br>| 14579 | &nbsp;&nbsp; 51884 |
| \* | Saudi Real Estate Co. | 32536 | &nbsp;&nbsp; 159399 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Reinsurance <br> Co.<br>| 12020 | &nbsp;&nbsp; 145475 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Research & <br> Media Group<br>| 10973 | &nbsp;&nbsp; 537240 |
|  | Saudi Steel Pipe Co. | 2835 | &nbsp;&nbsp; 38674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Tadawul Group <br> Holding Co.<br>| 1748 | &nbsp;&nbsp; 76223 |
|  | Saudi Telecom Co. | 151696 | &nbsp;&nbsp; 1698037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudia Dairy & <br> Foodstuff Co.<br>| 2906 | &nbsp;&nbsp; 203619 |
| \* | Savola Group  | 39943 | &nbsp;&nbsp; 263387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Scientific & Medical <br> Equipment House <br> Co.<br>| 1619 | &nbsp;&nbsp; 15284 |
| \* | Seera Group Holding | 43694 | &nbsp;&nbsp; 300661 |
| \* | SHL Finance Co. | 11667 | &nbsp;&nbsp; 72439 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
| \* | Sinad Holding Co. | 11062 | &nbsp;&nbsp; $31738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sustained <br> Infrastructure <br> Holding Co.<br>| 3134 | &nbsp;&nbsp; 27762 |
|  | Theeb Rent A Car Co. | 8739 | &nbsp;&nbsp; 143704 |
|  | United Electronics Co. | 11946 | &nbsp;&nbsp; 285892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United International <br> Transportation Co.<br>| 15153 | &nbsp;&nbsp; 282417 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Walaa Cooperative <br> Insurance Co.<br>| 15311 | &nbsp;&nbsp; 56939 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wataniya Insurance <br> Co.<br>| 3853 | &nbsp;&nbsp; 16663 |
| TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | &nbsp;&nbsp; 31819297 |
| SOUTH AFRICA — (2.6%) | SOUTH AFRICA — (2.6%) | SOUTH AFRICA — (2.6%) | SOUTH AFRICA — (2.6%) |
|  | Absa Group Ltd. | 36536 | &nbsp;&nbsp; 360640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Adcock Ingram <br> Holdings Ltd.<br>| 6946 | &nbsp;&nbsp; 26276 |
|  | Advtech Ltd. | 88669 | &nbsp;&nbsp; 158826 |
|  | AECI Ltd. | 31856 | &nbsp;&nbsp; 191248 |
|  | Altron Ltd., Class A | 70082 | &nbsp;&nbsp; 81017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anglogold Ashanti PLC <br> (ANG SJ)<br>| 17465 | &nbsp;&nbsp; 794145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anglogold Ashanti PLC <br> (AU US)<br>| 13356 | &nbsp;&nbsp; 617715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aspen Pharmacare <br> Holdings Ltd.<br>| 68154 | &nbsp;&nbsp; 437429 |
| \* | Aveng Ltd. | 38394 | &nbsp;&nbsp; 12138 |
|  | Barloworld Ltd. | 30984 | &nbsp;&nbsp; 197825 |
|  | Bid Corp. Ltd. | 44842 | &nbsp;&nbsp; 1127223 |
|  | Bidvest Group Ltd. | 90047 | &nbsp;&nbsp; 1171403 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Label Telecoms <br> Ltd.<br>| 146716 | &nbsp;&nbsp; 131270 |
| \* | Brait PLC | 710123 | &nbsp;&nbsp; 85035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capitec Bank Holdings <br> Ltd.<br>| 4767 | &nbsp;&nbsp; 924075 |
|  | Cashbuild Ltd. | 3768 | &nbsp;&nbsp; 31944 |
|  | Clicks Group Ltd. | 71977 | &nbsp;&nbsp; 1507594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coronation Fund <br> Managers Ltd.<br>| 55215 | &nbsp;&nbsp; 124694 |
|  | Curro Holdings Ltd. | 25364 | &nbsp;&nbsp; 12182 |
|  | DataTec Ltd. | 95159 | &nbsp;&nbsp; 311813 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Dis-Chem Pharmacies <br> Ltd.<br>| 145089 | &nbsp;&nbsp; 247140 |
|  | Discovery Ltd. | 54654 | &nbsp;&nbsp; 648103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DRDGOLD Ltd. (DRD <br> SJ)<br>| 15834 | &nbsp;&nbsp; 21014 |
|  | Famous Brands Ltd. | 9394 | &nbsp;&nbsp; 30360 |
|  | Foschini Group Ltd. | 55815 | &nbsp;&nbsp; 376875 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gold Fields Ltd. (GFI <br> US), Sponsored <br> ADR<br>| 113891 | &nbsp;&nbsp; 2774385 |
|  | Grindrod Ltd. | 105858 | &nbsp;&nbsp; 67249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harmony Gold Mining <br> Co. Ltd. (HAR SJ)<br>| 16669 | &nbsp;&nbsp; 223188 |
|  | Hudaco Industries Ltd. | 9126 | &nbsp;&nbsp; 97210 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Impala Platinum <br> Holdings Ltd.<br>| 86796 | &nbsp;&nbsp; $820344 |
|  | Investec Ltd. | 35909 | &nbsp;&nbsp; 263683 |
|  | Invicta Holdings Ltd. | 5349 | &nbsp;&nbsp; 9882 |
| \* | KAP Ltd. | 78375 | &nbsp;&nbsp; 7999 |
|  | Kumba Iron Ore Ltd. | 11887 | &nbsp;&nbsp; 196050 |
|  | Lewis Group Ltd. | 9835 | &nbsp;&nbsp; 42283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Life Healthcare Group <br> Holdings Ltd.<br>| 215387 | &nbsp;&nbsp; 158212 |
|  | Momentum Group Ltd. | 286853 | &nbsp;&nbsp; 543568 |
|  | Motus Holdings Ltd. | 47712 | &nbsp;&nbsp; 243950 |
|  | Mpact Ltd. | 55728 | &nbsp;&nbsp; 76187 |
|  | Mr. Price Group Ltd. | 64143 | &nbsp;&nbsp; 742242 |
|  | MTN Group Ltd. | 134187 | &nbsp;&nbsp; 1127845 |
| \* | MultiChoice Group | 107838 | &nbsp;&nbsp; 710972 |
| \* | Nampak Ltd. | 516 | &nbsp;&nbsp; 14204 |
|  | Naspers Ltd., Class N | 8722 | &nbsp;&nbsp; 2692325 |
|  | Nedbank Group Ltd. | 33929 | &nbsp;&nbsp; 463010 |
|  | NEPI Rockcastle NV | 119220 | &nbsp;&nbsp; 911364 |
|  | Netcare Ltd. | 214735 | &nbsp;&nbsp; 161564 |
|  | Ninety One Ltd. | 53537 | &nbsp;&nbsp; 128753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northam Platinum <br> Holdings Ltd.<br>| 30847 | &nbsp;&nbsp; 354333 |
| \* | Nutun Ltd. | 179113 | &nbsp;&nbsp; 13854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Mutual Ltd. (OMU <br> SJ)<br>| 725969 | &nbsp;&nbsp; 509148 |
|  | Omnia Holdings Ltd. | 62300 | &nbsp;&nbsp; 269999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OUTsurance Group <br> Ltd.<br>| 155471 | &nbsp;&nbsp; 658764 |
| Ω | Pepkor Holdings Ltd. | 528713 | &nbsp;&nbsp; 793998 |
| \* | Pick n Pay Stores Ltd. | 76377 | &nbsp;&nbsp; 118883 |
|  | Raubex Group Ltd. | 27796 | &nbsp;&nbsp; 68741 |
|  | Reunert Ltd. | 44147 | &nbsp;&nbsp; 135430 |
|  | Sanlam Ltd. | 145258 | &nbsp;&nbsp; 699075 |
|  | Santam Ltd. | 10369 | &nbsp;&nbsp; 251424 |
|  | Sappi Ltd. | 58142 | &nbsp;&nbsp; 88115 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sibanye Stillwater Ltd. <br> (SSW SJ)<br>| 215516 | &nbsp;&nbsp; 453291 |
| \* | SPAR Group Ltd.  | 51195 | &nbsp;&nbsp; 301065 |
|  | Spur Corp. Ltd. | 15300 | &nbsp;&nbsp; 30161 |
|  | Stadio Holdings Ltd. | 56665 | &nbsp;&nbsp; 27306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Bank Group <br> Ltd.<br>| 131899 | &nbsp;&nbsp; 1697207 |
| # | Super Group Ltd. | 54022 | &nbsp;&nbsp; 47858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Truworths International <br> Ltd.<br>| 61088 | &nbsp;&nbsp; 237643 |
|  | Valterra Platinum Ltd. | 3551 | &nbsp;&nbsp; 159475 |
|  | Vodacom Group Ltd. | 25446 | &nbsp;&nbsp; 193725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; We Buy Cars Holdings <br> Ltd.<br>| 9878 | &nbsp;&nbsp; 31290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilson Bayly <br> Holmes-Ovcon Ltd.<br>| 16745 | &nbsp;&nbsp; 159388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woolworths Holdings <br> Ltd.<br>| 143156 | &nbsp;&nbsp; 392215 |
|  | Zeda Ltd. | 44692 | &nbsp;&nbsp; 31269 |
| TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | &nbsp;&nbsp; 29828110 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (12.7%) | SOUTH KOREA — (12.7%) | SOUTH KOREA — (12.7%) | SOUTH KOREA — (12.7%) |
| \* | 3S Korea Co. Ltd. | 7967 | &nbsp;&nbsp; $10721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ABOV Semiconductor <br> Co. Ltd.<br>| 2691 | &nbsp;&nbsp; 22501 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ADTechnology Co. <br> Ltd.<br>| 1279 | &nbsp;&nbsp; 22990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Nano <br> Products Co. Ltd.<br>| 823 | &nbsp;&nbsp; 31696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Process <br> Systems Corp.<br>| 3318 | &nbsp;&nbsp; 42989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aekyung Chemical Co. <br> Ltd.<br>| 3816 | &nbsp;&nbsp; 32679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aekyung Industrial Co. <br> Ltd.<br>| 2115 | &nbsp;&nbsp; 25147 |
| \* | Agabang & Co. | 6109 | &nbsp;&nbsp; 23748 |
|  | Ahnlab, Inc. | 1244 | &nbsp;&nbsp; 57295 |
| \* | Alteogen, Inc. | 3127 | &nbsp;&nbsp; 1008721 |
| \* | ALUKO Co. Ltd. | 17469 | &nbsp;&nbsp; 29968 |
| \* | Amicogen, Inc. | 3596 | &nbsp;&nbsp; 10546 |
|  | Amorepacific Corp. | 3883 | &nbsp;&nbsp; 374177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amorepacific Holdings <br> Corp.<br>| 7237 | &nbsp;&nbsp; 160852 |
| \* | Ananti, Inc. | 9179 | &nbsp;&nbsp; 65569 |
| \* | Anapass, Inc. | 1749 | &nbsp;&nbsp; 23514 |
| \* | Anterogen Co. Ltd. | 1450 | &nbsp;&nbsp; 24517 |
| \* | APS, Inc. | 1919 | &nbsp;&nbsp; 6635 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asia Pacific Satellite, <br> Inc.<br>| 2523 | &nbsp;&nbsp; 22243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Paper <br> Manufacturing Co. <br> Ltd.<br>| 11507 | &nbsp;&nbsp; 66217 |
|  | Atec Co. Ltd. | 938 | &nbsp;&nbsp; 9344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atinum Investment Co. <br> Ltd.<br>| 11432 | &nbsp;&nbsp; 20030 |
|  | Avaco Co. Ltd. | 2470 | &nbsp;&nbsp; 23612 |
|  | Baiksan Co. Ltd. | 4496 | &nbsp;&nbsp; 49114 |
|  | BGF Co. Ltd. | 7644 | &nbsp;&nbsp; 21945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BGFecomaterials Co. <br> Ltd.<br>| 5526 | &nbsp;&nbsp; 12331 |
|  | BH Co. Ltd. | 8967 | &nbsp;&nbsp; 93949 |
| \* | BHI Co. Ltd. | 2644 | &nbsp;&nbsp; 75973 |
|  | Binggrae Co. Ltd. | 1718 | &nbsp;&nbsp; 100354 |
|  | Bio Plus Co. Ltd. | 9806 | &nbsp;&nbsp; 48603 |
| \* | Biodyne Co. Ltd. | 2825 | &nbsp;&nbsp; 30010 |
| \* | Bioneer Corp. | 1671 | &nbsp;&nbsp; 18072 |
|  | BioNote, Inc. | 10659 | &nbsp;&nbsp; 40126 |
|  | BIT Computer Co. Ltd. | 2278 | &nbsp;&nbsp; 8708 |
| \* | BNC Korea Co. Ltd. | 5378 | &nbsp;&nbsp; 20039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BNK Financial Group, <br> Inc.<br>| 58811 | &nbsp;&nbsp; 615926 |
|  | Boditech Med, Inc. | 5638 | &nbsp;&nbsp; 57777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bookook Securities Co. <br> Ltd.<br>| 462 | &nbsp;&nbsp; 17586 |
|  | Boryung | 8638 | &nbsp;&nbsp; 52451 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bosung Power <br> Technology Co. Ltd.<br>| 7684 | &nbsp;&nbsp; 17348 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bukwang <br> Pharmaceutical Co. <br> Ltd.<br>| 6244 | &nbsp;&nbsp; 14520 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | BYC Co. Ltd. | 800 | &nbsp;&nbsp; $22674 |
|  | Byucksan Corp. | 8835 | &nbsp;&nbsp; 14189 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; C&C International Co. <br> Ltd.<br>| 1295 | &nbsp;&nbsp; 41057 |
| \* | Cafe24 Corp. | 3535 | &nbsp;&nbsp; 109187 |
| \* | CammSys Corp. | 12345 | &nbsp;&nbsp; 8879 |
|  | Cape Industries Ltd. | 6153 | &nbsp;&nbsp; 32740 |
|  | Caregen Co. Ltd. | 3701 | &nbsp;&nbsp; 131945 |
| \* | Celltrion Pharm, Inc. | 2118 | &nbsp;&nbsp; 81431 |
|  | Celltrion, Inc. | 8083 | &nbsp;&nbsp; 1036265 |
| \* | Chabiotech Co. Ltd. | 2273 | &nbsp;&nbsp; 18052 |
|  | Cheil Worldwide, Inc. | 36083 | &nbsp;&nbsp; 515483 |
|  | Chemtronics Co. Ltd. | 3577 | &nbsp;&nbsp; 55721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cheryong Electric Co. <br> Ltd.<br>| 2416 | &nbsp;&nbsp; 69741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cheryong Industrial <br> Co. Ltd.<br>| 4325 | &nbsp;&nbsp; 19048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinyang Holdings <br> Corp.<br>| 7730 | &nbsp;&nbsp; 18258 |
|  | Chips&Media, Inc. | 2006 | &nbsp;&nbsp; 24424 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Choil Aluminum Co. <br> Ltd.<br>| 11512 | &nbsp;&nbsp; 12523 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chong Kun Dang <br> Pharmaceutical <br> Corp.<br>| 2821 | &nbsp;&nbsp; 171408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongkundang <br> Holdings Corp.<br>| 793 | &nbsp;&nbsp; 28182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Choong Ang Vaccine <br> Laboratory<br>| 1601 | &nbsp;&nbsp; 11524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chorokbaem Media <br> Co. Ltd.<br>| 4200 | &nbsp;&nbsp; 15445 |
| \* | CJ CGV Co. Ltd. | 11618 | &nbsp;&nbsp; 42892 |
| # | CJ Corp. | 5015 | &nbsp;&nbsp; 557474 |
| \* | CJ ENM Co. Ltd. | 3346 | &nbsp;&nbsp; 157712 |
|  | CJ Freshway Corp. | 2433 | &nbsp;&nbsp; 51139 |
|  | CJ Logistics Corp. | 2766 | &nbsp;&nbsp; 176426 |
|  | Classys, Inc. | 5351 | &nbsp;&nbsp; 221402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CLIO Cosmetics Co. <br> Ltd.<br>| 714 | &nbsp;&nbsp; 7697 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CMG Pharmaceutical <br> Co. Ltd.<br>| 8816 | &nbsp;&nbsp; 12390 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Com2uS Holdings <br> Corp.<br>| 2217 | &nbsp;&nbsp; 36700 |
|  | Com2uSCorp | 2881 | &nbsp;&nbsp; 79904 |
|  | Cosmax, Inc. | 3209 | &nbsp;&nbsp; 577861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmecca Korea Co. <br> Ltd.<br>| 1904 | &nbsp;&nbsp; 91916 |
| \* | CosmoAM&T Co. Ltd. | 2060 | &nbsp;&nbsp; 56994 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cosmochemical Co. <br> Ltd.<br>| 3839 | &nbsp;&nbsp; 45050 |
| # | Coway Co. Ltd. | 28811 | &nbsp;&nbsp; 2247133 |
|  | Cowintech Co. Ltd. | 2204 | &nbsp;&nbsp; 19753 |
|  | CR Holdings Co. Ltd. | 5692 | &nbsp;&nbsp; 21719 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Creative & Innovative <br> System<br>| 3518 | &nbsp;&nbsp; 19041 |
|  | Creverse, Inc. | 1427 | &nbsp;&nbsp; 14222 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CrystalGenomics <br> Invites Co. Ltd.<br>| 5676 | &nbsp;&nbsp; 6981 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | CS Wind Corp. | 8944 | &nbsp;&nbsp; $294370 |
| \* | CTC BIO, Inc. | 2098 | &nbsp;&nbsp; 9415 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cube Entertainment, <br> Inc.<br>| 2240 | &nbsp;&nbsp; 26329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cuckoo Holdings Co. <br> Ltd.<br>| 3109 | &nbsp;&nbsp; 67911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cuckoo Homesys Co. <br> Ltd.<br>| 1272 | &nbsp;&nbsp; 25484 |
| \* | D&C Media Co. Ltd. | 981 | &nbsp;&nbsp; 11739 |
|  | D.I Corp. | 2915 | &nbsp;&nbsp; 28524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dae Hwa <br> Pharmaceutical Co. <br> Ltd.<br>| 1232 | &nbsp;&nbsp; 13175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dae Won Kang Up Co. <br> Ltd.<br>| 9092 | &nbsp;&nbsp; 24102 |
| \* | Daea TI Co. Ltd. | 5700 | &nbsp;&nbsp; 20963 |
|  | Daebongls Co. Ltd. | 2018 | &nbsp;&nbsp; 19694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daechang Forging Co. <br> Ltd.<br>| 5126 | &nbsp;&nbsp; 22494 |
|  | Daedong Corp. | 5235 | &nbsp;&nbsp; 37617 |
|  | Daeduck Co. Ltd. | 1972 | &nbsp;&nbsp; 11919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daeduck Electronics <br> Co. Ltd.<br>| 3905 | &nbsp;&nbsp; 66504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daehan Flour Mill Co. <br> Ltd.<br>| 341 | &nbsp;&nbsp; 37119 |
| \* | Dae-Il Corp. | 9015 | &nbsp;&nbsp; 27678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daejoo Electronic <br> Materials Co. Ltd.<br>| 1388 | &nbsp;&nbsp; 73106 |
|  | Daesang Corp. | 4045 | &nbsp;&nbsp; 68305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daesang Holdings Co. <br> Ltd.<br>| 2845 | &nbsp;&nbsp; 20522 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Daewon Cable Co. <br> Ltd.<br>| 10963 | &nbsp;&nbsp; 22939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daewon <br> Pharmaceutical Co. <br> Ltd.<br>| 4099 | &nbsp;&nbsp; 38956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daewon San Up Co. <br> Ltd.<br>| 2161 | &nbsp;&nbsp; 16813 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Daewoo Engineering & <br> Construction Co. <br> Ltd.<br>| 88834 | &nbsp;&nbsp; 238992 |
|  | Daewoong Co. Ltd. | 6724 | &nbsp;&nbsp; 112458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daewoong <br> Pharmaceutical Co. <br> Ltd.<br>| 1231 | &nbsp;&nbsp; 129701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daihan Pharmaceutical <br> Co. Ltd.<br>| 1066 | &nbsp;&nbsp; 24840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daishin Securities Co. <br> Ltd.<br>| 10870 | &nbsp;&nbsp; 199617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daol Investment & <br> Securities Co. Ltd.<br>| 12487 | &nbsp;&nbsp; 30824 |
|  | Daou Data Corp. | 4343 | &nbsp;&nbsp; 50160 |
|  | Daou Technology, Inc. | 6983 | &nbsp;&nbsp; 175696 |
| \* | Dasan Networks, Inc. | 7361 | &nbsp;&nbsp; 15094 |
| \* | Dawonsys Co. Ltd. | 4647 | &nbsp;&nbsp; 27406 |
|  | DB Insurance Co. Ltd. | 17388 | &nbsp;&nbsp; 1598209 |
|  | DB Securities Co. Ltd. | 6205 | &nbsp;&nbsp; 40018 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | DB, Inc. | 36593 | &nbsp;&nbsp; $35562 |
|  | Dear U Co. Ltd. | 2020 | &nbsp;&nbsp; 71369 |
|  | Dentium Co. Ltd. | 2536 | &nbsp;&nbsp; 117330 |
|  | Deutsch Motors, Inc. | 5379 | &nbsp;&nbsp; 18952 |
|  | Device Co. Ltd. | 1253 | &nbsp;&nbsp; 10132 |
| \* | Devsisters Co. Ltd. | 773 | &nbsp;&nbsp; 23656 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dexter Studios Co. <br> Ltd.<br>| 4357 | &nbsp;&nbsp; 18375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Digital Daesung Co. <br> Ltd.<br>| 4602 | &nbsp;&nbsp; 27739 |
| \* | DIO Corp. | 1645 | &nbsp;&nbsp; 21829 |
| \* | DKME | 43041 | &nbsp;&nbsp; 15518 |
|  | DL E&C Co. Ltd. | 10257 | &nbsp;&nbsp; 346348 |
|  | DL Holdings Co. Ltd. | 1837 | &nbsp;&nbsp; 66343 |
| †† | DMS Co. Ltd. | 7907 | &nbsp;&nbsp; 27071 |
|  | DN Automotive Corp. | 4608 | &nbsp;&nbsp; 95780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dohwa Engineering <br> Co. Ltd.<br>| 4413 | &nbsp;&nbsp; 21202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dong-A Socio Holdings <br> Co. Ltd.<br>| 552 | &nbsp;&nbsp; 44331 |
|  | Dong-A ST Co. Ltd. | 1306 | &nbsp;&nbsp; 44310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dong-Ah Geological <br> Engineering Co. <br> Ltd.<br>| 649 | &nbsp;&nbsp; 7578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongbang Transport <br> Logistics Co. Ltd.<br>| 14438 | &nbsp;&nbsp; 32114 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dongjin Semichem Co. <br> Ltd.<br>| 18159 | &nbsp;&nbsp; 409263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongkoo Bio & <br> Pharma Co. Ltd.<br>| 6721 | &nbsp;&nbsp; 24346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DongKook <br> Pharmaceutical Co. <br> Ltd.<br>| 5585 | &nbsp;&nbsp; 75646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongkuk Holdings Co. <br> Ltd.<br>| 6767 | &nbsp;&nbsp; 41016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongkuk Steel Mill Co. <br> Ltd.<br>| 11214 | &nbsp;&nbsp; 86467 |
|  | Dongsuh Cos., Inc. | 5441 | &nbsp;&nbsp; 116095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongsung Chemical <br> Co. Ltd.<br>| 11307 | &nbsp;&nbsp; 35476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongsung Finetec Co. <br> Ltd.<br>| 6686 | &nbsp;&nbsp; 135272 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dongwha Enterprise <br> Co. Ltd.<br>| 4310 | &nbsp;&nbsp; 28380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongwha Pharm Co. <br> Ltd.<br>| 5888 | &nbsp;&nbsp; 28406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongwon Development <br> Co. Ltd.<br>| 13299 | &nbsp;&nbsp; 31486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongwon Industries <br> Co. Ltd.<br>| 1533 | &nbsp;&nbsp; 50522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongwon Systems <br> Corp.<br>| 1570 | &nbsp;&nbsp; 34762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongwoon Anatech <br> Co. Ltd.<br>| 4908 | &nbsp;&nbsp; 62616 |
|  | Dongyang E&P, Inc. | 1464 | &nbsp;&nbsp; 26847 |
|  | Doosan Bobcat, Inc. | 18603 | &nbsp;&nbsp; 737481 |
|  | Doosan Co. Ltd. | 2068 | &nbsp;&nbsp; 883670 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Doosan Enerbility Co. <br> Ltd.<br>| 31476 | &nbsp;&nbsp; $1474601 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Doosan Fuel Cell Co. <br> Ltd.<br>| 4019 | &nbsp;&nbsp; 67207 |
| # | Doosan Tesna, Inc. | 2770 | &nbsp;&nbsp; 64116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DoubleUGames Co. <br> Ltd.<br>| 5109 | &nbsp;&nbsp; 205540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Douzone Bizon Co. <br> Ltd.<br>| 4113 | &nbsp;&nbsp; 210224 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dream Security Co. <br> Ltd.<br>| 10040 | &nbsp;&nbsp; 24773 |
|  | Dreamtech Co. Ltd. | 7608 | &nbsp;&nbsp; 33463 |
| \* | DRTECH Corp. | 10055 | &nbsp;&nbsp; 11832 |
|  | DSC Investment, Inc. | 3558 | &nbsp;&nbsp; 17602 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Duk San Neolux Co. <br> Ltd.<br>| 2143 | &nbsp;&nbsp; 61429 |
|  | Duksung Co. Ltd. | 3764 | &nbsp;&nbsp; 15888 |
|  | DY Corp. | 1808 | &nbsp;&nbsp; 5868 |
|  | DY POWER Corp. | 3390 | &nbsp;&nbsp; 32656 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; E <br> Investment&Development <br> Co. Ltd.<br>| 19186 | &nbsp;&nbsp; 3611 |
|  | Echo Marketing, Inc. | 5576 | &nbsp;&nbsp; 46282 |
| \* | Eco Volt Co. Ltd. | 12005 | &nbsp;&nbsp; 8533 |
|  | Ecoplastic Corp. | 11596 | &nbsp;&nbsp; 29706 |
| #\* | Ecopro BM Co. Ltd. | 3704 | &nbsp;&nbsp; 293015 |
| # | Ecopro Co. Ltd. | 12224 | &nbsp;&nbsp; 429782 |
|  | Ecopro HN Co. Ltd. | 1731 | &nbsp;&nbsp; 32718 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Ehwa Technologies <br> Information Co. Ltd.<br>| 39858 | &nbsp;&nbsp; 4857 |
|  | E-MART, Inc. | 4557 | &nbsp;&nbsp; 292196 |
| \* | EMKOREA Co. Ltd. | 4828 | &nbsp;&nbsp; 7206 |
| \* | EMRO, Inc. | 1192 | &nbsp;&nbsp; 40649 |
| \* | EM-Tech Co. Ltd. | 2530 | &nbsp;&nbsp; 19931 |
| \* | Enchem Co. Ltd. | 543 | &nbsp;&nbsp; 25871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ENF Technology Co. <br> Ltd.<br>| 3799 | &nbsp;&nbsp; 114945 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enzychem Lifesciences <br> Corp.<br>| 19669 | &nbsp;&nbsp; 14564 |
| # | Eo Technics Co. Ltd. | 1063 | &nbsp;&nbsp; 164328 |
| \*†† | E-TRON Co. Ltd. | 141985 | &nbsp;&nbsp; 3839 |
| \* | Eubiologics Co. Ltd. | 5266 | &nbsp;&nbsp; 48654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eugene Investment & <br> Securities Co. Ltd.<br>| 13616 | &nbsp;&nbsp; 32946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eugene Technology <br> Co. Ltd.<br>| 2004 | &nbsp;&nbsp; 63808 |
| \* | E-World | 10154 | &nbsp;&nbsp; 11708 |
| \* | Exem Co. Ltd. | 9439 | &nbsp;&nbsp; 15658 |
|  | Exicon Co. Ltd. | 2411 | &nbsp;&nbsp; 17612 |
| # | F&F Co. Ltd. | 7976 | &nbsp;&nbsp; 399700 |
| \* | Fine M-Tec Co. Ltd. | 3760 | &nbsp;&nbsp; 30577 |
| \* | Fine Semitech Corp. | 2278 | &nbsp;&nbsp; 38014 |
| \* | Firstec Co. Ltd. | 4429 | &nbsp;&nbsp; 14099 |
| \*†† | Flask Co. Ltd. | 4016 | &nbsp;&nbsp; 5140 |
| \* | Foosung Co. Ltd. | 4894 | &nbsp;&nbsp; 16941 |
|  | Fursys, Inc. | 987 | &nbsp;&nbsp; 32844 |
|  | Gabia, Inc. | 3274 | &nbsp;&nbsp; 59153 |
| \* | GAEASOFT | 4093 | &nbsp;&nbsp; 29963 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galaxia Moneytree Co. <br> Ltd.<br>| 1980 | &nbsp;&nbsp; $14710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GAMSUNG Corp. Co. <br> Ltd.<br>| 26653 | &nbsp;&nbsp; 111942 |
| \* | Gaon Cable Co. Ltd. | 669 | &nbsp;&nbsp; 30317 |
| \* | GC Cell Corp. | 1292 | &nbsp;&nbsp; 18662 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GeneOne Life Science, <br> Inc.<br>| 11675 | &nbsp;&nbsp; 19203 |
| \* | Genexine, Inc. | 4234 | &nbsp;&nbsp; 15727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Geumhwa PSC Co. <br> Ltd.<br>| 1330 | &nbsp;&nbsp; 31730 |
| \* | Giantstep, Inc. | 1630 | &nbsp;&nbsp; 7816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Standard <br> Technology Co. Ltd.<br>| 3848 | &nbsp;&nbsp; 53132 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Global Tax Free Co. <br> Ltd.<br>| 9554 | &nbsp;&nbsp; 49087 |
| \* | GnBS eco Co. Ltd. | 4194 | &nbsp;&nbsp; 10852 |
|  | GOLFZON Co. Ltd. | 1788 | &nbsp;&nbsp; 85580 |
|  | Gradiant Corp. | 4366 | &nbsp;&nbsp; 46717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grand Korea Leisure <br> Co. Ltd.<br>| 4689 | &nbsp;&nbsp; 52285 |
|  | Green Cross Corp. | 740 | &nbsp;&nbsp; 77016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Green Cross Holdings <br> Corp.<br>| 6082 | &nbsp;&nbsp; 69808 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Green Pine Tree Co. <br> Ltd.<br>| 1155 | &nbsp;&nbsp; 937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GS Engineering & <br> Construction Corp.<br>| 19226 | &nbsp;&nbsp; 266649 |
| \* | GS P&L Co. Ltd. | 4601 | &nbsp;&nbsp; 127118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gwangju Shinsegae <br> Co. Ltd.<br>| 735 | &nbsp;&nbsp; 16668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HAESUNG DS Co. <br> Ltd.<br>| 3254 | &nbsp;&nbsp; 56756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Han Kuk Carbon Co. <br> Ltd.<br>| 6099 | &nbsp;&nbsp; 131386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hana Financial Group, <br> Inc.<br>| 59432 | &nbsp;&nbsp; 3633618 |
|  | Hana Materials, Inc. | 1780 | &nbsp;&nbsp; 32957 |
|  | Hana Micron, Inc. | 13727 | &nbsp;&nbsp; 125755 |
|  | Hana Pharm Co. Ltd. | 2252 | &nbsp;&nbsp; 19411 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hana Technology Co. <br> Ltd.<br>| 253 | &nbsp;&nbsp; 4222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hana Tour Service, <br> Inc.<br>| 2634 | &nbsp;&nbsp; 101833 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanall Biopharma Co. <br> Ltd.<br>| 2608 | &nbsp;&nbsp; 50272 |
|  | Hancom, Inc. | 2264 | &nbsp;&nbsp; 44562 |
|  | Handok, Inc. | 2093 | &nbsp;&nbsp; 17823 |
|  | Handsome Co. Ltd. | 4735 | &nbsp;&nbsp; 55632 |
|  | Hanjin Kal Corp. | 336 | &nbsp;&nbsp; 26285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanjin Transportation <br> Co. Ltd.<br>| 2334 | &nbsp;&nbsp; 35164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hankook Cosmetics <br> Manufacturing Co. <br> Ltd.<br>| 331 | &nbsp;&nbsp; 15152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hankook Shell Oil Co. <br> Ltd.<br>| 185 | &nbsp;&nbsp; 60422 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hankook Tire & <br> Technology Co. Ltd.<br>| 12905 | &nbsp;&nbsp; $411633 |
|  | Hanmi Pharm Co. Ltd. | 1717 | &nbsp;&nbsp; 343653 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hanmi Science Co. <br> Ltd.<br>| 4206 | &nbsp;&nbsp; 152810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanmi Semiconductor <br> Co. Ltd.<br>| 7081 | &nbsp;&nbsp; 459279 |
|  | HanmiGlobal Co. Ltd. | 2006 | &nbsp;&nbsp; 28290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hannong Chemicals, <br> Inc.<br>| 1310 | &nbsp;&nbsp; 14208 |
| \* | Hanon Systems | 39225 | &nbsp;&nbsp; 92196 |
|  | Hansae Co. Ltd. | 3724 | &nbsp;&nbsp; 28166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansae Yes24 <br> Holdings Co. Ltd.<br>| 908 | &nbsp;&nbsp; 2817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanshin Machinery <br> Co.<br>| 4076 | &nbsp;&nbsp; 10696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansol Chemical Co. <br> Ltd.<br>| 2177 | &nbsp;&nbsp; 282448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansol Holdings Co. <br> Ltd.<br>| 10383 | &nbsp;&nbsp; 24184 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hansol IONES Co. <br> Ltd.<br>| 3098 | &nbsp;&nbsp; 19932 |
|  | Hansol Paper Co. Ltd. | 4665 | &nbsp;&nbsp; 28695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansol Technics Co. <br> Ltd.<br>| 9847 | &nbsp;&nbsp; 42725 |
|  | Hanssem Co. Ltd. | 638 | &nbsp;&nbsp; 21497 |
| \* | Hanwha Engine | 4700 | &nbsp;&nbsp; 116723 |
| \* | Hanwha Galleria Corp. | 15046 | &nbsp;&nbsp; 12379 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha General <br> Insurance Co. Ltd.<br>| 16171 | &nbsp;&nbsp; 69840 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Investment & <br> Securities Co. Ltd.<br>| 28229 | &nbsp;&nbsp; 118057 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Life Insurance <br> Co. Ltd.<br>| 76989 | &nbsp;&nbsp; 192195 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Ocean Co. <br> Ltd.<br>| 3875 | &nbsp;&nbsp; 311504 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Solutions <br> Corp.<br>| 24837 | &nbsp;&nbsp; 543734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Systems Co. <br> Ltd.<br>| 12725 | &nbsp;&nbsp; 541455 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Vision Co. <br> Ltd.<br>| 4570 | &nbsp;&nbsp; 200855 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanyang Digitech Co. <br> Ltd.<br>| 1023 | &nbsp;&nbsp; 6786 |
|  | Hanyang Eng Co. Ltd. | 4035 | &nbsp;&nbsp; 53960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanyang Securities <br> Co. Ltd.<br>| 2979 | &nbsp;&nbsp; 37613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HB SOLUTION Co. <br> Ltd.<br>| 6888 | &nbsp;&nbsp; 11381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HB Technology Co. <br> Ltd.<br>| 20026 | &nbsp;&nbsp; 25817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HC HomeCenter Co. <br> Ltd.<br>| 29955 | &nbsp;&nbsp; 16894 |
| # | HD Hyundai Co. Ltd. | 12659 | &nbsp;&nbsp; 1295313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai <br> Construction <br> Equipment Co. Ltd.<br>| 4499 | &nbsp;&nbsp; 299332 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Electric <br> Co. Ltd.<br>| 4967 | &nbsp;&nbsp; $1767567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Energy <br> Solutions Co. Ltd.<br>| 1134 | &nbsp;&nbsp; 35670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Heavy <br> Industries Co. Ltd.<br>| 876 | &nbsp;&nbsp; 307440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Infracore <br> Co. Ltd.<br>| 37027 | &nbsp;&nbsp; 408661 |
|  | HD Hyundai Mipo | 2283 | &nbsp;&nbsp; 347415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Korea Shipbuilding <br> & Offshore <br> Engineering Co. <br> Ltd.<br>| 4237 | &nbsp;&nbsp; 1088833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HDC Holdings Co. <br> Ltd.<br>| 11304 | &nbsp;&nbsp; 187651 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; HDC Hyundai <br> Development <br> Co-Engineering & <br> Construction<br>| 13317 | &nbsp;&nbsp; 224657 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HD-Hyundai Marine <br> Engine<br>| 3940 | &nbsp;&nbsp; 185212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hecto Innovation Co. <br> Ltd.<br>| 2056 | &nbsp;&nbsp; 23029 |
| \* | HFR, Inc. | 1874 | &nbsp;&nbsp; 21431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; High Tech Pharm Co. <br> Ltd.<br>| 3388 | &nbsp;&nbsp; 30428 |
|  | Hite Jinro Co. Ltd. | 10080 | &nbsp;&nbsp; 146637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hitejinro Holdings Co. <br> Ltd.<br>| 2275 | &nbsp;&nbsp; 17009 |
|  | HK inno N Corp. | 2746 | &nbsp;&nbsp; 88490 |
|  | HL Holdings Corp. | 1851 | &nbsp;&nbsp; 52035 |
|  | HL Mando Co. Ltd. | 10849 | &nbsp;&nbsp; 269663 |
| \* | HLB Biostep Co. Ltd. | 2115 | &nbsp;&nbsp; 2098 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; HLB Life Science Co. <br> Ltd.<br>| 3792 | &nbsp;&nbsp; 12867 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hlb Pharma Ceutical <br> Co. Ltd.<br>| 1281 | &nbsp;&nbsp; 14866 |
| \* | HLB, Inc. | 10998 | &nbsp;&nbsp; 379280 |
| #\* | Hotel Shilla Co. Ltd. | 5899 | &nbsp;&nbsp; 198317 |
|  | HPSP Co. Ltd. | 3650 | &nbsp;&nbsp; 69611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HS Hyosung Advanced <br> Materials Corp.<br>| 498 | &nbsp;&nbsp; 70481 |
| \* | HS Hyosung Corp. | 586 | &nbsp;&nbsp; 26098 |
|  | HS Industries Co. Ltd. | 4773 | &nbsp;&nbsp; 15374 |
| \* | Hugel, Inc. | 1496 | &nbsp;&nbsp; 361103 |
|  | Humedix Co. Ltd. | 2427 | &nbsp;&nbsp; 114540 |
|  | Huons Co. Ltd. | 2342 | &nbsp;&nbsp; 48019 |
|  | Huons Global Co. Ltd. | 1464 | &nbsp;&nbsp; 45868 |
|  | Husteel Co. Ltd. | 7104 | &nbsp;&nbsp; 22845 |
|  | Huvitz Co. Ltd. | 4877 | &nbsp;&nbsp; 31041 |
|  | Hwa Shin Co. Ltd. | 5583 | &nbsp;&nbsp; 35000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hwangkum Steel & <br> Technology Co. Ltd.<br>| 2449 | &nbsp;&nbsp; 10665 |
| # | HYBE Co. Ltd. | 1603 | &nbsp;&nbsp; 297936 |
|  | Hy-Lok Corp. | 2158 | &nbsp;&nbsp; 47339 |
|  | Hyosung Corp. | 2633 | &nbsp;&nbsp; 164426 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyosung Heavy <br> Industries Corp.<br>| 1557 | &nbsp;&nbsp; $1357269 |
|  | Hyosung TNC Corp. | 1216 | &nbsp;&nbsp; 205489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Autoever <br> Corp.<br>| 2381 | &nbsp;&nbsp; 262293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Bioland Co. <br> Ltd.<br>| 1594 | &nbsp;&nbsp; 5678 |
|  | HYUNDAI Corp. | 2484 | &nbsp;&nbsp; 44629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Department <br> Store Co. Ltd.<br>| 2228 | &nbsp;&nbsp; 113072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Elevator Co. <br> Ltd.<br>| 6595 | &nbsp;&nbsp; 402532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Engineering & <br> Construction Co. <br> Ltd.<br>| 19589 | &nbsp;&nbsp; 948025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HYUNDAI EVERDIGM <br> Corp.<br>| 2354 | &nbsp;&nbsp; 13596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Ezwel Co. <br> Ltd.<br>| 4878 | &nbsp;&nbsp; 23899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Futurenet Co. <br> Ltd.<br>| 13368 | &nbsp;&nbsp; 32749 |
|  | Hyundai GF Holdings | 10655 | &nbsp;&nbsp; 65331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Glovis Co. <br> Ltd.<br>| 7025 | &nbsp;&nbsp; 742073 |
|  | Hyundai Green Food | 5187 | &nbsp;&nbsp; 65163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Home <br> Shopping Network <br> Corp.<br>| 1612 | &nbsp;&nbsp; 66515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Livart <br> Furniture Co. Ltd.<br>| 3789 | &nbsp;&nbsp; 21628 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Marine & Fire <br> Insurance Co. Ltd.<br>| 15794 | &nbsp;&nbsp; 298098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Mobis Co. <br> Ltd.<br>| 6610 | &nbsp;&nbsp; 1394840 |
|  | Hyundai Motor Co. | 16253 | &nbsp;&nbsp; 2472525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Motor <br> Securities Co. Ltd.<br>| 8713 | &nbsp;&nbsp; 53029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Movex Co. <br> Ltd.<br>| 6879 | &nbsp;&nbsp; 25543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Rotem Co. <br> Ltd.<br>| 16353 | &nbsp;&nbsp; 2363960 |
| # | Hyundai Steel Co. | 9107 | &nbsp;&nbsp; 231789 |
|  | Hyundai Wia Corp. | 4160 | &nbsp;&nbsp; 148456 |
|  | HyVision System, Inc. | 2998 | &nbsp;&nbsp; 32770 |
|  | i3system, Inc. | 1346 | &nbsp;&nbsp; 110803 |
| \* | Icure Pharm, Inc. | 975 | &nbsp;&nbsp; 1417 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Il Dong Pharmaceutical <br> Co. Ltd.<br>| 983 | &nbsp;&nbsp; 13457 |
|  | Iljin Diamond Co. Ltd. | 1822 | &nbsp;&nbsp; 16768 |
|  | Iljin Electric Co. Ltd. | 5169 | &nbsp;&nbsp; 156378 |
|  | Iljin Holdings Co. Ltd. | 6856 | &nbsp;&nbsp; 29685 |
| \* | Iljin Hysolus Co. Ltd. | 724 | &nbsp;&nbsp; 8625 |
|  | Iljin Power Co. Ltd. | 2335 | &nbsp;&nbsp; 16906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ilshin Spinning Co. <br> Ltd.<br>| 7844 | &nbsp;&nbsp; 58159 |
| \* | Ilshin Stone Co. Ltd. | 14594 | &nbsp;&nbsp; 24257 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ilyang Pharmaceutical <br> Co. Ltd.<br>| 2498 | &nbsp;&nbsp; $23795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; iM Financial Group Co. <br> Ltd.<br>| 37239 | &nbsp;&nbsp; 370509 |
|  | iMarketKorea, Inc. | 5701 | &nbsp;&nbsp; 34360 |
|  | InBody Co. Ltd. | 2491 | &nbsp;&nbsp; 42785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Incar Financial Service <br> Co. Ltd.<br>| 3330 | &nbsp;&nbsp; 27258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industrial Bank of <br> Korea<br>| 61562 | &nbsp;&nbsp; 858879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Innocean Worldwide, <br> Inc.<br>| 8704 | &nbsp;&nbsp; 123327 |
|  | InnoWireless Co. Ltd. | 369 | &nbsp;&nbsp; 5257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Innox Advanced <br> Materials Co. Ltd.<br>| 2497 | &nbsp;&nbsp; 48384 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Insung Information Co. <br> Ltd.<br>| 10578 | &nbsp;&nbsp; 16465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intellian Technologies, <br> Inc.<br>| 761 | &nbsp;&nbsp; 26491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intelligent Digital <br> Integrated Security <br> Co. Ltd.<br>| 1685 | &nbsp;&nbsp; 20409 |
| \* | Interflex Co. Ltd. | 4180 | &nbsp;&nbsp; 27334 |
| †† | Interojo Co. Ltd. | 1228 | &nbsp;&nbsp; 18153 |
|  | INTOPS Co. Ltd. | 3053 | &nbsp;&nbsp; 35455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; iNtRON Biotechnology, <br> Inc.<br>| 3888 | &nbsp;&nbsp; 11394 |
|  | INVENI Co. Ltd. | 725 | &nbsp;&nbsp; 31337 |
|  | IS Dongseo Co. Ltd. | 5226 | &nbsp;&nbsp; 76437 |
|  | ISC Co. Ltd. | 2345 | &nbsp;&nbsp; 100740 |
|  | i-SENS, Inc. | 3346 | &nbsp;&nbsp; 43507 |
| \* | ISU Abxis Co. Ltd. | 2469 | &nbsp;&nbsp; 9195 |
| \* | ISU Chemical Co. Ltd. | 3108 | &nbsp;&nbsp; 13635 |
|  | IsuPetasys Co. Ltd. | 12308 | &nbsp;&nbsp; 567361 |
| \* | Itcencts Co. Ltd. | 19277 | &nbsp;&nbsp; 8897 |
| \* | Itcenglobal Co. Ltd. | 3543 | &nbsp;&nbsp; 44276 |
| \* | ITEK, Inc. | 4474 | &nbsp;&nbsp; 19872 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ITM Semiconductor <br> Co. Ltd.<br>| 554 | &nbsp;&nbsp; 5618 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jahwa Electronics Co. <br> Ltd.<br>| 4999 | &nbsp;&nbsp; 65598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JB Financial Group Co. <br> Ltd.<br>| 31430 | &nbsp;&nbsp; 521649 |
| # | Jeju Bank | 3312 | &nbsp;&nbsp; 33401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jeju Semiconductor <br> Corp.<br>| 3960 | &nbsp;&nbsp; 42260 |
| \* | Jin Air Co. Ltd. | 2007 | &nbsp;&nbsp; 12894 |
|  | Jinsung T.E.C. | 3429 | &nbsp;&nbsp; 29735 |
|  | JLS Co. Ltd. | 1866 | &nbsp;&nbsp; 8604 |
|  | JNK Global Co. Ltd. | 8964 | &nbsp;&nbsp; 27747 |
| \* | JNTC Co. Ltd. | 1326 | &nbsp;&nbsp; 15462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jusung Engineering <br> Co. Ltd.<br>| 7506 | &nbsp;&nbsp; 145166 |
|  | JVM Co. Ltd. | 1438 | &nbsp;&nbsp; 29633 |
|  | JW Holdings Corp. | 12832 | &nbsp;&nbsp; 32395 |
|  | JW Life Science Corp. | 2713 | &nbsp;&nbsp; 24439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JW Pharmaceutical <br> Corp.<br>| 4069 | &nbsp;&nbsp; 66182 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | JW Shinyak Corp. | 3942 | &nbsp;&nbsp; $4564 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JYP Entertainment <br> Corp.<br>| 10022 | &nbsp;&nbsp; 522144 |
|  | K Car Co. Ltd. | 3734 | &nbsp;&nbsp; 42680 |
|  | K Ensol Co. Ltd. | 1735 | &nbsp;&nbsp; 15219 |
|  | Kakao Corp. | 12331 | &nbsp;&nbsp; 511470 |
| \* | Kakao Games Corp. | 8640 | &nbsp;&nbsp; 106294 |
|  | KakaoBank Corp. | 12257 | &nbsp;&nbsp; 246461 |
| #\* | Kakaopay Corp. | 3196 | &nbsp;&nbsp; 146372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kangnam Jevisco Co. <br> Ltd.<br>| 1462 | &nbsp;&nbsp; 13326 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kangwon Energy Co. <br> Ltd.<br>| 3790 | &nbsp;&nbsp; 35435 |
| # | Kangwon Land, Inc. | 11157 | &nbsp;&nbsp; 149763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KB Financial Group, <br> Inc. (105560 KS)<br>| 48691 | &nbsp;&nbsp; 3868410 |
|  | KC Co. Ltd. | 2179 | &nbsp;&nbsp; 36272 |
|  | KC Tech Co. Ltd. | 1534 | &nbsp;&nbsp; 33088 |
| # | KCC Corp. | 1131 | &nbsp;&nbsp; 300106 |
|  | KCTC | 5926 | &nbsp;&nbsp; 23629 |
| \* | KEC Corp. | 31873 | &nbsp;&nbsp; 17555 |
| \* | Keeps Biopharma, Inc. | 2599 | &nbsp;&nbsp; 25813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KEPCO Engineering & <br> Construction Co., <br> Inc.<br>| 1501 | &nbsp;&nbsp; 99141 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; KEPCO Plant Service <br> & Engineering Co. <br> Ltd.<br>| 11672 | &nbsp;&nbsp; 436777 |
|  | KG Chemical Corp. | 6136 | &nbsp;&nbsp; 19879 |
|  | KG Dongbusteel | 11151 | &nbsp;&nbsp; 47441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KG Eco Solution Co. <br> Ltd.<br>| 7203 | &nbsp;&nbsp; 32473 |
| \* | KG Mobility Co. | 13460 | &nbsp;&nbsp; 34073 |
|  | Kginicis Co. Ltd. | 5479 | &nbsp;&nbsp; 42588 |
|  | KH Vatec Co. Ltd. | 4841 | &nbsp;&nbsp; 42385 |
|  | Kia Corp. | 39120 | &nbsp;&nbsp; 2862440 |
| \* | KidariStudio, Inc. | 6220 | &nbsp;&nbsp; 17103 |
|  | KINX, Inc. | 900 | &nbsp;&nbsp; 58324 |
|  | KISCO Corp. | 4439 | &nbsp;&nbsp; 29570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KISCO Holdings Co. <br> Ltd.<br>| 1214 | &nbsp;&nbsp; 21879 |
|  | KISWIRE Ltd. | 3432 | &nbsp;&nbsp; 44850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KIWOOM Securities <br> Co. Ltd.<br>| 5117 | &nbsp;&nbsp; 789063 |
| \* | KMW Co. Ltd. | 1668 | &nbsp;&nbsp; 15765 |
| \* | KNJ Co. Ltd. | 311 | &nbsp;&nbsp; 3964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koh Young Technology, <br> Inc.<br>| 5273 | &nbsp;&nbsp; 54545 |
|  | Kolmar BNH Co. Ltd. | 1862 | &nbsp;&nbsp; 19452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kolmar Holdings Co. <br> Ltd.<br>| 3468 | &nbsp;&nbsp; 35742 |
|  | Kolmar Korea Co. Ltd. | 4167 | &nbsp;&nbsp; 290846 |
|  | Kolon Corp. | 1302 | &nbsp;&nbsp; 46010 |
|  | Kolon Industries, Inc. | 5530 | &nbsp;&nbsp; 163228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kolon Life Science, <br> Inc.<br>| 479 | &nbsp;&nbsp; 11039 |
|  | KoMiCo Ltd. | 1679 | &nbsp;&nbsp; 84617 |
| # | KONA I Co. Ltd. | 2442 | &nbsp;&nbsp; 99099 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Alcohol <br> Industrial Co. Ltd.<br>| 5044 | &nbsp;&nbsp; $35833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Asset In Trust <br> Co. Ltd.<br>| 18867 | &nbsp;&nbsp; 34230 |
| \* | Korea Circuit Co. Ltd. | 4698 | &nbsp;&nbsp; 40271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Electric Terminal <br> Co. Ltd.<br>| 1432 | &nbsp;&nbsp; 68164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Electronic <br> Power Industrial <br> Development Co. <br> Ltd.<br>| 2808 | &nbsp;&nbsp; 25310 |
|  | Korea Gas Corp. | 7365 | &nbsp;&nbsp; 226832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Korea Information & <br> Communications Co. <br> Ltd.<br>| 5535 | &nbsp;&nbsp; 36436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Information <br> Certificate Authority, <br> Inc.<br>| 2886 | &nbsp;&nbsp; 15140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Investment <br> Holdings Co. Ltd.<br>| 14347 | &nbsp;&nbsp; 1468760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Movenex Co. <br> Ltd.<br>| 5239 | &nbsp;&nbsp; 15730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Petrochemical <br> Ind Co. Ltd.<br>| 456 | &nbsp;&nbsp; 33383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Petroleum <br> Industries Co.<br>| 1794 | &nbsp;&nbsp; 18324 |
|  | Korea Ratings Corp. | 340 | &nbsp;&nbsp; 24392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Real Estate <br> Investment & Trust <br> Co. Ltd.<br>| 47912 | &nbsp;&nbsp; 43308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea United Pharm, <br> Inc.<br>| 2831 | &nbsp;&nbsp; 42734 |
|  | Korea Zinc Co. Ltd. | 909 | &nbsp;&nbsp; 521114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korean Reinsurance <br> Co.<br>| 56541 | &nbsp;&nbsp; 434010 |
|  | Kortek Corp. | 2756 | &nbsp;&nbsp; 19703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KPX Chemical Co. <br> Ltd.<br>| 815 | &nbsp;&nbsp; 30532 |
| \* | Krafton, Inc. | 6258 | &nbsp;&nbsp; 1473482 |
|  | KT Nasmedia Co. Ltd. | 1024 | &nbsp;&nbsp; 11490 |
|  | KT Skylife Co. Ltd. | 6097 | &nbsp;&nbsp; 22210 |
|  | Kukje Pharma Co. Ltd. | 5534 | &nbsp;&nbsp; 18845 |
| \* | Kumho HT, Inc. | 38994 | &nbsp;&nbsp; 17424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kumho Petrochemical <br> Co. Ltd.<br>| 2713 | &nbsp;&nbsp; 237486 |
| \* | Kumho Tire Co., Inc. | 19186 | &nbsp;&nbsp; 63979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kwang Dong <br> Pharmaceutical Co. <br> Ltd.<br>| 13256 | &nbsp;&nbsp; 59003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyeryong Construction <br> Industrial Co. Ltd.<br>| 1770 | &nbsp;&nbsp; 25077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyobo Securities Co. <br> Ltd.<br>| 6735 | &nbsp;&nbsp; 42083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyung Dong Navien <br> Co. Ltd.<br>| 2350 | &nbsp;&nbsp; 145049 |
|  | Kyungbang Co. Ltd. | 3048 | &nbsp;&nbsp; 16367 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyungdong Pharm Co. <br> Ltd.<br>| 5683 | &nbsp;&nbsp; $24913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyung-In Synthetic <br> Corp.<br>| 12630 | &nbsp;&nbsp; 30965 |
|  | KZ Precision Corp. | 1490 | &nbsp;&nbsp; 15284 |
|  | L&C Bio Co. Ltd. | 1830 | &nbsp;&nbsp; 43385 |
| \* | L&F Co. Ltd. | 1018 | &nbsp;&nbsp; 50903 |
| \* | L&K Biomed Co. Ltd. | 1972 | &nbsp;&nbsp; 10138 |
| \* | LabGenomics Co. Ltd. | 21308 | &nbsp;&nbsp; 35334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lake Materials Co. <br> Ltd.<br>| 14801 | &nbsp;&nbsp; 131963 |
| \* | LB Semicon, Inc. | 14643 | &nbsp;&nbsp; 42197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lee Ku Industrial Co. <br> Ltd.<br>| 6450 | &nbsp;&nbsp; 22652 |
|  | LEENO Industrial, Inc. | 14385 | &nbsp;&nbsp; 488555 |
|  | LF Corp. | 5047 | &nbsp;&nbsp; 72148 |
|  | LG Chem Ltd. | 7942 | &nbsp;&nbsp; 1707569 |
|  | LG Corp. | 4420 | &nbsp;&nbsp; 250944 |
|  | LG Electronics, Inc. | 36266 | &nbsp;&nbsp; 2007296 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LG Energy Solution <br> Ltd.<br>| 2789 | &nbsp;&nbsp; 762412 |
| # | LG H&H Co. Ltd. | 2692 | &nbsp;&nbsp; 610212 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LG HelloVision Co. <br> Ltd.<br>| 10736 | &nbsp;&nbsp; 22813 |
|  | LG Innotek Co. Ltd. | 4833 | &nbsp;&nbsp; 539244 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LigaChem Biosciences, <br> Inc.<br>| 2614 | &nbsp;&nbsp; 250139 |
| \* | LOT Vacuum Co. Ltd. | 3505 | &nbsp;&nbsp; 26278 |
|  | Lotte Chemical Corp. | 2617 | &nbsp;&nbsp; 124600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Chilsung <br> Beverage Co. Ltd.<br>| 1305 | &nbsp;&nbsp; 121775 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Data <br> Communication Co.<br>| 1059 | &nbsp;&nbsp; 16504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LOTTE Fine Chemical <br> Co. Ltd.<br>| 5030 | &nbsp;&nbsp; 155085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LOTTE Himart Co. <br> Ltd.<br>| 1317 | &nbsp;&nbsp; 8528 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Non-Life <br> Insurance Co. Ltd.<br>| 23154 | &nbsp;&nbsp; 29096 |
|  | Lotte Rental Co. Ltd. | 6387 | &nbsp;&nbsp; 144442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Shopping Co. <br> Ltd.<br>| 2377 | &nbsp;&nbsp; 122329 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Tour <br> Development Co. <br> Ltd.<br>| 3126 | &nbsp;&nbsp; 39124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Wellfood Co. <br> Ltd.<br>| 699 | &nbsp;&nbsp; 61934 |
|  | LS Corp. | 6777 | &nbsp;&nbsp; 835870 |
|  | LS Eco Energy Ltd. | 2895 | &nbsp;&nbsp; 74608 |
| # | LS Electric Co. Ltd. | 5301 | &nbsp;&nbsp; 1169998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LS Marine Solution Co. <br> Ltd.<br>| 2786 | &nbsp;&nbsp; 52077 |
| \* | LVMC Holdings | 36724 | &nbsp;&nbsp; 51940 |
|  | LX Hausys Ltd. | 1948 | &nbsp;&nbsp; 43188 |
|  | LX Semicon Co. Ltd. | 3940 | &nbsp;&nbsp; 155300 |
|  | M.I.Tech Co. Ltd. | 1379 | &nbsp;&nbsp; 8064 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Macquarie Korea <br> Infrastructure Fund<br>| 103073 | &nbsp;&nbsp; 875983 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Macrogen, Inc. | 1168 | &nbsp;&nbsp; $12997 |
|  | Maeil Dairies Co. Ltd. | 1150 | &nbsp;&nbsp; 30992 |
| \* | Manyo Co. Ltd. | 1414 | &nbsp;&nbsp; 18113 |
|  | Mcnex Co. Ltd. | 4249 | &nbsp;&nbsp; 89822 |
| \* | Mediana Co. Ltd. | 2343 | &nbsp;&nbsp; 9942 |
| \* | Medipost Co. Ltd. | 4681 | &nbsp;&nbsp; 36533 |
|  | Medytox, Inc. | 531 | &nbsp;&nbsp; 55883 |
| \* | Meerecompany, Inc. | 1096 | &nbsp;&nbsp; 12399 |
|  | MegaStudy Co. Ltd. | 2286 | &nbsp;&nbsp; 18492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MegaStudyEdu Co. <br> Ltd.<br>| 2340 | &nbsp;&nbsp; 84272 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Meritz Financial Group, <br> Inc.<br>| 21042 | &nbsp;&nbsp; 1747487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; META BIOMED Co. <br> Ltd.<br>| 4839 | &nbsp;&nbsp; 20960 |
|  | Mgame Corp. | 4951 | &nbsp;&nbsp; 23485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mi Chang Oil Industrial <br> Co. Ltd.<br>| 177 | &nbsp;&nbsp; 14609 |
| \* | MiCo Ltd. | 5893 | &nbsp;&nbsp; 60942 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mirae Asset Life <br> Insurance Co. Ltd.<br>| 24853 | &nbsp;&nbsp; 133073 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mirae Asset Securities <br> Co. Ltd.<br>| 63331 | &nbsp;&nbsp; 864415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mirae Asset Venture <br> Investment Co. Ltd.<br>| 4966 | &nbsp;&nbsp; 24187 |
|  | Misto Holdings Corp. | 12699 | &nbsp;&nbsp; 326933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miwon Chemicals Co. <br> Ltd.<br>| 147 | &nbsp;&nbsp; 8681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miwon Commercial Co. <br> Ltd.<br>| 534 | &nbsp;&nbsp; 63642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miwon Holdings Co. <br> Ltd.<br>| 286 | &nbsp;&nbsp; 15377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miwon Specialty <br> Chemical Co. Ltd.<br>| 566 | &nbsp;&nbsp; 60018 |
|  | MK Electron Co. Ltd. | 5926 | &nbsp;&nbsp; 34447 |
|  | MNTech Co. Ltd. | 3176 | &nbsp;&nbsp; 28031 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mobase Electronics <br> Co. Ltd.<br>| 7819 | &nbsp;&nbsp; 8095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Modetour Network, <br> Inc.<br>| 2119 | &nbsp;&nbsp; 17743 |
| \* | MONAYONGPYONG | 9275 | &nbsp;&nbsp; 29007 |
|  | Motrex Co. Ltd. | 6260 | &nbsp;&nbsp; 41252 |
|  | Muhak Co. Ltd. | 3862 | &nbsp;&nbsp; 21468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Myoung Shin Industrial <br> Co. Ltd.<br>| 5239 | &nbsp;&nbsp; 31718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Namhae Chemical <br> Corp.<br>| 3870 | &nbsp;&nbsp; 20978 |
|  | Namuga Co. Ltd. | 2446 | &nbsp;&nbsp; 25937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Namyang Dairy <br> Products Co. Ltd.<br>| 940 | &nbsp;&nbsp; 42187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nature Holdings Co. <br> Ltd.<br>| 4291 | &nbsp;&nbsp; 35591 |
|  | NAVER Corp. | 4821 | &nbsp;&nbsp; 811351 |
|  | NCSoft Corp. | 1856 | &nbsp;&nbsp; 257689 |
|  | NeoPharm Co. Ltd. | 3154 | &nbsp;&nbsp; 41933 |
|  | Neosem, Inc. | 3005 | &nbsp;&nbsp; 18311 |
| \* | Neowiz | 4899 | &nbsp;&nbsp; 87187 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neowiz Holdings <br> Corp.<br>| 920 | &nbsp;&nbsp; $16448 |
| \* | NEPES Corp. | 6963 | &nbsp;&nbsp; 57371 |
| \* | Neptune Co. | 5865 | &nbsp;&nbsp; 29864 |
| Ω | Netmarble Corp. | 8565 | &nbsp;&nbsp; 365781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Power Plasma <br> Co. Ltd.<br>| 5541 | &nbsp;&nbsp; 22073 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Newflex Technology <br> Co. Ltd.<br>| 6149 | &nbsp;&nbsp; 19798 |
|  | Nexen Corp. | 4007 | &nbsp;&nbsp; 17645 |
|  | Nexen Tire Corp. | 4854 | &nbsp;&nbsp; 20785 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nexon Games Co. <br> Ltd.<br>| 4436 | &nbsp;&nbsp; 44142 |
|  | NEXTIN, Inc. | 1876 | &nbsp;&nbsp; 63432 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; NH Investment & <br> Securities Co. Ltd.<br>| 56591 | &nbsp;&nbsp; 820402 |
| # | NHN Corp. | 5819 | &nbsp;&nbsp; 120088 |
|  | NHN KCP Corp. | 8103 | &nbsp;&nbsp; 93658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NICE Holdings Co. <br> Ltd.<br>| 5792 | &nbsp;&nbsp; 55454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nice Information & <br> Telecommunication, <br> Inc.<br>| 2046 | &nbsp;&nbsp; 36084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NICE Information <br> Service Co. Ltd.<br>| 15565 | &nbsp;&nbsp; 182524 |
|  | NICE Infra Co. Ltd. | 5667 | &nbsp;&nbsp; 18672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nong Shim Holdings <br> Co. Ltd.<br>| 454 | &nbsp;&nbsp; 26916 |
|  | NongShim Co. Ltd. | 877 | &nbsp;&nbsp; 243360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NOROO Paint & <br> Coatings Co. Ltd.<br>| 2751 | &nbsp;&nbsp; 17508 |
|  | NOVAREX Co. Ltd. | 2936 | &nbsp;&nbsp; 39924 |
|  | NPC | 6680 | &nbsp;&nbsp; 21128 |
|  | OCI Co. Ltd. | 416 | &nbsp;&nbsp; 17238 |
|  | OCI Holdings Co. Ltd. | 1599 | &nbsp;&nbsp; 107238 |
|  | ONEJOON Co. Ltd. | 3886 | &nbsp;&nbsp; 27313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Precision & <br> Engineering Co. <br> Ltd.<br>| 7436 | &nbsp;&nbsp; 32051 |
|  | Orion Corp. | 9135 | &nbsp;&nbsp; 729382 |
|  | Orion Holdings Corp. | 7752 | &nbsp;&nbsp; 124159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Osang Healthcare Co. <br> Ltd.<br>| 1079 | &nbsp;&nbsp; 14093 |
| \* | OSTEONIC Co. Ltd. | 2396 | &nbsp;&nbsp; 11860 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Osung Advanced <br> Materials Co. Ltd.<br>| 18332 | &nbsp;&nbsp; 18859 |
|  | Otoki Corp. | 449 | &nbsp;&nbsp; 128575 |
|  | Pan Ocean Co. Ltd. | 26302 | &nbsp;&nbsp; 79486 |
|  | Paradise Co. Ltd. | 7025 | &nbsp;&nbsp; 91340 |
|  | Park Systems Corp. | 1229 | &nbsp;&nbsp; 242607 |
|  | Partron Co. Ltd. | 11262 | &nbsp;&nbsp; 53608 |
| \* | Pearl Abyss Corp. | 4270 | &nbsp;&nbsp; 119435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; People & Technology, <br> Inc.<br>| 4736 | &nbsp;&nbsp; 118183 |
| \* | Peptron, Inc. | 1506 | &nbsp;&nbsp; 314463 |
|  | PHA Co. Ltd. | 2660 | &nbsp;&nbsp; 21360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PharmaResearch Co. <br> Ltd.<br>| 1593 | &nbsp;&nbsp; 634073 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Pharmicell Co. Ltd. | 3656 | &nbsp;&nbsp; $33518 |
|  | Philenergy Co. Ltd. | 104 | &nbsp;&nbsp; 1020 |
| \* | Philoptics Co. Ltd. | 1534 | &nbsp;&nbsp; 36310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PI Advanced Materials <br> Co. Ltd.<br>| 2025 | &nbsp;&nbsp; 26045 |
| \* | PKC Co. Ltd. | 4745 | &nbsp;&nbsp; 20125 |
| \* | Polaris AI Corp. | 11204 | &nbsp;&nbsp; 19594 |
| \* | Polaris Office Corp. | 3142 | &nbsp;&nbsp; 13355 |
| \* | PonyLink Co. Ltd. | 20885 | &nbsp;&nbsp; 16154 |
| # | Posco DX Co. Ltd. | 14799 | &nbsp;&nbsp; 253064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Posco M-Tech Co. <br> Ltd.<br>| 4685 | &nbsp;&nbsp; 49430 |
| \* | Power Logics Co. Ltd. | 5517 | &nbsp;&nbsp; 18282 |
|  | Protec Co. Ltd. | 1501 | &nbsp;&nbsp; 28689 |
|  | PSK, Inc. | 6562 | &nbsp;&nbsp; 96927 |
|  | Pulmuone Co. Ltd. | 3204 | &nbsp;&nbsp; 34121 |
| \* | Rainbow Robotics | 593 | &nbsp;&nbsp; 116898 |
| \* | Refine Co. Ltd. | 1479 | &nbsp;&nbsp; 18503 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Reyon Pharmaceutical <br> Co. Ltd.<br>| 587 | &nbsp;&nbsp; 4869 |
|  | RFHIC Corp. | 1978 | &nbsp;&nbsp; 39428 |
| \* | RFTech Co. Ltd. | 9790 | &nbsp;&nbsp; 18020 |
| \* | Robostar Co. Ltd. | 1279 | &nbsp;&nbsp; 24482 |
|  | Rorze Systems Corp. | 1438 | &nbsp;&nbsp; 13546 |
|  | S&S Tech Corp. | 1955 | &nbsp;&nbsp; 69909 |
|  | S-1 Corp. | 7124 | &nbsp;&nbsp; 379656 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sam Chun Dang <br> Pharm Co. Ltd.<br>| 1025 | &nbsp;&nbsp; 150679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sam Yung Trading Co. <br> Ltd.<br>| 3832 | &nbsp;&nbsp; 45763 |
|  | Samchully Co. Ltd. | 452 | &nbsp;&nbsp; 44954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SAMHWA Paints <br> Industrial Co. Ltd.<br>| 4611 | &nbsp;&nbsp; 20545 |
|  | Samick THK Co. Ltd. | 1425 | &nbsp;&nbsp; 10234 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Samil Pharmaceutical <br> Co. Ltd.<br>| 2871 | &nbsp;&nbsp; 21153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samji Electronics Co. <br> Ltd.<br>| 3059 | &nbsp;&nbsp; 26054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samjin Pharmaceutical <br> Co. Ltd.<br>| 1297 | &nbsp;&nbsp; 18763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sammok S-Form Co. <br> Ltd.<br>| 1045 | &nbsp;&nbsp; 15660 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Biologics Co. <br> Ltd.<br>| 1423 | &nbsp;&nbsp; 1087211 |
|  | Samsung C&T Corp. | 10387 | &nbsp;&nbsp; 1253138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Card Co. <br> Ltd. (029780 KS)<br>| 10148 | &nbsp;&nbsp; 363298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung <br> Electro-Mechanics <br> Co. Ltd.<br>| 5645 | &nbsp;&nbsp; 599766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Electronics <br> Co. Ltd. (005930 <br> KS)<br>| 324240 | &nbsp;&nbsp; 16524547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Electronics <br> Co. Ltd. (SMSN LI), <br> GDR<br>| 573 | &nbsp;&nbsp; 717035 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Electronics <br> Co. Ltd. (SSNHZ <br> US), GDR<br>| 4405 | &nbsp;&nbsp; $5537085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Engineering <br> Co. Ltd.<br>| 76812 | &nbsp;&nbsp; 1456521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Fire & <br> Marine Insurance <br> Co. Ltd.<br>| 5563 | &nbsp;&nbsp; 1756180 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Heavy <br> Industries Co. Ltd.<br>| 57510 | &nbsp;&nbsp; 784978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Life <br> Insurance Co. Ltd.<br>| 8789 | &nbsp;&nbsp; 793334 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Samsung <br> Pharmaceutical Co. <br> Ltd.<br>| 8786 | &nbsp;&nbsp; 9918 |
| # | Samsung SDI Co. Ltd. | 5590 | &nbsp;&nbsp; 802143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung SDS Co. <br> Ltd.<br>| 3972 | &nbsp;&nbsp; 455064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Securities <br> Co. Ltd.<br>| 28770 | &nbsp;&nbsp; 1458479 |
|  | SAMT Co. Ltd. | 10436 | &nbsp;&nbsp; 22966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samwha Capacitor Co. <br> Ltd.<br>| 2032 | &nbsp;&nbsp; 40102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samwha Electric Co. <br> Ltd.<br>| 664 | &nbsp;&nbsp; 12914 |
|  | Samyang Corp. | 593 | &nbsp;&nbsp; 22532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samyang Foods Co. <br> Ltd.<br>| 998 | &nbsp;&nbsp; 1031268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samyang Holdings <br> Corp.<br>| 1074 | &nbsp;&nbsp; 64850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samyang Packaging <br> Corp.<br>| 1826 | &nbsp;&nbsp; 18224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samyang Tongsang <br> Co. Ltd.<br>| 207 | &nbsp;&nbsp; 8282 |
|  | Samyoung Co. Ltd. | 3277 | &nbsp;&nbsp; 9709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sangsin Energy <br> Display Precision <br> Co. Ltd.<br>| 2574 | &nbsp;&nbsp; 16708 |
|  | Saramin Co. Ltd. | 2216 | &nbsp;&nbsp; 23230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Satrec Initiative Co. <br> Ltd.<br>| 231 | &nbsp;&nbsp; 8080 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SBI Investment Korea <br> Co. Ltd.<br>| 18153 | &nbsp;&nbsp; 10228 |
|  | SD Biosensor, Inc. | 11297 | &nbsp;&nbsp; 81182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SeAH Besteel Holdings <br> Corp.<br>| 2560 | &nbsp;&nbsp; 57466 |
|  | SeAH Steel Corp. | 387 | &nbsp;&nbsp; 41923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SeAH Steel Holdings <br> Corp.<br>| 552 | &nbsp;&nbsp; 79866 |
|  | Sebang Co. Ltd. | 2671 | &nbsp;&nbsp; 27380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sebang Global Battery <br> Co. Ltd.<br>| 743 | &nbsp;&nbsp; 35387 |
|  | Seegene, Inc. | 6392 | &nbsp;&nbsp; 136063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Segyung Hitech Co. <br> Ltd.<br>| 7275 | &nbsp;&nbsp; 35203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sejin Heavy Industries <br> Co. Ltd.<br>| 3584 | &nbsp;&nbsp; 33600 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Sekonix Co. Ltd. | 2406 | &nbsp;&nbsp; $10442 |
|  | Seobu T&D | 7366 | &nbsp;&nbsp; 46260 |
|  | Seohan Co. Ltd. | 28267 | &nbsp;&nbsp; 18384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seohee Construction <br> Co. Ltd.<br>| 27891 | &nbsp;&nbsp; 36784 |
| \* | Seoul Auction Co. Ltd. | 1312 | &nbsp;&nbsp; 8200 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seoul Semiconductor <br> Co. Ltd.<br>| 9925 | &nbsp;&nbsp; 50699 |
|  | Seoyon Co. Ltd. | 2977 | &nbsp;&nbsp; 21450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seoyon E-Hwa Co. <br> Ltd.<br>| 3804 | &nbsp;&nbsp; 33748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SEWOONMEDICAL <br> Co. Ltd.<br>| 3371 | &nbsp;&nbsp; 6609 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SFA Engineering <br> Corp.<br>| 3839 | &nbsp;&nbsp; 67708 |
| \* | SFA Semicon Co. Ltd. | 15076 | &nbsp;&nbsp; 35232 |
|  | SGC Energy Co. Ltd. | 1224 | &nbsp;&nbsp; 21563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Heung Energy & <br> Electronics Co. Ltd.<br>| 3770 | &nbsp;&nbsp; 11434 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shin Poong <br> Pharmaceutical Co. <br> Ltd.<br>| 2471 | &nbsp;&nbsp; 21693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shindaeyang Paper <br> Co. Ltd.<br>| 4560 | &nbsp;&nbsp; 35781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinhan Financial <br> Group Co. Ltd. <br> (055550 KS)<br>| 51502 | &nbsp;&nbsp; 2507827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinil Electronics Co. <br> Ltd.<br>| 13867 | &nbsp;&nbsp; 14094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinsegae <br> International, Inc.<br>| 5114 | &nbsp;&nbsp; 42718 |
|  | Shinsegae, Inc. | 1903 | &nbsp;&nbsp; 235118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinsung Delta Tech <br> Co. Ltd.<br>| 3217 | &nbsp;&nbsp; 154713 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shinsung E&G Co. <br> Ltd.<br>| 13700 | &nbsp;&nbsp; 15061 |
|  | Shinwon Corp. | 20628 | &nbsp;&nbsp; 26008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinyoung Securities <br> Co. Ltd.<br>| 666 | &nbsp;&nbsp; 61177 |
|  | Showbox Corp. | 8954 | &nbsp;&nbsp; 17710 |
| #\* | Silicon2 Co. Ltd. | 12019 | &nbsp;&nbsp; 445407 |
|  | Silla Co. Ltd. | 1575 | &nbsp;&nbsp; 11175 |
|  | SIMMTECH Co. Ltd. | 1934 | &nbsp;&nbsp; 31646 |
|  | SIMPAC, Inc. | 4358 | &nbsp;&nbsp; 16150 |
|  | Sindoh Co. Ltd. | 1472 | &nbsp;&nbsp; 52411 |
|  | Sinil Pharm Co. Ltd. | 2016 | &nbsp;&nbsp; 9697 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; SK Biopharmaceuticals <br> Co. Ltd.<br>| 10636 | &nbsp;&nbsp; 749066 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SK Bioscience Co. <br> Ltd.<br>| 2682 | &nbsp;&nbsp; 87753 |
|  | SK Chemicals Co. Ltd. | 2286 | &nbsp;&nbsp; 111500 |
| # | SK Discovery Co. Ltd. | 4174 | &nbsp;&nbsp; 164026 |
| \* | SK Eternix Co. Ltd. | 3890 | &nbsp;&nbsp; 67117 |
|  | SK Gas Ltd. | 1119 | &nbsp;&nbsp; 213258 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; SK IE Technology Co. <br> Ltd.<br>| 1748 | &nbsp;&nbsp; 34651 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SK oceanplant Co. <br> Ltd.<br>| 2702 | &nbsp;&nbsp; $38442 |
|  | SK Securities Co. Ltd. | 104448 | &nbsp;&nbsp; 50531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK Telecom Co. Ltd. <br> (017670 KS)<br>| 6199 | &nbsp;&nbsp; 250387 |
| #\* | SKC Co. Ltd. | 2060 | &nbsp;&nbsp; 148236 |
|  | SL Corp. | 4193 | &nbsp;&nbsp; 99939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SM Entertainment Co. <br> Ltd.<br>| 4336 | &nbsp;&nbsp; 414113 |
| \* | SMEC Co. Ltd. | 21825 | &nbsp;&nbsp; 57302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SNT Dynamics Co. <br> Ltd.<br>| 2696 | &nbsp;&nbsp; 113047 |
|  | SNT Holdings Co. Ltd. | 1335 | &nbsp;&nbsp; 53569 |
|  | S-Oil Corp. | 11168 | &nbsp;&nbsp; 503755 |
|  | Solid, Inc. | 13559 | &nbsp;&nbsp; 61026 |
| #\* | SOLUM Co. Ltd. | 15138 | &nbsp;&nbsp; 179432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Solus Advanced <br> Materials Co. Ltd.<br>| 3812 | &nbsp;&nbsp; 23436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Songwon Industrial Co. <br> Ltd.<br>| 5440 | &nbsp;&nbsp; 42839 |
|  | Soop Co. Ltd. | 3044 | &nbsp;&nbsp; 172997 |
|  | Soulbrain Co. Ltd. | 1833 | &nbsp;&nbsp; 310854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Soulbrain Holdings Co. <br> Ltd.<br>| 2168 | &nbsp;&nbsp; 68642 |
|  | SPC Samlip Co. Ltd. | 539 | &nbsp;&nbsp; 21269 |
|  | SPG Co. Ltd. | 2484 | &nbsp;&nbsp; 44309 |
|  | ST Pharm Co. Ltd. | 662 | &nbsp;&nbsp; 41178 |
|  | Straffic Co. Ltd. | 4180 | &nbsp;&nbsp; 11642 |
| #\* | Studio Dragon Corp. | 4822 | &nbsp;&nbsp; 160369 |
| \* | Sugentech, Inc. | 2106 | &nbsp;&nbsp; 10274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sung Kwang Bend Co. <br> Ltd.<br>| 3015 | &nbsp;&nbsp; 69056 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sungchang Enterprise <br> Holdings Ltd.<br>| 19478 | &nbsp;&nbsp; 22578 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sungeel Hitech Co. <br> Ltd.<br>| 231 | &nbsp;&nbsp; 6290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sungwoo Hitech Co. <br> Ltd.<br>| 13423 | &nbsp;&nbsp; 57177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunny Electronics <br> Corp.<br>| 5903 | &nbsp;&nbsp; 7662 |
| \* | Suprema, Inc. | 1181 | &nbsp;&nbsp; 28455 |
| \* | SY Co. Ltd. | 6825 | &nbsp;&nbsp; 16760 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Synergy Innovation Co. <br> Ltd.<br>| 5017 | &nbsp;&nbsp; 10288 |
| \* | Synopex, Inc. | 15828 | &nbsp;&nbsp; 76663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Systems Technology, <br> Inc.<br>| 2490 | &nbsp;&nbsp; 33850 |
|  | T&L Co. Ltd. | 1035 | &nbsp;&nbsp; 45034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taekwang Industrial <br> Co. Ltd.<br>| 56 | &nbsp;&nbsp; 40445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TAEKYUNG BK Co. <br> Ltd.<br>| 5136 | &nbsp;&nbsp; 19025 |
| \* | Taewoong Co. Ltd. | 2925 | &nbsp;&nbsp; 84964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taeyang Metal <br> Industrial Co. Ltd.<br>| 9366 | &nbsp;&nbsp; 15633 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Taihan Electric Wire <br> Co. Ltd.<br>| 9628 | &nbsp;&nbsp; 108055 |
|  | TCC Steel | 2674 | &nbsp;&nbsp; 34316 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | TechWing, Inc. | 3740 | &nbsp;&nbsp; $74015 |
|  | Telechips, Inc. | 1642 | &nbsp;&nbsp; 15844 |
|  | TES Co. Ltd. | 1569 | &nbsp;&nbsp; 29105 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Theragen Etex Co. <br> Ltd.<br>| 12996 | &nbsp;&nbsp; 27993 |
| \* | TK Chemical Corp. | 18770 | &nbsp;&nbsp; 24134 |
|  | TK Corp. | 2924 | &nbsp;&nbsp; 48172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TKG Huchems Co. <br> Ltd.<br>| 6016 | &nbsp;&nbsp; 76299 |
|  | TLB Co. Ltd. | 759 | &nbsp;&nbsp; 14687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokai Carbon Korea <br> Co. Ltd.<br>| 1278 | &nbsp;&nbsp; 97842 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tongyang Life <br> Insurance Co. Ltd.<br>| 12025 | &nbsp;&nbsp; 72951 |
|  | Toptec Co. Ltd. | 5346 | &nbsp;&nbsp; 18914 |
|  | Tovis Co. Ltd. | 4782 | &nbsp;&nbsp; 54673 |
|  | TSE Co. Ltd. | 588 | &nbsp;&nbsp; 16330 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tuksu Construction Co. <br> Ltd.<br>| 2777 | &nbsp;&nbsp; 14528 |
|  | TYM Corp. | 11325 | &nbsp;&nbsp; 41177 |
|  | UBCare Co. Ltd. | 3061 | &nbsp;&nbsp; 8537 |
| \* | Ubivelox, Inc. | 1708 | &nbsp;&nbsp; 7237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Uju Electronics Co. <br> Ltd.<br>| 1295 | &nbsp;&nbsp; 41116 |
| \* | Uni-Chem Co. Ltd. | 21092 | &nbsp;&nbsp; 26408 |
|  | Unid Co. Ltd. | 1058 | &nbsp;&nbsp; 63921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Semiconductor <br> Equipment & <br> Materials Co. Ltd.<br>| 8784 | &nbsp;&nbsp; 44957 |
|  | Uniquest Corp. | 3582 | &nbsp;&nbsp; 15920 |
| \* | Unison Co. Ltd. | 11710 | &nbsp;&nbsp; 11146 |
| \* | UniTest, Inc. | 3147 | &nbsp;&nbsp; 28022 |
|  | Unitrontech Co. Ltd. | 2869 | &nbsp;&nbsp; 13153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Value Added <br> Technology Co. Ltd.<br>| 2937 | &nbsp;&nbsp; 49853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Viatron Technologies, <br> Inc.<br>| 4010 | &nbsp;&nbsp; 25560 |
|  | VICTEK Co. Ltd. | 3541 | &nbsp;&nbsp; 10330 |
| \*†† | Vidente Co. Ltd. | 12986 | &nbsp;&nbsp; 5834 |
|  | Vieworks Co. Ltd. | 1715 | &nbsp;&nbsp; 25774 |
| \* | Vina Tech Co. Ltd. | 522 | &nbsp;&nbsp; 10697 |
|  | Vitzro Tech Co. Ltd. | 2270 | &nbsp;&nbsp; 13941 |
|  | Vitzrocell Co. Ltd. | 4594 | &nbsp;&nbsp; 102855 |
| \* | VM, Inc. | 2230 | &nbsp;&nbsp; 17623 |
| #\* | VT Co. Ltd. | 6488 | &nbsp;&nbsp; 167507 |
|  | Webzen, Inc. | 2569 | &nbsp;&nbsp; 27009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Whanin <br> Pharmaceutical Co. <br> Ltd.<br>| 2615 | &nbsp;&nbsp; 22597 |
|  | WiSoL Co. Ltd. | 4967 | &nbsp;&nbsp; 23902 |
| # | Won Tech Co. Ltd. | 16450 | &nbsp;&nbsp; 151997 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wonik Holdings Co. <br> Ltd.<br>| 10865 | &nbsp;&nbsp; 46681 |
|  | WONIK IPS Co. Ltd. | 3743 | &nbsp;&nbsp; 87413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wonik Materials Co. <br> Ltd.<br>| 1797 | &nbsp;&nbsp; 30599 |
|  | Wonik QnC Corp. | 4248 | &nbsp;&nbsp; 55779 |
|  | Woojin, Inc. | 2166 | &nbsp;&nbsp; 17276 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | Woongjin Co. Ltd. | 11317 | &nbsp;&nbsp; $26053 |
| \* | Wooree Bio Co. Ltd. | 4851 | &nbsp;&nbsp; 8012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woori Financial Group, <br> Inc. (316140 KS)<br>| 178328 | &nbsp;&nbsp; 3164110 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Woori Financial Group, <br> Inc. (WF US), <br> Sponsored ADR<br>| 773 | &nbsp;&nbsp; 40884 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Woori Technology <br> Investment Co. Ltd.<br>| 10762 | &nbsp;&nbsp; 71895 |
| \* | Woori Technology, Inc. | 22299 | &nbsp;&nbsp; 58473 |
| \* | Woosu AMS Co. Ltd. | 11985 | &nbsp;&nbsp; 26569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worldex Industry & <br> Trading Co. Ltd.<br>| 3898 | &nbsp;&nbsp; 67746 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wysiwyg Studios Co. <br> Ltd.<br>| 6944 | &nbsp;&nbsp; 4522 |
|  | Xexymix Corp. | 8850 | &nbsp;&nbsp; 39039 |
|  | Y G-1 Co. Ltd. | 3502 | &nbsp;&nbsp; 14527 |
| \* | YC Corp. | 4787 | &nbsp;&nbsp; 38042 |
|  | YG Entertainment, Inc. | 1723 | &nbsp;&nbsp; 105266 |
| \* | YG PLUS | 6733 | &nbsp;&nbsp; 41496 |
| \* | YMT Co. Ltd. | 3720 | &nbsp;&nbsp; 24588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youlchon Chemical Co. <br> Ltd.<br>| 1214 | &nbsp;&nbsp; 29764 |
|  | Young Poong Corp. | 1230 | &nbsp;&nbsp; 37525 |
| # | Youngone Corp. | 8797 | &nbsp;&nbsp; 382373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youngone Holdings <br> Co. Ltd.<br>| 1616 | &nbsp;&nbsp; 163768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuanta Securities <br> Korea Co. Ltd.<br>| 27085 | &nbsp;&nbsp; 72308 |
|  | Yuhan Corp. | 5469 | &nbsp;&nbsp; 460475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YuHwa Securities Co. <br> Ltd.<br>| 6972 | &nbsp;&nbsp; 14012 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yungjin Pharmaceutical <br> Co. Ltd.<br>| 16046 | &nbsp;&nbsp; 24741 |
|  | Zeus Co. Ltd. | 3741 | &nbsp;&nbsp; 33146 |
|  | Zinus, Inc. | 1437 | &nbsp;&nbsp; 22278 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | &nbsp;&nbsp; 147756315 |
| TAIWAN — (19.8%) | TAIWAN — (19.8%) | TAIWAN — (19.8%) | TAIWAN — (19.8%) |
|  | 104 Corp. | 2000 | &nbsp;&nbsp; 14865 |
|  | 91APP, Inc. | 16000 | &nbsp;&nbsp; 43787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aaeon Technology, <br> Inc.<br>| 4199 | &nbsp;&nbsp; 16911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ABC Taiwan <br> Electronics Corp.<br>| 19210 | &nbsp;&nbsp; 10387 |
|  | Abico Avy Co. Ltd. | 36021 | &nbsp;&nbsp; 40929 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ability Enterprise Co. <br> Ltd.<br>| 47000 | &nbsp;&nbsp; 93399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ability Opto-Electronics <br> Technology Co. Ltd.<br>| 10200 | &nbsp;&nbsp; 39501 |
|  | AcBel Polytech, Inc. | 193382 | &nbsp;&nbsp; 177635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accton Technology <br> Corp.<br>| 86000 | &nbsp;&nbsp; 2539940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Acer Cyber Security, <br> Inc.<br>| 3868 | &nbsp;&nbsp; 22159 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Acer E-Enabling <br> Service Business, <br> Inc.<br>| 3000 | &nbsp;&nbsp; $23392 |
| # | Acer, Inc. | 1074000 | &nbsp;&nbsp; 1147420 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACES Electronic Co. <br> Ltd.<br>| 25764 | &nbsp;&nbsp; 48917 |
| \* | Acon Holding, Inc. | 48041 | &nbsp;&nbsp; 12923 |
|  | Acter Group Corp. Ltd. | 35518 | &nbsp;&nbsp; 579107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Action Electronics Co. <br> Ltd.<br>| 52000 | &nbsp;&nbsp; 22045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ADATA Technology Co. <br> Ltd.<br>| 99053 | &nbsp;&nbsp; 300370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Addcn Technology Co. <br> Ltd.<br>| 11506 | &nbsp;&nbsp; 67697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Energy <br> Solution Holding Co. <br> Ltd.<br>| 10000 | &nbsp;&nbsp; 412150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced International <br> Multitech Co. Ltd.<br>| 28000 | &nbsp;&nbsp; 60134 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advanced <br> Optoelectronic <br> Technology, Inc.<br>| 36000 | &nbsp;&nbsp; 16756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Power <br> Electronics Corp.<br>| 13000 | &nbsp;&nbsp; 34902 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Advancetek Enterprise <br> Co. Ltd.<br>| 98000 | &nbsp;&nbsp; 228676 |
|  | Advantech Co. Ltd. | 49406 | &nbsp;&nbsp; 549584 |
| \* | AEON Motor Co. Ltd. | 9000 | &nbsp;&nbsp; 9850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aerospace Industrial <br> Development Corp.<br>| 102000 | &nbsp;&nbsp; 148971 |
|  | AGV Products Corp. | 138000 | &nbsp;&nbsp; 48661 |
|  | AIC, Inc. | 1000 | &nbsp;&nbsp; 10639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Airoha Technology <br> Corp.<br>| 8000 | &nbsp;&nbsp; 147545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Airtac International <br> Group<br>| 26532 | &nbsp;&nbsp; 754610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alchip Technologies <br> Ltd.<br>| 16000 | &nbsp;&nbsp; 2045391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alexander Marine Co. <br> Ltd.<br>| 4217 | &nbsp;&nbsp; 28354 |
|  | Allied Supreme Corp. | 17000 | &nbsp;&nbsp; 146888 |
| # | Allis Electric Co. Ltd. | 55102 | &nbsp;&nbsp; 187271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alltek Technology <br> Corp.<br>| 79475 | &nbsp;&nbsp; 95215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alltop Technology Co. <br> Ltd.<br>| 12001 | &nbsp;&nbsp; 93671 |
|  | Alpha Networks, Inc. | 80772 | &nbsp;&nbsp; 71273 |
|  | Altek Corp. | 77620 | &nbsp;&nbsp; 104025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amazing <br> Microelectronic <br> Corp.<br>| 18295 | &nbsp;&nbsp; 38945 |
|  | Ambassador Hotel  | 13000 | &nbsp;&nbsp; 18137 |
|  | AMPACS Corp. | 20000 | &nbsp;&nbsp; 20674 |
|  | Ampire Co. Ltd. | 28000 | &nbsp;&nbsp; 25372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AMPOC Far-East Co. <br> Ltd.<br>| 22000 | &nbsp;&nbsp; 69331 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AmTRAN Technology <br> Co. Ltd.<br>| 170425 | &nbsp;&nbsp; $75141 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amulaire Thermal <br> Technology, Inc.<br>| 16883 | &nbsp;&nbsp; 13771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anji Technology Co. <br> Ltd.<br>| 14278 | &nbsp;&nbsp; 15315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anpec Electronics <br> Corp.<br>| 17000 | &nbsp;&nbsp; 95733 |
|  | Aopen, Inc. | 12000 | &nbsp;&nbsp; 17945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AP Memory <br> Technology Corp.<br>| 2000 | &nbsp;&nbsp; 21813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apac Opto Electronics, <br> Inc.<br>| 20000 | &nbsp;&nbsp; 55784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apacer Technology, <br> Inc.<br>| 24000 | &nbsp;&nbsp; 46288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; APAQ Technology Co. <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 17337 |
|  | APCB, Inc. | 35000 | &nbsp;&nbsp; 16256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apex Biotechnology <br> Corp.<br>| 14000 | &nbsp;&nbsp; 13448 |
|  | Apex Dynamics, Inc. | 2000 | &nbsp;&nbsp; 46886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apex Science & <br> Engineering<br>| 31212 | &nbsp;&nbsp; 12596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arcadyan Technology <br> Corp.<br>| 31805 | &nbsp;&nbsp; 235037 |
|  | Argosy Research, Inc. | 17013 | &nbsp;&nbsp; 94268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASE Technology <br> Holding Co. Ltd.<br>| 365000 | &nbsp;&nbsp; 1770026 |
| # | Asia Optical Co., Inc. | 56000 | &nbsp;&nbsp; 241697 |
|  | Asia Polymer Corp. | 90295 | &nbsp;&nbsp; 37451 |
|  | Asia Tech Image, Inc. | 14000 | &nbsp;&nbsp; 36058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Vital Components <br> Co. Ltd.<br>| 52158 | &nbsp;&nbsp; 1585315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASIX Electronics <br> Corp.<br>| 11000 | &nbsp;&nbsp; 29970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASMedia Technology, <br> Inc.<br>| 8000 | &nbsp;&nbsp; 503333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASolid Technology Co. <br> Ltd.<br>| 16000 | &nbsp;&nbsp; 27542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASPEED Technology, <br> Inc.<br>| 11600 | &nbsp;&nbsp; 1756713 |
|  | ASROCK, Inc. | 13000 | &nbsp;&nbsp; 114455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asustek Computer, <br> Inc.<br>| 121000 | &nbsp;&nbsp; 2656120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ATE Energy <br> International Co. <br> Ltd.<br>| 30000 | &nbsp;&nbsp; 28045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aten International Co. <br> Ltd.<br>| 20000 | &nbsp;&nbsp; 39115 |
|  | Auden Techno Corp. | 5000 | &nbsp;&nbsp; 15059 |
|  | Audix Corp. | 21000 | &nbsp;&nbsp; 42041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AURAS Technology <br> Co. Ltd.<br>| 11000 | &nbsp;&nbsp; 245044 |
|  | Aurora Corp. | 17000 | &nbsp;&nbsp; 32473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avalue Technology, <br> Inc.<br>| 11000 | &nbsp;&nbsp; 35246 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avermedia <br> Technologies<br>| 15400 | &nbsp;&nbsp; $20756 |
|  | Axiomtek Co. Ltd. | 21986 | &nbsp;&nbsp; 61862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Azurewave <br> Technologies, Inc.<br>| 20000 | &nbsp;&nbsp; 39021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bafang Yunji <br> International Co. <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 30769 |
|  | Basso Industry Corp. | 23000 | &nbsp;&nbsp; 29507 |
|  | BenQ Materials Corp. | 52000 | &nbsp;&nbsp; 39044 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BES Engineering <br> Corp.<br>| 529000 | &nbsp;&nbsp; 195865 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bin Chuan Enterprise <br> Co. Ltd.<br>| 29000 | &nbsp;&nbsp; 46302 |
|  | Bionime Corp. | 5000 | &nbsp;&nbsp; 12296 |
|  | Bioteque Corp. | 10000 | &nbsp;&nbsp; 36686 |
|  | Bizlink Holding, Inc. | 33403 | &nbsp;&nbsp; 1004651 |
|  | Bon Fame Co. Ltd. | 8000 | &nbsp;&nbsp; 16250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bora Pharmaceuticals <br> Co. Ltd.<br>| 11896 | &nbsp;&nbsp; 324191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brave C&H Supply Co. <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 16977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bright Led Electronics <br> Corp.<br>| 27000 | &nbsp;&nbsp; 14927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brightek Optoelectronic <br> Co. Ltd.<br>| 16000 | &nbsp;&nbsp; 25247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brighton-Best <br> International Taiwan, <br> Inc.<br>| 106000 | &nbsp;&nbsp; 123649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brillian Network & <br> Automation <br> Integrated System <br> Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 51513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C Sun Manufacturing <br> Ltd.<br>| 22267 | &nbsp;&nbsp; 106889 |
|  | Calitech Co. Ltd. | 9000 | &nbsp;&nbsp; 19808 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Caliway <br> Biopharmaceuticals <br> Co. Ltd.<br>| 50000 | &nbsp;&nbsp; 206789 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cameo <br> Communications, <br> Inc.<br>| 32537 | &nbsp;&nbsp; 9743 |
|  | Capital Futures Corp. | 26812 | &nbsp;&nbsp; 43524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Castles Technology <br> Co. Ltd.<br>| 20430 | &nbsp;&nbsp; 48015 |
|  | Caswell, Inc. | 8000 | &nbsp;&nbsp; 22241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Chemical <br> Works<br>| 14000 | &nbsp;&nbsp; 25965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Financial <br> Holding Co. Ltd.<br>| 1014188 | &nbsp;&nbsp; 2055593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Real Estate <br> Development Co. <br> Ltd.<br>| 234000 | &nbsp;&nbsp; 145521 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CCP Contact Probes <br> Co. Ltd.<br>| 25601 | &nbsp;&nbsp; 26155 |
| \* | Celxpert Energy Corp. | 33316 | &nbsp;&nbsp; 38330 |
|  | Cenra, Inc. | 38000 | &nbsp;&nbsp; 42755 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Center Laboratories, <br> Inc.<br>| 151986 | &nbsp;&nbsp; $189113 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Central Reinsurance <br> Co. Ltd.<br>| 147642 | &nbsp;&nbsp; 114146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Century Iron & Steel <br> Industrial Co. Ltd.<br>| 64000 | &nbsp;&nbsp; 399513 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chailease Holding Co. <br> Ltd.<br>| 304463 | &nbsp;&nbsp; 1175426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ChainQui Construction <br> Development Co. <br> Ltd.<br>| 34700 | &nbsp;&nbsp; 15187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Champion <br> Microelectronic <br> Corp.<br>| 4100 | &nbsp;&nbsp; 7851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chang Hwa <br> Commercial Bank <br> Ltd.<br>| 608833 | &nbsp;&nbsp; 376057 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chang Wah <br> Electromaterials, <br> Inc.<br>| 86000 | &nbsp;&nbsp; 111415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chang Wah <br> Technology Co. Ltd.<br>| 63000 | &nbsp;&nbsp; 64268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Channel Well <br> Technology Co. Ltd.<br>| 43000 | &nbsp;&nbsp; 127601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chant Sincere Co. <br> Ltd.<br>| 15000 | &nbsp;&nbsp; 21140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CHC Healthcare <br> Group<br>| 45000 | &nbsp;&nbsp; 69034 |
|  | CHC Resources Corp. | 13000 | &nbsp;&nbsp; 31651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chen Full International <br> Co. Ltd.<br>| 29000 | &nbsp;&nbsp; 39197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chenbro Micom Co. <br> Ltd.<br>| 12000 | &nbsp;&nbsp; 203403 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cheng Mei Materials <br> Technology Corp.<br>| 141065 | &nbsp;&nbsp; 65322 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cheng Uei Precision <br> Industry Co. Ltd.<br>| 93000 | &nbsp;&nbsp; 175545 |
|  | Chia Chang Co. Ltd. | 42000 | &nbsp;&nbsp; 51994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chia Hsin Cement <br> Corp.<br>| 92320 | &nbsp;&nbsp; 43309 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chicony Electronics <br> Co. Ltd.<br>| 179185 | &nbsp;&nbsp; 781326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chicony Power <br> Technology Co. Ltd.<br>| 43055 | &nbsp;&nbsp; 161783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chien Kuo <br> Construction Co. <br> Ltd.<br>| 35200 | &nbsp;&nbsp; 30080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chien Shing Harbour <br> Service Co. Ltd.<br>| 8000 | &nbsp;&nbsp; 12371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Bills Finance <br> Corp.<br>| 222000 | &nbsp;&nbsp; 112539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Electric <br> Manufacturing Corp.<br>| 63900 | &nbsp;&nbsp; 26955 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China General Plastics <br> Corp.<br>| 110971 | &nbsp;&nbsp; 44158 |
|  | China Glaze Co. Ltd. | 40000 | &nbsp;&nbsp; 21638 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Man-Made Fiber <br> Corp.<br>| 347588 | &nbsp;&nbsp; $73770 |
|  | China Metal Products | 53000 | &nbsp;&nbsp; 44062 |
| # | China Motor Corp. | 77200 | &nbsp;&nbsp; 142389 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; China Petrochemical <br> Development Corp.<br>| 441000 | &nbsp;&nbsp; 109630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Steel Chemical <br> Corp.<br>| 40000 | &nbsp;&nbsp; 116200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Steel Structure <br> Co. Ltd.<br>| 4000 | &nbsp;&nbsp; 5709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Wire & Cable <br> Co. Ltd.<br>| 21000 | &nbsp;&nbsp; 26616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ching Feng Home <br> Fashions Co. Ltd.<br>| 36495 | &nbsp;&nbsp; 24727 |
| \* | Chip Hope Co. Ltd. | 5000 | &nbsp;&nbsp; 6095 |
|  | Chlitina Holding Ltd. | 17513 | &nbsp;&nbsp; 59656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chong Hong <br> Construction Co. <br> Ltd.<br>| 47000 | &nbsp;&nbsp; 128417 |
|  | Chroma ATE, Inc. | 66000 | &nbsp;&nbsp; 945073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chun YU Works & Co. <br> Ltd.<br>| 17850 | &nbsp;&nbsp; 11201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chun Yuan Steel <br> Industry Co. Ltd.<br>| 155000 | &nbsp;&nbsp; 102666 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Chung Hung Steel <br> Corp.<br>| 257000 | &nbsp;&nbsp; 132072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chung Hwa Chemical <br> Industrial Works <br> Ltd.<br>| 21000 | &nbsp;&nbsp; 22987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chung Hwa Food <br> Industrial Co. Ltd.<br>| 9350 | &nbsp;&nbsp; 28080 |
|  | Chung Lien Co. Ltd. | 9000 | &nbsp;&nbsp; 11322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chung-Hsin Electric & <br> Machinery <br> Manufacturing Corp.<br>| 186000 | &nbsp;&nbsp; 1019359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chunghwa Telecom <br> Co. Ltd. (2412 TT)<br>| 127000 | &nbsp;&nbsp; 548802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cleanaway Co. Ltd. <br> (8422 TT)<br>| 15000 | &nbsp;&nbsp; 96844 |
|  | Clevo Co. | 138000 | &nbsp;&nbsp; 204103 |
|  | Collins Co. Ltd. | 24000 | &nbsp;&nbsp; 12186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Compal Electronics, <br> Inc.<br>| 1261000 | &nbsp;&nbsp; 1234018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Complex Micro <br> Interconnection Co. <br> Ltd.<br>| 10000 | &nbsp;&nbsp; 13516 |
|  | Compucase Enterprise | 19000 | &nbsp;&nbsp; 72645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Continental Holdings <br> Corp.<br>| 111000 | &nbsp;&nbsp; 81741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Contrel Technology Co. <br> Ltd.<br>| 38000 | &nbsp;&nbsp; 47316 |
|  | Coremax Corp. | 22265 | &nbsp;&nbsp; 40673 |
| # | Coretronic Corp. | 99000 | &nbsp;&nbsp; 268032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Co-Tech Development <br> Corp.<br>| 43000 | &nbsp;&nbsp; 168843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coxon Precise <br> Industrial Co. Ltd.<br>| 18000 | &nbsp;&nbsp; 8169 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Creative Sensor, Inc. | 15300 | &nbsp;&nbsp; $28485 |
| \* | CSBC Corp. Taiwan | 96000 | &nbsp;&nbsp; 51767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTBC Financial <br> Holding Co. Ltd.<br>| 2261000 | &nbsp;&nbsp; 3106832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTCI Advanced <br> Systems, Inc.<br>| 2000 | &nbsp;&nbsp; 8133 |
|  | CTCI Corp. | 179000 | &nbsp;&nbsp; 174523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTI Traffic Industries <br> Co. Ltd.<br>| 1200 | &nbsp;&nbsp; 3949 |
|  | CviLux Corp. | 25000 | &nbsp;&nbsp; 35259 |
|  | Cyberlink Corp. | 13000 | &nbsp;&nbsp; 40577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CyberPower Systems, <br> Inc.<br>| 16800 | &nbsp;&nbsp; 129981 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CyberTAN Technology, <br> Inc.<br>| 111000 | &nbsp;&nbsp; 97014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cystech Electronics <br> Corp.<br>| 3150 | &nbsp;&nbsp; 8065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DA CIN Construction <br> Co. Ltd.<br>| 84600 | &nbsp;&nbsp; 168913 |
|  | Dafeng TV Ltd. | 10000 | &nbsp;&nbsp; 16985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dah San Electric Wire <br> & Cable Co. Ltd.<br>| 10000 | &nbsp;&nbsp; 17444 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Da-Li Development Co. <br> Ltd.<br>| 85771 | &nbsp;&nbsp; 130119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Darfon Electronics <br> Corp.<br>| 51000 | &nbsp;&nbsp; 59590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Darwin Precisions <br> Corp.<br>| 87000 | &nbsp;&nbsp; 31250 |
|  | Daxin Materials Corp. | 16000 | &nbsp;&nbsp; 135792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; De Licacy Industrial <br> Co. Ltd.<br>| 76338 | &nbsp;&nbsp; 33846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delpha Construction <br> Co. Ltd.<br>| 40000 | &nbsp;&nbsp; 38050 |
|  | Delta Electronics, Inc. | 106000 | &nbsp;&nbsp; 1996838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Depo Auto Parts Ind <br> Co. Ltd.<br>| 19000 | &nbsp;&nbsp; 108698 |
|  | DFI, Inc. | 7000 | &nbsp;&nbsp; 16638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dimerco Data System <br> Corp.<br>| 12450 | &nbsp;&nbsp; 50811 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dimerco Express <br> Corp.<br>| 55104 | &nbsp;&nbsp; 139616 |
|  | D-Link Corp. | 181920 | &nbsp;&nbsp; 99789 |
| \* | Donpon Precision, Inc. | 27000 | &nbsp;&nbsp; 25725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dr. Wu Skincare Co. <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 25426 |
|  | Draytek Corp. | 13000 | &nbsp;&nbsp; 13837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Drewloong Precision, <br> Inc.<br>| 3076 | &nbsp;&nbsp; 16678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dyaco International, <br> Inc.<br>| 32226 | &nbsp;&nbsp; 22917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynamic Medical <br> Technologies, Inc.<br>| 8400 | &nbsp;&nbsp; 20522 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dynapack International <br> Technology Corp.<br>| 37000 | &nbsp;&nbsp; 283191 |
|  | E Ink Holdings, Inc. | 60000 | &nbsp;&nbsp; 408553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; E.Sun Financial <br> Holding Co. Ltd.<br>| 982519 | &nbsp;&nbsp; 1050798 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Eastech Holding Ltd. | 7000 | &nbsp;&nbsp; $21177 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Media <br> International Corp.<br>| 81166 | &nbsp;&nbsp; 41819 |
| \* | Eclat Textile Co. Ltd. | 26000 | &nbsp;&nbsp; 347785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; eCloudvalley Digital <br> Technology Co. Ltd.<br>| 8000 | &nbsp;&nbsp; 21345 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Edimax Technology <br> Co. Ltd.<br>| 46000 | &nbsp;&nbsp; 26907 |
|  | Edison Opto Corp. | 30619 | &nbsp;&nbsp; 17775 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Edom Technology Co. <br> Ltd.<br>| 44000 | &nbsp;&nbsp; 37144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; eGalax_eMPIA <br> Technology, Inc.<br>| 19032 | &nbsp;&nbsp; 22758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elan Microelectronics <br> Corp.<br>| 85100 | &nbsp;&nbsp; 351582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; E-Lead Electronic Co. <br> Ltd.<br>| 13328 | &nbsp;&nbsp; 16865 |
|  | E-LIFE MALL Corp. | 20000 | &nbsp;&nbsp; 47743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elite Advanced Laser <br> Corp.<br>| 21600 | &nbsp;&nbsp; 138331 |
|  | Elite Material Co. Ltd. | 45000 | &nbsp;&nbsp; 1649547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elite Semiconductor <br> Microelectronics <br> Technology, Inc.<br>| 57000 | &nbsp;&nbsp; 94747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elitegroup Computer <br> Systems Co. Ltd.<br>| 88000 | &nbsp;&nbsp; 51006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; eMemory Technology, <br> Inc.<br>| 16000 | &nbsp;&nbsp; 1083113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emerging Display <br> Technologies Corp.<br>| 44000 | &nbsp;&nbsp; 32715 |
|  | ENE Technology, Inc. | 14000 | &nbsp;&nbsp; 16830 |
|  | Ennoconn Corp. | 43464 | &nbsp;&nbsp; 441870 |
|  | Eris Technology Corp. | 4844 | &nbsp;&nbsp; 20189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eson Precision Ind Co. <br> Ltd.<br>| 32000 | &nbsp;&nbsp; 69180 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Eternal Materials Co. <br> Ltd.<br>| 260224 | &nbsp;&nbsp; 241149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eurocharm Holdings <br> Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 26998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ever Supreme Bio <br> Technology Co. Ltd.<br>| 8139 | &nbsp;&nbsp; 41347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evergreen Aviation <br> Technologies Corp.<br>| 29000 | &nbsp;&nbsp; 113241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evergreen International <br> Storage & Transport <br> Corp.<br>| 116000 | &nbsp;&nbsp; 132794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EVERGREEN Steel <br> Corp.<br>| 49000 | &nbsp;&nbsp; 131912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Everlight Chemical <br> Industrial Corp.<br>| 140000 | &nbsp;&nbsp; 76019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Everlight Electronics <br> Co. Ltd.<br>| 108000 | &nbsp;&nbsp; 249360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evertop Wire Cable <br> Corp.<br>| 33000 | &nbsp;&nbsp; 36864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Excel Cell Electronic <br> Co. Ltd.<br>| 15000 | &nbsp;&nbsp; 8759 |
|  | Excellence Opto, Inc. | 15000 | &nbsp;&nbsp; 10523 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Excelsior Medical Co. <br> Ltd.<br>| 22692 | &nbsp;&nbsp; $63577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far Eastern <br> Department Stores <br> Ltd.<br>| 142000 | &nbsp;&nbsp; 100540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far Eastern <br> International Bank<br>| 335205 | &nbsp;&nbsp; 150354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far Eastern New <br> Century Corp.<br>| 352000 | &nbsp;&nbsp; 337372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far EasTone <br> Telecommunications <br> Co. Ltd.<br>| 167000 | &nbsp;&nbsp; 455476 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Faraday Technology <br> Corp.<br>| 55621 | &nbsp;&nbsp; 280526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farglory F T Z <br> Investment Holding <br> Co. Ltd.<br>| 25071 | &nbsp;&nbsp; 37526 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Farglory Land <br> Development Co. <br> Ltd.<br>| 104000 | &nbsp;&nbsp; 214881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Feedback Technology <br> Corp.<br>| 12960 | &nbsp;&nbsp; 43563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Feng Hsin Steel Co. <br> Ltd.<br>| 60000 | &nbsp;&nbsp; 135578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Feng TAY Enterprise <br> Co. Ltd.<br>| 86048 | &nbsp;&nbsp; 340288 |
|  | FineTek Co. Ltd. | 4080 | &nbsp;&nbsp; 17375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Firich Enterprises Co. <br> Ltd.<br>| 35000 | &nbsp;&nbsp; 29486 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; First Copper <br> Technology Co. Ltd.<br>| 34000 | &nbsp;&nbsp; 37170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Financial Holding <br> Co. Ltd.<br>| 1480713 | &nbsp;&nbsp; 1462699 |
|  | First Hotel | 33000 | &nbsp;&nbsp; 14828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Insurance Co. <br> Ltd. <br>| 69000 | &nbsp;&nbsp; 56758 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Steamship Co. <br> Ltd.<br>| 121000 | &nbsp;&nbsp; 23519 |
|  | FIT Holding Co. Ltd. | 46000 | &nbsp;&nbsp; 72794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fitipower Integrated <br> Technology, Inc.<br>| 30450 | &nbsp;&nbsp; 182739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FLEXium Interconnect, <br> Inc.<br>| 80000 | &nbsp;&nbsp; 174429 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Flytech Technology Co. <br> Ltd.<br>| 26000 | &nbsp;&nbsp; 97516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FocalTech Systems <br> Co. Ltd.<br>| 68000 | &nbsp;&nbsp; 142967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Forcecon Tech Co. <br> Ltd.<br>| 19285 | &nbsp;&nbsp; 72880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forest Water <br> Environment <br> Engineering Co. <br> Ltd.<br>| 9938 | &nbsp;&nbsp; 10640 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Chemicals & <br> Fibre Corp.<br>| 291000 | &nbsp;&nbsp; 279466 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa International <br> Hotels Corp.<br>| 10000 | &nbsp;&nbsp; $63685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Oilseed <br> Processing Co. Ltd.<br>| 11400 | &nbsp;&nbsp; 11378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Optical <br> Technology Co. Ltd.<br>| 7000 | &nbsp;&nbsp; 30479 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Plastics <br> Corp.<br>| 149000 | &nbsp;&nbsp; 211951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosan Rubber <br> Group, Inc.<br>| 74700 | &nbsp;&nbsp; 62086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosan Union <br> Chemical Corp.<br>| 115000 | &nbsp;&nbsp; 67845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fortune Electric Co. <br> Ltd.<br>| 31020 | &nbsp;&nbsp; 682719 |
|  | Fositek Corp. | 6000 | &nbsp;&nbsp; 180436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Founding Construction <br> & Development Co. <br> Ltd.<br>| 75000 | &nbsp;&nbsp; 41623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foxconn Technology <br> Co. Ltd.<br>| 148000 | &nbsp;&nbsp; 318234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foxsemicon Integrated <br> Technology, Inc.<br>| 22150 | &nbsp;&nbsp; 224275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Froch Enterprise Co. <br> Ltd.<br>| 19000 | &nbsp;&nbsp; 9236 |
|  | FSP Technology, Inc. | 40000 | &nbsp;&nbsp; 73760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fu Chun Shin <br> Machinery <br> Manufacture Co. <br> Ltd.<br>| 36771 | &nbsp;&nbsp; 18999 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fu Hua Innovation Co. <br> Ltd.<br>| 107758 | &nbsp;&nbsp; 119859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fubon Financial <br> Holding Co. Ltd.<br>| 921630 | &nbsp;&nbsp; 2529569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fulgent Sun <br> International Holding <br> Co. Ltd.<br>| 32868 | &nbsp;&nbsp; 112247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fullerton Technology <br> Co. Ltd.<br>| 26000 | &nbsp;&nbsp; 19598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fusheng Precision Co. <br> Ltd.<br>| 16000 | &nbsp;&nbsp; 149765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; G Shank Enterprise <br> Co. Ltd.<br>| 36004 | &nbsp;&nbsp; 95973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gallant Micro <br> Machining Co. Ltd.<br>| 1000 | &nbsp;&nbsp; 21695 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gamania Digital <br> Entertainment Co. <br> Ltd.<br>| 37000 | &nbsp;&nbsp; 79100 |
| #\* | GCS Holdings, Inc. | 20000 | &nbsp;&nbsp; 109381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gemtek Technology <br> Corp.<br>| 109000 | &nbsp;&nbsp; 87074 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; General Interface <br> Solution GIS Holding <br> Ltd.<br>| 64000 | &nbsp;&nbsp; 97816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; General Plastic <br> Industrial Co. Ltd.<br>| 24000 | &nbsp;&nbsp; 24278 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Generalplus <br> Technology, Inc.<br>| 19000 | &nbsp;&nbsp; $24638 |
|  | Genesys Logic, Inc. | 5000 | &nbsp;&nbsp; 21956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genius Electronic <br> Optical Co. Ltd.<br>| 23634 | &nbsp;&nbsp; 340372 |
|  | Genmont Biotech, Inc. | 13000 | &nbsp;&nbsp; 8763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genovate <br> Biotechnology Co. <br> Ltd.<br>| 21630 | &nbsp;&nbsp; 13171 |
|  | GeoVision, Inc. | 21360 | &nbsp;&nbsp; 34648 |
|  | Getac Holdings Corp. | 97000 | &nbsp;&nbsp; 380423 |
|  | GFC Ltd. | 10000 | &nbsp;&nbsp; 37132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gigabyte Technology <br> Co. Ltd.<br>| 140000 | &nbsp;&nbsp; 1270172 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gigasolar Materials <br> Corp.<br>| 9265 | &nbsp;&nbsp; 22398 |
| \* | Gigastorage Corp. | 97000 | &nbsp;&nbsp; 39629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Lighting <br> Technologies, Inc.<br>| 21000 | &nbsp;&nbsp; 28065 |
|  | Global PMX Co. Ltd. | 6000 | &nbsp;&nbsp; 23375 |
|  | Global Unichip Corp. | 25000 | &nbsp;&nbsp; 1001182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Globaltek Fabrication <br> Co. Ltd.<br>| 9000 | &nbsp;&nbsp; 16482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Globe Union Industrial <br> Corp.<br>| 61138 | &nbsp;&nbsp; 20258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gloria Material <br> Technology Corp.<br>| 111000 | &nbsp;&nbsp; 137405 |
| \* | GlycoNex, Inc. | 14000 | &nbsp;&nbsp; 10533 |
| # | GMI Technology, Inc. | 26247 | &nbsp;&nbsp; 38960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden Long Teng <br> Development Co. <br> Ltd.<br>| 20000 | &nbsp;&nbsp; 17586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldsun Building <br> Materials Co. Ltd.<br>| 216000 | &nbsp;&nbsp; 266499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Good Will Instrument <br> Co. Ltd.<br>| 27000 | &nbsp;&nbsp; 40780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gordon Auto Body <br> Parts<br>| 22000 | &nbsp;&nbsp; 20333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gourmet Master Co. <br> Ltd.<br>| 12208 | &nbsp;&nbsp; 32729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grand Fortune <br> Securities Co. Ltd.<br>| 115000 | &nbsp;&nbsp; 42583 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Grand Pacific <br> Petrochemical<br>| 191145 | &nbsp;&nbsp; 66445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grand Process <br> Technology Corp.<br>| 5000 | &nbsp;&nbsp; 248946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GrandTech CG <br> Systems, Inc.<br>| 12272 | &nbsp;&nbsp; 21095 |
|  | Grape King Bio Ltd. | 31000 | &nbsp;&nbsp; 133977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great China Metal <br> Industry<br>| 55000 | &nbsp;&nbsp; 39477 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Great Taipei Gas Co. <br> Ltd.<br>| 149000 | &nbsp;&nbsp; 150226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Tree Pharmacy <br> Co. Ltd.<br>| 24843 | &nbsp;&nbsp; 126663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Green World FinTech <br> Service Co. Ltd.<br>| 20000 | &nbsp;&nbsp; 40379 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Group Up Industrial <br> Co. Ltd.<br>| 4000 | &nbsp;&nbsp; $28417 |
|  | GTM Holdings Corp. | 43000 | &nbsp;&nbsp; 44355 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gudeng Precision <br> Industrial Co. Ltd.<br>| 11393 | &nbsp;&nbsp; 114402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanpin Electron Co. <br> Ltd.<br>| 23000 | &nbsp;&nbsp; 35459 |
|  | Harvatek Corp. | 45000 | &nbsp;&nbsp; 25915 |
|  | Heran Co. Ltd. | 12000 | &nbsp;&nbsp; 29903 |
|  | Hey Song Corp. | 74000 | &nbsp;&nbsp; 98729 |
|  | Hi-Clearance, Inc. | 8592 | &nbsp;&nbsp; 39931 |
|  | Highlight Tech Corp. | 18266 | &nbsp;&nbsp; 26441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Highwealth <br> Construction Corp.<br>| 211114 | &nbsp;&nbsp; 288466 |
|  | Hi-Lai Foods Co. Ltd. | 3000 | &nbsp;&nbsp; 15247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HIM International <br> Music, Inc.<br>| 10000 | &nbsp;&nbsp; 32673 |
|  | Hiroca Holdings Ltd. | 23000 | &nbsp;&nbsp; 17738 |
| \* | Hitron Technology, Inc. | 25080 | &nbsp;&nbsp; 18715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hiwin Technologies <br> Corp.<br>| 38350 | &nbsp;&nbsp; 269216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hiyes International Co. <br> Ltd.<br>| 6487 | &nbsp;&nbsp; 18889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ho Tung Chemical <br> Corp.<br>| 324000 | &nbsp;&nbsp; 84376 |
|  | Hocheng Corp. | 66420 | &nbsp;&nbsp; 36396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holdings-Key Electric <br> Wire & Cable Co. <br> Ltd.<br>| 16000 | &nbsp;&nbsp; 26791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holy Stone Enterprise <br> Co. Ltd.<br>| 37350 | &nbsp;&nbsp; 99777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hon Hai Precision <br> Industry Co. Ltd. <br> (2317 TT)<br>| 1036600 | &nbsp;&nbsp; 6095705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hon Hai Precision <br> Industry Co. Ltd. <br> (HHPD LI), GDR<br>| 2694 | &nbsp;&nbsp; 31352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hon Hai Precision <br> Industry Co. Ltd. <br> (HNHPF US), GDR<br>| 5974 | &nbsp;&nbsp; 69597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Ho Precision <br> Textile Co. Ltd.<br>| 16000 | &nbsp;&nbsp; 10836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Pu Real Estate <br> Development Co. <br> Ltd.<br>| 73000 | &nbsp;&nbsp; 66514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong TAI Electric <br> Industrial<br>| 55000 | &nbsp;&nbsp; 67166 |
| # | Hotai Finance Co. Ltd. | 73080 | &nbsp;&nbsp; 156833 |
|  | Hotai Motor Co. Ltd. | 38600 | &nbsp;&nbsp; 710071 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hotron Precision <br> Electronic Industrial <br> Co. Ltd.<br>| 34000 | &nbsp;&nbsp; 20384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hsin Kuang Steel Co. <br> Ltd.<br>| 34000 | &nbsp;&nbsp; 46047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hsin Yung Chien Co. <br> Ltd.<br>| 11620 | &nbsp;&nbsp; 34229 |
| \* | HTC Corp. | 182000 | &nbsp;&nbsp; 244379 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HUA ENG Wire & <br> Cable Co. Ltd.<br>| 90000 | &nbsp;&nbsp; $79183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hua Jung Components <br> Co. Ltd.<br>| 38000 | &nbsp;&nbsp; 16213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hua Nan Financial <br> Holdings Co. Ltd.<br>| 1009894 | &nbsp;&nbsp; 967670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hua Yu Lien <br> Development Co. <br> Ltd.<br>| 16918 | &nbsp;&nbsp; 40846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaku Development <br> Co. Ltd.<br>| 116025 | &nbsp;&nbsp; 369086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huang Hsiang <br> Construction Corp.<br>| 37188 | &nbsp;&nbsp; 48499 |
|  | Huikwang Corp. | 18000 | &nbsp;&nbsp; 15974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hung Ching <br> Development & <br> Construction Co. <br> Ltd.<br>| 47000 | &nbsp;&nbsp; 42061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hung Sheng <br> Construction Ltd.<br>| 128592 | &nbsp;&nbsp; 98857 |
|  | Huxen Corp. | 10000 | &nbsp;&nbsp; 16490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hwacom Systems, <br> Inc.<br>| 17000 | &nbsp;&nbsp; 12522 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hwang Chang General <br> Contractor Co. Ltd.<br>| 24288 | &nbsp;&nbsp; 59546 |
|  | Ibase Technology, Inc. | 10000 | &nbsp;&nbsp; 17921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ichia Technologies, <br> Inc.<br>| 62000 | &nbsp;&nbsp; 84495 |
| \* | Ideal Bike Corp. | 35000 | &nbsp;&nbsp; 7560 |
| # | IEI Integration Corp. | 41220 | &nbsp;&nbsp; 105104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Infortrend Technology, <br> Inc.<br>| 56000 | &nbsp;&nbsp; 39264 |
|  | Info-Tek Corp. | 24000 | &nbsp;&nbsp; 20837 |
|  | Innodisk Corp. | 20875 | &nbsp;&nbsp; 157638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inpaq Technology Co. <br> Ltd.<br>| 21424 | &nbsp;&nbsp; 48700 |
|  | Insyde Software Corp. | 16800 | &nbsp;&nbsp; 120874 |
|  | Intai Technology Corp. | 6000 | &nbsp;&nbsp; 20561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Integrated Service <br> Technology, Inc.<br>| 14000 | &nbsp;&nbsp; 56805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interactive Digital <br> Technologies, Inc.<br>| 5000 | &nbsp;&nbsp; 12114 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; International Games <br> System Co. Ltd.<br>| 73000 | &nbsp;&nbsp; 1908781 |
|  | Inventec Corp. | 713000 | &nbsp;&nbsp; 1053047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iron Force Industrial <br> Co. Ltd.<br>| 12296 | &nbsp;&nbsp; 34390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; I-Sheng Electric Wire & <br> Cable Co. Ltd.<br>| 25000 | &nbsp;&nbsp; 41459 |
|  | ITE Technology, Inc. | 42000 | &nbsp;&nbsp; 184122 |
|  | ITEQ Corp. | 59822 | &nbsp;&nbsp; 200974 |
|  | Jarllytec Co. Ltd. | 18000 | &nbsp;&nbsp; 65322 |
|  | Jean Co. Ltd. | 50028 | &nbsp;&nbsp; 44066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jentech Precision <br> Industrial Co. Ltd.<br>| 14098 | &nbsp;&nbsp; 670748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jetwell Computer Co. <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 30794 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Jia Wei Lifestyle, Inc. | 7999 | &nbsp;&nbsp; $12057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jih Lin Technology Co. <br> Ltd.<br>| 16000 | &nbsp;&nbsp; 24604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JMC Electronics Co. <br> Ltd.<br>| 7000 | &nbsp;&nbsp; 5727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Chemical <br> Pharmaceutical <br> Works Corp.<br>| 5000 | &nbsp;&nbsp; 9629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Health Tech <br> Co. Ltd.<br>| 21000 | &nbsp;&nbsp; 106253 |
| # | JPC connectivity, Inc. | 27000 | &nbsp;&nbsp; 122982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JSL Construction & <br> Development Co. <br> Ltd.<br>| 44365 | &nbsp;&nbsp; 116148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaimei Electronic <br> Corp.<br>| 15120 | &nbsp;&nbsp; 28952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaori Heat Treatment <br> Co. Ltd.<br>| 11000 | &nbsp;&nbsp; 115277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaulin Manufacturing <br> Co. Ltd.<br>| 23000 | &nbsp;&nbsp; 9208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kedge Construction <br> Co. Ltd.<br>| 10063 | &nbsp;&nbsp; 28450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KEE TAI Properties <br> Co. Ltd.<br>| 102515 | &nbsp;&nbsp; 43100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kenda Rubber <br> Industrial Co. Ltd.<br>| 36000 | &nbsp;&nbsp; 27204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kerry TJ Logistics Co. <br> Ltd.<br>| 47000 | &nbsp;&nbsp; 52796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keystone Microtech <br> Corp.<br>| 4000 | &nbsp;&nbsp; 48072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KGI Financial Holding <br> Co. Ltd.<br>| 2432019 | &nbsp;&nbsp; 1231952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KHGEARS <br> International Ltd.<br>| 5420 | &nbsp;&nbsp; 29117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kindom Development <br> Co. Ltd.<br>| 141900 | &nbsp;&nbsp; 236536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; King Slide Works Co. <br> Ltd.<br>| 10000 | &nbsp;&nbsp; 880496 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; King's Town Bank Co. <br> Ltd.<br>| 204000 | &nbsp;&nbsp; 367843 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; King's Town <br> Construction Co. <br> Ltd.<br>| 27000 | &nbsp;&nbsp; 37246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingstate Electronics <br> Corp.<br>| 8000 | &nbsp;&nbsp; 9259 |
|  | Kinik Co. | 10000 | &nbsp;&nbsp; 107954 |
|  | Kinko Optical Co. Ltd. | 35163 | &nbsp;&nbsp; 29989 |
|  | Kinpo Electronics | 312000 | &nbsp;&nbsp; 186069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinsus Interconnect <br> Technology Corp.<br>| 49000 | &nbsp;&nbsp; 166499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KMC Kuei Meng <br> International, Inc.<br>| 16250 | &nbsp;&nbsp; 50989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KNH Enterprise Co. <br> Ltd.<br>| 45000 | &nbsp;&nbsp; 25581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ko Ja Cayman Co. <br> Ltd.<br>| 9606 | &nbsp;&nbsp; 11590 |
|  | KS Terminals, Inc. | 32000 | &nbsp;&nbsp; 54486 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kung Long Batteries <br> Industrial Co. Ltd.<br>| 12000 | &nbsp;&nbsp; $56255 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kung Sing Engineering <br> Corp.<br>| 137500 | &nbsp;&nbsp; 51613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuo Toong <br> International Co. <br> Ltd.<br>| 56248 | &nbsp;&nbsp; 94944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuo Yang Construction <br> Co. Ltd.<br>| 57549 | &nbsp;&nbsp; 33791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kwong Lung Enterprise <br> Co. Ltd.<br>| 24000 | &nbsp;&nbsp; 38010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; L&K Engineering Co. <br> Ltd.<br>| 57390 | &nbsp;&nbsp; 617911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; La Kaffa International <br> Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 14824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lanner Electronics, <br> Inc.<br>| 25143 | &nbsp;&nbsp; 66785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Largan Precision Co. <br> Ltd. (3008 TT)<br>| 11000 | &nbsp;&nbsp; 862765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laser Tek Taiwan Co. <br> Ltd.<br>| 23350 | &nbsp;&nbsp; 35547 |
|  | Laster Tech Co. Ltd. | 29579 | &nbsp;&nbsp; 23377 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Leader Electronics, <br> Inc.<br>| 69000 | &nbsp;&nbsp; 21379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LEE CHI Enterprises <br> Co. Ltd.<br>| 63000 | &nbsp;&nbsp; 22156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lelon Electronics <br> Corp.<br>| 23832 | &nbsp;&nbsp; 60826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lemtech Holdings Co. <br> Ltd.<br>| 4138 | &nbsp;&nbsp; 10954 |
|  | Leo Systems, Inc. | 12000 | &nbsp;&nbsp; 10836 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Leofoo Development <br> Co. Ltd.<br>| 23000 | &nbsp;&nbsp; 12976 |
|  | Lian HWA Food Corp. | 19832 | &nbsp;&nbsp; 91168 |
|  | Lida Holdings Ltd. | 10000 | &nbsp;&nbsp; 7800 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lien Hwa Industrial <br> Holdings Corp.<br>| 215022 | &nbsp;&nbsp; 325103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lite-On Technology <br> Corp.<br>| 247000 | &nbsp;&nbsp; 976513 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Long Bon International <br> Co. Ltd.<br>| 21000 | &nbsp;&nbsp; 10884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Long Da Construction <br> & Development <br> Corp.<br>| 91000 | &nbsp;&nbsp; 84883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Longchen Paper & <br> Packaging Co. Ltd.<br>| 215583 | &nbsp;&nbsp; 73949 |
|  | Longwell Co. | 23000 | &nbsp;&nbsp; 81662 |
|  | Lotes Co. Ltd. | 19097 | &nbsp;&nbsp; 892973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lotus Pharmaceutical <br> Co. Ltd.<br>| 39000 | &nbsp;&nbsp; 282453 |
|  | Lu Hai Holding Corp. | 8084 | &nbsp;&nbsp; 7272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lumax International <br> Corp. Ltd.<br>| 29000 | &nbsp;&nbsp; 93970 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lung Yen Life Service <br> Corp.<br>| 46000 | &nbsp;&nbsp; 90168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macauto Industrial Co. <br> Ltd.<br>| 17000 | &nbsp;&nbsp; 33399 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Macnica Galaxy, Inc. | 8000 | &nbsp;&nbsp; $24490 |
|  | Macroblock, Inc. | 10000 | &nbsp;&nbsp; 21035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Makalot Industrial Co. <br> Ltd.<br>| 59263 | &nbsp;&nbsp; 521209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marketech International <br> Corp.<br>| 25000 | &nbsp;&nbsp; 170220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Materials Analysis <br> Technology, Inc.<br>| 14725 | &nbsp;&nbsp; 93767 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mechema Chemicals <br> International Corp.<br>| 18000 | &nbsp;&nbsp; 48238 |
|  | MediaTek, Inc. | 137000 | &nbsp;&nbsp; 6203985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mega Financial <br> Holding Co. Ltd.<br>| 425203 | &nbsp;&nbsp; 604849 |
|  | Megaforce Co. Ltd. | 16000 | &nbsp;&nbsp; 22141 |
| # | Meiloon Industrial Co. | 42600 | &nbsp;&nbsp; 29999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercuries & Associates <br> Holding Ltd.<br>| 77593 | &nbsp;&nbsp; 31348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercuries Data <br> Systems Ltd.<br>| 13000 | &nbsp;&nbsp; 12449 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mercuries Life <br> Insurance Co. Ltd.<br>| 933669 | &nbsp;&nbsp; 163301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Merida Industry Co. <br> Ltd.<br>| 43000 | &nbsp;&nbsp; 166127 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Merry Electronics Co. <br> Ltd.<br>| 61218 | &nbsp;&nbsp; 232172 |
| # | METAAGE Corp. | 30000 | &nbsp;&nbsp; 52588 |
| \* | Metatech AP, Inc. | 4000 | &nbsp;&nbsp; 6140 |
| \* | Microbio Co. Ltd. | 76649 | &nbsp;&nbsp; 61326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micro-Star International <br> Co. Ltd.<br>| 197000 | &nbsp;&nbsp; 941133 |
|  | Mildef Crete, Inc. | 10000 | &nbsp;&nbsp; 37119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MIN AIK Technology <br> Co. Ltd.<br>| 35000 | &nbsp;&nbsp; 23457 |
| #\* | Mitac Holdings Corp. | 247073 | &nbsp;&nbsp; 625652 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mobiletron Electronics <br> Co. Ltd.<br>| 18000 | &nbsp;&nbsp; 17698 |
|  | momo.com, Inc. | 34234 | &nbsp;&nbsp; 322444 |
| \* | MOSA Industrial Corp. | 25244 | &nbsp;&nbsp; 12434 |
|  | Motech Industries, Inc. | 72000 | &nbsp;&nbsp; 43205 |
|  | MPI Corp. | 15000 | &nbsp;&nbsp; 521346 |
|  | MSSCORPS Co. Ltd. | 6480 | &nbsp;&nbsp; 29215 |
|  | Munsin Garment Corp. | 9000 | &nbsp;&nbsp; 14172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nak Sealing <br> Technologies Corp.<br>| 9000 | &nbsp;&nbsp; 33445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nan Pao Resins <br> Chemical Co. Ltd.<br>| 23000 | &nbsp;&nbsp; 293746 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nan Ren Lake Leisure <br> Amusement Co. <br> Ltd.<br>| 47000 | &nbsp;&nbsp; 16483 |
|  | Nan Ya Plastics Corp. | 243000 | &nbsp;&nbsp; 331427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nang Kuang <br> Pharmaceutical Co. <br> Ltd.<br>| 12000 | &nbsp;&nbsp; 13970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nantex Industry Co. <br> Ltd.<br>| 99200 | &nbsp;&nbsp; 80536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Aerospace <br> Fasteners Corp.<br>| 6000 | &nbsp;&nbsp; 25133 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Petroleum Co. <br> Ltd.<br>| 22000 | &nbsp;&nbsp; $46732 |
|  | Netronix, Inc. | 11000 | &nbsp;&nbsp; 42474 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Asia Construction <br> & Development <br> Corp.<br>| 34000 | &nbsp;&nbsp; 17066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Best Wire <br> Industrial Co. Ltd.<br>| 18000 | &nbsp;&nbsp; 17469 |
| # | Nichidenbo Corp. | 48000 | &nbsp;&nbsp; 121276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nidec Chaun-Choung <br> Technology Corp.<br>| 5000 | &nbsp;&nbsp; 20544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nien Hsing Textile Co. <br> Ltd.<br>| 44000 | &nbsp;&nbsp; 27389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nien Made Enterprise <br> Co. Ltd.<br>| 25000 | &nbsp;&nbsp; 356868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Niko Semiconductor <br> Co. Ltd.<br>| 19836 | &nbsp;&nbsp; 27571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishoku Technology, <br> Inc.<br>| 10000 | &nbsp;&nbsp; 38860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nova Technology <br> Corp.<br>| 7000 | &nbsp;&nbsp; 40167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novatek <br> Microelectronics <br> Corp.<br>| 111000 | &nbsp;&nbsp; 1754208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nuvoton Technology <br> Corp.<br>| 38000 | &nbsp;&nbsp; 86776 |
|  | O-Bank Co. Ltd. | 259507 | &nbsp;&nbsp; 78600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ocean Plastics Co. <br> Ltd.<br>| 70000 | &nbsp;&nbsp; 86258 |
|  | OK Biotech Co. Ltd. | 43928 | &nbsp;&nbsp; 23217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient Europharma Co. <br> Ltd.<br>| 7000 | &nbsp;&nbsp; 11949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient Semiconductor <br> Electronics Ltd.<br>| 112000 | &nbsp;&nbsp; 144371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Union <br> Chemical Corp.<br>| 112000 | &nbsp;&nbsp; 46756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; O-TA Precision <br> Industry Co. Ltd.<br>| 12000 | &nbsp;&nbsp; 20994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Construction <br> Co.<br>| 73000 | &nbsp;&nbsp; 23445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Hospital Supply <br> Co. Ltd.<br>| 13000 | &nbsp;&nbsp; 38703 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paiho Shih Holdings <br> Corp.<br>| 45336 | &nbsp;&nbsp; 30298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan Asia Chemical <br> Corp.<br>| 40613 | &nbsp;&nbsp; 13483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan German Universal <br> Motors Ltd.<br>| 5000 | &nbsp;&nbsp; 55746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan Jit International, <br> Inc.<br>| 83900 | &nbsp;&nbsp; 132224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan-International <br> Industrial Corp.<br>| 83000 | &nbsp;&nbsp; 118913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Panion & BF Biotech, <br> Inc.<br>| 16563 | &nbsp;&nbsp; 38771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Parade Technologies <br> Ltd.<br>| 17000 | &nbsp;&nbsp; 323541 |
|  | Parpro Corp. | 18000 | &nbsp;&nbsp; 32903 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | PChome Online, Inc. | 42983 | &nbsp;&nbsp; $46809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PCL Technologies, <br> Inc.<br>| 8297 | &nbsp;&nbsp; 24696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; P-Duke Technology <br> Co. Ltd.<br>| 11579 | &nbsp;&nbsp; 31971 |
|  | Pegatron Corp. | 452000 | &nbsp;&nbsp; 1203301 |
|  | Pegavision Corp. | 6000 | &nbsp;&nbsp; 61377 |
|  | PharmaEngine, Inc. | 14000 | &nbsp;&nbsp; 34483 |
| \* | PharmaEssentia Corp. | 19703 | &nbsp;&nbsp; 325280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Phihong Technology <br> Co. Ltd.<br>| 97000 | &nbsp;&nbsp; 70831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phison Electronics <br> Corp.<br>| 52000 | &nbsp;&nbsp; 912848 |
| \* | Phytohealth Corp. | 53000 | &nbsp;&nbsp; 22356 |
|  | Pixart Imaging, Inc. | 31000 | &nbsp;&nbsp; 200972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Planet Technology <br> Corp.<br>| 17000 | &nbsp;&nbsp; 84326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polytronics Technology <br> Corp.<br>| 22423 | &nbsp;&nbsp; 32142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Posiflex Technology, <br> Inc.<br>| 8000 | &nbsp;&nbsp; 66344 |
| # | Pou Chen Corp. | 278000 | &nbsp;&nbsp; 261434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Wind Health <br> Industry, Inc.<br>| 7000 | &nbsp;&nbsp; 33586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Powertech Technology, <br> Inc.<br>| 217000 | &nbsp;&nbsp; 906394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Poya International Co. <br> Ltd.<br>| 8540 | &nbsp;&nbsp; 132160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; President Chain Store <br> Corp.<br>| 88000 | &nbsp;&nbsp; 754114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primax Electronics <br> Ltd.<br>| 99000 | &nbsp;&nbsp; 239937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prince Housing & <br> Development Corp.<br>| 286000 | &nbsp;&nbsp; 87003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Princeton Technology <br> Corp.<br>| 12000 | &nbsp;&nbsp; 4100 |
|  | Pro Hawk Corp. | 5000 | &nbsp;&nbsp; 25346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Promate Electronic Co. <br> Ltd.<br>| 44399 | &nbsp;&nbsp; 88406 |
|  | PSS Co. Ltd. | 7000 | &nbsp;&nbsp; 31772 |
|  | Qisda Corp. | 394000 | &nbsp;&nbsp; 339777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; QST International <br> Corp.<br>| 14158 | &nbsp;&nbsp; 24769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qualipoly Chemical <br> Corp.<br>| 32000 | &nbsp;&nbsp; 74502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quang Viet Enterprise <br> Co. Ltd.<br>| 16000 | &nbsp;&nbsp; 38538 |
|  | Quanta Computer, Inc. | 200000 | &nbsp;&nbsp; 1862832 |
|  | Quanta Storage, Inc. | 52000 | &nbsp;&nbsp; 152179 |
| \* | Quintain Steel Co. Ltd. | 41000 | &nbsp;&nbsp; 13214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Radiant <br> Opto-Electronics <br> Corp.<br>| 103000 | &nbsp;&nbsp; 473443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Radium Life Tech Co. <br> Ltd.<br>| 130011 | &nbsp;&nbsp; 48946 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rafael <br> Microelectronics, <br> Inc.<br>| 1607 | &nbsp;&nbsp; $6044 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Raydium <br> Semiconductor <br> Corp.<br>| 15000 | &nbsp;&nbsp; 174081 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; RDC Semiconductor <br> Co. Ltd.<br>| 3000 | &nbsp;&nbsp; 15471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Realtek Semiconductor <br> Corp.<br>| 63000 | &nbsp;&nbsp; 1204614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ReaLy <br> Development&Construction <br> Corp.<br>| 11000 | &nbsp;&nbsp; 10957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rechi Precision Co. <br> Ltd.<br>| 86000 | &nbsp;&nbsp; 68540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rexon Industrial Corp. <br> Ltd.<br>| 39000 | &nbsp;&nbsp; 39079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rich Development Co. <br> Ltd.<br>| 235870 | &nbsp;&nbsp; 69361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richmond International <br> Travel & Tours Co. <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 15882 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Right WAY Industrial <br> Co. Ltd.<br>| 22000 | &nbsp;&nbsp; 8482 |
| \* | RiTdisplay Corp. | 11000 | &nbsp;&nbsp; 13936 |
| \* | Ritek Corp. | 176099 | &nbsp;&nbsp; 59841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rodex Fasteners <br> Corp.<br>| 12000 | &nbsp;&nbsp; 12981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ruentex Development <br> Co. Ltd.<br>| 290000 | &nbsp;&nbsp; 289486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ruentex Engineering & <br> Construction Co.<br>| 24216 | &nbsp;&nbsp; 149954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ruentex Industries <br> Ltd.<br>| 143784 | &nbsp;&nbsp; 250008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Run Long Construction <br> Co. Ltd.<br>| 156000 | &nbsp;&nbsp; 161065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sakura Development <br> Co. Ltd.<br>| 74850 | &nbsp;&nbsp; 162829 |
|  | Sampo Corp. | 77800 | &nbsp;&nbsp; 64763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San Fang Chemical <br> Industry Co. Ltd.<br>| 65000 | &nbsp;&nbsp; 74096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San Fu Chemical Co. <br> Ltd.<br>| 3000 | &nbsp;&nbsp; 11375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San Shing Fastech <br> Corp.<br>| 22000 | &nbsp;&nbsp; 39460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyang Motor Co. <br> Ltd.<br>| 121000 | &nbsp;&nbsp; 250313 |
|  | Savior Lifetec Corp. | 45000 | &nbsp;&nbsp; 28044 |
|  | SCI Pharmtech, Inc. | 9000 | &nbsp;&nbsp; 17335 |
|  | Scientech Corp. | 10000 | &nbsp;&nbsp; 111812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ScinoPharm Taiwan <br> Ltd.<br>| 25000 | &nbsp;&nbsp; 14008 |
|  | SciVision Biotech, Inc. | 6000 | &nbsp;&nbsp; 23073 |
|  | SDI Corp. | 19000 | &nbsp;&nbsp; 46637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sea & Land Integrated <br> Corp.<br>| 22100 | &nbsp;&nbsp; 15598 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sea Sonic Electronics <br> Co. Ltd.<br>| 8000 | &nbsp;&nbsp; $19746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Securitag Assembly <br> Group Co. Ltd.<br>| 4000 | &nbsp;&nbsp; 13181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Senao International <br> Co. Ltd.<br>| 33000 | &nbsp;&nbsp; 33194 |
|  | Senao Networks, Inc. | 8141 | &nbsp;&nbsp; 43948 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sensortek Technology <br> Corp.<br>| 7000 | &nbsp;&nbsp; 40551 |
|  | Sercomm Corp. | 70000 | &nbsp;&nbsp; 233490 |
|  | Sesoda Corp. | 56680 | &nbsp;&nbsp; 59209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Commercial <br> & Savings Bank Ltd.<br>| 848856 | &nbsp;&nbsp; 1218656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sharehope Medicine <br> Co. Ltd.<br>| 40405 | &nbsp;&nbsp; 36562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sheh Fung Screws Co. <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 7238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sheng Yu Steel Co. <br> Ltd.<br>| 41000 | &nbsp;&nbsp; 32614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ShenMao Technology, <br> Inc.<br>| 30000 | &nbsp;&nbsp; 78268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shieh Yih Machinery <br> Industry Co. Ltd.<br>| 20000 | &nbsp;&nbsp; 15839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shih Her Technologies, <br> Inc.<br>| 7000 | &nbsp;&nbsp; 36026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shihlin Electric & <br> Engineering Corp.<br>| 52000 | &nbsp;&nbsp; 307501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Hsiung Natural <br> Gas Co. Ltd.<br>| 13771 | &nbsp;&nbsp; 19307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Ruenn <br> Development Co. <br> Ltd.<br>| 18236 | &nbsp;&nbsp; 36491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Shin Natural Gas <br> Co.<br>| 7000 | &nbsp;&nbsp; 9279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Zu Shing Co. <br> Ltd.<br>| 42459 | &nbsp;&nbsp; 330145 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shining Building <br> Business Co. Ltd.<br>| 102206 | &nbsp;&nbsp; 31843 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shinkong Insurance <br> Co. Ltd.<br>| 85000 | &nbsp;&nbsp; 269346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinkong Synthetic <br> Fibers Corp.<br>| 339000 | &nbsp;&nbsp; 145559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinkong Textile Co. <br> Ltd.<br>| 29000 | &nbsp;&nbsp; 50653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shiny Brands Group <br> Co. Ltd.<br>| 3000 | &nbsp;&nbsp; 11767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shiny Chemical <br> Industrial Co. Ltd.<br>| 32997 | &nbsp;&nbsp; 139435 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shun On Electronic <br> Co. Ltd.<br>| 13000 | &nbsp;&nbsp; 9200 |
|  | Shuttle, Inc. | 106000 | &nbsp;&nbsp; 56880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sigurd Microelectronics <br> Corp.<br>| 126438 | &nbsp;&nbsp; 327049 |
|  | Silergy Corp. | 54000 | &nbsp;&nbsp; 580855 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Silicon Integrated <br> Systems Corp.<br>| 54000 | &nbsp;&nbsp; 99114 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Silicon Power <br> Computer & <br> Communications, <br> Inc.<br>| 21000 | &nbsp;&nbsp; $16553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simplo Technology Co. <br> Ltd.<br>| 54000 | &nbsp;&nbsp; 737287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinbon Electronics Co. <br> Ltd.<br>| 50000 | &nbsp;&nbsp; 404148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinher Technology, <br> Inc.<br>| 11000 | &nbsp;&nbsp; 9055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinmag Equipment <br> Corp.<br>| 11000 | &nbsp;&nbsp; 51873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sino-American Silicon <br> Products, Inc.<br>| 19000 | &nbsp;&nbsp; 63698 |
|  | Sinon Corp. | 130000 | &nbsp;&nbsp; 179043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SinoPac Financial <br> Holdings Co. Ltd.<br>| 977327 | &nbsp;&nbsp; 806401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopower <br> Semiconductor, Inc.<br>| 5500 | &nbsp;&nbsp; 17366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinphar <br> Pharmaceutical Co. <br> Ltd.<br>| 24840 | &nbsp;&nbsp; 26026 |
|  | Sinyi Realty, Inc. | 81965 | &nbsp;&nbsp; 69514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sirtec International Co. <br> Ltd.<br>| 25200 | &nbsp;&nbsp; 21240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sitronix Technology <br> Corp.<br>| 37000 | &nbsp;&nbsp; 245631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siward Crystal <br> Technology Co. Ltd.<br>| 33000 | &nbsp;&nbsp; 23890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Soft-World <br> International Corp.<br>| 16000 | &nbsp;&nbsp; 51578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Solar Applied Materials <br> Technology Corp.<br>| 151711 | &nbsp;&nbsp; 250964 |
|  | Solteam, Inc. | 20264 | &nbsp;&nbsp; 31335 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solytech Enterprise <br> Corp.<br>| 27000 | &nbsp;&nbsp; 8960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Song Shang <br> Electronics Co. Ltd.<br>| 17000 | &nbsp;&nbsp; 15621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sonix Technology Co. <br> Ltd.<br>| 35000 | &nbsp;&nbsp; 37402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southeast Cement Co. <br> Ltd.<br>| 17000 | &nbsp;&nbsp; 10209 |
|  | Speed Tech Corp. | 20000 | &nbsp;&nbsp; 27689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sporton International, <br> Inc.<br>| 33402 | &nbsp;&nbsp; 178512 |
|  | Sports Gear Co. Ltd. | 11000 | &nbsp;&nbsp; 36892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. Shine Optical Co. <br> Ltd.<br>| 12000 | &nbsp;&nbsp; 63913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Chemical & <br> Pharmaceutical Co. <br> Ltd.<br>| 20000 | &nbsp;&nbsp; 38321 |
|  | Standard Foods Corp. | 107000 | &nbsp;&nbsp; 114220 |
| # | Stark Technology, Inc. | 27000 | &nbsp;&nbsp; 146779 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Starlux Airlines Co. <br> Ltd.<br>| 27000 | &nbsp;&nbsp; 23208 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sun Yad Construction <br> Co. Ltd.<br>| 68477 | &nbsp;&nbsp; 31589 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Sunflex Tech Co. Ltd. | 24392 | &nbsp;&nbsp; $16577 |
|  | Sunfun Info Co. Ltd. | 60450 | &nbsp;&nbsp; 88273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunjuice Holdings Co. <br> Ltd.<br>| 3000 | &nbsp;&nbsp; 11780 |
| \* | Sunko INK Co. Ltd. | 64750 | &nbsp;&nbsp; 26024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SunMax Biotechnology <br> Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 84132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunonwealth Electric <br> Machine Industry <br> Co. Ltd.<br>| 47000 | &nbsp;&nbsp; 177441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunplus Innovation <br> Technology, Inc.<br>| 6160 | &nbsp;&nbsp; 24169 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sunplus Technology <br> Co. Ltd.<br>| 118000 | &nbsp;&nbsp; 74581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunrex Technology <br> Corp.<br>| 28000 | &nbsp;&nbsp; 40704 |
|  | Sunspring Metal Corp. | 27540 | &nbsp;&nbsp; 22089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Superalloy Industrial <br> Co. Ltd.<br>| 13000 | &nbsp;&nbsp; 23536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Superior Plating <br> Technology Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 8368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supreme Electronics <br> Co. Ltd.<br>| 215025 | &nbsp;&nbsp; 302596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swancor Holding Co. <br> Ltd.<br>| 26000 | &nbsp;&nbsp; 104806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sweeten Real Estate <br> Development Co. <br> Ltd.<br>| 46961 | &nbsp;&nbsp; 49401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Symtek Automation <br> Asia Co. Ltd.<br>| 6482 | &nbsp;&nbsp; 32858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Syngen Biotech Co. <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 15712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Synmosa Biopharma <br> Corp.<br>| 65877 | &nbsp;&nbsp; 81263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Synnex Technology <br> International Corp.<br>| 413000 | &nbsp;&nbsp; 915280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Syscom Computer <br> Engineering Co.<br>| 7000 | &nbsp;&nbsp; 13250 |
|  | Systex Corp. | 50000 | &nbsp;&nbsp; 182235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; T3EX Global Holdings <br> Corp.<br>| 29000 | &nbsp;&nbsp; 68043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TA Chen Stainless <br> Pipe<br>| 511801 | &nbsp;&nbsp; 670885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ta Ya Electric Wire & <br> Cable<br>| 110443 | &nbsp;&nbsp; 128042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tah Hsin Industrial <br> Corp.<br>| 12870 | &nbsp;&nbsp; 28665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TA-I Technology Co. <br> Ltd.<br>| 26750 | &nbsp;&nbsp; 37592 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tai Tung <br> Communication Co. <br> Ltd.<br>| 53385 | &nbsp;&nbsp; 35466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taichung Commercial <br> Bank Co. Ltd.<br>| 825920 | &nbsp;&nbsp; 613708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TaiDoc Technology <br> Corp.<br>| 19000 | &nbsp;&nbsp; 78826 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiflex Scientific Co. <br> Ltd.<br>| 53838 | &nbsp;&nbsp; $81223 |
|  | Taimide Tech, Inc. | 14000 | &nbsp;&nbsp; 29054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tainan Enterprises Co. <br> Ltd.<br>| 33000 | &nbsp;&nbsp; 29925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tainan Spinning Co. <br> Ltd.<br>| 158000 | &nbsp;&nbsp; 67858 |
| \* | Tainergy Tech Co. Ltd. | 25000 | &nbsp;&nbsp; 8474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tai-Saw Technology <br> Co. Ltd.<br>| 29000 | &nbsp;&nbsp; 17044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taishin Financial <br> Holding Co. Ltd.<br>| 3728281 | &nbsp;&nbsp; 2034840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TaiSol Electronics Co. <br> Ltd.<br>| 22000 | &nbsp;&nbsp; 38473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taita Chemical Co. <br> Ltd.<br>| 83945 | &nbsp;&nbsp; 32713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TAI-TECH Advanced <br> Electronics Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 18920 |
|  | Taiwan Business Bank | 1198439 | &nbsp;&nbsp; 643915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Chinsan <br> Electronic Industrial <br> Co. Ltd.<br>| 25461 | &nbsp;&nbsp; 24787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Cooperative <br> Financial Holding <br> Co. Ltd.<br>| 546762 | &nbsp;&nbsp; 464063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Environment <br> Scientific Co. Ltd.<br>| 18000 | &nbsp;&nbsp; 12206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Fertilizer Co. <br> Ltd.<br>| 80000 | &nbsp;&nbsp; 138950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Fire & Marine <br> Insurance Co. Ltd.<br>| 74000 | &nbsp;&nbsp; 74752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan FU Hsing <br> Industrial Co. Ltd.<br>| 45000 | &nbsp;&nbsp; 67003 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Glass Industry <br> Corp.<br>| 159000 | &nbsp;&nbsp; 126420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan High Speed <br> Rail Corp.<br>| 260000 | &nbsp;&nbsp; 236951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Hon Chuan <br> Enterprise Co. Ltd.<br>| 75645 | &nbsp;&nbsp; 368795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Hopax <br> Chemicals <br> Manufacturing Co. <br> Ltd.<br>| 61181 | &nbsp;&nbsp; 65163 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Land <br> Development Corp.<br>| 134000 | &nbsp;&nbsp; 2256 |
|  | Taiwan Mask Corp. | 46000 | &nbsp;&nbsp; 47343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Mobile Co. <br> Ltd.<br>| 262000 | &nbsp;&nbsp; 923628 |
|  | Taiwan Sakura Corp. | 29000 | &nbsp;&nbsp; 83459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Sanyo Electric <br> Co. Ltd.<br>| 25000 | &nbsp;&nbsp; 31583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Secom Co. <br> Ltd.<br>| 93000 | &nbsp;&nbsp; 352093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Semiconductor <br> Co. Ltd.<br>| 48000 | &nbsp;&nbsp; 72595 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Semiconductor <br> Manufacturing Co. <br> Ltd. (2330 TT)<br>| 1246000 | &nbsp;&nbsp; $47970069 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Semiconductor <br> Manufacturing Co. <br> Ltd. (TSM US), <br> Sponsored ADR<br>| 83594 | &nbsp;&nbsp; 20197982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Shin Kong <br> Security Co. Ltd.<br>| 76500 | &nbsp;&nbsp; 103512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Styrene <br> Monomer<br>| 164000 | &nbsp;&nbsp; 51997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Surface <br> Mounting <br> Technology Corp.<br>| 67000 | &nbsp;&nbsp; 236167 |
|  | Taiwan Taxi Co. Ltd. | 6615 | &nbsp;&nbsp; 28203 |
| \* | Taiwan TEA Corp. | 162000 | &nbsp;&nbsp; 79156 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Union <br> Technology Corp.<br>| 63000 | &nbsp;&nbsp; 568923 |
|  | Tatung Co. Ltd. | 333450 | &nbsp;&nbsp; 396952 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TBI Motion Technology <br> Co. Ltd.<br>| 11000 | &nbsp;&nbsp; 14233 |
|  | TCI Co. Ltd. | 25877 | &nbsp;&nbsp; 112433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Te Chang Construction <br> Co. Ltd.<br>| 12000 | &nbsp;&nbsp; 22860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teco Electric & <br> Machinery Co. Ltd.<br>| 304000 | &nbsp;&nbsp; 516075 |
|  | Tehmag Foods Corp. | 6400 | &nbsp;&nbsp; 66114 |
|  | Test Research, Inc. | 36000 | &nbsp;&nbsp; 173370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Test Rite International <br> Co. Ltd.<br>| 53000 | &nbsp;&nbsp; 35360 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Thermaltake <br> Technology Co. Ltd.<br>| 15000 | &nbsp;&nbsp; 15622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thinking Electronic <br> Industrial Co. Ltd.<br>| 17000 | &nbsp;&nbsp; 76611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thye Ming Industrial <br> Co. Ltd.<br>| 36000 | &nbsp;&nbsp; 82027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tofu Restaurant Co. <br> Ltd.<br>| 1120 | &nbsp;&nbsp; 7628 |
|  | Ton Yi Industrial Corp. | 297000 | &nbsp;&nbsp; 180063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tong Hsing Electronic <br> Industries Ltd.<br>| 51857 | &nbsp;&nbsp; 175294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tong Yang Industry Co. <br> Ltd.<br>| 61000 | &nbsp;&nbsp; 213051 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tong-Tai Machine & <br> Tool Co. Ltd.<br>| 60000 | &nbsp;&nbsp; 65398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Top Union Electronics <br> Corp.<br>| 22759 | &nbsp;&nbsp; 22699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topco Scientific Co. <br> Ltd.<br>| 55040 | &nbsp;&nbsp; 528117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topco Technologies <br> Corp.<br>| 18000 | &nbsp;&nbsp; 37486 |
|  | Topkey Corp. | 14000 | &nbsp;&nbsp; 84696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topoint Technology Co. <br> Ltd.<br>| 35000 | &nbsp;&nbsp; 73474 |
| \* | TPK Holding Co. Ltd. | 89000 | &nbsp;&nbsp; 97033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trade-Van Information <br> Services Co.<br>| 16000 | &nbsp;&nbsp; 50579 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transcend Information, <br> Inc.<br>| 59000 | &nbsp;&nbsp; $185765 |
|  | Transcom, Inc. | 13840 | &nbsp;&nbsp; 56648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trusval Technology Co. <br> Ltd.<br>| 2100 | &nbsp;&nbsp; 16558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsann Kuen Enterprise <br> Co. Ltd.<br>| 13331 | &nbsp;&nbsp; 10937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TSC Auto ID <br> Technology Co. Ltd.<br>| 9128 | &nbsp;&nbsp; 55959 |
|  | TSRC Corp. | 104000 | &nbsp;&nbsp; 63145 |
|  | Ttet Union Corp. | 6000 | &nbsp;&nbsp; 30113 |
|  | TTFB Co. Ltd. | 3326 | &nbsp;&nbsp; 22315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TTY Biopharm Co. <br> Ltd.<br>| 42000 | &nbsp;&nbsp; 108262 |
| \* | Tul Corp. | 12000 | &nbsp;&nbsp; 26856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tung Ho Steel <br> Enterprise Corp.<br>| 114270 | &nbsp;&nbsp; 244991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tung Thih Electronic <br> Co. Ltd.<br>| 9900 | &nbsp;&nbsp; 18806 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TURVO International <br> Co. Ltd.<br>| 9000 | &nbsp;&nbsp; 53648 |
|  | TXC Corp. | 80000 | &nbsp;&nbsp; 223715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TYC Brother Industrial <br> Co. Ltd.<br>| 39000 | &nbsp;&nbsp; 52888 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tycoons Group <br> Enterprise<br>| 72388 | &nbsp;&nbsp; 18492 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TZE Shin International <br> Co. Ltd.<br>| 29000 | &nbsp;&nbsp; 15657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ubright Optronics <br> Corp.<br>| 10000 | &nbsp;&nbsp; 21045 |
|  | UDE Corp. | 21000 | &nbsp;&nbsp; 68363 |
|  | Ultra Chip, Inc. | 15000 | &nbsp;&nbsp; 26610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-MEDIA <br> Communications, <br> Inc.<br>| 13000 | &nbsp;&nbsp; 20279 |
|  | Unic Technology Corp. | 41000 | &nbsp;&nbsp; 31614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unictron Technologies <br> Corp.<br>| 5000 | &nbsp;&nbsp; 8595 |
|  | Union Bank of Taiwan | 379358 | &nbsp;&nbsp; 210844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Insurance Co. <br> Ltd.<br>| 25000 | &nbsp;&nbsp; 21615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Uni-President <br> Enterprises Corp.<br>| 1206000 | &nbsp;&nbsp; 3182951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unitech Computer Co. <br> Ltd.<br>| 29000 | &nbsp;&nbsp; 40260 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Unitech Printed Circuit <br> Board Corp.<br>| 139535 | &nbsp;&nbsp; 129464 |
| \* | United Alloy-Tech Co. | 11000 | &nbsp;&nbsp; 15223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Integrated <br> Services Co. Ltd.<br>| 71000 | &nbsp;&nbsp; 1864048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Orthopedic <br> Corp.<br>| 15000 | &nbsp;&nbsp; 49915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Radiant <br> Technology<br>| 28000 | &nbsp;&nbsp; 19392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Recommend <br> International Co. <br> Ltd.<br>| 9123 | &nbsp;&nbsp; 11936 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Renewable <br> Energy Co. Ltd.<br>| 377571 | &nbsp;&nbsp; $89351 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Unity Opto Technology <br> Co. Ltd.<br>| 140000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Univacco Technology, <br> Inc.<br>| 15000 | &nbsp;&nbsp; 22127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Cement <br> Corp.<br>| 114220 | &nbsp;&nbsp; 102004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Microwave <br> Technology, Inc.<br>| 3000 | &nbsp;&nbsp; 31877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Vision <br> Biotechnology Co. <br> Ltd.<br>| 23257 | &nbsp;&nbsp; 155474 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; UPC Technology <br> Corp.<br>| 327169 | &nbsp;&nbsp; 113445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Userjoy Technology <br> Co. Ltd.<br>| 14855 | &nbsp;&nbsp; 41414 |
| # | USI Corp. | 232320 | &nbsp;&nbsp; 84032 |
|  | Utechzone Co. Ltd. | 15000 | &nbsp;&nbsp; 44861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UVAT Technology Co. <br> Ltd.<br>| 8000 | &nbsp;&nbsp; 16883 |
|  | Value Valves Co. Ltd. | 5383 | &nbsp;&nbsp; 13859 |
|  | Ve Wong Corp. | 23000 | &nbsp;&nbsp; 30845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ventec International <br> Group Co. Ltd.<br>| 18000 | &nbsp;&nbsp; 50060 |
|  | Via Technologies, Inc. | 25000 | &nbsp;&nbsp; 49416 |
|  | Viking Tech Corp. | 14000 | &nbsp;&nbsp; 17751 |
|  | Visco Vision, Inc. | 8000 | &nbsp;&nbsp; 44626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VisEra Technologies <br> Co. Ltd.<br>| 21000 | &nbsp;&nbsp; 155410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Visual Photonics <br> Epitaxy Co. Ltd.<br>| 30000 | &nbsp;&nbsp; 143534 |
|  | Vivotek, Inc. | 8000 | &nbsp;&nbsp; 24746 |
|  | Vizionfocus, Inc. | 6000 | &nbsp;&nbsp; 35456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Voltronic Power <br> Technology Corp.<br>| 19915 | &nbsp;&nbsp; 782252 |
| \* | Wafer Works Corp. | 68918 | &nbsp;&nbsp; 52955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waffer Technology <br> Corp.<br>| 19276 | &nbsp;&nbsp; 32948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wah Hong Industrial <br> Corp.<br>| 13000 | &nbsp;&nbsp; 16604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wah Lee Industrial <br> Corp.<br>| 66780 | &nbsp;&nbsp; 209013 |
|  | Walsin Lihwa Corp. | 621871 | &nbsp;&nbsp; 464743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walsin Technology <br> Corp.<br>| 44000 | &nbsp;&nbsp; 123787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WEI Chih Steel <br> Industrial Co. Ltd.<br>| 27000 | &nbsp;&nbsp; 16645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weikeng Industrial Co. <br> Ltd.<br>| 169945 | &nbsp;&nbsp; 192160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Well Shin Technology <br> Co. Ltd.<br>| 16000 | &nbsp;&nbsp; 29221 |
|  | Welldone Co. | 13000 | &nbsp;&nbsp; 21324 |
|  | WELLELL, Inc. | 17000 | &nbsp;&nbsp; 12404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wholetech System <br> Hitech Ltd.<br>| 18000 | &nbsp;&nbsp; 54669 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Winbond Electronics <br> Corp.<br>| 745162 | &nbsp;&nbsp; $427664 |
|  | Winmate, Inc. | 7000 | &nbsp;&nbsp; 34782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WinWay Technology <br> Co. Ltd.<br>| 3000 | &nbsp;&nbsp; 110847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wisdom Marine Lines <br> Co. Ltd.<br>| 123102 | &nbsp;&nbsp; 239411 |
|  | Wistron Corp. | 463436 | &nbsp;&nbsp; 1886120 |
|  | WITS Corp. | 10659 | &nbsp;&nbsp; 33838 |
|  | Wiwynn Corp. | 20000 | &nbsp;&nbsp; 1825331 |
|  | WNC Corp. | 96372 | &nbsp;&nbsp; 377775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wonderful Hi-Tech Co. <br> Ltd.<br>| 17954 | &nbsp;&nbsp; 22811 |
|  | Wowprime Corp. | 13194 | &nbsp;&nbsp; 100969 |
|  | WPG Holdings Ltd. | 610400 | &nbsp;&nbsp; 1352502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WT Microelectronics <br> Co. Ltd.<br>| 186432 | &nbsp;&nbsp; 854971 |
| \* | XAC Automation Corp. | 24000 | &nbsp;&nbsp; 20272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xxentria Technology <br> Materials Corp.<br>| 29975 | &nbsp;&nbsp; 44791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ya Horng Electronic <br> Co. Ltd.<br>| 8000 | &nbsp;&nbsp; 16792 |
|  | Yageo Corp. | 53960 | &nbsp;&nbsp; 948166 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yankey Engineering <br> Co. Ltd.<br>| 13257 | &nbsp;&nbsp; 182553 |
|  | YC INOX Co. Ltd. | 124324 | &nbsp;&nbsp; 88897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YCC Parts <br> Manufacturing Co. <br> Ltd.<br>| 13000 | &nbsp;&nbsp; 21492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yea Shin International <br> Development Co. <br> Ltd.<br>| 88124 | &nbsp;&nbsp; 78360 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yen Sun Technology <br> Corp.<br>| 9000 | &nbsp;&nbsp; 13106 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yeong Guan Energy <br> Technology Group <br> Co. Ltd.<br>| 9000 | &nbsp;&nbsp; 6871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YFC-Boneagle Electric <br> Co. Ltd.<br>| 30236 | &nbsp;&nbsp; 20201 |
|  | YFY, Inc. | 209000 | &nbsp;&nbsp; 169797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yi Jinn Industrial Co. <br> Ltd.<br>| 65100 | &nbsp;&nbsp; 37201 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yieh Phui Enterprise <br> Co. Ltd.<br>| 440479 | &nbsp;&nbsp; 220717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yonyu Plastics Co. <br> Ltd.<br>| 23000 | &nbsp;&nbsp; 15284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Young Fast <br> Optoelectronics Co. <br> Ltd.<br>| 17000 | &nbsp;&nbsp; 31872 |
| \* | Young Optics, Inc. | 12000 | &nbsp;&nbsp; 20993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youngtek Electronics <br> Corp.<br>| 28000 | &nbsp;&nbsp; 57555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuanta Financial <br> Holding Co. Ltd.<br>| 1361327 | &nbsp;&nbsp; 1412081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuanta Futures Co. <br> Ltd.<br>| 5413 | &nbsp;&nbsp; 14894 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuen Foong Yu <br> Consumer Products <br> Co. Ltd.<br>| 12000 | &nbsp;&nbsp; $16004 |
|  | Yulon Finance Corp. | 130471 | &nbsp;&nbsp; 436972 |
| # | Yulon Motor Co. Ltd. | 239990 | &nbsp;&nbsp; 261778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yung Chi Paint & <br> Varnish <br> Manufacturing Co. <br> Ltd.<br>| 20000 | &nbsp;&nbsp; 50273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yungshin Construction <br> & Development Co. <br> Ltd.<br>| 31000 | &nbsp;&nbsp; 83142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YungShin Global <br> Holding Corp.<br>| 46000 | &nbsp;&nbsp; 96290 |
|  | Yusin Holding Corp. | 4428 | &nbsp;&nbsp; 12893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zeng Hsing Industrial <br> Co. Ltd.<br>| 9669 | &nbsp;&nbsp; 31602 |
|  | Zenitron Corp. | 64000 | &nbsp;&nbsp; 70502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zero One Technology <br> Co. Ltd.<br>| 30633 | &nbsp;&nbsp; 117266 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Zhen Ding Technology <br> Holding Ltd.<br>| 117800 | &nbsp;&nbsp; 491304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZillTek Technology <br> Corp.<br>| 6000 | &nbsp;&nbsp; 40871 |
| \* | Zinwell Corp. | 72000 | &nbsp;&nbsp; 27041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zippy Technology <br> Corp.<br>| 30000 | &nbsp;&nbsp; 54300 |
|  | Zyxel Group Corp. | 97909 | &nbsp;&nbsp; 89102 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | &nbsp;&nbsp; 230695268 |
| THAILAND — (1.0%) | THAILAND — (1.0%) | THAILAND — (1.0%) | THAILAND — (1.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AAPICO Hitech PCL <br> (AH/F TB)<br>| 33100 | &nbsp;&nbsp; 15193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AAPICO Hitech PCL <br> (AH-R TB), NVDR<br>| 34100 | &nbsp;&nbsp; 15652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Info Service <br> PCL<br>| 10200 | &nbsp;&nbsp; 90826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Information <br> Technology PCL, <br> Class F<br>| 258500 | &nbsp;&nbsp; 41528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AEON Thana Sinsap <br> Thailand PCL<br>| 24600 | &nbsp;&nbsp; 74334 |
|  | After You PCL | 38600 | &nbsp;&nbsp; 8091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Airports of Thailand <br> PCL<br>| 134300 | &nbsp;&nbsp; 168491 |
|  | Amata Corp. PCL | 111300 | &nbsp;&nbsp; 54492 |
| # | AP Thailand PCL | 916500 | &nbsp;&nbsp; 203324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Plus Group <br> Holdings PCL<br>| 545200 | &nbsp;&nbsp; 41707 |
|  | Asian Insulators PCL | 77325 | &nbsp;&nbsp; 8329 |
|  | Asian Sea Corp. PCL | 134700 | &nbsp;&nbsp; 29883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangchak Sriracha <br> PCL<br>| 200200 | &nbsp;&nbsp; 30630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Bank PCL <br> (BBLF TB)<br>| 67400 | &nbsp;&nbsp; 305239 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Chain <br> Hospital PCL<br>| 315500 | &nbsp;&nbsp; $135159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Commercial <br> Asset Management <br> PCL<br>| 361100 | &nbsp;&nbsp; 92264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Dusit Medical <br> Services PCL, <br> Class F<br>| 880000 | &nbsp;&nbsp; 578947 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Expressway <br> & Metro PCL<br>| 607500 | &nbsp;&nbsp; 103171 |
|  | Bangkok Land PCL | 2786800 | &nbsp;&nbsp; 42638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Life <br> Assurance PCL, <br> NVDR<br>| 50800 | &nbsp;&nbsp; 27514 |
|  | BCPG PCL | 317700 | &nbsp;&nbsp; 65134 |
|  | BEC World PCL | 319801 | &nbsp;&nbsp; 25443 |
|  | BKI Holdings PCL | 7000 | &nbsp;&nbsp; 61689 |
|  | Bluebik Group PCL | 18700 | &nbsp;&nbsp; 12303 |
|  | Brooker Group PCL | 1127200 | &nbsp;&nbsp; 12417 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BTS Group Holdings <br> PCL<br>| 687600 | &nbsp;&nbsp; 74062 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bumrungrad Hospital <br> PCL<br>| 71400 | &nbsp;&nbsp; 371420 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cal-Comp Electronics <br> Thailand PCL, <br> Class F<br>| 1357867 | &nbsp;&nbsp; 276310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Retail Corp. <br> PCL<br>| 129450 | &nbsp;&nbsp; 85164 |
|  | CH Karnchang PCL | 232000 | &nbsp;&nbsp; 95838 |
| # | Chularat Hospital PCL | 1203400 | &nbsp;&nbsp; 64442 |
|  | Com7 PCL | 281500 | &nbsp;&nbsp; 187782 |
|  | Cotto F | 248200 | &nbsp;&nbsp; 1443 |
|  | CP ALL PCL | 313200 | &nbsp;&nbsp; 452837 |
|  | CP Axtra PCL | 16163 | &nbsp;&nbsp; 10188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delta Electronics <br> Thailand PCL<br>| 296600 | &nbsp;&nbsp; 1325080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dhipaya Group <br> Holdings PCL<br>| 130400 | &nbsp;&nbsp; 75814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diamond Building <br> Products PCL<br>| 101400 | &nbsp;&nbsp; 16445 |
|  | Dohome PCL | 11714 | &nbsp;&nbsp; 1441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Don Muang Tollway <br> PCL<br>| 34300 | &nbsp;&nbsp; 10811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Polymer <br> Group PCL<br>| 222600 | &nbsp;&nbsp; 20026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Water <br> Resources <br> Development & <br> Management PCL, <br> Class F<br>| 200000 | &nbsp;&nbsp; 12730 |
| #\* | Energy Absolute PCL | 440200 | &nbsp;&nbsp; 39063 |
| # | Exotic Food PCL | 52700 | &nbsp;&nbsp; 29027 |
|  | Forth Corp. PCL | 77600 | &nbsp;&nbsp; 16741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fortune Parts Industry <br> PCL<br>| 205700 | &nbsp;&nbsp; 9630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Frasers Property <br> Thailand PCL<br>| 144800 | &nbsp;&nbsp; 27028 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gunkul Engineering <br> PCL<br>| 1265500 | &nbsp;&nbsp; $66992 |
|  | Haad Thip PCL | 64600 | &nbsp;&nbsp; 30244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hana Microelectronics <br> PCL<br>| 173600 | &nbsp;&nbsp; 122710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heng Leasing & <br> Capital PCL<br>| 507200 | &nbsp;&nbsp; 15365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Home Product Center <br> PCL<br>| 807600 | &nbsp;&nbsp; 176693 |
|  | Ichitan Group PCL | 152500 | &nbsp;&nbsp; 52264 |
|  | Index Livingmall PCL | 55400 | &nbsp;&nbsp; 23903 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Indorama Ventures <br> PCL<br>| 77100 | &nbsp;&nbsp; 54498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interlink <br> Communication <br> PCL<br>| 112600 | &nbsp;&nbsp; 17572 |
| # | IRPC PCL | 2669900 | &nbsp;&nbsp; 84149 |
|  | IT City PCL | 44800 | &nbsp;&nbsp; 5072 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Italian-Thai <br> Development PCL<br>| 963900 | &nbsp;&nbsp; 7079 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Jasmine Technology <br> Solution PCL<br>| 43600 | &nbsp;&nbsp; 43693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jaymart Group <br> Holdings PCL<br>| 127700 | &nbsp;&nbsp; 29893 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JMT Network Services <br> PCL<br>| 128200 | &nbsp;&nbsp; 43544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kang Yong Electric <br> PCL<br>| 1200 | &nbsp;&nbsp; 11787 |
|  | Karmarts PCL | 261916 | &nbsp;&nbsp; 68124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kasikornbank PCL <br> (KBANKF TB)<br>| 23300 | &nbsp;&nbsp; 115502 |
|  | KCE Electronics PCL | 79000 | &nbsp;&nbsp; 59951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kiatnakin Phatra Bank <br> PCL<br>| 35800 | &nbsp;&nbsp; 60525 |
|  | Krung Thai Bank PCL | 170100 | &nbsp;&nbsp; 114510 |
|  | Krungthai Card PCL | 169100 | &nbsp;&nbsp; 147471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ladprao General <br> Hospital PCL, <br> Class F<br>| 40000 | &nbsp;&nbsp; 4553 |
|  | Lalin Property PCL | 148400 | &nbsp;&nbsp; 22160 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Land & Houses PCL <br> (LHF TB)<br>| 2403000 | &nbsp;&nbsp; 280889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LH Financial Group <br> PCL<br>| 1964400 | &nbsp;&nbsp; 46886 |
|  | Loxley PCL | 724500 | &nbsp;&nbsp; 25052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LPN Development <br> PCL<br>| 282400 | &nbsp;&nbsp; 15036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Major Cineplex Group <br> PCL<br>| 152100 | &nbsp;&nbsp; 39328 |
|  | MBK PCL | 193335 | &nbsp;&nbsp; 99980 |
|  | MC Group PCL | 106000 | &nbsp;&nbsp; 32436 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mega Lifesciences <br> PCL<br>| 135000 | &nbsp;&nbsp; 127027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Minor International <br> PCL<br>| 263800 | &nbsp;&nbsp; 201805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MK Restaurants Group <br> PCL<br>| 38600 | &nbsp;&nbsp; 27403 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
| \* | Mono Next PCL | 387700 | &nbsp;&nbsp; $21473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Namyong Terminal <br> PCL<br>| 215400 | &nbsp;&nbsp; 18719 |
|  | Netbay PCL | 24000 | &nbsp;&nbsp; 17111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Noble Development <br> PCL<br>| 258300 | &nbsp;&nbsp; 14622 |
|  | Northeast Rubber PCL | 216700 | &nbsp;&nbsp; 29309 |
|  | Polyplex Thailand PCL | 117900 | &nbsp;&nbsp; 38242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Praram 9 Hospital <br> PCL<br>| 55400 | &nbsp;&nbsp; 40855 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Precious Shipping <br> PCL<br>| 204400 | &nbsp;&nbsp; 41280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premier Marketing <br> PCL<br>| 111900 | &nbsp;&nbsp; 38008 |
|  | Prima Marine PCL | 118400 | &nbsp;&nbsp; 23550 |
| \* | Property Perfect PCL | 3068310 | &nbsp;&nbsp; 8450 |
|  | Pruksa Holding PCL | 260300 | &nbsp;&nbsp; 35524 |
|  | PSG Corp. PCL | 750625 | &nbsp;&nbsp; 28022 |
|  | PTG Energy PCL | 345100 | &nbsp;&nbsp; 71280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PTT Global Chemical <br> PCL<br>| 139900 | &nbsp;&nbsp; 101457 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; PTT Oil & Retail <br> Business PCL<br>| 266000 | &nbsp;&nbsp; 113140 |
| # | Quality Houses PCL | 2306100 | &nbsp;&nbsp; 100910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rajthanee Hospital <br> PCL<br>| 31400 | &nbsp;&nbsp; 13548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramkhamhaeng <br> Hospital PCL<br>| 16400 | &nbsp;&nbsp; 8933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ratchaphruek Hospital <br> PCL<br>| 60100 | &nbsp;&nbsp; 9195 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ratchthani Leasing <br> PCL<br>| 669390 | &nbsp;&nbsp; 34207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; S Hotels & Resorts <br> PCL<br>| 347400 | &nbsp;&nbsp; 16158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sahamitr Pressure <br> Container PCL<br>| 71900 | &nbsp;&nbsp; 18701 |
|  | Saha-Union PCL | 41400 | &nbsp;&nbsp; 36738 |
| \* | Samart Corp. PCL | 156200 | &nbsp;&nbsp; 29873 |
|  | Sansiri PCL | 5141200 | &nbsp;&nbsp; 232833 |
| # | Sappe PCL | 18300 | &nbsp;&nbsp; 21699 |
|  | SC Asset Corp. PCL | 553900 | &nbsp;&nbsp; 30339 |
|  | SCG Packaging PCL | 70900 | &nbsp;&nbsp; 40570 |
|  | SEAFCO PCL | 250019 | &nbsp;&nbsp; 15454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siam Wellness Group <br> PCL<br>| 78100 | &nbsp;&nbsp; 9034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siamgas & <br> Petrochemicals PCL<br>| 263500 | &nbsp;&nbsp; 54022 |
|  | Sikarin PCL, Class F | 132000 | &nbsp;&nbsp; 27870 |
| \* | Singer Thailand PCL | 155600 | &nbsp;&nbsp; 24997 |
|  | Singha Estate PCL | 706700 | &nbsp;&nbsp; 12110 |
| # | SISB PCL | 21300 | &nbsp;&nbsp; 10103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Somboon Advance <br> Technology PCL<br>| 40500 | &nbsp;&nbsp; 16111 |
|  | SPCG PCL | 165600 | &nbsp;&nbsp; 41552 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sri Trang Agro-Industry <br> PCL<br>| 168700 | &nbsp;&nbsp; 72787 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Srinanaporn Marketing <br> PCL<br>| 61800 | &nbsp;&nbsp; 18911 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Srisawad Corp. PCL | 153243 | &nbsp;&nbsp; $95191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Srithai Superware <br> PCL<br>| 359200 | &nbsp;&nbsp; 12310 |
|  | Srivichai Vejvivat PCL | 64300 | &nbsp;&nbsp; 14560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Petroleum <br> Refining PCL<br>| 474800 | &nbsp;&nbsp; 82814 |
| \* | Stecon Group PCL | 267400 | &nbsp;&nbsp; 52776 |
| \* | STP & I PCL | 248700 | &nbsp;&nbsp; 28614 |
| # | Supalai PCL | 364000 | &nbsp;&nbsp; 173758 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Super Energy Corp. <br> PCL<br>| 6177300 | &nbsp;&nbsp; 26463 |
|  | Susco PCL | 321100 | &nbsp;&nbsp; 25350 |
|  | SVI PCL | 98100 | &nbsp;&nbsp; 18611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Syntec Construction <br> PCL<br>| 213300 | &nbsp;&nbsp; 11683 |
|  | TAC Consumer PCL | 87200 | &nbsp;&nbsp; 12488 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taokaenoi Food & <br> Marketing PCL, <br> Class F<br>| 110400 | &nbsp;&nbsp; 20269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thai Nakarin Hospital <br> PCL<br>| 18000 | &nbsp;&nbsp; 17763 |
|  | Thai Oil PCL | 300865 | &nbsp;&nbsp; 317621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thai President Foods <br> PCL<br>| 7500 | &nbsp;&nbsp; 44982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thai Stanley Electric <br> PCL (STANLY/F TB), <br> Class F<br>| 4600 | &nbsp;&nbsp; 26181 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Thai Union Group <br> PCL<br>| 459500 | &nbsp;&nbsp; 156073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thai Vegetable Oil <br> PCL<br>| 29410 | &nbsp;&nbsp; 20429 |
|  | Thai Wah PCL | 70400 | &nbsp;&nbsp; 4610 |
| \* | Thaicom PCL | 155500 | &nbsp;&nbsp; 41159 |
|  | Thaitheparos PCL | 13400 | &nbsp;&nbsp; 15581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thanachart Capital <br> PCL<br>| 61800 | &nbsp;&nbsp; 93135 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Thonburi Healthcare <br> Group PCL<br>| 61900 | &nbsp;&nbsp; 16952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tipco Asphalt PCL <br> (TASCO/F TB)<br>| 156536 | &nbsp;&nbsp; 71370 |
|  | TIPCO Foods PCL | 79100 | &nbsp;&nbsp; 21058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tisco Financial Group <br> PCL (TISCO/F TB)<br>| 43500 | &nbsp;&nbsp; 132111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TKS Technologies <br> PCL<br>| 86680 | &nbsp;&nbsp; 15251 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TMBThanachart Bank <br> PCL<br>| 1694940 | &nbsp;&nbsp; 100099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOA Paint Thailand <br> PCL<br>| 169100 | &nbsp;&nbsp; 72442 |
|  | TTW PCL | 174740 | &nbsp;&nbsp; 47856 |
|  | Union Auction PCL | 46200 | &nbsp;&nbsp; 9330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unique Engineering & <br> Construction PCL<br>| 257300 | &nbsp;&nbsp; 23148 |
|  | United Paper PCL | 55100 | &nbsp;&nbsp; 12814 |
|  | Vanachai Group PCL | 99600 | &nbsp;&nbsp; 5913 |
| #\* | VGI PCL | 771680 | &nbsp;&nbsp; 49588 |
|  | WHA Corp. PCL | 1434100 | &nbsp;&nbsp; 157102 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WHA Utilities & Power <br> PCL<br>| 263200 | &nbsp;&nbsp; $27544 |
| #\* | Xspring Capital PCL | 1587200 | &nbsp;&nbsp; 25741 |
| TOTAL THAILAND | TOTAL THAILAND |  | &nbsp;&nbsp; 11360253 |
| TURKEY — (0.7%) | TURKEY — (0.7%) | TURKEY — (0.7%) | TURKEY — (0.7%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adese Alisveris <br> Merkezleri Ticaret <br> AS<br>| 322303 | &nbsp;&nbsp; 121508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agesa Hayat ve <br> Emeklilik AS<br>| 15472 | &nbsp;&nbsp; 66234 |
|  | Akbank TAS | 296476 | &nbsp;&nbsp; 491545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Akenerji Elektrik Uretim <br> AS<br>| 62119 | &nbsp;&nbsp; 18562 |
| \* | Aksigorta AS | 147479 | &nbsp;&nbsp; 26342 |
|  | Alarko Holding AS | 33803 | &nbsp;&nbsp; 78034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albaraka Turk Katilim <br> Bankasi AS<br>| 145198 | &nbsp;&nbsp; 32457 |
| \* | Alkim Alkali Kimya AS | 77919 | &nbsp;&nbsp; 34687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anadolu Anonim Turk <br> Sigorta Sirketi<br>| 79800 | &nbsp;&nbsp; 195295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anadolu Efes Biracilik <br> Ve Malt Sanayii AS<br>| 280710 | &nbsp;&nbsp; 104642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anadolu Hayat <br> Emeklilik AS<br>| 16478 | &nbsp;&nbsp; 35961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anadolu Isuzu <br> Otomotiv Sanayi Ve <br> Ticaret AS, Class C<br>| 12678 | &nbsp;&nbsp; 19952 |
| \* | Arcelik AS | 11491 | &nbsp;&nbsp; 35356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ARD Grup Bilisim <br> Teknolojileri AS<br>| 25944 | &nbsp;&nbsp; 19971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aselsan Elektronik <br> Sanayi Ve Ticaret <br> AS<br>| 81650 | &nbsp;&nbsp; 375530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astor Transformator <br> Enerji Turizm Insaat <br> Ve Petrol Sanayi <br> Ticaret AS<br>| 21293 | &nbsp;&nbsp; 54764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aydem Yenilenebilir <br> Enerji AS<br>| 56344 | &nbsp;&nbsp; 25318 |
|  | Aygaz AS | 16157 | &nbsp;&nbsp; 64966 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Besler Gida Ve Kimya <br> Sanayi Ve Ticaret <br> AS<br>| 62255 | &nbsp;&nbsp; 23375 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BIM Birlesik Magazalar <br> AS<br>| 31961 | &nbsp;&nbsp; 417439 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Borusan Birlesik Boru <br> Fabrikalari Sanayi ve <br> Ticaret AS<br>| 5869 | &nbsp;&nbsp; 52037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Borusan Yatirim ve <br> Pazarlama AS<br>| 701 | &nbsp;&nbsp; 36017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brisa Bridgestone <br> Sabanci Sanayi ve <br> Ticaret AS<br>| 5162 | &nbsp;&nbsp; 9863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Celebi Hava Servisi <br> AS<br>| 558 | &nbsp;&nbsp; 23088 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  | Coca-Cola Icecek AS | 82181 | &nbsp;&nbsp; $102567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dogus Otomotiv Servis <br> ve Ticaret AS<br>| 43112 | &nbsp;&nbsp; 195132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EGE Endustri VE <br> Ticaret AS<br>| 112 | &nbsp;&nbsp; 21702 |
| Ω | Enerjisa Enerji AS | 30234 | &nbsp;&nbsp; 48161 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Enka Insaat ve Sanayi <br> AS<br>| 38495 | &nbsp;&nbsp; 65734 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Erbosan Erciyas Boru <br> Sanayii ve Ticaret <br> AS<br>| 2046 | &nbsp;&nbsp; 8527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Escar Turizm <br> Tasimacilik Ticaret <br> AS<br>| 23987 | &nbsp;&nbsp; 27489 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ford Otomotiv Sanayi <br> AS<br>| 46053 | &nbsp;&nbsp; 107796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GEN Ilac VE Saglik <br> Urunleri Sanayi VE <br> Ticaret AS<br>| 16593 | &nbsp;&nbsp; 75902 |
| \* | GSD Holding AS | 354746 | &nbsp;&nbsp; 37085 |
| \* | Gubre Fabrikalari TAS | 5801 | &nbsp;&nbsp; 35467 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hitit Bilgisayar <br> Hizmetleri AS<br>| 13959 | &nbsp;&nbsp; 15473 |
| \* | Ihlas Holding AS | 242643 | &nbsp;&nbsp; 16156 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Indeks Bilgisayar <br> Sistemleri <br> Muhendislik Sanayi <br> ve Ticaret AS<br>| 250581 | &nbsp;&nbsp; 46319 |
| \* | Info Yatirim AS | 48126 | &nbsp;&nbsp; 4644 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Is Finansal Kiralama <br> AS<br>| 88983 | &nbsp;&nbsp; 38914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Is Yatirim Menkul <br> Degerler AS<br>| 180616 | &nbsp;&nbsp; 185962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jantsa Jant Sanayi Ve <br> Ticaret AS<br>| 35252 | &nbsp;&nbsp; 18931 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Katmerciler Arac Ustu <br> Ekipman Sanayi ve <br> Ticaret AS<br>| 579328 | &nbsp;&nbsp; 36186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kervan Gida Sanayi Ve <br> Ticaret AS<br>| 203913 | &nbsp;&nbsp; 10789 |
|  | Kiler Holding AS | 21004 | &nbsp;&nbsp; 32155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kocaer Celik Sanayi <br> Ve Ticaret AS<br>| 80488 | &nbsp;&nbsp; 29191 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Koza Anadolu Metal <br> Madencilik <br> Isletmeleri AS<br>| 14392 | &nbsp;&nbsp; 26371 |
|  | LDR Turizm AS | 12962 | &nbsp;&nbsp; 72970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Logo Yazilim Sanayi <br> Ve Ticaret AS<br>| 21494 | &nbsp;&nbsp; 84676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lokman Hekim <br> Engurusag Saglik <br> Turizm Egitim <br> Hizmetleri ve Insaat <br> Taahhut AS<br>| 21222 | &nbsp;&nbsp; 9094 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Margun Enerji Uretim <br> Sanayi VE Ticaret <br> AS<br>| 72230 | &nbsp;&nbsp; $77866 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Mavi Giyim Sanayi Ve <br> Ticaret AS, Class B<br>| 129079 | &nbsp;&nbsp; 134185 |
| #\* | MIA Teknoloji AS | 41307 | &nbsp;&nbsp; 36544 |
|  | Migros Ticaret AS | 5530 | &nbsp;&nbsp; 71316 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; MLP Saglik Hizmetleri <br> AS<br>| 20015 | &nbsp;&nbsp; 188095 |
| \* | NET Holding AS | 18659 | &nbsp;&nbsp; 23614 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orge Enerji Elektrik <br> Taahhut AS<br>| 8955 | &nbsp;&nbsp; 16693 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Otokar Otomotiv Ve <br> Savunma Sanayi <br> AS<br>| 3418 | &nbsp;&nbsp; 46443 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oyak Yatirim Menkul <br> Degerler AS<br>| 14467 | &nbsp;&nbsp; 13278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Panelsan Cati Cephe <br> Sistemleri Sanayi VE <br> Ticaret AS<br>| 8244 | &nbsp;&nbsp; 7977 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Peker Gayrimenkul <br> Yatirim Ortakligi AS<br>| 144073 | &nbsp;&nbsp; 19104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Penta Teknoloji <br> Urunleri Dagitim <br> Ticaret AS<br>| 22558 | &nbsp;&nbsp; 8695 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Petkim Petrokimya <br> Holding AS<br>| 158133 | &nbsp;&nbsp; 66508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Politeknik Metal Sanayi <br> ve Ticaret AS<br>| 17 | &nbsp;&nbsp; 2849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sarkuysan Elektrolitik <br> Bakir Sanayi ve <br> Ticaret AS<br>| 44515 | &nbsp;&nbsp; 21782 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sasa Polyester Sanayi <br> AS<br>| 436283 | &nbsp;&nbsp; 33479 |
|  | Sekerbank Turk AS | 266815 | &nbsp;&nbsp; 38387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Selcuk Ecza Deposu <br> Ticaret ve Sanayi <br> AS<br>| 45114 | &nbsp;&nbsp; 113529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sok Marketler Ticaret <br> AS<br>| 49406 | &nbsp;&nbsp; 45352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TAV Havalimanlari <br> Holding AS<br>| 26955 | &nbsp;&nbsp; 162877 |
| \* | Tekfen Holding AS | 6534 | &nbsp;&nbsp; 17352 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tofas Turk Otomobil <br> Fabrikasi AS<br>| 26012 | &nbsp;&nbsp; 147467 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tukas Gida Sanayi ve <br> Ticaret AS<br>| 548496 | &nbsp;&nbsp; 36414 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tumosan Motor ve <br> Traktor Sanayi AS<br>| 7242 | &nbsp;&nbsp; 21384 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Turk Altin Isletmeleri <br> AS<br>| 66468 | &nbsp;&nbsp; 37343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turk Traktor ve Ziraat <br> Makineleri AS<br>| 6206 | &nbsp;&nbsp; 90199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turkcell Iletisim <br> Hizmetleri AS<br>| 153339 | &nbsp;&nbsp; 351543 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Garanti <br> Bankasi AS<br>| 88092 | &nbsp;&nbsp; 308843 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Is Bankasi AS, <br> Class C<br>| 763155 | &nbsp;&nbsp; $277820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Petrol <br> Rafinerileri AS<br>| 141628 | &nbsp;&nbsp; 588413 |
|  | Turkiye Sigorta AS | 259056 | &nbsp;&nbsp; 63081 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Sinai Kalkinma <br> Bankasi AS<br>| 640671 | &nbsp;&nbsp; 216832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Vakiflar <br> Bankasi TAO, <br> Class D<br>| 539369 | &nbsp;&nbsp; 381831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ulker Biskuvi Sanayi <br> AS<br>| 54562 | &nbsp;&nbsp; 147072 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Usak Seramik Sanayii <br> AS<br>| 280035 | &nbsp;&nbsp; 32387 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vakif Finansal <br> Kiralama AS<br>| 570414 | &nbsp;&nbsp; 46553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vestel Beyaz Esya <br> Sanayi ve Ticaret <br> AS<br>| 92986 | &nbsp;&nbsp; 23882 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vestel Elektronik <br> Sanayi ve Ticaret <br> AS<br>| 21425 | &nbsp;&nbsp; 20067 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yapi ve Kredi Bankasi <br> AS<br>| 510597 | &nbsp;&nbsp; 422275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yatas Yatak ve Yorgan <br> Sanayi ve Ticaret <br> AS<br>| 23522 | &nbsp;&nbsp; 15994 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; YEO Teknoloji Enerji <br> VE Endustri AS<br>| 24908 | &nbsp;&nbsp; 25235 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zorlu Enerji Elektrik <br> Uretim AS<br>| 191669 | &nbsp;&nbsp; 15839 |
| TOTAL TURKEY | TOTAL TURKEY |  | &nbsp;&nbsp; 8132735 |
| UNITED ARAB EMIRATES — (1.8%) | UNITED ARAB EMIRATES — (1.8%) | UNITED ARAB EMIRATES — (1.8%) | UNITED ARAB EMIRATES — (1.8%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi Commercial <br> Bank PJSC<br>| 465031 | &nbsp;&nbsp; 2057806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi Islamic <br> Bank PJSC<br>| 298287 | &nbsp;&nbsp; 1958538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi National Oil <br> Co. for Distribution <br> PJSC<br>| 828189 | &nbsp;&nbsp; 836070 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi Ports Co. <br> PJSC<br>| 179818 | &nbsp;&nbsp; 203640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi Ship <br> Building Co. PJSC<br>| 25197 | &nbsp;&nbsp; 54772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ADNOC Drilling Co. <br> PJSC<br>| 489986 | &nbsp;&nbsp; 778965 |
|  | Agility Global PLC | 757917 | &nbsp;&nbsp; 243205 |
|  | Agthia Group PJSC | 84403 | &nbsp;&nbsp; 97951 |
|  | Ajman Bank PJSC | 223593 | &nbsp;&nbsp; 89916 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AL Seer Marine <br> Supplies & <br> Equipment Co. LLC<br>| 30002 | &nbsp;&nbsp; 31687 |
|  | Aldar Properties PJSC | 145167 | &nbsp;&nbsp; 375131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alpha Dhabi Holding <br> PJSC<br>| 55342 | &nbsp;&nbsp; 187325 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |
| \* | Amlak Finance PJSC | 281015 | &nbsp;&nbsp; $129159 |
| \* | Bank of Sharjah | 89476 | &nbsp;&nbsp; 41143 |
|  | Burjeel Holdings PLC | 203403 | &nbsp;&nbsp; 80127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deyaar Development <br> PJSC<br>| 434668 | &nbsp;&nbsp; 122822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Financial Market <br> PJSC<br>| 325880 | &nbsp;&nbsp; 155034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Investments <br> PJSC<br>| 493562 | &nbsp;&nbsp; 396686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Islamic Bank <br> PJSC<br>| 909759 | &nbsp;&nbsp; 2467322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emaar Development <br> PJSC<br>| 227825 | &nbsp;&nbsp; 929740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emaar Properties <br> PJSC<br>| 477328 | &nbsp;&nbsp; 1976759 |
|  | Emirates Driving Co. | 73716 | &nbsp;&nbsp; 59572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emirates Integrated <br> Telecommunications <br> Co. PJSC<br>| 279489 | &nbsp;&nbsp; 760267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emirates NBD Bank <br> PJSC<br>| 354130 | &nbsp;&nbsp; 2577089 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Emirates Reem <br> Investments PJSC<br>| 13190 | &nbsp;&nbsp; 10250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Abu Dhabi Bank <br> PJSC<br>| 346070 | &nbsp;&nbsp; 1693008 |
| \* | Ghitha Holding PJSC | 6712 | &nbsp;&nbsp; 46186 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Pharmaceutical <br> Industries PSC<br>| 97181 | &nbsp;&nbsp; 37829 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; International Holding <br> Co. PJSC<br>| 5838 | &nbsp;&nbsp; 637457 |
| \* | Manazel PJSC | 301353 | &nbsp;&nbsp; 28420 |
| \* | Modon Holding PSC | 7482 | &nbsp;&nbsp; 7719 |
| \* | Multiply Group PJSC | 1201780 | &nbsp;&nbsp; 897852 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Corp. for <br> Tourism & Hotels<br>| 8298 | &nbsp;&nbsp; 4696 |
|  | NMDC Group PJSC | 1732 | &nbsp;&nbsp; 11760 |
|  | Palms Sports PrJSC | 10321 | &nbsp;&nbsp; 21691 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Presight AI Holding <br> PLC<br>| 104572 | &nbsp;&nbsp; 108547 |
| \* | RAK Properties PJSC | 340523 | &nbsp;&nbsp; 142340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ras Al Khaimah <br> Ceramics PJSC<br>| 101309 | &nbsp;&nbsp; 71134 |
|  | Salik Co. PJSC | 501572 | &nbsp;&nbsp; 872943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taaleem Holdings <br> PJSC<br>| 5617 | &nbsp;&nbsp; 6421 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Union Properties <br> PJSC<br>| 564802 | &nbsp;&nbsp; 134128 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED ARAB <br> EMIRATES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED ARAB <br> EMIRATES |  | &nbsp;&nbsp; 21343107 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 1130051252 |
| PREFERRED STOCKS — (0.8%) | PREFERRED STOCKS — (0.8%) | PREFERRED STOCKS — (0.8%) | PREFERRED STOCKS — (0.8%) |
| BRAZIL — (0.7%) | BRAZIL — (0.7%) | BRAZIL — (0.7%) | BRAZIL — (0.7%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alpargatas SA, <br> 1.243%<br>| 26757 | &nbsp;&nbsp; 40903 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco ABC Brasil SA, <br> 9.013%<br>| 40892 | &nbsp;&nbsp; $157666 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Banco BMG SA, <br> 11.606%<br>| 29400 | &nbsp;&nbsp; 18114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bradesco SA, <br> 8.012%<br>| 635626 | &nbsp;&nbsp; 1762869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco do Estado do <br> Rio Grande do Sul <br> SA, 9.977%<br>| 77133 | &nbsp;&nbsp; 151110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Mercantil do <br> Brasil SA, 3.103%<br>| 6700 | &nbsp;&nbsp; 46294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Pan SA, <br> 3.100%<br>| 105600 | &nbsp;&nbsp; 146909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Pine SA, <br> 8.636%<br>| 14255 | &nbsp;&nbsp; 15402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Centrais Eletricas <br> Brasileiras SA, <br> 4.729%<br>| 13100 | &nbsp;&nbsp; 95684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Centrais Eletricas de <br> Santa Catarina SA, <br> 8.789%<br>| 3500 | &nbsp;&nbsp; 65237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia de Ferro Ligas da <br> Bahia FERBASA, <br> 7.560%<br>| 26800 | &nbsp;&nbsp; 31684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia De Sanena Do <br> Parana, 6.806%<br>| 115531 | &nbsp;&nbsp; 136379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Energetica de <br> Minas Gerais, <br> 18.528%<br>| 516519 | &nbsp;&nbsp; 952870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Paranaense de <br> Energia - Copel <br> Class B, 6.890%<br>| 401309 | &nbsp;&nbsp; 849983 |
|  | Energisa SA, 6.629% | 226 | &nbsp;&nbsp; 353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eucatex SA Industria e <br> Comercio, 4.174%<br>| 23800 | &nbsp;&nbsp; 74891 |
|  | Gerdau SA, 3.801% | 60179 | &nbsp;&nbsp; 180981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Isa Energia Brasil SA, <br> 10.895%<br>| 59200 | &nbsp;&nbsp; 229101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Itau Unibanco Holding <br> SA, 7.121%<br>| 441588 | &nbsp;&nbsp; 2772759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marcopolo SA, <br> 6.961%<br>| 226264 | &nbsp;&nbsp; 333767 |
|  | Raizen SA, 0.705% | 430247 | &nbsp;&nbsp; 109107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Randon SA <br> Implementos e <br> Participacoes, <br> 3.602%<br>| 56600 | &nbsp;&nbsp; 71868 |
|  | Schulz SA, 7.630% | 35856 | &nbsp;&nbsp; 32273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Track & Field Co. SA, <br> 1.633%<br>| 15700 | &nbsp;&nbsp; 40795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unipar Carbocloro SA, <br> 9.164%<br>| 5199 | &nbsp;&nbsp; 51038 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Usinas Siderurgicas de <br> Minas Gerais SA <br> Usiminas<br>| 31000 | &nbsp;&nbsp; 24248 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp; 8392285 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHILE — (0.0%) | CHILE — (0.0%) | CHILE — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Embotelladora Andina <br> SA, 6.042%<br>| 41683 | &nbsp;&nbsp; $159942 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sociedad Quimica y <br> Minera de Chile SA <br> Class B<br>| 4213 | &nbsp;&nbsp; 154943 |
| TOTAL CHILE |  | &nbsp;&nbsp; 314885 |
| COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Argos SA, <br> 5.658%<br>| 18122 | &nbsp;&nbsp; 50654 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aval Acciones y <br> Valores SA, 4.066%<br>| 542864 | &nbsp;&nbsp; 74963 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo de Inversiones <br> Suramericana SA, <br> 3.840%<br>| 25051 | &nbsp;&nbsp; 225988 |
| TOTAL COLOMBIA |  | &nbsp;&nbsp; 351605 |
| PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) |
| Cebu Air, Inc., 6.000% | 3315 | &nbsp;&nbsp; 2339 |
| TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Taishin Financial <br> Holding Co. Ltd.<br>| 609460 | &nbsp;&nbsp; 182343 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL PREFERRED <br> STOCKS |  | &nbsp;&nbsp; 9243457 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Banco BMG SA Rights <br> 08/25/2025<br>| 800 | &nbsp;&nbsp; 134 |
| &nbsp;&nbsp;&nbsp;&nbsp; Randon SA <br> Implementos e <br> Participacoes Rights <br> 08/19/2025<br>| 4530 | &nbsp;&nbsp; 65 |
| TOTAL BRAZIL |  | &nbsp;&nbsp; 199 |
| INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Inox Wind Ltd. Rights <br> 08/20/2025<br>| 3308 | &nbsp;&nbsp; 1156 |
| &nbsp;&nbsp;&nbsp;&nbsp; JTEKT India Ltd. <br> Rights 08/12/2025<br>| 567 | &nbsp;&nbsp; 135 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spandana Sphoorty <br> Financial Ltd. Rights <br> 08/11/2025<br>| 1519 | &nbsp;&nbsp; 692 |
| TOTAL INDIA |  | &nbsp;&nbsp; 1983 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aurelius Technologies <br> Bhd. Warrants <br> 06/18/2030<br>| 23600 | &nbsp;&nbsp; $1522 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guan Chong Bhd. <br> Warrants <br> 06/19/2028<br>| 7375 | &nbsp;&nbsp; 337 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; YTL Corp. Bhd. <br> Warrants <br> 06/02/2028<br>| 46620 | &nbsp;&nbsp; 10821 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp; 12680 |
| SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LS Marine Solution Co. <br> Ltd. Rights <br> 08/05/2025<br>| 1740 | &nbsp;&nbsp; 5332 |
| THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chayo Group PCL <br> Warrants <br> 05/14/2027<br>| 12723 | &nbsp;&nbsp; 121 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jasmine International <br> PCL Warrants <br> 10/10/2031<br>| 698066 | &nbsp;&nbsp; 11535 |
| TOTAL THAILAND | TOTAL THAILAND |  | &nbsp;&nbsp; 11656 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS |  | &nbsp;&nbsp; 31850 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $814,421,916) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $814,421,916) |  | &nbsp;&nbsp; 1139326559 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **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>| 2064924 | &nbsp;&nbsp; 23884975 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $838,306,891)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $838,306,891)^^ |  | &nbsp;&nbsp; $1163211534 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

As of July 31, 2025, the value of Rule 144A securities amounted to $67,536,931 or 5.9% of net assets.

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp;&nbsp; $34456475 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $34456475 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile | &nbsp;&nbsp;&nbsp; 6178848 | &nbsp;&nbsp;&nbsp; $11117 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6189965 |
| &nbsp;&nbsp;&nbsp;&nbsp; China | &nbsp;&nbsp;&nbsp; 25984200 | &nbsp;&nbsp;&nbsp; 309731036 | &nbsp;&nbsp;&nbsp; $53719 | &nbsp;&nbsp;&nbsp; 335768955 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | &nbsp;&nbsp;&nbsp; 1166416 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1166416 |
| &nbsp;&nbsp;&nbsp;&nbsp; Czech Republic | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 505830 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 505830 |
| &nbsp;&nbsp;&nbsp;&nbsp; Egypt | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 175763 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 175763 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greece | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5825748 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5825748 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 42447 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 42447 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hungary | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2839755 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2839755 |
| &nbsp;&nbsp;&nbsp;&nbsp; India | &nbsp;&nbsp;&nbsp; 10748741 | &nbsp;&nbsp;&nbsp; 180439380 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 191188121 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indonesia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4420678 | &nbsp;&nbsp;&nbsp; 27673 | &nbsp;&nbsp;&nbsp; 4448351 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kuwait | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7827965 | &nbsp;&nbsp;&nbsp; 30622 | &nbsp;&nbsp;&nbsp; 7858587 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10313051 | &nbsp;&nbsp;&nbsp; 24 | &nbsp;&nbsp;&nbsp; 10313075 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mexico | &nbsp;&nbsp;&nbsp; 21871880 | &nbsp;&nbsp;&nbsp; 114975 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 21986855 |
| &nbsp;&nbsp;&nbsp;&nbsp; Peru | &nbsp;&nbsp;&nbsp; 1326493 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1326493 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2990785 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2990785 |
| &nbsp;&nbsp;&nbsp;&nbsp; Poland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 13800037 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 13800037 |
| &nbsp;&nbsp;&nbsp;&nbsp; Qatar | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8232509 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8232509 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | &nbsp;&nbsp;&nbsp; 32661 | &nbsp;&nbsp;&nbsp; 31786636 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 31819297 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa | &nbsp;&nbsp;&nbsp; 3392100 | &nbsp;&nbsp;&nbsp; 26436010 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 29828110 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea | &nbsp;&nbsp;&nbsp; 5593414 | &nbsp;&nbsp;&nbsp; 142093459 | &nbsp;&nbsp;&nbsp; 69442 | &nbsp;&nbsp;&nbsp; 147756315 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan | &nbsp;&nbsp;&nbsp; 20267579 | &nbsp;&nbsp;&nbsp; 210425433 | &nbsp;&nbsp;&nbsp; 2256 | &nbsp;&nbsp;&nbsp; 230695268 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand | &nbsp;&nbsp;&nbsp; 43166 | &nbsp;&nbsp;&nbsp; 11317087 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11360253 |
| &nbsp;&nbsp;&nbsp;&nbsp; Turkey | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8132735 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8132735 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 21343107 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 21343107 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp;&nbsp; 8392285 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8392285 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile | &nbsp;&nbsp;&nbsp; 314885 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 314885 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | &nbsp;&nbsp;&nbsp; 351605 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 351605 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2339 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2339 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan | &nbsp;&nbsp;&nbsp; 182343 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 182343 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 199 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;&nbsp; India | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1983 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1983 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12680 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12680 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5332 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5332 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11656 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11656 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 23884975 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 23884975 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $140303091 | &nbsp;&nbsp;&nbsp; $1022724707 | &nbsp;&nbsp;&nbsp; $183,736˂˃ | &nbsp;&nbsp;&nbsp; $1163211534 |

---

&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>|

---

------

**Emerging Markets Targeted Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (98.9%) | COMMON STOCKS — (98.9%) | COMMON STOCKS — (98.9%) | COMMON STOCKS — (98.9%) |
| BRAZIL — (2.6%) | BRAZIL — (2.6%) | BRAZIL — (2.6%) | BRAZIL — (2.6%) |
|  | Anima Holding SA | 28900 | &nbsp;&nbsp; $18787 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Automob <br> Participacoes SA<br>| 1654 | &nbsp;&nbsp; 3279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bemobi Mobile Tech <br> SA<br>| 10600 | &nbsp;&nbsp; 38598 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blau Farmaceutica <br> SA<br>| 4900 | &nbsp;&nbsp; 10807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BrasilAgro - Co. <br> Brasileira de <br> Propriedades <br> Agricolas<br>| 9958 | &nbsp;&nbsp; 36581 |
|  | C&A Modas SA | 20700 | &nbsp;&nbsp; 60885 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cia Brasileira de <br> Aluminio<br>| 48891 | &nbsp;&nbsp; 40862 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cia Brasileira de <br> Distribuicao<br>| 66272 | &nbsp;&nbsp; 41660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Siderurgica <br> Nacional SA <br> (CSNA3 BZ)<br>| 15553 | &nbsp;&nbsp; 22276 |
|  | Cogna Educacao SA | 181792 | &nbsp;&nbsp; 89605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cruzeiro do Sul <br> Educacional SA<br>| 42900 | &nbsp;&nbsp; 38843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cyrela Brazil Realty <br> SA <br> Empreendimentos <br> e Participacoes<br>| 52448 | &nbsp;&nbsp; 229666 |
| Ω | Desktop SA | 20083 | &nbsp;&nbsp; 29481 |
|  | Dexco SA | 81166 | &nbsp;&nbsp; 81897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dimed SA <br> Distribuidora da <br> Medicamentos<br>| 15800 | &nbsp;&nbsp; 25677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Embraer SA (EMBR3 <br> BZ)<br>| 61354 | &nbsp;&nbsp; 883788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Embraer SA (ERJ <br> US), Sponsored <br> ADR<br>| 6184 | &nbsp;&nbsp; 356075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empreendimentos <br> Pague Menos SA<br>| 49540 | &nbsp;&nbsp; 34769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Even Construtora e <br> Incorporadora SA<br>| 24000 | &nbsp;&nbsp; 29788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ez Tec <br> Empreendimentos <br> e Participacoes <br> SA<br>| 19478 | &nbsp;&nbsp; 47760 |
|  | Fleury SA | 26898 | &nbsp;&nbsp; 68932 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gerdau SA, <br> Sponsored ADR<br>| 187063 | &nbsp;&nbsp; 553706 |
|  | Grendene SA | 25531 | &nbsp;&nbsp; 22980 |
|  | Grupo Mateus SA | 48100 | &nbsp;&nbsp; 62965 |
|  | Grupo SBF SA | 22200 | &nbsp;&nbsp; 43571 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guararapes <br> Confeccoes SA<br>| 15030 | &nbsp;&nbsp; $20748 |
|  | Hypera SA | 33356 | &nbsp;&nbsp; 153152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intelbras SA Industria <br> de <br> Telecomunicacao <br> Eletronica <br> Brasileira<br>| 7100 | &nbsp;&nbsp; 17916 |
|  | Iochpe Maxion SA | 29100 | &nbsp;&nbsp; 75770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Irani Papel e <br> Embalagem SA<br>| 8023 | &nbsp;&nbsp; 10689 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IRB-Brasil <br> Resseguros SA<br>| 12325 | &nbsp;&nbsp; 100153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JHSF Participacoes <br> SA<br>| 78158 | &nbsp;&nbsp; 71883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lavvi <br> Empreendimentos <br> Imobiliarios SA<br>| 16300 | &nbsp;&nbsp; 35717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Localiza Rent a Car <br> SA<br>| 73615 | &nbsp;&nbsp; 455266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lojas Quero-Quero <br> SA<br>| 27475 | &nbsp;&nbsp; 11874 |
|  | Lojas Renner SA | 94022 | &nbsp;&nbsp; 273189 |
| Ω | LWSA SA | 19227 | &nbsp;&nbsp; 12979 |
|  | M Dias Branco SA | 12228 | &nbsp;&nbsp; 53087 |
|  | Magazine Luiza SA | 52400 | &nbsp;&nbsp; 66067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marfrig Global Foods <br> SA<br>| 69554 | &nbsp;&nbsp; 264575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melnick Even <br> Desenvolvimento <br> Imobiliario SA<br>| 15800 | &nbsp;&nbsp; 9283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mills Locacao <br> Servicos e <br> Logistica SA<br>| 9000 | &nbsp;&nbsp; 18082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motiva Infraestrutura <br> de Mobilidade SA<br>| 10700 | &nbsp;&nbsp; 23523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Moura Dubeux <br> Engenharia SA<br>| 15700 | &nbsp;&nbsp; 63394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Movida Participacoes <br> SA<br>| 21135 | &nbsp;&nbsp; 23401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MRV Engenharia e <br> Participacoes SA<br>| 71000 | &nbsp;&nbsp; 75444 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Natura Cosmeticos <br> SA<br>| 95800 | &nbsp;&nbsp; 154490 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oceanpact Servicos <br> Maritimos SA<br>| 18400 | &nbsp;&nbsp; 20012 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oncoclinicas do <br> Brasil Servicos <br> Medicos SA<br>| 16300 | &nbsp;&nbsp; 15865 |
|  | Petroreconcavo SA | 4322 | &nbsp;&nbsp; 10358 |
|  | Porto Seguro SA | 35644 | &nbsp;&nbsp; 330306 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Positivo Tecnologia <br> SA<br>| 17500 | &nbsp;&nbsp; $12407 |
| \* | PRIO SA | 120597 | &nbsp;&nbsp; 908642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Profarma <br> Distribuidora de <br> Produtos <br> Farmaceuticos SA<br>| 7100 | &nbsp;&nbsp; 9396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qualicorp Consultoria <br> e Corretora de <br> Seguros SA<br>| 42800 | &nbsp;&nbsp; 12459 |
|  | Romi SA | 14050 | &nbsp;&nbsp; 20023 |
|  | Sao Martinho SA | 27478 | &nbsp;&nbsp; 85090 |
| Ω | Ser Educacional SA | 36600 | &nbsp;&nbsp; 51702 |
|  | Simpar SA | 49444 | &nbsp;&nbsp; 37881 |
|  | SLC Agricola SA | 18990 | &nbsp;&nbsp; 62163 |
|  | TIM SA | 8050 | &nbsp;&nbsp; 29773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tres Tentos <br> Agroindustrial SA<br>| 9019 | &nbsp;&nbsp; 21953 |
|  | Trisul SA | 14441 | &nbsp;&nbsp; 16015 |
|  | Tupy SA | 12000 | &nbsp;&nbsp; 34524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ultrapar <br> Participacoes SA <br> (UGPA3 BZ)<br>| 84756 | &nbsp;&nbsp; 259889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unifique <br> Telecomunicacoes <br> SA<br>| 17671 | &nbsp;&nbsp; 11834 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Usinas Siderurgicas <br> de Minas Gerais <br> SA Usiminas<br>| 24300 | &nbsp;&nbsp; 20006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valid Solucoes e <br> Servicos de <br> Seguranca em <br> Meios de <br> Pagamento e <br> Identificacao SA<br>| 13000 | &nbsp;&nbsp; 51122 |
|  | Vibra Energia SA | 149579 | &nbsp;&nbsp; 566576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YDUQS <br> Participacoes SA<br>| 36200 | &nbsp;&nbsp; 83655 |
| \* | Zamp SA | 9500 | &nbsp;&nbsp; 5921 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp; 7541492 |
| CHILE — (0.2%) | CHILE — (0.2%) | CHILE — (0.2%) | CHILE — (0.2%) |
|  | Banco Itau Chile SA | 2840 | &nbsp;&nbsp; 37528 |
| \* | CAP SA | 9137 | &nbsp;&nbsp; 43496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Sud Americana <br> de Vapores SA<br>| 2319246 | &nbsp;&nbsp; 117202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empresa Nacional de <br> Telecomunicaciones <br> SA<br>| 27500 | &nbsp;&nbsp; 90359 |
|  | Empresas CMPC SA | 142426 | &nbsp;&nbsp; 200633 |
|  | Ripley Corp. SA | 203862 | &nbsp;&nbsp; 86356 |
|  | Salfacorp SA | 72948 | &nbsp;&nbsp; 53777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sociedad Matriz <br> SAAM SA<br>| 195719 | &nbsp;&nbsp; 23745 |
|  | SONDA SA | 85422 | &nbsp;&nbsp; 28454 |
| TOTAL CHILE | TOTAL CHILE |  | &nbsp;&nbsp; 681550 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (29.0%) | CHINA — (29.0%) | CHINA — (29.0%) | CHINA — (29.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 361 Degrees <br> International Ltd.<br>| 178000 | &nbsp;&nbsp; $140868 |
| Ω | 3SBio, Inc. | 340000 | &nbsp;&nbsp; 1374509 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; 5I5J Holding Group <br> Co. Ltd., Class A<br>| 18200 | &nbsp;&nbsp; 7526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AAC Technologies <br> Holdings, Inc.<br>| 96500 | &nbsp;&nbsp; 487921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Technology <br> & Materials Co. <br> Ltd., Class A<br>| 28900 | &nbsp;&nbsp; 53324 |
| \* | Agora, Inc., ADR | 19783 | &nbsp;&nbsp; 76164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aisino Corp., <br> Class A<br>| 27400 | &nbsp;&nbsp; 35016 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; A-Living Smart City <br> Services Co. Ltd.<br>| 168000 | &nbsp;&nbsp; 63141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allmed Medical <br> Products Co. Ltd., <br> Class A<br>| 10200 | &nbsp;&nbsp; 13137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aluminum Corp. of <br> China Ltd., <br> Class H<br>| 492000 | &nbsp;&nbsp; 388860 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Angang Steel Co. <br> Ltd., Class H<br>| 214600 | &nbsp;&nbsp; 61356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Conch Cement <br> Co. Ltd., Class H<br>| 231000 | &nbsp;&nbsp; 668775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Construction <br> Engineering Group <br> Co. Ltd., Class A<br>| 37200 | &nbsp;&nbsp; 25134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Guangxin <br> Agrochemical Co. <br> Ltd., Class A<br>| 8820 | &nbsp;&nbsp; 14662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Heli Co. Ltd., <br> Class A<br>| 8200 | &nbsp;&nbsp; 20243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Hengyuan <br> Coal Industry & <br> Electricity Power <br> Co. Ltd., Class A<br>| 22700 | &nbsp;&nbsp; 21576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Honglu Steel <br> Construction Group <br> Co. Ltd., Class A<br>| 6500 | &nbsp;&nbsp; 16193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Jiangnan <br> Chemical Industry <br> Co. Ltd., Class A<br>| 24400 | &nbsp;&nbsp; 20616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Jinhe Industrial <br> Co. Ltd., Class A<br>| 8800 | &nbsp;&nbsp; 27431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Transport <br> Consulting & <br> Design Institute <br> Co. Ltd., Class A<br>| 16700 | &nbsp;&nbsp; 20008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Truchum <br> Advanced <br> Materials & <br> Technology Co. <br> Ltd., Class A<br>| 14800 | &nbsp;&nbsp; 18207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Xinhua Media <br> Co. Ltd., Class A<br>| 22500 | &nbsp;&nbsp; 21187 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Yingliu <br> Electromechanical <br> Co. Ltd., Class A<br>| 6600 | &nbsp;&nbsp; $23958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Zhongding <br> Sealing Parts Co. <br> Ltd., Class A<br>| 21800 | &nbsp;&nbsp; 53141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anton Oilfield <br> Services Group<br>| 374000 | &nbsp;&nbsp; 67112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aoshikang <br> Technology Co. <br> Ltd., Class A<br>| 6000 | &nbsp;&nbsp; 32983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aotecar New Energy <br> Technology Co. <br> Ltd., Class A<br>| 60800 | &nbsp;&nbsp; 24217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; APT Satellite <br> Holdings Ltd.<br>| 118000 | &nbsp;&nbsp; 30189 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asia - Potash <br> International <br> Investment <br> Guangzhou Co. <br> Ltd., Class A<br>| 8400 | &nbsp;&nbsp; 37407 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asia Cement China <br> Holdings Corp.<br>| 76500 | &nbsp;&nbsp; 25510 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; AsiaInfo Technologies <br> Ltd.<br>| 52400 | &nbsp;&nbsp; 75634 |
|  | Autohome, Inc., ADR | 3911 | &nbsp;&nbsp; 105949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AviChina Industry & <br> Technology Co. <br> Ltd., Class H<br>| 401000 | &nbsp;&nbsp; 237028 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; BAIC Motor Corp. <br> Ltd., Class H<br>| 169500 | &nbsp;&nbsp; 46300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baidu, Inc. (9888 <br> HK), Class A<br>| 291301 | &nbsp;&nbsp; 3187215 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Baidu, Inc. (BIDU <br> US), Sponsored <br> ADR<br>| 783 | &nbsp;&nbsp; 68802 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; BAIOO Family <br> Interactive Ltd.<br>| 180000 | &nbsp;&nbsp; 14890 |
| \*Ω | Bairong, Inc. | 49000 | &nbsp;&nbsp; 54604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Chongqing <br> Co. Ltd., Class H<br>| 69500 | &nbsp;&nbsp; 68574 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Qingdao Co. <br> Ltd., Class H<br>| 238000 | &nbsp;&nbsp; 122072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Xi'an Co. <br> Ltd., Class A<br>| 90300 | &nbsp;&nbsp; 48166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baoji Titanium <br> Industry Co. Ltd., <br> Class A<br>| 5800 | &nbsp;&nbsp; 24891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baoye Group Co. <br> Ltd., Class H<br>| 50000 | &nbsp;&nbsp; 27617 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baozun, Inc. (BZUN <br> US), Sponsored <br> ADR<br>| 15036 | &nbsp;&nbsp; 40748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BBMG Corp., <br> Class H<br>| 356000 | &nbsp;&nbsp; 36628 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Befar Group Co. Ltd., <br> Class A<br>| 33500 | &nbsp;&nbsp; $20400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beibuwan Port Co. <br> Ltd., Class A<br>| 19300 | &nbsp;&nbsp; 21886 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Capital <br> International Airport <br> Co. Ltd., Class H<br>| 398000 | &nbsp;&nbsp; 154523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing <br> Chunlizhengda <br> Medical <br> Instruments Co. <br> Ltd., Class H<br>| 10250 | &nbsp;&nbsp; 20734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Easpring <br> Material <br> Technology Co. <br> Ltd., Class A<br>| 10200 | &nbsp;&nbsp; 58206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Energy <br> International <br> Holding Co. Ltd.<br>| 162400 | &nbsp;&nbsp; 30985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Enterprises <br> Holdings Ltd.<br>| 99000 | &nbsp;&nbsp; 414222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Enterprises <br> Water Group Ltd.<br>| 648000 | &nbsp;&nbsp; 221762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Gehua CATV <br> Network Co. Ltd., <br> Class A<br>| 36200 | &nbsp;&nbsp; 43387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing GeoEnviron <br> Engineering & <br> Technology, Inc., <br> Class A<br>| 30700 | &nbsp;&nbsp; 26659 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Haixin Energy <br> Technology Co. <br> Ltd., Class A<br>| 46600 | &nbsp;&nbsp; 21915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Haohua <br> Energy Resource <br> Co. Ltd., Class A<br>| 22200 | &nbsp;&nbsp; 22443 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Jetsen <br> Technology Co. <br> Ltd., Class A<br>| 31300 | &nbsp;&nbsp; 24881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Jingyuntong <br> Technology Co. <br> Ltd., Class A<br>| 32300 | &nbsp;&nbsp; 16528 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing North Star <br> Co. Ltd., Class H<br>| 134000 | &nbsp;&nbsp; 14859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Originwater <br> Technology Co. <br> Ltd., Class A<br>| 72062 | &nbsp;&nbsp; 46269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sanyuan <br> Foods Co. Ltd., <br> Class A<br>| 20500 | &nbsp;&nbsp; 13197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Shunxin <br> Agriculture Co. <br> Ltd., Class A<br>| 8900 | &nbsp;&nbsp; 19439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sinnet <br> Technology Co. <br> Ltd., Class A<br>| 19700 | &nbsp;&nbsp; 39733 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing SL <br> Pharmaceutical <br> Co. Ltd., Class A<br>| 23600 | &nbsp;&nbsp; $27652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Strong <br> Biotechnologies, <br> Inc., Class A<br>| 11400 | &nbsp;&nbsp; 23198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Wandong <br> Medical <br> Technology Co. <br> Ltd., Class A<br>| 11200 | &nbsp;&nbsp; 27178 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Watertek <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 58000 | &nbsp;&nbsp; 38647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Zhong Ke <br> San Huan <br> High-Tech Co. Ltd., <br> Class A<br>| 15870 | &nbsp;&nbsp; 29118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beiqi Foton Motor <br> Co. Ltd., Class A<br>| 67500 | &nbsp;&nbsp; 25189 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bengang Steel Plates <br> Co. Ltd., Class A<br>| 61300 | &nbsp;&nbsp; 32301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Best Pacific <br> International <br> Holdings Ltd.<br>| 70000 | &nbsp;&nbsp; 25676 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BGI Genomics Co. <br> Ltd., Class A<br>| 4300 | &nbsp;&nbsp; 31756 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Blue Moon Group <br> Holdings Ltd.<br>| 32000 | &nbsp;&nbsp; 15421 |
| Ω | BOC Aviation Ltd. | 34900 | &nbsp;&nbsp; 317065 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BOE HC SemiTek <br> Corp.<br>| 17900 | &nbsp;&nbsp; 18460 |
|  | BOE Varitronix Ltd. | 38000 | &nbsp;&nbsp; 28644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boyaa Interactive <br> International Ltd.<br>| 124000 | &nbsp;&nbsp; 118648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bright Dairy & Food <br> Co. Ltd., Class A<br>| 19900 | &nbsp;&nbsp; 23586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brilliance China <br> Automotive <br> Holdings Ltd.<br>| 424000 | &nbsp;&nbsp; 169132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bros Eastern Co. <br> Ltd., Class A<br>| 15400 | &nbsp;&nbsp; 11288 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; B-Soft Co. Ltd., <br> Class A<br>| 45500 | &nbsp;&nbsp; 36520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BTG Hotels Group <br> Co. Ltd., Class A<br>| 12900 | &nbsp;&nbsp; 24915 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; C C Land Holdings <br> Ltd.<br>| 243000 | &nbsp;&nbsp; 37043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C&D International <br> Investment Group <br> Ltd.<br>| 126756 | &nbsp;&nbsp; 255724 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; C&S Paper Co. Ltd., <br> Class A<br>| 19400 | &nbsp;&nbsp; 20372 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; CALB Group Co. <br> Ltd.<br>| 25400 | &nbsp;&nbsp; 63507 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Camel Group Co. <br> Ltd., Class A<br>| 13000 | &nbsp;&nbsp; $16402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cangzhou Mingzhu <br> Plastic Co. Ltd., <br> Class A<br>| 50000 | &nbsp;&nbsp; 25400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canmax <br> Technologies Co. <br> Ltd., Class A<br>| 9100 | &nbsp;&nbsp; 25155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canny Elevator Co. <br> Ltd., Class A<br>| 14700 | &nbsp;&nbsp; 14939 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Group <br> Holdings, Inc.<br>| 122000 | &nbsp;&nbsp; 27306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CECEP Solar Energy <br> Co. Ltd., Class A<br>| 43300 | &nbsp;&nbsp; 27175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central China Land <br> Media Co. Ltd., <br> Class A<br>| 14400 | &nbsp;&nbsp; 25671 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Central China <br> Securities Co. Ltd., <br> Class H<br>| 136000 | &nbsp;&nbsp; 47454 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; CGN New Energy <br> Holdings Co. Ltd.<br>| 254000 | &nbsp;&nbsp; 78970 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CGN Nuclear <br> Technology <br> Development Co. <br> Ltd., Class A<br>| 24800 | &nbsp;&nbsp; 26859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changchun Faway <br> Automobile <br> Components Co. <br> Ltd., Class A<br>| 16200 | &nbsp;&nbsp; 22978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changhong Meiling <br> Co. Ltd., Class A<br>| 8700 | &nbsp;&nbsp; 8771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changjiang & <br> Jinggong Steel <br> Building Group Co. <br> Ltd., Class A<br>| 62400 | &nbsp;&nbsp; 28335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changjiang <br> Publishing & Media <br> Co. Ltd., Class A<br>| 27900 | &nbsp;&nbsp; 36525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chaoju Eye Care <br> Holdings Ltd.<br>| 47500 | &nbsp;&nbsp; 17942 |
| Ω | Cheerwin Group Ltd. | 57500 | &nbsp;&nbsp; 20028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Fusen <br> Noble-House <br> Industrial Co. Ltd., <br> Class A<br>| 9700 | &nbsp;&nbsp; 16089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Hongqi <br> Chain Co. Ltd., <br> Class A<br>| 31400 | &nbsp;&nbsp; 26562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Kanghong <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 7800 | &nbsp;&nbsp; 44367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Wintrue <br> Holding Co. Ltd., <br> Class A<br>| 16100 | &nbsp;&nbsp; 23537 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chengxin Lithium <br> Group Co. Ltd., <br> Class A<br>| 12500 | &nbsp;&nbsp; $26928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengzhi Co. Ltd., <br> Class A<br>| 12800 | &nbsp;&nbsp; 13788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chervon Holdings <br> Ltd.<br>| 19400 | &nbsp;&nbsp; 44442 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Aerospace <br> International <br> Holdings Ltd.<br>| 354000 | &nbsp;&nbsp; 21564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China BlueChemical <br> Ltd., Class H<br>| 356000 | &nbsp;&nbsp; 98193 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Bohai Bank <br> Co. Ltd., Class H<br>| 519000 | &nbsp;&nbsp; 68110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China CAMC <br> Engineering Co. <br> Ltd., Class A<br>| 8800 | &nbsp;&nbsp; 10381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Chunlai <br> Education Group <br> Co. Ltd.<br>| 54000 | &nbsp;&nbsp; 30679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Cinda Asset <br> Management Co. <br> Ltd., Class H<br>| 1293000 | &nbsp;&nbsp; 233528 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Coal Energy <br> Co. Ltd., Class H<br>| 343000 | &nbsp;&nbsp; 421447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Coal Xinji <br> Energy Co. Ltd., <br> Class A<br>| 41800 | &nbsp;&nbsp; 37445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China <br> Communications <br> Services Corp. <br> Ltd., Class H<br>| 356000 | &nbsp;&nbsp; 207348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Conch Venture <br> Holdings Ltd.<br>| 256000 | &nbsp;&nbsp; 312809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China CYTS Tours <br> Holding Co. Ltd., <br> Class A<br>| 7200 | &nbsp;&nbsp; 9851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Design Group <br> Co. Ltd., Class A<br>| 8200 | &nbsp;&nbsp; 9563 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Development <br> Bank Financial <br> Leasing Co. Ltd., <br> Class H<br>| 378000 | &nbsp;&nbsp; 80621 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Eastern <br> Airlines Corp. Ltd., <br> Class H<br>| 100000 | &nbsp;&nbsp; 36030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Education <br> Group Holdings <br> Ltd.<br>| 5400 | &nbsp;&nbsp; 1905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Electronics <br> Huada Technology <br> Co. Ltd.<br>| 72000 | &nbsp;&nbsp; 13250 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Electronics <br> Optics Valley Union <br> Holding Co. Ltd.<br>| 468000 | &nbsp;&nbsp; 15455 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Energy <br> Engineering Corp. <br> Ltd. (3996 HK), <br> Class H<br>| 458000 | &nbsp;&nbsp; $75655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Energy <br> Engineering Corp. <br> Ltd. (601868 C1), <br> Class A<br>| 228779 | &nbsp;&nbsp; 82287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Everbright <br> Bank Co. Ltd., <br> Class H<br>| 85000 | &nbsp;&nbsp; 39943 |
| # | China Everbright Ltd. | 106000 | &nbsp;&nbsp; 108228 |
| Ω | China Feihe Ltd. | 685000 | &nbsp;&nbsp; 407233 |
|  | China Foods Ltd. | 180000 | &nbsp;&nbsp; 74952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Galaxy <br> Securities Co. Ltd., <br> Class H<br>| 721500 | &nbsp;&nbsp; 975043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Gas Holdings <br> Ltd.<br>| 519322 | &nbsp;&nbsp; 545495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Gold <br> International <br> Resources Corp. <br> Ltd. (2099 HK)<br>| 44800 | &nbsp;&nbsp; 385144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Green <br> Electricity <br> Investment of <br> Tianjin Co. Ltd., <br> Class A<br>| 23800 | &nbsp;&nbsp; 28531 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Hongqiao <br> Group Ltd.<br>| 438000 | &nbsp;&nbsp; 1155398 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China International <br> Capital Corp. Ltd., <br> Class H<br>| 252400 | &nbsp;&nbsp; 640904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China International <br> Marine Containers <br> Group Co. Ltd., <br> Class H<br>| 165570 | &nbsp;&nbsp; 177824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Jinmao <br> Holdings Group <br> Ltd.<br>| 474298 | &nbsp;&nbsp; 86301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Lesso Group <br> Holdings Ltd.<br>| 182000 | &nbsp;&nbsp; 108289 |
|  | China Lilang Ltd. | 100000 | &nbsp;&nbsp; 47214 |
| \*Ω | China Literature Ltd. | 18800 | &nbsp;&nbsp; 73882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Medical <br> System Holdings <br> Ltd.<br>| 230000 | &nbsp;&nbsp; 390518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Meheco Group <br> Co. Ltd., Class A<br>| 15260 | &nbsp;&nbsp; 23379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Meidong Auto <br> Holdings Ltd.<br>| 168000 | &nbsp;&nbsp; 44437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Mengniu Dairy <br> Co. Ltd.<br>| 586000 | &nbsp;&nbsp; 1219475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants Port <br> Holdings Co. Ltd.<br>| 257610 | &nbsp;&nbsp; 506509 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Property Operation <br> & Service Co. Ltd., <br> Class A<br>| 14200 | &nbsp;&nbsp; $24377 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Securities Co. Ltd., <br> Class H<br>| 86800 | &nbsp;&nbsp; 179435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Minsheng <br> Banking Corp. Ltd., <br> Class H<br>| 409000 | &nbsp;&nbsp; 246172 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Modern Dairy <br> Holdings Ltd.<br>| 643000 | &nbsp;&nbsp; 97105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National <br> Accord Medicines <br> Corp. Ltd., <br> Class A<br>| 5200 | &nbsp;&nbsp; 18390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National <br> Building Material <br> Co. Ltd., Class H<br>| 402785 | &nbsp;&nbsp; 239635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National Gold <br> Group Gold <br> Jewellery Co. Ltd., <br> Class A<br>| 18900 | &nbsp;&nbsp; 21442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Nonferrous <br> Metal Industry's <br> Foreign <br> Engineering & <br> Construction Co. <br> Ltd., Class A<br>| 23600 | &nbsp;&nbsp; 19344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Nonferrous <br> Mining Corp. Ltd.<br>| 225000 | &nbsp;&nbsp; 218608 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Oil & Gas <br> Group Ltd.<br>| 900000 | &nbsp;&nbsp; 18218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Oilfield <br> Services Ltd., <br> Class H<br>| 304000 | &nbsp;&nbsp; 269991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Oriental Group <br> Co. Ltd.<br>| 252000 | &nbsp;&nbsp; 60524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Overseas <br> Grand Oceans <br> Group Ltd.<br>| 356000 | &nbsp;&nbsp; 87862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Overseas Land <br> & Investment Ltd.<br>| 568000 | &nbsp;&nbsp; 982355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Petroleum <br> Engineering Corp., <br> Class A<br>| 71500 | &nbsp;&nbsp; 34109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Publishing & <br> Media Co. Ltd., <br> Class A<br>| 28500 | &nbsp;&nbsp; 26662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Railway Group <br> Ltd., Class H<br>| 191000 | &nbsp;&nbsp; 96098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Railway <br> Hi-tech Industry <br> Co. Ltd., Class A<br>| 19300 | &nbsp;&nbsp; 24335 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Railway <br> Materials Co. Ltd., <br> Class A<br>| 64200 | &nbsp;&nbsp; $23787 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Railway Signal <br> & Communication <br> Corp. Ltd., <br> Class H<br>| 286000 | &nbsp;&nbsp; 125030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Railway <br> Tielong Container <br> Logistics Co. Ltd., <br> Class A<br>| 25900 | &nbsp;&nbsp; 20539 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Rare Earth <br> Holdings Ltd.<br>| 348000 | &nbsp;&nbsp; 31032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Reinsurance <br> Group Corp., <br> Class H<br>| 1283000 | &nbsp;&nbsp; 222707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Boya <br> Bio-pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 5200 | &nbsp;&nbsp; 19479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Building Materials <br> Technology <br> Holdings Ltd.<br>| 556000 | &nbsp;&nbsp; 135609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Gas Group Ltd.<br>| 17400 | &nbsp;&nbsp; 44045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Land Ltd.<br>| 398000 | &nbsp;&nbsp; 1459453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Medical Holdings <br> Co. Ltd.<br>| 168500 | &nbsp;&nbsp; 95312 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Pharmaceutical <br> Group Ltd.<br>| 375500 | &nbsp;&nbsp; 262221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Risun Group <br> Ltd.<br>| 163000 | &nbsp;&nbsp; 49092 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Ruifeng <br> Renewable Energy <br> Holdings Ltd.<br>| 294000 | &nbsp;&nbsp; 14928 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Sanjiang Fine <br> Chemicals Co. <br> Ltd.<br>| 149000 | &nbsp;&nbsp; 33384 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Shengmu <br> Organic Milk Ltd.<br>| 453000 | &nbsp;&nbsp; 17612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Shineway <br> Pharmaceutical <br> Group Ltd.<br>| 66000 | &nbsp;&nbsp; 70300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China State <br> Construction <br> International <br> Holdings Ltd.<br>| 304000 | &nbsp;&nbsp; 465725 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Sunshine <br> Paper Holdings <br> Co. Ltd.<br>| 117500 | &nbsp;&nbsp; 28852 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Taiping <br> Insurance Holdings <br> Co. Ltd.<br>| 282800 | &nbsp;&nbsp; $628382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Tianying, Inc., <br> Class A<br>| 40700 | &nbsp;&nbsp; 24238 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Tower Corp. <br> Ltd., Class H<br>| 553000 | &nbsp;&nbsp; 773821 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; China Traditional <br> Chinese Medicine <br> Holdings Co. Ltd.<br>| 392000 | &nbsp;&nbsp; 111912 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China TransInfo <br> Technology Co. <br> Ltd., Class A<br>| 21600 | &nbsp;&nbsp; 31981 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Travel <br> International <br> Investment Hong <br> Kong Ltd.<br>| 416000 | &nbsp;&nbsp; 97818 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Vanke Co. <br> Ltd., Class H<br>| 442300 | &nbsp;&nbsp; 280633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Vered <br> Financial Holding <br> Corp. Ltd.<br>| 185000 | &nbsp;&nbsp; 24687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China XLX Fertiliser <br> Ltd.<br>| 134000 | &nbsp;&nbsp; 111751 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Yongda <br> Automobiles <br> Services Holdings <br> Ltd.<br>| 313000 | &nbsp;&nbsp; 89162 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Youran Dairy <br> Group Ltd.<br>| 324000 | &nbsp;&nbsp; 152386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Zheshang <br> Bank Co. Ltd., <br> Class H<br>| 380099 | &nbsp;&nbsp; 133570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinasoft <br> International Ltd.<br>| 456000 | &nbsp;&nbsp; 329403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinese Universe <br> Publishing & Media <br> Group Co. Ltd., <br> Class A<br>| 11900 | &nbsp;&nbsp; 16505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing <br> Department Store <br> Co. Ltd., Class A<br>| 5800 | &nbsp;&nbsp; 23526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Fuling <br> Zhacai Group Co. <br> Ltd., Class A<br>| 23400 | &nbsp;&nbsp; 42549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Gas <br> Group Corp. Ltd., <br> Class A<br>| 9214 | &nbsp;&nbsp; 7270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Machinery <br> & Electric Co. Ltd., <br> Class H<br>| 126000 | &nbsp;&nbsp; 22475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Road & <br> Bridge Co. Ltd., <br> Class A<br>| 30200 | &nbsp;&nbsp; 26999 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Rural <br> Commercial Bank <br> Co. Ltd., Class H<br>| 456000 | &nbsp;&nbsp; $361672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Sanfeng <br> Environment Group <br> Corp. Ltd., <br> Class A<br>| 28400 | &nbsp;&nbsp; 33432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Zongshen <br> Power Machinery <br> Co. Ltd., Class A<br>| 17828 | &nbsp;&nbsp; 57920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chow Tai Seng <br> Jewellery Co. Ltd., <br> Class A<br>| 14300 | &nbsp;&nbsp; 25732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CIMC Enric Holdings <br> Ltd.<br>| 142000 | &nbsp;&nbsp; 121152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cisen Pharmaceutical <br> Co. Ltd., Class A<br>| 8300 | &nbsp;&nbsp; 34567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CITIC Resources <br> Holdings Ltd.<br>| 674000 | &nbsp;&nbsp; 34684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; City Development <br> Environment Co. <br> Ltd., Class A<br>| 17280 | &nbsp;&nbsp; 33210 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Citychamp Watch & <br> Jewellery Group <br> Ltd.<br>| 188000 | &nbsp;&nbsp; 9055 |
| \* | ClouDr Group Ltd. | 134300 | &nbsp;&nbsp; 25529 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CMGE Technology <br> Group Ltd.<br>| 374000 | &nbsp;&nbsp; 24248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CMST Development <br> Co. Ltd., Class A<br>| 27600 | &nbsp;&nbsp; 22557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNNC Hua Yuan <br> Titanium Dioxide <br> Co. Ltd., Class A<br>| 65400 | &nbsp;&nbsp; 38007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNSIG Inner <br> Mongolia Chemical <br> Industry Co. Ltd., <br> Class A<br>| 32100 | &nbsp;&nbsp; 34987 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; COFCO <br> Biotechnology Co. <br> Ltd., Class A<br>| 17700 | &nbsp;&nbsp; 14388 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; COFCO Joycome <br> Foods Ltd.<br>| 574000 | &nbsp;&nbsp; 127486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cofoe Medical <br> Technology Co. <br> Ltd., Class A<br>| 3500 | &nbsp;&nbsp; 17927 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Comba Telecom <br> Systems Holdings <br> Ltd.<br>| 230000 | &nbsp;&nbsp; 54015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concord New Energy <br> Group Ltd.<br>| 1520000 | &nbsp;&nbsp; 80489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Consun <br> Pharmaceutical <br> Group Ltd.<br>| 112000 | &nbsp;&nbsp; 196449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Development Co. <br> Ltd., Class H<br>| 819000 | &nbsp;&nbsp; 121953 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Energy <br> Transportation Co. <br> Ltd., Class H<br>| 184000 | &nbsp;&nbsp; $149462 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Holdings Co. Ltd., <br> Class H<br>| 215000 | &nbsp;&nbsp; 393007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> International Hong <br> Kong Co. Ltd.<br>| 116000 | &nbsp;&nbsp; 85063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Ports Ltd.<br>| 310146 | &nbsp;&nbsp; 217184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Specialized <br> Carriers Co. Ltd., <br> Class A<br>| 23500 | &nbsp;&nbsp; 21811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CQ Pharmaceutical <br> Holding Co. Ltd., <br> Class A<br>| 41800 | &nbsp;&nbsp; 30667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSG Holding Co. <br> Ltd., Class A<br>| 37592 | &nbsp;&nbsp; 24951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSPC <br> Pharmaceutical <br> Group Ltd.<br>| 820000 | &nbsp;&nbsp; 1030571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSSC Hong Kong <br> Shipping Co. Ltd.<br>| 300000 | &nbsp;&nbsp; 82858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Daan Gene Co. Ltd., <br> Class A<br>| 30000 | &nbsp;&nbsp; 28978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dajin Heavy Industry <br> Co. Ltd., Class A<br>| 5200 | &nbsp;&nbsp; 23045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalian Huarui Heavy <br> Industry Group Co. <br> Ltd., Class A<br>| 36900 | &nbsp;&nbsp; 31766 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Damai Entertainment <br> Holdings Ltd.<br>| 2470000 | &nbsp;&nbsp; 347941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dashang Co. Ltd., <br> Class A<br>| 10769 | &nbsp;&nbsp; 29220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dawnrays <br> Pharmaceutical <br> Holdings Ltd.<br>| 155000 | &nbsp;&nbsp; 27211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deppon Logistics Co. <br> Ltd., Class A<br>| 7000 | &nbsp;&nbsp; 15121 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dezhan Healthcare <br> Co. Ltd., Class A<br>| 69800 | &nbsp;&nbsp; 47011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dian Diagnostics <br> Group Co. Ltd., <br> Class A<br>| 15800 | &nbsp;&nbsp; 35265 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Digital China <br> Holdings Ltd.<br>| 99000 | &nbsp;&nbsp; 38347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Do-Fluoride New <br> Materials Co. Ltd., <br> Class A<br>| 13200 | &nbsp;&nbsp; 22747 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dongfang Electric <br> Corp. Ltd., <br> Class H<br>| 69800 | &nbsp;&nbsp; 163809 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongfeng Motor <br> Group Co. Ltd., <br> Class H<br>| 398000 | &nbsp;&nbsp; $239480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongguan <br> Development <br> Holdings Co. Ltd., <br> Class A<br>| 20800 | &nbsp;&nbsp; 31799 |
|  | Dongyue Group Ltd. | 245000 | &nbsp;&nbsp; 323827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DouYu International <br> Holdings Ltd., <br> ADR<br>| 7339 | &nbsp;&nbsp; 63556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynagreen <br> Environmental <br> Protection Group <br> Co. Ltd., Class H<br>| 77000 | &nbsp;&nbsp; 49726 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Easyhome New <br> Retail Group Co. <br> Ltd., Class A<br>| 58000 | &nbsp;&nbsp; 23909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; E-Commodities <br> Holdings Ltd.<br>| 414000 | &nbsp;&nbsp; 50587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Edvantage Group <br> Holdings Ltd.<br>| 53740 | &nbsp;&nbsp; 11303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EEKA Fashion <br> Holdings Ltd.<br>| 51000 | &nbsp;&nbsp; 44120 |
|  | Era Co. Ltd., Class A | 28900 | &nbsp;&nbsp; 16819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Essex Bio-technology <br> Ltd.<br>| 59000 | &nbsp;&nbsp; 38668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eternal Asia Supply <br> Chain <br> Management Ltd., <br> Class A<br>| 31100 | &nbsp;&nbsp; 19332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ever Sunshine <br> Services Group <br> Ltd.<br>| 108000 | &nbsp;&nbsp; 28508 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Everbright Securities <br> Co. Ltd., Class H<br>| 65200 | &nbsp;&nbsp; 86849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Excellence <br> Commercial <br> Property & <br> Facilities <br> Management <br> Group Ltd.<br>| 69000 | &nbsp;&nbsp; 12777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fangda Carbon New <br> Material Co. Ltd., <br> Class A<br>| 30200 | &nbsp;&nbsp; 20078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fangda Special Steel <br> Technology Co. <br> Ltd., Class A<br>| 24000 | &nbsp;&nbsp; 19496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far East Horizon <br> Ltd.<br>| 267000 | &nbsp;&nbsp; 271773 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Farasis Energy Gan <br> Zhou Co. Ltd., <br> Class A<br>| 15604 | &nbsp;&nbsp; 34657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FAWER Automotive <br> Parts Co. Ltd., <br> Class A<br>| 23200 | &nbsp;&nbsp; 19123 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Feilong Auto <br> Components Co. <br> Ltd., Class A<br>| 17800 | &nbsp;&nbsp; $42266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FESCO Group Co. <br> Ltd., Class A<br>| 8400 | &nbsp;&nbsp; 24485 |
| \* | FIH Mobile Ltd. | 67200 | &nbsp;&nbsp; 119789 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Financial Street <br> Holdings Co. Ltd., <br> Class A<br>| 69300 | &nbsp;&nbsp; 28203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FinVolution Group, <br> ADR<br>| 31745 | &nbsp;&nbsp; 272690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Tractor Co. Ltd., <br> Class H<br>| 24000 | &nbsp;&nbsp; 21664 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Flat Glass Group Co. <br> Ltd., Class H<br>| 29000 | &nbsp;&nbsp; 37611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foshan Electrical & <br> Lighting Co. Ltd., <br> Class A<br>| 20800 | &nbsp;&nbsp; 18571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fosun International <br> Ltd.<br>| 127500 | &nbsp;&nbsp; 87990 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fu Shou Yuan <br> International Group <br> Ltd.<br>| 236000 | &nbsp;&nbsp; 108458 |
|  | Fufeng Group Ltd. | 313000 | &nbsp;&nbsp; 345573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Longking Co. <br> Ltd., Class A<br>| 7900 | &nbsp;&nbsp; 13167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Star-net <br> Communication <br> Co. Ltd., Class A<br>| 10400 | &nbsp;&nbsp; 38306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Sunner <br> Development Co. <br> Ltd., Class A<br>| 11100 | &nbsp;&nbsp; 24579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Yuanli Active <br> Carbon Co. Ltd., <br> Class A<br>| 10300 | &nbsp;&nbsp; 21512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fushun Special Steel <br> Co. Ltd., Class A<br>| 24500 | &nbsp;&nbsp; 19152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gansu Energy <br> Chemical Co. Ltd., <br> Class A<br>| 102700 | &nbsp;&nbsp; 35347 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gansu Jiu Steel <br> Group Hongxing <br> Iron & Steel Co. <br> Ltd., Class A<br>| 83950 | &nbsp;&nbsp; 20528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gansu Shangfeng <br> Cement Co. Ltd., <br> Class A<br>| 12600 | &nbsp;&nbsp; 15286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gansu Yasheng <br> Industrial Group <br> Co. Ltd., Class A<br>| 59700 | &nbsp;&nbsp; 24774 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; GCL Technology <br> Holdings Ltd.<br>| 166000 | &nbsp;&nbsp; 24596 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GDS Holdings Ltd. <br> (9698 HK), <br> Class A<br>| 82900 | &nbsp;&nbsp; 373609 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Geely Automobile <br> Holdings Ltd.<br>| 991000 | &nbsp;&nbsp; $2222830 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Gemdale Properties <br> & Investment Corp. <br> Ltd.<br>| 1608000 | &nbsp;&nbsp; 58416 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Genertec Universal <br> Medical Group Co. <br> Ltd.<br>| 171000 | &nbsp;&nbsp; 139985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GF Securities Co. <br> Ltd., Class H<br>| 187000 | &nbsp;&nbsp; 408296 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Global New Material <br> International <br> Holdings Ltd.<br>| 63000 | &nbsp;&nbsp; 41337 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Glorious Property <br> Holdings Ltd.<br>| 294000 | &nbsp;&nbsp; 281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldenmax <br> International Group <br> Ltd., Class A<br>| 19400 | &nbsp;&nbsp; 32270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldwind Science & <br> Technology Co. <br> Ltd., Class H<br>| 75878 | &nbsp;&nbsp; 67355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goodbaby <br> International <br> Holdings Ltd.<br>| 204000 | &nbsp;&nbsp; 28438 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grand <br> Pharmaceutical <br> Group Ltd.<br>| 179500 | &nbsp;&nbsp; 198520 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grandjoy Holdings <br> Group Co. Ltd., <br> Class A<br>| 62300 | &nbsp;&nbsp; 26080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Wall Motor Co. <br> Ltd., Class H<br>| 189000 | &nbsp;&nbsp; 308434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greentown China <br> Holdings Ltd.<br>| 209000 | &nbsp;&nbsp; 262887 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Greentown <br> Management <br> Holdings Co. Ltd.<br>| 96000 | &nbsp;&nbsp; 34852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greentown Service <br> Group Co. Ltd.<br>| 244000 | &nbsp;&nbsp; 148566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong <br> Construction <br> Engineering Group <br> Co. Ltd., Class A<br>| 72100 | &nbsp;&nbsp; 36718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong <br> Dongfang <br> Precision Science <br> & Technology Co. <br> Ltd., Class A<br>| 15800 | &nbsp;&nbsp; 30997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong <br> Dowstone <br> Technology Co. <br> Ltd., Class A<br>| 12300 | &nbsp;&nbsp; 29094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Ellington <br> Electronics <br> Technology Co. <br> Ltd., Class A<br>| 9700 | &nbsp;&nbsp; 14337 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Fenghua <br> Advanced <br> Technology <br> Holding Co. Ltd., <br> Class A<br>| 12200 | &nbsp;&nbsp; $23555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Guanhao <br> High-Tech Co. Ltd., <br> Class A<br>| 57600 | &nbsp;&nbsp; 24939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Hongtu <br> Technology <br> Holdings Co. Ltd., <br> Class A<br>| 24000 | &nbsp;&nbsp; 40616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Kinlong <br> Hardware Products <br> Co. Ltd., Class A<br>| 8700 | &nbsp;&nbsp; 26726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Tapai <br> Group Co. Ltd., <br> Class A<br>| 14400 | &nbsp;&nbsp; 16155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Vanward <br> New Electric Co. <br> Ltd., Class A<br>| 15600 | &nbsp;&nbsp; 25319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Xinbao <br> Electrical <br> Appliances <br> Holdings Co. Ltd., <br> Class A<br>| 8900 | &nbsp;&nbsp; 18221 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong <br> Zhongnan Iron & <br> Steel Co. Ltd., <br> Class A<br>| 54800 | &nbsp;&nbsp; 22682 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guanghui Logistics <br> Co. Ltd., Class A<br>| 17000 | &nbsp;&nbsp; 17974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangshen Railway <br> Co. Ltd., Class H<br>| 280000 | &nbsp;&nbsp; 69816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangxi LiuYao <br> Group Co. Ltd., <br> Class A<br>| 3700 | &nbsp;&nbsp; 9271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou <br> Automobile Group <br> Co. Ltd., Class H<br>| 284000 | &nbsp;&nbsp; 114761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou <br> Baiyunshan <br> Pharmaceutical <br> Holdings Co. Ltd., <br> Class H<br>| 30000 | &nbsp;&nbsp; 69067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Kingmed <br> Diagnostics Group <br> Co. Ltd., Class A<br>| 8100 | &nbsp;&nbsp; 34674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Wondfo <br> Biotech Co. Ltd., <br> Class A<br>| 3200 | &nbsp;&nbsp; 10614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guilin Layn Natural <br> Ingredients Corp., <br> Class A<br>| 12100 | &nbsp;&nbsp; 13868 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Chanhen <br> Chemical Corp., <br> Class A<br>| 7600 | &nbsp;&nbsp; $25958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Panjiang <br> Refined Coal Co. <br> Ltd., Class A<br>| 20900 | &nbsp;&nbsp; 14488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Tyre Co. <br> Ltd., Class A<br>| 27600 | &nbsp;&nbsp; 17338 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Zhenhua <br> E-chem, Inc., <br> Class A<br>| 6533 | &nbsp;&nbsp; 12453 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guoguang Electric <br> Co. Ltd., Class A<br>| 12600 | &nbsp;&nbsp; 26899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guoquan Food <br> Shanghai Co. Ltd.<br>| 246800 | &nbsp;&nbsp; 114983 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Guotai Haitong <br> Securities Co. Ltd., <br> Class H<br>| 390288 | &nbsp;&nbsp; 842526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haier Smart Home <br> Co. Ltd. (6690 <br> HK), Class H<br>| 214600 | &nbsp;&nbsp; 676071 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Meilan <br> International Airport <br> Co. Ltd., Class H<br>| 41000 | &nbsp;&nbsp; 56240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Mining Co. <br> Ltd., Class A<br>| 18400 | &nbsp;&nbsp; 20236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haitian International <br> Holdings Ltd.<br>| 84000 | &nbsp;&nbsp; 227703 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Haitong UniTrust <br> International <br> Leasing Co. Ltd., <br> Class H<br>| 310000 | &nbsp;&nbsp; 33137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hand Enterprise <br> Solutions Co. Ltd., <br> Class A<br>| 14000 | &nbsp;&nbsp; 36603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangxiao Steel <br> Structure Co. Ltd., <br> Class A<br>| 63800 | &nbsp;&nbsp; 23458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Binjiang <br> Real Estate Group <br> Co. Ltd., Class A<br>| 34100 | &nbsp;&nbsp; 47234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Haoyue <br> Personal Care Co. <br> Ltd., Class A<br>| 2660 | &nbsp;&nbsp; 14448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Huawang <br> New Material <br> Technology Co. <br> Ltd., Class A<br>| 8160 | &nbsp;&nbsp; 10222 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Iron & <br> Steel Co., Class A<br>| 63800 | &nbsp;&nbsp; 78632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Lion <br> Microelectronics <br> Co. Ltd., Class A<br>| 7000 | &nbsp;&nbsp; 23899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Electric Co. <br> Ltd., Class H<br>| 164000 | &nbsp;&nbsp; 156342 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harbin <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 28000 | &nbsp;&nbsp; $15727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HBIS Resources Co. <br> Ltd., Class A<br>| 11400 | &nbsp;&nbsp; 21900 |
| \*Ω | HBM Holdings Ltd. | 63000 | &nbsp;&nbsp; 75016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Health & Happiness <br> H&H International <br> Holdings Ltd.<br>| 56000 | &nbsp;&nbsp; 81636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hefei Urban <br> Construction <br> Development Co. <br> Ltd., Class A<br>| 23700 | &nbsp;&nbsp; 22641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HeiLongJiang ZBD <br> Pharmaceutical <br> Co. Ltd., Class A<br>| 14600 | &nbsp;&nbsp; 26421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hello Group, Inc., <br> Sponsored ADR<br>| 24364 | &nbsp;&nbsp; 200516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Liliang <br> Diamond Co. Ltd., <br> Class A<br>| 2600 | &nbsp;&nbsp; 10655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Mingtai Al <br> Industrial Co. Ltd., <br> Class A<br>| 19640 | &nbsp;&nbsp; 33646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Pinggao <br> Electric Co. Ltd., <br> Class A<br>| 18300 | &nbsp;&nbsp; 39813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Thinker <br> Automatic <br> Equipment Co. <br> Ltd., Class A<br>| 7700 | &nbsp;&nbsp; 30902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Yuguang Gold <br> & Lead Co. Ltd., <br> Class A<br>| 24400 | &nbsp;&nbsp; 27629 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Henan Zhongfu <br> Industry Co. Ltd., <br> Class A<br>| 44100 | &nbsp;&nbsp; 28078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengan International <br> Group Co. Ltd.<br>| 69500 | &nbsp;&nbsp; 207625 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hengdeli Holdings <br> Ltd.<br>| 201037 | &nbsp;&nbsp; 3204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hitevision Co. Ltd., <br> Class A<br>| 3900 | &nbsp;&nbsp; 13423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HMT Xiamen New <br> Technical Materials <br> Co. Ltd., Class A<br>| 7700 | &nbsp;&nbsp; 48263 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HNA Technology Co. <br> Ltd., Class A<br>| 65000 | &nbsp;&nbsp; 34610 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hongyuan Green <br> Energy Co. Ltd., <br> Class A<br>| 20100 | &nbsp;&nbsp; 54013 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hopson Development <br> Holdings Ltd.<br>| 235295 | &nbsp;&nbsp; 113284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Horizon Construction <br> Development Ltd.<br>| 256332 | &nbsp;&nbsp; 37315 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hoymiles Power <br> Electronics, Inc., <br> Class A<br>| 1103 | &nbsp;&nbsp; $15633 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hua Hong <br> Semiconductor <br> Ltd.<br>| 140000 | &nbsp;&nbsp; 720811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huabao International <br> Holdings Ltd.<br>| 48000 | &nbsp;&nbsp; 20912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huadian Heavy <br> Industries Co. Ltd., <br> Class A<br>| 27200 | &nbsp;&nbsp; 24306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huafu Fashion Co. <br> Ltd., Class A<br>| 38500 | &nbsp;&nbsp; 24914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaihe Energy Group <br> Co. Ltd., Class A<br>| 41600 | &nbsp;&nbsp; 20353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huangshan Tourism <br> Development Co. <br> Ltd., Class A<br>| 7000 | &nbsp;&nbsp; 11276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Huapont Life <br> Sciences Co. Ltd., <br> Class A<br>| 18200 | &nbsp;&nbsp; 11063 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Huatai Securities Co. <br> Ltd., Class H<br>| 240800 | &nbsp;&nbsp; 554218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaxin Cement Co. <br> Ltd. (6655 HK), <br> Class H<br>| 46000 | &nbsp;&nbsp; 75385 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Biocause <br> Pharmaceutical <br> Co. Ltd., Class A<br>| 59300 | &nbsp;&nbsp; 12583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Chutian Smart <br> Communication <br> Co. Ltd., Class A<br>| 34000 | &nbsp;&nbsp; 20154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Yihua <br> Chemical Industry <br> Co. Ltd., Class A<br>| 13900 | &nbsp;&nbsp; 26198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Zhenhua <br> Chemical Co. Ltd., <br> Class A<br>| 18620 | &nbsp;&nbsp; 36874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huishang Bank Corp. <br> Ltd., Class H<br>| 31000 | &nbsp;&nbsp; 13016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Aihua Group <br> Co. Ltd., Class A<br>| 6200 | &nbsp;&nbsp; 13692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Er-Kang <br> Pharmaceutical <br> Co. Ltd., Class A<br>| 63300 | &nbsp;&nbsp; 41070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan TV & <br> Broadcast <br> Intermediary Co. <br> Ltd., Class A<br>| 13300 | &nbsp;&nbsp; 14230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Zhongke <br> Electric Co. Ltd., <br> Class A<br>| 10700 | &nbsp;&nbsp; 24121 |
| # | HUYA, Inc., ADR | 16422 | &nbsp;&nbsp; 55178 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hygeia Healthcare <br> Holdings Co. Ltd.<br>| 65200 | &nbsp;&nbsp; 141683 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hytera <br> Communications <br> Corp. Ltd., <br> Class A<br>| 38600 | &nbsp;&nbsp; $63006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IKD Co. Ltd., <br> Class A<br>| 17300 | &nbsp;&nbsp; 41560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Infore Environment <br> Technology Group <br> Co. Ltd., Class A<br>| 41500 | &nbsp;&nbsp; 38236 |
|  | Inkeverse Group Ltd. | 97000 | &nbsp;&nbsp; 15622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intco Medical <br> Technology Co. <br> Ltd., Class A<br>| 7680 | &nbsp;&nbsp; 36572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intron Technology <br> Holdings Ltd.<br>| 54000 | &nbsp;&nbsp; 10100 |
| #\* | iQIYI, Inc., ADR | 36712 | &nbsp;&nbsp; 67550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jangho Group Co. <br> Ltd., Class A<br>| 15800 | &nbsp;&nbsp; 17232 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; JD Health <br> International, Inc.<br>| 7400 | &nbsp;&nbsp; 47319 |
| \*Ω | JD Logistics, Inc. | 334900 | &nbsp;&nbsp; 580387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiang Su Suyan <br> Jingshen Co. Ltd., <br> Class A<br>| 16400 | &nbsp;&nbsp; 23879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangling Motors <br> Corp. Ltd., <br> Class A<br>| 13700 | &nbsp;&nbsp; 40197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Asia-Pacific <br> Light Alloy <br> Technology Co. <br> Ltd., Class A<br>| 15000 | &nbsp;&nbsp; 12297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Azure Corp., <br> Class A<br>| 20800 | &nbsp;&nbsp; 41596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Broadcasting <br> Cable Information <br> Network Corp. Ltd., <br> Class A<br>| 62300 | &nbsp;&nbsp; 30803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Changshu <br> Automotive Trim <br> Group Co. Ltd., <br> Class A<br>| 10600 | &nbsp;&nbsp; 19619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Etern Co. <br> Ltd., Class A<br>| 32600 | &nbsp;&nbsp; 40973 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu General <br> Science <br> Technology Co. <br> Ltd., Class A<br>| 25500 | &nbsp;&nbsp; 16448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Guomao <br> Reducer Co. Ltd., <br> Class A<br>| 26300 | &nbsp;&nbsp; 53986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Guotai <br> International Group <br> Co. Ltd., Class A<br>| 19600 | &nbsp;&nbsp; 19805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Huachang <br> Chemical Co. Ltd., <br> Class A<br>| 22100 | &nbsp;&nbsp; 20921 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Jiangyin <br> Rural Commercial <br> Bank Co. Ltd., <br> Class A<br>| 60760 | &nbsp;&nbsp; $39335 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Kanion <br> Pharmaceutical <br> Co. Ltd., Class A<br>| 8700 | &nbsp;&nbsp; 21310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Lihua Foods <br> Group Co. Ltd.<br>| 5600 | &nbsp;&nbsp; 15041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Linyang <br> Energy Co. Ltd., <br> Class A<br>| 21500 | &nbsp;&nbsp; 17237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Shagang Co. <br> Ltd., Class A<br>| 44600 | &nbsp;&nbsp; 36811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Shentong <br> Valve Co. Ltd., <br> Class A<br>| 13200 | &nbsp;&nbsp; 24946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Shuangxing <br> Color Plastic New <br> Materials Co. Ltd., <br> Class A<br>| 31700 | &nbsp;&nbsp; 24896 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Sopo <br> Chemical Co., <br> Class A<br>| 11400 | &nbsp;&nbsp; 12820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Suzhou <br> Rural Commercial <br> Bank Co. Ltd., <br> Class A<br>| 25300 | &nbsp;&nbsp; 18760 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Yinhe <br> Electronics Co. <br> Ltd., Class A<br>| 32400 | &nbsp;&nbsp; 22431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu <br> Zhangjiagang <br> Rural Commercial <br> Bank Co. Ltd., <br> Class A<br>| 71020 | &nbsp;&nbsp; 44184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Zijin Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 69400 | &nbsp;&nbsp; 28911 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Black Cat <br> Carbon Black Co. <br> Ltd., Class A<br>| 21100 | &nbsp;&nbsp; 32038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Copper Co. <br> Ltd., Class H<br>| 212000 | &nbsp;&nbsp; 423731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Ganyue <br> Expressway Co. <br> Ltd., Class A<br>| 24900 | &nbsp;&nbsp; 17522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiaozuo Wanfang <br> Aluminum <br> Manufacturing Co. <br> Ltd., Class A<br>| 9200 | &nbsp;&nbsp; 10621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jihua Group Corp. <br> Ltd., Class A<br>| 55500 | &nbsp;&nbsp; 31214 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jilin Chemical Fibre, <br> Class A<br>| 36700 | &nbsp;&nbsp; 20592 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp; Jinchuan Group <br> International <br> Resources Co. <br> Ltd.<br>| 463000 | &nbsp;&nbsp; $28311 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jinke Smart Services <br> Group Co. Ltd., <br> Class H<br>| 20700 | &nbsp;&nbsp; 17838 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JinkoSolar Holding <br> Co. Ltd., ADR<br>| 4740 | &nbsp;&nbsp; 103996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinlei Technology Co. <br> Ltd., Class A<br>| 8200 | &nbsp;&nbsp; 24216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinmao Property <br> Services Co. Ltd.<br>| 5740 | &nbsp;&nbsp; 2289 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Jinxin Fertility Group <br> Ltd.<br>| 432000 | &nbsp;&nbsp; 183506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinyu Bio-Technology <br> Co. Ltd., Class A<br>| 10600 | &nbsp;&nbsp; 12622 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Jiumaojiu <br> International <br> Holdings Ltd.<br>| 57000 | &nbsp;&nbsp; 20553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jizhong Energy <br> Resources Co. <br> Ltd., Class A<br>| 36400 | &nbsp;&nbsp; 30176 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Joy City Property <br> Ltd.<br>| 784000 | &nbsp;&nbsp; 36953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JS Corrugating <br> Machinery Co. <br> Ltd., Class A<br>| 13400 | &nbsp;&nbsp; 21420 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; JS Global Lifestyle <br> Co. Ltd.<br>| 274500 | &nbsp;&nbsp; 61518 |
|  | JSTI Group, Class A | 29400 | &nbsp;&nbsp; 39181 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ju Teng International <br> Holdings Ltd.<br>| 234000 | &nbsp;&nbsp; 37184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Juewei Food Co. <br> Ltd., Class A<br>| 12700 | &nbsp;&nbsp; 26766 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; JW Cayman <br> Therapeutics Co. <br> Ltd.<br>| 42000 | &nbsp;&nbsp; 27667 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JY Grandmark <br> Holdings Ltd.<br>| 30000 | &nbsp;&nbsp; 1135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kailuan Energy <br> Chemical Co. Ltd., <br> Class A<br>| 29600 | &nbsp;&nbsp; 24825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaishan Group Co. <br> Ltd., Class A<br>| 12800 | &nbsp;&nbsp; 24120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keda Industrial <br> Group Co. Ltd., <br> Class A<br>| 29400 | &nbsp;&nbsp; 43355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keshun Waterproof <br> Technologies Co. <br> Ltd., Class A<br>| 36500 | &nbsp;&nbsp; 26799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinetic Development <br> Group Ltd.<br>| 476000 | &nbsp;&nbsp; 78332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingboard Holdings <br> Ltd.<br>| 134000 | &nbsp;&nbsp; 480005 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingboard Laminates <br> Holdings Ltd.<br>| 153500 | &nbsp;&nbsp; $197085 |
|  | Kingsoft Corp. Ltd. | 176200 | &nbsp;&nbsp; 801226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KPC <br> Pharmaceuticals, <br> Inc., Class A<br>| 10800 | &nbsp;&nbsp; 21950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuangda Technology <br> Group Co. Ltd., <br> Class A<br>| 32500 | &nbsp;&nbsp; 22876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kunlun Energy Co. <br> Ltd.<br>| 728000 | &nbsp;&nbsp; 701319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laobaixing Pharmacy <br> Chain JSC, <br> Class A<br>| 10100 | &nbsp;&nbsp; 27376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Launch Tech Co. <br> Ltd., Class H<br>| 27000 | &nbsp;&nbsp; 40424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lee & Man Chemical <br> Co. Ltd.<br>| 34000 | &nbsp;&nbsp; 17925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lee & Man Paper <br> Manufacturing Ltd.<br>| 228000 | &nbsp;&nbsp; 75547 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Legend Holdings <br> Corp., Class H<br>| 115600 | &nbsp;&nbsp; 146653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leoch International <br> Technology Ltd.<br>| 69000 | &nbsp;&nbsp; 17001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LexinFintech <br> Holdings Ltd., <br> ADR<br>| 22127 | &nbsp;&nbsp; 140949 |
|  | Li Ning Co. Ltd. | 430000 | &nbsp;&nbsp; 911036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liaoning Cheng Da <br> Co. Ltd., Class A<br>| 20200 | &nbsp;&nbsp; 33106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liaoning Port Co. <br> Ltd., Class H<br>| 396000 | &nbsp;&nbsp; 41318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lier Chemical Co. <br> Ltd., Class A<br>| 9500 | &nbsp;&nbsp; 16854 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lifetech Scientific <br> Corp.<br>| 458000 | &nbsp;&nbsp; 118643 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Linewell Software Co. <br> Ltd., Class A<br>| 19400 | &nbsp;&nbsp; 36109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lingbao Gold Group <br> Co. Ltd., Class H<br>| 72000 | &nbsp;&nbsp; 92924 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Linklogis, Inc., <br> Class B<br>| 232000 | &nbsp;&nbsp; 64990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Livzon <br> Pharmaceutical <br> Group, Inc., <br> Class H<br>| 19100 | &nbsp;&nbsp; 91426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lizhong Sitong Light <br> Alloys Group Co. <br> Ltd., Class A<br>| 12500 | &nbsp;&nbsp; 31146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Loncin Motor Co. <br> Ltd., Class A<br>| 26200 | &nbsp;&nbsp; 43749 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Longfor Group <br> Holdings Ltd.<br>| 297000 | &nbsp;&nbsp; 369663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Longhua Technology <br> Group Luoyang <br> Co. Ltd., Class A<br>| 18200 | &nbsp;&nbsp; 22274 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Longshine <br> Technology Group <br> Co. Ltd., Class A<br>| 16400 | &nbsp;&nbsp; $46268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lonking Holdings <br> Ltd.<br>| 374000 | &nbsp;&nbsp; 126225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lucky Harvest Co. <br> Ltd., Class A<br>| 7280 | &nbsp;&nbsp; 41315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luenmei Quantum <br> Co. Ltd., Class A<br>| 29400 | &nbsp;&nbsp; 24513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luoyang Xinqianglian <br> Slewing Bearing <br> Co. Ltd., Class A<br>| 8200 | &nbsp;&nbsp; 37697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lushang Freda <br> Pharmaceutical <br> Co. Ltd., Class A<br>| 23900 | &nbsp;&nbsp; 27730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luxin Venture Capital <br> Group Co. Ltd., <br> Class A<br>| 10400 | &nbsp;&nbsp; 17998 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Luye Pharma Group <br> Ltd.<br>| 162000 | &nbsp;&nbsp; 88641 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Maanshan Iron & <br> Steel Co. Ltd., <br> Class H<br>| 234000 | &nbsp;&nbsp; 64907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maccura <br> Biotechnology Co. <br> Ltd., Class A<br>| 12800 | &nbsp;&nbsp; 22761 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Maoyan <br> Entertainment<br>| 87200 | &nbsp;&nbsp; 86458 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Medlive Technology <br> Co. Ltd.<br>| 11000 | &nbsp;&nbsp; 22424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mesnac Co. Ltd., <br> Class A<br>| 20100 | &nbsp;&nbsp; 24068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metallurgical Corp. of <br> China Ltd., <br> Class H<br>| 549000 | &nbsp;&nbsp; 118852 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Microport Cardioflow <br> Medtech Corp.<br>| 179000 | &nbsp;&nbsp; 31772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Milkyway Intelligent <br> Supply Chain <br> Service Group Co. <br> Ltd., Class A<br>| 3300 | &nbsp;&nbsp; 24536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ming Yuan Cloud <br> Group Holdings <br> Ltd.<br>| 282000 | &nbsp;&nbsp; 115342 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Minmetals <br> Development Co. <br> Ltd., Class A<br>| 14800 | &nbsp;&nbsp; 16374 |
|  | Minth Group Ltd. | 144000 | &nbsp;&nbsp; 475350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MLS Co. Ltd., <br> Class A<br>| 18000 | &nbsp;&nbsp; 21101 |
| \*Ω | Mobvista, Inc. | 91000 | &nbsp;&nbsp; 103583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Moon Environment <br> Technology Co. <br> Ltd., Class A<br>| 21060 | &nbsp;&nbsp; 37254 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Morimatsu <br> International <br> Holdings Co. Ltd.<br>| 78000 | &nbsp;&nbsp; $90138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanhua Futures Co. <br> Ltd., Class A<br>| 7900 | &nbsp;&nbsp; 24984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NanJi E-Commerce <br> Co. Ltd., Class A<br>| 30400 | &nbsp;&nbsp; 15642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Hanrui <br> Cobalt Co. Ltd., <br> Class A<br>| 6800 | &nbsp;&nbsp; 34582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Iron & Steel <br> Co. Ltd., Class A<br>| 87500 | &nbsp;&nbsp; 55242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing <br> Pharmaceutical <br> Co. Ltd., Class A<br>| 32100 | &nbsp;&nbsp; 23145 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Tanker Corp., <br> Class A<br>| 98100 | &nbsp;&nbsp; 38808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Xinjiekou <br> Department Store <br> Co. Ltd., Class A<br>| 26900 | &nbsp;&nbsp; 27872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nantong Jiangshan <br> Agrochemical & <br> Chemical LLC, <br> Class A<br>| 6200 | &nbsp;&nbsp; 19340 |
| \* | Nayuki Holdings Ltd. | 73500 | &nbsp;&nbsp; 14319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NetDragon Websoft <br> Holdings Ltd.<br>| 15500 | &nbsp;&nbsp; 21408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neusoft Corp., <br> Class A<br>| 18000 | &nbsp;&nbsp; 24528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New China Life <br> Insurance Co. Ltd., <br> Class H<br>| 166100 | &nbsp;&nbsp; 1062859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nexteer Automotive <br> Group Ltd.<br>| 158000 | &nbsp;&nbsp; 117907 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nine Dragons Paper <br> Holdings Ltd.<br>| 223000 | &nbsp;&nbsp; 122291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Boway Alloy <br> Material Co. Ltd., <br> Class A<br>| 9000 | &nbsp;&nbsp; 22216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Huaxiang <br> Electronic Co. Ltd., <br> Class A<br>| 12200 | &nbsp;&nbsp; 33876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Jintian <br> Copper Group Co. <br> Ltd., Class A<br>| 41600 | &nbsp;&nbsp; 45126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Peacebird <br> Fashion Co. Ltd., <br> Class A<br>| 6000 | &nbsp;&nbsp; 11972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Ronbay New <br> Energy Technology <br> Co. Ltd., Class A<br>| 9588 | &nbsp;&nbsp; 29673 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Shanshan <br> Co. Ltd., Class A<br>| 20000 | &nbsp;&nbsp; 27900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Xusheng <br> Group Co. Ltd., <br> Class A<br>| 8500 | &nbsp;&nbsp; 15653 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Yunsheng Co. <br> Ltd., Class A<br>| 17300 | &nbsp;&nbsp; $28508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningxia Building <br> Materials Group <br> Co. Ltd., Class A<br>| 13200 | &nbsp;&nbsp; 25020 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ningxia Western <br> Venture Industrial <br> Co. Ltd., Class A<br>| 17500 | &nbsp;&nbsp; 12956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NKY Medical <br> Holdings Ltd., <br> Class A<br>| 9750 | &nbsp;&nbsp; 22466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Noah Holdings Ltd., <br> Sponsored ADR<br>| 6183 | &nbsp;&nbsp; 75123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Norinco International <br> Cooperation Ltd., <br> Class A<br>| 11200 | &nbsp;&nbsp; 17109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North China <br> Pharmaceutical <br> Co. Ltd., Class A<br>| 19300 | &nbsp;&nbsp; 18461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 25900 | &nbsp;&nbsp; 22454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast Securities <br> Co. Ltd., Class A<br>| 31000 | &nbsp;&nbsp; 35404 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nuode New Materials <br> Co. Ltd., Class A<br>| 34600 | &nbsp;&nbsp; 30051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Onewo, Inc., <br> Class H<br>| 38800 | &nbsp;&nbsp; 110773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ORG Technology Co. <br> Ltd., Class A<br>| 45300 | &nbsp;&nbsp; 33892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient International <br> Enterprise Ltd., <br> Class A<br>| 18500 | &nbsp;&nbsp; 19032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient Overseas <br> International Ltd.<br>| 23000 | &nbsp;&nbsp; 413822 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Orient Securities Co. <br> Ltd., Class H<br>| 133600 | &nbsp;&nbsp; 128439 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Energy Co. <br> Ltd., Class A<br>| 28500 | &nbsp;&nbsp; 40642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Shuanglin <br> Bio-pharmacy Co. <br> Ltd., Class A<br>| 9490 | &nbsp;&nbsp; 23858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PCI Technology <br> Group Co. Ltd., <br> Class A<br>| 41700 | &nbsp;&nbsp; 33116 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Pengdu Agriculture & <br> Animal Husbandry <br> Co. Ltd., Class A<br>| 160100 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pengxin International <br> Mining Co. Ltd., <br> Class A<br>| 49700 | &nbsp;&nbsp; 29730 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Ping An Healthcare & <br> Technology Co. <br> Ltd.<br>| 292100 | &nbsp;&nbsp; 458022 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PNC Process <br> Systems Co. Ltd., <br> Class A<br>| 6000 | &nbsp;&nbsp; $20733 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Polaris Bay Group <br> Co. Ltd., Class A<br>| 37000 | &nbsp;&nbsp; 37444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Poly Property Group <br> Co. Ltd.<br>| 251560 | &nbsp;&nbsp; 49593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Poly Property <br> Services Co. Ltd., <br> Class H<br>| 32800 | &nbsp;&nbsp; 145581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prinx Chengshan <br> Holdings Ltd.<br>| 18000 | &nbsp;&nbsp; 17885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PW Medtech Group <br> Ltd.<br>| 123000 | &nbsp;&nbsp; 22177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pylon Technologies <br> Co. Ltd., Class A<br>| 2355 | &nbsp;&nbsp; 13994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Q Technology Group <br> Co. Ltd.<br>| 46000 | &nbsp;&nbsp; 69335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qifu Technology, Inc., <br> ADR<br>| 20470 | &nbsp;&nbsp; 702735 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Qinchuan Machine <br> Tool & Tool Group <br> Share Co. Ltd., <br> Class A<br>| 19500 | &nbsp;&nbsp; 32613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao East Steel <br> Tower Stock Co. <br> Ltd., Class A<br>| 20700 | &nbsp;&nbsp; 28157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Gon <br> Technology Co. <br> Ltd., Class A<br>| 3900 | &nbsp;&nbsp; 19496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Hanhe <br> Cable Co. Ltd., <br> Class A<br>| 49700 | &nbsp;&nbsp; 23932 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Port <br> International Co. <br> Ltd., Class H<br>| 113000 | &nbsp;&nbsp; 93943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Rural <br> Commercial Bank <br> Corp., Class A<br>| 55000 | &nbsp;&nbsp; 26733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qinghai Huzhu <br> TianYouDe <br> Highland Barley <br> Spirit Co. Ltd., <br> Class A<br>| 9600 | &nbsp;&nbsp; 13149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qinhuangdao Port <br> Co. Ltd., Class H<br>| 107500 | &nbsp;&nbsp; 30132 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Qudian, Inc., <br> Sponsored ADR<br>| 29458 | &nbsp;&nbsp; 119010 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Radiance Holdings <br> Group Co. Ltd.<br>| 119000 | &nbsp;&nbsp; 42431 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Red Star Macalline <br> Group Corp. Ltd., <br> Class H<br>| 100600 | &nbsp;&nbsp; 20084 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Redco Properties <br> Group Ltd.<br>| 160000 | &nbsp;&nbsp; 2162 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Renhe Pharmacy Co. <br> Ltd., Class A<br>| 38400 | &nbsp;&nbsp; $31356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rianlon Corp., <br> Class A<br>| 3300 | &nbsp;&nbsp; 14423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riyue Heavy Industry <br> Co. Ltd., Class A<br>| 17000 | &nbsp;&nbsp; 28573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rizhao Port Co. Ltd., <br> Class A<br>| 28000 | &nbsp;&nbsp; 12445 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RongFa Nuclear <br> Equipment Co. <br> Ltd., Class A<br>| 44700 | &nbsp;&nbsp; 48154 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Roshow Technology <br> Co. Ltd., Class A<br>| 46700 | &nbsp;&nbsp; 48477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Runjian Co. Ltd., <br> Class A<br>| 4400 | &nbsp;&nbsp; 26706 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sansteel Minguang <br> Co. Ltd. Fujian, <br> Class A<br>| 70300 | &nbsp;&nbsp; 48262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sansure Biotech, <br> Inc., Class A<br>| 4502 | &nbsp;&nbsp; 13752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sany Heavy <br> Equipment <br> International <br> Holdings Co. Ltd.<br>| 221000 | &nbsp;&nbsp; 207274 |
| \* | Seazen Group Ltd. | 624380 | &nbsp;&nbsp; 199031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; S-Enjoy Service <br> Group Co. Ltd.<br>| 73000 | &nbsp;&nbsp; 26038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shaanxi Beiyuan <br> Chemical Industry <br> Group Co. Ltd., <br> Class A<br>| 36900 | &nbsp;&nbsp; 21468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shaanxi Construction <br> Engineering Group <br> Corp. Ltd., <br> Class A<br>| 33900 | &nbsp;&nbsp; 18310 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shaanxi Heimao <br> Coking Co. Ltd., <br> Class A<br>| 45700 | &nbsp;&nbsp; 22884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Bohui <br> Paper Industrial <br> Co. Ltd., Class A<br>| 18300 | &nbsp;&nbsp; 12402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Buchang <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 9000 | &nbsp;&nbsp; 22745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Dongyue <br> Silicone Material <br> Co. Ltd., Class A<br>| 18700 | &nbsp;&nbsp; 25307 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Haihua <br> Co. Ltd., Class A<br>| 15600 | &nbsp;&nbsp; 12855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Hi-Speed <br> Road & Bridge <br> Group Co. Ltd., <br> Class A<br>| 19100 | &nbsp;&nbsp; 15513 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Huatai <br> Paper Industry <br> Shareholding Co. <br> Ltd., Class A<br>| 21700 | &nbsp;&nbsp; $10544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Humon <br> Smelting Co. Ltd., <br> Class A<br>| 15300 | &nbsp;&nbsp; 24663 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Iron & <br> Steel Co. Ltd., <br> Class A<br>| 93500 | &nbsp;&nbsp; 19711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Lukang <br> Pharma, Class A<br>| 23200 | &nbsp;&nbsp; 33814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong <br> Pharmaceutical <br> Glass Co. Ltd., <br> Class A<br>| 5800 | &nbsp;&nbsp; 18299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Weifang <br> Rainbow Chemical <br> Co. Ltd., Class A<br>| 4100 | &nbsp;&nbsp; 36086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Weigao <br> Group Medical <br> Polymer Co. Ltd., <br> Class H<br>| 471200 | &nbsp;&nbsp; 414377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Xiantan <br> Co. Ltd., Class A<br>| 10050 | &nbsp;&nbsp; 8530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Xinhua <br> Pharmaceutical <br> Co. Ltd., Class H<br>| 36000 | &nbsp;&nbsp; 37071 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Aerospace <br> Automobile <br> Electromechanical <br> Co. Ltd., Class A<br>| 22100 | &nbsp;&nbsp; 22096 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai AJ Group <br> Co. Ltd., Class A<br>| 37000 | &nbsp;&nbsp; 31010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Bailian <br> Group Co. Ltd., <br> Class A<br>| 25800 | &nbsp;&nbsp; 35229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Baosteel <br> Packaging Co. <br> Ltd., Class A<br>| 14500 | &nbsp;&nbsp; 10029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Bright Meat <br> Group Co. Ltd., <br> Class A<br>| 21900 | &nbsp;&nbsp; 23126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Chlor-Alkali <br> Chemical Co. Ltd., <br> Class A<br>| 10100 | &nbsp;&nbsp; 14136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Datun <br> Energy Resources <br> Co. Ltd., Class A<br>| 10700 | &nbsp;&nbsp; 17776 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Electric <br> Group Co. Ltd., <br> Class H<br>| 372000 | &nbsp;&nbsp; 151733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai <br> Environment Group <br> Co. Ltd., Class A<br>| 31680 | &nbsp;&nbsp; 35418 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Fosun <br> Pharmaceutical <br> Group Co. Ltd., <br> Class H<br>| 73000 | &nbsp;&nbsp; $178150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Huayi <br> Group Co. Ltd., <br> Class A<br>| 21300 | &nbsp;&nbsp; 24556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Industrial <br> Holdings Ltd.<br>| 85000 | &nbsp;&nbsp; 158457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Kaibao <br> Pharmaceutical <br> Co. Ltd., Class A<br>| 26300 | &nbsp;&nbsp; 24800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Liangxin <br> Electrical Co. Ltd., <br> Class A<br>| 25200 | &nbsp;&nbsp; 33727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Mechanical <br> & Electrical <br> Industry Co. Ltd., <br> Class A<br>| 9700 | &nbsp;&nbsp; 34153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai <br> Pharmaceuticals <br> Holding Co. Ltd., <br> Class H<br>| 113600 | &nbsp;&nbsp; 181176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Pudong <br> Construction Co. <br> Ltd., Class A<br>| 14700 | &nbsp;&nbsp; 13963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai QiFan <br> Cable Co. Ltd., <br> Class A<br>| 8300 | &nbsp;&nbsp; 17865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Runda <br> Medical <br> Technology Co. <br> Ltd., Class A<br>| 10500 | &nbsp;&nbsp; 26760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Shyndec <br> Pharmaceutical <br> Co. Ltd., Class A<br>| 23400 | &nbsp;&nbsp; 37240 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Stonehill <br> Technology Co. <br> Ltd., Class A<br>| 83500 | &nbsp;&nbsp; 66545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Waigaoqiao <br> Free Trade Zone <br> Group Co. Ltd., <br> Class A<br>| 14700 | &nbsp;&nbsp; 22784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Zhenhua <br> Heavy Industries <br> Co. Ltd., Class A<br>| 41200 | &nbsp;&nbsp; 26107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Zhonggu <br> Logistics Co. Ltd., <br> Class A<br>| 22500 | &nbsp;&nbsp; 30882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Zijiang <br> Enterprise Group <br> Co. Ltd., Class A<br>| 23300 | &nbsp;&nbsp; 20326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shantui Construction <br> Machinery Co. <br> Ltd., Class A<br>| 22000 | &nbsp;&nbsp; 30428 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Blue Flame <br> Holding Co. Ltd., <br> Class A<br>| 23900 | &nbsp;&nbsp; $23295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Coking Co. <br> Ltd., Class A<br>| 75810 | &nbsp;&nbsp; 41055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Guoxin <br> Energy Corp. Ltd., <br> Class A<br>| 57960 | &nbsp;&nbsp; 22236 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Lanhua <br> Sci-Tech Venture <br> Co. Ltd., Class A<br>| 15800 | &nbsp;&nbsp; 14720 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Meijin Energy <br> Co. Ltd., Class A<br>| 35100 | &nbsp;&nbsp; 22222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanying <br> International <br> Holding Co. Ltd., <br> Class A<br>| 104000 | &nbsp;&nbsp; 27275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenghe Resources <br> Holding Co. Ltd., <br> Class A<br>| 21000 | &nbsp;&nbsp; 63392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenma Industry Co. <br> Ltd., Class A<br>| 31900 | &nbsp;&nbsp; 39271 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shenwan Hongyuan <br> Group Co. Ltd., <br> Class H<br>| 236800 | &nbsp;&nbsp; 98898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Agricultural <br> Power Group Co. <br> Ltd., Class A<br>| 20600 | &nbsp;&nbsp; 18589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Airport Co. <br> Ltd., Class A<br>| 31600 | &nbsp;&nbsp; 30951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Cereals <br> Holdings Co. Ltd., <br> Class A<br>| 16000 | &nbsp;&nbsp; 15124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Colibri <br> Technologies Co. <br> Ltd., Class A<br>| 12200 | &nbsp;&nbsp; 28293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Das <br> Intellitech Co. Ltd., <br> Class A<br>| 48400 | &nbsp;&nbsp; 22296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Desay <br> Battery Technology <br> Co., Class A<br>| 6300 | &nbsp;&nbsp; 19885 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Dynanonic <br> Co. Ltd., Class A<br>| 9300 | &nbsp;&nbsp; 42538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Fuanna <br> Bedding & <br> Furnishing Co. <br> Ltd., Class A<br>| 10200 | &nbsp;&nbsp; 10228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Gongjin <br> Electronics Co. <br> Ltd., Class A<br>| 11600 | &nbsp;&nbsp; 17838 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Hepalink <br> Pharmaceutical <br> Group Co. Ltd., <br> Class H<br>| 23000 | &nbsp;&nbsp; 18783 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Hopewind <br> Electric Co. Ltd., <br> Class A<br>| 11100 | &nbsp;&nbsp; $58439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen <br> International <br> Holdings Ltd.<br>| 176825 | &nbsp;&nbsp; 176816 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Investment <br> Ltd.<br>| 326068 | &nbsp;&nbsp; 37277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Invt <br> Electric Co. Ltd., <br> Class A<br>| 25800 | &nbsp;&nbsp; 29156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Jinjia <br> Group Co. Ltd., <br> Class A<br>| 41500 | &nbsp;&nbsp; 22866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kangtai <br> Biological Products <br> Co. Ltd., Class A<br>| 11100 | &nbsp;&nbsp; 26794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kingkey <br> Smart Agriculture <br> Times Co. Ltd., <br> Class A<br>| 10500 | &nbsp;&nbsp; 22848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Laibao <br> Hi-tech Co. Ltd., <br> Class A<br>| 24200 | &nbsp;&nbsp; 34923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Leaguer <br> Co. Ltd., Class A<br>| 24800 | &nbsp;&nbsp; 27949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Microgate <br> Technology Co. <br> Ltd., Class A<br>| 18000 | &nbsp;&nbsp; 28518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Noposin <br> Crop Science Co. <br> Ltd., Class A<br>| 12400 | &nbsp;&nbsp; 19461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Senior <br> Technology <br> Material Co. Ltd., <br> Class A<br>| 27600 | &nbsp;&nbsp; 44484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen United <br> Winners Laser Co. <br> Ltd., Class A<br>| 10977 | &nbsp;&nbsp; 33408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Yinghe <br> Technology Co. <br> Ltd., Class A<br>| 7100 | &nbsp;&nbsp; 20280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Zhongjin <br> Lingnan Nonfemet <br> Co. Ltd., Class A<br>| 68200 | &nbsp;&nbsp; 44687 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shida Shinghwa <br> Advanced Material <br> Group Co. Ltd., <br> Class A<br>| 2000 | &nbsp;&nbsp; 10481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinva Medical <br> Instrument Co. <br> Ltd., Class A<br>| 7930 | &nbsp;&nbsp; 18291 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shiyue Daotian <br> Group Co. Ltd.<br>| 18000 | &nbsp;&nbsp; 18472 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shoucheng Holdings <br> Ltd.<br>| 466000 | &nbsp;&nbsp; 109855 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shougang Fushan <br> Resources Group <br> Ltd.<br>| 421416 | &nbsp;&nbsp; $154718 |
|  | Shui On Land Ltd. | 631500 | &nbsp;&nbsp; 61698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan EM <br> Technology Co. <br> Ltd., Class A<br>| 17500 | &nbsp;&nbsp; 42521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Haite <br> High-tech Co. Ltd., <br> Class A<br>| 15500 | &nbsp;&nbsp; 23656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Hebang <br> Biotechnology Co. <br> Ltd., Class A<br>| 91160 | &nbsp;&nbsp; 23673 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Hexie <br> Shuangma Co. <br> Ltd., Class A<br>| 13900 | &nbsp;&nbsp; 37627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Lutianhua <br> Co. Ltd., Class A<br>| 37800 | &nbsp;&nbsp; 23655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Yahua <br> Industrial Group <br> Co. Ltd., Class A<br>| 14000 | &nbsp;&nbsp; 27049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sihuan <br> Pharmaceutical <br> Holdings Group <br> Ltd.<br>| 584000 | &nbsp;&nbsp; 96614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIIC Environment <br> Holdings Ltd. (807 <br> HK)<br>| 193000 | &nbsp;&nbsp; 26985 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Simcere <br> Pharmaceutical <br> Group Ltd.<br>| 84000 | &nbsp;&nbsp; 140857 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sinic Holdings Group <br> Co. Ltd.<br>| 28000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sino <br> Biopharmaceutical <br> Ltd.<br>| 1369000 | &nbsp;&nbsp; 1311093 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sinochem <br> International Corp., <br> Class A<br>| 30600 | &nbsp;&nbsp; 17250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinofert Holdings <br> Ltd.<br>| 464000 | &nbsp;&nbsp; 83796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinomach Automobile <br> Co. Ltd., Class A<br>| 21400 | &nbsp;&nbsp; 18905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinomach Precision <br> Industry Group Co. <br> Ltd., Class A<br>| 10700 | &nbsp;&nbsp; 28748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Engineering <br> Group Co. Ltd., <br> Class H<br>| 282500 | &nbsp;&nbsp; 219351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Kantons <br> Holdings Ltd.<br>| 230000 | &nbsp;&nbsp; 132149 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Oilfield <br> Equipment Corp., <br> Class A<br>| 25600 | &nbsp;&nbsp; 24512 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Shanghai <br> Petrochemical Co. <br> Ltd., Class H<br>| 454000 | &nbsp;&nbsp; $80270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopharm Group <br> Co. Ltd., Class H<br>| 259200 | &nbsp;&nbsp; 623020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sino-Platinum Metals <br> Co. Ltd., Class A<br>| 10660 | &nbsp;&nbsp; 22352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinosteel Engineering <br> & Technology Co. <br> Ltd., Class A<br>| 12000 | &nbsp;&nbsp; 10529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinosteel New <br> Materials Co. Ltd., <br> Class A<br>| 12100 | &nbsp;&nbsp; 16374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinotrans Ltd., <br> Class H<br>| 393000 | &nbsp;&nbsp; 217943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinotruk Hong Kong <br> Ltd.<br>| 114000 | &nbsp;&nbsp; 347421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skyworth Digital Co. <br> Ltd., Class A<br>| 15900 | &nbsp;&nbsp; 25180 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Smoore International <br> Holdings Ltd.<br>| 71000 | &nbsp;&nbsp; 191445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Snowsky Salt <br> Industry Group Co. <br> Ltd., Class A<br>| 24200 | &nbsp;&nbsp; 17338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Publishing <br> & Media Co. Ltd., <br> Class A<br>| 5800 | &nbsp;&nbsp; 11482 |
|  | SSY Group Ltd. | 212000 | &nbsp;&nbsp; 84139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Agricultural <br> Group Co. Ltd., <br> Class A<br>| 22000 | &nbsp;&nbsp; 26944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Lake Bioscience <br> Co., Inc. Zhaoqing <br> Guangdong, <br> Class A<br>| 47700 | &nbsp;&nbsp; 53628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STO Express Co. <br> Ltd., Class A<br>| 13600 | &nbsp;&nbsp; 28786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumec Corp. Ltd., <br> Class A<br>| 29000 | &nbsp;&nbsp; 42267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Art Retail Group <br> Ltd.<br>| 472000 | &nbsp;&nbsp; 124411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun King Technology <br> Group Ltd.<br>| 218000 | &nbsp;&nbsp; 41868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suning Universal Co. <br> Ltd., Class A<br>| 67314 | &nbsp;&nbsp; 20373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunrise Group Co. <br> Ltd., Class A<br>| 27700 | &nbsp;&nbsp; 21443 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sunstone <br> Development Co. <br> Ltd., Class A<br>| 10000 | &nbsp;&nbsp; 31553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suntak Technology <br> Co. Ltd., Class A<br>| 18900 | &nbsp;&nbsp; 34758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunward Intelligent <br> Equipment Co. <br> Ltd., Class A<br>| 24500 | &nbsp;&nbsp; 45062 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Anjie <br> Technology Co. <br> Ltd., Class A<br>| 13800 | &nbsp;&nbsp; $25796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Gold Mantis <br> Construction <br> Decoration Co. <br> Ltd., Class A<br>| 39700 | &nbsp;&nbsp; 19937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SY Holdings Group <br> Ltd.<br>| 78000 | &nbsp;&nbsp; 139650 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taiyuan Heavy <br> Industry Co. Ltd., <br> Class A<br>| 45700 | &nbsp;&nbsp; 14920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tangshan Jidong <br> Cement Co. Ltd., <br> Class A<br>| 31600 | &nbsp;&nbsp; 21331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tangshan Sanyou <br> Chemical <br> Industries Co. Ltd., <br> Class A<br>| 32100 | &nbsp;&nbsp; 24408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tayho Advanced <br> Materials Group <br> Co. Ltd., Class A<br>| 19200 | &nbsp;&nbsp; 28320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TCL Electronics <br> Holdings Ltd.<br>| 209000 | &nbsp;&nbsp; 270678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TDG Holdings Co. <br> Ltd., Class A<br>| 21000 | &nbsp;&nbsp; 23464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tencent Music <br> Entertainment <br> Group, ADR<br>| 9792 | &nbsp;&nbsp; 205534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Three's Co. Media <br> Group Co. Ltd., <br> Class A<br>| 6700 | &nbsp;&nbsp; 30481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tian An China <br> Investment Co. <br> Ltd.<br>| 123000 | &nbsp;&nbsp; 71372 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Tian Shan <br> Development <br> Holding Ltd.<br>| 52000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tiande Chemical <br> Holdings Ltd.<br>| 156000 | &nbsp;&nbsp; 23864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tiangong <br> International Co. <br> Ltd.<br>| 308000 | &nbsp;&nbsp; 79220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Capital <br> Environmental <br> Protection Group <br> Co. Ltd., Class H<br>| 62000 | &nbsp;&nbsp; 29843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Chase Sun <br> Pharmaceutical <br> Co. Ltd., Class A<br>| 47200 | &nbsp;&nbsp; 28042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Port Co. Ltd., <br> Class A<br>| 33200 | &nbsp;&nbsp; 21295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Port <br> Development <br> Holdings Ltd.<br>| 526000 | &nbsp;&nbsp; 48250 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Ringpu <br> Bio-Technology Co. <br> Ltd., Class A<br>| 10400 | &nbsp;&nbsp; $30417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin TEDA <br> Resources <br> Recycling Group <br> Co. Ltd., Class A<br>| 47200 | &nbsp;&nbsp; 28661 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tianneng Power <br> International Ltd.<br>| 122000 | &nbsp;&nbsp; 105391 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Tianqi Lithium Corp., <br> Class H<br>| 26800 | &nbsp;&nbsp; 120474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianrun Industry <br> Technology Co. <br> Ltd., Class A<br>| 35200 | &nbsp;&nbsp; 30150 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tibet Water <br> Resources Ltd.<br>| 197000 | &nbsp;&nbsp; 10744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tofflon Science & <br> Technology Group <br> Co. Ltd., Class A<br>| 14900 | &nbsp;&nbsp; 31643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toly Bread Co. Ltd., <br> Class A<br>| 27100 | &nbsp;&nbsp; 20643 |
|  | Tomson Group Ltd. | 94334 | &nbsp;&nbsp; 38574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tong Ren Tang <br> Technologies Co. <br> Ltd., Class H<br>| 116000 | &nbsp;&nbsp; 77792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongdao Liepin <br> Group<br>| 61600 | &nbsp;&nbsp; 32679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongguan Gold <br> Group Ltd.<br>| 112000 | &nbsp;&nbsp; 25748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongling Jingda <br> Special Magnet <br> Wire Co. Ltd., <br> Class A<br>| 26500 | &nbsp;&nbsp; 27966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongyu Heavy <br> Industry Co. Ltd., <br> Class A<br>| 63900 | &nbsp;&nbsp; 24645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topsec Technologies <br> Group, Inc., <br> Class A<br>| 35200 | &nbsp;&nbsp; 39233 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Topsports <br> International <br> Holdings Ltd.<br>| 345000 | &nbsp;&nbsp; 139190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transfar Zhilian Co. <br> Ltd., Class A<br>| 38900 | &nbsp;&nbsp; 32972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TravelSky Technology <br> Ltd., Class H<br>| 155000 | &nbsp;&nbsp; 246432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triangle Tyre Co. <br> Ltd., Class A<br>| 9700 | &nbsp;&nbsp; 18629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Truly International <br> Holdings Ltd.<br>| 314000 | &nbsp;&nbsp; 47076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TSP Wind Power <br> Group Co. Ltd.<br>| 12000 | &nbsp;&nbsp; 11977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tunghsu <br> Optoelectronic <br> Technology Co. <br> Ltd., Class A<br>| 67200 | &nbsp;&nbsp; 654 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unilumin Group Co. <br> Ltd., Class A<br>| 28700 | &nbsp;&nbsp; $28255 |
| †† | Untrade.China Dili | 334200 | &nbsp;&nbsp; 5271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valiant Co. Ltd., <br> Class A<br>| 14100 | &nbsp;&nbsp; 24755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vats Liquor Chain <br> Store Management <br> JSC Ltd. (300755 <br> C2), Class A<br>| 11500 | &nbsp;&nbsp; 29027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vatti Corp. Ltd., <br> Class A<br>| 19300 | &nbsp;&nbsp; 17159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Victory Giant <br> Technology <br> Huizhou Co. Ltd., <br> Class A<br>| 6900 | &nbsp;&nbsp; 182858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vipshop Holdings <br> Ltd., ADR<br>| 62902 | &nbsp;&nbsp; 949191 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Viva Biotech <br> Holdings<br>| 133500 | &nbsp;&nbsp; 28237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walvax <br> Biotechnology Co. <br> Ltd., Class A<br>| 13200 | &nbsp;&nbsp; 22957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wangneng <br> Environment Co. <br> Ltd., Class A<br>| 10100 | &nbsp;&nbsp; 23636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wanguo Gold Group <br> Ltd.<br>| 64000 | &nbsp;&nbsp; 246929 |
|  | Wasion Holdings Ltd. | 124000 | &nbsp;&nbsp; 134709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wasu Media Holding <br> Co. Ltd., Class A<br>| 24500 | &nbsp;&nbsp; 27991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weibo Corp. (9898 <br> HK), Class A<br>| 13880 | &nbsp;&nbsp; 135527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weichai Power Co. <br> Ltd., Class H<br>| 342000 | &nbsp;&nbsp; 724994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weifu <br> High-Technology <br> Group Co. Ltd., <br> Class A<br>| 12200 | &nbsp;&nbsp; 32649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weihai Guangtai <br> Airport Equipment <br> Co. Ltd., Class A<br>| 15100 | &nbsp;&nbsp; 22498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wellhope Foods Co. <br> Ltd., Class A<br>| 18200 | &nbsp;&nbsp; 21575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; West China Cement <br> Ltd.<br>| 394000 | &nbsp;&nbsp; 100494 |
| # | Wharf Holdings Ltd. | 210000 | &nbsp;&nbsp; 597239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Windey Energy <br> Technology Group <br> Co. Ltd., Class A<br>| 10400 | &nbsp;&nbsp; 18275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wolong Electric <br> Group Co. Ltd., <br> Class A<br>| 15480 | &nbsp;&nbsp; 48966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuhu Token Science <br> Co. Ltd., Class A<br>| 41900 | &nbsp;&nbsp; 35035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuling Motors <br> Holdings Ltd.<br>| 140000 | &nbsp;&nbsp; 8565 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wushang Group Co. <br> Ltd., Class A<br>| 19800 | &nbsp;&nbsp; $25785 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Biologics <br> Cayman, Inc.<br>| 721500 | &nbsp;&nbsp; 2933642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Boton <br> Technology Co. <br> Ltd., Class A<br>| 9700 | &nbsp;&nbsp; 32560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Huaguang <br> Environment & <br> Energy Group Co. <br> Ltd., Class A<br>| 14900 | &nbsp;&nbsp; 29197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Paike New <br> Materials <br> Technology Co. <br> Ltd., Class A<br>| 1700 | &nbsp;&nbsp; 17257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 28400 | &nbsp;&nbsp; 23751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Taiji Industry <br> Ltd. Co., Class A<br>| 23200 | &nbsp;&nbsp; 21189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Bank Co. <br> Ltd., Class A<br>| 54200 | &nbsp;&nbsp; 51599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Changelight <br> Co. Ltd., Class A<br>| 25000 | &nbsp;&nbsp; 40840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen ITG Group <br> Corp. Ltd., <br> Class A<br>| 23400 | &nbsp;&nbsp; 20466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Xiangyu Co. <br> Ltd., Class A<br>| 31300 | &nbsp;&nbsp; 31003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xi'An Shaangu <br> Power Co. Ltd., <br> Class A<br>| 26300 | &nbsp;&nbsp; 32156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiandai Investment <br> Co. Ltd., Class A<br>| 38000 | &nbsp;&nbsp; 22662 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xiangtan Electric <br> Manufacturing Co. <br> Ltd., Class A<br>| 15300 | &nbsp;&nbsp; 29638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xianhe Co. Ltd., <br> Class A<br>| 11300 | &nbsp;&nbsp; 33394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xilinmen Furniture <br> Co. Ltd., Class A<br>| 7500 | &nbsp;&nbsp; 16317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinfengming Group <br> Co. Ltd., Class A<br>| 28900 | &nbsp;&nbsp; 49482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xingfa Aluminium <br> Holdings Ltd.<br>| 20000 | &nbsp;&nbsp; 21651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinhua Winshare <br> Publishing & Media <br> Co. Ltd., Class H<br>| 62000 | &nbsp;&nbsp; 92765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang <br> Communications <br> Construction Group <br> Co. Ltd., Class A<br>| 10600 | &nbsp;&nbsp; 17600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang Joinworld <br> Co. Ltd., Class A<br>| 18800 | &nbsp;&nbsp; 18434 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang Qingsong <br> Building Materials <br> & Chemicals <br> Group Co. Ltd., <br> Class A<br>| 46300 | &nbsp;&nbsp; $25964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang Xinxin <br> Mining Industry Co. <br> Ltd., Class H<br>| 152000 | &nbsp;&nbsp; 21308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang Xuefeng <br> Sci-Tech Group <br> Co. Ltd., Class A<br>| 22500 | &nbsp;&nbsp; 26387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinxiang Chemical <br> Fiber Co. Ltd., <br> Class A<br>| 32600 | &nbsp;&nbsp; 17634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinxing Ductile Iron <br> Pipes Co. Ltd., <br> Class A<br>| 77883 | &nbsp;&nbsp; 40746 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Xinyi Energy <br> Holdings Ltd.<br>| 542980 | &nbsp;&nbsp; 85944 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Xinyi Solar Holdings <br> Ltd.<br>| 138000 | &nbsp;&nbsp; 53423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinyu Iron & Steel <br> Co. Ltd., Class A<br>| 47700 | &nbsp;&nbsp; 28754 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xinzhi Group Co. <br> Ltd., Class A<br>| 13100 | &nbsp;&nbsp; 39005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xtep International <br> Holdings Ltd.<br>| 294461 | &nbsp;&nbsp; 210822 |
| \* | Xunlei Ltd., ADR | 12789 | &nbsp;&nbsp; 59085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yangling Metron New <br> Material, Inc., <br> Class A<br>| 9380 | &nbsp;&nbsp; 18662 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Yangtze Optical Fibre <br> & Cable Joint <br> Stock Co. Ltd., <br> Class H<br>| 34500 | &nbsp;&nbsp; 118093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yankuang Energy <br> Group Co. Ltd., <br> Class H<br>| 396000 | &nbsp;&nbsp; 451493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yantai Changyu <br> Pioneer Wine Co. <br> Ltd., Class A<br>| 3800 | &nbsp;&nbsp; 11325 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yatsen Holding Ltd., <br> ADR<br>| 17343 | &nbsp;&nbsp; 154526 |
| #\* | Yeahka Ltd. | 34000 | &nbsp;&nbsp; 60665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yechiu Metal <br> Recycling China <br> Ltd., Class A<br>| 70100 | &nbsp;&nbsp; 25393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yibin Tianyuan Group <br> Co. Ltd., Class A<br>| 14900 | &nbsp;&nbsp; 10677 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; YiChang HEC <br> ChangJiang <br> Pharmaceutical <br> Co. Ltd., Class H<br>| 59000 | &nbsp;&nbsp; 108079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yiren Digital Ltd., <br> Sponsored ADR<br>| 19865 | &nbsp;&nbsp; 117601 |
| Ω | Yixin Group Ltd. | 525500 | &nbsp;&nbsp; 168330 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Yixintang <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 6500 | &nbsp;&nbsp; $13523 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yonfer Agricultural <br> Technology Co. <br> Ltd., Class A<br>| 22900 | &nbsp;&nbsp; 45220 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yongjin Technology <br> Group Co. Ltd.<br>| 6800 | &nbsp;&nbsp; 16806 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yotrio Group Co. Ltd., <br> Class A<br>| 63800 | &nbsp;&nbsp; 33208 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yuexiu Property Co. <br> Ltd.<br>| 128600 | &nbsp;&nbsp; 75623 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yuexiu Services <br> Group Ltd.<br>| 90500 | &nbsp;&nbsp; 34047 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yueyang Forest & <br> Paper Co. Ltd., <br> Class A<br>| 24600 | &nbsp;&nbsp; 16238 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Energy <br> Investment Co. <br> Ltd., Class A<br>| 11700 | &nbsp;&nbsp; 17274 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yusys Technologies <br> Co. Ltd., Class A<br>| 9500 | &nbsp;&nbsp; 35145 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yutong Bus Co. Ltd., <br> Class A<br>| 13000 | &nbsp;&nbsp; 44989 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zengame Technology <br> Holding Ltd.<br>| 62000 | &nbsp;&nbsp; 18509 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhefu Holding Group <br> Co. Ltd., Class A<br>| 68100 | &nbsp;&nbsp; 34324 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Asia-Pacific <br> Mechanical & <br> Electronic Co. Ltd., <br> Class A<br>| 22700 | &nbsp;&nbsp; 34482 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang <br> Communications <br> Technology Co. <br> Ltd., Class A<br>| 58320 | &nbsp;&nbsp; 32631 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Conba <br> Pharmaceutical <br> Co. Ltd., Class A<br>| 47300 | &nbsp;&nbsp; 30540 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Daily Digital <br> Culture Group Co. <br> Ltd., Class A<br>| 15400 | &nbsp;&nbsp; 29601 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Garden <br> Biopharmaceutical <br> Co. Ltd., Class A<br>| 14000 | &nbsp;&nbsp; 31180 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang <br> Guyuelongshan <br> Shaoxing Wine Co. <br> Ltd., Class A<br>| 9700 | &nbsp;&nbsp; 13197 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Haikong <br> Nanke Huatie <br> Digital Intelligence <br> & Technology Co. <br> Ltd.<br>| 15600 | &nbsp;&nbsp; 24200 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Hailiang Co. <br> Ltd., Class A<br>| 17500 | &nbsp;&nbsp; $26604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang HangKe <br> Technology, Inc. <br> Co., Class A<br>| 8981 | &nbsp;&nbsp; 24885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Hangmin <br> Co. Ltd., Class A<br>| 13700 | &nbsp;&nbsp; 13531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Hisun <br> Pharmaceutical <br> Co. Ltd., Class A<br>| 18800 | &nbsp;&nbsp; 29742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Huace Film <br> & Television Co. <br> Ltd., Class A<br>| 54800 | &nbsp;&nbsp; 58152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Huangma <br> Technology Co. <br> Ltd., Class A<br>| 15200 | &nbsp;&nbsp; 27047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jiahua <br> Energy Chemical <br> Industry Co. Ltd., <br> Class A<br>| 14600 | &nbsp;&nbsp; 18001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jiecang <br> Linear Motion <br> Technology Co. <br> Ltd., Class A<br>| 9400 | &nbsp;&nbsp; 49105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jingxin <br> Pharmaceutical <br> Co. Ltd., Class A<br>| 23280 | &nbsp;&nbsp; 53326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jiuzhou <br> Pharmaceutical <br> Co. Ltd., Class A<br>| 9800 | &nbsp;&nbsp; 25756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Medicine <br> Co. Ltd., Class A<br>| 8405 | &nbsp;&nbsp; 18586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Orient <br> Financial Holdings <br> Group Co. Ltd., <br> Class A<br>| 66780 | &nbsp;&nbsp; 56066 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Orient Gene <br> Biotech Co. Ltd., <br> Class A<br>| 2556 | &nbsp;&nbsp; 10056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Runtu Co. <br> Ltd., Class A<br>| 10300 | &nbsp;&nbsp; 10888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Semir <br> Garment Co. Ltd., <br> Class A<br>| 33700 | &nbsp;&nbsp; 24873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Shaoxing <br> RuiFeng Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 28000 | &nbsp;&nbsp; 21975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Tianyu <br> Pharmaceutical <br> Co. Ltd., Class A<br>| 5100 | &nbsp;&nbsp; 18566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wanliyang <br> Co. Ltd., Class A<br>| 29800 | &nbsp;&nbsp; 31091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wanma Co. <br> Ltd., Class A<br>| 15300 | &nbsp;&nbsp; 30292 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wansheng <br> Co. Ltd., Class A<br>| 8600 | &nbsp;&nbsp; $11996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang XCC Group <br> Co. Ltd., Class A<br>| 5900 | &nbsp;&nbsp; 28079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Xianju <br> Pharmaceutical <br> Co. Ltd., Class A<br>| 13900 | &nbsp;&nbsp; 20866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Xinan <br> Chemical Industrial <br> Group Co. Ltd., <br> Class A<br>| 21700 | &nbsp;&nbsp; 30536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Xinao <br> Textiles, Inc., <br> Class A<br>| 19200 | &nbsp;&nbsp; 15804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhende Medical Co. <br> Ltd., Class A<br>| 3900 | &nbsp;&nbsp; 11983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhenjiang Dongfang <br> Electric Heating <br> Technology Co. <br> Ltd., Class A<br>| 31100 | &nbsp;&nbsp; 21722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhewen Interactive <br> Group Co. Ltd., <br> Class A<br>| 33900 | &nbsp;&nbsp; 40304 |
| #\* | Zhihu, Inc. | 8200 | &nbsp;&nbsp; 11771 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; ZhongAn Online P&C <br> Insurance Co. Ltd., <br> Class H<br>| 138200 | &nbsp;&nbsp; 353670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongshan Broad <br> Ocean Motor Co. <br> Ltd., Class A<br>| 33000 | &nbsp;&nbsp; 30013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongsheng Group <br> Holdings Ltd.<br>| 150500 | &nbsp;&nbsp; 253158 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Zhongtian Financial <br> Group Co. Ltd., <br> Class A<br>| 95600 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongyuan <br> Environment-Protection <br> Co. Ltd., Class A<br>| 15700 | &nbsp;&nbsp; 17995 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Zhou Hei Ya <br> International <br> Holdings Co. Ltd.<br>| 151500 | &nbsp;&nbsp; 53120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuhai Huafa <br> Properties Co. Ltd., <br> Class A<br>| 43848 | &nbsp;&nbsp; 29151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou CRRC <br> Times Electric Co. <br> Ltd., Class H<br>| 65200 | &nbsp;&nbsp; 264476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou Kibing <br> Group Co. Ltd., <br> Class A<br>| 55100 | &nbsp;&nbsp; 47589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou Times New <br> Material <br> Technology Co. <br> Ltd., Class A<br>| 6300 | &nbsp;&nbsp; 11176 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zibo Qixiang Tengda <br> Chemical Co. Ltd., <br> Class A<br>| 57600 | &nbsp;&nbsp; $40292 |
| #Ω | ZJLD Group, Inc. | 46000 | &nbsp;&nbsp; 39226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZJMI Environmental <br> Energy Co. Ltd., <br> Class A<br>| 13100 | &nbsp;&nbsp; 23972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZMJ Group Co. Ltd., <br> Class H<br>| 34200 | &nbsp;&nbsp; 65113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zoomlion Heavy <br> Industry Science & <br> Technology Co. <br> Ltd., Class H<br>| 250200 | &nbsp;&nbsp; 195254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZTO Express <br> Cayman, Inc. <br> (2057 HK)<br>| 38600 | &nbsp;&nbsp; 752492 |
| TOTAL CHINA | TOTAL CHINA |  | &nbsp;&nbsp; 83770480 |
| COLOMBIA — (0.2%) | COLOMBIA — (0.2%) | COLOMBIA — (0.2%) | COLOMBIA — (0.2%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Corp. Financiera <br> Colombiana SA<br>| 52491 | &nbsp;&nbsp; 219959 |
|  | Grupo Argos SA | 36020 | &nbsp;&nbsp; 146292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo de Inversiones <br> Suramericana SA<br>| 8496 | &nbsp;&nbsp; 93779 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | &nbsp;&nbsp; 460030 |
| FRANCE — (0.1%) | FRANCE — (0.1%) | FRANCE — (0.1%) | FRANCE — (0.1%) |
|  | Carrefour SA, BDR | 12212 | &nbsp;&nbsp; 183108 |
| GREECE — (0.7%) | GREECE — (0.7%) | GREECE — (0.7%) | GREECE — (0.7%) |
|  | Alpha Bank SA | 252527 | &nbsp;&nbsp; 945241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autohellas Tourist & <br> Trading SA<br>| 2338 | &nbsp;&nbsp; 28376 |
|  | Avax SA | 5249 | &nbsp;&nbsp; 13625 |
|  | Bank of Greece | 2693 | &nbsp;&nbsp; 46338 |
|  | Ellaktor SA | 5435 | &nbsp;&nbsp; 8222 |
|  | ElvalHalcor SA | 9981 | &nbsp;&nbsp; 28592 |
|  | Fourlis Holdings SA | 5499 | &nbsp;&nbsp; 27877 |
|  | GEK Terna SA | 5473 | &nbsp;&nbsp; 135084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hellenic Exchanges - <br> Athens Stock <br> Exchange SA<br>| 1759 | &nbsp;&nbsp; 13985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helleniq Energy <br> Holdings SA<br>| 12846 | &nbsp;&nbsp; 112777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intracom Holdings <br> SA<br>| 8294 | &nbsp;&nbsp; 31258 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LAMDA Development <br> SA<br>| 9148 | &nbsp;&nbsp; 69456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motor Oil Hellas <br> Corinth Refineries <br> SA<br>| 8499 | &nbsp;&nbsp; 243475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Piraeus Port Authority <br> SA<br>| 1053 | &nbsp;&nbsp; 57799 |
|  | Sarantis SA | 1609 | &nbsp;&nbsp; 24594 |
|  | Titan SA (TITC GA) | 5440 | &nbsp;&nbsp; 224263 |
| TOTAL GREECE | TOTAL GREECE |  | &nbsp;&nbsp; 2010962 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HUNGARY — (0.0%) | HUNGARY — (0.0%) | HUNGARY — (0.0%) | HUNGARY — (0.0%) |
|  | Richter Gedeon Nyrt | 2686 | &nbsp;&nbsp; $80548 |
| INDIA — (18.9%) | INDIA — (18.9%) | INDIA — (18.9%) | INDIA — (18.9%) |
|  | 360 ONE WAM Ltd. | 15309 | &nbsp;&nbsp; 183291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 63 Moons <br> Technologies Ltd.<br>| 3396 | &nbsp;&nbsp; 38614 |
|  | Aarti Drugs Ltd. | 7935 | &nbsp;&nbsp; 45741 |
|  | Aarti Industries Ltd. | 11770 | &nbsp;&nbsp; 55808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aarti Pharmalabs <br> Ltd.<br>| 3849 | &nbsp;&nbsp; 39725 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aavas Financiers <br> Ltd.<br>| 6299 | &nbsp;&nbsp; 123940 |
|  | ACC Ltd. | 11413 | &nbsp;&nbsp; 232477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Action Construction <br> Equipment Ltd.<br>| 6469 | &nbsp;&nbsp; 83349 |
|  | ADF Foods Ltd. | 11510 | &nbsp;&nbsp; 31968 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aditya Birla Capital <br> Ltd.<br>| 73935 | &nbsp;&nbsp; 215291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aditya Birla Real <br> Estate Ltd.<br>| 8265 | &nbsp;&nbsp; 177590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Enzyme <br> Technologies Ltd.<br>| 6682 | &nbsp;&nbsp; 26571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advent Hotels <br> International Pvt <br> Ltd.<br>| 1443 | &nbsp;&nbsp; 5151 |
|  | Aegis Logistics Ltd. | 20735 | &nbsp;&nbsp; 169419 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aether Industries <br> Ltd.<br>| 2729 | &nbsp;&nbsp; 23836 |
|  | AGI Greenpac Ltd. | 3184 | &nbsp;&nbsp; 34734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ahluwalia Contracts <br> India Ltd.<br>| 3784 | &nbsp;&nbsp; 44092 |
|  | AIA Engineering Ltd. | 5562 | &nbsp;&nbsp; 198698 |
|  | Ajanta Pharma Ltd. | 3566 | &nbsp;&nbsp; 111205 |
|  | Alembic Ltd. | 6876 | &nbsp;&nbsp; 8722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alembic <br> Pharmaceuticals <br> Ltd.<br>| 8442 | &nbsp;&nbsp; 93847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alkem Laboratories <br> Ltd.<br>| 4259 | &nbsp;&nbsp; 243845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allcargo Logistics <br> Ltd.<br>| 29876 | &nbsp;&nbsp; 11853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amara Raja Energy <br> & Mobility Ltd.<br>| 17864 | &nbsp;&nbsp; 195958 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amber Enterprises <br> India Ltd.<br>| 2627 | &nbsp;&nbsp; 237060 |
|  | Anant Raj Ltd. | 16935 | &nbsp;&nbsp; 107542 |
|  | Angel One Ltd. | 3622 | &nbsp;&nbsp; 106564 |
|  | Apar Industries Ltd. | 1978 | &nbsp;&nbsp; 198994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; APL Apollo Tubes <br> Ltd.<br>| 963 | &nbsp;&nbsp; 17512 |
|  | Apollo Pipes Ltd. | 1969 | &nbsp;&nbsp; 9041 |
|  | Apollo Tyres Ltd. | 58316 | &nbsp;&nbsp; 300304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aptus Value Housing <br> Finance India Ltd.<br>| 13027 | &nbsp;&nbsp; 48684 |
|  | Arvind Fashions Ltd. | 4486 | &nbsp;&nbsp; 28280 |
|  | Arvind Ltd. | 22037 | &nbsp;&nbsp; 79124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asahi India Glass <br> Ltd.<br>| 7855 | &nbsp;&nbsp; 75008 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ashapura Minechem <br> Ltd.<br>| 2747 | &nbsp;&nbsp; $17251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ashiana Housing <br> Ltd.<br>| 6134 | &nbsp;&nbsp; 22207 |
|  | Ashok Leyland Ltd. | 375726 | &nbsp;&nbsp; 517199 |
| \* | Ashoka Buildcon Ltd. | 22830 | &nbsp;&nbsp; 52308 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Aster DM Healthcare <br> Ltd.<br>| 20067 | &nbsp;&nbsp; 138047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra Microwave <br> Products Ltd.<br>| 3585 | &nbsp;&nbsp; 39106 |
|  | Atul Ltd. | 1372 | &nbsp;&nbsp; 103306 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; AU Small Finance <br> Bank Ltd.<br>| 22943 | &nbsp;&nbsp; 193435 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aurobindo Pharma <br> Ltd.<br>| 52623 | &nbsp;&nbsp; 679181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Automotive Axles <br> Ltd.<br>| 879 | &nbsp;&nbsp; 18605 |
|  | Avanti Feeds Ltd. | 6008 | &nbsp;&nbsp; 46250 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AWL Agri Business <br> Ltd.<br>| 20545 | &nbsp;&nbsp; 61135 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bajaj Consumer Care <br> Ltd.<br>| 15751 | &nbsp;&nbsp; 40099 |
|  | Bajaj Electricals Ltd. | 1413 | &nbsp;&nbsp; 9930 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bajaj Hindusthan <br> Sugar Ltd.<br>| 120090 | &nbsp;&nbsp; 31775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bajaj Holdings & <br> Investment Ltd.<br>| 3593 | &nbsp;&nbsp; 574388 |
|  | Balaji Amines Ltd. | 852 | &nbsp;&nbsp; 17313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Balkrishna Industries <br> Ltd.<br>| 10726 | &nbsp;&nbsp; 326498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Balmer Lawrie & Co. <br> Ltd.<br>| 10274 | &nbsp;&nbsp; 24546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Balrampur Chini Mills <br> Ltd.<br>| 24145 | &nbsp;&nbsp; 160975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Products India <br> Ltd.<br>| 3038 | &nbsp;&nbsp; 20484 |
| Ω | Bandhan Bank Ltd. | 77514 | &nbsp;&nbsp; 147830 |
|  | Bank of India | 87859 | &nbsp;&nbsp; 111054 |
|  | Bank of Maharashtra | 86887 | &nbsp;&nbsp; 55242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bannari Amman <br> Sugars Ltd.<br>| 715 | &nbsp;&nbsp; 30567 |
|  | BASF India Ltd. | 1446 | &nbsp;&nbsp; 82512 |
|  | BEML Ltd. | 3138 | &nbsp;&nbsp; 140620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bhansali Engineering <br> Polymers Ltd.<br>| 32989 | &nbsp;&nbsp; 43612 |
|  | Bharat Bijlee Ltd. | 1034 | &nbsp;&nbsp; 34657 |
|  | Bharat Forge Ltd. | 2085 | &nbsp;&nbsp; 27580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bharat Heavy <br> Electricals Ltd.<br>| 141462 | &nbsp;&nbsp; 382946 |
|  | Bharat Rasayan Ltd. | 47 | &nbsp;&nbsp; 5825 |
|  | Biocon Ltd. | 29653 | &nbsp;&nbsp; 131626 |
|  | Birla Corp. Ltd. | 5943 | &nbsp;&nbsp; 92574 |
|  | BirlaNu Ltd. | 799 | &nbsp;&nbsp; 20928 |
|  | Birlasoft Ltd. | 27719 | &nbsp;&nbsp; 122607 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bluspring Enterprises <br> Ltd.<br>| 11307 | &nbsp;&nbsp; 11358 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bombay Burmah <br> Trading Co.<br>| 3632 | &nbsp;&nbsp; $78164 |
| \* | Borosil Scientific Ltd. | 1599 | &nbsp;&nbsp; 2985 |
|  | Bosch Ltd. | 925 | &nbsp;&nbsp; 424512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brigade Enterprises <br> Ltd.<br>| 14693 | &nbsp;&nbsp; 166934 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brightcom Group <br> Ltd.<br>| 196745 | &nbsp;&nbsp; 30792 |
|  | BSE Ltd. | 24030 | &nbsp;&nbsp; 661588 |
|  | Can Fin Homes Ltd. | 13719 | &nbsp;&nbsp; 117096 |
|  | Canara Bank | 358790 | &nbsp;&nbsp; 435825 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Capacit'e <br> Infraprojects Ltd.<br>| 12960 | &nbsp;&nbsp; 45024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caplin Point <br> Laboratories Ltd.<br>| 4054 | &nbsp;&nbsp; 95141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carborundum <br> Universal Ltd.<br>| 2630 | &nbsp;&nbsp; 27939 |
|  | Care Ratings Ltd. | 3111 | &nbsp;&nbsp; 59946 |
| \* | Cartrade Tech Ltd. | 2827 | &nbsp;&nbsp; 70118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CCL Products India <br> Ltd.<br>| 7811 | &nbsp;&nbsp; 76061 |
|  | Ceat Ltd. | 5123 | &nbsp;&nbsp; 192963 |
|  | Century Enka Ltd. | 2942 | &nbsp;&nbsp; 17243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Century Plyboards <br> India Ltd.<br>| 2114 | &nbsp;&nbsp; 17686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chambal Fertilisers & <br> Chemicals Ltd.<br>| 29578 | &nbsp;&nbsp; 173820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cholamandalam <br> Financial Holdings <br> Ltd.<br>| 15121 | &nbsp;&nbsp; 322863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cholamandalam <br> Investment & <br> Finance Co. Ltd.<br>| 2377 | &nbsp;&nbsp; 38762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CIE Automotive India <br> Ltd.<br>| 20010 | &nbsp;&nbsp; 91493 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cigniti Technologies <br> Ltd.<br>| 1547 | &nbsp;&nbsp; 29197 |
|  | Cipla Ltd. | 2237 | &nbsp;&nbsp; 39440 |
|  | City Union Bank Ltd. | 66775 | &nbsp;&nbsp; 161985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CMS Info Systems <br> Ltd.<br>| 14556 | &nbsp;&nbsp; 75994 |
| Ω | Cochin Shipyard Ltd. | 19212 | &nbsp;&nbsp; 385129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Container Corp. of <br> India Ltd.<br>| 50413 | &nbsp;&nbsp; 330817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coromandel <br> International Ltd.<br>| 17834 | &nbsp;&nbsp; 541002 |
|  | Cosmo First Ltd. | 2466 | &nbsp;&nbsp; 28238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CreditAccess <br> Grameen Ltd.<br>| 8071 | &nbsp;&nbsp; 113707 |
| \* | CSB Bank Ltd. | 13783 | &nbsp;&nbsp; 65889 |
|  | Cummins India Ltd. | 1676 | &nbsp;&nbsp; 67807 |
|  | Cyient Ltd. | 10301 | &nbsp;&nbsp; 140608 |
|  | Dalmia Bharat Ltd. | 13110 | &nbsp;&nbsp; 331724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalmia Bharat Sugar <br> & Industries Ltd.<br>| 1619 | &nbsp;&nbsp; 6794 |
|  | DB Corp. Ltd. | 6805 | &nbsp;&nbsp; 20851 |
|  | DCB Bank Ltd. | 57328 | &nbsp;&nbsp; 87540 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | DCM Shriram Ltd. | 5586 | &nbsp;&nbsp; $90690 |
| \* | DCW Ltd. | 20413 | &nbsp;&nbsp; 17806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deepak Fertilisers & <br> Petrochemicals <br> Corp. Ltd.<br>| 8075 | &nbsp;&nbsp; 147187 |
|  | Deepak Nitrite Ltd. | 3617 | &nbsp;&nbsp; 76021 |
| \* | Delhivery Ltd. | 38958 | &nbsp;&nbsp; 189065 |
|  | Delta Corp. Ltd. | 17415 | &nbsp;&nbsp; 16818 |
| \* | Dhani Services Ltd. | 45884 | &nbsp;&nbsp; 31963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dhanuka Agritech <br> Ltd.<br>| 1649 | &nbsp;&nbsp; 35819 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Digitide Solutions <br> Ltd.<br>| 11307 | &nbsp;&nbsp; 29874 |
| Ω | Dilip Buildcon Ltd. | 2926 | &nbsp;&nbsp; 15956 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dishman Carbogen <br> Amcis Ltd.<br>| 4884 | &nbsp;&nbsp; 14010 |
|  | Dodla Dairy Ltd. | 745 | &nbsp;&nbsp; 10824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dr. Reddy's <br> Laboratories Ltd., <br> ADR<br>| 16137 | &nbsp;&nbsp; 229468 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dwarikesh Sugar <br> Industries Ltd.<br>| 25289 | &nbsp;&nbsp; 12124 |
|  | eClerx Services Ltd. | 3096 | &nbsp;&nbsp; 132687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Edelweiss Financial <br> Services Ltd.<br>| 91879 | &nbsp;&nbsp; 107055 |
| \* | EID Parry India Ltd. | 13557 | &nbsp;&nbsp; 189232 |
|  | EIH Ltd. | 16018 | &nbsp;&nbsp; 68588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electrosteel Castings <br> Ltd.<br>| 67971 | &nbsp;&nbsp; 85821 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Embassy <br> Developments Ltd.<br>| 91110 | &nbsp;&nbsp; 109122 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Endurance <br> Technologies Ltd.<br>| 4098 | &nbsp;&nbsp; 118702 |
|  | Engineers India Ltd. | 54368 | &nbsp;&nbsp; 131576 |
|  | Epigral Ltd. | 2451 | &nbsp;&nbsp; 56350 |
|  | EPL Ltd. | 16493 | &nbsp;&nbsp; 41813 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Equitas Small <br> Finance Bank Ltd.<br>| 64024 | &nbsp;&nbsp; 43008 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Eris Lifesciences <br> Ltd.<br>| 5181 | &nbsp;&nbsp; 106875 |
|  | Escorts Kubota Ltd. | 7272 | &nbsp;&nbsp; 279315 |
| \* | Eureka Forbes Ltd. | 4449 | &nbsp;&nbsp; 28298 |
|  | Exide Industries Ltd. | 67801 | &nbsp;&nbsp; 295646 |
|  | FDC Ltd. | 8552 | &nbsp;&nbsp; 46391 |
|  | Federal Bank Ltd. | 298315 | &nbsp;&nbsp; 689676 |
|  | FIEM Industries Ltd. | 2550 | &nbsp;&nbsp; 55635 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fino Payments Bank <br> Ltd.<br>| 2776 | &nbsp;&nbsp; 8420 |
|  | Finolex Cables Ltd. | 10965 | &nbsp;&nbsp; 110146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Finolex Industries <br> Ltd.<br>| 45245 | &nbsp;&nbsp; 104728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Firstsource Solutions <br> Ltd.<br>| 40640 | &nbsp;&nbsp; 157770 |
|  | Force Motors Ltd. | 534 | &nbsp;&nbsp; 103156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fortis Healthcare <br> Ltd.<br>| 67232 | &nbsp;&nbsp; 655146 |
|  | Gabriel India Ltd. | 14644 | &nbsp;&nbsp; 172121 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GAIL India Ltd. (GAIL <br> IN)<br>| 60425 | &nbsp;&nbsp; $121639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galaxy Surfactants <br> Ltd.<br>| 1265 | &nbsp;&nbsp; 38321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ganesh Housing <br> Corp. Ltd.<br>| 2074 | &nbsp;&nbsp; 21218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ganesha Ecosphere <br> Ltd.<br>| 871 | &nbsp;&nbsp; 14681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Garware Technical <br> Fibres Ltd.<br>| 6175 | &nbsp;&nbsp; 63784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gateway Distriparks <br> Ltd.<br>| 53007 | &nbsp;&nbsp; 42693 |
|  | GHCL Ltd. | 12047 | &nbsp;&nbsp; 81806 |
|  | GHCL Textiles Ltd. | 12047 | &nbsp;&nbsp; 12033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GIC Housing Finance <br> Ltd.<br>| 4685 | &nbsp;&nbsp; 9956 |
| Ω | Gland Pharma Ltd. | 1126 | &nbsp;&nbsp; 26305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Glenmark <br> Pharmaceuticals <br> Ltd.<br>| 25269 | &nbsp;&nbsp; 607672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Godawari Power & <br> Ispat Ltd.<br>| 29870 | &nbsp;&nbsp; 65680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Godfrey Phillips India <br> Ltd.<br>| 2269 | &nbsp;&nbsp; 235545 |
| Ω | Godrej Agrovet Ltd. | 5663 | &nbsp;&nbsp; 54522 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Godrej Industries <br> Ltd.<br>| 12487 | &nbsp;&nbsp; 160688 |
|  | Granules India Ltd. | 23190 | &nbsp;&nbsp; 125011 |
|  | Graphite India Ltd. | 13925 | &nbsp;&nbsp; 90630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grauer & Weil India <br> Ltd.<br>| 13172 | &nbsp;&nbsp; 15088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Eastern <br> Shipping Co. Ltd. <br>| 17366 | &nbsp;&nbsp; 185191 |
|  | Greaves Cotton Ltd. | 10604 | &nbsp;&nbsp; 27174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greenlam Industries <br> Ltd.<br>| 2510 | &nbsp;&nbsp; 6717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greenpanel <br> Industries Ltd.<br>| 7462 | &nbsp;&nbsp; 24872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greenply Industries <br> Ltd.<br>| 3563 | &nbsp;&nbsp; 13045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Alkalies & <br> Chemicals Ltd.<br>| 4036 | &nbsp;&nbsp; 26707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Ambuja <br> Exports Ltd.<br>| 22550 | &nbsp;&nbsp; 28105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat <br> Fluorochemicals <br> Ltd.<br>| 3294 | &nbsp;&nbsp; 133866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Mineral <br> Development Corp. <br> Ltd.<br>| 17056 | &nbsp;&nbsp; 76269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Narmada <br> Valley Fertilizers & <br> Chemicals Ltd.<br>| 11508 | &nbsp;&nbsp; 70610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Pipavav Port <br> Ltd.<br>| 41924 | &nbsp;&nbsp; 75205 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat State <br> Fertilizers & <br> Chemicals Ltd.<br>| 32270 | &nbsp;&nbsp; $74765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat State <br> Petronet Ltd.<br>| 48339 | &nbsp;&nbsp; 172770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Oil Lubricants <br> India Ltd.<br>| 1818 | &nbsp;&nbsp; 24894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Happiest Minds <br> Technologies Ltd.<br>| 4925 | &nbsp;&nbsp; 33962 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hathway Cable & <br> Datacom Ltd.<br>| 78059 | &nbsp;&nbsp; 13301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HBL Engineering <br> Ltd.<br>| 11243 | &nbsp;&nbsp; 75142 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HealthCare Global <br> Enterprises Ltd.<br>| 5478 | &nbsp;&nbsp; 38812 |
|  | HEG Ltd. | 13190 | &nbsp;&nbsp; 85519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HeidelbergCement <br> India Ltd.<br>| 9938 | &nbsp;&nbsp; 24060 |
|  | Heritage Foods Ltd. | 14892 | &nbsp;&nbsp; 80464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hero MotoCorp Ltd. <br> (HMCL IN)<br>| 9901 | &nbsp;&nbsp; 478641 |
|  | HFCL Ltd. | 136955 | &nbsp;&nbsp; 118028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HG Infra Engineering <br> Ltd.<br>| 2995 | &nbsp;&nbsp; 35378 |
|  | Hikal Ltd. | 4944 | &nbsp;&nbsp; 18179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Himadri Speciality <br> Chemical Ltd.<br>| 40762 | &nbsp;&nbsp; 218903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Himatsingka Seide <br> Ltd.<br>| 4826 | &nbsp;&nbsp; 7642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hinduja Global <br> Solutions Ltd.<br>| 1427 | &nbsp;&nbsp; 9341 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Home First Finance <br> Co. India Ltd.<br>| 1568 | &nbsp;&nbsp; 21550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honda India Power <br> Products Ltd.<br>| 495 | &nbsp;&nbsp; 16217 |
|  | Huhtamaki India Ltd. | 3724 | &nbsp;&nbsp; 9322 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; ICICI Lombard <br> General Insurance <br> Co. Ltd.<br>| 6129 | &nbsp;&nbsp; 134504 |
|  | ICRA Ltd. | 640 | &nbsp;&nbsp; 48205 |
| \* | IDFC First Bank Ltd. | 828466 | &nbsp;&nbsp; 647383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IIFL Capital Services <br> Ltd.<br>| 10171 | &nbsp;&nbsp; 36717 |
| \* | IIFL Finance Ltd. | 37191 | &nbsp;&nbsp; 199059 |
| \* | India Cements Ltd. | 13703 | &nbsp;&nbsp; 56910 |
|  | India Glycols Ltd. | 2660 | &nbsp;&nbsp; 51562 |
|  | Indian Bank | 44284 | &nbsp;&nbsp; 313247 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Indian Railway <br> Finance Corp. Ltd.<br>| 152813 | &nbsp;&nbsp; 221845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indo Count Industries <br> Ltd.<br>| 9730 | &nbsp;&nbsp; 29950 |
| \* | Indus Towers Ltd. | 28255 | &nbsp;&nbsp; 116012 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Infibeam Avenues <br> Ltd.<br>| 226240 | &nbsp;&nbsp; 36951 |
|  | Info Edge India Ltd. | 32875 | &nbsp;&nbsp; 519056 |
| \* | Inox Wind Ltd. | 9959 | &nbsp;&nbsp; 16984 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intellect Design <br> Arena Ltd.<br>| 9038 | &nbsp;&nbsp; $104690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ipca Laboratories <br> Ltd.<br>| 19348 | &nbsp;&nbsp; 324675 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; IRCON International <br> Ltd.<br>| 61167 | &nbsp;&nbsp; 122476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ISGEC Heavy <br> Engineering Ltd.<br>| 2819 | &nbsp;&nbsp; 35155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ITD Cementation <br> India Ltd.<br>| 21907 | &nbsp;&nbsp; 193805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J Kumar Infraprojects <br> Ltd.<br>| 8134 | &nbsp;&nbsp; 65313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jagran Prakashan <br> Ltd.<br>| 20306 | &nbsp;&nbsp; 16872 |
|  | Jai Corp. Ltd. | 2814 | &nbsp;&nbsp; 3529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jammu & Kashmir <br> Bank Ltd. <br>| 59754 | &nbsp;&nbsp; 70725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jamna Auto <br> Industries Ltd.<br>| 26376 | &nbsp;&nbsp; 27706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JB Chemicals & <br> Pharmaceuticals <br> Ltd.<br>| 1201 | &nbsp;&nbsp; 24336 |
|  | Jindal Saw Ltd. | 73248 | &nbsp;&nbsp; 175858 |
|  | Jindal Stainless Ltd. | 67116 | &nbsp;&nbsp; 528206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jindal Steel & Power <br> Ltd.<br>| 48771 | &nbsp;&nbsp; 534686 |
|  | JK Cement Ltd. | 4807 | &nbsp;&nbsp; 364039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JK Lakshmi Cement <br> Ltd.<br>| 9249 | &nbsp;&nbsp; 102452 |
|  | JK Paper Ltd. | 13452 | &nbsp;&nbsp; 54483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JK Tyre & Industries <br> Ltd.<br>| 16774 | &nbsp;&nbsp; 63871 |
|  | JM Financial Ltd. | 85680 | &nbsp;&nbsp; 153289 |
|  | JSW Energy Ltd. | 49563 | &nbsp;&nbsp; 291534 |
|  | JTEKT India Ltd. | 11048 | &nbsp;&nbsp; 16213 |
|  | Jubilant Ingrevia Ltd. | 16322 | &nbsp;&nbsp; 143831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jubilant Pharmova <br> Ltd.<br>| 12752 | &nbsp;&nbsp; 173187 |
| \* | Just Dial Ltd. | 2955 | &nbsp;&nbsp; 28159 |
|  | Jyothy Labs Ltd. | 16518 | &nbsp;&nbsp; 63084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kajaria Ceramics <br> Ltd.<br>| 1541 | &nbsp;&nbsp; 20675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kalpataru Projects <br> International Ltd.<br>| 11825 | &nbsp;&nbsp; 154110 |
|  | Kalyani Steels Ltd. | 5570 | &nbsp;&nbsp; 56279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kansai Nerolac <br> Paints Ltd.<br>| 25838 | &nbsp;&nbsp; 72173 |
|  | Karnataka Bank Ltd.  | 66443 | &nbsp;&nbsp; 136524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Karur Vysya Bank <br> Ltd. <br>| 70147 | &nbsp;&nbsp; 212122 |
|  | Kaveri Seed Co. Ltd. | 2474 | &nbsp;&nbsp; 31224 |
|  | KCP Ltd.  | 12677 | &nbsp;&nbsp; 29244 |
|  | KDDL Ltd. | 114 | &nbsp;&nbsp; 3485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KEC International <br> Ltd.<br>| 15776 | &nbsp;&nbsp; 154160 |
|  | KEI Industries Ltd. | 1069 | &nbsp;&nbsp; 46637 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kennametal India <br> Ltd.<br>| 656 | &nbsp;&nbsp; $16175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kewal Kiran Clothing <br> Ltd.<br>| 1817 | &nbsp;&nbsp; 11466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keystone Realtors <br> Ltd.<br>| 1470 | &nbsp;&nbsp; 10355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Brothers <br> Ltd.<br>| 5543 | &nbsp;&nbsp; 123669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Ferrous <br> Industries Ltd.<br>| 6216 | &nbsp;&nbsp; 42677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Oil Engines <br> Ltd.<br>| 10741 | &nbsp;&nbsp; 109739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Pneumatic <br> Co. Ltd.<br>| 2651 | &nbsp;&nbsp; 39729 |
|  | Kitex Garments Ltd. | 3573 | &nbsp;&nbsp; 9162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KNR Constructions <br> Ltd.<br>| 19028 | &nbsp;&nbsp; 46172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kovai Medical Center <br> & Hospital Ltd.<br>| 977 | &nbsp;&nbsp; 69807 |
|  | KPR Mill Ltd. | 10562 | &nbsp;&nbsp; 136760 |
|  | KRBL Ltd. | 9467 | &nbsp;&nbsp; 41458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Krsnaa Diagnostics <br> Ltd.<br>| 1854 | &nbsp;&nbsp; 18123 |
|  | KSB Ltd. | 6625 | &nbsp;&nbsp; 63858 |
|  | L&T Finance Ltd. | 125185 | &nbsp;&nbsp; 287144 |
|  | LA Opala RG Ltd. | 3233 | &nbsp;&nbsp; 10149 |
| Ω | Laurus Labs Ltd. | 5430 | &nbsp;&nbsp; 53969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laxmi Organic <br> Industries Ltd.<br>| 6278 | &nbsp;&nbsp; 14561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LG Balakrishnan & <br> Bros Ltd.<br>| 4876 | &nbsp;&nbsp; 70169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LIC Housing Finance <br> Ltd.<br>| 52307 | &nbsp;&nbsp; 348281 |
|  | Linde India Ltd. | 621 | &nbsp;&nbsp; 46258 |
|  | LMW Ltd. | 473 | &nbsp;&nbsp; 81376 |
|  | LT Foods Ltd. | 25353 | &nbsp;&nbsp; 140032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lumax Auto <br> Technologies Ltd.<br>| 4144 | &nbsp;&nbsp; 51226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lumax Industries <br> Ltd.<br>| 360 | &nbsp;&nbsp; 16169 |
|  | Lupin Ltd. | 29069 | &nbsp;&nbsp; 634016 |
|  | LUX Industries Ltd. | 482 | &nbsp;&nbsp; 7535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maharashtra <br> Scooters Ltd.<br>| 720 | &nbsp;&nbsp; 130377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maharashtra <br> Seamless Ltd.<br>| 9160 | &nbsp;&nbsp; 73424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra & Mahindra <br> Financial Services <br> Ltd.<br>| 94550 | &nbsp;&nbsp; 276046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra Lifespace <br> Developers Ltd.<br>| 16834 | &nbsp;&nbsp; 71649 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra Logistics <br> Ltd.<br>| 4503 | &nbsp;&nbsp; 17231 |
|  | Maithan Alloys Ltd. | 646 | &nbsp;&nbsp; 8078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Man Industries India <br> Ltd.<br>| 4449 | &nbsp;&nbsp; 22566 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Man Infraconstruction <br> Ltd.<br>| 20147 | &nbsp;&nbsp; $39913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manappuram Finance <br> Ltd.<br>| 86581 | &nbsp;&nbsp; 249514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marksans Pharma <br> Ltd.<br>| 51545 | &nbsp;&nbsp; 132655 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; MAS Financial <br> Services Ltd.<br>| 8817 | &nbsp;&nbsp; 30986 |
|  | Mastek Ltd. | 2382 | &nbsp;&nbsp; 65698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mayur Uniquoters <br> Ltd.<br>| 2174 | &nbsp;&nbsp; 13705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mazagon Dock <br> Shipbuilders Ltd.<br>| 4412 | &nbsp;&nbsp; 138428 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Medplus Health <br> Services Ltd.<br>| 3246 | &nbsp;&nbsp; 34469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Meghmani Organics <br> Ltd.<br>| 26079 | &nbsp;&nbsp; 29341 |
|  | Minda Corp. Ltd. | 10408 | &nbsp;&nbsp; 58782 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Mishra Dhatu Nigam <br> Ltd.<br>| 11441 | &nbsp;&nbsp; 51359 |
|  | MM Forgings Ltd. | 2438 | &nbsp;&nbsp; 9512 |
|  | MOIL Ltd. | 10893 | &nbsp;&nbsp; 42445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monte Carlo <br> Fashions Ltd.<br>| 1697 | &nbsp;&nbsp; 11209 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Morepen <br> Laboratories Ltd.<br>| 76735 | &nbsp;&nbsp; 50931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motilal Oswal <br> Financial Services <br> Ltd.<br>| 26176 | &nbsp;&nbsp; 270989 |
|  | Mphasis Ltd. | 10099 | &nbsp;&nbsp; 319293 |
|  | MRF Ltd. | 327 | &nbsp;&nbsp; 550787 |
|  | Muthoot Finance Ltd. | 19462 | &nbsp;&nbsp; 580126 |
|  | Natco Pharma Ltd. | 13343 | &nbsp;&nbsp; 144748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Aluminium <br> Co. Ltd.<br>| 131702 | &nbsp;&nbsp; 276169 |
|  | Nava Ltd. | 24941 | &nbsp;&nbsp; 178437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Navneet Education <br> Ltd.<br>| 13541 | &nbsp;&nbsp; 22873 |
|  | NCC Ltd. | 75278 | &nbsp;&nbsp; 185668 |
|  | NESCO Ltd. | 3096 | &nbsp;&nbsp; 48662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neuland Laboratories <br> Ltd.<br>| 878 | &nbsp;&nbsp; 133240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NIIT Learning <br> Systems Ltd.<br>| 11898 | &nbsp;&nbsp; 43096 |
|  | NIIT Ltd. | 11898 | &nbsp;&nbsp; 15549 |
|  | Nilkamal Ltd. | 1015 | &nbsp;&nbsp; 19479 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Life India <br> Asset Management <br> Ltd.<br>| 11787 | &nbsp;&nbsp; 108593 |
|  | NMDC Ltd. | 435198 | &nbsp;&nbsp; 349344 |
| \* | NMDC Steel Ltd. | 99766 | &nbsp;&nbsp; 41572 |
|  | NOCIL Ltd. | 20106 | &nbsp;&nbsp; 42470 |
|  | NRB Bearings Ltd. | 5264 | &nbsp;&nbsp; 17146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nucleus Software <br> Exports Ltd.<br>| 803 | &nbsp;&nbsp; 9664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nuvama Wealth <br> Management Ltd.<br>| 1025 | &nbsp;&nbsp; 84287 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Oberoi Realty Ltd. | 18904 | &nbsp;&nbsp; $349271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; One 97 <br> Communications <br> Ltd.<br>| 19589 | &nbsp;&nbsp; 242443 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Onesource Specialty <br> Pharma Ltd.<br>| 6857 | &nbsp;&nbsp; 153808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oracle Financial <br> Services Software <br> Ltd.<br>| 1172 | &nbsp;&nbsp; 112235 |
|  | Orient Cement Ltd. | 14411 | &nbsp;&nbsp; 40566 |
|  | Oriental Hotels Ltd. | 9781 | &nbsp;&nbsp; 15920 |
|  | Paisalo Digital Ltd. | 74660 | &nbsp;&nbsp; 26319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Panama Petrochem <br> Ltd.<br>| 4921 | &nbsp;&nbsp; 20377 |
|  | Patanjali Foods Ltd. | 11983 | &nbsp;&nbsp; 253748 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Patel Engineering <br> Ltd.<br>| 53331 | &nbsp;&nbsp; 22602 |
| \* | PC Jeweller Ltd. | 554610 | &nbsp;&nbsp; 97734 |
|  | PCBL Chemical Ltd. | 5140 | &nbsp;&nbsp; 22832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pennar Industries <br> Ltd.<br>| 6497 | &nbsp;&nbsp; 17622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Persistent Systems <br> Ltd.<br>| 776 | &nbsp;&nbsp; 45293 |
|  | Petronet LNG Ltd. | 133201 | &nbsp;&nbsp; 436162 |
|  | PG Electroplast Ltd. | 10950 | &nbsp;&nbsp; 101305 |
|  | Phoenix Mills Ltd.  | 27594 | &nbsp;&nbsp; 465988 |
|  | PI Industries Ltd. | 7001 | &nbsp;&nbsp; 337958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Piramal Enterprises <br> Ltd.<br>| 17803 | &nbsp;&nbsp; 256125 |
|  | Piramal Pharma Ltd. | 78799 | &nbsp;&nbsp; 175998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PIX Transmissions <br> Ltd.<br>| 265 | &nbsp;&nbsp; 4529 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; PNB Housing <br> Finance Ltd.<br>| 16208 | &nbsp;&nbsp; 181497 |
|  | PNC Infratech Ltd. | 17023 | &nbsp;&nbsp; 60090 |
|  | Pokarna Ltd. | 1954 | &nbsp;&nbsp; 20662 |
|  | Polyplex Corp. Ltd. | 2859 | &nbsp;&nbsp; 36243 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Poonawalla Fincorp <br> Ltd.<br>| 32873 | &nbsp;&nbsp; 159329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Finance Corp. <br> Ltd.<br>| 129145 | &nbsp;&nbsp; 601738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Mech Projects <br> Ltd.<br>| 1572 | &nbsp;&nbsp; 55899 |
|  | Praj Industries Ltd. | 4375 | &nbsp;&nbsp; 23148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prakash Industries <br> Ltd.<br>| 12834 | &nbsp;&nbsp; 25662 |
| Ω | Prataap Snacks Ltd. | 1973 | &nbsp;&nbsp; 21869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prestige Estates <br> Projects Ltd.<br>| 26383 | &nbsp;&nbsp; 487003 |
| \* | Pricol Ltd. | 18565 | &nbsp;&nbsp; 91043 |
| \* | Prism Johnson Ltd. | 45272 | &nbsp;&nbsp; 78644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Privi Speciality <br> Chemicals Ltd.<br>| 741 | &nbsp;&nbsp; 21648 |
| \* | PSP Projects Ltd. | 1063 | &nbsp;&nbsp; 9082 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PTC India Financial <br> Services Ltd.<br>| 31087 | &nbsp;&nbsp; 14716 |
|  | PTC India Ltd. | 49707 | &nbsp;&nbsp; 108472 |
| \* | Puravankara Ltd. | 7743 | &nbsp;&nbsp; 25384 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | PVR Inox Ltd. | 7668 | &nbsp;&nbsp; $87253 |
| Ω | Quess Corp. Ltd. | 11307 | &nbsp;&nbsp; 38196 |
|  | Radico Khaitan Ltd. | 657 | &nbsp;&nbsp; 20423 |
|  | Rain Industries Ltd. | 35316 | &nbsp;&nbsp; 62888 |
|  | Rallis India Ltd. | 10770 | &nbsp;&nbsp; 45888 |
|  | Ramco Cements Ltd. | 16711 | &nbsp;&nbsp; 222209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramco Industries <br> Ltd.<br>| 6510 | &nbsp;&nbsp; 21727 |
| \* | Ramco Systems Ltd. | 2857 | &nbsp;&nbsp; 12451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramkrishna Forgings <br> Ltd.<br>| 6538 | &nbsp;&nbsp; 43291 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ramky Infrastructure <br> Ltd.<br>| 1161 | &nbsp;&nbsp; 7729 |
|  | Rane Holdings Ltd. | 1439 | &nbsp;&nbsp; 24880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rashtriya Chemicals <br> & Fertilizers Ltd.<br>| 22775 | &nbsp;&nbsp; 39342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ratnamani Metals & <br> Tubes Ltd.<br>| 1125 | &nbsp;&nbsp; 33825 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Raymond Lifestyle <br> Ltd.<br>| 4978 | &nbsp;&nbsp; 64818 |
| \* | Raymond Ltd. | 6223 | &nbsp;&nbsp; 47350 |
| \* | Raymond Realty Ltd. | 6223 | &nbsp;&nbsp; 49017 |
| Ω | RBL Bank Ltd. | 76650 | &nbsp;&nbsp; 232231 |
|  | REC Ltd. | 52473 | &nbsp;&nbsp; 235141 |
|  | Redington Ltd. | 100750 | &nbsp;&nbsp; 286961 |
|  | Redtape Ltd. | 12120 | &nbsp;&nbsp; 17745 |
| \* | Reliance Power Ltd. | 456424 | &nbsp;&nbsp; 272373 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Religare Enterprises <br> Ltd.<br>| 12051 | &nbsp;&nbsp; 36669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Repco Home Finance <br> Ltd.<br>| 8101 | &nbsp;&nbsp; 37462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Responsive <br> Industries Ltd.<br>| 4608 | &nbsp;&nbsp; 11440 |
|  | RITES Ltd. | 14980 | &nbsp;&nbsp; 43674 |
|  | Rossari Biotech Ltd. | 1951 | &nbsp;&nbsp; 15762 |
|  | Sagar Cements Ltd. | 4388 | &nbsp;&nbsp; 12233 |
|  | Saksoft Ltd. | 283 | &nbsp;&nbsp; 673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sammaan Capital <br> Ltd.<br>| 24313 | &nbsp;&nbsp; 34953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samvardhana <br> Motherson <br> International Ltd.<br>| 119208 | &nbsp;&nbsp; 131206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandhar <br> Technologies Ltd.<br>| 1690 | &nbsp;&nbsp; 9364 |
|  | Sanghvi Movers Ltd. | 4064 | &nbsp;&nbsp; 12452 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Sansera Engineering <br> Ltd.<br>| 2696 | &nbsp;&nbsp; 40592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sarda Energy & <br> Minerals Ltd.<br>| 14770 | &nbsp;&nbsp; 74921 |
|  | Saregama India Ltd. | 5067 | &nbsp;&nbsp; 27849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sasken Technologies <br> Ltd.<br>| 747 | &nbsp;&nbsp; 12585 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Satin Creditcare <br> Network Ltd.<br>| 4026 | &nbsp;&nbsp; 6648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Savita Oil <br> Technologies Ltd.<br>| 2310 | &nbsp;&nbsp; 10510 |
| \* | SBFC Finance Ltd. | 13226 | &nbsp;&nbsp; 15727 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SBI Cards & <br> Payment Services <br> Ltd.<br>| 14607 | &nbsp;&nbsp; $134389 |
|  | Schaeffler India Ltd. | 1175 | &nbsp;&nbsp; 55055 |
| \* | SEPC Ltd. | 67936 | &nbsp;&nbsp; 8167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seshasayee Paper & <br> Boards Ltd.<br>| 5576 | &nbsp;&nbsp; 17359 |
| \*Ω | SH Kelkar & Co. Ltd. | 5846 | &nbsp;&nbsp; 17072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shakti Pumps India <br> Ltd.<br>| 5610 | &nbsp;&nbsp; 56881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sharda Cropchem <br> Ltd.<br>| 3090 | &nbsp;&nbsp; 39752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sharda Motor <br> Industries Ltd.<br>| 1426 | &nbsp;&nbsp; 16913 |
| \* | Sheela Foam Ltd. | 2041 | &nbsp;&nbsp; 15516 |
| \* | Shilpa Medicare Ltd. | 6393 | &nbsp;&nbsp; 63469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shipping Corp. of <br> India Land & <br> Assets Ltd.<br>| 25479 | &nbsp;&nbsp; 14565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shipping Corp. of <br> India Ltd.<br>| 25479 | &nbsp;&nbsp; 62486 |
|  | Shree Cement Ltd. | 101 | &nbsp;&nbsp; 35232 |
|  | Shriram Finance Ltd. | 137267 | &nbsp;&nbsp; 984600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shriram Pistons & <br> Rings Ltd.<br>| 441 | &nbsp;&nbsp; 12045 |
| \* | SIS Ltd. | 5637 | &nbsp;&nbsp; 24861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siyaram Silk Mills <br> Ltd.<br>| 3403 | &nbsp;&nbsp; 24243 |
|  | SJS Enterprises Ltd. | 2570 | &nbsp;&nbsp; 35776 |
|  | Sobha Ltd. | 8336 | &nbsp;&nbsp; 151467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Solar Industries India <br> Ltd.<br>| 390 | &nbsp;&nbsp; 62425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Somany Ceramics <br> Ltd.<br>| 2041 | &nbsp;&nbsp; 12541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; South Indian Bank <br> Ltd.<br>| 528161 | &nbsp;&nbsp; 178130 |
|  | SRF Ltd. | 4083 | &nbsp;&nbsp; 141038 |
| \* | Star Cement Ltd. | 15455 | &nbsp;&nbsp; 42155 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Star Health & Allied <br> Insurance Co. Ltd.<br>| 15235 | &nbsp;&nbsp; 76705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Steel Authority of <br> India Ltd.<br>| 206149 | &nbsp;&nbsp; 290614 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sterlite Technologies <br> Ltd.<br>| 22270 | &nbsp;&nbsp; 30238 |
|  | STL Networks Ltd. | 22270 | &nbsp;&nbsp; 6574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Strides Pharma <br> Science Ltd.<br>| 13715 | &nbsp;&nbsp; 135896 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Stylam Industries <br> Ltd.<br>| 577 | &nbsp;&nbsp; 11406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Styrenix Performance <br> Materials Ltd.<br>| 507 | &nbsp;&nbsp; 16768 |
|  | Subros Ltd. | 4472 | &nbsp;&nbsp; 43445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sudarshan Chemical <br> Industries Ltd.<br>| 3908 | &nbsp;&nbsp; 63497 |
|  | Sun TV Network Ltd. | 15404 | &nbsp;&nbsp; 98695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sundaram Finance <br> Ltd.<br>| 9828 | &nbsp;&nbsp; 519396 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sundram Fasteners <br> Ltd.<br>| 6828 | &nbsp;&nbsp; $77083 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sunflag Iron & Steel <br> Co. Ltd.<br>| 4493 | &nbsp;&nbsp; 14613 |
|  | Sunteck Realty Ltd. | 7768 | &nbsp;&nbsp; 34772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suprajit Engineering <br> Ltd.<br>| 9611 | &nbsp;&nbsp; 50170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supreme Petrochem <br> Ltd.<br>| 8621 | &nbsp;&nbsp; 76967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supriya Lifescience <br> Ltd.<br>| 1319 | &nbsp;&nbsp; 9907 |
|  | Surya Roshni Ltd. | 14724 | &nbsp;&nbsp; 54980 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Syngene International <br> Ltd.<br>| 154 | &nbsp;&nbsp; 1243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tamil Nadu <br> Newsprint & <br> Papers Ltd.<br>| 11562 | &nbsp;&nbsp; 21066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tamilnad Mercantile <br> Bank Ltd.<br>| 5813 | &nbsp;&nbsp; 30316 |
| \* | TARC Ltd. | 9361 | &nbsp;&nbsp; 19650 |
|  | Tata Chemicals Ltd. | 25676 | &nbsp;&nbsp; 286943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tata Consumer <br> Products Ltd.<br>| 87288 | &nbsp;&nbsp; 1065487 |
|  | Tata Steel Ltd. | 22494 | &nbsp;&nbsp; 40232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TD Power Systems <br> Ltd.<br>| 6975 | &nbsp;&nbsp; 40349 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TeamLease Services <br> Ltd.<br>| 1113 | &nbsp;&nbsp; 23212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Techno Electric & <br> Engineering Co. <br> Ltd.<br>| 10979 | &nbsp;&nbsp; 180448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texmaco Rail & <br> Engineering Ltd.<br>| 50683 | &nbsp;&nbsp; 84432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thirumalai Chemicals <br> Ltd.<br>| 15759 | &nbsp;&nbsp; 53372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thomas Cook India <br> Ltd.<br>| 26493 | &nbsp;&nbsp; 50757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Time Technoplast <br> Ltd.<br>| 25514 | &nbsp;&nbsp; 135270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Titagarh Rail System <br> Ltd.<br>| 8467 | &nbsp;&nbsp; 82710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tourism Finance <br> Corp. of India Ltd.<br>| 8527 | &nbsp;&nbsp; 28670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TransIndia Real <br> Estate Ltd.<br>| 7469 | &nbsp;&nbsp; 2799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transport Corp. of <br> India Ltd.<br>| 4427 | &nbsp;&nbsp; 58983 |
|  | Trident Ltd. | 167972 | &nbsp;&nbsp; 57510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triveni Engineering & <br> Industries Ltd.<br>| 10691 | &nbsp;&nbsp; 41591 |
|  | TTK Prestige Ltd. | 5007 | &nbsp;&nbsp; 36006 |
|  | TVS Srichakra Ltd. | 777 | &nbsp;&nbsp; 26571 |
|  | Uflex Ltd. | 6902 | &nbsp;&nbsp; 46499 |
| \* | Ugro Capital Ltd. | 14312 | &nbsp;&nbsp; 27663 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Ujjivan Small Finance <br> Bank Ltd.<br>| 84580 | &nbsp;&nbsp; 42683 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Unichem <br> Laboratories Ltd.<br>| 3734 | &nbsp;&nbsp; $26712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Bank of India <br> Ltd.<br>| 178021 | &nbsp;&nbsp; 264664 |
| \* | UPL Ltd. | 88851 | &nbsp;&nbsp; 688826 |
|  | Usha Martin Ltd. | 30875 | &nbsp;&nbsp; 131927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UTI Asset <br> Management Co. <br> Ltd.<br>| 6565 | &nbsp;&nbsp; 98961 |
| \* | VA Tech Wabag Ltd. | 5913 | &nbsp;&nbsp; 106233 |
|  | Vaibhav Global Ltd. | 6445 | &nbsp;&nbsp; 16567 |
| \* | Valor Estate Ltd. | 14432 | &nbsp;&nbsp; 30270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vardhman Textiles <br> Ltd.<br>| 16925 | &nbsp;&nbsp; 83761 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Varroc Engineering <br> Ltd.<br>| 5366 | &nbsp;&nbsp; 32638 |
|  | Vedanta Ltd. | 7746 | &nbsp;&nbsp; 37320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Veedol Corporation <br> Ltd.<br>| 415 | &nbsp;&nbsp; 7830 |
|  | Vesuvius India Ltd. | 12920 | &nbsp;&nbsp; 76020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vindhya Telelinks <br> Ltd.<br>| 1897 | &nbsp;&nbsp; 34011 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; VL E-Governance & <br> IT Solutions Ltd.<br>| 8458 | &nbsp;&nbsp; 4260 |
| \* | Vodafone Idea Ltd. | 1094486 | &nbsp;&nbsp; 85931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Voltamp <br> Transformers Ltd.<br>| 664 | &nbsp;&nbsp; 66311 |
|  | Voltas Ltd. | 20377 | &nbsp;&nbsp; 305819 |
|  | VRL Logistics Ltd. | 2989 | &nbsp;&nbsp; 21017 |
|  | VST Industries Ltd. | 7876 | &nbsp;&nbsp; 25317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VST Tillers Tractors <br> Ltd.<br>| 516 | &nbsp;&nbsp; 26770 |
|  | Welspun Corp. Ltd. | 18515 | &nbsp;&nbsp; 196202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Welspun Enterprises <br> Ltd.<br>| 13957 | &nbsp;&nbsp; 78063 |
|  | Welspun Living Ltd. | 45005 | &nbsp;&nbsp; 65130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; West Coast Paper <br> Mills Ltd.<br>| 7697 | &nbsp;&nbsp; 46603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Whirlpool of India <br> Ltd.<br>| 3307 | &nbsp;&nbsp; 50119 |
| \* | Wockhardt Ltd. | 8985 | &nbsp;&nbsp; 170162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wonderla Holidays <br> Ltd.<br>| 2231 | &nbsp;&nbsp; 16088 |
| \* | Yes Bank Ltd. | 1907569 | &nbsp;&nbsp; 410020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zee Entertainment <br> Enterprises Ltd.<br>| 40324 | &nbsp;&nbsp; 54301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zensar Technologies <br> Ltd.<br>| 17247 | &nbsp;&nbsp; 158640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zydus Lifesciences <br> Ltd.<br>| 29418 | &nbsp;&nbsp; 322035 |
|  | Zydus Wellness Ltd. | 2377 | &nbsp;&nbsp; 54773 |
| TOTAL INDIA | TOTAL INDIA |  | &nbsp;&nbsp; 54784701 |
| INDONESIA — (1.4%) | INDONESIA — (1.4%) | INDONESIA — (1.4%) | INDONESIA — (1.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ABM Investama Tbk. <br> PT<br>| 133400 | &nbsp;&nbsp; 23814 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alamtri Resources <br> Indonesia Tbk. PT<br>| 1302700 | &nbsp;&nbsp; $146029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aneka Tambang Tbk. <br> PT<br>| 1617300 | &nbsp;&nbsp; 279850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aspirasi Hidup <br> Indonesia Tbk. PT<br>| 1819000 | &nbsp;&nbsp; 51929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra Agro Lestari <br> Tbk. PT<br>| 86500 | &nbsp;&nbsp; 35756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra Otoparts Tbk. <br> PT<br>| 103700 | &nbsp;&nbsp; 13543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank BTPN Syariah <br> Tbk. PT<br>| 780100 | &nbsp;&nbsp; 66676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Maybank <br> Indonesia Tbk. PT<br>| 1350600 | &nbsp;&nbsp; 16921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Neo Commerce <br> Tbk. PT<br>| 1758600 | &nbsp;&nbsp; 25842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank OCBC Nisp <br> Tbk. PT<br>| 547400 | &nbsp;&nbsp; 44188 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Pan Indonesia <br> Tbk. PT<br>| 629400 | &nbsp;&nbsp; 42792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Tabungan <br> Negara Persero <br> Tbk. PT<br>| 716765 | &nbsp;&nbsp; 48303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BFI Finance <br> Indonesia Tbk. PT<br>| 1306700 | &nbsp;&nbsp; 60654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BISI International <br> Tbk. PT<br>| 273900 | &nbsp;&nbsp; 15379 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Buana Lintas Lautan <br> Tbk. PT<br>| 3151400 | &nbsp;&nbsp; 25849 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bukalapak.com Tbk. <br> PT<br>| 6859000 | &nbsp;&nbsp; 62801 |
|  | Bukit Asam Tbk. PT | 655800 | &nbsp;&nbsp; 96285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Buma Internasional <br> Grup Tbk. PT<br>| 1421800 | &nbsp;&nbsp; 31386 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bumi Resources <br> Minerals Tbk. PT<br>| 5837800 | &nbsp;&nbsp; 152007 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bumi Serpong Damai <br> Tbk. PT<br>| 853100 | &nbsp;&nbsp; 40866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ciputra Development <br> Tbk. PT<br>| 1814500 | &nbsp;&nbsp; 101064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dayamitra <br> Telekomunikasi PT<br>| 3193800 | &nbsp;&nbsp; 112590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dharma Satya <br> Nusantara Tbk. PT<br>| 248300 | &nbsp;&nbsp; 20715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elang Mahkota <br> Teknologi Tbk. PT<br>| 2005600 | &nbsp;&nbsp; 75808 |
|  | Elnusa Tbk. PT | 809300 | &nbsp;&nbsp; 23989 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Energi Mega Persada <br> Tbk. PT<br>| 2098800 | &nbsp;&nbsp; 75148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Erajaya Swasembada <br> Tbk. PT<br>| 1727000 | &nbsp;&nbsp; 50987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ESSA Industries <br> Indonesia Tbk. PT<br>| 288400 | &nbsp;&nbsp; 11013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gajah Tunggal Tbk. <br> PT<br>| 227100 | &nbsp;&nbsp; 14464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indah Kiat Pulp & <br> Paper Tbk. PT<br>| 260000 | &nbsp;&nbsp; 107102 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indika Energy Tbk. <br> PT<br>| 295500 | &nbsp;&nbsp; $24044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indo Tambangraya <br> Megah Tbk. PT<br>| 63900 | &nbsp;&nbsp; 89160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indocement Tunggal <br> Prakarsa Tbk. PT<br>| 247400 | &nbsp;&nbsp; 78716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indofood Sukses <br> Makmur Tbk. PT<br>| 732100 | &nbsp;&nbsp; 378024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japfa Comfeed <br> Indonesia Tbk. PT<br>| 971600 | &nbsp;&nbsp; 94090 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kawasan Industri <br> Jababeka Tbk. PT<br>| 3322300 | &nbsp;&nbsp; 38147 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lippo Karawaci Tbk. <br> PT<br>| 5481400 | &nbsp;&nbsp; 27609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medco Energi <br> Internasional Tbk. <br> PT<br>| 1673840 | &nbsp;&nbsp; 130488 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Media Nusantara <br> Citra Tbk. PT<br>| 1220400 | &nbsp;&nbsp; 18666 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Merdeka Battery <br> Materials Tbk. PT<br>| 3971000 | &nbsp;&nbsp; 115149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitra Pinasthika <br> Mustika Tbk. PT<br>| 335600 | &nbsp;&nbsp; 19466 |
| \* | MNC Land Tbk. PT | 10863100 | &nbsp;&nbsp; 111413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pabrik Kertas Tjiwi <br> Kimia Tbk. PT<br>| 290400 | &nbsp;&nbsp; 108099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pakuwon Jati Tbk. <br> PT<br>| 2166500 | &nbsp;&nbsp; 46303 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Panin Financial Tbk. <br> PT<br>| 2425400 | &nbsp;&nbsp; 37350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perusahaan <br> Perkebunan <br> London Sumatra <br> Indonesia Tbk. PT<br>| 585500 | &nbsp;&nbsp; 49374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Puradelta Lestari <br> Tbk. PT<br>| 2071600 | &nbsp;&nbsp; 17355 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Rimo International <br> Lestari Tbk. PT<br>| 3228000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Salim Ivomas <br> Pratama Tbk. PT<br>| 780700 | &nbsp;&nbsp; 31780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sampoerna Agro Tbk. <br> PT<br>| 77700 | &nbsp;&nbsp; 14150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samudera Indonesia <br> Tbk. PT<br>| 1589000 | &nbsp;&nbsp; 31634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sarana Menara <br> Nusantara Tbk. PT<br>| 2067400 | &nbsp;&nbsp; 76522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Semen Indonesia <br> Persero Tbk. PT<br>| 451542 | &nbsp;&nbsp; 67254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siloam International <br> Hospitals Tbk. PT<br>| 41300 | &nbsp;&nbsp; 5295 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Sri Rejeki Isman Tbk. <br> PT<br>| 1753600 | &nbsp;&nbsp; 2917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Surya Citra Media <br> Tbk. PT<br>| 3616900 | &nbsp;&nbsp; 40476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Surya Semesta <br> Internusa Tbk. PT<br>| 1042000 | &nbsp;&nbsp; 164203 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tempo Scan Pacific <br> Tbk. PT<br>| 82400 | &nbsp;&nbsp; $10995 |
|  | Timah Tbk. PT | 493000 | &nbsp;&nbsp; 30172 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Trada Alam Minera <br> Tbk. PT<br>| 2672100 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trias Sentosa Tbk. <br> PT<br>| 153900 | &nbsp;&nbsp; 4611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trimegah Bangun <br> Persada Tbk. PT<br>| 1230800 | &nbsp;&nbsp; 53429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triputra Agro <br> Persada PT<br>| 966300 | &nbsp;&nbsp; 85052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tunas Baru Lampung <br> Tbk. PT<br>| 536000 | &nbsp;&nbsp; 26044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Tractors Tbk. <br> PT<br>| 32400 | &nbsp;&nbsp; 47476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vale Indonesia Tbk. <br> PT<br>| 418140 | &nbsp;&nbsp; 87436 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Waskita Karya <br> Persero Tbk. PT<br>| 1125300 | &nbsp;&nbsp; 2591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; XLSMART Telecom <br> Sejahtera Tbk. PT<br>| 852013 | &nbsp;&nbsp; 130391 |
| TOTAL INDONESIA | TOTAL INDONESIA |  | &nbsp;&nbsp; 4169631 |
| KUWAIT — (0.8%) | KUWAIT — (0.8%) | KUWAIT — (0.8%) | KUWAIT — (0.8%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; A'ayan Leasing & <br> Investment Co. <br> KSCP<br>| 143965 | &nbsp;&nbsp; 84689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agility Public <br> Warehousing Co. <br> KSC<br>| 216529 | &nbsp;&nbsp; 100948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Ahli Bank of <br> Kuwait KSCP<br>| 168189 | &nbsp;&nbsp; 165144 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alimtiaz Investment <br> Group KSC<br>| 341571 | &nbsp;&nbsp; 54250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arzan Financial <br> Group for <br> Financing & <br> Investment KPSC<br>| 60996 | &nbsp;&nbsp; 58874 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asiya Capital <br> Investments Co. <br> KSCP<br>| 97686 | &nbsp;&nbsp; 14166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boubyan <br> Petrochemicals Co. <br> KSCP<br>| 58356 | &nbsp;&nbsp; 123196 |
|  | Burgan Bank SAK | 223703 | &nbsp;&nbsp; 182388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Facilities <br> Co. SAKP<br>| 27850 | &nbsp;&nbsp; 21227 |
|  | Gulf Bank KSCP | 342702 | &nbsp;&nbsp; 378582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Cables & <br> Electrical Industries <br> Group Co. KSCP<br>| 388 | &nbsp;&nbsp; 2657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Cement Co. <br> KSC<br>| 50992 | &nbsp;&nbsp; 58256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Financial <br> Centre SAK<br>| 32308 | &nbsp;&nbsp; 15905 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Insurance Co. <br> SAK<br>| 15388 | &nbsp;&nbsp; $26337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait International <br> Bank KSCP<br>| 158516 | &nbsp;&nbsp; 143137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Investment <br> Co. SAK<br>| 38322 | &nbsp;&nbsp; 25892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mobile <br> Telecommunications <br> Co. KSCP<br>| 16786 | &nbsp;&nbsp; 29141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Industries <br> Group Holding <br> SAK<br>| 329155 | &nbsp;&nbsp; 265016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Investments <br> Co. KSCP<br>| 92515 | &nbsp;&nbsp; 74171 |
| \* | Warba Bank KSCP | 430422 | &nbsp;&nbsp; 389300 |
| TOTAL KUWAIT | TOTAL KUWAIT |  | &nbsp;&nbsp; 2213276 |
| MALAYSIA — (1.6%) | MALAYSIA — (1.6%) | MALAYSIA — (1.6%) | MALAYSIA — (1.6%) |
|  | Able Global Bhd. | 30900 | &nbsp;&nbsp; 10832 |
|  | Aeon Co. M Bhd. | 96000 | &nbsp;&nbsp; 28993 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AEON Credit Service <br> M Bhd.<br>| 23400 | &nbsp;&nbsp; 28226 |
| \* | AFFIN Bank Bhd. | 125276 | &nbsp;&nbsp; 69758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ajinomoto Malaysia <br> Bhd.<br>| 4200 | &nbsp;&nbsp; 12643 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Alliance Bank <br> Malaysia Bhd.<br>| 164741 | &nbsp;&nbsp; 173125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allianz Malaysia <br> Bhd.<br>| 10500 | &nbsp;&nbsp; 42836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AME Elite <br> Consortium Bhd.<br>| 28400 | &nbsp;&nbsp; 10027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AMMB Holdings Bhd. <br> (AMM MK)<br>| 99400 | &nbsp;&nbsp; 117450 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bank Islam Malaysia <br> Bhd.<br>| 127300 | &nbsp;&nbsp; 66748 |
|  | Batu Kawan Bhd. | 16200 | &nbsp;&nbsp; 71488 |
| #\* | Berjaya Corp. Bhd. | 493544 | &nbsp;&nbsp; 32346 |
| \* | Berjaya Land Bhd. | 124900 | &nbsp;&nbsp; 8151 |
| #\* | Bumi Armada Bhd. | 507900 | &nbsp;&nbsp; 52282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cahya Mata Sarawak <br> Bhd.<br>| 118100 | &nbsp;&nbsp; 34118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chin Teck Plantations <br> Bhd.<br>| 5500 | &nbsp;&nbsp; 12632 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dayang Enterprise <br> Holdings Bhd.<br>| 106300 | &nbsp;&nbsp; 45720 |
| # | Dialog Group Bhd. | 192400 | &nbsp;&nbsp; 78703 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Duopharma Biotech <br> Bhd.<br>| 117952 | &nbsp;&nbsp; 36465 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Eastern & Oriental <br> Bhd.<br>| 114400 | &nbsp;&nbsp; 22308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eco World <br> Development <br> Group Bhd.<br>| 136900 | &nbsp;&nbsp; 65136 |
| #\* | Ekovest Bhd. | 383500 | &nbsp;&nbsp; 37142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FAR East Holdings <br> Bhd.<br>| 1400 | &nbsp;&nbsp; 1241 |
|  | Gamuda Bhd. | 579362 | &nbsp;&nbsp; 699287 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| # | Genting Bhd. | 280500 | &nbsp;&nbsp; $205240 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Genting Malaysia <br> Bhd.<br>| 341400 | &nbsp;&nbsp; 156174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genting Plantations <br> Bhd.<br>| 28400 | &nbsp;&nbsp; 32633 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hap Seng Plantations <br> Holdings Bhd.<br>| 27100 | &nbsp;&nbsp; 12240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hartalega Holdings <br> Bhd.<br>| 93600 | &nbsp;&nbsp; 31960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hiap Teck Venture <br> Bhd.<br>| 218100 | &nbsp;&nbsp; 15256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hibiscus Petroleum <br> Bhd.<br>| 80759 | &nbsp;&nbsp; 29474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Leong <br> Industries Bhd.<br>| 10000 | &nbsp;&nbsp; 30604 |
|  | IGB Bhd. | 61123 | &nbsp;&nbsp; 44736 |
|  | IJM Corp. Bhd. | 291100 | &nbsp;&nbsp; 193880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IOI Properties Group <br> Bhd.<br>| 252700 | &nbsp;&nbsp; 125188 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Jaya Tiasa Holdings <br> Bhd.<br>| 113300 | &nbsp;&nbsp; 31984 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Keck Seng Malaysia <br> Bhd.<br>| 19600 | &nbsp;&nbsp; 24747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kerjaya Prospek <br> Group Bhd.<br>| 39200 | &nbsp;&nbsp; 18668 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kossan Rubber <br> Industries Bhd.<br>| 103800 | &nbsp;&nbsp; 33240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kretam Holdings <br> Bhd.<br>| 133900 | &nbsp;&nbsp; 22043 |
| #\* | KSL Holdings Bhd. | 54000 | &nbsp;&nbsp; 20438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LBS Bina Group <br> Bhd.<br>| 99500 | &nbsp;&nbsp; 10802 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Leong Hup <br> International Bhd.<br>| 128600 | &nbsp;&nbsp; 18181 |
|  | LPI Capital Bhd. | 4100 | &nbsp;&nbsp; 13933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magni-Tech <br> Industries Bhd.<br>| 19900 | &nbsp;&nbsp; 9818 |
|  | Magnum Bhd. | 111814 | &nbsp;&nbsp; 35350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mah Sing Group <br> Bhd.<br>| 277700 | &nbsp;&nbsp; 75535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Malayan Cement <br> Bhd.<br>| 31300 | &nbsp;&nbsp; 41057 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Malayan Flour Mills <br> Bhd.<br>| 227800 | &nbsp;&nbsp; 30917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Malaysia Smelting <br> Corp. Bhd.<br>| 35800 | &nbsp;&nbsp; 9684 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Malaysian Pacific <br> Industries Bhd.<br>| 3900 | &nbsp;&nbsp; 18265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Malaysian Resources <br> Corp. Bhd.<br>| 291800 | &nbsp;&nbsp; 36343 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Matrix Concepts <br> Holdings Bhd.<br>| 177975 | &nbsp;&nbsp; 55730 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MBM Resources <br> Bhd.<br>| 38200 | &nbsp;&nbsp; 41142 |
| # | MBSB Bhd. | 368973 | &nbsp;&nbsp; 59109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mega First Corp. <br> Bhd.<br>| 74000 | &nbsp;&nbsp; 62782 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mi Technovation <br> Bhd.<br>| 70500 | &nbsp;&nbsp; $33252 |
|  | MKH Bhd. | 39000 | &nbsp;&nbsp; 9656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MNRB Holdings <br> Bhd.<br>| 50800 | &nbsp;&nbsp; 21968 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Muhibbah <br> Engineering M <br> Bhd.<br>| 69100 | &nbsp;&nbsp; 9291 |
| # | OCK Group Bhd. | 106700 | &nbsp;&nbsp; 10352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Holdings <br> Bhd.<br>| 46900 | &nbsp;&nbsp; 74522 |
| # | OSK Holdings Bhd. | 292199 | &nbsp;&nbsp; 89449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pantech Group <br> Holdings Bhd.<br>| 62800 | &nbsp;&nbsp; 9974 |
| # | Perak Transit Bhd. | 99100 | &nbsp;&nbsp; 16019 |
| # | RCE Capital Bhd. | 98200 | &nbsp;&nbsp; 23654 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sarawak Oil Palms <br> Bhd.<br>| 41700 | &nbsp;&nbsp; 32674 |
|  | Scientex Bhd. | 87100 | &nbsp;&nbsp; 66468 |
|  | Sime Darby Bhd. | 306700 | &nbsp;&nbsp; 116916 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sime Darby Property <br> Bhd.<br>| 436300 | &nbsp;&nbsp; 151207 |
|  | SKP Resources Bhd. | 103400 | &nbsp;&nbsp; 22800 |
|  | SP Setia Bhd. Group | 311299 | &nbsp;&nbsp; 81373 |
|  | Sunway Bhd. | 27723 | &nbsp;&nbsp; 30637 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Syarikat Takaful <br> Malaysia Keluarga <br> Bhd.<br>| 26900 | &nbsp;&nbsp; 20133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ta Ann Holdings <br> Bhd.<br>| 59700 | &nbsp;&nbsp; 53786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Top Glove Corp. <br> Bhd.<br>| 302500 | &nbsp;&nbsp; 48431 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tropicana Corp. <br> Bhd.<br>| 104013 | &nbsp;&nbsp; 28959 |
|  | TSH Resources Bhd. | 116400 | &nbsp;&nbsp; 31807 |
| # | UEM Sunrise Bhd. | 241800 | &nbsp;&nbsp; 42149 |
|  | Unisem M Bhd. | 62700 | &nbsp;&nbsp; 34038 |
|  | United Malacca Bhd. | 28200 | &nbsp;&nbsp; 35323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Plantations <br> Bhd.<br>| 8550 | &nbsp;&nbsp; 43380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UOA Development <br> Bhd.<br>| 33400 | &nbsp;&nbsp; 13766 |
|  | Velesto Energy Bhd. | 502700 | &nbsp;&nbsp; 21180 |
|  | VS Industry Bhd. | 398059 | &nbsp;&nbsp; 74549 |
| #\* | WCT Holdings Bhd. | 129750 | &nbsp;&nbsp; 23758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yinson Holdings <br> Bhd.<br>| 149441 | &nbsp;&nbsp; 81826 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp; 4658107 |
| MEXICO — (2.2%) | MEXICO — (2.2%) | MEXICO — (2.2%) | MEXICO — (2.2%) |
|  | Alpek SAB de CV | 53833 | &nbsp;&nbsp; 25768 |
| \* | Axtel SAB de CV | 75248 | &nbsp;&nbsp; 9374 |
| #Ω | Banco del Bajio SA | 108947 | &nbsp;&nbsp; 244864 |
| # | Becle SAB de CV | 19488 | &nbsp;&nbsp; 24421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cemex SAB de CV <br> (CEMEXCPO MM)<br>| 549733 | &nbsp;&nbsp; 479650 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cemex SAB de CV <br> (CX US), <br> Sponsored ADR<br>| 156566 | &nbsp;&nbsp; $1362124 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cia Minera Autlan <br> SAB de CV<br>| 18124 | &nbsp;&nbsp; 6850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Consorcio ARA SAB <br> de CV<br>| 33807 | &nbsp;&nbsp; 5788 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Controladora Vuela <br> Cia de Aviacion <br> SAB de CV <br> (VOLARA MM), <br> Class A<br>| 78725 | &nbsp;&nbsp; 46029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corp. Actinver SAB <br> de CV<br>| 41815 | &nbsp;&nbsp; 41006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corporativo Fragua <br> SAB de CV<br>| 7267 | &nbsp;&nbsp; 212636 |
|  | Cydsa SAB de CV | 45021 | &nbsp;&nbsp; 42718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; El Puerto de <br> Liverpool SAB de <br> CV, Class C1<br>| 30621 | &nbsp;&nbsp; 149461 |
|  | GCC SAB de CV | 20343 | &nbsp;&nbsp; 190199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genomma Lab <br> Internacional SAB <br> de CV, Class B<br>| 98024 | &nbsp;&nbsp; 113171 |
|  | Gentera SAB de CV | 160560 | &nbsp;&nbsp; 364101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Comercial <br> Chedraui SA de <br> CV<br>| 50454 | &nbsp;&nbsp; 408259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Herdez SAB <br> de CV<br>| 11507 | &nbsp;&nbsp; 33079 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Hotelero <br> Santa Fe SAB de <br> CV<br>| 50240 | &nbsp;&nbsp; 10306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Industrial <br> Saltillo SAB de CV<br>| 47197 | &nbsp;&nbsp; 37277 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Televisa SAB <br> (TLEVICPO MM)<br>| 264672 | &nbsp;&nbsp; 145910 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Traxion SAB <br> de CV<br>| 39637 | &nbsp;&nbsp; 34731 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Industrias CH SAB <br> de CV<br>| 11679 | &nbsp;&nbsp; 105244 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Industrias Penoles <br> SAB de CV<br>| 21809 | &nbsp;&nbsp; 572768 |
|  | KUO SAB de CV | 21555 | &nbsp;&nbsp; 50845 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; La Comer SAB de <br> CV<br>| 34988 | &nbsp;&nbsp; 75169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medica Sur SAB de <br> CV<br>| 20670 | &nbsp;&nbsp; 50401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Megacable Holdings <br> SAB de CV<br>| 98904 | &nbsp;&nbsp; 272831 |
| \*Ω | Nemak SAB de CV | 287386 | &nbsp;&nbsp; 51490 |
| \* | Ollamani SAB | 16167 | &nbsp;&nbsp; 40295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Operadora De Sites <br> Mexicanos SAB de <br> CV, Class A-1<br>| 50230 | &nbsp;&nbsp; 43427 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orbia Advance Corp. <br> SAB de CV<br>| 23823 | &nbsp;&nbsp; $16202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Organizacion Cultiba <br> SAB de CV<br>| 46456 | &nbsp;&nbsp; 26448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Organizacion Soriana <br> SAB de CV, <br> Class B<br>| 37912 | &nbsp;&nbsp; 52231 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Promotora de <br> Hoteles Norte 19 <br> SAB de CV<br>| 47518 | &nbsp;&nbsp; 12065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Promotora y <br> Operadora de <br> Infraestructura <br> SAB de CV <br> (PINFRA MM)<br>| 22314 | &nbsp;&nbsp; 263758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Promotora y <br> Operadora de <br> Infraestructura <br> SAB de CV <br> (PINFRAL MM), <br> Class L<br>| 2980 | &nbsp;&nbsp; 29776 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Qualitas Controladora <br> SAB de CV<br>| 12657 | &nbsp;&nbsp; 114695 |
|  | Regional SAB de CV | 29098 | &nbsp;&nbsp; 224979 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vista Energy SAB de <br> CV (VIST US), <br> ADR<br>| 9340 | &nbsp;&nbsp; 417498 |
| TOTAL MEXICO | TOTAL MEXICO |  | &nbsp;&nbsp; 6407844 |
| PHILIPPINES — (0.5%) | PHILIPPINES — (0.5%) | PHILIPPINES — (0.5%) | PHILIPPINES — (0.5%) |
| \* | 8990 Holdings, Inc. | 110000 | &nbsp;&nbsp; 19202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alliance Global <br> Group, Inc.<br>| 409300 | &nbsp;&nbsp; 54061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia United Bank <br> Corp.<br>| 24330 | &nbsp;&nbsp; 22293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bloomberry Resorts <br> Corp.<br>| 371000 | &nbsp;&nbsp; 25779 |
|  | China Banking Corp. | 123600 | &nbsp;&nbsp; 138845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Converge Information <br> & Communications <br> Technology <br> Solutions, Inc.<br>| 148700 | &nbsp;&nbsp; 45503 |
|  | Cosco Capital, Inc. | 281900 | &nbsp;&nbsp; 33727 |
|  | DMCI Holdings, Inc. | 395300 | &nbsp;&nbsp; 69453 |
|  | DoubleDragon Corp. | 73400 | &nbsp;&nbsp; 12198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Philippine <br> Holdings Corp.<br>| 31550 | &nbsp;&nbsp; 42561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GT Capital Holdings, <br> Inc.<br>| 12099 | &nbsp;&nbsp; 124173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JG Summit Holdings, <br> Inc.<br>| 127800 | &nbsp;&nbsp; 45925 |
|  | LT Group, Inc. | 268800 | &nbsp;&nbsp; 60186 |
|  | Megaworld Corp. | 1618000 | &nbsp;&nbsp; 55102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Bank & <br> Trust Co.<br>| 89590 | &nbsp;&nbsp; 113765 |
|  | Nickel Asia Corp. | 497000 | &nbsp;&nbsp; 19129 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Philcomsat Holdings <br> Corp.<br>| 9064 | &nbsp;&nbsp; $16621 |
|  | Philex Mining Corp. | 326000 | &nbsp;&nbsp; 31493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Philippine National <br> Bank<br>| 50900 | &nbsp;&nbsp; 54996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Puregold Price Club, <br> Inc.<br>| 121000 | &nbsp;&nbsp; 82940 |
|  | RFM Corp. | 109000 | &nbsp;&nbsp; 7741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rizal Commercial <br> Banking Corp.<br>| 113800 | &nbsp;&nbsp; 48699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Robinsons Retail <br> Holdings, Inc.<br>| 34900 | &nbsp;&nbsp; 22742 |
|  | San Miguel Corp. | 36530 | &nbsp;&nbsp; 45008 |
|  | Security Bank Corp. | 44520 | &nbsp;&nbsp; 57926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Bank of the <br> Philippines<br>| 72102 | &nbsp;&nbsp; 39488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Robina <br> Corp.<br>| 76500 | &nbsp;&nbsp; 115865 |
|  | Wilcon Depot, Inc. | 76800 | &nbsp;&nbsp; 13169 |
| TOTAL PHILIPPINES | TOTAL PHILIPPINES |  | &nbsp;&nbsp; 1418590 |
| POLAND — (1.5%) | POLAND — (1.5%) | POLAND — (1.5%) | POLAND — (1.5%) |
|  | AB SA | 2333 | &nbsp;&nbsp; 58545 |
| \* | Agora SA | 8438 | &nbsp;&nbsp; 20738 |
|  | Alior Bank SA | 18231 | &nbsp;&nbsp; 491195 |
|  | Apator SA | 2181 | &nbsp;&nbsp; 12330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASBISc Enterprises <br> PLC<br>| 7050 | &nbsp;&nbsp; 51136 |
|  | Asseco Poland SA | 9413 | &nbsp;&nbsp; 507833 |
| # | Auto Partner SA | 10696 | &nbsp;&nbsp; 57044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Handlowy w <br> Warszawie SA<br>| 6390 | &nbsp;&nbsp; 186326 |
| \* | Bank Millennium SA | 62100 | &nbsp;&nbsp; 241520 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Ochrony <br> Srodowiska SA<br>| 9478 | &nbsp;&nbsp; 25982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BNPP Bank Polska <br> SA<br>| 2464 | &nbsp;&nbsp; 67923 |
|  | Boryszew SA | 19241 | &nbsp;&nbsp; 31010 |
| \* | Cognor Holding SA | 35478 | &nbsp;&nbsp; 66131 |
| #\* | Cyfrowy Polsat SA | 32499 | &nbsp;&nbsp; 130463 |
|  | Develia SA | 71240 | &nbsp;&nbsp; 158756 |
| \* | Echo Investment SA | 23480 | &nbsp;&nbsp; 33326 |
| \* | Enea SA | 51632 | &nbsp;&nbsp; 260841 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fabryki Mebli Forte <br> SA<br>| 1537 | &nbsp;&nbsp; 11588 |
| \* | Grupa Azoty SA | 9834 | &nbsp;&nbsp; 48876 |
|  | Inter Cars SA | 1305 | &nbsp;&nbsp; 199082 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jastrzebska Spolka <br> Weglowa SA<br>| 12092 | &nbsp;&nbsp; 75685 |
| # | KRUK SA | 2756 | &nbsp;&nbsp; 301951 |
| #\* | Lubawa SA | 10808 | &nbsp;&nbsp; 25686 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lubelski Wegiel <br> Bogdanka SA<br>| 3931 | &nbsp;&nbsp; 25409 |
| \* | mBank SA | 956 | &nbsp;&nbsp; 226059 |
|  | Mirbud SA | 7385 | &nbsp;&nbsp; 29357 |
|  | Newag SA | 1563 | &nbsp;&nbsp; 30135 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PGE Polska Grupa <br> Energetyczna SA<br>| 136110 | &nbsp;&nbsp; $438240 |
| \* | PKP Cargo SA | 7482 | &nbsp;&nbsp; 30839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stalexport Autostrady <br> SA<br>| 16406 | &nbsp;&nbsp; 13716 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tauron Polska <br> Energia SA<br>| 202440 | &nbsp;&nbsp; 449069 |
|  | Torpol SA | 1241 | &nbsp;&nbsp; 12955 |
|  | VRG SA | 42918 | &nbsp;&nbsp; 46922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Warsaw Stock <br> Exchange<br>| 2575 | &nbsp;&nbsp; 36395 |
| TOTAL POLAND | TOTAL POLAND |  | &nbsp;&nbsp; 4403063 |
| QATAR — (0.7%) | QATAR — (0.7%) | QATAR — (0.7%) | QATAR — (0.7%) |
|  | Aamal Co. | 288708 | &nbsp;&nbsp; 65227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Khaleej Takaful <br> Group QSC<br>| 22072 | &nbsp;&nbsp; 14667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alijarah Holding Co. <br> QPSC<br>| 68698 | &nbsp;&nbsp; 13715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barwa Real Estate <br> Co.<br>| 365206 | &nbsp;&nbsp; 281391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Bank <br> PSQC <br>| 207951 | &nbsp;&nbsp; 279293 |
|  | Doha Bank QPSC | 477581 | &nbsp;&nbsp; 320913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Doha Insurance Co. <br> QSC<br>| 40320 | &nbsp;&nbsp; 29383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf International <br> Services QSC<br>| 73664 | &nbsp;&nbsp; 66870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Warehousing <br> Co.<br>| 69588 | &nbsp;&nbsp; 52824 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mazaya Real Estate <br> Development <br> QPSC<br>| 177975 | &nbsp;&nbsp; 30073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mesaieed <br> Petrochemical <br> Holding Co.<br>| 212975 | &nbsp;&nbsp; 79174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Industrial <br> Manufacturing Co. <br> QSC<br>| 41774 | &nbsp;&nbsp; 29496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Insurance Co. <br> SAQ<br>| 13462 | &nbsp;&nbsp; 7751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar National <br> Cement Co. QSC<br>| 76424 | &nbsp;&nbsp; 72460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Navigation <br> QSC<br>| 159233 | &nbsp;&nbsp; 473993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Salam International <br> Investment Ltd. <br> QSC<br>| 139423 | &nbsp;&nbsp; 27667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Development <br> Co. QSC<br>| 355663 | &nbsp;&nbsp; 100794 |
| TOTAL QATAR | TOTAL QATAR |  | &nbsp;&nbsp; 1945691 |
| RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Lenta International <br> Co. PJSC, GDR<br>| 4734 | &nbsp;&nbsp; 0 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| RUSSIA — (Continued) | RUSSIA — (Continued) | RUSSIA — (Continued) | RUSSIA — (Continued) |
| \*,\*†† | &nbsp;&nbsp;&nbsp;&nbsp; Magnitogorsk Iron & <br> Steel Works PJSC <br> (MMK LI), <br> Sponsored GDR<br>| 16505 | &nbsp;&nbsp; $0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; RusHydro PJSC <br> (RSHYY US), ADR<br>| 93802 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; VTB Bank PJSC <br> (VTBR LI), GDR<br>| 138363 | &nbsp;&nbsp; 0 |
| SAUDI ARABIA — (2.7%) | SAUDI ARABIA — (2.7%) | SAUDI ARABIA — (2.7%) | SAUDI ARABIA — (2.7%) |
|  | Ades Holding Co. | 28853 | &nbsp;&nbsp; 96784 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advanced <br> Petrochemical Co.<br>| 22702 | &nbsp;&nbsp; 187552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Babtain Power & <br> Telecommunication <br> Co.<br>| 10425 | &nbsp;&nbsp; 155801 |
|  | Al Hammadi Holding | 13583 | &nbsp;&nbsp; 131192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Hassan Ghazi <br> Ibrahim Shaker <br> Co.<br>| 6437 | &nbsp;&nbsp; 45991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Jouf Agricultural <br> Development Co.<br>| 2562 | &nbsp;&nbsp; 29073 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Al Khaleej Training & <br> Education Co.<br>| 4677 | &nbsp;&nbsp; 30494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Yamamah Steel <br> Industries Co.<br>| 2366 | &nbsp;&nbsp; 21716 |
|  | Alaseel Co. | 33740 | &nbsp;&nbsp; 34288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al-Etihad Cooperative <br> Insurance Co.<br>| 3441 | &nbsp;&nbsp; 11541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AlJazira Takaful <br> Ta'awuni Co.<br>| 5611 | &nbsp;&nbsp; 19054 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Allianz Saudi Fransi <br> Cooperative <br> Insurance Co.<br>| 12649 | &nbsp;&nbsp; 47794 |
|  | Almarai Co. JSC | 2786 | &nbsp;&nbsp; 35532 |
|  | Alujain Corp. | 6757 | &nbsp;&nbsp; 65957 |
|  | Arab National Bank | 38278 | &nbsp;&nbsp; 221432 |
|  | Arabian Cement Co. | 9734 | &nbsp;&nbsp; 53474 |
|  | Arabian Drilling Co. | 4651 | &nbsp;&nbsp; 92839 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arabian Shield <br> Cooperative <br> Insurance Co.<br>| 7822 | &nbsp;&nbsp; 30790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arriyadh <br> Development Co.<br>| 17211 | &nbsp;&nbsp; 146698 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ARTEX Industrial <br> Investment Co.<br>| 7870 | &nbsp;&nbsp; 26969 |
| \* | Bank Al-Jazira | 113053 | &nbsp;&nbsp; 377626 |
|  | Bawan Co. | 4876 | &nbsp;&nbsp; 67956 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chubb Arabia <br> Cooperative <br> Insurance Co.<br>| 178 | &nbsp;&nbsp; 1567 |
|  | City Cement Co. | 12129 | &nbsp;&nbsp; 54046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dallah Healthcare <br> Co.<br>| 2444 | &nbsp;&nbsp; 88524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dar Al Arkan Real <br> Estate <br> Development Co.<br>| 107466 | &nbsp;&nbsp; 546662 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Province <br> Cement Co.<br>| 8366 | &nbsp;&nbsp; $61508 |
|  | Etihad Etisalat Co. | 63978 | &nbsp;&nbsp; 1043139 |
| \* | Fitaihi Holding Group | 32900 | &nbsp;&nbsp; 28741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Insurance <br> Group<br>| 4659 | &nbsp;&nbsp; 30615 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Herfy Food Services <br> Co.<br>| 3314 | &nbsp;&nbsp; 22147 |
| \* | Lumi Rental Co. | 1420 | &nbsp;&nbsp; 22893 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mediterranean & Gulf <br> Cooperative <br> Insurance & <br> Reinsurance Co.<br>| 16398 | &nbsp;&nbsp; 73880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Middle East <br> Healthcare Co.<br>| 6562 | &nbsp;&nbsp; 98368 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Middle East Paper <br> Co.<br>| 10020 | &nbsp;&nbsp; 74315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Middle East <br> Specialized Cables <br> Co.<br>| 4602 | &nbsp;&nbsp; 40894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mobile <br> Telecommunications <br> Co. Saudi Arabia<br>| 83887 | &nbsp;&nbsp; 232387 |
| \* | Najran Cement Co. | 16879 | &nbsp;&nbsp; 36554 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Agriculture <br> Development Co. <br>| 18985 | &nbsp;&nbsp; 103936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Co. for <br> Glass Industries <br>| 3510 | &nbsp;&nbsp; 37868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National <br> Industrialization <br> Co.<br>| 34608 | &nbsp;&nbsp; 88663 |
|  | Nayifat Finance Co. | 13593 | &nbsp;&nbsp; 46784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern Region <br> Cement Co.<br>| 18964 | &nbsp;&nbsp; 40853 |
|  | Qassim Cement Co. | 8392 | &nbsp;&nbsp; 103028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rabigh Refining & <br> Petrochemical Co.<br>| 62895 | &nbsp;&nbsp; 119087 |
|  | Riyadh Cement Co. | 7786 | &nbsp;&nbsp; 65852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sahara International <br> Petrochemical Co.<br>| 47582 | &nbsp;&nbsp; 226783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Automotive <br> Services Co.<br>| 1423 | &nbsp;&nbsp; 19508 |
|  | Saudi Cement Co. | 11842 | &nbsp;&nbsp; 120732 |
| \* | Saudi Ceramic Co. | 11868 | &nbsp;&nbsp; 96509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Chemical Co. <br> Holding<br>| 105700 | &nbsp;&nbsp; 214126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Industrial <br> Investment Group<br>| 59706 | &nbsp;&nbsp; 285695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Investment <br> Bank <br>| 122976 | &nbsp;&nbsp; 471212 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Kayan <br> Petrochemical Co.<br>| 88160 | &nbsp;&nbsp; 107228 |
| \* | Saudi Marketing Co. | 2001 | &nbsp;&nbsp; 8940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Paper <br> Manufacturing Co.<br>| 2289 | &nbsp;&nbsp; 33650 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Pharmaceutical <br> Industries & <br> Medical Appliances <br> Corp.<br>| 9251 | &nbsp;&nbsp; $59364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Public <br> Transport Co.<br>| 10417 | &nbsp;&nbsp; 37072 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Reinsurance <br> Co.<br>| 8310 | &nbsp;&nbsp; 100574 |
| \* | Seera Group Holding | 33818 | &nbsp;&nbsp; 232704 |
| \* | SHL Finance Co. | 7118 | &nbsp;&nbsp; 44195 |
| \* | Sinad Holding Co. | 15831 | &nbsp;&nbsp; 45421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Province <br> Cement Co.<br>| 8080 | &nbsp;&nbsp; 56597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sustained <br> Infrastructure <br> Holding Co.<br>| 7743 | &nbsp;&nbsp; 68590 |
|  | Tabuk Cement Co. | 8849 | &nbsp;&nbsp; 24596 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Umm Al-Qura <br> Cement Co.<br>| 2850 | &nbsp;&nbsp; 11851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United International <br> Transportation Co.<br>| 6599 | &nbsp;&nbsp; 122990 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Walaa Cooperative <br> Insurance Co.<br>| 10029 | &nbsp;&nbsp; 37296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamama Cement <br> Co.<br>| 20244 | &nbsp;&nbsp; 177272 |
|  | Yanbu Cement Co. | 13216 | &nbsp;&nbsp; 59960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yanbu National <br> Petrochemical Co.<br>| 30795 | &nbsp;&nbsp; 250170 |
| TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | &nbsp;&nbsp; 7905899 |
| SOUTH AFRICA — (2.9%) | SOUTH AFRICA — (2.9%) | SOUTH AFRICA — (2.9%) | SOUTH AFRICA — (2.9%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Adcock Ingram <br> Holdings Ltd.<br>| 5274 | &nbsp;&nbsp; 19951 |
|  | AECI Ltd. | 20061 | &nbsp;&nbsp; 120437 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; African Rainbow <br> Minerals Ltd.<br>| 21069 | &nbsp;&nbsp; 213653 |
|  | Altron Ltd., Class A | 27408 | &nbsp;&nbsp; 31685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aspen Pharmacare <br> Holdings Ltd.<br>| 30925 | &nbsp;&nbsp; 198484 |
|  | Astral Foods Ltd. | 4382 | &nbsp;&nbsp; 41732 |
|  | Barloworld Ltd. | 29629 | &nbsp;&nbsp; 189174 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Label Telecoms <br> Ltd.<br>| 90389 | &nbsp;&nbsp; 80873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caxton & CTP <br> Publishers & <br> Printers Ltd.<br>| 18917 | &nbsp;&nbsp; 12004 |
|  | Curro Holdings Ltd. | 43449 | &nbsp;&nbsp; 20867 |
|  | DataTec Ltd. | 54265 | &nbsp;&nbsp; 177813 |
|  | Discovery Ltd. | 10948 | &nbsp;&nbsp; 129825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Exxaro Resources <br> Ltd.<br>| 40973 | &nbsp;&nbsp; 357490 |
|  | Foschini Group Ltd. | 32450 | &nbsp;&nbsp; 219109 |
|  | Grindrod Ltd. | 120704 | &nbsp;&nbsp; 76681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harmony Gold Mining <br> Co. Ltd. (HAR SJ)<br>| 1980 | &nbsp;&nbsp; 26511 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harmony Gold Mining <br> Co. Ltd. (HMY US), <br> Sponsored ADR<br>| 45957 | &nbsp;&nbsp; $618581 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Impala Platinum <br> Holdings Ltd.<br>| 131153 | &nbsp;&nbsp; 1239585 |
|  | Investec Ltd. | 24846 | &nbsp;&nbsp; 182447 |
|  | Invicta Holdings Ltd. | 10262 | &nbsp;&nbsp; 18959 |
| \* | KAP Ltd. | 538761 | &nbsp;&nbsp; 54989 |
|  | Kumba Iron Ore Ltd. | 2991 | &nbsp;&nbsp; 49330 |
|  | Lewis Group Ltd. | 10591 | &nbsp;&nbsp; 45534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Life Healthcare <br> Group Holdings <br> Ltd.<br>| 174767 | &nbsp;&nbsp; 128374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Merafe Resources <br> Ltd.<br>| 128568 | &nbsp;&nbsp; 8694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Momentum Group <br> Ltd.<br>| 162972 | &nbsp;&nbsp; 308821 |
|  | Motus Holdings Ltd. | 26855 | &nbsp;&nbsp; 137309 |
|  | Mpact Ltd. | 21681 | &nbsp;&nbsp; 29641 |
|  | Nedbank Group Ltd. | 16004 | &nbsp;&nbsp; 218398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northam Platinum <br> Holdings Ltd.<br>| 55523 | &nbsp;&nbsp; 637781 |
|  | Oceana Group Ltd. | 14664 | &nbsp;&nbsp; 42059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Mutual Ltd. <br> (OMU SJ)<br>| 750515 | &nbsp;&nbsp; 526363 |
|  | Omnia Holdings Ltd. | 28775 | &nbsp;&nbsp; 124708 |
| Ω | Pepkor Holdings Ltd. | 337569 | &nbsp;&nbsp; 506946 |
|  | PPC Ltd. | 214288 | &nbsp;&nbsp; 59933 |
|  | Raubex Group Ltd. | 23054 | &nbsp;&nbsp; 57014 |
|  | RCL Foods Ltd. | 30615 | &nbsp;&nbsp; 16771 |
|  | Reunert Ltd. | 30131 | &nbsp;&nbsp; 92433 |
|  | Sappi Ltd. | 47558 | &nbsp;&nbsp; 72075 |
| \* | Sasol Ltd. (SOL SJ) | 9017 | &nbsp;&nbsp; 46384 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sibanye Stillwater <br> Ltd. (SSW SJ)<br>| 386147 | &nbsp;&nbsp; 812177 |
|  | Southern Sun Ltd. | 134884 | &nbsp;&nbsp; 70054 |
| \* | SPAR Group Ltd.  | 4910 | &nbsp;&nbsp; 28874 |
|  | Super Group Ltd. | 64358 | &nbsp;&nbsp; 57014 |
| \* | Telkom SA SOC Ltd. | 47881 | &nbsp;&nbsp; 155601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thungela Resources <br> Ltd. (TGA SJ)<br>| 5227 | &nbsp;&nbsp; 26613 |
| # | Tsogo Sun Ltd. | 75726 | &nbsp;&nbsp; 28747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; We Buy Cars <br> Holdings Ltd.<br>| 21753 | &nbsp;&nbsp; 68905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilson Bayly <br> Holmes-Ovcon <br> Ltd.<br>| 5583 | &nbsp;&nbsp; 53142 |
|  | Zeda Ltd. | 33706 | &nbsp;&nbsp; 23582 |
| TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | &nbsp;&nbsp; 8464127 |
| SOUTH KOREA — (11.6%) | SOUTH KOREA — (11.6%) | SOUTH KOREA — (11.6%) | SOUTH KOREA — (11.6%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Process <br> Systems Corp.<br>| 2143 | &nbsp;&nbsp; 27766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aekyung Industrial <br> Co. Ltd.<br>| 2040 | &nbsp;&nbsp; 24255 |
| \* | Agabang & Co. | 4166 | &nbsp;&nbsp; 16195 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ajin Industrial Co. <br> Ltd.<br>| 5158 | &nbsp;&nbsp; $10291 |
| \* | ALUKO Co. Ltd. | 8599 | &nbsp;&nbsp; 14751 |
|  | Amorepacific Corp. | 4282 | &nbsp;&nbsp; 412626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amorepacific <br> Holdings Corp.<br>| 3066 | &nbsp;&nbsp; 68146 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anam Electronics Co. <br> Ltd.<br>| 12108 | &nbsp;&nbsp; 12266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Cement Co. <br> Ltd.<br>| 2690 | &nbsp;&nbsp; 27631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASIA Holdings Co. <br> Ltd.<br>| 147 | &nbsp;&nbsp; 35605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Paper <br> Manufacturing Co. <br> Ltd.<br>| 7167 | &nbsp;&nbsp; 41242 |
|  | Avaco Co. Ltd. | 2775 | &nbsp;&nbsp; 26528 |
|  | Baiksan Co. Ltd. | 1472 | &nbsp;&nbsp; 16080 |
|  | BGF retail Co. Ltd. | 367 | &nbsp;&nbsp; 29728 |
|  | Binggrae Co. Ltd. | 1100 | &nbsp;&nbsp; 64255 |
|  | BioNote, Inc. | 8441 | &nbsp;&nbsp; 31776 |
| \* | BNC Korea Co. Ltd. | 9119 | &nbsp;&nbsp; 33978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BNK Financial Group, <br> Inc.<br>| 48609 | &nbsp;&nbsp; 509081 |
|  | Boryung | 4916 | &nbsp;&nbsp; 29851 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bosung Power <br> Technology Co. <br> Ltd.<br>| 5164 | &nbsp;&nbsp; 11658 |
|  | Byucksan Corp. | 6129 | &nbsp;&nbsp; 9843 |
|  | Cape Industries Ltd. | 2159 | &nbsp;&nbsp; 11488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cheil Electric Co. <br> Ltd.<br>| 3080 | &nbsp;&nbsp; 26020 |
|  | Cheil Worldwide, Inc. | 8825 | &nbsp;&nbsp; 126074 |
|  | Chemtronics Co. Ltd. | 1321 | &nbsp;&nbsp; 20578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chong Kun Dang <br> Pharmaceutical <br> Corp.<br>| 885 | &nbsp;&nbsp; 53774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongkundang <br> Holdings Corp.<br>| 732 | &nbsp;&nbsp; 26014 |
| \* | CJ CGV Co. Ltd. | 12126 | &nbsp;&nbsp; 44767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CJ CheilJedang <br> Corp.<br>| 211 | &nbsp;&nbsp; 37994 |
|  | CJ Corp. | 2470 | &nbsp;&nbsp; 274568 |
| \* | CJ ENM Co. Ltd. | 1161 | &nbsp;&nbsp; 54723 |
|  | CJ Freshway Corp. | 1674 | &nbsp;&nbsp; 35185 |
|  | CJ Logistics Corp. | 614 | &nbsp;&nbsp; 39163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CLIO Cosmetics Co. <br> Ltd.<br>| 1467 | &nbsp;&nbsp; 15814 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Com2uS Holdings <br> Corp.<br>| 1239 | &nbsp;&nbsp; 20510 |
|  | Com2uSCorp | 1323 | &nbsp;&nbsp; 36693 |
|  | Coocon Corp. | 930 | &nbsp;&nbsp; 23879 |
| # | Coway Co. Ltd. | 8924 | &nbsp;&nbsp; 696033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CR Holdings Co. <br> Ltd.<br>| 5750 | &nbsp;&nbsp; 21940 |
|  | CS Wind Corp. | 2230 | &nbsp;&nbsp; 73395 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cube Entertainment, <br> Inc.<br>| 2103 | &nbsp;&nbsp; 24718 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cuckoo Holdings Co. <br> Ltd.<br>| 1775 | &nbsp;&nbsp; $38772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cuckoo Homesys Co. <br> Ltd.<br>| 757 | &nbsp;&nbsp; 15166 |
|  | Daebongls Co. Ltd. | 2322 | &nbsp;&nbsp; 22661 |
|  | Daedong Corp. | 3607 | &nbsp;&nbsp; 25919 |
|  | Daeduck Co. Ltd. | 4415 | &nbsp;&nbsp; 26684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daeduck Electronics <br> Co. Ltd.<br>| 4889 | &nbsp;&nbsp; 83252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daehan Flour Mill <br> Co. Ltd.<br>| 223 | &nbsp;&nbsp; 24274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daehan Steel Co. <br> Ltd.<br>| 2741 | &nbsp;&nbsp; 33167 |
| \* | Dae-Il Corp. | 2910 | &nbsp;&nbsp; 8934 |
|  | Daesang Corp. | 3678 | &nbsp;&nbsp; 62108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daesang Holdings <br> Co. Ltd.<br>| 4994 | &nbsp;&nbsp; 36024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daewon <br> Pharmaceutical <br> Co. Ltd.<br>| 3317 | &nbsp;&nbsp; 31524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Daewoo Engineering <br> & Construction Co. <br> Ltd.<br>| 28330 | &nbsp;&nbsp; 76217 |
|  | Daewoong Co. Ltd. | 4595 | &nbsp;&nbsp; 76851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daihan <br> Pharmaceutical <br> Co. Ltd.<br>| 686 | &nbsp;&nbsp; 15985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daishin Securities <br> Co. Ltd.<br>| 5660 | &nbsp;&nbsp; 103941 |
| \* | Danal Co. Ltd. | 6530 | &nbsp;&nbsp; 39068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daol Investment & <br> Securities Co. Ltd.<br>| 10955 | &nbsp;&nbsp; 27043 |
|  | Daou Data Corp. | 2532 | &nbsp;&nbsp; 29244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daou Technology, <br> Inc.<br>| 4209 | &nbsp;&nbsp; 105901 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dasan Networks, <br> Inc.<br>| 8311 | &nbsp;&nbsp; 17042 |
| \* | Dawonsys Co. Ltd. | 4518 | &nbsp;&nbsp; 26646 |
|  | DB HiTek Co. Ltd. | 5291 | &nbsp;&nbsp; 172569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DB Insurance Co. <br> Ltd.<br>| 8646 | &nbsp;&nbsp; 794693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DB Securities Co. <br> Ltd.<br>| 6337 | &nbsp;&nbsp; 40869 |
| \* | DB, Inc. | 17623 | &nbsp;&nbsp; 17127 |
| \* | DE&T Co. Ltd. | 2477 | &nbsp;&nbsp; 12999 |
|  | Dentium Co. Ltd. | 1120 | &nbsp;&nbsp; 51818 |
|  | Deutsch Motors, Inc. | 4732 | &nbsp;&nbsp; 16672 |
|  | DI Dong Il Corp. | 3232 | &nbsp;&nbsp; 99382 |
|  | DIT Corp. | 2084 | &nbsp;&nbsp; 19818 |
|  | DL E&C Co. Ltd. | 5351 | &nbsp;&nbsp; 180687 |
|  | DL Holdings Co. Ltd. | 1447 | &nbsp;&nbsp; 52258 |
|  | DMS Co. Ltd. | 4659 | &nbsp;&nbsp; 15951 |
|  | DN Automotive Corp. | 3860 | &nbsp;&nbsp; 80232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dong-A Socio <br> Holdings Co. Ltd.<br>| 582 | &nbsp;&nbsp; 46740 |
|  | Dong-A ST Co. Ltd. | 934 | &nbsp;&nbsp; 31689 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dong-Ah Geological <br> Engineering Co. <br> Ltd.<br>| 1150 | &nbsp;&nbsp; $13428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongjin Semichem <br> Co. Ltd.<br>| 5638 | &nbsp;&nbsp; 127068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongkoo Bio & <br> Pharma Co. Ltd.<br>| 2986 | &nbsp;&nbsp; 10816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DongKook <br> Pharmaceutical <br> Co. Ltd.<br>| 4132 | &nbsp;&nbsp; 55966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongkuk Holdings <br> Co. Ltd.<br>| 2133 | &nbsp;&nbsp; 12929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongkuk Industries <br> Co. Ltd.<br>| 7902 | &nbsp;&nbsp; 22014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongkuk Steel Mill <br> Co. Ltd.<br>| 6644 | &nbsp;&nbsp; 51232 |
|  | Dongsuh Cos., Inc. | 4124 | &nbsp;&nbsp; 87994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongsung Chemical <br> Co. Ltd.<br>| 5042 | &nbsp;&nbsp; 15820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongwon Industries <br> Co. Ltd.<br>| 1450 | &nbsp;&nbsp; 47808 |
|  | Dongyang E&P, Inc. | 702 | &nbsp;&nbsp; 12873 |
|  | Doosan Bobcat, Inc. | 10082 | &nbsp;&nbsp; 399682 |
|  | Doosan Co. Ltd. | 518 | &nbsp;&nbsp; 221345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DoubleUGames Co. <br> Ltd.<br>| 1873 | &nbsp;&nbsp; 75353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dream Security Co. <br> Ltd.<br>| 401 | &nbsp;&nbsp; 989 |
|  | Dreamtech Co. Ltd. | 5850 | &nbsp;&nbsp; 25729 |
| \* | DS Dansuk Co. Ltd. | 1735 | &nbsp;&nbsp; 32763 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Duksan Hi-Metal Co. <br> Ltd.<br>| 3663 | &nbsp;&nbsp; 13021 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; E <br> Investment&Development <br> Co. Ltd.<br>| 13290 | &nbsp;&nbsp; 2501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Easy Holdings Co. <br> Ltd.<br>| 10216 | &nbsp;&nbsp; 27487 |
|  | Echo Marketing, Inc. | 2306 | &nbsp;&nbsp; 19140 |
|  | Ecoplastic Corp. | 8005 | &nbsp;&nbsp; 20507 |
|  | Ecopro Co. Ltd. | 535 | &nbsp;&nbsp; 18810 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Ehwa Technologies <br> Information Co. <br> Ltd.<br>| 46593 | &nbsp;&nbsp; 5678 |
|  | E-MART, Inc. | 3254 | &nbsp;&nbsp; 208647 |
| \* | EMKOREA Co. Ltd. | 6511 | &nbsp;&nbsp; 9718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ENF Technology Co. <br> Ltd.<br>| 1688 | &nbsp;&nbsp; 51073 |
|  | Eugene Corp. | 8193 | &nbsp;&nbsp; 20875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eugene Investment & <br> Securities Co. Ltd.<br>| 15368 | &nbsp;&nbsp; 37186 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EV Advanced <br> Material Co. Ltd.<br>| 9147 | &nbsp;&nbsp; 14566 |
|  | F&F Co. Ltd. | 1589 | &nbsp;&nbsp; 79629 |
| \* | Foosung Co. Ltd. | 7692 | &nbsp;&nbsp; 26627 |
|  | Fursys, Inc. | 403 | &nbsp;&nbsp; 13411 |
|  | Gabia, Inc. | 2000 | &nbsp;&nbsp; 36135 |
| \* | GAEASOFT | 1361 | &nbsp;&nbsp; 9963 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | Genexine, Inc. | 4101 | &nbsp;&nbsp; $15235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Geumhwa PSC Co. <br> Ltd.<br>| 840 | &nbsp;&nbsp; 20040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Standard <br> Technology Co. <br> Ltd.<br>| 2066 | &nbsp;&nbsp; 28527 |
| \* | GnBS eco Co. Ltd. | 4071 | &nbsp;&nbsp; 10533 |
|  | GOLFZON Co. Ltd. | 714 | &nbsp;&nbsp; 34175 |
|  | Gradiant Corp. | 2087 | &nbsp;&nbsp; 22333 |
|  | Green Cross Corp. | 810 | &nbsp;&nbsp; 84301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Green Cross <br> Holdings Corp.<br>| 3991 | &nbsp;&nbsp; 45808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GS Engineering & <br> Construction Corp.<br>| 10215 | &nbsp;&nbsp; 141674 |
|  | GS Global Corp. | 11688 | &nbsp;&nbsp; 22523 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GS Holdings Corp. <br> (078930 KS)<br>| 7154 | &nbsp;&nbsp; 253134 |
| \* | GS P&L Co. Ltd. | 1565 | &nbsp;&nbsp; 43238 |
|  | GS Retail Co. Ltd. | 6601 | &nbsp;&nbsp; 77221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gwangju Shinsegae <br> Co. Ltd.<br>| 850 | &nbsp;&nbsp; 19275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Han Kuk Carbon Co. <br> Ltd.<br>| 6875 | &nbsp;&nbsp; 148103 |
|  | Hancom, Inc. | 3287 | &nbsp;&nbsp; 64697 |
|  | Handok, Inc. | 1566 | &nbsp;&nbsp; 13335 |
|  | Handsome Co. Ltd. | 1044 | &nbsp;&nbsp; 12266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanil Cement Co. <br> Ltd.<br>| 4661 | &nbsp;&nbsp; 69497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanil Holdings Co. <br> Ltd.<br>| 1453 | &nbsp;&nbsp; 19590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanjin Transportation <br> Co. Ltd.<br>| 2072 | &nbsp;&nbsp; 31217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hankook Tire & <br> Technology Co. <br> Ltd.<br>| 13296 | &nbsp;&nbsp; 424105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HanmiGlobal Co. <br> Ltd.<br>| 1600 | &nbsp;&nbsp; 22565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hannong Chemicals, <br> Inc.<br>| 1268 | &nbsp;&nbsp; 13753 |
| \* | Hanon Systems | 4896 | &nbsp;&nbsp; 11508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansol Chemical Co. <br> Ltd.<br>| 1447 | &nbsp;&nbsp; 187736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansol Paper Co. <br> Ltd.<br>| 2806 | &nbsp;&nbsp; 17260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansol Technics Co. <br> Ltd.<br>| 5142 | &nbsp;&nbsp; 22310 |
|  | Hanwha Corp. | 5714 | &nbsp;&nbsp; 408099 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Galleria <br> Corp.<br>| 29172 | &nbsp;&nbsp; 24000 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha General <br> Insurance Co. Ltd.<br>| 14136 | &nbsp;&nbsp; 61051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Investment <br> & Securities Co. <br> Ltd.<br>| 24210 | &nbsp;&nbsp; 101249 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Life <br> Insurance Co. Ltd.<br>| 57592 | &nbsp;&nbsp; 143772 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Solutions <br> Corp.<br>| 9663 | &nbsp;&nbsp; $211543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Systems Co. <br> Ltd.<br>| 7549 | &nbsp;&nbsp; 321213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanyang Eng Co. <br> Ltd.<br>| 2207 | &nbsp;&nbsp; 29514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanyang Securities <br> Co. Ltd.<br>| 2006 | &nbsp;&nbsp; 25328 |
| \* | Harim Co. Ltd. | 12261 | &nbsp;&nbsp; 26942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harim Holdings Co. <br> Ltd.<br>| 11433 | &nbsp;&nbsp; 77039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HB SOLUTION Co. <br> Ltd.<br>| 17433 | &nbsp;&nbsp; 28804 |
| # | HD Hyundai Co. Ltd. | 9001 | &nbsp;&nbsp; 921014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai <br> Construction <br> Equipment Co. <br> Ltd.<br>| 2576 | &nbsp;&nbsp; 171389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Infracore <br> Co. Ltd.<br>| 23613 | &nbsp;&nbsp; 260613 |
|  | HD Hyundai Mipo | 776 | &nbsp;&nbsp; 118088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Korea <br> Shipbuilding & <br> Offshore <br> Engineering Co. <br> Ltd.<br>| 582 | &nbsp;&nbsp; 149564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HDC Holdings Co. <br> Ltd.<br>| 6580 | &nbsp;&nbsp; 109231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HDC Hyundai <br> Development <br> Co-Engineering & <br> Construction<br>| 7525 | &nbsp;&nbsp; 126946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hecto Innovation Co. <br> Ltd.<br>| 1657 | &nbsp;&nbsp; 18560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; High Tech Pharm Co. <br> Ltd.<br>| 1876 | &nbsp;&nbsp; 16848 |
|  | Hite Jinro Co. Ltd. | 4957 | &nbsp;&nbsp; 72111 |
|  | HK inno N Corp. | 2808 | &nbsp;&nbsp; 90488 |
|  | HL Holdings Corp. | 1256 | &nbsp;&nbsp; 35308 |
|  | HL Mando Co. Ltd. | 5425 | &nbsp;&nbsp; 134844 |
| \* | Hotel Shilla Co. Ltd. | 1196 | &nbsp;&nbsp; 40208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HS Hyosung <br> Advanced <br> Materials Corp.<br>| 365 | &nbsp;&nbsp; 51657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HS Industries Co. <br> Ltd.<br>| 3474 | &nbsp;&nbsp; 11190 |
|  | Huons Co. Ltd. | 1440 | &nbsp;&nbsp; 29525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huons Global Co. <br> Ltd.<br>| 1307 | &nbsp;&nbsp; 40949 |
|  | Husteel Co. Ltd. | 7166 | &nbsp;&nbsp; 23044 |
|  | Hwa Shin Co. Ltd. | 3210 | &nbsp;&nbsp; 20123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hwaseung Enterprise <br> Co. Ltd.<br>| 2637 | &nbsp;&nbsp; 14213 |
|  | Hy-Lok Corp. | 1868 | &nbsp;&nbsp; 40977 |
|  | Hyosung Corp. | 870 | &nbsp;&nbsp; 54330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Bioland Co. <br> Ltd.<br>| 3006 | &nbsp;&nbsp; 10707 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | HYUNDAI Corp. | 1819 | &nbsp;&nbsp; $32682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Department <br> Store Co. Ltd.<br>| 2633 | &nbsp;&nbsp; 133626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Elevator Co. <br> Ltd.<br>| 1707 | &nbsp;&nbsp; 104188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Engineering <br> & Construction Co. <br> Ltd.<br>| 13625 | &nbsp;&nbsp; 659392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Futurenet <br> Co. Ltd.<br>| 10757 | &nbsp;&nbsp; 26353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Glovis Co. <br> Ltd.<br>| 5008 | &nbsp;&nbsp; 529011 |
|  | Hyundai Green Food | 5344 | &nbsp;&nbsp; 67132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Home <br> Shopping Network <br> Corp.<br>| 852 | &nbsp;&nbsp; 35155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Livart <br> Furniture Co. Ltd.<br>| 1570 | &nbsp;&nbsp; 8962 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Marine & <br> Fire Insurance Co. <br> Ltd.<br>| 11261 | &nbsp;&nbsp; 212542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Motor <br> Securities Co. Ltd.<br>| 6791 | &nbsp;&nbsp; 41332 |
|  | Hyundai Steel Co. | 5246 | &nbsp;&nbsp; 133520 |
|  | Hyundai Wia Corp. | 3549 | &nbsp;&nbsp; 126651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HyVision System, <br> Inc.<br>| 3097 | &nbsp;&nbsp; 33852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ilshin Spinning Co. <br> Ltd.<br>| 3440 | &nbsp;&nbsp; 25506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ilyang <br> Pharmaceutical <br> Co. Ltd.<br>| 1789 | &nbsp;&nbsp; 17041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; iM Financial Group <br> Co. Ltd.<br>| 25549 | &nbsp;&nbsp; 254200 |
|  | iMarketKorea, Inc. | 3411 | &nbsp;&nbsp; 20558 |
|  | InBody Co. Ltd. | 2353 | &nbsp;&nbsp; 40415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Innocean Worldwide, <br> Inc.<br>| 2502 | &nbsp;&nbsp; 35451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Innox Advanced <br> Materials Co. Ltd.<br>| 3147 | &nbsp;&nbsp; 60979 |
|  | INTOPS Co. Ltd. | 2924 | &nbsp;&nbsp; 33957 |
|  | IS Dongseo Co. Ltd. | 2549 | &nbsp;&nbsp; 37282 |
|  | i-SENS, Inc. | 1571 | &nbsp;&nbsp; 20427 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ITM Semiconductor <br> Co. Ltd.<br>| 95 | &nbsp;&nbsp; 963 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jahwa Electronics <br> Co. Ltd.<br>| 1899 | &nbsp;&nbsp; 24919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JB Financial Group <br> Co. Ltd.<br>| 23757 | &nbsp;&nbsp; 394298 |
| \* | Jeju Air Co. Ltd. | 3532 | &nbsp;&nbsp; 17198 |
|  | Jinsung T.E.C. | 2075 | &nbsp;&nbsp; 17994 |
| \*†† | Jokwang ILI Co. Ltd. | 21669 | &nbsp;&nbsp; 2141 |
|  | JVM Co. Ltd. | 835 | &nbsp;&nbsp; 17207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JW Life Science <br> Corp.<br>| 1349 | &nbsp;&nbsp; 12152 |
|  | K Ensol Co. Ltd. | 1713 | &nbsp;&nbsp; 15026 |
| \* | Kakao Games Corp. | 5879 | &nbsp;&nbsp; 72327 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| # | Kangwon Land, Inc. | 15482 | &nbsp;&nbsp; $207818 |
|  | KC Co. Ltd. | 2037 | &nbsp;&nbsp; 33908 |
|  | KC Tech Co. Ltd. | 1888 | &nbsp;&nbsp; 40724 |
|  | KCC Corp. | 847 | &nbsp;&nbsp; 224785 |
|  | KCC Glass Corp. | 2091 | &nbsp;&nbsp; 48688 |
| \* | KEC Corp. | 20676 | &nbsp;&nbsp; 11388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KEPCO Plant Service <br> & Engineering Co. <br> Ltd.<br>| 4024 | &nbsp;&nbsp; 150582 |
|  | KG Dongbusteel | 8803 | &nbsp;&nbsp; 37452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KG Eco Solution Co. <br> Ltd.<br>| 5772 | &nbsp;&nbsp; 26022 |
|  | Kginicis Co. Ltd. | 3312 | &nbsp;&nbsp; 25744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KGMobilians Co. <br> Ltd.<br>| 2885 | &nbsp;&nbsp; 11094 |
|  | KH Vatec Co. Ltd. | 2324 | &nbsp;&nbsp; 20348 |
|  | KISCO Corp. | 2292 | &nbsp;&nbsp; 15268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KISCO Holdings Co. <br> Ltd.<br>| 632 | &nbsp;&nbsp; 11390 |
|  | KISWIRE Ltd. | 1827 | &nbsp;&nbsp; 23875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KIWOOM Securities <br> Co. Ltd.<br>| 2451 | &nbsp;&nbsp; 377954 |
| \* | KNJ Co. Ltd. | 1143 | &nbsp;&nbsp; 14567 |
|  | Kolmar BNH Co. Ltd. | 1425 | &nbsp;&nbsp; 14887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kolmar Holdings Co. <br> Ltd.<br>| 3450 | &nbsp;&nbsp; 35557 |
|  | Kolon Corp. | 916 | &nbsp;&nbsp; 32369 |
|  | Kolon Industries, Inc. | 3779 | &nbsp;&nbsp; 111544 |
|  | KONA I Co. Ltd. | 952 | &nbsp;&nbsp; 38633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Alcohol <br> Industrial Co. Ltd.<br>| 1839 | &nbsp;&nbsp; 13065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Asset In Trust <br> Co. Ltd.<br>| 20910 | &nbsp;&nbsp; 37937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Korea Circuit Co. <br> Ltd.<br>| 2410 | &nbsp;&nbsp; 20658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Electric <br> Terminal Co. Ltd.<br>| 1101 | &nbsp;&nbsp; 52408 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Korea Information & <br> Communications <br> Co. Ltd.<br>| 2884 | &nbsp;&nbsp; 18985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Information <br> Certificate <br> Authority, Inc.<br>| 3607 | &nbsp;&nbsp; 18922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Investment <br> Holdings Co. Ltd.<br>| 6379 | &nbsp;&nbsp; 653044 |
| \* | Korea Line Corp. | 40485 | &nbsp;&nbsp; 53847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Movenex Co. <br> Ltd.<br>| 4358 | &nbsp;&nbsp; 13085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Petrochemical <br> Ind Co. Ltd.<br>| 710 | &nbsp;&nbsp; 51977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea United Pharm, <br> Inc.<br>| 1827 | &nbsp;&nbsp; 27578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korean Air Lines Co. <br> Ltd.<br>| 28525 | &nbsp;&nbsp; 482939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korean Reinsurance <br> Co.<br>| 28809 | &nbsp;&nbsp; 221138 |
|  | KSS LINE Ltd. | 3271 | &nbsp;&nbsp; 24851 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kumho <br> Petrochemical Co. <br> Ltd.<br>| 2807 | &nbsp;&nbsp; $245714 |
| \* | Kumho Tire Co., Inc. | 19446 | &nbsp;&nbsp; 64846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kwang Dong <br> Pharmaceutical <br> Co. Ltd.<br>| 10147 | &nbsp;&nbsp; 45165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyeryong <br> Construction <br> Industrial Co. Ltd.<br>| 1162 | &nbsp;&nbsp; 16463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyochon F&B Co. <br> Ltd.<br>| 3478 | &nbsp;&nbsp; 12922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyung Dong Navien <br> Co. Ltd.<br>| 1037 | &nbsp;&nbsp; 64007 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LabGenomics Co. <br> Ltd.<br>| 9003 | &nbsp;&nbsp; 14929 |
| \* | LB Semicon, Inc. | 4003 | &nbsp;&nbsp; 11536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lee Ku Industrial Co. <br> Ltd.<br>| 6393 | &nbsp;&nbsp; 22452 |
|  | LF Corp. | 3721 | &nbsp;&nbsp; 53193 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; LG Display Co. Ltd. <br> (034220 KS)<br>| 53485 | &nbsp;&nbsp; 414114 |
| # | LG H&H Co. Ltd. | 1494 | &nbsp;&nbsp; 338654 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LG HelloVision Co. <br> Ltd.<br>| 9492 | &nbsp;&nbsp; 20170 |
|  | LG Innotek Co. Ltd. | 431 | &nbsp;&nbsp; 48089 |
|  | LG Uplus Corp. | 38138 | &nbsp;&nbsp; 401463 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LOT Vacuum Co. <br> Ltd.<br>| 3140 | &nbsp;&nbsp; 23541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Chilsung <br> Beverage Co. Ltd.<br>| 706 | &nbsp;&nbsp; 65880 |
|  | Lotte Corp. | 2104 | &nbsp;&nbsp; 42424 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Data <br> Communication <br> Co.<br>| 1132 | &nbsp;&nbsp; 17641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LOTTE Fine <br> Chemical Co. Ltd.<br>| 3279 | &nbsp;&nbsp; 101098 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Non-Life <br> Insurance Co. Ltd.<br>| 18648 | &nbsp;&nbsp; 23434 |
|  | Lotte Rental Co. Ltd. | 3364 | &nbsp;&nbsp; 76077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Shopping Co. <br> Ltd.<br>| 2230 | &nbsp;&nbsp; 114764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Wellfood Co. <br> Ltd.<br>| 520 | &nbsp;&nbsp; 46084 |
|  | LS Corp. | 3430 | &nbsp;&nbsp; 423054 |
|  | LS Electric Co. Ltd. | 1307 | &nbsp;&nbsp; 288472 |
| \* | LVMC Holdings | 17904 | &nbsp;&nbsp; 25323 |
|  | LX Hausys Ltd. | 516 | &nbsp;&nbsp; 11440 |
|  | LX Holdings Corp. | 7726 | &nbsp;&nbsp; 46286 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; LX International <br> Corp.<br>| 5883 | &nbsp;&nbsp; 135591 |
|  | LX Semicon Co. Ltd. | 2058 | &nbsp;&nbsp; 81119 |
|  | Macrogen, Inc. | 750 | &nbsp;&nbsp; 8346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maeil Dairies Co. <br> Ltd.<br>| 347 | &nbsp;&nbsp; 9351 |
|  | Mcnex Co. Ltd. | 2125 | &nbsp;&nbsp; 44922 |
| \* | Medipost Co. Ltd. | 4309 | &nbsp;&nbsp; 33629 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | MegaStudy Co. Ltd. | 1207 | &nbsp;&nbsp; $9764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MegaStudyEdu Co. <br> Ltd.<br>| 1081 | &nbsp;&nbsp; 38931 |
|  | Mgame Corp. | 3697 | &nbsp;&nbsp; 17537 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mirae Asset Life <br> Insurance Co. Ltd.<br>| 9166 | &nbsp;&nbsp; 49079 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mirae Asset <br> Securities Co. Ltd.<br>| 39636 | &nbsp;&nbsp; 540998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mirae Asset Venture <br> Investment Co. <br> Ltd.<br>| 5057 | &nbsp;&nbsp; 24630 |
|  | Misto Holdings Corp. | 5319 | &nbsp;&nbsp; 136936 |
|  | MK Electron Co. Ltd. | 4116 | &nbsp;&nbsp; 23926 |
| \* | MONAYONGPYONG | 4143 | &nbsp;&nbsp; 12957 |
|  | mPlus Corp. | 2653 | &nbsp;&nbsp; 16704 |
|  | Muhak Co. Ltd. | 2641 | &nbsp;&nbsp; 14681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Myoung Shin <br> Industrial Co. Ltd.<br>| 4781 | &nbsp;&nbsp; 28945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Namhae Chemical <br> Corp.<br>| 4529 | &nbsp;&nbsp; 24550 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Namsun Aluminum <br> Co. Ltd.<br>| 20626 | &nbsp;&nbsp; 17928 |
|  | Namuga Co. Ltd. | 988 | &nbsp;&nbsp; 10477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Namyang Dairy <br> Products Co. Ltd.<br>| 258 | &nbsp;&nbsp; 11579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nature Holdings Co. <br> Ltd.<br>| 2604 | &nbsp;&nbsp; 21598 |
|  | NeoPharm Co. Ltd. | 2118 | &nbsp;&nbsp; 28159 |
| \* | Neowiz | 1943 | &nbsp;&nbsp; 34579 |
| \* | Nepes Ark Corp. | 1427 | &nbsp;&nbsp; 15756 |
| \* | Neptune Co. | 4509 | &nbsp;&nbsp; 22959 |
| Ω | Netmarble Corp. | 3633 | &nbsp;&nbsp; 155153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Power Plasma <br> Co. Ltd.<br>| 3767 | &nbsp;&nbsp; 15006 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Newflex Technology <br> Co. Ltd.<br>| 3299 | &nbsp;&nbsp; 10622 |
|  | Nexen Corp. | 3941 | &nbsp;&nbsp; 17354 |
|  | Nexen Tire Corp. | 3768 | &nbsp;&nbsp; 16135 |
|  | Nexteel Co. Ltd. | 2819 | &nbsp;&nbsp; 28361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NH Investment & <br> Securities Co. Ltd.<br>| 23512 | &nbsp;&nbsp; 340854 |
|  | NHN Corp. | 4030 | &nbsp;&nbsp; 83168 |
|  | NHN KCP Corp. | 4060 | &nbsp;&nbsp; 46927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NICE Holdings Co. <br> Ltd.<br>| 4202 | &nbsp;&nbsp; 40231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nong Shim Holdings <br> Co. Ltd.<br>| 465 | &nbsp;&nbsp; 27568 |
|  | NongShim Co. Ltd. | 597 | &nbsp;&nbsp; 165662 |
|  | NOVAREX Co. Ltd. | 3270 | &nbsp;&nbsp; 44466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OCI Holdings Co. <br> Ltd.<br>| 1707 | &nbsp;&nbsp; 114449 |
|  | ONEJOON Co. Ltd. | 1296 | &nbsp;&nbsp; 9109 |
|  | Orion Corp. | 3170 | &nbsp;&nbsp; 253108 |
|  | Orion Holdings Corp. | 4507 | &nbsp;&nbsp; 72186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Osang Healthcare <br> Co. Ltd.<br>| 501 | &nbsp;&nbsp; 6544 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Osung Advanced <br> Materials Co. Ltd.<br>| 10029 | &nbsp;&nbsp; 10317 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Otoki Corp. | 116 | &nbsp;&nbsp; $33218 |
|  | Pan Ocean Co. Ltd. | 50340 | &nbsp;&nbsp; 152130 |
|  | Paradise Co. Ltd. | 8810 | &nbsp;&nbsp; 114549 |
|  | Partron Co. Ltd. | 8571 | &nbsp;&nbsp; 40799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; People & Technology, <br> Inc.<br>| 777 | &nbsp;&nbsp; 19389 |
|  | PHA Co. Ltd. | 1337 | &nbsp;&nbsp; 10736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PI Advanced <br> Materials Co. Ltd.<br>| 1764 | &nbsp;&nbsp; 22688 |
| \* | PKC Co. Ltd. | 4913 | &nbsp;&nbsp; 20838 |
|  | Poongsan Corp. | 3373 | &nbsp;&nbsp; 389040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Poongsan Holdings <br> Corp.<br>| 1377 | &nbsp;&nbsp; 47839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Posco International <br> Corp.<br>| 1731 | &nbsp;&nbsp; 60521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; POSCO Steeleon Co. <br> Ltd.<br>| 829 | &nbsp;&nbsp; 24870 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Power Logics Co. <br> Ltd.<br>| 2942 | &nbsp;&nbsp; 9749 |
|  | Protec Co. Ltd. | 1461 | &nbsp;&nbsp; 27924 |
|  | PSK, Inc. | 3165 | &nbsp;&nbsp; 46750 |
| \* | Refine Co. Ltd. | 1709 | &nbsp;&nbsp; 21381 |
|  | RFHIC Corp. | 2544 | &nbsp;&nbsp; 50711 |
|  | S-1 Corp. | 1819 | &nbsp;&nbsp; 96939 |
|  | Sajodaerim Corp. | 1147 | &nbsp;&nbsp; 33975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sam Young <br> Electronics Co. <br> Ltd.<br>| 2074 | &nbsp;&nbsp; 16645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sam Yung Trading <br> Co. Ltd.<br>| 2591 | &nbsp;&nbsp; 30942 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Samil Pharmaceutical <br> Co. Ltd.<br>| 3113 | &nbsp;&nbsp; 22936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samji Electronics Co. <br> Ltd.<br>| 1764 | &nbsp;&nbsp; 15024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samjin <br> Pharmaceutical <br> Co. Ltd.<br>| 1495 | &nbsp;&nbsp; 21627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sammok S-Form Co. <br> Ltd.<br>| 2023 | &nbsp;&nbsp; 30316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SAMPYO Cement <br> Co. Ltd.<br>| 9240 | &nbsp;&nbsp; 22929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Card Co. <br> Ltd. (029780 KS)<br>| 5410 | &nbsp;&nbsp; 193678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung <br> Electro-Mechanics <br> Co. Ltd.<br>| 7275 | &nbsp;&nbsp; 772949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung <br> Engineering Co. <br> Ltd.<br>| 25040 | &nbsp;&nbsp; 474812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Securities <br> Co. Ltd.<br>| 12155 | &nbsp;&nbsp; 616191 |
|  | SAMT Co. Ltd. | 12775 | &nbsp;&nbsp; 28114 |
|  | Samyang Corp. | 930 | &nbsp;&nbsp; 35337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sang-A Frontec Co. <br> Ltd.<br>| 1293 | &nbsp;&nbsp; 16215 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sangsin Energy <br> Display Precision <br> Co. Ltd.<br>| 2635 | &nbsp;&nbsp; $17104 |
|  | SD Biosensor, Inc. | 6995 | &nbsp;&nbsp; 50267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SeAH Besteel <br> Holdings Corp.<br>| 3013 | &nbsp;&nbsp; 67635 |
|  | SeAH Steel Corp. | 231 | &nbsp;&nbsp; 25024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SeAH Steel Holdings <br> Corp.<br>| 380 | &nbsp;&nbsp; 54980 |
|  | Sebang Co. Ltd. | 2050 | &nbsp;&nbsp; 21014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sebang Global <br> Battery Co. Ltd.<br>| 1376 | &nbsp;&nbsp; 65536 |
|  | Seegene, Inc. | 6460 | &nbsp;&nbsp; 137510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Segyung Hitech Co. <br> Ltd.<br>| 3979 | &nbsp;&nbsp; 19254 |
|  | Seobu T&D | 6459 | &nbsp;&nbsp; 40564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seohee Construction <br> Co. Ltd.<br>| 38458 | &nbsp;&nbsp; 50720 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seojin System Co. <br> Ltd.<br>| 1410 | &nbsp;&nbsp; 22102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seoul Semiconductor <br> Co. Ltd.<br>| 3808 | &nbsp;&nbsp; 19452 |
|  | Seoyon Co. Ltd. | 4130 | &nbsp;&nbsp; 29758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seoyon E-Hwa Co. <br> Ltd.<br>| 2518 | &nbsp;&nbsp; 22339 |
| \*†† | Sewon E&C Co. Ltd. | 7730 | &nbsp;&nbsp; 981 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SFA Engineering <br> Corp.<br>| 721 | &nbsp;&nbsp; 12716 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SFA Semicon Co. <br> Ltd.<br>| 16078 | &nbsp;&nbsp; 37574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SGC Energy Co. <br> Ltd.<br>| 1829 | &nbsp;&nbsp; 32221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Heung Energy & <br> Electronics Co. <br> Ltd.<br>| 3486 | &nbsp;&nbsp; 10572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinil Electronics Co. <br> Ltd.<br>| 15276 | &nbsp;&nbsp; 15526 |
|  | Shinsegae, Inc. | 472 | &nbsp;&nbsp; 58316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinyoung Securities <br> Co. Ltd.<br>| 986 | &nbsp;&nbsp; 90571 |
|  | SIMMTECH Co. Ltd. | 1774 | &nbsp;&nbsp; 29028 |
|  | Sindoh Co. Ltd. | 830 | &nbsp;&nbsp; 29552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK Chemicals Co. <br> Ltd.<br>| 2152 | &nbsp;&nbsp; 104964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK Discovery Co. <br> Ltd.<br>| 2070 | &nbsp;&nbsp; 81345 |
| \* | SK Eternix Co. Ltd. | 2859 | &nbsp;&nbsp; 49329 |
|  | SK Gas Ltd. | 546 | &nbsp;&nbsp; 104056 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; SK IE Technology <br> Co. Ltd.<br>| 594 | &nbsp;&nbsp; 11775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK Networks Co. <br> Ltd.<br>| 24348 | &nbsp;&nbsp; 79866 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SK oceanplant Co. <br> Ltd.<br>| 5032 | &nbsp;&nbsp; 71592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK Securities Co. <br> Ltd.<br>| 69495 | &nbsp;&nbsp; 33621 |
|  | SL Corp. | 3275 | &nbsp;&nbsp; 78058 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SNT Dynamics Co. <br> Ltd.<br>| 2911 | &nbsp;&nbsp; $122062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SNT Holdings Co. <br> Ltd.<br>| 951 | &nbsp;&nbsp; 38160 |
|  | SNT Motiv Co. Ltd. | 2958 | &nbsp;&nbsp; 70310 |
|  | S-Oil Corp. | 6969 | &nbsp;&nbsp; 314351 |
|  | Solid, Inc. | 14983 | &nbsp;&nbsp; 67435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Songwon Industrial <br> Co. Ltd.<br>| 2470 | &nbsp;&nbsp; 19451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Soosan Industries <br> Co. Ltd.<br>| 1110 | &nbsp;&nbsp; 18394 |
|  | Soulbrain Co. Ltd. | 555 | &nbsp;&nbsp; 94119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Soulbrain Holdings <br> Co. Ltd.<br>| 1012 | &nbsp;&nbsp; 32037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Spigen Korea Co. <br> Ltd.<br>| 756 | &nbsp;&nbsp; 14845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STIC Investments, <br> Inc.<br>| 4166 | &nbsp;&nbsp; 29805 |
|  | Straffic Co. Ltd. | 3886 | &nbsp;&nbsp; 10823 |
| \* | Studio Dragon Corp. | 1297 | &nbsp;&nbsp; 43135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sung Kwang Bend <br> Co. Ltd.<br>| 2934 | &nbsp;&nbsp; 67201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sungshin Cement <br> Co. Ltd.<br>| 4536 | &nbsp;&nbsp; 34329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sungwoo Hitech Co. <br> Ltd.<br>| 8732 | &nbsp;&nbsp; 37195 |
| \* | Suprema, Inc. | 1563 | &nbsp;&nbsp; 37659 |
| \* | SY Co. Ltd. | 5628 | &nbsp;&nbsp; 13820 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Synergy Innovation <br> Co. Ltd.<br>| 6091 | &nbsp;&nbsp; 12491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Systems Technology, <br> Inc.<br>| 1635 | &nbsp;&nbsp; 22227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taekwang Industrial <br> Co. Ltd.<br>| 57 | &nbsp;&nbsp; 41167 |
| \* | Taewoong Co. Ltd. | 1838 | &nbsp;&nbsp; 53389 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taihan Electric Wire <br> Co. Ltd.<br>| 12574 | &nbsp;&nbsp; 141119 |
|  | Telechips, Inc. | 1102 | &nbsp;&nbsp; 10634 |
|  | TES Co. Ltd. | 1168 | &nbsp;&nbsp; 21667 |
|  | TK Corp. | 3405 | &nbsp;&nbsp; 56097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TKG Huchems Co. <br> Ltd.<br>| 3899 | &nbsp;&nbsp; 49450 |
|  | TLB Co. Ltd. | 1680 | &nbsp;&nbsp; 32510 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tongyang Life <br> Insurance Co. Ltd.<br>| 9098 | &nbsp;&nbsp; 55194 |
|  | Toptec Co. Ltd. | 3621 | &nbsp;&nbsp; 12811 |
|  | Tovis Co. Ltd. | 1651 | &nbsp;&nbsp; 18876 |
|  | TS Corp. | 6440 | &nbsp;&nbsp; 14271 |
|  | TSE Co. Ltd. | 768 | &nbsp;&nbsp; 21328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tuksu Construction <br> Co. Ltd.<br>| 2788 | &nbsp;&nbsp; 14585 |
|  | TYM Corp. | 5445 | &nbsp;&nbsp; 19797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Uju Electronics Co. <br> Ltd.<br>| 1103 | &nbsp;&nbsp; 35020 |
|  | Unid Co. Ltd. | 825 | &nbsp;&nbsp; 49814 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Semiconductor <br> Equipment & <br> Materials Co. Ltd.<br>| 4041 | &nbsp;&nbsp; $20682 |
|  | Unitrontech Co. Ltd. | 2709 | &nbsp;&nbsp; 12420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Value Added <br> Technology Co. <br> Ltd.<br>| 1095 | &nbsp;&nbsp; 18587 |
| \*†† | Vidente Co. Ltd. | 4562 | &nbsp;&nbsp; 2049 |
|  | Webcash Corp. | 1546 | &nbsp;&nbsp; 16346 |
|  | Webzen, Inc. | 2959 | &nbsp;&nbsp; 31109 |
|  | WiSoL Co. Ltd. | 3019 | &nbsp;&nbsp; 14528 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wonik Holdings Co. <br> Ltd.<br>| 11835 | &nbsp;&nbsp; 50848 |
|  | WONIK IPS Co. Ltd. | 3329 | &nbsp;&nbsp; 77742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wonik Materials Co. <br> Ltd.<br>| 1147 | &nbsp;&nbsp; 19531 |
|  | Woojin, Inc. | 3439 | &nbsp;&nbsp; 27429 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Woori Technology <br> Investment Co. <br> Ltd.<br>| 8023 | &nbsp;&nbsp; 53598 |
| \* | Woosu AMS Co. Ltd. | 4962 | &nbsp;&nbsp; 11000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worldex Industry & <br> Trading Co. Ltd.<br>| 1282 | &nbsp;&nbsp; 22281 |
| \* | YMT Co. Ltd. | 1500 | &nbsp;&nbsp; 9915 |
|  | Young Poong Corp. | 910 | &nbsp;&nbsp; 27762 |
|  | Youngone Corp. | 3883 | &nbsp;&nbsp; 168780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youngone Holdings <br> Co. Ltd.<br>| 1334 | &nbsp;&nbsp; 135190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuanta Securities <br> Korea Co. Ltd.<br>| 17353 | &nbsp;&nbsp; 46327 |
|  | Zeus Co. Ltd. | 4043 | &nbsp;&nbsp; 35822 |
|  | Zinus, Inc. | 1734 | &nbsp;&nbsp; 26883 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | &nbsp;&nbsp; 33496678 |
| TAIWAN — (17.2%) | TAIWAN — (17.2%) | TAIWAN — (17.2%) | TAIWAN — (17.2%) |
|  | Abico Avy Co. Ltd. | 33965 | &nbsp;&nbsp; 38593 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ability Enterprise Co. <br> Ltd.<br>| 37000 | &nbsp;&nbsp; 73527 |
|  | AcBel Polytech, Inc. | 128989 | &nbsp;&nbsp; 118485 |
|  | Acer, Inc. | 479000 | &nbsp;&nbsp; 511745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACES Electronic Co. <br> Ltd.<br>| 28985 | &nbsp;&nbsp; 55033 |
| \* | Acon Holding, Inc. | 75000 | &nbsp;&nbsp; 20174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Action Electronics <br> Co. Ltd.<br>| 24000 | &nbsp;&nbsp; 10175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Actron Technology <br> Corp.<br>| 9000 | &nbsp;&nbsp; 39173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ADATA Technology <br> Co. Ltd.<br>| 53621 | &nbsp;&nbsp; 162601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced <br> International <br> Multitech Co. Ltd.<br>| 20000 | &nbsp;&nbsp; 42953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advanced <br> Optoelectronic <br> Technology, Inc.<br>| 34000 | &nbsp;&nbsp; 15825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Power <br> Electronics Corp.<br>| 10000 | &nbsp;&nbsp; 26848 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Advancetek <br> Enterprise Co. Ltd.<br>| 49000 | &nbsp;&nbsp; $114338 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aerospace Industrial <br> Development <br> Corp.<br>| 65000 | &nbsp;&nbsp; 94932 |
| AGV Products Corp. | 144000 | &nbsp;&nbsp; 50777 |
| Air Asia Co. Ltd. | 13000 | &nbsp;&nbsp; 16671 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alltek Technology <br> Corp.<br>| 24040 | &nbsp;&nbsp; 28801 |
| Alpha Networks, Inc. | 43773 | &nbsp;&nbsp; 38625 |
| Altek Corp. | 63605 | &nbsp;&nbsp; 85242 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amazing <br> Microelectronic <br> Corp.<br>| 16000 | &nbsp;&nbsp; 34059 |
| Ambassador Hotel  | 49000 | &nbsp;&nbsp; 68363 |
| AMPACS Corp. | 9000 | &nbsp;&nbsp; 9304 |
| Ampire Co. Ltd. | 12000 | &nbsp;&nbsp; 10874 |
| &nbsp;&nbsp;&nbsp;&nbsp; AmTRAN Technology <br> Co. Ltd.<br>| 135808 | &nbsp;&nbsp; 59878 |
| &nbsp;&nbsp;&nbsp;&nbsp; Anji Technology Co. <br> Ltd.<br>| 18000 | &nbsp;&nbsp; 19308 |
| &nbsp;&nbsp;&nbsp;&nbsp; Apacer Technology, <br> Inc.<br>| 35000 | &nbsp;&nbsp; 67504 |
| &nbsp;&nbsp;&nbsp;&nbsp; APAQ Technology <br> Co. Ltd.<br>| 2000 | &nbsp;&nbsp; 6935 |
| &nbsp;&nbsp;&nbsp;&nbsp; Apex Biotechnology <br> Corp.<br>| 13000 | &nbsp;&nbsp; 12487 |
| Apex Dynamics, Inc. | 2000 | &nbsp;&nbsp; 46886 |
| &nbsp;&nbsp;&nbsp;&nbsp; ARBOR Technology <br> Corp.<br>| 14000 | &nbsp;&nbsp; 19161 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arcadyan Technology <br> Corp.<br>| 24000 | &nbsp;&nbsp; 177358 |
| Ardentec Corp. | 81000 | &nbsp;&nbsp; 203550 |
| Asia Cement Corp. | 436000 | &nbsp;&nbsp; 589371 |
| Asia Optical Co., Inc. | 30000 | &nbsp;&nbsp; 129481 |
| Asia Polymer Corp. | 83742 | &nbsp;&nbsp; 34733 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asia Tech Image, <br> Inc.<br>| 18000 | &nbsp;&nbsp; 46360 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aten International Co. <br> Ltd.<br>| 14000 | &nbsp;&nbsp; 27381 |
| Audix Corp. | 23000 | &nbsp;&nbsp; 46045 |
| &nbsp;&nbsp;&nbsp;&nbsp; AUO Corp. (2409 <br> TT)<br>| 471000 | &nbsp;&nbsp; 187774 |
| &nbsp;&nbsp;&nbsp;&nbsp; Avermedia <br> Technologies<br>| 14000 | &nbsp;&nbsp; 18869 |
| Axiomtek Co. Ltd. | 7695 | &nbsp;&nbsp; 21651 |
| &nbsp;&nbsp;&nbsp;&nbsp; Azurewave <br> Technologies, Inc.<br>| 9000 | &nbsp;&nbsp; 17559 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of Kaohsiung <br> Co. Ltd.<br>| 177587 | &nbsp;&nbsp; 69440 |
| Basso Industry Corp. | 30000 | &nbsp;&nbsp; 38488 |
| &nbsp;&nbsp;&nbsp;&nbsp; BenQ Materials <br> Corp.<br>| 31000 | &nbsp;&nbsp; 23276 |
| &nbsp;&nbsp;&nbsp;&nbsp; BES Engineering <br> Corp.<br>| 253000 | &nbsp;&nbsp; 93674 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bin Chuan Enterprise <br> Co. Ltd.<br>| 11000 | &nbsp;&nbsp; 17563 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Bizlink Holding, Inc. | 6059 | &nbsp;&nbsp; $182234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brave C&H Supply <br> Co. Ltd.<br>| 4000 | &nbsp;&nbsp; 11318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brightek <br> Optoelectronic Co. <br> Ltd.<br>| 9000 | &nbsp;&nbsp; 14201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brighton-Best <br> International <br> Taiwan, Inc.<br>| 77000 | &nbsp;&nbsp; 89821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capital Futures <br> Corp.<br>| 19552 | &nbsp;&nbsp; 31739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capital Securities <br> Corp.<br>| 302000 | &nbsp;&nbsp; 204211 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Career Technology <br> MFG. Co. Ltd.<br>| 86252 | &nbsp;&nbsp; 40977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Castles Technology <br> Co. Ltd.<br>| 8000 | &nbsp;&nbsp; 18802 |
|  | Caswell, Inc. | 4000 | &nbsp;&nbsp; 11120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Catcher Technology <br> Co. Ltd.<br>| 114000 | &nbsp;&nbsp; 805082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Real Estate <br> Development Co. <br> Ltd.<br>| 101000 | &nbsp;&nbsp; 62810 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CCP Contact Probes <br> Co. Ltd.<br>| 11000 | &nbsp;&nbsp; 11238 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Celxpert Energy <br> Corp.<br>| 10747 | &nbsp;&nbsp; 12364 |
|  | Cenra, Inc. | 29000 | &nbsp;&nbsp; 32628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Reinsurance <br> Co. Ltd.<br>| 58674 | &nbsp;&nbsp; 45363 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chailease Holding <br> Co. Ltd.<br>| 243780 | &nbsp;&nbsp; 941150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chang Hwa <br> Commercial Bank <br> Ltd.<br>| 429274 | &nbsp;&nbsp; 265149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chang Wah <br> Electromaterials, <br> Inc.<br>| 51000 | &nbsp;&nbsp; 66072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CHC Healthcare <br> Group<br>| 27000 | &nbsp;&nbsp; 41420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chen Full <br> International Co. <br> Ltd.<br>| 12000 | &nbsp;&nbsp; 16220 |
|  | Cheng Loong Corp. | 169000 | &nbsp;&nbsp; 103030 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cheng Mei Materials <br> Technology Corp.<br>| 104283 | &nbsp;&nbsp; 48290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cheng Shin Rubber <br> Industry Co. Ltd.<br>| 290000 | &nbsp;&nbsp; 387928 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cheng Uei Precision <br> Industry Co. Ltd.<br>| 74000 | &nbsp;&nbsp; 139681 |
|  | Chia Chang Co. Ltd. | 17000 | &nbsp;&nbsp; 21045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chia Hsin Cement <br> Corp.<br>| 79560 | &nbsp;&nbsp; 37323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chien Kuo <br> Construction Co. <br> Ltd.<br>| 23200 | &nbsp;&nbsp; 19825 |
| # | China Airlines Ltd. | 476000 | &nbsp;&nbsp; 326173 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Bills Finance <br> Corp.<br>| 133000 | &nbsp;&nbsp; $67422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Electric <br> Manufacturing <br> Corp.<br>| 47440 | &nbsp;&nbsp; 20011 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Man-Made <br> Fiber Corp.<br>| 235912 | &nbsp;&nbsp; 50069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Metal <br> Products<br>| 64000 | &nbsp;&nbsp; 53207 |
| # | China Motor Corp. | 43200 | &nbsp;&nbsp; 79679 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; China Petrochemical <br> Development <br> Corp.<br>| 449120 | &nbsp;&nbsp; 111649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Steel Structure <br> Co. Ltd.<br>| 14000 | &nbsp;&nbsp; 19982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Wire & Cable <br> Co. Ltd.<br>| 15000 | &nbsp;&nbsp; 19012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinese Maritime <br> Transport Ltd.<br>| 20000 | &nbsp;&nbsp; 32221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ching Feng Home <br> Fashions Co. Ltd.<br>| 27111 | &nbsp;&nbsp; 18369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chin-Poon Industrial <br> Co. Ltd.<br>| 79000 | &nbsp;&nbsp; 92559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chipbond Technology <br> Corp.<br>| 114000 | &nbsp;&nbsp; 213121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ChipMOS <br> Technologies, Inc. <br> (8150 TT)<br>| 120000 | &nbsp;&nbsp; 103832 |
|  | Chlitina Holding Ltd. | 8000 | &nbsp;&nbsp; 27251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chong Hong <br> Construction Co. <br> Ltd.<br>| 32000 | &nbsp;&nbsp; 87433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chun YU Works & <br> Co. Ltd.<br>| 13650 | &nbsp;&nbsp; 8565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chun Yuan Steel <br> Industry Co. Ltd.<br>| 92000 | &nbsp;&nbsp; 60937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chung Hwa Pulp <br> Corp.<br>| 100000 | &nbsp;&nbsp; 40811 |
|  | Clevo Co. | 73000 | &nbsp;&nbsp; 107968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CMC Magnetics <br> Corp.<br>| 196336 | &nbsp;&nbsp; 51740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Compal Electronics, <br> Inc.<br>| 784000 | &nbsp;&nbsp; 767224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Compeq <br> Manufacturing Co. <br> Ltd.<br>| 168000 | &nbsp;&nbsp; 365135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Complex Micro <br> Interconnection Co. <br> Ltd.<br>| 9000 | &nbsp;&nbsp; 12164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concord International <br> Securities Co. Ltd.<br>| 57354 | &nbsp;&nbsp; 22946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concord Securities <br> Co. Ltd.<br>| 93985 | &nbsp;&nbsp; 36832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Continental Holdings <br> Corp.<br>| 77000 | &nbsp;&nbsp; 56703 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Contrel Technology <br> Co. Ltd.<br>| 61000 | &nbsp;&nbsp; $75955 |
|  | Coremax Corp. | 24731 | &nbsp;&nbsp; 45178 |
|  | Coretronic Corp. | 67000 | &nbsp;&nbsp; 181395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Co-Tech <br> Development <br> Corp.<br>| 12000 | &nbsp;&nbsp; 47119 |
|  | Creative Sensor, Inc. | 15000 | &nbsp;&nbsp; 27927 |
|  | CTCI Corp. | 101000 | &nbsp;&nbsp; 98474 |
|  | CviLux Corp. | 10000 | &nbsp;&nbsp; 14104 |
|  | Cyberlink Corp. | 6000 | &nbsp;&nbsp; 18728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CyberTAN <br> Technology, Inc.<br>| 61000 | &nbsp;&nbsp; 53314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DA CIN Construction <br> Co. Ltd.<br>| 48000 | &nbsp;&nbsp; 95837 |
|  | Dafeng TV Ltd. | 9000 | &nbsp;&nbsp; 15287 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Da-Li Development <br> Co. Ltd.<br>| 87093 | &nbsp;&nbsp; 132125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Darfon Electronics <br> Corp.<br>| 37000 | &nbsp;&nbsp; 43232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Darwin Precisions <br> Corp.<br>| 59000 | &nbsp;&nbsp; 21192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; De Licacy Industrial <br> Co. Ltd.<br>| 52740 | &nbsp;&nbsp; 23383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Depo Auto Parts Ind <br> Co. Ltd.<br>| 17000 | &nbsp;&nbsp; 97256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dimerco Express <br> Corp.<br>| 20600 | &nbsp;&nbsp; 52194 |
|  | D-Link Corp. | 103040 | &nbsp;&nbsp; 56520 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Donpon Precision, <br> Inc.<br>| 14000 | &nbsp;&nbsp; 13339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dyaco International, <br> Inc.<br>| 22242 | &nbsp;&nbsp; 15817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynamic Holding Co. <br> Ltd.<br>| 31000 | &nbsp;&nbsp; 81095 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dynapack <br> International <br> Technology Corp.<br>| 23000 | &nbsp;&nbsp; 176038 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Media <br> International Corp.<br>| 49465 | &nbsp;&nbsp; 25486 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Edimax Technology <br> Co. Ltd.<br>| 45000 | &nbsp;&nbsp; 26322 |
|  | Edison Opto Corp. | 15000 | &nbsp;&nbsp; 8708 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Edom Technology <br> Co. Ltd.<br>| 20900 | &nbsp;&nbsp; 17643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elite Advanced Laser <br> Corp.<br>| 23000 | &nbsp;&nbsp; 147297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elitegroup Computer <br> Systems Co. Ltd.<br>| 59000 | &nbsp;&nbsp; 34197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emerging Display <br> Technologies <br> Corp.<br>| 48000 | &nbsp;&nbsp; 35689 |
|  | Ennoconn Corp. | 20000 | &nbsp;&nbsp; 203327 |
| # | Ennostar, Inc. | 53975 | &nbsp;&nbsp; 63153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EnTie Commercial <br> Bank Co. Ltd.<br>| 127000 | &nbsp;&nbsp; 56321 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Epileds Technologies, <br> Inc.<br>| 26000 | &nbsp;&nbsp; $19132 |
|  | Episil-Precision, Inc. | 11000 | &nbsp;&nbsp; 11908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eson Precision Ind <br> Co. Ltd.<br>| 20000 | &nbsp;&nbsp; 43237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eternal Materials Co. <br> Ltd.<br>| 158000 | &nbsp;&nbsp; 146419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eurocharm Holdings <br> Co. Ltd.<br>| 2000 | &nbsp;&nbsp; 8999 |
|  | Eva Airways Corp. | 396041 | &nbsp;&nbsp; 499368 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Everest Textile Co. <br> Ltd.<br>| 92326 | &nbsp;&nbsp; 19563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evergreen <br> International <br> Storage & <br> Transport Corp.<br>| 87000 | &nbsp;&nbsp; 99595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EVERGREEN Steel <br> Corp.<br>| 33000 | &nbsp;&nbsp; 88839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Everlight Chemical <br> Industrial Corp.<br>| 92000 | &nbsp;&nbsp; 49956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Everlight Electronics <br> Co. Ltd.<br>| 70000 | &nbsp;&nbsp; 161623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Excelsior Medical Co. <br> Ltd.<br>| 28837 | &nbsp;&nbsp; 80794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far Eastern <br> Department Stores <br> Ltd.<br>| 151000 | &nbsp;&nbsp; 106912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far Eastern <br> International Bank<br>| 456848 | &nbsp;&nbsp; 204916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far Eastern New <br> Century Corp.<br>| 386000 | &nbsp;&nbsp; 369959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farglory F T Z <br> Investment Holding <br> Co. Ltd.<br>| 27358 | &nbsp;&nbsp; 40949 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Farglory Land <br> Development Co. <br> Ltd.<br>| 48000 | &nbsp;&nbsp; 99176 |
| \* | Federal Corp. | 50000 | &nbsp;&nbsp; 34908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Feedback Technology <br> Corp.<br>| 10800 | &nbsp;&nbsp; 36303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Feng Hsin Steel Co. <br> Ltd.<br>| 75000 | &nbsp;&nbsp; 169472 |
|  | First Hotel | 28000 | &nbsp;&nbsp; 12581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Insurance Co. <br> Ltd. <br>| 45000 | &nbsp;&nbsp; 37016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Steamship Co. <br> Ltd.<br>| 184010 | &nbsp;&nbsp; 35767 |
|  | FIT Holding Co. Ltd. | 32000 | &nbsp;&nbsp; 50640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fitipower Integrated <br> Technology, Inc.<br>| 17050 | &nbsp;&nbsp; 102322 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FLEXium <br> Interconnect, Inc.<br>| 45000 | &nbsp;&nbsp; 98116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flytech Technology <br> Co. Ltd.<br>| 10000 | &nbsp;&nbsp; 37506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FocalTech Systems <br> Co. Ltd.<br>| 28000 | &nbsp;&nbsp; 58869 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forest Water <br> Environment <br> Engineering Co. <br> Ltd.<br>| 17544 | &nbsp;&nbsp; $18783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Advanced <br> Technologies Co. <br> Ltd.<br>| 29000 | &nbsp;&nbsp; 25928 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Chemicals <br> & Fibre Corp.<br>| 577000 | &nbsp;&nbsp; 554131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa <br> Laboratories, Inc.<br>| 22704 | &nbsp;&nbsp; 50460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Optical <br> Technology Co. <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 26125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Plastics <br> Corp.<br>| 334000 | &nbsp;&nbsp; 475113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Taffeta Co. <br> Ltd.<br>| 59000 | &nbsp;&nbsp; 32276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosan Rubber <br> Group, Inc.<br>| 62100 | &nbsp;&nbsp; 51614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosan Union <br> Chemical Corp.<br>| 70400 | &nbsp;&nbsp; 41533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Founding <br> Construction & <br> Development Co. <br> Ltd.<br>| 45000 | &nbsp;&nbsp; 24974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foxconn Technology <br> Co. Ltd.<br>| 177000 | &nbsp;&nbsp; 380591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foxsemicon <br> Integrated <br> Technology, Inc.<br>| 12000 | &nbsp;&nbsp; 121503 |
|  | Franbo Lines Corp. | 19997 | &nbsp;&nbsp; 12382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Froch Enterprise Co. <br> Ltd.<br>| 41000 | &nbsp;&nbsp; 19931 |
| # | FSP Technology, Inc. | 30000 | &nbsp;&nbsp; 55320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fu Chun Shin <br> Machinery <br> Manufacture Co. <br> Ltd.<br>| 20000 | &nbsp;&nbsp; 10334 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fu Hua Innovation <br> Co. Ltd.<br>| 62949 | &nbsp;&nbsp; 70018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fulgent Sun <br> International <br> Holding Co. Ltd.<br>| 28063 | &nbsp;&nbsp; 95837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fullerton Technology <br> Co. Ltd.<br>| 18000 | &nbsp;&nbsp; 13568 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fulltech Fiber Glass <br> Corp.<br>| 71436 | &nbsp;&nbsp; 128933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fwusow Industry Co. <br> Ltd.<br>| 55009 | &nbsp;&nbsp; 26656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; G Shank Enterprise <br> Co. Ltd.<br>| 38122 | &nbsp;&nbsp; 101619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gamania Digital <br> Entertainment Co. <br> Ltd.<br>| 23000 | &nbsp;&nbsp; 49170 |
| \* | GCS Holdings, Inc. | 10000 | &nbsp;&nbsp; 54691 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | GEM Services, Inc. | 11000 | &nbsp;&nbsp; $24879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gemtek Technology <br> Corp.<br>| 74000 | &nbsp;&nbsp; 59114 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; General Interface <br> Solution GIS <br> Holding Ltd.<br>| 21000 | &nbsp;&nbsp; 32096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; General Plastic <br> Industrial Co. Ltd.<br>| 14000 | &nbsp;&nbsp; 14162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genius Electronic <br> Optical Co. Ltd.<br>| 13000 | &nbsp;&nbsp; 187224 |
|  | GeoVision, Inc. | 15130 | &nbsp;&nbsp; 24543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Giant Manufacturing <br> Co. Ltd.<br>| 26000 | &nbsp;&nbsp; 99584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Giantplus Technology <br> Co. Ltd.<br>| 79000 | &nbsp;&nbsp; 35333 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gigasolar Materials <br> Corp.<br>| 4000 | &nbsp;&nbsp; 9670 |
| \* | Gigastorage Corp. | 23000 | &nbsp;&nbsp; 9397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Brands <br> Manufacture Ltd.<br>| 62600 | &nbsp;&nbsp; 239561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Lighting <br> Technologies, Inc.<br>| 17000 | &nbsp;&nbsp; 22719 |
|  | Global PMX Co. Ltd. | 10000 | &nbsp;&nbsp; 38958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Globalwafers Co. <br> Ltd.<br>| 33000 | &nbsp;&nbsp; 374583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Globe Union <br> Industrial Corp.<br>| 48910 | &nbsp;&nbsp; 16207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gloria Material <br> Technology Corp.<br>| 78000 | &nbsp;&nbsp; 96555 |
|  | GMI Technology, Inc. | 18180 | &nbsp;&nbsp; 26985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldsun Building <br> Materials Co. Ltd.<br>| 135543 | &nbsp;&nbsp; 167232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Good Finance <br> Securities Co. Ltd.<br>| 40000 | &nbsp;&nbsp; 26867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Good Will Instrument <br> Co. Ltd.<br>| 14000 | &nbsp;&nbsp; 21145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gordon Auto Body <br> Parts<br>| 23000 | &nbsp;&nbsp; 21257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gourmet Master Co. <br> Ltd.<br>| 18000 | &nbsp;&nbsp; 48257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grand Fortune <br> Securities Co. Ltd.<br>| 53000 | &nbsp;&nbsp; 19625 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Grand Pacific <br> Petrochemical<br>| 226627 | &nbsp;&nbsp; 78779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great China Metal <br> Industry<br>| 26000 | &nbsp;&nbsp; 18662 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Great Wall Enterprise <br> Co. Ltd.<br>| 104000 | &nbsp;&nbsp; 212067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greatek Electronics, <br> Inc.<br>| 49000 | &nbsp;&nbsp; 100645 |
|  | GTM Holdings Corp. | 24000 | &nbsp;&nbsp; 24756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hannstar Board <br> Corp.<br>| 43361 | &nbsp;&nbsp; 105277 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HannStar Display <br> Corp.<br>| 381000 | &nbsp;&nbsp; 90853 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HannsTouch Holdings <br> Co.<br>| 139194 | &nbsp;&nbsp; 27778 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanpin Electron Co. <br> Ltd.<br>| 14000 | &nbsp;&nbsp; $21584 |
|  | Heran Co. Ltd. | 10000 | &nbsp;&nbsp; 24919 |
|  | Hey Song Corp. | 53000 | &nbsp;&nbsp; 70711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Highwealth <br> Construction Corp.<br>| 207665 | &nbsp;&nbsp; 283753 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hitron Technology, <br> Inc.<br>| 13000 | &nbsp;&nbsp; 9701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hiwin Technologies <br> Corp.<br>| 27000 | &nbsp;&nbsp; 189539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ho Tung Chemical <br> Corp.<br>| 176000 | &nbsp;&nbsp; 45834 |
|  | Hocheng Corp. | 45100 | &nbsp;&nbsp; 24713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holdings-Key Electric <br> Wire & Cable Co. <br> Ltd.<br>| 10000 | &nbsp;&nbsp; 16745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holy Stone <br> Enterprise Co. Ltd.<br>| 25950 | &nbsp;&nbsp; 69323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Pu Real Estate <br> Development Co. <br> Ltd.<br>| 35000 | &nbsp;&nbsp; 31890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong TAI Electric <br> Industrial<br>| 58000 | &nbsp;&nbsp; 70829 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hota Industrial <br> Manufacturing Co. <br> Ltd.<br>| 36000 | &nbsp;&nbsp; 65472 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hotai Finance Co. <br> Ltd.<br>| 43200 | &nbsp;&nbsp; 92709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hsin Kuang Steel Co. <br> Ltd.<br>| 44000 | &nbsp;&nbsp; 59590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hsing TA Cement <br> Co.<br>| 29000 | &nbsp;&nbsp; 15828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hu Lane Associate, <br> Inc.<br>| 13325 | &nbsp;&nbsp; 59300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HUA ENG Wire & <br> Cable Co. Ltd.<br>| 37000 | &nbsp;&nbsp; 32553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaku Development <br> Co. Ltd.<br>| 50820 | &nbsp;&nbsp; 161663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huang Hsiang <br> Construction Corp.<br>| 22538 | &nbsp;&nbsp; 29393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hung Ching <br> Development & <br> Construction Co. <br> Ltd.<br>| 31000 | &nbsp;&nbsp; 27742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hung Sheng <br> Construction Ltd.<br>| 80680 | &nbsp;&nbsp; 62024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hwa Fong Rubber <br> Industrial Co. Ltd.<br>| 63880 | &nbsp;&nbsp; 34574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hwacom Systems, <br> Inc.<br>| 40000 | &nbsp;&nbsp; 29464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ibase Technology, <br> Inc.<br>| 5000 | &nbsp;&nbsp; 8961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IBF Financial <br> Holdings Co. Ltd.<br>| 499684 | &nbsp;&nbsp; 242594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ichia Technologies, <br> Inc.<br>| 47000 | &nbsp;&nbsp; 64052 |
|  | IEI Integration Corp. | 29600 | &nbsp;&nbsp; 75475 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Infortrend <br> Technology, Inc.<br>| 52000 | &nbsp;&nbsp; $36460 |
| # | Innolux Corp. | 613627 | &nbsp;&nbsp; 235345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inpaq Technology Co. <br> Ltd.<br>| 19954 | &nbsp;&nbsp; 45359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Integrated Service <br> Technology, Inc.<br>| 6000 | &nbsp;&nbsp; 24345 |
| \* | IntelliEPI, Inc. | 7000 | &nbsp;&nbsp; 37541 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; International CSRC <br> Investment <br> Holdings Co.<br>| 81600 | &nbsp;&nbsp; 33191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iron Force Industrial <br> Co. Ltd.<br>| 10371 | &nbsp;&nbsp; 29006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; I-Sheng Electric Wire <br> & Cable Co. Ltd.<br>| 18000 | &nbsp;&nbsp; 29850 |
|  | ITEQ Corp. | 35000 | &nbsp;&nbsp; 117584 |
|  | Jean Co. Ltd. | 18403 | &nbsp;&nbsp; 16210 |
|  | Jia Wei Lifestyle, Inc. | 7350 | &nbsp;&nbsp; 11079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jih Lin Technology <br> Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 9226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiin Yeeh Ding <br> Enterprise Co. Ltd.<br>| 7000 | &nbsp;&nbsp; 14280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Health Tech <br> Co. Ltd.<br>| 13000 | &nbsp;&nbsp; 65776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; K Laser Technology, <br> Inc.<br>| 27000 | &nbsp;&nbsp; 14841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaimei Electronic <br> Corp.<br>| 18400 | &nbsp;&nbsp; 35233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kedge Construction <br> Co. Ltd.<br>| 9290 | &nbsp;&nbsp; 26264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KEE TAI Properties <br> Co. Ltd.<br>| 75110 | &nbsp;&nbsp; 31578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kenda Rubber <br> Industrial Co. Ltd.<br>| 106975 | &nbsp;&nbsp; 80836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kerry TJ Logistics <br> Co. Ltd.<br>| 37000 | &nbsp;&nbsp; 41563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KGI Financial Holding <br> Co. Ltd.<br>| 1157000 | &nbsp;&nbsp; 586084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kindom Development <br> Co. Ltd.<br>| 68900 | &nbsp;&nbsp; 114851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; King Chou Marine <br> Technology Co. <br> Ltd.<br>| 8000 | &nbsp;&nbsp; 11471 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; King's Town Bank <br> Co. Ltd.<br>| 138000 | &nbsp;&nbsp; 248835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinko Optical Co. <br> Ltd.<br>| 31455 | &nbsp;&nbsp; 26826 |
|  | Kinpo Electronics | 184000 | &nbsp;&nbsp; 109733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinsus Interconnect <br> Technology Corp.<br>| 52000 | &nbsp;&nbsp; 176692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KMC Kuei Meng <br> International, Inc.<br>| 7000 | &nbsp;&nbsp; 21964 |
|  | KS Terminals, Inc. | 19000 | &nbsp;&nbsp; 32351 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kung Sing <br> Engineering Corp.<br>| 75900 | &nbsp;&nbsp; 28490 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuo Toong <br> International Co. <br> Ltd.<br>| 29399 | &nbsp;&nbsp; $49624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuo Yang <br> Construction Co. <br> Ltd.<br>| 28000 | &nbsp;&nbsp; 16441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kwong Lung <br> Enterprise Co. Ltd.<br>| 23000 | &nbsp;&nbsp; 36426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; L&K Engineering Co. <br> Ltd.<br>| 5124 | &nbsp;&nbsp; 55170 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Laser Tek Taiwan Co. <br> Ltd.<br>| 17000 | &nbsp;&nbsp; 25880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leadtrend <br> Technology Corp.<br>| 6119 | &nbsp;&nbsp; 8639 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lealea Enterprise Co. <br> Ltd.<br>| 135200 | &nbsp;&nbsp; 29743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lelon Electronics <br> Corp.<br>| 14000 | &nbsp;&nbsp; 35732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lemtech Holdings <br> Co. Ltd.<br>| 4000 | &nbsp;&nbsp; 10589 |
|  | Leo Systems, Inc. | 21000 | &nbsp;&nbsp; 18963 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Leofoo Development <br> Co. Ltd.<br>| 17000 | &nbsp;&nbsp; 9591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Li Peng Enterprise <br> Co. Ltd.<br>| 119000 | &nbsp;&nbsp; 23717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lien Hwa Industrial <br> Holdings Corp.<br>| 26460 | &nbsp;&nbsp; 40006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lingsen Precision <br> Industries Ltd.<br>| 77000 | &nbsp;&nbsp; 37711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lite-On Technology <br> Corp.<br>| 6000 | &nbsp;&nbsp; 23721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liton Technology <br> Corp.<br>| 8000 | &nbsp;&nbsp; 8894 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Long Bon <br> International Co. <br> Ltd.<br>| 29000 | &nbsp;&nbsp; 15030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Long Da Construction <br> & Development <br> Corp.<br>| 66000 | &nbsp;&nbsp; 61563 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Longchen Paper & <br> Packaging Co. <br> Ltd.<br>| 73808 | &nbsp;&nbsp; 25317 |
|  | Longwell Co. | 11000 | &nbsp;&nbsp; 39056 |
|  | Lucky Cement Corp. | 40000 | &nbsp;&nbsp; 18797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lumax International <br> Corp. Ltd.<br>| 19800 | &nbsp;&nbsp; 64159 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lung Yen Life <br> Service Corp.<br>| 33000 | &nbsp;&nbsp; 64686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macauto Industrial <br> Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 11788 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Macronix <br> International Co. <br> Ltd.<br>| 120000 | &nbsp;&nbsp; 75456 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Magnate Technology <br> Co. Ltd.<br>| 10000 | &nbsp;&nbsp; 14109 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mayer Steel Pipe <br> Corp.<br>| 36000 | &nbsp;&nbsp; $27718 |
|  | Megaforce Co. Ltd. | 19000 | &nbsp;&nbsp; 26293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meiloon Industrial <br> Co.<br>| 22400 | &nbsp;&nbsp; 15774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercuries & <br> Associates Holding <br> Ltd.<br>| 121517 | &nbsp;&nbsp; 49093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercuries Data <br> Systems Ltd.<br>| 13000 | &nbsp;&nbsp; 12449 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mercuries Life <br> Insurance Co. Ltd.<br>| 569746 | &nbsp;&nbsp; 99650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Merry Electronics Co. <br> Ltd.<br>| 36933 | &nbsp;&nbsp; 140070 |
|  | Mildef Crete, Inc. | 7000 | &nbsp;&nbsp; 25984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MIN AIK Technology <br> Co. Ltd.<br>| 28000 | &nbsp;&nbsp; 18765 |
| \* | Mitac Holdings Corp. | 172944 | &nbsp;&nbsp; 437939 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MOSA Industrial <br> Corp.<br>| 38393 | &nbsp;&nbsp; 18910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motech Industries, <br> Inc.<br>| 65000 | &nbsp;&nbsp; 39005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Namchow Holdings <br> Co. Ltd.<br>| 27000 | &nbsp;&nbsp; 36474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nan Ya Plastics <br> Corp.<br>| 390000 | &nbsp;&nbsp; 531920 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nan Ya Printed <br> Circuit Board <br> Corp.<br>| 26000 | &nbsp;&nbsp; 152312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nang Kuang <br> Pharmaceutical <br> Co. Ltd.<br>| 9000 | &nbsp;&nbsp; 10477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nantex Industry Co. <br> Ltd.<br>| 49000 | &nbsp;&nbsp; 39781 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nanya Technology <br> Corp.<br>| 43000 | &nbsp;&nbsp; 63303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Aerospace <br> Fasteners Corp.<br>| 11000 | &nbsp;&nbsp; 46077 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Asia <br> Construction & <br> Development <br> Corp.<br>| 54000 | &nbsp;&nbsp; 27104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Best Wire <br> Industrial Co. Ltd.<br>| 11000 | &nbsp;&nbsp; 10675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nien Hsing Textile <br> Co. Ltd.<br>| 23000 | &nbsp;&nbsp; 14317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Niko Semiconductor <br> Co. Ltd.<br>| 10579 | &nbsp;&nbsp; 14704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishoku Technology, <br> Inc.<br>| 7000 | &nbsp;&nbsp; 27202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nuvoton Technology <br> Corp.<br>| 38000 | &nbsp;&nbsp; 86776 |
|  | O-Bank Co. Ltd. | 208909 | &nbsp;&nbsp; 63274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ocean Plastics Co. <br> Ltd.<br>| 10000 | &nbsp;&nbsp; 12323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Optimax Technology <br> Corp.<br>| 17000 | &nbsp;&nbsp; 14151 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient Semiconductor <br> Electronics Ltd.<br>| 64000 | &nbsp;&nbsp; $82498 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Union <br> Chemical Corp.<br>| 97000 | &nbsp;&nbsp; 40494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; O-TA Precision <br> Industry Co. Ltd.<br>| 8000 | &nbsp;&nbsp; 13996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Construction <br> Co.<br>| 68000 | &nbsp;&nbsp; 21839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Hospital <br> Supply Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 17863 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paiho Shih Holdings <br> Corp.<br>| 32025 | &nbsp;&nbsp; 21402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan Asia Chemical <br> Corp.<br>| 25560 | &nbsp;&nbsp; 8486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan German <br> Universal Motors <br> Ltd.<br>| 3000 | &nbsp;&nbsp; 33448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan Jit International, <br> Inc.<br>| 56000 | &nbsp;&nbsp; 88254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan-International <br> Industrial Corp.<br>| 76000 | &nbsp;&nbsp; 108884 |
| # | Parpro Corp. | 23000 | &nbsp;&nbsp; 42043 |
| \* | PChome Online, Inc. | 22575 | &nbsp;&nbsp; 24584 |
|  | Pegatron Corp. | 123000 | &nbsp;&nbsp; 327447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phison Electronics <br> Corp.<br>| 14000 | &nbsp;&nbsp; 245767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Silicon <br> International Corp.<br>| 21000 | &nbsp;&nbsp; 88659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polytronics <br> Technology Corp.<br>| 7000 | &nbsp;&nbsp; 10034 |
| # | Pou Chen Corp. | 410000 | &nbsp;&nbsp; 385568 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Powerchip <br> Semiconductor <br> Manufacturing <br> Corp.<br>| 337000 | &nbsp;&nbsp; 167878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Powertech <br> Technology, Inc.<br>| 120000 | &nbsp;&nbsp; 501232 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; President Securities <br> Corp.<br>| 174392 | &nbsp;&nbsp; 109910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primax Electronics <br> Ltd.<br>| 68000 | &nbsp;&nbsp; 164805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prince Housing & <br> Development <br> Corp.<br>| 218000 | &nbsp;&nbsp; 66317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prosperity Dielectrics <br> Co. Ltd.<br>| 28000 | &nbsp;&nbsp; 35472 |
|  | Qisda Corp. | 235000 | &nbsp;&nbsp; 202659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; QST International <br> Corp.<br>| 21707 | &nbsp;&nbsp; 37976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qualipoly Chemical <br> Corp.<br>| 15000 | &nbsp;&nbsp; 34923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quang Viet <br> Enterprise Co. Ltd.<br>| 9000 | &nbsp;&nbsp; 21678 |
|  | Quanta Storage, Inc. | 33000 | &nbsp;&nbsp; 96575 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Quintain Steel Co. <br> Ltd.<br>| 56139 | &nbsp;&nbsp; 18093 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Radiant <br> Opto-Electronics <br> Corp.<br>| 69000 | &nbsp;&nbsp; $317161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Radium Life Tech Co. <br> Ltd.<br>| 125786 | &nbsp;&nbsp; 47355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raydium <br> Semiconductor <br> Corp.<br>| 4000 | &nbsp;&nbsp; 46422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rechi Precision Co. <br> Ltd.<br>| 61000 | &nbsp;&nbsp; 48615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rexon Industrial <br> Corp. Ltd.<br>| 18000 | &nbsp;&nbsp; 18037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rich Development <br> Co. Ltd.<br>| 149350 | &nbsp;&nbsp; 43919 |
| \* | RiTdisplay Corp. | 16000 | &nbsp;&nbsp; 20270 |
| \* | Ritek Corp. | 142121 | &nbsp;&nbsp; 48295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ruentex <br> Development Co. <br> Ltd.<br>| 298500 | &nbsp;&nbsp; 297971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ruentex Industries <br> Ltd.<br>| 118071 | &nbsp;&nbsp; 205299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Run Long <br> Construction Co. <br> Ltd.<br>| 37000 | &nbsp;&nbsp; 38201 |
|  | Sampo Corp. | 55200 | &nbsp;&nbsp; 45950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San Fang Chemical <br> Industry Co. Ltd.<br>| 32000 | &nbsp;&nbsp; 36478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyang Motor Co. <br> Ltd.<br>| 14000 | &nbsp;&nbsp; 28962 |
|  | Savior Lifetec Corp. | 72000 | &nbsp;&nbsp; 44870 |
|  | SCI Pharmtech, Inc. | 11000 | &nbsp;&nbsp; 21187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ScinoPharm Taiwan <br> Ltd.<br>| 41000 | &nbsp;&nbsp; 22973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sea Sonic <br> Electronics Co. <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 9873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Senao International <br> Co. Ltd.<br>| 10000 | &nbsp;&nbsp; 10059 |
|  | Sercomm Corp. | 43000 | &nbsp;&nbsp; 143430 |
|  | Sesoda Corp. | 48776 | &nbsp;&nbsp; 50952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai <br> Commercial & <br> Savings Bank Ltd.<br>| 544000 | &nbsp;&nbsp; 780991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sharehope Medicine <br> Co. Ltd.<br>| 12480 | &nbsp;&nbsp; 11293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sheng Yu Steel Co. <br> Ltd.<br>| 27000 | &nbsp;&nbsp; 21477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ShenMao <br> Technology, Inc.<br>| 16000 | &nbsp;&nbsp; 41743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shih Her <br> Technologies, Inc.<br>| 7000 | &nbsp;&nbsp; 36026 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shih Wei Navigation <br> Co. Ltd.<br>| 66708 | &nbsp;&nbsp; 34513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shihlin Electric & <br> Engineering Corp.<br>| 29000 | &nbsp;&nbsp; 171491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Zu Shing Co. <br> Ltd.<br>| 3862 | &nbsp;&nbsp; 30029 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shining Building <br> Business Co. Ltd.<br>| 68330 | &nbsp;&nbsp; $21289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinkong Insurance <br> Co. Ltd.<br>| 38000 | &nbsp;&nbsp; 120413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinkong Synthetic <br> Fibers Corp.<br>| 221000 | &nbsp;&nbsp; 94892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinkong Textile Co. <br> Ltd.<br>| 27000 | &nbsp;&nbsp; 47160 |
|  | Shuttle, Inc. | 55000 | &nbsp;&nbsp; 29513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sigurd <br> Microelectronics <br> Corp.<br>| 72726 | &nbsp;&nbsp; 188115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Silicon Integrated <br> Systems Corp.<br>| 48620 | &nbsp;&nbsp; 89240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simplo Technology <br> Co. Ltd.<br>| 28000 | &nbsp;&nbsp; 382297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sincere Navigation <br> Corp.<br>| 48410 | &nbsp;&nbsp; 35551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sino-American <br> Silicon Products, <br> Inc.<br>| 68000 | &nbsp;&nbsp; 227972 |
|  | Sinon Corp. | 70000 | &nbsp;&nbsp; 96408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinphar <br> Pharmaceutical <br> Co. Ltd.<br>| 22680 | &nbsp;&nbsp; 23762 |
|  | Sinyi Realty, Inc. | 30000 | &nbsp;&nbsp; 25443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sirtec International <br> Co. Ltd.<br>| 10000 | &nbsp;&nbsp; 8429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siward Crystal <br> Technology Co. <br> Ltd.<br>| 28000 | &nbsp;&nbsp; 20270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Soft-World <br> International Corp.<br>| 8000 | &nbsp;&nbsp; 25789 |
|  | Solteam, Inc. | 9598 | &nbsp;&nbsp; 14842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Song Shang <br> Electronics Co. <br> Ltd.<br>| 22000 | &nbsp;&nbsp; 20216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sonix Technology Co. <br> Ltd.<br>| 24000 | &nbsp;&nbsp; 25647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southeast Cement <br> Co. Ltd.<br>| 38000 | &nbsp;&nbsp; 22819 |
|  | Speed Tech Corp. | 13000 | &nbsp;&nbsp; 17998 |
|  | Sports Gear Co. Ltd. | 17000 | &nbsp;&nbsp; 57015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. Shine Optical Co. <br> Ltd.<br>| 8000 | &nbsp;&nbsp; 42608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Chemical & <br> Pharmaceutical <br> Co. Ltd.<br>| 15000 | &nbsp;&nbsp; 28741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Foods <br> Corp.<br>| 72000 | &nbsp;&nbsp; 76859 |
|  | S-Tech Corp. | 19000 | &nbsp;&nbsp; 14958 |
|  | Sun Max Tech Ltd. | 6000 | &nbsp;&nbsp; 12569 |
| \* | Sunko INK Co. Ltd. | 37000 | &nbsp;&nbsp; 14871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunny Friend <br> Environmental <br> Technology Co. <br> Ltd.<br>| 10000 | &nbsp;&nbsp; 25115 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sunplus Technology <br> Co. Ltd.<br>| 56000 | &nbsp;&nbsp; $35395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunrex Technology <br> Corp.<br>| 30000 | &nbsp;&nbsp; 43612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunspring Metal <br> Corp.<br>| 14177 | &nbsp;&nbsp; 11371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Superalloy Industrial <br> Co. Ltd.<br>| 33000 | &nbsp;&nbsp; 59745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supreme Electronics <br> Co. Ltd.<br>| 78219 | &nbsp;&nbsp; 110074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swancor Holding Co. <br> Ltd.<br>| 10000 | &nbsp;&nbsp; 40310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sweeten Real Estate <br> Development Co. <br> Ltd.<br>| 36664 | &nbsp;&nbsp; 38569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Symtek Automation <br> Asia Co. Ltd.<br>| 5346 | &nbsp;&nbsp; 27099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Syncmold Enterprise <br> Corp.<br>| 21000 | &nbsp;&nbsp; 48046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Synmosa Biopharma <br> Corp.<br>| 46178 | &nbsp;&nbsp; 56963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Synnex Technology <br> International Corp.<br>| 220000 | &nbsp;&nbsp; 487558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Syn-Tech Chem & <br> Pharm Co. Ltd.<br>| 5000 | &nbsp;&nbsp; 12923 |
|  | Systex Corp. | 28000 | &nbsp;&nbsp; 102051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; T3EX Global <br> Holdings Corp.<br>| 18000 | &nbsp;&nbsp; 42234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TA Chen Stainless <br> Pipe<br>| 311654 | &nbsp;&nbsp; 408526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ta Ya Electric Wire & <br> Cable<br>| 141247 | &nbsp;&nbsp; 163755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TA-I Technology Co. <br> Ltd.<br>| 20000 | &nbsp;&nbsp; 28106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tai Tung <br> Communication <br> Co. Ltd.<br>| 22000 | &nbsp;&nbsp; 14615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taichung Commercial <br> Bank Co. Ltd.<br>| 708476 | &nbsp;&nbsp; 526439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TaiDoc Technology <br> Corp.<br>| 8000 | &nbsp;&nbsp; 33190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiflex Scientific Co. <br> Ltd.<br>| 40792 | &nbsp;&nbsp; 61541 |
|  | Taimide Tech, Inc. | 20000 | &nbsp;&nbsp; 41506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tainan Enterprises <br> Co. Ltd.<br>| 28000 | &nbsp;&nbsp; 25391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tainan Spinning Co. <br> Ltd.<br>| 207000 | &nbsp;&nbsp; 88903 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taishin Financial <br> Holding Co. Ltd.<br>| 2788500 | &nbsp;&nbsp; 1521922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taisun Enterprise Co. <br> Ltd.<br>| 40000 | &nbsp;&nbsp; 25021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TAI-TECH Advanced <br> Electronics Co. <br> Ltd.<br>| 8000 | &nbsp;&nbsp; 25227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Business <br> Bank<br>| 1317189 | &nbsp;&nbsp; 707719 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Chinsan <br> Electronic <br> Industrial Co. Ltd.<br>| 13791 | &nbsp;&nbsp; $13426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Cogeneration <br> Corp.<br>| 83000 | &nbsp;&nbsp; 120305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Fertilizer Co. <br> Ltd.<br>| 119000 | &nbsp;&nbsp; 206688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Fire & Marine <br> Insurance Co. Ltd.<br>| 54000 | &nbsp;&nbsp; 54549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan FU Hsing <br> Industrial Co. Ltd.<br>| 39000 | &nbsp;&nbsp; 58069 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Glass <br> Industry Corp.<br>| 208000 | &nbsp;&nbsp; 165380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Hon Chuan <br> Enterprise Co. Ltd.<br>| 17378 | &nbsp;&nbsp; 84724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Hopax <br> Chemicals <br> Manufacturing Co. <br> Ltd.<br>| 26697 | &nbsp;&nbsp; 28435 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Land <br> Development <br> Corp.<br>| 217000 | &nbsp;&nbsp; 3653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Navigation <br> Co. Ltd.<br>| 66000 | &nbsp;&nbsp; 59231 |
|  | Taiwan Paiho Ltd. | 47000 | &nbsp;&nbsp; 80977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan PCB Techvest <br> Co. Ltd.<br>| 53000 | &nbsp;&nbsp; 57510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Sanyo <br> Electric Co. Ltd.<br>| 21000 | &nbsp;&nbsp; 26530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan <br> Semiconductor Co. <br> Ltd.<br>| 28000 | &nbsp;&nbsp; 42347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Shin Kong <br> Security Co. Ltd.<br>| 51510 | &nbsp;&nbsp; 69698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Surface <br> Mounting <br> Technology Corp.<br>| 41000 | &nbsp;&nbsp; 144520 |
| \* | Taiwan TEA Corp. | 91000 | &nbsp;&nbsp; 44464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiyen Biotech Co. <br> Ltd.<br>| 15000 | &nbsp;&nbsp; 16537 |
|  | Tatung Co. Ltd. | 175750 | &nbsp;&nbsp; 209220 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TBI Motion <br> Technology Co. <br> Ltd.<br>| 19000 | &nbsp;&nbsp; 24585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TCC Group Holdings <br> Co. Ltd.<br>| 604000 | &nbsp;&nbsp; 489948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Te Chang <br> Construction Co. <br> Ltd.<br>| 13000 | &nbsp;&nbsp; 24765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teco Electric & <br> Machinery Co. <br> Ltd.<br>| 296000 | &nbsp;&nbsp; 502494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Test Rite International <br> Co. Ltd.<br>| 46000 | &nbsp;&nbsp; 30690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thinking Electronic <br> Industrial Co. Ltd.<br>| 12000 | &nbsp;&nbsp; 54078 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thye Ming Industrial <br> Co. Ltd.<br>| 22400 | &nbsp;&nbsp; $51039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ton Yi Industrial <br> Corp.<br>| 154000 | &nbsp;&nbsp; 93366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tong Hsing Electronic <br> Industries Ltd.<br>| 14280 | &nbsp;&nbsp; 48271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tong Yang Industry <br> Co. Ltd.<br>| 58000 | &nbsp;&nbsp; 202573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tong-Tai Machine & <br> Tool Co. Ltd.<br>| 46000 | &nbsp;&nbsp; 50138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Top Bright Holding <br> Co. Ltd.<br>| 3000 | &nbsp;&nbsp; 27798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Top Union Electronics <br> Corp.<br>| 37047 | &nbsp;&nbsp; 36950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topco Technologies <br> Corp.<br>| 6000 | &nbsp;&nbsp; 12495 |
|  | Topkey Corp. | 11000 | &nbsp;&nbsp; 66547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topoint Technology <br> Co. Ltd.<br>| 17000 | &nbsp;&nbsp; 35687 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TPK Holding Co. <br> Ltd.<br>| 27000 | &nbsp;&nbsp; 29437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transcend <br> Information, Inc.<br>| 31000 | &nbsp;&nbsp; 97605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tripod Technology <br> Corp.<br>| 70000 | &nbsp;&nbsp; 651512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TSC Auto ID <br> Technology Co. <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 24522 |
|  | TSRC Corp. | 90000 | &nbsp;&nbsp; 54645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tung Ho Steel <br> Enterprise Corp.<br>| 77850 | &nbsp;&nbsp; 166908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tung Thih Electronic <br> Co. Ltd.<br>| 13200 | &nbsp;&nbsp; 25075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TURVO International <br> Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 35765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TYC Brother <br> Industrial Co. Ltd.<br>| 38000 | &nbsp;&nbsp; 51532 |
|  | Tyntek Corp. | 52000 | &nbsp;&nbsp; 26085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ubright Optronics <br> Corp.<br>| 10000 | &nbsp;&nbsp; 21046 |
|  | UDE Corp. | 17000 | &nbsp;&nbsp; 55341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Ming Marine <br> Transport Corp.<br>| 82000 | &nbsp;&nbsp; 142574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unic Technology <br> Corp.<br>| 25000 | &nbsp;&nbsp; 19277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unimicron <br> Technology Corp.<br>| 159000 | &nbsp;&nbsp; 721748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Bank of <br> Taiwan<br>| 390253 | &nbsp;&nbsp; 216899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Insurance Co. <br> Ltd.<br>| 10000 | &nbsp;&nbsp; 8646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unitech Computer <br> Co. Ltd.<br>| 19000 | &nbsp;&nbsp; 26377 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Unitech Printed <br> Circuit Board <br> Corp.<br>| 113032 | &nbsp;&nbsp; 104874 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Alloy-Tech <br> Co.<br>| 11000 | &nbsp;&nbsp; $15223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Orthopedic <br> Corp.<br>| 11000 | &nbsp;&nbsp; 36604 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Renewable <br> Energy Co. Ltd.<br>| 107000 | &nbsp;&nbsp; 25321 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Unity Opto <br> Technology Co. <br> Ltd.<br>| 46000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Univacco Technology, <br> Inc.<br>| 9000 | &nbsp;&nbsp; 13276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Cement <br> Corp.<br>| 94440 | &nbsp;&nbsp; 84340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UPC Technology <br> Corp.<br>| 149316 | &nbsp;&nbsp; 51775 |
|  | USI Corp. | 142000 | &nbsp;&nbsp; 51362 |
|  | Utechzone Co. Ltd. | 4000 | &nbsp;&nbsp; 11963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Value Valves Co. <br> Ltd.<br>| 7000 | &nbsp;&nbsp; 18022 |
|  | Ve Wong Corp. | 24000 | &nbsp;&nbsp; 32186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ventec International <br> Group Co. Ltd.<br>| 10000 | &nbsp;&nbsp; 27811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Via Technologies, <br> Inc.<br>| 10000 | &nbsp;&nbsp; 19766 |
| \* | Wafer Works Corp. | 30555 | &nbsp;&nbsp; 23478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wah Lee Industrial <br> Corp.<br>| 33660 | &nbsp;&nbsp; 105351 |
|  | Walsin Lihwa Corp. | 489613 | &nbsp;&nbsp; 365903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walsin Technology <br> Corp.<br>| 41000 | &nbsp;&nbsp; 115347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walton Advanced <br> Engineering, Inc.<br>| 49000 | &nbsp;&nbsp; 20992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WEI Chih Steel <br> Industrial Co. Ltd.<br>| 26000 | &nbsp;&nbsp; 16029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wei Chuan Foods <br> Corp.<br>| 66000 | &nbsp;&nbsp; 34652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weikeng Industrial <br> Co. Ltd.<br>| 69946 | &nbsp;&nbsp; 79089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Well Shin Technology <br> Co. Ltd.<br>| 14000 | &nbsp;&nbsp; 25568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Win Semiconductors <br> Corp.<br>| 12000 | &nbsp;&nbsp; 34029 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Winbond Electronics <br> Corp.<br>| 508732 | &nbsp;&nbsp; 291972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Winstek <br> Semiconductor Co. <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 19193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wisdom Marine Lines <br> Co. Ltd.<br>| 80221 | &nbsp;&nbsp; 156015 |
|  | WNC Corp. | 43147 | &nbsp;&nbsp; 169135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wonderful Hi-Tech <br> Co. Ltd.<br>| 15000 | &nbsp;&nbsp; 19058 |
|  | WPG Holdings Ltd. | 295000 | &nbsp;&nbsp; 653650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WT Microelectronics <br> Co. Ltd.<br>| 118721 | &nbsp;&nbsp; 544450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WUS Printed Circuit <br> Co. Ltd.<br>| 28350 | &nbsp;&nbsp; 76826 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xxentria Technology <br> Materials Corp.<br>| 28781 | &nbsp;&nbsp; $43006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ya Horng Electronic <br> Co. Ltd.<br>| 7000 | &nbsp;&nbsp; 14693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yang Ming Marine <br> Transport Corp.<br>| 62000 | &nbsp;&nbsp; 125780 |
|  | YC INOX Co. Ltd. | 76633 | &nbsp;&nbsp; 54796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yea Shin <br> International <br> Development Co. <br> Ltd.<br>| 49869 | &nbsp;&nbsp; 44344 |
|  | Yem Chio Co. Ltd. | 82065 | &nbsp;&nbsp; 42630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YFC-Boneagle <br> Electric Co. Ltd.<br>| 14596 | &nbsp;&nbsp; 9752 |
|  | YFY, Inc. | 195000 | &nbsp;&nbsp; 158423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yi Jinn Industrial Co. <br> Ltd.<br>| 24150 | &nbsp;&nbsp; 13800 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yieh Phui Enterprise <br> Co. Ltd.<br>| 177550 | &nbsp;&nbsp; 88967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Young Fast <br> Optoelectronics <br> Co. Ltd.<br>| 11000 | &nbsp;&nbsp; 20623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youngtek Electronics <br> Corp.<br>| 21000 | &nbsp;&nbsp; 43166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuanta Futures Co. <br> Ltd.<br>| 28091 | &nbsp;&nbsp; 77292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuen Foong Yu <br> Consumer <br> Products Co. Ltd.<br>| 29000 | &nbsp;&nbsp; 38678 |
| # | Yulon Finance Corp. | 41000 | &nbsp;&nbsp; 137317 |
|  | Yulon Motor Co. Ltd. | 59886 | &nbsp;&nbsp; 65323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yung Chi Paint & <br> Varnish <br> Manufacturing Co. <br> Ltd.<br>| 13000 | &nbsp;&nbsp; 32677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YungShin Global <br> Holding Corp.<br>| 35000 | &nbsp;&nbsp; 73265 |
|  | Yusin Holding Corp. | 4428 | &nbsp;&nbsp; 12893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zeng Hsing Industrial <br> Co. Ltd.<br>| 11520 | &nbsp;&nbsp; 37653 |
|  | Zenitron Corp. | 34000 | &nbsp;&nbsp; 37454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhen Ding <br> Technology <br> Holding Ltd.<br>| 127000 | &nbsp;&nbsp; 529675 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zig Sheng Industrial <br> Co. Ltd.<br>| 68000 | &nbsp;&nbsp; 20186 |
| \* | Zinwell Corp. | 56000 | &nbsp;&nbsp; 21032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zippy Technology <br> Corp.<br>| 15000 | &nbsp;&nbsp; 27150 |
|  | Zyxel Group Corp. | 54930 | &nbsp;&nbsp; 49989 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | &nbsp;&nbsp; 49665533 |
| THAILAND — (1.2%) | THAILAND — (1.2%) | THAILAND — (1.2%) | THAILAND — (1.2%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AAPICO Hitech PCL <br> (AH/F TB)<br>| 68970 | &nbsp;&nbsp; 31657 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AEON Thana Sinsap <br> Thailand PCL<br>| 15900 | &nbsp;&nbsp; $48045 |
| # | Amata Corp. PCL | 119300 | &nbsp;&nbsp; 58409 |
|  | AP Thailand PCL | 377800 | &nbsp;&nbsp; 83814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Plus Group <br> Holdings PCL<br>| 195300 | &nbsp;&nbsp; 14940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asian Sea Corp. <br> PCL<br>| 53800 | &nbsp;&nbsp; 11935 |
|  | Bangchak Corp. PCL | 160200 | &nbsp;&nbsp; 166671 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Commercial <br> Asset Management <br> PCL<br>| 331300 | &nbsp;&nbsp; 84650 |
|  | Bangkok Land PCL | 2877600 | &nbsp;&nbsp; 44027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Life <br> Assurance PCL, <br> NVDR<br>| 95400 | &nbsp;&nbsp; 51670 |
|  | Banpu PCL | 354200 | &nbsp;&nbsp; 54734 |
|  | Berli Jucker PCL | 159700 | &nbsp;&nbsp; 93826 |
|  | BKI Holdings PCL | 15820 | &nbsp;&nbsp; 139417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cal-Comp Electronics <br> Thailand PCL, <br> Class F<br>| 812421 | &nbsp;&nbsp; 165318 |
|  | CH Karnchang PCL | 79400 | &nbsp;&nbsp; 32800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dhipaya Group <br> Holdings PCL<br>| 71700 | &nbsp;&nbsp; 41686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Frasers Property <br> Thailand PCL<br>| 79285 | &nbsp;&nbsp; 14799 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gunkul Engineering <br> PCL<br>| 870500 | &nbsp;&nbsp; 46082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hana <br> Microelectronics <br> PCL<br>| 76600 | &nbsp;&nbsp; 54145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ICC International <br> PCL<br>| 15998 | &nbsp;&nbsp; 13217 |
|  | Index Livingmall PCL | 26600 | &nbsp;&nbsp; 11477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indorama Ventures <br> PCL<br>| 41400 | &nbsp;&nbsp; 29264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jaymart Group <br> Holdings PCL<br>| 85500 | &nbsp;&nbsp; 20015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KGI Securities <br> Thailand PCL<br>| 258200 | &nbsp;&nbsp; 30813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kiatnakin Phatra <br> Bank PCL<br>| 35100 | &nbsp;&nbsp; 59341 |
|  | Lalin Property PCL | 79100 | &nbsp;&nbsp; 11812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Land & Houses PCL <br> (LHF TB)<br>| 1097500 | &nbsp;&nbsp; 128288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lanna Resources <br> PCL<br>| 35700 | &nbsp;&nbsp; 18353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LH Financial Group <br> PCL<br>| 755000 | &nbsp;&nbsp; 18020 |
|  | MBK PCL | 69810 | &nbsp;&nbsp; 36101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MK Restaurants <br> Group PCL<br>| 61400 | &nbsp;&nbsp; 43589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast Rubber <br> PCL<br>| 190100 | &nbsp;&nbsp; 25711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polyplex Thailand <br> PCL<br>| 55700 | &nbsp;&nbsp; 18067 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Prima Marine PCL | 152700 | &nbsp;&nbsp; $30372 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Property Perfect <br> PCL<br>| 1219230 | &nbsp;&nbsp; 3358 |
|  | PTG Energy PCL | 132300 | &nbsp;&nbsp; 27326 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; PTT Global Chemical <br> PCL<br>| 246000 | &nbsp;&nbsp; 178403 |
| # | Quality Houses PCL | 718550 | &nbsp;&nbsp; 31442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ratchthani Leasing <br> PCL<br>| 485400 | &nbsp;&nbsp; 24805 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Regional Container <br> Lines PCL<br>| 83400 | &nbsp;&nbsp; 77837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saha Pathana <br> Inter-Holding PCL<br>| 17700 | &nbsp;&nbsp; 24714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saha Pathanapibul <br> PCL<br>| 16100 | &nbsp;&nbsp; 28820 |
| \* | Samart Corp. PCL | 185000 | &nbsp;&nbsp; 35381 |
|  | Sansiri PCL | 2225000 | &nbsp;&nbsp; 100765 |
|  | SCG Packaging PCL | 110300 | &nbsp;&nbsp; 63115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siamgas & <br> Petrochemicals <br> PCL<br>| 137400 | &nbsp;&nbsp; 28170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Somboon Advance <br> Technology PCL<br>| 66900 | &nbsp;&nbsp; 26613 |
|  | SPCG PCL | 88600 | &nbsp;&nbsp; 22231 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sri Trang <br> Agro-Industry PCL<br>| 146151 | &nbsp;&nbsp; 63058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sri Trang Gloves <br> Thailand PCL<br>| 205300 | &nbsp;&nbsp; 44289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Petroleum <br> Refining PCL<br>| 218900 | &nbsp;&nbsp; 38180 |
|  | Supalai PCL | 184200 | &nbsp;&nbsp; 87929 |
|  | Thai Oil PCL | 132400 | &nbsp;&nbsp; 139774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thai Stanley Electric <br> PCL (STANLY-R <br> TB), NVDR<br>| 4800 | &nbsp;&nbsp; 27319 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Thai Union Group <br> PCL<br>| 384400 | &nbsp;&nbsp; 130564 |
| #\* | Thaicom PCL | 118200 | &nbsp;&nbsp; 31286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thaifoods Group <br> PCL<br>| 73800 | &nbsp;&nbsp; 11156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thanachart Capital <br> PCL<br>| 53000 | &nbsp;&nbsp; 79873 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Thoresen Thai <br> Agencies PCL<br>| 351600 | &nbsp;&nbsp; 46909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TIDLOR Holdings <br> PCL<br>| 154100 | &nbsp;&nbsp; 82520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tisco Financial Group <br> PCL (TISCO/F TB)<br>| 12700 | &nbsp;&nbsp; 38570 |
| # | TPI Polene PCL | 1008400 | &nbsp;&nbsp; 28388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TPI Polene Power <br> PCL<br>| 434701 | &nbsp;&nbsp; 29530 |
|  | Triple i Logistics PCL | 55000 | &nbsp;&nbsp; 8011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Univanich Palm Oil <br> PCL<br>| 29600 | &nbsp;&nbsp; 8786 |
| #\* | VGI PCL | 684800 | &nbsp;&nbsp; 44005 |
| TOTAL THAILAND | TOTAL THAILAND |  | &nbsp;&nbsp; 3346192 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (0.8%) | TURKEY — (0.8%) | TURKEY — (0.8%) | TURKEY — (0.8%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adese Alisveris <br> Merkezleri Ticaret <br> AS<br>| 299922 | &nbsp;&nbsp; $113070 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Akenerji Elektrik <br> Uretim AS<br>| 61453 | &nbsp;&nbsp; 18363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aksa Akrilik Kimya <br> Sanayii AS<br>| 211332 | &nbsp;&nbsp; 49461 |
| # | Alarko Holding AS | 45997 | &nbsp;&nbsp; 106184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albaraka Turk Katilim <br> Bankasi AS<br>| 207057 | &nbsp;&nbsp; 46285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anadolu Anonim Turk <br> Sigorta Sirketi<br>| 38526 | &nbsp;&nbsp; 94285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anadolu Hayat <br> Emeklilik AS<br>| 10998 | &nbsp;&nbsp; 24002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ARD Grup Bilisim <br> Teknolojileri AS<br>| 31517 | &nbsp;&nbsp; 24261 |
|  | Aygaz AS | 14660 | &nbsp;&nbsp; 58947 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baticim Bati Anadolu <br> Cimento Sanayii <br> AS<br>| 175707 | &nbsp;&nbsp; 19639 |
| \* | Bera Holding AS | 105274 | &nbsp;&nbsp; 43314 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Borusan Birlesik Boru <br> Fabrikalari Sanayi <br> ve Ticaret AS<br>| 8144 | &nbsp;&nbsp; 72209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bursa Cimento <br> Fabrikasi AS<br>| 89116 | &nbsp;&nbsp; 16479 |
| \* | Can2 Termik AS | 238806 | &nbsp;&nbsp; 10578 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cimsa Cimento <br> Sanayi VE Ticaret <br> AS<br>| 69895 | &nbsp;&nbsp; 88720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dogan Sirketler <br> Grubu Holding AS<br>| 238931 | &nbsp;&nbsp; 93441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dogus Otomotiv <br> Servis ve Ticaret <br> AS<br>| 9431 | &nbsp;&nbsp; 42686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EIS Eczacibasi Ilac <br> ve Sinai ve <br> Finansal Yatirimlar <br> Sanayi ve Ticaret <br> AS<br>| 26631 | &nbsp;&nbsp; 32547 |
|  | Enerya Enerji AS | 231769 | &nbsp;&nbsp; 48867 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Europen Endustri <br> Insaat Sanayi VE <br> Ticaret AS<br>| 121073 | &nbsp;&nbsp; 19767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Yatirim <br> Holding AS<br>| 267426 | &nbsp;&nbsp; 58720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goltas Goller Bolgesi <br> Cimento Sanayi ve <br> Ticaret AS<br>| 2552 | &nbsp;&nbsp; 22066 |
| \* | GSD Holding AS | 257244 | &nbsp;&nbsp; 26892 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ipek Dogal Enerji <br> Kaynaklari <br> Arastirma Ve <br> Uretim AS<br>| 18922 | &nbsp;&nbsp; 25374 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Is Finansal Kiralama <br> AS<br>| 66301 | &nbsp;&nbsp; 28995 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Isiklar Enerji ve Yapi <br> Holding AS<br>| 59047 | &nbsp;&nbsp; $18664 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Izdemir Enerji Elektrik <br> Uretim AS<br>| 77916 | &nbsp;&nbsp; 14968 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kardemir Karabuk <br> Demir Celik Sanayi <br> ve Ticaret AS <br> (KRDMA TI), <br> Class A<br>| 74160 | &nbsp;&nbsp; 72173 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kardemir Karabuk <br> Demir Celik Sanayi <br> ve Ticaret AS <br> (KRDMD TI), <br> Class D<br>| 144418 | &nbsp;&nbsp; 98148 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kayseri Seker <br> Fabrikasi AS<br>| 22586 | &nbsp;&nbsp; 11776 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kordsa Teknik Tekstil <br> AS<br>| 15454 | &nbsp;&nbsp; 23381 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Koza Anadolu Metal <br> Madencilik <br> Isletmeleri AS<br>| 12539 | &nbsp;&nbsp; 22976 |
| \* | NET Holding AS | 83578 | &nbsp;&nbsp; 105770 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oyak Yatirim Menkul <br> Degerler AS<br>| 11684 | &nbsp;&nbsp; 10724 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Peker Gayrimenkul <br> Yatirim Ortakligi <br> AS<br>| 320340 | &nbsp;&nbsp; 42477 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Petkim Petrokimya <br> Holding AS<br>| 102711 | &nbsp;&nbsp; 43198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Platform Turizm <br> Tasimacilik Gida <br> Insaat Temizlik <br> Hizmetleri Sanayi <br> VE Ticaret AS<br>| 30063 | &nbsp;&nbsp; 19721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sarkuysan Elektrolitik <br> Bakir Sanayi ve <br> Ticaret AS<br>| 49726 | &nbsp;&nbsp; 24332 |
|  | Sekerbank Turk AS | 348287 | &nbsp;&nbsp; 50108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Selcuk Ecza Deposu <br> Ticaret ve Sanayi <br> AS<br>| 26314 | &nbsp;&nbsp; 66219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sok Marketler Ticaret <br> AS<br>| 24936 | &nbsp;&nbsp; 22890 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TAV Havalimanlari <br> Holding AS<br>| 36389 | &nbsp;&nbsp; 219882 |
| \* | Tekfen Holding AS | 43512 | &nbsp;&nbsp; 115553 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tukas Gida Sanayi <br> ve Ticaret AS<br>| 250229 | &nbsp;&nbsp; 16613 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Sinai <br> Kalkinma Bankasi <br> AS<br>| 279313 | &nbsp;&nbsp; 94532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ulker Biskuvi Sanayi <br> AS<br>| 34631 | &nbsp;&nbsp; 93348 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vestel Elektronik <br> Sanayi ve Ticaret <br> AS<br>| 27153 | &nbsp;&nbsp; 25432 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yayla Agro Gida <br> Sanayi VE Nakliyat <br> AS<br>| 33919 | &nbsp;&nbsp; $8609 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zorlu Enerji Elektrik <br> Uretim AS<br>| 371428 | &nbsp;&nbsp; 30693 |
| TOTAL TURKEY | TOTAL TURKEY |  | &nbsp;&nbsp; 2437339 |
| UNITED ARAB EMIRATES — (2.1%) | UNITED ARAB EMIRATES — (2.1%) | UNITED ARAB EMIRATES — (2.1%) | UNITED ARAB EMIRATES — (2.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi National <br> Hotels<br>| 1071734 | &nbsp;&nbsp; 145577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi National <br> Insurance Co. <br> PSC<br>| 28687 | &nbsp;&nbsp; 56184 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi Ports Co. <br> PJSC<br>| 102757 | &nbsp;&nbsp; 116370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ADNOC Logistics & <br> Services<br>| 49415 | &nbsp;&nbsp; 62646 |
|  | Agility Global PLC | 676622 | &nbsp;&nbsp; 217118 |
|  | Agthia Group PJSC | 52988 | &nbsp;&nbsp; 61493 |
|  | Ajman Bank PJSC | 90939 | &nbsp;&nbsp; 36570 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AL Seer Marine <br> Supplies & <br> Equipment Co. <br> LLC<br>| 29407 | &nbsp;&nbsp; 31059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aldar Properties <br> PJSC<br>| 383104 | &nbsp;&nbsp; 989993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amanat Holdings <br> PJSC<br>| 183087 | &nbsp;&nbsp; 58736 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amlak Finance <br> PJSC<br>| 67214 | &nbsp;&nbsp; 30893 |
| \* | Bank of Sharjah | 129355 | &nbsp;&nbsp; 59480 |
|  | Dana Gas PJSC | 815062 | &nbsp;&nbsp; 169930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deyaar Development <br> PJSC<br>| 265756 | &nbsp;&nbsp; 75094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Financial <br> Market PJSC<br>| 156945 | &nbsp;&nbsp; 74665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Investments <br> PJSC<br>| 334612 | &nbsp;&nbsp; 268935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Islamic Bank <br> PJSC<br>| 441639 | &nbsp;&nbsp; 1197752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emaar Development <br> PJSC<br>| 174367 | &nbsp;&nbsp; 711581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emaar Properties <br> PJSC<br>| 40905 | &nbsp;&nbsp; 169400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EMSTEEL Building <br> Materials PJSC<br>| 170002 | &nbsp;&nbsp; 60938 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eshraq Investments <br> PJSC<br>| 292261 | &nbsp;&nbsp; 42466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ghitha Holding <br> PJSC<br>| 6301 | &nbsp;&nbsp; 43358 |
| \* | Manazel PJSC | 286170 | &nbsp;&nbsp; 26988 |
| \* | Modon Holding PSC | 253792 | &nbsp;&nbsp; 261844 |
| \* | Multiply Group PJSC | 433891 | &nbsp;&nbsp; 324161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank of Ras <br> Al-Khaimah PSC<br>| 106807 | &nbsp;&nbsp; 225301 |
|  | NMDC Group PJSC | 3976 | &nbsp;&nbsp; 26997 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orascom <br> Construction PLC<br>| 3812 | &nbsp;&nbsp; $29714 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RAK Properties <br> PJSC<br>| 273289 | &nbsp;&nbsp; 114236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ras Al Khaimah <br> Ceramics PJSC<br>| 86789 | &nbsp;&nbsp; 60938 |
|  | Sharjah Islamic Bank | 53224 | &nbsp;&nbsp; 43725 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Union Properties <br> PJSC<br>| 680886 | &nbsp;&nbsp; 161695 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED ARAB <br> EMIRATES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED ARAB <br> EMIRATES |  | &nbsp;&nbsp; 5955837 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 286000678 |
| PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) |
| BRAZIL — (0.2%) | BRAZIL — (0.2%) | BRAZIL — (0.2%) | BRAZIL — (0.2%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alpargatas SA, <br> 1.243%<br>| 8000 | &nbsp;&nbsp; 12230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco ABC Brasil <br> SA, 9.013%<br>| 16969 | &nbsp;&nbsp; 65427 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Banco BMG SA, <br> 11.606%<br>| 39762 | &nbsp;&nbsp; 24498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco do Estado do <br> Rio Grande do Sul <br> SA, 9.977%<br>| 45190 | &nbsp;&nbsp; 88531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Pan SA, <br> 3.100%<br>| 36881 | &nbsp;&nbsp; 51308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia de Ferro Ligas <br> da Bahia <br> FERBASA, <br> 7.560%<br>| 39200 | &nbsp;&nbsp; 46344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eucatex SA Industria <br> e Comercio, <br> 4.174%<br>| 11000 | &nbsp;&nbsp; 34614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marcopolo SA, <br> 6.961%<br>| 54358 | &nbsp;&nbsp; 80184 |
|  | Raizen SA, 0.705% | 118700 | &nbsp;&nbsp; 30101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Randon SA <br> Implementos e <br> Participacoes, <br> 3.602%<br>| 40000 | &nbsp;&nbsp; 50790 |
|  | Schulz SA, 7.630% | 10700 | &nbsp;&nbsp; 9631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taurus Armas SA, <br> 3.791%<br>| 15620 | &nbsp;&nbsp; 13557 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Usinas Siderurgicas <br> de Minas Gerais <br> SA Usiminas<br>| 85574 | &nbsp;&nbsp; 66936 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp; 574151 |
| COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Argos SA, <br> 5.658%<br>| 13079 | &nbsp;&nbsp; 36558 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COLOMBIA — (Continued) | COLOMBIA — (Continued) | COLOMBIA — (Continued) | COLOMBIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aval Acciones <br> y Valores SA, <br> 4.066%<br>| 120328 | &nbsp;&nbsp; $16616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo de Inversiones <br> Suramericana SA, <br> 3.840%<br>| 18080 | &nbsp;&nbsp; 163102 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | &nbsp;&nbsp; 216276 |
| TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taishin Financial <br> Holding Co. Ltd.<br>| 449870 | &nbsp;&nbsp; 134595 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL PREFERRED <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL PREFERRED <br> STOCKS |  | &nbsp;&nbsp; 925022 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Banco BMG SA <br> Rights 08/25/2025<br>| 1081 | &nbsp;&nbsp; 181 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Randon SA <br> Implementos e <br> Participacoes <br> Rights 08/19/2025<br>| 3202 | &nbsp;&nbsp; 46 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp; 227 |
| INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Inox Wind Ltd. Rights <br> 08/20/2025<br>| 638 | &nbsp;&nbsp; 223 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JTEKT India Ltd. <br> Rights 08/12/2025<br>| 1004 | &nbsp;&nbsp; $240 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra Logistics <br> Ltd. Rights <br> 08/14/2025<br>| 1688 | &nbsp;&nbsp; 907 |
| TOTAL INDIA | TOTAL INDIA |  | &nbsp;&nbsp; 1370 |
| THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Better World Green <br> PCL Warrants<br>| 89216 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Better World Green <br> PCL Warrants <br> 08/13/2025<br>| 89217 | &nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS |  | &nbsp;&nbsp; 1597 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $205,773,872) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $205,773,872) |  | &nbsp;&nbsp; 286927297 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (0.8%) | SECURITIES LENDING COLLATERAL — (0.8%) | SECURITIES LENDING COLLATERAL — (0.8%) | SECURITIES LENDING COLLATERAL — (0.8%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 204352 | &nbsp;&nbsp; 2363737 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $208,137,587)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $208,137,587)^^ |  | &nbsp;&nbsp; $289291034 |

---

As of July 31, 2025, Emerging Markets 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; 7 | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; $2184718 | &nbsp;&nbsp;&nbsp;&nbsp; $2230988 | &nbsp;&nbsp;&nbsp;&nbsp; $46270 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$2184718** | &nbsp;&nbsp; **$2230988** | &nbsp;&nbsp; **$46270** |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $18,258,125 or 6.4% of net assets.

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp;&nbsp; $7541492 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $7541492 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile | &nbsp;&nbsp;&nbsp; 681550 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 681550 |
| &nbsp;&nbsp;&nbsp;&nbsp; China | &nbsp;&nbsp;&nbsp; 3578903 | &nbsp;&nbsp;&nbsp; $80157341 | &nbsp;&nbsp;&nbsp; $34236 | &nbsp;&nbsp;&nbsp; 83770480 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | &nbsp;&nbsp;&nbsp; 460030 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 460030 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; $183108 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $183108 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greece | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $2010962 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2010962 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hungary | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 80548 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 80548 |
| &nbsp;&nbsp;&nbsp;&nbsp; India | &nbsp;&nbsp;&nbsp; 356044 | &nbsp;&nbsp;&nbsp; 54428657 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 54784701 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indonesia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4164123 | &nbsp;&nbsp;&nbsp; $5508 | &nbsp;&nbsp;&nbsp; 4169631 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kuwait | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2213276 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2213276 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4658107 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4658107 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mexico | &nbsp;&nbsp;&nbsp; 6063275 | &nbsp;&nbsp;&nbsp; 344569 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6407844 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1418590 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1418590 |
| &nbsp;&nbsp;&nbsp;&nbsp; Poland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4403063 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4403063 |
| &nbsp;&nbsp;&nbsp;&nbsp; Qatar | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1945691 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1945691 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | &nbsp;&nbsp;&nbsp; 8940 | &nbsp;&nbsp;&nbsp; 7896959 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7905899 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa | &nbsp;&nbsp;&nbsp; 618581 | &nbsp;&nbsp;&nbsp; 7845546 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8464127 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 33467377 | &nbsp;&nbsp;&nbsp; 29301 | &nbsp;&nbsp;&nbsp; 33496678 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 49661880 | &nbsp;&nbsp;&nbsp; 3653 | &nbsp;&nbsp;&nbsp; 49665533 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand | &nbsp;&nbsp;&nbsp; 78989 | &nbsp;&nbsp;&nbsp; 3267203 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3346192 |
| &nbsp;&nbsp;&nbsp;&nbsp; Turkey | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2437339 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2437339 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5955837 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5955837 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp;&nbsp; 574151 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 574151 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | &nbsp;&nbsp;&nbsp; 216276 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 216276 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan | &nbsp;&nbsp;&nbsp; 134595 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 134595 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 227 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;&nbsp; India | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1370 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1370 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2363737 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2363737 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $20495934 | &nbsp;&nbsp;&nbsp; $268722402 | &nbsp;&nbsp;&nbsp; $72,698˂˃ | &nbsp;&nbsp;&nbsp; $289291034 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp; 46270 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 46270 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; $46270 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $46270 |
| &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 Sustainability Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BONDS — (96.2%) | BONDS — (96.2%) | BONDS — (96.2%) | BONDS — (96.2%) | BONDS — (96.2%) |
| AUSTRALIA — (6.6%) | AUSTRALIA — (6.6%) | AUSTRALIA — (6.6%) | AUSTRALIA — (6.6%) | AUSTRALIA — (6.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.680%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.680%, FRN |  |  |  |
| (r)Ω | 5.058%, 07/16/27 |  | 4000 | &nbsp;&nbsp; $4020431 |
| National Australia Bank Ltd.  | National Australia Bank Ltd.  | National Australia Bank Ltd.  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.620%, <br> FRN, 4.986%, <br> 06/11/27<br>|  | 3020 | &nbsp;&nbsp; 3029616 |
|  | 1.375%, 08/30/28 | EUR | 1800 | &nbsp;&nbsp; 1982186 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.790%, <br> FRN, 5.165%, <br> 01/14/30<br>|  | 1500 | &nbsp;&nbsp; 1512827 |
| &nbsp;&nbsp;&nbsp;&nbsp; New South Wales Treasury <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; New South Wales Treasury <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; New South Wales Treasury <br> Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.550%, <br> FRN, 4.232%, <br> 04/20/27<br>| AUD | 2000 | &nbsp;&nbsp; 1292896 |
|  | 2.250%, 05/07/41 | AUD | 5000 | &nbsp;&nbsp; 2154998 |
| Optus Finance Pty. Ltd.  | Optus Finance Pty. Ltd.  |  |  |  |
|  | 1.000%, 06/20/29 | EUR | 1429 | &nbsp;&nbsp; 1511387 |
| Queensland Treasury Corp.  | Queensland Treasury Corp.  | Queensland Treasury Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.400%, <br> FRN, 4.200%, <br> 05/10/29<br>| AUD | 10000 | &nbsp;&nbsp; 6448286 |
|  | 1.750%, 07/20/34 | AUD | 10000 | &nbsp;&nbsp; 4999046 |
| Treasury Corp. of Victoria  | Treasury Corp. of Victoria  | Treasury Corp. of Victoria  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.420%, <br> FRN, 4.132%, <br> 03/17/31<br>| AUD | 2500 | &nbsp;&nbsp; 1599925 |
|  | 2.250%, 11/20/34 | AUD | 19900 | &nbsp;&nbsp; 10275876 |
|  | 2.000%, 09/17/35 | AUD | 4800 | &nbsp;&nbsp; 2347780 |
|  | 2.000%, 11/20/37 | AUD | 7500 | &nbsp;&nbsp; 3388806 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | &nbsp;&nbsp; 44564060 |
| BELGIUM — (2.6%) | BELGIUM — (2.6%) | BELGIUM — (2.6%) | BELGIUM — (2.6%) | BELGIUM — (2.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Anheuser-Busch InBev <br> Worldwide, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Anheuser-Busch InBev <br> Worldwide, Inc.  |  |  |  |
|  | 4.950%, 01/15/42 |  | 1400 | &nbsp;&nbsp; 1312111 |
| Dexia SA  | Dexia SA  | Dexia SA  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SONIA + 1.000%, <br> FRN, 5.239%, <br> 03/25/26<br>| GBP | 4000 | &nbsp;&nbsp; 5304628 |
| Δ | 0.000%, 01/21/28 | EUR | 7000 | &nbsp;&nbsp; 7542981 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kingdom of Belgium <br> Government Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Kingdom of Belgium <br> Government Bonds  |  |  |  |
|  | 1.450%, 06/22/37 | EUR | 3750 | &nbsp;&nbsp; 3472722 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | &nbsp;&nbsp; 17632442 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (12.9%) | CANADA — (12.9%) | CANADA — (12.9%) | CANADA — (12.9%) | CANADA — (12.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal, SOFR + <br> 1.330%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal, SOFR + <br> 1.330%, FRN |  |  |  |
| (r) | 5.676%, 06/05/26 |  | 4000 | &nbsp;&nbsp; $4034409 |
| CDP Financial, Inc.  | CDP Financial, Inc.  |  |  |  |
| Ω | 1.125%, 04/06/27 | EUR | 1936 | &nbsp;&nbsp; 2168912 |
| City of Montreal  | City of Montreal  |  |  |  |
|  | 3.900%, 09/01/34 | CAD | 1000 | &nbsp;&nbsp; 712392 |
| &nbsp;&nbsp;&nbsp;&nbsp; CPPIB Capital, Inc., <br> SONIA + 1.250%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; CPPIB Capital, Inc., <br> SONIA + 1.250%, FRN |  |  |  |
| (r) | 5.489%, 06/15/26 | GBP | 1500 | &nbsp;&nbsp; 1996838 |
| &nbsp;&nbsp;&nbsp;&nbsp; Export Development <br> Canada, SOFR + <br> 0.330%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Export Development <br> Canada, SOFR + <br> 0.330%, FRN |  |  |  |
| (r) | 4.676%, 08/01/28 |  | 950 | &nbsp;&nbsp; 950348 |
| Fairfax Financial Holdings Ltd. | Fairfax Financial Holdings Ltd. | Fairfax Financial Holdings Ltd. |  |  |
| Ω | 2.750%, 03/29/28 | EUR | 884 | &nbsp;&nbsp; 1008060 |
| Hydro-Quebec  | Hydro-Quebec  |  |  |  |
|  | 6.500%, 02/15/35 | CAD | 3000 | &nbsp;&nbsp; 2583430 |
| OMERS Finance Trust  | OMERS Finance Trust  |  |  |  |
|  | 3.250%, 01/28/35 | EUR | 2500 | &nbsp;&nbsp; 2831206 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ontario Teachers' Finance <br> Trust  | &nbsp;&nbsp;&nbsp;&nbsp; Ontario Teachers' Finance <br> Trust  |  |  |  |
|  | 0.100%, 05/19/28 | EUR | 5000 | &nbsp;&nbsp; 5355291 |
| Province of Alberta  | Province of Alberta  | Province of Alberta  |  |  |
|  | 4.500%, 12/01/40 | CAD | 8000 | &nbsp;&nbsp; 5811490 |
|  | 3.450%, 12/01/43 | CAD | 5000 | &nbsp;&nbsp; 3107499 |
| Province of British Columbia  | Province of British Columbia  | Province of British Columbia  |  |  |
|  | 4.150%, 06/18/34 | CAD | 12800 | &nbsp;&nbsp; 9420046 |
|  | 3.200%, 06/18/44 | CAD | 12000 | &nbsp;&nbsp; 7135652 |
| Province of Manitoba  | Province of Manitoba  | Province of Manitoba  |  |  |
|  | 3.800%, 06/02/33 | CAD | 1500 | &nbsp;&nbsp; 1085021 |
|  | 4.250%, 06/02/34 | CAD | 2000 | &nbsp;&nbsp; 1478219 |
|  | 4.650%, 03/05/40 | CAD | 5000 | &nbsp;&nbsp; 3669926 |
|  | 4.400%, 03/05/42 | CAD | 8000 | &nbsp;&nbsp; 5636721 |
| Province of Ontario  | Province of Ontario  | Province of Ontario  |  |  |
|  | 4.150%, 06/02/34 | CAD | 7400 | &nbsp;&nbsp; 5447460 |
|  | 3.500%, 06/02/43 | CAD | 12400 | &nbsp;&nbsp; 7815150 |
| Province of Quebec  | Province of Quebec  | Province of Quebec  |  |  |
|  | 2.750%, 09/01/25 | CAD | 3500 | &nbsp;&nbsp; 2525426 |
|  | 5.000%, 12/01/38 | CAD | 7000 | &nbsp;&nbsp; 5381351 |
|  | 5.000%, 12/01/41 | CAD | 3000 | &nbsp;&nbsp; 2286287 |
|  | 4.250%, 12/01/43 | CAD | 2800 | &nbsp;&nbsp; 1938822 |
| TELUS Corp.  | TELUS Corp.  |  |  |  |
|  | 4.850%, 04/05/44 | CAD | 3500 | &nbsp;&nbsp; 2411125 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp; 86791081 |
| FINLAND — (0.5%) | FINLAND — (0.5%) | FINLAND — (0.5%) | FINLAND — (0.5%) | FINLAND — (0.5%) |
| Kuntarahoitus OYJ  | Kuntarahoitus OYJ  | Kuntarahoitus OYJ  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.343%, <br> 02/02/29<br>|  | 3000 | &nbsp;&nbsp; 3055048 |

---

------

**DFA Global Sustainability Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (9.5%) | FRANCE — (9.5%) | FRANCE — (9.5%) | FRANCE — (9.5%) | FRANCE — (9.5%) |
| Action Logement Services  | Action Logement Services  |  |  |  |
|  | 0.500%, 10/30/34 | EUR | 4100 | &nbsp;&nbsp; $3595459 |
| &nbsp;&nbsp;&nbsp;&nbsp; Agence Francaise de <br> Developpement EPIC  | &nbsp;&nbsp;&nbsp;&nbsp; Agence Francaise de <br> Developpement EPIC  | &nbsp;&nbsp;&nbsp;&nbsp; Agence Francaise de <br> Developpement EPIC  |  |  |
|  | 0.500%, 05/31/35 | EUR | 2000 | &nbsp;&nbsp; 1734581 |
|  | 0.375%, 05/25/36 | EUR | 500 | &nbsp;&nbsp; 408461 |
|  | 1.125%, 03/02/37 | EUR | 2500 | &nbsp;&nbsp; 2182465 |
| Agence France Locale  | Agence France Locale  | Agence France Locale  |  |  |
|  | 3.000%, 08/20/32 | EUR | 100 | &nbsp;&nbsp; 113311 |
|  | 3.125%, 03/20/34 | EUR | 8500 | &nbsp;&nbsp; 9553013 |
| BNP Paribas SA  | BNP Paribas SA  |  |  |  |
|  | 5.750%, 06/13/32 | GBP | 2800 | &nbsp;&nbsp; 3822699 |
| BPCE SA  | BPCE SA  |  |  |  |
|  | 2.375%, 04/26/32 | EUR | 3900 | &nbsp;&nbsp; 4240337 |
| Dexia SA  | Dexia SA  |  |  |  |
|  | 1.000%, 10/18/27 | EUR | 1250 | &nbsp;&nbsp; 1386352 |
| &nbsp;&nbsp;&nbsp;&nbsp; French Republic Government <br> Bonds OAT  | &nbsp;&nbsp;&nbsp;&nbsp; French Republic Government <br> Bonds OAT  | &nbsp;&nbsp;&nbsp;&nbsp; French Republic Government <br> Bonds OAT  |  |  |
|  | 1.250%, 05/25/38 | EUR | 2500 | &nbsp;&nbsp; 2167129 |
|  | 1.750%, 06/25/39 | EUR | 14000 | &nbsp;&nbsp; 12711304 |
| Ile-de-France Mobilites  | Ile-de-France Mobilites  |  |  |  |
|  | 0.200%, 11/16/35 | EUR | 4000 | &nbsp;&nbsp; 3280328 |
| Region of Ile de France  | Region of Ile de France  |  |  |  |
|  | 0.625%, 04/23/27 | EUR | 2000 | &nbsp;&nbsp; 2221340 |
| SFIL SA  | SFIL SA  | SFIL SA  |  |  |
|  | 2.875%, 01/18/28 | EUR | 2000 | &nbsp;&nbsp; 2307888 |
|  | 3.000%, 09/24/30 | EUR | 3000 | &nbsp;&nbsp; 3458069 |
|  | 3.250%, 11/25/30 | EUR | 3000 | &nbsp;&nbsp; 3484052 |
| SNCF Reseau  | SNCF Reseau  | SNCF Reseau  |  |  |
|  | 2.625%, 12/29/25 | EUR | 1500 | &nbsp;&nbsp; 1714555 |
|  | 1.125%, 05/19/27 | EUR | 2000 | &nbsp;&nbsp; 2236637 |
|  | 0.750%, 05/25/36 | EUR | 1500 | &nbsp;&nbsp; 1272480 |
| Societe Generale SA  | Societe Generale SA  |  |  |  |
|  | 0.875%, 09/24/29 | EUR | 1500 | &nbsp;&nbsp; 1575593 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | &nbsp;&nbsp; 63466053 |
| GERMANY — (0.9%) | GERMANY — (0.9%) | GERMANY — (0.9%) | GERMANY — (0.9%) | GERMANY — (0.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Finance <br> North America LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Finance <br> North America LLC  |  |  |  |
| Ω | 5.500%, 09/20/33 |  | 1000 | &nbsp;&nbsp; 1014334 |
| Deutsche Bahn AG  | Deutsche Bahn AG  | Deutsche Bahn AG  |  |  |
|  | 1.125%, 12/18/28 | EUR | 1000 | &nbsp;&nbsp; 1092698 |
|  | 0.750%, 07/16/35 | EUR | 500 | &nbsp;&nbsp; 452446 |
|  | 0.625%, 04/15/36 | EUR | 3400 | &nbsp;&nbsp; 2927208 |
| Land Berlin  | Land Berlin  |  |  |  |
|  | 0.100%, 01/18/30 | EUR | 50 | &nbsp;&nbsp; 51325 |
| &nbsp;&nbsp;&nbsp;&nbsp; Siemens <br> Financieringsmaatschappij <br> NV  | &nbsp;&nbsp;&nbsp;&nbsp; Siemens <br> Financieringsmaatschappij <br> NV  |  |  |  |
| Ω | 2.875%, 03/11/41 |  | 250 | &nbsp;&nbsp; 185212 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | &nbsp;&nbsp; 5723223 |
| HONG KONG — (0.2%) | HONG KONG — (0.2%) | HONG KONG — (0.2%) | HONG KONG — (0.2%) | HONG KONG — (0.2%) |
| Prudential Funding Asia PLC  | Prudential Funding Asia PLC  | Prudential Funding Asia PLC  |  |  |
|  | 3.625%, 03/24/32 |  | 1500 | &nbsp;&nbsp; 1394458 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JAPAN — (7.9%) | JAPAN — (7.9%) | JAPAN — (7.9%) | JAPAN — (7.9%) | JAPAN — (7.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Ten Year <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Ten Year <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Ten Year <br> Bonds  |  |  |
|  | 0.200%, 03/20/32 | JPY | 300000 | &nbsp;&nbsp; $1859761 |
|  | 0.200%, 09/20/32 | JPY | 600000 | &nbsp;&nbsp; 3689523 |
|  | 0.400%, 06/20/33 | JPY | 700000 | &nbsp;&nbsp; 4316790 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Thirty Year <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Thirty Year <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Thirty Year <br> Bonds  |  |  |
|  | 2.400%, 03/20/34 | JPY | 1000000 | &nbsp;&nbsp; 7156963 |
|  | 2.400%, 09/20/38 | JPY | 450000 | &nbsp;&nbsp; 3139496 |
|  | 2.200%, 03/20/41 | JPY | 220000 | &nbsp;&nbsp; 1456493 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Twenty Year <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Twenty Year <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Twenty Year <br> Bonds  |  |  |
|  | 1.500%, 03/20/34 | JPY | 1000000 | &nbsp;&nbsp; 6673011 |
|  | 1.400%, 09/20/34 | JPY | 500000 | &nbsp;&nbsp; 3292440 |
|  | 1.200%, 09/20/35 | JPY | 600000 | &nbsp;&nbsp; 3835663 |
|  | 0.400%, 03/20/36 | JPY | 715000 | &nbsp;&nbsp; 4167862 |
|  | 0.400%, 06/20/40 | JPY | 1000000 | &nbsp;&nbsp; 5164257 |
|  | 0.500%, 12/20/41 | JPY | 700000 | &nbsp;&nbsp; 3517686 |
|  | 1.500%, 09/20/43 | JPY | 540000 | &nbsp;&nbsp; 3100488 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc.  |  |  |  |
|  | 2.296%, 01/12/41 |  | 2507 | &nbsp;&nbsp; 1702427 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | &nbsp;&nbsp; 53072860 |
| LUXEMBOURG — (0.9%) | LUXEMBOURG — (0.9%) | LUXEMBOURG — (0.9%) | LUXEMBOURG — (0.9%) | LUXEMBOURG — (0.9%) |
| JAB Holdings BV  | JAB Holdings BV  | JAB Holdings BV  |  |  |
|  | 3.375%, 04/17/35 | EUR | 1200 | &nbsp;&nbsp; 1307728 |
|  | 2.250%, 12/19/39 | EUR | 5300 | &nbsp;&nbsp; 4673892 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | &nbsp;&nbsp; 5981620 |
| NETHERLANDS — (1.3%) | NETHERLANDS — (1.3%) | NETHERLANDS — (1.3%) | NETHERLANDS — (1.3%) | NETHERLANDS — (1.3%) |
| BNG Bank NV  | BNG Bank NV  |  |  |  |
|  | 3.300%, 04/26/29 | AUD | 1000 | &nbsp;&nbsp; 627310 |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.620%, <br> FRN, 4.965%, <br> 08/28/26<br>|  | 1250 | &nbsp;&nbsp; 1254619 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.890%, <br> FRN, 5.234%, <br> 10/17/29<br>|  | 5000 | &nbsp;&nbsp; 5022772 |
|  | 5.250%, 05/24/41 |  | 1000 | &nbsp;&nbsp; 980008 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nederlandse <br> Waterschapsbank NV  | &nbsp;&nbsp;&nbsp;&nbsp; Nederlandse <br> Waterschapsbank NV  |  |  |  |
|  | 2.500%, 05/22/30 | EUR | 782 | &nbsp;&nbsp; 890455 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | &nbsp;&nbsp; 8775164 |
| NEW ZEALAND — (0.7%) | NEW ZEALAND — (0.7%) | NEW ZEALAND — (0.7%) | NEW ZEALAND — (0.7%) | NEW ZEALAND — (0.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Government <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Government <br> Bonds  |  |  |  |
|  | 2.750%, 04/15/37 | NZD | 6800 | &nbsp;&nbsp; 3293714 |

---

------

**DFA Global Sustainability Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |
| &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  |  |  |  |
|  | 3.500%, 04/14/33 | NZD | 2500 | &nbsp;&nbsp; $1360713 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | &nbsp;&nbsp; 4654427 |
| NORWAY — (0.3%) | NORWAY — (0.3%) | NORWAY — (0.3%) | NORWAY — (0.3%) | NORWAY — (0.3%) |
| Kommunalbanken AS  | Kommunalbanken AS  | Kommunalbanken AS  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.348%, <br> 06/17/26<br>|  | 2000 | &nbsp;&nbsp; 2011609 |
| SPAIN — (0.4%) | SPAIN — (0.4%) | SPAIN — (0.4%) | SPAIN — (0.4%) | SPAIN — (0.4%) |
| Telefonica Emisiones SA  | Telefonica Emisiones SA  | Telefonica Emisiones SA  |  |  |
|  | 7.045%, 06/20/36 |  | 2300 | &nbsp;&nbsp; 2548161 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (13.0%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (13.0%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (13.0%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (13.0%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (13.0%) |
| Asian Development Bank  | Asian Development Bank  | Asian Development Bank  |  |  |
|  | 2.350%, 06/21/27 | JPY | 800000 | &nbsp;&nbsp; 5464513 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SONIA + 1.000%, <br> FRN, 5.238%, <br> 05/23/29<br>| GBP | 5400 | &nbsp;&nbsp; 7313422 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.620%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.620%, FRN |  |  |  |
| (r) | 4.960%, 08/16/27 |  | 1500 | &nbsp;&nbsp; 1510464 |
| &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.190%, <br> FRN, 4.534%, <br> 04/14/26<br>|  | 486 | &nbsp;&nbsp; 485864 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.300%, <br> FRN, 4.641%, <br> 02/16/29<br>|  | 7082 | &nbsp;&nbsp; 7074935 |
| &nbsp;&nbsp;&nbsp;&nbsp; European Financial <br> Stability Facility  | &nbsp;&nbsp;&nbsp;&nbsp; European Financial <br> Stability Facility  |  |  |  |
|  | 2.625%, 05/07/30 | EUR | 850 | &nbsp;&nbsp; 975573 |
| European Investment Bank  | European Investment Bank  | European Investment Bank  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SONIA + 1.000%, <br> FRN, 5.238%, <br> 09/08/25<br>| GBP | 2100 | &nbsp;&nbsp; 2775833 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SONIA + 0.340%, <br> FRN, 4.579%, <br> 03/12/26<br>| GBP | 7185 | &nbsp;&nbsp; 9500680 |
|  | 2.150%, 01/18/27 | JPY | 590000 | &nbsp;&nbsp; 3993062 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.320%, <br> FRN, 4.659%, <br> 08/14/29<br>|  | 2000 | &nbsp;&nbsp; 2001481 |
| European Union  | European Union  |  |  |  |
|  | 3.375%, 10/04/39 | EUR | 3500 | &nbsp;&nbsp; 3955076 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Inter-American Development <br> Bank  | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American Development <br> Bank  | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American Development <br> Bank  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.280%, <br> FRN, 4.624%, <br> 04/12/27<br>|  | 606 | &nbsp;&nbsp; $606223 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.350%, <br> FRN, 4.702%, <br> 10/04/27<br>|  | 3200 | &nbsp;&nbsp; 3206087 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.270%, <br> FRN, 4.619%, <br> 03/20/28<br>|  | 5300 | &nbsp;&nbsp; 5296737 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.350%, <br> FRN, 4.702%, <br> 10/05/28<br>|  | 3000 | &nbsp;&nbsp; 3002760 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.370%, <br> FRN, 4.716%, <br> 08/01/29<br>|  | 7100 | &nbsp;&nbsp; 7105667 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.370%, <br> FRN, 4.714%, <br> 01/12/27<br>|  | 2800 | &nbsp;&nbsp; 2804734 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.430%, <br> FRN, 4.762%, <br> 08/19/27<br>|  | 4200 | &nbsp;&nbsp; 4213272 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.300%, <br> FRN, 4.639%, <br> 05/15/28<br>|  | 10000 | &nbsp;&nbsp; 10001233 |
| International Finance Corp.  | International Finance Corp.  | International Finance Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.310%, <br> FRN, 4.640%, <br> 08/28/28<br>|  | 820 | &nbsp;&nbsp; 820119 |
|  | 1.500%, 04/15/35 | AUD | 5300 | &nbsp;&nbsp; 2524390 |
| Nordic Investment Bank  | Nordic Investment Bank  | Nordic Investment Bank  |  |  |
|  | 3.400%, 02/06/26 | AUD | 500 | &nbsp;&nbsp; 320525 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.339%, <br> 05/12/26<br>|  | 500 | &nbsp;&nbsp; 503128 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M NIBOR + 1.000%, <br> FRN, 5.340%, <br> 01/27/28<br>| NOK | 20000 | &nbsp;&nbsp; 1975065 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  |  | &nbsp;&nbsp; 87430843 |
| SWEDEN — (1.5%) | SWEDEN — (1.5%) | SWEDEN — (1.5%) | SWEDEN — (1.5%) | SWEDEN — (1.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN |  |  |  |
| (r) | 5.342%, 08/03/26 |  | 3180 | &nbsp;&nbsp; 3203929 |

---

------

**DFA Global Sustainability Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| Svenska Handelsbanken AB  | Svenska Handelsbanken AB  | Svenska Handelsbanken AB  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.250%, <br> FRN, 5.599%, <br> 06/15/26<br>|  | 1000 | &nbsp;&nbsp; $1007956 |
|  | 0.500%, 02/18/30 | EUR | 5500 | &nbsp;&nbsp; 5645637 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | &nbsp;&nbsp; 9857522 |
| SWITZERLAND — (0.3%) | SWITZERLAND — (0.3%) | SWITZERLAND — (0.3%) | SWITZERLAND — (0.3%) | SWITZERLAND — (0.3%) |
| UBS Group AG  | UBS Group AG  | UBS Group AG  |  |  |
|  | 0.875%, 11/03/31 | EUR | 2000 | &nbsp;&nbsp; 1982049 |
| UNITED KINGDOM — (4.1%) | UNITED KINGDOM — (4.1%) | UNITED KINGDOM — (4.1%) | UNITED KINGDOM — (4.1%) | UNITED KINGDOM — (4.1%) |
| Barclays PLC  | Barclays PLC  |  |  |  |
|  | 3.250%, 01/17/33 | GBP | 1800 | &nbsp;&nbsp; 2067695 |
| HSBC Holdings PLC  | HSBC Holdings PLC  |  |  |  |
|  | 6.100%, 01/14/42 |  | 3000 | &nbsp;&nbsp; 3183207 |
| LSEGA Financing PLC  | LSEGA Financing PLC  |  |  |  |
| Ω | 3.200%, 04/06/41 |  | 750 | &nbsp;&nbsp; 570933 |
| &nbsp;&nbsp;&nbsp;&nbsp; Motability Operations <br> Group PLC  | &nbsp;&nbsp;&nbsp;&nbsp; Motability Operations <br> Group PLC  |  |  |  |
|  | 3.625%, 03/10/36 | GBP | 2000 | &nbsp;&nbsp; 2234547 |
| &nbsp;&nbsp;&nbsp;&nbsp; Santander U.K. Group <br> Holdings PLC  | &nbsp;&nbsp;&nbsp;&nbsp; Santander U.K. Group <br> Holdings PLC  |  |  |  |
|  | 3.625%, 01/14/26 | GBP | 400 | &nbsp;&nbsp; 526313 |
| U.K. Gilts  | U.K. Gilts  |  |  |  |
|  | 1.125%, 01/31/39 | GBP | 23000 | &nbsp;&nbsp; 19248470 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  |  | &nbsp;&nbsp; 27831165 |
| UNITED STATES — (32.6%) | UNITED STATES — (32.6%) | UNITED STATES — (32.6%) | UNITED STATES — (32.6%) | UNITED STATES — (32.6%) |
| Abbott Laboratories  | Abbott Laboratories  |  |  |  |
| # | 4.750%, 04/15/43 |  | 4100 | &nbsp;&nbsp; 3829238 |
| Aetna, Inc.  | Aetna, Inc.  |  |  |  |
|  | 4.125%, 11/15/42 |  | 680 | &nbsp;&nbsp; 522106 |
| Allstate Corp.  | Allstate Corp.  | Allstate Corp.  |  |  |
|  | 5.550%, 05/09/35 |  | 1200 | &nbsp;&nbsp; 1239099 |
|  | 4.500%, 06/15/43 |  | 1000 | &nbsp;&nbsp; 864376 |
| Amazon.com, Inc.  | Amazon.com, Inc.  |  |  |  |
|  | 2.875%, 05/12/41 |  | 8500 | &nbsp;&nbsp; 6326747 |
| American Tower Corp.  | American Tower Corp.  | American Tower Corp.  |  |  |
|  | 0.950%, 10/05/30 | EUR | 700 | &nbsp;&nbsp; 721043 |
|  | 4.050%, 03/15/32 |  | 1875 | &nbsp;&nbsp; 1796152 |
| Amgen, Inc.  | Amgen, Inc.  | Amgen, Inc.  |  |  |
|  | 3.150%, 02/21/40 |  | 3375 | &nbsp;&nbsp; 2586556 |
|  | 2.800%, 08/15/41 |  | 3500 | &nbsp;&nbsp; 2506167 |
| Apple, Inc.  | Apple, Inc.  |  |  |  |
|  | 3.850%, 05/04/43 |  | 1000 | &nbsp;&nbsp; 832097 |
| Arrow Electronics, Inc.  | Arrow Electronics, Inc.  |  |  |  |
|  | 3.875%, 01/12/28 |  | 1000 | &nbsp;&nbsp; 979936 |
| Assurant, Inc.  | Assurant, Inc.  |  |  |  |
|  | 2.650%, 01/15/32 |  | 4000 | &nbsp;&nbsp; 3441514 |
| AT&T, Inc.  | AT&T, Inc.  | AT&T, Inc.  |  |  |
|  | 5.200%, 11/18/33 | GBP | 500 | &nbsp;&nbsp; 659070 |
|  | 3.500%, 06/01/41 |  | 2500 | &nbsp;&nbsp; 1955075 |
|  | 4.300%, 12/15/42 |  | 1500 | &nbsp;&nbsp; 1263587 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Athene Holding Ltd.  | Athene Holding Ltd.  |  |  |  |
| # | 5.875%, 01/15/34 |  | 3165 | &nbsp;&nbsp; $3263424 |
| Avnet, Inc.  | Avnet, Inc.  |  |  |  |
|  | 3.000%, 05/15/31 |  | 4350 | &nbsp;&nbsp; 3891341 |
| Bank of America Corp.  | Bank of America Corp.  |  |  |  |
|  | 5.875%, 02/07/42 |  | 4600 | &nbsp;&nbsp; 4797990 |
| Baxter International, Inc.  | Baxter International, Inc.  |  |  |  |
|  | 1.300%, 05/15/29 | EUR | 500 | &nbsp;&nbsp; 538412 |
| Blue Owl Finance LLC  | Blue Owl Finance LLC  |  |  |  |
|  | 6.250%, 04/18/34 |  | 80 | &nbsp;&nbsp; 82409 |
| BorgWarner, Inc.  | BorgWarner, Inc.  |  |  |  |
|  | 1.000%, 05/19/31 | EUR | 2900 | &nbsp;&nbsp; 2879048 |
| Boston Properties LP  | Boston Properties LP  |  |  |  |
|  | 5.750%, 01/15/35 |  | 1234 | &nbsp;&nbsp; 1241272 |
| Bristol-Myers Squibb Co.  | Bristol-Myers Squibb Co.  |  |  |  |
|  | 4.125%, 06/15/39 |  | 3000 | &nbsp;&nbsp; 2647299 |
| Broadcom, Inc.  | Broadcom, Inc.  | Broadcom, Inc.  |  |  |
| Ω | 3.469%, 04/15/34 |  | 4000 | &nbsp;&nbsp; 3555125 |
| Ω | 3.137%, 11/15/35 |  | 1000 | &nbsp;&nbsp; 839373 |
| Brown & Brown, Inc.  | Brown & Brown, Inc.  | Brown & Brown, Inc.  |  |  |
|  | 4.500%, 03/15/29 |  | 1000 | &nbsp;&nbsp; 995151 |
|  | 2.375%, 03/15/31 |  | 3100 | &nbsp;&nbsp; 2720893 |
| &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial <br> Corp.  |  |  |  |
|  | 1.650%, 06/12/29 | EUR | 2800 | &nbsp;&nbsp; 3049494 |
| Carrier Global Corp.  | Carrier Global Corp.  |  |  |  |
|  | 3.377%, 04/05/40 |  | 4500 | &nbsp;&nbsp; 3551163 |
| &nbsp;&nbsp;&nbsp;&nbsp; Choice Hotels <br> International, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Choice Hotels <br> International, Inc.  |  |  |  |
|  | 3.700%, 12/01/29 |  | 290 | &nbsp;&nbsp; 274373 |
| Chubb INA Holdings LLC  | Chubb INA Holdings LLC  |  |  |  |
|  | 0.875%, 12/15/29 | EUR | 1833 | &nbsp;&nbsp; 1924483 |
| Cigna Group  | Cigna Group  |  |  |  |
|  | 4.800%, 08/15/38 |  | 1436 | &nbsp;&nbsp; 1332627 |
| Cisco Systems, Inc.  | Cisco Systems, Inc.  |  |  |  |
|  | 5.500%, 01/15/40 |  | 3334 | &nbsp;&nbsp; 3414069 |
| Citigroup, Inc.  | Citigroup, Inc.  | Citigroup, Inc.  |  |  |
|  | 8.125%, 07/15/39 |  | 3600 | &nbsp;&nbsp; 4501898 |
|  | 5.875%, 01/30/42 |  | 750 | &nbsp;&nbsp; 775422 |
| CME Group, Inc.  | CME Group, Inc.  |  |  |  |
|  | 5.300%, 09/15/43 |  | 3000 | &nbsp;&nbsp; 2983389 |
| CNO Financial Group, Inc.  | CNO Financial Group, Inc.  |  |  |  |
|  | 6.450%, 06/15/34 |  | 500 | &nbsp;&nbsp; 520911 |
| Comcast Corp.  | Comcast Corp.  |  |  |  |
|  | 3.250%, 11/01/39 |  | 5000 | &nbsp;&nbsp; 3893051 |
| Conagra Brands, Inc.  | Conagra Brands, Inc.  |  |  |  |
|  | 5.300%, 11/01/38 |  | 500 | &nbsp;&nbsp; 470733 |
| Cox Communications, Inc.  | Cox Communications, Inc.  |  |  |  |
| Ω | 4.800%, 02/01/35 |  | 460 | &nbsp;&nbsp; 426162 |
| CVS Health Corp.  | CVS Health Corp.  |  |  |  |
|  | 4.780%, 03/25/38 |  | 1500 | &nbsp;&nbsp; 1370677 |
| Elevance Health, Inc.  | Elevance Health, Inc.  | Elevance Health, Inc.  |  |  |
|  | 4.625%, 05/15/42 |  | 4000 | &nbsp;&nbsp; 3486235 |
|  | 4.650%, 01/15/43 |  | 2000 | &nbsp;&nbsp; 1735385 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National Financial, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National Financial, <br> Inc.  |  |  |  |
|  | 3.400%, 06/15/30 |  | 1300 | &nbsp;&nbsp; 1213919 |

---

------

**DFA Global Sustainability Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Fiserv, Inc.  | Fiserv, Inc.  |  |  |  |
|  | 1.625%, 07/01/30 | EUR | 2200 | &nbsp;&nbsp; $2347620 |
| Flex Ltd.  | Flex Ltd.  | Flex Ltd.  |  |  |
|  | 4.875%, 06/15/29 |  | 1000 | &nbsp;&nbsp; 1004820 |
|  | 4.875%, 05/12/30 |  | 1500 | &nbsp;&nbsp; 1500510 |
| Fox Corp.  | Fox Corp.  |  |  |  |
|  | 5.476%, 01/25/39 |  | 1700 | &nbsp;&nbsp; 1655162 |
| General Dynamics Corp.  | General Dynamics Corp.  |  |  |  |
|  | 4.250%, 04/01/40 |  | 1000 | &nbsp;&nbsp; 894141 |
| &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial <br> Co., Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial <br> Co., Inc.  |  |  |  |
|  | 3.100%, 01/12/32 |  | 2000 | &nbsp;&nbsp; 1765046 |
| Gilead Sciences, Inc.  | Gilead Sciences, Inc.  | Gilead Sciences, Inc.  |  |  |
|  | 2.600%, 10/01/40 |  | 600 | &nbsp;&nbsp; 427589 |
|  | 5.650%, 12/01/41 |  | 3250 | &nbsp;&nbsp; 3282688 |
| &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, <br> Inc.  |  |  |  |
|  | 6.250%, 02/01/41 |  | 1000 | &nbsp;&nbsp; 1069402 |
| &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Realty <br> Holdings LP  | &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Realty <br> Holdings LP  |  |  |  |
|  | 2.000%, 03/15/31 |  | 1000 | &nbsp;&nbsp; 853292 |
| Home Depot, Inc.  | Home Depot, Inc.  | Home Depot, Inc.  |  |  |
|  | 3.300%, 04/15/40 |  | 217 | &nbsp;&nbsp; 171785 |
|  | 5.400%, 09/15/40 |  | 1000 | &nbsp;&nbsp; 1004234 |
| Host Hotels & Resorts LP  | Host Hotels & Resorts LP  |  |  |  |
|  | 5.700%, 07/01/34 |  | 1000 | &nbsp;&nbsp; 1004243 |
| HP, Inc.  | HP, Inc.  |  |  |  |
| # | 6.000%, 09/15/41 |  | 2500 | &nbsp;&nbsp; 2519152 |
| Humana, Inc.  | Humana, Inc.  |  |  |  |
|  | 4.950%, 10/01/44 |  | 1000 | &nbsp;&nbsp; 865538 |
| Intel Corp.  | Intel Corp.  |  |  |  |
|  | 5.625%, 02/10/43 |  | 6000 | &nbsp;&nbsp; 5594130 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Business Machines <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; International Business Machines <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; International Business Machines <br> Corp.  |  |  |
|  | 4.150%, 05/15/39 |  | 2000 | &nbsp;&nbsp; 1751492 |
|  | 2.850%, 05/15/40 |  | 2900 | &nbsp;&nbsp; 2123835 |
|  | 4.000%, 06/20/42 |  | 800 | &nbsp;&nbsp; 658854 |
| J.M. Smucker Co.  | J.M. Smucker Co.  |  |  |  |
|  | 4.250%, 03/15/35 |  | 1400 | &nbsp;&nbsp; 1297398 |
| Jabil, Inc.  | Jabil, Inc.  |  |  |  |
|  | 3.000%, 01/15/31 |  | 2800 | &nbsp;&nbsp; 2544439 |
| Johnson & Johnson  | Johnson & Johnson  |  |  |  |
|  | 2.100%, 09/01/40 |  | 6500 | &nbsp;&nbsp; 4452332 |
| JPMorgan Chase & Co.  | JPMorgan Chase & Co.  |  |  |  |
|  | 5.500%, 10/15/40 |  | 3300 | &nbsp;&nbsp; 3338852 |
| Kemper Corp.  | Kemper Corp.  |  |  |  |
|  | 3.800%, 02/23/32 |  | 410 | &nbsp;&nbsp; 372763 |
| Kroger Co.  | Kroger Co.  | Kroger Co.  |  |  |
|  | 7.500%, 04/01/31 |  | 600 | &nbsp;&nbsp; 683059 |
|  | 5.150%, 08/01/43 |  | 800 | &nbsp;&nbsp; 734590 |
| Kyndryl Holdings, Inc.  | Kyndryl Holdings, Inc.  |  |  |  |
|  | 4.100%, 10/15/41 |  | 5200 | &nbsp;&nbsp; 4079807 |
| Lazard Group LLC  | Lazard Group LLC  |  |  |  |
|  | 4.375%, 03/11/29 |  | 2100 | &nbsp;&nbsp; 2078716 |
| Legg Mason, Inc.  | Legg Mason, Inc.  |  |  |  |
|  | 4.750%, 03/15/26 |  | 900 | &nbsp;&nbsp; 900774 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Liberty Mutual Group, Inc.  | Liberty Mutual Group, Inc.  |  |  |  |
| Ω | 6.500%, 03/15/35 |  | 900 | &nbsp;&nbsp; $945630 |
| Lincoln National Corp.  | Lincoln National Corp.  | Lincoln National Corp.  |  |  |
|  | 3.400%, 01/15/31 |  | 1589 | &nbsp;&nbsp; 1472762 |
|  | 7.000%, 06/15/40 |  | 1373 | &nbsp;&nbsp; 1509281 |
| Loews Corp.  | Loews Corp.  |  |  |  |
| # | 4.125%, 05/15/43 |  | 5500 | &nbsp;&nbsp; 4595229 |
| MetLife, Inc.  | MetLife, Inc.  |  |  |  |
|  | 5.875%, 02/06/41 |  | 2000 | &nbsp;&nbsp; 2059806 |
| Morgan Stanley  | Morgan Stanley  |  |  |  |
|  | 6.375%, 07/24/42 |  | 2600 | &nbsp;&nbsp; 2851358 |
| NIKE, Inc.  | NIKE, Inc.  |  |  |  |
|  | 3.250%, 03/27/40 |  | 12950 | &nbsp;&nbsp; 10219330 |
| Novartis Capital Corp.  | Novartis Capital Corp.  |  |  |  |
|  | 4.400%, 05/06/44 |  | 4000 | &nbsp;&nbsp; 3532438 |
| Oracle Corp.  | Oracle Corp.  |  |  |  |
|  | 3.600%, 04/01/40 |  | 2750 | &nbsp;&nbsp; 2170491 |
| Prologis Euro Finance LLC  | Prologis Euro Finance LLC  |  |  |  |
|  | 1.000%, 02/08/29 | EUR | 3000 | &nbsp;&nbsp; 3224354 |
| Prudential Financial, Inc.  | Prudential Financial, Inc.  |  |  |  |
|  | 5.700%, 12/14/36 |  | 2000 | &nbsp;&nbsp; 2089998 |
| PulteGroup, Inc.  | PulteGroup, Inc.  | PulteGroup, Inc.  |  |  |
|  | 6.375%, 05/15/33 |  | 850 | &nbsp;&nbsp; 914097 |
|  | 6.000%, 02/15/35 |  | 1000 | &nbsp;&nbsp; 1040818 |
| Royalty Pharma PLC  | Royalty Pharma PLC  |  |  |  |
|  | 3.300%, 09/02/40 |  | 8000 | &nbsp;&nbsp; 5999830 |
| RTX Corp.  | RTX Corp.  |  |  |  |
|  | 4.500%, 06/01/42 |  | 2000 | &nbsp;&nbsp; 1766252 |
| Ryder System, Inc.  | Ryder System, Inc.  |  |  |  |
|  | 3.350%, 09/01/25 |  | 2000 | &nbsp;&nbsp; 1996398 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stanley Black & Decker, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Black & Decker, <br> Inc.  |  |  |  |
|  | 5.200%, 09/01/40 |  | 1305 | &nbsp;&nbsp; 1244751 |
| Tapestry, Inc.  | Tapestry, Inc.  |  |  |  |
|  | 5.500%, 03/11/35 |  | 500 | &nbsp;&nbsp; 502296 |
| Teledyne FLIR LLC  | Teledyne FLIR LLC  |  |  |  |
|  | 2.500%, 08/01/30 |  | 2000 | &nbsp;&nbsp; 1807564 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thermo Fisher Scientific, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Thermo Fisher Scientific, <br> Inc.  |  |  |  |
|  | 5.404%, 08/10/43 |  | 3800 | &nbsp;&nbsp; 3760189 |
| T-Mobile USA, Inc.  | T-Mobile USA, Inc.  |  |  |  |
|  | 4.375%, 04/15/40 |  | 1500 | &nbsp;&nbsp; 1325202 |
| Travelers Cos., Inc.  | Travelers Cos., Inc.  | Travelers Cos., Inc.  |  |  |
|  | 6.250%, 06/15/37 |  | 1000 | &nbsp;&nbsp; 1096633 |
|  | 5.350%, 11/01/40 |  | 4500 | &nbsp;&nbsp; 4486077 |
| UnitedHealth Group, Inc.  | UnitedHealth Group, Inc.  | UnitedHealth Group, Inc.  |  |  |
|  | 5.950%, 02/15/41 |  | 2500 | &nbsp;&nbsp; 2547385 |
|  | 3.050%, 05/15/41 |  | 1800 | &nbsp;&nbsp; 1312725 |
| Utah Acquisition Sub, Inc.  | Utah Acquisition Sub, Inc.  |  |  |  |
|  | 3.125%, 11/22/28 | EUR | 2000 | &nbsp;&nbsp; 2275501 |
| &nbsp;&nbsp;&nbsp;&nbsp; Verizon Communications, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Verizon Communications, <br> Inc.  |  |  |  |
|  | 3.375%, 10/27/36 | GBP | 1300 | &nbsp;&nbsp; 1402204 |
| Walmart, Inc.  | Walmart, Inc.  | Walmart, Inc.  |  |  |
|  | 5.625%, 04/01/40 |  | 3000 | &nbsp;&nbsp; 3165430 |
|  | 2.500%, 09/22/41 |  | 4300 | &nbsp;&nbsp; 3019269 |

---

------

**DFA Global Sustainability Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Walt Disney Co.  | Walt Disney Co.  |  |  |
|  | 3.500%, 05/13/40 | 2000 | &nbsp;&nbsp; $1634748 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp; 218842800 |
| TOTAL BONDS | TOTAL BONDS |  | &nbsp;&nbsp; 645614585 |
| U.S. TREASURY OBLIGATIONS — (2.0%) | U.S. TREASURY OBLIGATIONS — (2.0%) | U.S. TREASURY OBLIGATIONS — (2.0%) | U.S. TREASURY OBLIGATIONS — (2.0%) |
| U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.245%, FRN, <br> 4.526%, 01/31/26<br>| 13200 | &nbsp;&nbsp; 13213058 |
| COMMERCIAL PAPER — (0.3%) | COMMERCIAL PAPER — (0.3%) | COMMERCIAL PAPER — (0.3%) | COMMERCIAL PAPER — (0.3%) |
| GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 4.444%, 08/05/25 | 1650 | &nbsp;&nbsp; 1649009 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $695,074,223) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $695,074,223) |  | &nbsp;&nbsp; 660476652 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (1.5%) | SECURITIES LENDING COLLATERAL — (1.5%) | SECURITIES LENDING COLLATERAL — (1.5%) | SECURITIES LENDING COLLATERAL — (1.5%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 896703 | &nbsp;&nbsp; $10372161 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $705,446,285)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $705,446,285)^^ |  | &nbsp;&nbsp; $670848813 |

---

As of July 31, 2025, DFA Global Sustainability Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 2474641 | EUR | 2143112 | HSBC Bank | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $27633 |
| USD | 4421200 | EUR | 3821054 | UBS AG | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58316 |
| USD | 14392525 | CAD | 19555670 | Royal Bank of Canada | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 269428 |
| USD | 1194519 | CAD | 1642575 | HSBC Bank | 08/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7962 |
| USD | 3120035 | AUD | 4800649 | Australia and New Zealand Bank | 08/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33814 |
| USD | 933853 | CAD | 1271123 | Goldman Sachs Capital Markets L.P. | 08/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15263 |
| USD | 13526416 | CAD | 18437904 | State Street Bank and Trust | 08/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202079 |
| USD | 14421077 | CAD | 19635987 | Citibank, N.A. | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230237 |
| USD | 59461965 | EUR | 50549652 | Royal Bank of Canada | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1679091 |
| USD | 4734949 | EUR | 4013351 | Bank of America Corp. | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144282 |
| USD | 3394760 | EUR | 2899024 | State Street Bank and Trust | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78714 |
| USD | 2283954 | EUR | 1964511 | UBS AG | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36850 |
| USD | 14708340 | CAD | 20043645 | Societe Generale | 09/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213674 |
| USD | 28836550 | GBP | 21245078 | Citibank, N.A. | 09/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 766936 |
| USD | 51544 | NZD | 84742 | Citibank, N.A. | 09/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1532 |
| USD | 30060092 | GBP | 22075734 | State Street Bank and Trust | 09/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 891002 |
| USD | 62532442 | JPY | 9184533650 | UBS AG | 09/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1266545 |
| USD | 1086781 | EUR | 938009 | Societe Generale | 09/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12353 |
| USD | 34059387 | AUD | 52649515 | Royal Bank of Canada | 10/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177434 |
| USD | 4776467 | NZD | 7879802 | Citibank, N.A. | 10/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121150 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$6234295** |
| USD | 1989093 | NOK | 20596738 | Citibank, N.A. | 08/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(3149)<br>|
| USD | 47356511 | EUR | 42423895 | State Street Bank and Trust | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1083146)<br>|
| USD | 3149093 | EUR | 2784885 | UBS AG | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30692)<br>|
| CAD | 1188095 | USD | 868715 | Citibank, N.A. | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10673)<br>|
| CAD | 3695524 | USD | 2709008 | Citibank, N.A. | 08/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39448)<br>|

---

------

**DFA Global Sustainability Fixed Income Portfolio**

**CONTINUED**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 14004879 | CAD | 19436868 | State Street Bank and Trust | 08/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(35861)<br>|
| AUD | 573386 | USD | 375347 | Australia and New Zealand Bank | 08/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6731)<br>|
| AUD | 964374 | USD | 630702 | Citibank, N.A. | 08/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10730)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(1220430)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$5013865** |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $19,469,258 or 2.8% of net assets.

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $44564060 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $44564060 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17632442 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17632442 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 86791081 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 86791081 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3055048 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3055048 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 63466053 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 63466053 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5723223 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5723223 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1394458 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1394458 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 53072860 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 53072860 |
| &nbsp;&nbsp;&nbsp;&nbsp; Luxembourg | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5981620 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5981620 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8775164 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8775164 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4654427 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4654427 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2011609 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2011609 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2548161 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2548161 |
| &nbsp;&nbsp;&nbsp;&nbsp; Supranational Organization Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 87430843 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 87430843 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9857522 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9857522 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1982049 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1982049 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 27831165 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 27831165 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 218842800 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 218842800 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 13213058 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 13213058 |
| Commercial Paper | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1649009 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1649009 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10372161 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10372161 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $670848813 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $670848813 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6234295 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6234295 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (1220430) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (1220430) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $5013865 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $5013865 |
| &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 Oregon Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (100.0%) | MUNICIPAL BONDS — (100.0%) | MUNICIPAL BONDS — (100.0%) |
| OREGON — (100.0%) | OREGON — (100.0%) | OREGON — (100.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Astoria Hospital Facilities <br> Authority (RB)  |  |  |
| 5.250%, 08/01/43  | 350 | &nbsp;&nbsp; $350317 |
| &nbsp;&nbsp;&nbsp;&nbsp; Benton & Linn Counties <br> Consolidated School <br> District No. 509J & 509A <br> Corvallis (GO) (SCH BD <br> GTY) Series J |  |  |
| 5.000%, 06/15/29  | 610 | &nbsp;&nbsp; 665330 |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Oregon Community <br> College (GO) (SCH BD <br> GTY)  |  |  |
| 4.000%, 06/15/28  | 270 | &nbsp;&nbsp; 280921 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Beaverton Water <br> Revenue (RB)  |  |  |
| 5.000%, 04/01/29  | 130 | &nbsp;&nbsp; 141480 |
| 5.000%, 04/01/34  | 455 | &nbsp;&nbsp; 488019 |
| 5.000%, 04/01/39  | 750 | &nbsp;&nbsp; 777338 |
| 5.000%, 04/01/41  | 370 | &nbsp;&nbsp; 390050 |
| City of Bend (GO)  |  |  |
| 5.000%, 06/01/41  | 1015 | &nbsp;&nbsp; 1070067 |
| 5.000%, 06/01/44 | 1135 | &nbsp;&nbsp; 1181289 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Bend Water <br> Revenue (RB)  |  |  |
| 5.000%, 12/01/26  | 210 | &nbsp;&nbsp; 214363 |
| 5.000%, 12/01/30  | 350 | &nbsp;&nbsp; 355533 |
| City of Cottage Grove (GO)  |  |  |
| 5.000%, 09/01/26  | 515 | &nbsp;&nbsp; 528371 |
| 4.000%, 06/01/29  | 100 | &nbsp;&nbsp; 104432 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Eugene (GO) <br> Series A |  |  |
| 5.000%, 06/01/36  | 250 | &nbsp;&nbsp; 273984 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Eugene Electric <br> Utility System Revenue <br> (RB)  |  |  |
| 5.000%, 08/01/43  | 215 | &nbsp;&nbsp; 223457 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Hillsboro Water <br> Revenue (RB)  |  |  |
| 5.000%, 06/01/28  | 250 | &nbsp;&nbsp; 267342 |
| City of Lake Oswego (GO)  |  |  |
| 5.000%, 12/01/26  | 250 | &nbsp;&nbsp; 258331 |
| 4.000%, 06/01/41  | 500 | &nbsp;&nbsp; 488599 |
| 5.000%, 06/01/43  | 725 | &nbsp;&nbsp; 758688 |
| City of Medford (GO)  |  |  |
| 4.000%, 06/01/40  | 375 | &nbsp;&nbsp; 355819 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Medford Sewer <br> Revenue (RB) (BAM)  |  |  |
| 4.000%, 06/01/44  | 500 | &nbsp;&nbsp; 443444 |
| City of Newberg (GO)  |  |  |
| 4.000%, 12/01/25  | 120 | &nbsp;&nbsp; 120510 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Portland (GO) <br> Series A |  |  |
| 5.000%, 03/01/26  | 115 | &nbsp;&nbsp; $116549 |
| 5.000%, 06/01/26  | 715 | &nbsp;&nbsp; 730088 |
| 5.000%, 04/01/27  | 935 | &nbsp;&nbsp; 974805 |
| 5.000%, 06/01/27  | 540 | &nbsp;&nbsp; 565312 |
| 3.000%, 06/15/28  | 150 | &nbsp;&nbsp; 150005 |
| 4.000%, 04/01/32  | 225 | &nbsp;&nbsp; 227833 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Portland (GO) <br> Series B |  |  |
| 5.000%, 06/15/26  | 535 | &nbsp;&nbsp; 546834 |
| 5.000%, 06/15/30  | 405 | &nbsp;&nbsp; 429134 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Portland (GO) <br> Series D |  |  |
| 5.000%, 04/01/28  | 250 | &nbsp;&nbsp; 266706 |
| 5.000%, 04/01/42  | 210 | &nbsp;&nbsp; 219003 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Portland Sewer <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 06/15/27  | 700 | &nbsp;&nbsp; 713347 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Portland Water <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 04/01/27  | 365 | &nbsp;&nbsp; 380356 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Redmond (GO) <br> Series B-1 |  |  |
| 5.000%, 06/01/30  | 80 | &nbsp;&nbsp; 85555 |
| City of Salem (GO)  |  |  |
| 5.000%, 06/01/26  | 235 | &nbsp;&nbsp; 239743 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Springfield Sewer <br> System Revenue (RB)  |  |  |
| 4.000%, 04/01/26  | 280 | &nbsp;&nbsp; 282768 |
| 4.000%, 04/01/27  | 290 | &nbsp;&nbsp; 296584 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clackamas & Washington <br> Counties School District <br> No. 3 (GO) (SCH BD <br> GTY) Series B |  |  |
| 5.000%, 06/15/26  | 265 | &nbsp;&nbsp; 270422 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clackamas Community <br> College District (GO) <br> (SCH BD GTY)  |  |  |
| 5.000%, 06/15/28  | 1500 | &nbsp;&nbsp; 1606272 |
| 5.000%, 06/15/43  | 1410 | &nbsp;&nbsp; 1471976 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clackamas County School <br> District No. 12 North <br> Clackamas (GO) (SCH <br> BD GTY)  |  |  |
| 5.000%, 06/15/32  | 435 | &nbsp;&nbsp; 458093 |
| 5.000%, 06/15/36  | 280 | &nbsp;&nbsp; 290426 |
| 5.000%, 06/15/41  | 470 | &nbsp;&nbsp; 476349 |

---

------

**DFA Oregon Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Clackamas County School <br> District No. 12 North <br> Clackamas (GO) (SCH <br> BD GTY) Series B |  |  |
| 5.000%, 06/15/33  | 345 | &nbsp;&nbsp; $356189 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clackamas County School <br> District No. 7J Lake <br> Oswego (GO)  |  |  |
| 5.000%, 06/01/36  | 275 | &nbsp;&nbsp; 290774 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clackamas County Service <br> District No. 1 (RB)  |  |  |
| 5.000%, 12/01/26  | 280 | &nbsp;&nbsp; 289443 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clatsop County School <br> District No. 30 <br> Warrenton-Hammond <br> (GO) (SCH BD GTY) <br> Series B |  |  |
| 5.000%, 06/15/27  | 285 | &nbsp;&nbsp; 298113 |
| 5.000%, 06/15/29  | 510 | &nbsp;&nbsp; 555276 |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Gorge <br> Community College <br> District (GO)  |  |  |
| 4.000%, 04/01/26  | 75 | &nbsp;&nbsp; 75689 |
| County of Multnomah (GO)  |  |  |
| 5.000%, 06/01/29  | 290 | &nbsp;&nbsp; 300831 |
| 4.000%, 06/01/37  | 385 | &nbsp;&nbsp; 381714 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Multnomah (GO) <br> Series A |  |  |
| 5.000%, 06/15/28  | 600 | &nbsp;&nbsp; 642164 |
| 5.000%, 06/15/29  | 1235 | &nbsp;&nbsp; 1348451 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Washington <br> (GO)  |  |  |
| 5.000%, 06/01/26  | 965 | &nbsp;&nbsp; 985686 |
| 5.000%, 06/01/27  | 985 | &nbsp;&nbsp; 1030085 |
| 5.000%, 06/01/28  | 365 | &nbsp;&nbsp; 391045 |
| 4.000%, 03/01/30  | 1020 | &nbsp;&nbsp; 1027697 |
| &nbsp;&nbsp;&nbsp;&nbsp; Deschutes & Jefferson <br> Counties School District <br> No. 2J Redmond (GO) <br> (SCH BD GTY)  |  |  |
| 5.000%, 06/15/37  | 500 | &nbsp;&nbsp; 550708 |
| &nbsp;&nbsp;&nbsp;&nbsp; Deschutes County <br> Administrative School <br> District No. 1 Bend-La <br> Pine (GO) (SCH BD <br> GTY)  |  |  |
| 5.000%, 06/15/26 | 2130 | &nbsp;&nbsp; 2177115 |
| 5.000%, 06/15/27  | 965 | &nbsp;&nbsp; 1009219 |
| &nbsp;&nbsp;&nbsp;&nbsp; Deschutes County Hospital <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 01/01/28  | 250 | &nbsp;&nbsp; 259424 |
| 5.000%, 01/01/32  | 340 | &nbsp;&nbsp; 361372 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hillsboro School District <br> No. 1J (GO) (SCH BD <br> GTY)  |  |  |
| 5.000%, 06/15/28  | 1360 | &nbsp;&nbsp; $1421773 |
| 4.000%, 06/15/34  | 260 | &nbsp;&nbsp; 262868 |
| 4.000%, 06/15/40  | 400 | &nbsp;&nbsp; 372811 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hood River County School <br> District (GO) (SCH BD <br> GTY)  |  |  |
| 4.000%, 06/15/32  | 640 | &nbsp;&nbsp; 644905 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jackson County School <br> District No. 5 Ashland <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 06/15/43  | 500 | &nbsp;&nbsp; 503955 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jefferson County School <br> District No. 509J (GO) <br> (SCH BD GTY)  |  |  |
| 4.000%, 06/15/27  | 60 | &nbsp;&nbsp; 61614 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lane Community College <br> (GO) (SCH BD GTY) <br> Series A |  |  |
| 4.000%, 06/15/39  | 1000 | &nbsp;&nbsp; 957853 |
| &nbsp;&nbsp;&nbsp;&nbsp; Linn & Benton Counties <br> School District No. 8J <br> Greater Albany (GO) <br> (SCH BD GTY)  |  |  |
| 5.000%, 06/15/26  | 595 | &nbsp;&nbsp; 607642 |
| &nbsp;&nbsp;&nbsp;&nbsp; Medford Hospital Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 08/15/33  | 625 | &nbsp;&nbsp; 665439 |
| Metro (GO)  |  |  |
| 5.000%, 06/01/28  | 215 | &nbsp;&nbsp; 230036 |
| 5.000%, 06/01/33  | 1065 | &nbsp;&nbsp; 1207489 |
| 4.000%, 06/01/40  | 500 | &nbsp;&nbsp; 490969 |
| Metro (GO) Series A |  |  |
| 4.000%, 06/01/33  | 1100 | &nbsp;&nbsp; 1139731 |
| &nbsp;&nbsp;&nbsp;&nbsp; Multnomah County School <br> District No. 1J Portland <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 06/15/26  | 455 | &nbsp;&nbsp; 464786 |
| 5.000%, 06/15/27  | 345 | &nbsp;&nbsp; 361067 |
| 5.000%, 06/15/29  | 885 | &nbsp;&nbsp; 966984 |
| 5.000%, 06/15/30  | 1500 | &nbsp;&nbsp; 1662323 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oregon City School District <br> No. 62 (GO) (SCH BD <br> GTY) Series B |  |  |
| 5.000%, 06/15/44  | 350 | &nbsp;&nbsp; 361587 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oregon Health & Science <br> University (RB) Series A |  |  |
| 5.000%, 07/01/37 | 435 | &nbsp;&nbsp; 455828 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oregon State Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 04/01/33  | 500 | &nbsp;&nbsp; 536509 |

---

------

**DFA Oregon Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Oregon State Facilities <br> Authority (RB) Series B |  |  |
| 2.700%, 08/01/34  | 1980 | &nbsp;&nbsp; $1980000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oregon State Lottery (RB) <br> Series A |  |  |
| 5.000%, 04/01/42  | 1000 | &nbsp;&nbsp; 1046191 |
| 5.000%, 04/01/43  | 1685 | &nbsp;&nbsp; 1742909 |
| &nbsp;&nbsp;&nbsp;&nbsp; Port of Portland Airport <br> Revenue (RB) Series 23 |  |  |
| 5.000%, 07/01/35  | 435 | &nbsp;&nbsp; 435378 |
| &nbsp;&nbsp;&nbsp;&nbsp; Port of Portland Airport <br> Revenue (RB) Series A |  |  |
| 5.000%, 07/01/28  | 150 | &nbsp;&nbsp; 160444 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portland Community <br> College District (GO)  |  |  |
| 5.000%, 06/15/26 | 970 | &nbsp;&nbsp; 991456 |
| 5.000%, 06/15/31  | 475 | &nbsp;&nbsp; 482738 |
| 5.000%, 06/15/33  | 1165 | &nbsp;&nbsp; 1182566 |
| 5.000%, 06/15/38  | 250 | &nbsp;&nbsp; 267350 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rockwood Water People's <br> Utility District (RB)  |  |  |
| 5.000%, 06/15/42  | 330 | &nbsp;&nbsp; 339949 |
| 5.000%, 06/15/44  | 275 | &nbsp;&nbsp; 280934 |
| &nbsp;&nbsp;&nbsp;&nbsp; Salem Hospital Facility <br> Authority (RB) Series A |  |  |
| 5.000%, 05/15/31  | 350 | &nbsp;&nbsp; 354182 |
| &nbsp;&nbsp;&nbsp;&nbsp; Salem-Keizer School <br> District No. 24J (GO) <br> (SCH BD GTY)  |  |  |
| 5.000%, 06/15/33  | 600 | &nbsp;&nbsp; 627227 |
| &nbsp;&nbsp;&nbsp;&nbsp; Salem-Keizer School <br> District No. 24J (GO) <br> (SCH BD GTY) Series B |  |  |
| 5.000%, 06/15/27  | 1345 | &nbsp;&nbsp; 1408144 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon (GO) <br> Series A |  |  |
| 5.000%, 05/01/27  | 75 | &nbsp;&nbsp; 78284 |
| 5.000%, 05/01/29  | 680 | &nbsp;&nbsp; 741501 |
| 5.000%, 05/01/30  | 400 | &nbsp;&nbsp; 442927 |
| 5.000%, 05/01/36  | 210 | &nbsp;&nbsp; 230455 |
| 4.000%, 05/01/37  | 220 | &nbsp;&nbsp; 220571 |
| 5.000%, 05/01/37  | 589 | &nbsp;&nbsp; 640227 |
| 4.000%, 05/01/38  | 250 | &nbsp;&nbsp; 247406 |
| 5.000%, 05/01/38  | 799 | &nbsp;&nbsp; 859752 |
| 5.000%, 05/01/40  | 274 | &nbsp;&nbsp; 290634 |
| 5.000%, 05/01/41  | 355 | &nbsp;&nbsp; 371047 |
| 5.000%, 05/01/42  | 270 | &nbsp;&nbsp; 279132 |
| 5.000%, 05/01/43  | 270 | &nbsp;&nbsp; 278558 |
| 5.250%, 05/01/43  | 925 | &nbsp;&nbsp; 978100 |
| 5.250%, 05/01/44  | 75 | &nbsp;&nbsp; 78871 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon (GO) <br> Series B |  |  |
| 5.000%, 08/01/33  | 950 | &nbsp;&nbsp; 950000 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon (GO) <br> Series C |  |  |
| 5.000%, 06/01/26  | 420 | &nbsp;&nbsp; 428886 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
|  | 5.000%, 06/01/31  | 870 | &nbsp;&nbsp; $903452 |
|  | 5.000%, 06/01/32  | 2000 | &nbsp;&nbsp; 2261096 |
|  | 5.000%, 06/01/35  | 1400 | &nbsp;&nbsp; 1438411 |
|  | 5.250%, 06/01/44  | 60 | &nbsp;&nbsp; 63644 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon (GO) <br> Series D | &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon (GO) <br> Series D |  |  |
|  | 5.000%, 06/01/28  | 425 | &nbsp;&nbsp; 455326 |
|  | 5.000%, 05/01/29  | 535 | &nbsp;&nbsp; 543977 |
|  | 5.000%, 06/01/39  | 200 | &nbsp;&nbsp; 213251 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon (GO) <br> Series F | &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon (GO) <br> Series F |  |  |
|  | 5.000%, 08/01/25  | 240 | &nbsp;&nbsp; 240000 |
|  | 5.000%, 05/01/31  | 550 | &nbsp;&nbsp; 558572 |
|  | 5.000%, 05/01/32  | 1185 | &nbsp;&nbsp; 1202406 |
|  | 5.000%, 08/01/33  | 875 | &nbsp;&nbsp; 992686 |
|  | 5.000%, 05/01/34  | 500 | &nbsp;&nbsp; 506300 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon (GO) <br> Series G | &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon (GO) <br> Series G |  |  |
|  | 5.000%, 12/01/33  | 1015 | &nbsp;&nbsp; 1038520 |
|  | 5.000%, 08/01/41  | 350 | &nbsp;&nbsp; 366653 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon (GO) <br> Series H | &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon (GO) <br> Series H |  |  |
|  | 5.000%, 06/01/27  | 380 | &nbsp;&nbsp; 387034 |
|  | 5.000%, 06/01/29  | 365 | &nbsp;&nbsp; 371740 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon <br> Department of <br> Transportation (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon <br> Department of <br> Transportation (RB) <br> Series A |  |  |
|  | 5.000%, 11/15/26  | 640 | &nbsp;&nbsp; 660832 |
|  | 5.000%, 11/15/27  | 600 | &nbsp;&nbsp; 624845 |
|  | 5.000%, 11/15/31  | 1675 | &nbsp;&nbsp; 1879923 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tri-County Metropolitan <br> Transportation District of <br> Oregon (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Tri-County Metropolitan <br> Transportation District of <br> Oregon (RB) Series A |  |  |
|  | 5.000%, 09/01/25  | 235 | &nbsp;&nbsp; 235457 |
|  | 5.000%, 09/01/34  | 425 | &nbsp;&nbsp; 451439 |
|  | 3.250%, 10/01/34  | 420 | &nbsp;&nbsp; 392709 |
|  | 5.000%, 09/01/38  | 1230 | &nbsp;&nbsp; 1276625 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tri-County Metropolitan <br> Transportation District of <br> Oregon (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Tri-County Metropolitan <br> Transportation District of <br> Oregon (RB) Series B |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 09/01/26 <br> (Pre-refunded @ <br> $100, 9/1/25)<br>| 435 | &nbsp;&nbsp; 435859 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tualatin Hills Park & <br> Recreation District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Tualatin Hills Park & <br> Recreation District (GO)  |  |  |
|  | 4.000%, 06/01/26  | 110 | &nbsp;&nbsp; 111383 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tualatin Valley Water <br> District (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Tualatin Valley Water <br> District (RB)  |  |  |
|  | 5.000%, 06/01/43  | 400 | &nbsp;&nbsp; 411510 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington & Clackamas <br> Counties School District <br> No. 23J Tigard-Tualatin <br> (GO) (SCH BD GTY) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Washington & Clackamas <br> Counties School District <br> No. 23J Tigard-Tualatin <br> (GO) (SCH BD GTY) <br> Series A |  |  |
|  | 5.000%, 06/15/36  | 360 | &nbsp;&nbsp; 377397 |

---

------

**DFA Oregon Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| 5.000%, 06/15/40  | 190 | &nbsp;&nbsp; $194312 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington & Clackamas <br> Counties School District <br> No. 23J Tigard-Tualatin <br> (GO) (SCH BD GTY) <br> Series J |  |  |
| 5.000%, 06/15/28  | 285 | &nbsp;&nbsp; 296880 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington & Multnomah <br> Counties School District <br> No. 48J Beaverton (GO) <br> (SCH BD GTY) Series B |  |  |
| 5.000%, 06/15/26  | 415 | &nbsp;&nbsp; 423853 |
| 5.000%, 06/15/27  | 550 | &nbsp;&nbsp; 575512 |
| 5.000%, 06/15/30  | 360 | &nbsp;&nbsp; 398610 |
| 5.000%, 06/15/37  | 1000 | &nbsp;&nbsp; 1106633 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington & Multnomah <br> Counties School District <br> No. 48J Beaverton (GO) <br> (SCH BD GTY) Series C |  |  |
| 5.000%, 06/15/27  | 635 | &nbsp;&nbsp; 664454 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington & Multnomah <br> Counties School District <br> No. 48J Beaverton (GO) <br> (SCH BD GTY) Series D |  |  |
| 5.000%, 06/15/35  | 345 | &nbsp;&nbsp; 354671 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington County Clean <br> Water Services (RB)  |  |  |
| 5.000%, 10/01/25  | 480 | &nbsp;&nbsp; $481953 |
| 5.000%, 10/01/27  | 555 | &nbsp;&nbsp; 584437 |
| 5.000%, 10/01/28  | 330 | &nbsp;&nbsp; 355577 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington County School <br> District No. 13 Banks <br> (GO) (SCH BD GTY) <br> Series B |  |  |
| 5.000%, 06/15/38  | 500 | &nbsp;&nbsp; 542285 |
| &nbsp;&nbsp;&nbsp;&nbsp; Water Environment <br> Services Sewer <br> Revenue (RB)  |  |  |
| 5.000%, 06/01/29  | 400 | &nbsp;&nbsp; 436270 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL MUNICIPAL <br> BONDS <br>(Cost $90,852,265) |  | &nbsp;&nbsp; 89475321 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $90,852,265)^^ |  | &nbsp;&nbsp; $89475321 |

---

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $89475321 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $89475321 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $89475321 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $89475321 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (9.1%) | AGENCY OBLIGATIONS — (9.1%) | AGENCY OBLIGATIONS — (9.1%) | AGENCY OBLIGATIONS — (9.1%) | AGENCY OBLIGATIONS — (9.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Government National <br> Mortgage Association, <br> TBA  | &nbsp;&nbsp;&nbsp;&nbsp; Government National <br> Mortgage Association, <br> TBA  |  |  |  |
|  | 6.000%, 08/01/55 TBA |  | 5120 | &nbsp;&nbsp; $5188597 |
| &nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed <br> Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed <br> Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed <br> Security, TBA  |  |  |
|  | 2.000%, 08/01/55 TBA |  | 8326 | &nbsp;&nbsp; 6511643 |
|  | 2.500%, 08/01/55 TBA |  | 7672 | &nbsp;&nbsp; 6285101 |
|  | 6.000%, 08/01/55 TBA |  | 5736 | &nbsp;&nbsp; 5815282 |
|  | 6.500%, 08/01/55 TBA |  | 2488 | &nbsp;&nbsp; 2566154 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL AGENCY <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL AGENCY <br> OBLIGATIONS |  |  | &nbsp;&nbsp; 26366777 |
| BONDS — (84.4%) | BONDS — (84.4%) | BONDS — (84.4%) | BONDS — (84.4%) | BONDS — (84.4%) |
| AUSTRALIA — (6.6%) | AUSTRALIA — (6.6%) | AUSTRALIA — (6.6%) | AUSTRALIA — (6.6%) | AUSTRALIA — (6.6%) |
| APA Infrastructure Ltd.  | APA Infrastructure Ltd.  |  |  |  |
|  | 0.750%, 03/15/29 | EUR | 1500 | &nbsp;&nbsp; 1591323 |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., 3M <br> Euribor + 0.400%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., 3M <br> Euribor + 0.400%, FRN |  |  |  |
| (r) | 2.475%, 05/21/27 | EUR | 1100 | &nbsp;&nbsp; 1257888 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia, 3M Swap + <br> 0.950%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia, 3M Swap + <br> 0.950%, FRN |  |  |  |
| (r) | 4.758%, 08/17/28 | AUD | 850 | &nbsp;&nbsp; 550928 |
| Fortescue Treasury Pty. Ltd.  | Fortescue Treasury Pty. Ltd.  | Fortescue Treasury Pty. Ltd.  |  |  |
| Ω | 4.500%, 09/15/27 |  | 1150 | &nbsp;&nbsp; 1133461 |
| Ω | 4.375%, 04/01/31 |  | 200 | &nbsp;&nbsp; 187380 |
| &nbsp;&nbsp;&nbsp;&nbsp; New South Wales Treasury <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; New South Wales Treasury <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; New South Wales Treasury <br> Corp.  |  |  |
|  | 1.500%, 02/20/32 | AUD | 5860 | &nbsp;&nbsp; 3169858 |
|  | 3.500%, 11/20/37 | AUD | 2000 | &nbsp;&nbsp; 1094587 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norfina Ltd., 3M Swap + <br> 0.980%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Norfina Ltd., 3M Swap + <br> 0.980%, FRN |  |  |  |
| (r) | 4.674%, 03/19/29 | AUD | 500 | &nbsp;&nbsp; 322890 |
| Treasury Corp. of Victoria  | Treasury Corp. of Victoria  | Treasury Corp. of Victoria  |  |  |
|  | 2.250%, 09/15/33 | AUD | 2100 | &nbsp;&nbsp; 1129154 |
|  | 2.250%, 11/20/34 | AUD | 4090 | &nbsp;&nbsp; 2111976 |
|  | 2.000%, 09/17/35 | AUD | 2100 | &nbsp;&nbsp; 1027154 |
|  | 4.750%, 09/15/36 | AUD | 2050 | &nbsp;&nbsp; 1280702 |
| Westpac Banking Corp.  | Westpac Banking Corp.  | Westpac Banking Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.930%, <br> FRN, 4.624%, <br> 09/19/28<br>| AUD | 900 | &nbsp;&nbsp; 582168 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.000%, <br> FRN, 4.717%, <br> 01/15/29<br>| AUD | 1000 | &nbsp;&nbsp; 648370 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.810%, FRN, <br> 5.188%, 04/16/29<br>|  | 3000 | &nbsp;&nbsp; 3026469 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | &nbsp;&nbsp; 19114308 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| CANADA — (9.6%) | CANADA — (9.6%) | CANADA — (9.6%) | CANADA — (9.6%) |
| Brookfield Finance, Inc.  |  |  |  |
| 4.850%, 03/29/29 |  | 600 | &nbsp;&nbsp; $605368 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural <br> Resources Ltd.  |  |  |  |
| 2.950%, 07/15/30 |  | 500 | &nbsp;&nbsp; 459019 |
| CDP Financial, Inc.  |  |  |  |
| 2.750%, 02/13/32 | EUR | 1880 | &nbsp;&nbsp; 2118328 |
| CI Financial Corp.  |  |  |  |
| 3.200%, 12/17/30 |  | 1500 | &nbsp;&nbsp; 1331454 |
| City of Montreal  | City of Montreal  |  |  |
| 4.250%, 12/01/32 | CAD | 200 | &nbsp;&nbsp; 148622 |
| 4.250%, 09/01/33 | CAD | 200 | &nbsp;&nbsp; 147734 |
| 4.100%, 12/01/34 | CAD | 3000 | &nbsp;&nbsp; 2164521 |
| CPPIB Capital, Inc.  | CPPIB Capital, Inc.  |  |  |
| 3.950%, 06/02/32 | CAD | 2100 | &nbsp;&nbsp; 1550887 |
| 1.500%, 03/04/33 | EUR | 400 | &nbsp;&nbsp; 409316 |
| 4.750%, 06/02/33 | CAD | 3300 | &nbsp;&nbsp; 2546282 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fairfax Financial Holdings <br> Ltd.  |  |  |  |
| 4.625%, 04/29/30 |  | 500 | &nbsp;&nbsp; 495881 |
| &nbsp;&nbsp;&nbsp;&nbsp; Province of British <br> Columbia  |  |  |  |
| 4.150%, 06/18/34 | CAD | 1400 | &nbsp;&nbsp; 1030318 |
| Province of Manitoba  | Province of Manitoba  |  |  |
| 3.800%, 06/02/33 | CAD | 5200 | &nbsp;&nbsp; 3761406 |
| 5.700%, 03/05/37 | CAD | 1000 | &nbsp;&nbsp; 813857 |
| Province of Ontario  | Province of Ontario  |  |  |
| 4.150%, 06/02/34 | CAD | 2000 | &nbsp;&nbsp; 1472286 |
| 5.600%, 06/02/35 | CAD | 1400 | &nbsp;&nbsp; 1142208 |
| 4.700%, 06/02/37 | CAD | 1400 | &nbsp;&nbsp; 1056254 |
| Province of Quebec  | Province of Quebec  |  |  |
| 6.250%, 06/01/32 | CAD | 1400 | &nbsp;&nbsp; 1169418 |
| 3.250%, 09/01/32 | CAD | 4100 | &nbsp;&nbsp; 2894974 |
| 4.450%, 09/01/34 | CAD | 300 | &nbsp;&nbsp; 225336 |
| PSP Capital, Inc.  |  |  |  |
| 4.150%, 06/01/33 | CAD | 700 | &nbsp;&nbsp; 518710 |
| Toronto-Dominion Bank  |  |  |  |
| 3.129%, 08/03/32 | EUR | 500 | &nbsp;&nbsp; 564591 |
| &nbsp;&nbsp;&nbsp;&nbsp; TransCanada PipeLines <br> Ltd.  |  |  |  |
| 4.625%, 03/01/34 |  | 1200 | &nbsp;&nbsp; 1146452 |
| TOTAL CANADA |  |  | &nbsp;&nbsp; 27773222 |
| DENMARK — (0.6%) | DENMARK — (0.6%) | DENMARK — (0.6%) | DENMARK — (0.6%) |
| DSV Finance BV  | DSV Finance BV  |  |  |
| 3.375%, 11/06/32 | EUR | 200 | &nbsp;&nbsp; 229831 |
| 3.375%, 11/06/34 | EUR | 750 | &nbsp;&nbsp; 849195 |
| &nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk Finance <br> Netherlands BV  |  |  |  |
| 3.125%, 05/27/33 | EUR | 650 | &nbsp;&nbsp; 737654 |
| TOTAL DENMARK |  |  | &nbsp;&nbsp; 1816680 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FINLAND — (0.7%) | FINLAND — (0.7%) | FINLAND — (0.7%) | FINLAND — (0.7%) | FINLAND — (0.7%) |
| Kuntarahoitus OYJ  | Kuntarahoitus OYJ  |  |  |  |
|  | 1.250%, 02/23/33 | EUR | 652 | &nbsp;&nbsp; $662241 |
| Nokia OYJ  | Nokia OYJ  |  |  |  |
|  | 6.625%, 05/15/39 |  | 682 | &nbsp;&nbsp; 692602 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nordea <br> Kiinnitysluottopankki <br> OYJ  | &nbsp;&nbsp;&nbsp;&nbsp; Nordea <br> Kiinnitysluottopankki <br> OYJ  |  |  |  |
|  | 1.375%, 02/28/33 | EUR | 600 | &nbsp;&nbsp; 613855 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | &nbsp;&nbsp; 1968698 |
| FRANCE — (10.0%) | FRANCE — (10.0%) | FRANCE — (10.0%) | FRANCE — (10.0%) | FRANCE — (10.0%) |
| Abertis France SAS  | Abertis France SAS  |  |  |  |
|  | 1.625%, 09/18/29 | EUR | 1100 | &nbsp;&nbsp; 1186129 |
| Aeroports de Paris SA  | Aeroports de Paris SA  |  |  |  |
|  | 3.500%, 03/20/33 | EUR | 400 | &nbsp;&nbsp; 460766 |
| Agence France Locale  | Agence France Locale  | Agence France Locale  |  |  |
|  | 3.000%, 08/20/32 | EUR | 3500 | &nbsp;&nbsp; 3965884 |
|  | 3.125%, 03/20/33 | EUR | 800 | &nbsp;&nbsp; 905758 |
|  | 3.125%, 03/20/34 | EUR | 100 | &nbsp;&nbsp; 112388 |
| &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du Credit <br> Mutuel SA  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du Credit <br> Mutuel SA  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du Credit <br> Mutuel SA  |  |  |
|  | 1.250%, 06/03/30 | EUR | 1300 | &nbsp;&nbsp; 1362197 |
|  | 0.625%, 02/21/31 | EUR | 600 | &nbsp;&nbsp; 594738 |
| BNP Paribas SA  | BNP Paribas SA  | BNP Paribas SA  |  |  |
|  | 1.375%, 05/28/29 | EUR | 500 | &nbsp;&nbsp; 540790 |
|  | 1.250%, 07/13/31 | GBP | 400 | &nbsp;&nbsp; 426036 |
| BPCE SA  | BPCE SA  |  |  |  |
| #Ω | 2.700%, 10/01/29 |  | 1500 | &nbsp;&nbsp; 1391726 |
| Bpifrance SACA  | Bpifrance SACA  | Bpifrance SACA  |  |  |
|  | 3.000%, 05/25/32 | EUR | 300 | &nbsp;&nbsp; 340221 |
|  | 3.375%, 05/25/34 | EUR | 1200 | &nbsp;&nbsp; 1370419 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de <br> la Dette Sociale  | &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de <br> la Dette Sociale  |  |  |  |
|  | 2.750%, 11/25/32 | EUR | 200 | &nbsp;&nbsp; 223954 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations  | &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations  |  |  |  |
|  | 3.125%, 05/25/35 | EUR | 2700 | &nbsp;&nbsp; 3010171 |
| Electricite de France SA  | Electricite de France SA  |  |  |  |
|  | 6.125%, 06/02/34 | GBP | 300 | &nbsp;&nbsp; 408117 |
| &nbsp;&nbsp;&nbsp;&nbsp; French Republic <br> Government Bonds OAT  | &nbsp;&nbsp;&nbsp;&nbsp; French Republic <br> Government Bonds OAT  |  |  |  |
|  | 1.250%, 05/25/38 | EUR | 5650 | &nbsp;&nbsp; 4897711 |
| JCDecaux SE  | JCDecaux SE  |  |  |  |
|  | 1.625%, 02/07/30 | EUR | 1200 | &nbsp;&nbsp; 1283358 |
| La Poste SA  | La Poste SA  |  |  |  |
|  | 1.375%, 04/21/32 | EUR | 1100 | &nbsp;&nbsp; 1119570 |
| &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE  | &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE  |  |  |  |
|  | 3.000%, 03/07/32 | EUR | 200 | &nbsp;&nbsp; 227522 |
| &nbsp;&nbsp;&nbsp;&nbsp; Regie Autonome des <br> Transports Parisiens <br> EPIC  | &nbsp;&nbsp;&nbsp;&nbsp; Regie Autonome des <br> Transports Parisiens <br> EPIC  |  |  |  |
|  | 1.875%, 05/25/32 | EUR | 800 | &nbsp;&nbsp; 838717 |
| SNCF Reseau  | SNCF Reseau  |  |  |  |
|  | 1.875%, 03/30/34 | EUR | 800 | &nbsp;&nbsp; 805552 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Societe Des Grands <br> Projets EPIC  | &nbsp;&nbsp;&nbsp;&nbsp; Societe Des Grands <br> Projets EPIC  |  |  |  |
|  | 1.125%, 05/25/34 | EUR | 1100 | &nbsp;&nbsp; $1047583 |
| Societe Generale SA  | Societe Generale SA  |  |  |  |
|  | 0.875%, 09/24/29 | EUR | 1000 | &nbsp;&nbsp; 1050395 |
| UNEDIC ASSEO  | UNEDIC ASSEO  |  |  |  |
|  | 0.500%, 05/25/36 | EUR | 100 | &nbsp;&nbsp; 83765 |
| WEA Finance LLC  | WEA Finance LLC  |  |  |  |
| Ω | 3.500%, 06/15/29 |  | 1400 | &nbsp;&nbsp; 1341740 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | &nbsp;&nbsp; 28995207 |
| GERMANY — (1.4%) | GERMANY — (1.4%) | GERMANY — (1.4%) | GERMANY — (1.4%) | GERMANY — (1.4%) |
| Bayer U.S. Finance II LLC  | Bayer U.S. Finance II LLC  |  |  |  |
| Ω | 5.500%, 07/30/35 |  | 450 | &nbsp;&nbsp; 445468 |
| &nbsp;&nbsp;&nbsp;&nbsp; BMW International <br> Investment BV  | &nbsp;&nbsp;&nbsp;&nbsp; BMW International <br> Investment BV  |  |  |  |
|  | 3.500%, 01/22/33 | EUR | 100 | &nbsp;&nbsp; 115061 |
| &nbsp;&nbsp;&nbsp;&nbsp; E.ON International Finance <br> BV  | &nbsp;&nbsp;&nbsp;&nbsp; E.ON International Finance <br> BV  |  |  |  |
|  | 6.375%, 06/07/32 | GBP | 250 | &nbsp;&nbsp; 354794 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical Care <br> U.S. Finance III, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical Care <br> U.S. Finance III, Inc.  |  |  |  |
| Ω | 2.375%, 02/16/31 |  | 750 | &nbsp;&nbsp; 645675 |
| &nbsp;&nbsp;&nbsp;&nbsp; Siemens <br> Financieringsmaatschappij NV  | &nbsp;&nbsp;&nbsp;&nbsp; Siemens <br> Financieringsmaatschappij NV  | &nbsp;&nbsp;&nbsp;&nbsp; Siemens <br> Financieringsmaatschappij NV  |  |  |
|  | 3.125%, 05/27/33 | EUR | 300 | &nbsp;&nbsp; 344223 |
|  | 3.375%, 02/22/37 | EUR | 200 | &nbsp;&nbsp; 225696 |
| &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Financial <br> Services AG  | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Financial <br> Services AG  |  |  |  |
|  | 0.375%, 02/12/30 | EUR | 900 | &nbsp;&nbsp; 910285 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wintershall Dea Finance <br> BV  | &nbsp;&nbsp;&nbsp;&nbsp; Wintershall Dea Finance <br> BV  |  |  |  |
|  | 1.823%, 09/25/31 | EUR | 1000 | &nbsp;&nbsp; 1006856 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | &nbsp;&nbsp; 4048058 |
| ITALY — (0.5%) | ITALY — (0.5%) | ITALY — (0.5%) | ITALY — (0.5%) | ITALY — (0.5%) |
| Intesa Sanpaolo SpA  | Intesa Sanpaolo SpA  |  |  |  |
|  | 2.500%, 01/15/30 | GBP | 400 | &nbsp;&nbsp; 479883 |
| UniCredit SpA  | UniCredit SpA  |  |  |  |
|  | 1.625%, 01/18/32 | EUR | 1000 | &nbsp;&nbsp; 1041386 |
| TOTAL ITALY | TOTAL ITALY |  |  | &nbsp;&nbsp; 1521269 |
| JAPAN — (7.1%) | JAPAN — (7.1%) | JAPAN — (7.1%) | JAPAN — (7.1%) | JAPAN — (7.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Ten Year <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Ten Year <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Ten Year <br> Bonds  |  |  |
|  | 0.200%, 09/20/32 | JPY | 250000 | &nbsp;&nbsp; 1537301 |
|  | 0.400%, 06/20/33 | JPY | 90000 | &nbsp;&nbsp; 555016 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Thirty <br> Year Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Thirty <br> Year Bonds  |  |  |  |
|  | 2.400%, 03/20/34 | JPY | 120000 | &nbsp;&nbsp; 858836 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Twenty Year <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Twenty Year <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Twenty Year <br> Bonds  |  |  |
|  | 1.500%, 03/20/34 | JPY | 261000 | &nbsp;&nbsp; 1741656 |
|  | 1.400%, 09/20/34 | JPY | 350000 | &nbsp;&nbsp; 2304708 |
|  | 1.200%, 09/20/35 | JPY | 394000 | &nbsp;&nbsp; 2518752 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | 0.400%, 03/20/36 | JPY | 370000 | &nbsp;&nbsp; $2156796 |
|  | 0.600%, 09/20/37 | JPY | 20000 | &nbsp;&nbsp; 114938 |
|  | 0.600%, 12/20/37 | JPY | 349000 | &nbsp;&nbsp; 1993605 |
|  | 0.500%, 12/20/41 | JPY | 207600 | &nbsp;&nbsp; 1043245 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial <br> Group, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial <br> Group, Inc.  |  |  |  |
|  | 3.556%, 06/15/32 | EUR | 1480 | &nbsp;&nbsp; 1719451 |
| Mizuho Financial Group, Inc.  | Mizuho Financial Group, Inc.  | Mizuho Financial Group, Inc.  |  |  |
|  | 0.693%, 10/07/30 | EUR | 600 | &nbsp;&nbsp; 607744 |
|  | 2.096%, 04/08/32 | EUR | 400 | &nbsp;&nbsp; 424363 |
| Nissan Motor Co. Ltd.  | Nissan Motor Co. Ltd.  |  |  |  |
| Ω | 4.810%, 09/17/30 |  | 1250 | &nbsp;&nbsp; 1148802 |
| Nomura Holdings, Inc.  | Nomura Holdings, Inc.  |  |  |  |
|  | 2.608%, 07/14/31 |  | 1000 | &nbsp;&nbsp; 880398 |
| ORIX Corp.  | ORIX Corp.  |  |  |  |
|  | 3.447%, 10/22/31 | EUR | 1000 | &nbsp;&nbsp; 1137293 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | &nbsp;&nbsp; 20742904 |
| LUXEMBOURG — (0.6%) | LUXEMBOURG — (0.6%) | LUXEMBOURG — (0.6%) | LUXEMBOURG — (0.6%) | LUXEMBOURG — (0.6%) |
| ArcelorMittal SA  | ArcelorMittal SA  |  |  |  |
|  | 3.500%, 12/13/31 | EUR | 200 | &nbsp;&nbsp; 228884 |
| JAB Holdings BV  | JAB Holdings BV  |  |  |  |
|  | 5.000%, 06/12/33 | EUR | 300 | &nbsp;&nbsp; 367036 |
| SELP Finance SARL  | SELP Finance SARL  |  |  |  |
|  | 3.750%, 01/16/32 | EUR | 1000 | &nbsp;&nbsp; 1151251 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | &nbsp;&nbsp; 1747171 |
| NETHERLANDS — (2.0%) | NETHERLANDS — (2.0%) | NETHERLANDS — (2.0%) | NETHERLANDS — (2.0%) | NETHERLANDS — (2.0%) |
| BNG Bank NV  | BNG Bank NV  |  |  |  |
|  | 0.010%, 10/05/32 | EUR | 500 | &nbsp;&nbsp; 468343 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, 3M Swap + 0.910%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, 3M Swap + 0.910%, <br> FRN |  |  |  |
| (r) | 4.620%, 07/17/29 | AUD | 600 | &nbsp;&nbsp; 387109 |
| Enexis Holding NV  | Enexis Holding NV  | Enexis Holding NV  |  |  |
|  | 0.625%, 06/17/32 | EUR | 1640 | &nbsp;&nbsp; 1583592 |
|  | 3.250%, 04/09/33 | EUR | 2076 | &nbsp;&nbsp; 2382730 |
| TenneT Holding BV  | TenneT Holding BV  |  |  |  |
|  | 2.375%, 05/17/33 | EUR | 1000 | &nbsp;&nbsp; 1091976 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | &nbsp;&nbsp; 5913750 |
| NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Government <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Government <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Government <br> Bonds  |  |  |
|  | 4.250%, 05/15/34 | NZD | 350 | &nbsp;&nbsp; 203500 |
|  | 2.750%, 04/15/37 | NZD | 2750 | &nbsp;&nbsp; 1332017 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | &nbsp;&nbsp; 1535517 |
| NORWAY — (0.8%) | NORWAY — (0.8%) | NORWAY — (0.8%) | NORWAY — (0.8%) | NORWAY — (0.8%) |
| Aker BP ASA  | Aker BP ASA  |  |  |  |
|  | 4.000%, 05/29/32 | EUR | 900 | &nbsp;&nbsp; 1044844 |
| Equinor ASA  | Equinor ASA  | Equinor ASA  |  |  |
|  | 1.375%, 05/22/32 | EUR | 800 | &nbsp;&nbsp; 814819 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
|  | 1.625%, 11/09/36 | EUR | 500 | &nbsp;&nbsp; $466932 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | &nbsp;&nbsp; 2326595 |
| SPAIN — (0.5%) | SPAIN — (0.5%) | SPAIN — (0.5%) | SPAIN — (0.5%) | SPAIN — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Merlin Properties Socimi <br> SA  | &nbsp;&nbsp;&nbsp;&nbsp; Merlin Properties Socimi <br> SA  |  |  |  |
|  | 2.375%, 09/18/29 | EUR | 900 | &nbsp;&nbsp; 1014134 |
| Telefonica Emisiones SA  | Telefonica Emisiones SA  |  |  |  |
|  | 3.724%, 01/23/34 | EUR | 400 | &nbsp;&nbsp; 454733 |
| TOTAL SPAIN | TOTAL SPAIN |  |  | &nbsp;&nbsp; 1468867 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.4%) |
| International Finance Corp.  | International Finance Corp.  | International Finance Corp.  |  |  |
|  | 1.500%, 04/15/35 | AUD | 2500 | &nbsp;&nbsp; 1190750 |
| SWEDEN — (0.1%) | SWEDEN — (0.1%) | SWEDEN — (0.1%) | SWEDEN — (0.1%) | SWEDEN — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda Banken <br> AB  | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda Banken <br> AB  | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda Banken <br> AB  |  |  |
|  | 0.625%, 11/12/29 | EUR | 200 | &nbsp;&nbsp; 207221 |
| SWITZERLAND — (0.8%) | SWITZERLAND — (0.8%) | SWITZERLAND — (0.8%) | SWITZERLAND — (0.8%) | SWITZERLAND — (0.8%) |
| Tyco Electronics Group SA  | Tyco Electronics Group SA  |  |  |  |
|  | 3.250%, 01/31/33 | EUR | 300 | &nbsp;&nbsp; 341081 |
| UBS Group AG  | UBS Group AG  | UBS Group AG  |  |  |
|  | 0.875%, 11/03/31 | EUR | 1870 | &nbsp;&nbsp; 1853215 |
|  | 0.625%, 02/24/33 | EUR | 200 | &nbsp;&nbsp; 186459 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  |  | &nbsp;&nbsp; 2380755 |
| UNITED KINGDOM — (3.2%) | UNITED KINGDOM — (3.2%) | UNITED KINGDOM — (3.2%) | UNITED KINGDOM — (3.2%) | UNITED KINGDOM — (3.2%) |
| Ashtead Capital, Inc.  | Ashtead Capital, Inc.  | Ashtead Capital, Inc.  |  |  |
| Ω | 2.450%, 08/12/31 |  | 200 | &nbsp;&nbsp; 172996 |
| Ω | 5.500%, 08/11/32 |  | 1000 | &nbsp;&nbsp; 1013034 |
| Barclays PLC  | Barclays PLC  |  |  |  |
|  | 3.250%, 01/17/33 | GBP | 600 | &nbsp;&nbsp; 689232 |
| BAT International Finance PLC  | BAT International Finance PLC  | BAT International Finance PLC  |  |  |
|  | 2.250%, 01/16/30 | EUR | 500 | &nbsp;&nbsp; 552284 |
|  | 4.125%, 04/12/32 | EUR | 200 | &nbsp;&nbsp; 235348 |
| BP Capital Markets PLC  | BP Capital Markets PLC  |  |  |  |
|  | 1.231%, 05/08/31 | EUR | 2300 | &nbsp;&nbsp; 2369542 |
| &nbsp;&nbsp;&nbsp;&nbsp; Imperial Brands Finance <br> PLC  | &nbsp;&nbsp;&nbsp;&nbsp; Imperial Brands Finance <br> PLC  |  |  |  |
|  | 3.875%, 02/12/34 | EUR | 1200 | &nbsp;&nbsp; 1360719 |
| LCR Finance PLC  | LCR Finance PLC  |  |  |  |
|  | 4.500%, 12/07/38 | GBP | 65 | &nbsp;&nbsp; 81042 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Gas Transmission <br> PLC  | &nbsp;&nbsp;&nbsp;&nbsp; National Gas Transmission <br> PLC  |  |  |  |
|  | 1.125%, 01/14/33 | GBP | 656 | &nbsp;&nbsp; 651258 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Grid Electricity <br> Distribution West <br> Midlands PLC  | &nbsp;&nbsp;&nbsp;&nbsp; National Grid Electricity <br> Distribution West <br> Midlands PLC  |  |  |  |
|  | 5.750%, 04/16/32 | GBP | 300 | &nbsp;&nbsp; 408576 |
| Segro PLC  | Segro PLC  |  |  |  |
|  | 3.500%, 09/24/32 | EUR | 200 | &nbsp;&nbsp; 227686 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Southern Gas Networks <br> PLC  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Gas Networks <br> PLC  |  |  |  |
|  | 1.250%, 12/02/31 | GBP | 1250 | &nbsp;&nbsp; $1315398 |
| Vodafone Group PLC  | Vodafone Group PLC  |  |  |  |
|  | 6.150%, 02/27/37 |  | 71 | &nbsp;&nbsp; 75798 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  |  | &nbsp;&nbsp; 9152913 |
| UNITED STATES — (39.0%) | UNITED STATES — (39.0%) | UNITED STATES — (39.0%) | UNITED STATES — (39.0%) | UNITED STATES — (39.0%) |
| Accenture Capital, Inc.  | Accenture Capital, Inc.  |  |  |  |
|  | 4.500%, 10/04/34 |  | 1300 | &nbsp;&nbsp; 1258024 |
| Advance Auto Parts, Inc.  | Advance Auto Parts, Inc.  | Advance Auto Parts, Inc.  |  |  |
|  | 3.900%, 04/15/30 |  | 150 | &nbsp;&nbsp; 136017 |
|  | 3.500%, 03/15/32 |  | 270 | &nbsp;&nbsp; 230657 |
| Aetna, Inc.  | Aetna, Inc.  |  |  |  |
|  | 4.125%, 11/15/42 |  | 400 | &nbsp;&nbsp; 307121 |
| Allstate Corp.  | Allstate Corp.  |  |  |  |
|  | 5.950%, 04/01/36 |  | 1400 | &nbsp;&nbsp; 1482397 |
| Ally Financial, Inc.  | Ally Financial, Inc.  |  |  |  |
|  | 8.000%, 11/01/31 |  | 300 | &nbsp;&nbsp; 338918 |
| Alphabet, Inc.  | Alphabet, Inc.  |  |  |  |
|  | 3.000%, 05/06/33 | EUR | 1371 | &nbsp;&nbsp; 1563611 |
| Altria Group, Inc.  | Altria Group, Inc.  | Altria Group, Inc.  |  |  |
|  | 3.400%, 05/06/30 |  | 200 | &nbsp;&nbsp; 189229 |
|  | 3.400%, 02/04/41 |  | 1000 | &nbsp;&nbsp; 742596 |
| American Assets Trust LP  | American Assets Trust LP  |  |  |  |
|  | 3.375%, 02/01/31 |  | 1000 | &nbsp;&nbsp; 894291 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Honda Finance <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; American Honda Finance <br> Corp.  |  |  |  |
|  | 3.950%, 03/19/32 | EUR | 300 | &nbsp;&nbsp; 353827 |
| American Tower Corp.  | American Tower Corp.  |  |  |  |
|  | 1.000%, 01/15/32 | EUR | 500 | &nbsp;&nbsp; 493642 |
| APA Corp.  | APA Corp.  |  |  |  |
| Ω | 4.750%, 04/15/43 |  | 895 | &nbsp;&nbsp; 664070 |
| ARES Capital Corp.  | ARES Capital Corp.  |  |  |  |
|  | 3.200%, 11/15/31 |  | 800 | &nbsp;&nbsp; 699554 |
| Ashland, Inc.  | Ashland, Inc.  |  |  |  |
| Ω | 3.375%, 09/01/31 |  | 400 | &nbsp;&nbsp; 352202 |
| Assurant, Inc.  | Assurant, Inc.  |  |  |  |
|  | 2.650%, 01/15/32 |  | 1000 | &nbsp;&nbsp; 860378 |
| AT&T, Inc.  | AT&T, Inc.  |  |  |  |
|  | 3.500%, 06/01/41 |  | 1400 | &nbsp;&nbsp; 1094842 |
| AutoNation, Inc.  | AutoNation, Inc.  | AutoNation, Inc.  |  |  |
|  | 2.400%, 08/01/31 |  | 1500 | &nbsp;&nbsp; 1287764 |
|  | 3.850%, 03/01/32 |  | 500 | &nbsp;&nbsp; 459779 |
| Bank of America Corp.  | Bank of America Corp.  |  |  |  |
|  | 5.875%, 02/07/42 |  | 1350 | &nbsp;&nbsp; 1408106 |
| Bath & Body Works, Inc.  | Bath & Body Works, Inc.  |  |  |  |
|  | 5.250%, 02/01/28 |  | 600 | &nbsp;&nbsp; 600303 |
| &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hathaway <br> Finance Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hathaway <br> Finance Corp.  |  |  |  |
|  | 2.375%, 06/19/39 | GBP | 600 | &nbsp;&nbsp; 546057 |
| Berkshire Hathaway, Inc.  | Berkshire Hathaway, Inc.  | Berkshire Hathaway, Inc.  |  |  |
|  | 0.437%, 04/15/31 | JPY | 410000 | &nbsp;&nbsp; 2494426 |
|  | 0.472%, 01/23/32 | JPY | 200000 | &nbsp;&nbsp; 1202835 |
|  | 1.585%, 04/16/40 | JPY | 100000 | &nbsp;&nbsp; 561452 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Black Hills Corp.  | Black Hills Corp.  |  |  |  |
|  | 2.500%, 06/15/30 |  | 800 | &nbsp;&nbsp; $720548 |
| BlackRock Funding, Inc.  | BlackRock Funding, Inc.  |  |  |  |
|  | 5.000%, 03/14/34 |  | 972 | &nbsp;&nbsp; 987818 |
| Block, Inc.  | Block, Inc.  |  |  |  |
|  | 3.500%, 06/01/31 |  | 1500 | &nbsp;&nbsp; 1374687 |
| Blue Owl Finance LLC  | Blue Owl Finance LLC  |  |  |  |
|  | 6.250%, 04/18/34 |  | 500 | &nbsp;&nbsp; 515058 |
| Boardwalk Pipelines LP  | Boardwalk Pipelines LP  |  |  |  |
|  | 3.600%, 09/01/32 |  | 100 | &nbsp;&nbsp; 90625 |
| Boeing Co.  | Boeing Co.  |  |  |  |
|  | 3.200%, 03/01/29 |  | 200 | &nbsp;&nbsp; 190509 |
| Boston Properties LP  | Boston Properties LP  |  |  |  |
|  | 5.750%, 01/15/35 |  | 1000 | &nbsp;&nbsp; 1005893 |
| BP Capital Markets PLC  | BP Capital Markets PLC  |  |  |  |
|  | 2.822%, 04/07/32 | EUR | 300 | &nbsp;&nbsp; 333263 |
| Broadcom, Inc.  | Broadcom, Inc.  | Broadcom, Inc.  |  |  |
| Ω | 2.600%, 02/15/33 |  | 1000 | &nbsp;&nbsp; 855402 |
| Ω | 3.187%, 11/15/36 |  | 150 | &nbsp;&nbsp; 123786 |
| Broadstone Net Lease LLC  | Broadstone Net Lease LLC  |  |  |  |
|  | 2.600%, 09/15/31 |  | 1504 | &nbsp;&nbsp; 1283898 |
| &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial <br> Corp.  |  |  |  |
|  | 1.650%, 06/12/29 | EUR | 373 | &nbsp;&nbsp; 406236 |
| Capital One NA  | Capital One NA  |  |  |  |
|  | 4.650%, 09/13/28 |  | 200 | &nbsp;&nbsp; 200955 |
| &nbsp;&nbsp;&nbsp;&nbsp; Celanese U.S. Holdings <br> LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Celanese U.S. Holdings <br> LLC  |  |  |  |
|  | 0.625%, 09/10/28 | EUR | 1000 | &nbsp;&nbsp; 1037342 |
| CF Industries, Inc.  | CF Industries, Inc.  |  |  |  |
|  | 4.950%, 06/01/43 |  | 500 | &nbsp;&nbsp; 443673 |
| Cigna Group  | Cigna Group  |  |  |  |
|  | 4.800%, 08/15/38 |  | 800 | &nbsp;&nbsp; 742411 |
| Cincinnati Financial Corp.  | Cincinnati Financial Corp.  |  |  |  |
|  | 6.125%, 11/01/34 |  | 721 | &nbsp;&nbsp; 760514 |
| Conagra Brands, Inc.  | Conagra Brands, Inc.  |  |  |  |
|  | 5.300%, 11/01/38 |  | 200 | &nbsp;&nbsp; 188293 |
| ConocoPhillips  | ConocoPhillips  |  |  |  |
|  | 6.500%, 02/01/39 |  | 300 | &nbsp;&nbsp; 331218 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Edison Co. of <br> New York, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Edison Co. of <br> New York, Inc.  |  |  |  |
|  | 5.700%, 06/15/40 |  | 475 | &nbsp;&nbsp; 482771 |
| CVS Health Corp.  | CVS Health Corp.  |  |  |  |
|  | 4.125%, 04/01/40 |  | 500 | &nbsp;&nbsp; 415856 |
| Dentsply Sirona, Inc.  | Dentsply Sirona, Inc.  |  |  |  |
|  | 3.250%, 06/01/30 |  | 650 | &nbsp;&nbsp; 590604 |
| Devon Energy Corp.  | Devon Energy Corp.  |  |  |  |
|  | 5.600%, 07/15/41 |  | 1000 | &nbsp;&nbsp; 929438 |
| Dick's Sporting Goods, Inc.  | Dick's Sporting Goods, Inc.  |  |  |  |
|  | 3.150%, 01/15/32 |  | 500 | &nbsp;&nbsp; 448897 |
| Digital Dutch Finco BV  | Digital Dutch Finco BV  |  |  |  |
|  | 1.000%, 01/15/32 | EUR | 1000 | &nbsp;&nbsp; 972624 |
| Dow Chemical Co.  | Dow Chemical Co.  |  |  |  |
|  | 1.125%, 03/15/32 | EUR | 267 | &nbsp;&nbsp; 259322 |
| DPL, Inc.  | DPL, Inc.  |  |  |  |
|  | 4.350%, 04/15/29 |  | 1500 | &nbsp;&nbsp; 1462813 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Duquesne Light Holdings, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Duquesne Light Holdings, <br> Inc.  |  |  |  |
| Ω | 2.775%, 01/07/32 |  | 1000 | &nbsp;&nbsp; $867017 |
| DXC Technology Co.  | DXC Technology Co.  |  |  |  |
|  | 2.375%, 09/15/28 |  | 400 | &nbsp;&nbsp; 372014 |
| Elevance Health, Inc.  | Elevance Health, Inc.  |  |  |  |
|  | 4.625%, 05/15/42 |  | 500 | &nbsp;&nbsp; 435779 |
| Energy Transfer LP  | Energy Transfer LP  |  |  |  |
|  | 6.500%, 02/01/42 |  | 1000 | &nbsp;&nbsp; 1042709 |
| EnerSys  | EnerSys  |  |  |  |
| Ω | 4.375%, 12/15/27 |  | 1000 | &nbsp;&nbsp; 982290 |
| EPR Properties  | EPR Properties  | EPR Properties  |  |  |
|  | 4.950%, 04/15/28 |  | 500 | &nbsp;&nbsp; 500047 |
|  | 3.750%, 08/15/29 |  | 1200 | &nbsp;&nbsp; 1139770 |
| Experian Finance PLC  | Experian Finance PLC  |  |  |  |
| Ω | 2.750%, 03/08/30 |  | 602 | &nbsp;&nbsp; 558650 |
| Exxon Mobil Corp.  | Exxon Mobil Corp.  | Exxon Mobil Corp.  |  |  |
|  | 0.835%, 06/26/32 | EUR | 2090 | &nbsp;&nbsp; 2044204 |
|  | 1.408%, 06/26/39 | EUR | 2700 | &nbsp;&nbsp; 2246429 |
|  | 4.227%, 03/19/40 |  | 1270 | &nbsp;&nbsp; 1128611 |
| F&G Annuities & Life, Inc.  | F&G Annuities & Life, Inc.  |  |  |  |
|  | 6.250%, 10/04/34 |  | 900 | &nbsp;&nbsp; 895298 |
| FedEx Corp.  | FedEx Corp.  |  |  |  |
| Ω | 3.250%, 05/15/41 |  | 1200 | &nbsp;&nbsp; 857817 |
| Flowserve Corp.  | Flowserve Corp.  |  |  |  |
|  | 2.800%, 01/15/32 |  | 2000 | &nbsp;&nbsp; 1747267 |
| Ford Motor Credit Co. LLC  | Ford Motor Credit Co. LLC  | Ford Motor Credit Co. LLC  |  |  |
|  | 4.134%, 08/04/25 |  | 350 | &nbsp;&nbsp; 349968 |
|  | 7.122%, 11/07/33 |  | 600 | &nbsp;&nbsp; 623877 |
| Fox Corp.  | Fox Corp.  | Fox Corp.  |  |  |
|  | 4.709%, 01/25/29 |  | 180 | &nbsp;&nbsp; 180930 |
| # | 5.476%, 01/25/39 |  | 500 | &nbsp;&nbsp; 486812 |
| GATX Corp.  | GATX Corp.  |  |  |  |
|  | 3.500%, 06/01/32 |  | 500 | &nbsp;&nbsp; 454736 |
| General Mills, Inc.  | General Mills, Inc.  |  |  |  |
|  | 3.850%, 04/23/34 | EUR | 1200 | &nbsp;&nbsp; 1387426 |
| &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial <br> Co., Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial <br> Co., Inc.  |  |  |  |
|  | 5.650%, 01/17/29 |  | 300 | &nbsp;&nbsp; 306888 |
| Gilead Sciences, Inc.  | Gilead Sciences, Inc.  |  |  |  |
|  | 5.650%, 12/01/41 |  | 1000 | &nbsp;&nbsp; 1010058 |
| &nbsp;&nbsp;&nbsp;&nbsp; GLP Capital LP/GLP Financing <br> II, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; GLP Capital LP/GLP Financing <br> II, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; GLP Capital LP/GLP Financing <br> II, Inc.  |  |  |
|  | 5.750%, 06/01/28 |  | 200 | &nbsp;&nbsp; 204324 |
|  | 4.000%, 01/15/30 |  | 200 | &nbsp;&nbsp; 191295 |
| &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, <br> Inc.  |  |  |  |
|  | 6.250%, 02/01/41 |  | 200 | &nbsp;&nbsp; 213880 |
| &nbsp;&nbsp;&nbsp;&nbsp; Graphic Packaging <br> International LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Graphic Packaging <br> International LLC  |  |  |  |
| Ω | 4.750%, 07/15/27 |  | 500 | &nbsp;&nbsp; 490420 |
| &nbsp;&nbsp;&nbsp;&nbsp; HAT Holdings I LLC/HAT <br> Holdings II LLC  | &nbsp;&nbsp;&nbsp;&nbsp; HAT Holdings I LLC/HAT <br> Holdings II LLC  |  |  |  |
| Ω | 3.750%, 09/15/30 |  | 600 | &nbsp;&nbsp; 545323 |
| HCA, Inc.  | HCA, Inc.  | HCA, Inc.  |  |  |
|  | 7.500%, 11/06/33 |  | 117 | &nbsp;&nbsp; 132683 |
|  | 4.375%, 03/15/42 |  | 1000 | &nbsp;&nbsp; 833224 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Hess Corp.  |  |  |  |
| 5.600%, 02/15/41 |  | 500 | &nbsp;&nbsp; $506066 |
| Home Depot, Inc.  |  |  |  |
| 5.400%, 09/15/40 |  | 1000 | &nbsp;&nbsp; 1004234 |
| Humana, Inc.  |  |  |  |
| 3.125%, 08/15/29 |  | 150 | &nbsp;&nbsp; 140825 |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntsman <br> International LLC  |  |  |  |
| 2.950%, 06/15/31 |  | 1000 | &nbsp;&nbsp; 841223 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indiana Michigan Power <br> Co.  |  |  |  |
| 6.050%, 03/15/37 |  | 500 | &nbsp;&nbsp; 534958 |
| Intel Corp.  | Intel Corp.  |  |  |
| 4.600%, 03/25/40 |  | 800 | &nbsp;&nbsp; 685737 |
| 5.625%, 02/10/43 |  | 700 | &nbsp;&nbsp; 652648 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Business <br> Machines Corp.  |  |  |  |
| 1.250%, 02/09/34 | EUR | 1000 | &nbsp;&nbsp; 961973 |
| &nbsp;&nbsp;&nbsp;&nbsp; Interstate Power & Light <br> Co.  |  |  |  |
| 5.700%, 10/15/33 |  | 1595 | &nbsp;&nbsp; 1652213 |
| &nbsp;&nbsp;&nbsp;&nbsp; Invitation Homes Operating <br> Partnership LP  |  |  |  |
| 2.700%, 01/15/34 |  | 900 | &nbsp;&nbsp; 742939 |
| Jackson Financial, Inc.  |  |  |  |
| 3.125%, 11/23/31 |  | 1000 | &nbsp;&nbsp; 886253 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jacobs Engineering Group, <br> Inc.  |  |  |  |
| 5.900%, 03/01/33 |  | 750 | &nbsp;&nbsp; 782852 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jefferies Financial Group, <br> Inc.  |  |  |  |
| 2.625%, 10/15/31 |  | 300 | &nbsp;&nbsp; 261522 |
| JPMorgan Chase & Co.  | JPMorgan Chase & Co.  |  |  |
| 6.400%, 05/15/38 |  | 500 | &nbsp;&nbsp; 555522 |
| 5.500%, 10/15/40 |  | 500 | &nbsp;&nbsp; 505887 |
| Juniper Networks, Inc.  |  |  |  |
| 2.000%, 12/10/30 |  | 1200 | &nbsp;&nbsp; 1039812 |
| KB Home  |  |  |  |
| 4.000%, 06/15/31 |  | 1500 | &nbsp;&nbsp; 1376867 |
| Kemper Corp.  |  |  |  |
| 3.800%, 02/23/32 |  | 1000 | &nbsp;&nbsp; 909179 |
| Kilroy Realty LP  |  |  |  |
| 2.500%, 11/15/32 |  | 1600 | &nbsp;&nbsp; 1290418 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kinder Morgan Energy <br> Partners LP  |  |  |  |
| 6.950%, 01/15/38 |  | 100 | &nbsp;&nbsp; 110070 |
| Kyndryl Holdings, Inc.  |  |  |  |
| 4.100%, 10/15/41 |  | 1775 | &nbsp;&nbsp; 1392626 |
| Las Vegas Sands Corp.  |  |  |  |
| 6.200%, 08/15/34 |  | 500 | &nbsp;&nbsp; 512691 |
| Loews Corp.  |  |  |  |
| 4.125%, 05/15/43 |  | 495 | &nbsp;&nbsp; 413571 |
| &nbsp;&nbsp;&nbsp;&nbsp; LYB International Finance <br> III LLC  |  |  |  |
| 3.375%, 10/01/40 |  | 500 | &nbsp;&nbsp; 362598 |
| MGM Resorts International  |  |  |  |
| 4.625%, 09/01/26 |  | 350 | &nbsp;&nbsp; 348662 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Micron Technology, Inc.  | Micron Technology, Inc.  |  |  |  |
|  | 3.366%, 11/01/41 |  | 500 | &nbsp;&nbsp; $370567 |
| Molina Healthcare, Inc.  | Molina Healthcare, Inc.  | Molina Healthcare, Inc.  |  |  |
| Ω | 3.875%, 11/15/30 |  | 1000 | &nbsp;&nbsp; 902973 |
| Ω | 3.875%, 05/15/32 |  | 250 | &nbsp;&nbsp; 218247 |
| Morgan Stanley  | Morgan Stanley  |  |  |  |
|  | 6.375%, 07/24/42 |  | 900 | &nbsp;&nbsp; 987009 |
| MPLX LP  | MPLX LP  |  |  |  |
|  | 4.500%, 04/15/38 |  | 1000 | &nbsp;&nbsp; 882786 |
| National Fuel Gas Co.  | National Fuel Gas Co.  |  |  |  |
|  | 2.950%, 03/01/31 |  | 1000 | &nbsp;&nbsp; 891252 |
| NIKE, Inc.  | NIKE, Inc.  |  |  |  |
|  | 3.250%, 03/27/40 |  | 2000 | &nbsp;&nbsp; 1578275 |
| NOV, Inc.  | NOV, Inc.  |  |  |  |
|  | 3.600%, 12/01/29 |  | 400 | &nbsp;&nbsp; 383253 |
| OneMain Finance Corp.  | OneMain Finance Corp.  |  |  |  |
|  | 7.125%, 03/15/26 |  | 158 | &nbsp;&nbsp; 159965 |
| ONEOK, Inc.  | ONEOK, Inc.  |  |  |  |
|  | 6.350%, 01/15/31 |  | 300 | &nbsp;&nbsp; 319686 |
| Oracle Corp.  | Oracle Corp.  | Oracle Corp.  |  |  |
|  | 6.125%, 07/08/39 |  | 600 | &nbsp;&nbsp; 624512 |
|  | 3.600%, 04/01/40 |  | 875 | &nbsp;&nbsp; 690611 |
| Owens Corning  | Owens Corning  |  |  |  |
|  | 3.500%, 02/15/30 |  | 1500 | &nbsp;&nbsp; 1430665 |
| Paramount Global  | Paramount Global  | Paramount Global  |  |  |
|  | 4.950%, 01/15/31 |  | 200 | &nbsp;&nbsp; 195033 |
|  | 6.875%, 04/30/36 |  | 700 | &nbsp;&nbsp; 728360 |
| Philip Morris International, Inc.  | Philip Morris International, Inc.  | Philip Morris International, Inc.  |  |  |
|  | 0.800%, 08/01/31 | EUR | 800 | &nbsp;&nbsp; 788316 |
|  | 4.375%, 11/15/41 |  | 100 | &nbsp;&nbsp; 86586 |
| &nbsp;&nbsp;&nbsp;&nbsp; Piedmont Operating <br> Partnership LP  | &nbsp;&nbsp;&nbsp;&nbsp; Piedmont Operating <br> Partnership LP  |  |  |  |
|  | 3.150%, 08/15/30 |  | 1000 | &nbsp;&nbsp; 889802 |
| &nbsp;&nbsp;&nbsp;&nbsp; Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  |  |  |
|  | 3.550%, 12/15/29 |  | 200 | &nbsp;&nbsp; 190883 |
|  | 6.700%, 05/15/36 |  | 200 | &nbsp;&nbsp; 214672 |
|  | 6.650%, 01/15/37 |  | 500 | &nbsp;&nbsp; 539831 |
| PPG Industries, Inc.  | PPG Industries, Inc.  |  |  |  |
|  | 3.250%, 03/04/32 | EUR | 100 | &nbsp;&nbsp; 113568 |
| &nbsp;&nbsp;&nbsp;&nbsp; Principal Financial Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Principal Financial Group, <br> Inc.  |  |  |  |
|  | 6.050%, 10/15/36 |  | 147 | &nbsp;&nbsp; 156080 |
| Prologis Euro Finance LLC  | Prologis Euro Finance LLC  |  |  |  |
|  | 0.500%, 02/16/32 | EUR | 500 | &nbsp;&nbsp; 481587 |
| Public Storage Operating Co.  | Public Storage Operating Co.  | Public Storage Operating Co.  |  |  |
|  | 0.500%, 09/09/30 | EUR | 1000 | &nbsp;&nbsp; 1007572 |
|  | 0.875%, 01/24/32 | EUR | 200 | &nbsp;&nbsp; 196835 |
| &nbsp;&nbsp;&nbsp;&nbsp; Reinsurance Group of <br> America, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Reinsurance Group of <br> America, Inc.  |  |  |  |
|  | 3.150%, 06/15/30 |  | 258 | &nbsp;&nbsp; 241221 |
| RTX Corp.  | RTX Corp.  |  |  |  |
|  | 4.500%, 06/01/42 |  | 500 | &nbsp;&nbsp; 441563 |
| Sabra Health Care LP  | Sabra Health Care LP  |  |  |  |
|  | 3.200%, 12/01/31 |  | 900 | &nbsp;&nbsp; 801568 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Seagate Data Storage <br> Technology Pte. Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Seagate Data Storage <br> Technology Pte. Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Seagate Data Storage <br> Technology Pte. Ltd.  |  |  |
| Ω | 4.091%, 06/01/29 |  | 400 | &nbsp;&nbsp; $382246 |
| Ω | 4.125%, 01/15/31 |  | 500 | &nbsp;&nbsp; 441284 |
| Sensata Technologies, Inc.  | Sensata Technologies, Inc.  |  |  |  |
| Ω | 4.375%, 02/15/30 |  | 850 | &nbsp;&nbsp; 813368 |
| Shell Finance U.S., Inc.  | Shell Finance U.S., Inc.  |  |  |  |
|  | 4.550%, 08/12/43 |  | 2500 | &nbsp;&nbsp; 2191273 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shell International Finance <br> BV  | &nbsp;&nbsp;&nbsp;&nbsp; Shell International Finance <br> BV  |  |  |  |
|  | 1.250%, 11/11/32 | EUR | 190 | &nbsp;&nbsp; 188916 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spectra Energy <br> Partners LP  | &nbsp;&nbsp;&nbsp;&nbsp; Spectra Energy <br> Partners LP  |  |  |  |
|  | 4.500%, 03/15/45 |  | 1000 | &nbsp;&nbsp; 827918 |
| Steelcase, Inc.  | Steelcase, Inc.  |  |  |  |
|  | 5.125%, 01/18/29 |  | 700 | &nbsp;&nbsp; 689489 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stellantis Finance U.S., <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Stellantis Finance U.S., <br> Inc.  |  |  |  |
| Ω | 6.450%, 03/18/35 |  | 1000 | &nbsp;&nbsp; 1000836 |
| Store Capital LLC  | Store Capital LLC  |  |  |  |
|  | 4.625%, 03/15/29 |  | 900 | &nbsp;&nbsp; 885757 |
| Tapestry, Inc.  | Tapestry, Inc.  |  |  |  |
|  | 3.050%, 03/15/32 |  | 300 | &nbsp;&nbsp; 267339 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taylor Morrison <br> Communities, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Taylor Morrison <br> Communities, Inc.  |  |  |  |
| Ω | 5.750%, 01/15/28 |  | 1000 | &nbsp;&nbsp; 1008308 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thermo Fisher Scientific, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Thermo Fisher Scientific, <br> Inc.  |  |  |  |
|  | 5.404%, 08/10/43 |  | 200 | &nbsp;&nbsp; 197905 |
| U.S. Cellular Corp.  | U.S. Cellular Corp.  |  |  |  |
|  | 6.700%, 12/15/33 |  | 200 | &nbsp;&nbsp; 209977 |
| UnitedHealth Group, Inc.  | UnitedHealth Group, Inc.  |  |  |  |
|  | 3.500%, 08/15/39 |  | 600 | &nbsp;&nbsp; 479523 |
| Utah Acquisition Sub, Inc.  | Utah Acquisition Sub, Inc.  |  |  |  |
|  | 3.125%, 11/22/28 | EUR | 550 | &nbsp;&nbsp; 625763 |
| Visa, Inc.  | Visa, Inc.  |  |  |  |
|  | 3.125%, 05/15/33 | EUR | 2400 | &nbsp;&nbsp; 2748265 |
| Vontier Corp.  | Vontier Corp.  |  |  |  |
|  | 2.950%, 04/01/31 |  | 665 | &nbsp;&nbsp; 597746 |
| Walmart, Inc.  | Walmart, Inc.  | Walmart, Inc.  |  |  |
|  | 5.250%, 09/28/35 | GBP | 26 | &nbsp;&nbsp; 35141 |
|  | 4.875%, 07/08/40 |  | 284 | &nbsp;&nbsp; 280220 |
| Walt Disney Co.  | Walt Disney Co.  |  |  |  |
|  | 3.500%, 05/13/40 |  | 500 | &nbsp;&nbsp; 408687 |
| Wells Fargo & Co.  | Wells Fargo & Co.  |  |  |  |
|  | 0.625%, 08/14/30 | EUR | 278 | &nbsp;&nbsp; 281720 |
| Welltower OP LLC  | Welltower OP LLC  |  |  |  |
|  | 2.050%, 01/15/29 |  | 1000 | &nbsp;&nbsp; 925383 |
| Western Digital Corp.  | Western Digital Corp.  |  |  |  |
|  | 2.850%, 02/01/29 |  | 1200 | &nbsp;&nbsp; 1115109 |
| Westlake Corp.  | Westlake Corp.  |  |  |  |
|  | 1.625%, 07/17/29 | EUR | 500 | &nbsp;&nbsp; 538047 |
| WP Carey, Inc.  | WP Carey, Inc.  |  |  |  |
|  | 4.250%, 07/23/32 | EUR | 300 | &nbsp;&nbsp; 354892 |
| &nbsp;&nbsp;&nbsp;&nbsp; XPLR Infrastructure <br> Operating Partners LP  | &nbsp;&nbsp;&nbsp;&nbsp; XPLR Infrastructure <br> Operating Partners LP  |  |  |  |
| #Ω | 4.500%, 09/15/27 |  | 300 | &nbsp;&nbsp; 290424 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Yum! Brands, Inc.  | Yum! Brands, Inc.  |  |  |
| Ω | 4.750%, 01/15/30 | 200 | &nbsp;&nbsp; $197124 |
|  | 3.625%, 03/15/31 | 500 | &nbsp;&nbsp; 460860 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp; 113034442 |
| TOTAL BONDS | TOTAL BONDS |  | &nbsp;&nbsp; 244938327 |
| U.S. TREASURY OBLIGATIONS — (6.1%) | U.S. TREASURY OBLIGATIONS — (6.1%) | U.S. TREASURY OBLIGATIONS — (6.1%) | U.S. TREASURY OBLIGATIONS — (6.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury <br> Inflation-Indexed Notes  | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury <br> Inflation-Indexed Notes  |  |  |
|  | 0.125%, 04/15/27  | 6375 | &nbsp;&nbsp; 6242082 |
| U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.245%, FRN, <br> 4.526%, 01/31/26 <br>| 1000 | &nbsp;&nbsp; 1000989 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.150%, FRN, <br> 4.431%, 04/30/26 <br>| 6000 | &nbsp;&nbsp; 6004630 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.182%, FRN, <br> 4.463%, 07/31/26 <br>| 3000 | &nbsp;&nbsp; 3003177 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.098%, FRN, <br> 4.379%, 01/31/27 <br>| 1300 | &nbsp;&nbsp; $1299747 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS |  | &nbsp;&nbsp; 17550625 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $295,819,821) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $295,819,821) |  | &nbsp;&nbsp; 288855729 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (0.4%) | SECURITIES LENDING COLLATERAL — (0.4%) | SECURITIES LENDING COLLATERAL — (0.4%) | SECURITIES LENDING COLLATERAL — (0.4%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 106288 | &nbsp;&nbsp; 1229436 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $297,049,257)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $297,049,257)^^ |  | &nbsp;&nbsp; $290085165 |

---

As of July 31, 2025, DFA Global Core Plus Real Return Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 13234220 | EUR | 11259590 | State Street Bank and Trust | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $384782 |
| USD | 1398510 | EUR | 1205596 | Citibank, N.A. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22685 |
| USD | 643121 | EUR | 562584 | State Street Bank and Trust | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1101 |
| AUD | 303821 | USD | 194676 | Citibank, N.A. | 08/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 582 |
| USD | 1142916 | EUR | 979234 | Australia and New Zealand Bank | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24603 |
| USD | 9020168 | EUR | 7813768 | Citibank, N.A. | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96621 |
| USD | 1141616 | EUR | 972085 | UBS AG | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31467 |
| USD | 136833 | AUD | 210573 | Citibank, N.A. | 08/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1460 |
| USD | 14121410 | EUR | 12005738 | HSBC Bank | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 397753 |
| USD | 1594193 | NZD | 2603884 | State Street Bank and Trust | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58888 |
| USD | 1971164 | EUR | 1707113 | Australia and New Zealand Bank | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19259 |
| USD | 478862 | EUR | 411154 | Citibank, N.A. | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8751 |
| USD | 920362 | EUR | 779281 | Societe Generale | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29336 |
| USD | 6222543 | EUR | 5380145 | State Street Bank and Trust | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70911 |
| USD | 3533302 | EUR | 3048389 | UBS AG | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47789 |
| USD | 10188841 | EUR | 8883564 | Citibank, N.A. | 09/03/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30739 |
| USD | 6431097 | CAD | 8743286 | Citibank, N.A. | 09/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110197 |
| USD | 2144673 | CAD | 2927106 | Citibank, N.A. | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28231 |
| USD | 1097120 | CAD | 1492327 | HSBC Bank | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18094 |
| USD | 5907055 | CAD | 8038200 | State Street Bank and Trust | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95040 |
| USD | 6849260 | CAD | 9353127 | Citibank, N.A. | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86158 |
| USD | 5380887 | JPY | 773298208 | Royal Bank of Canada | 09/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231196 |
| USD | 3874832 | AUD | 5947268 | State Street Bank and Trust | 09/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50193 |
| USD | 2804614 | GBP | 2066724 | Citibank, N.A. | 09/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73998 |
| USD | 7351919 | JPY | 1086265725 | State Street Bank and Trust | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111593 |
| USD | 509410 | EUR | 432033 | Societe Generale | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14773 |
| USD | 717219 | EUR | 616372 | State Street Bank and Trust | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11531 |

---

------

**DFA Global Core Plus Real Return 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 | 789651 | EUR | 681880 | UBS AG | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $8963 |
| USD | 17992 | NZD | 29636 | Citibank, N.A. | 09/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 501 |
| USD | 7045342 | JPY | 1034928999 | UBS AG | 09/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141795 |
| USD | 13033966 | EUR | 11259590 | UBS AG | 09/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135997 |
| USD | 2769058 | GBP | 2033260 | Citibank, N.A. | 10/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82161 |
| USD | 1078617 | AUD | 1653045 | Citibank, N.A. | 10/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14986 |
| USD | 4749869 | AUD | 7271884 | State Street Bank and Trust | 10/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70869 |
| USD | 1494795 | EUR | 1277519 | State Street Bank and Trust | 10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30042 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$2543045** |
| EUR | 11259590 | USD | 12982532 | UBS AG | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(133094)<br>|
| USD | 255135 | EUR | 229174 | Citibank, N.A. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6399)<br>|
| EUR | 8883564 | USD | 10168572 | Citibank, N.A. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30653)<br>|
| USD | 3814000 | EUR | 3378599 | HSBC Bank | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41655)<br>|
| USD | 2533556 | EUR | 2241260 | State Street Bank and Trust | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24169)<br>|
| USD | 1435125 | EUR | 1266351 | UBS AG | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10034)<br>|
| AUD | 3291520 | USD | 2145892 | Citibank, N.A. | 08/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30516)<br>|
| USD | 6128751 | AUD | 9545636 | UBS AG | 08/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5989)<br>|
| USD | 13718421 | EUR | 12289481 | Citibank, N.A. | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (313724)<br>|
| USD | 2256295 | EUR | 1976262 | Royal Bank of Canada | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (203)<br>|
| NZD | 27147 | USD | 16316 | Citibank, N.A. | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (310)<br>|
| CAD | 1931314 | USD | 1411686 | Citibank, N.A. | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15251)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(611997)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$1931048** |

---

As of July 31, 2025, DFA Global Core Plus Real Return Portfolio had entered into the following outstanding Inflation Swaps:

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Bank of America <br> Corp.<br>| 2.657% | Fixed | CPI | Maturity | USD | 11000000 | 01/20/32 |  |  | $543010 | $543010 |
| Bank of America <br> Corp.<br>| 2.643% | Fixed | CPI | Maturity | USD | 13000000 | 12/02/32 |  |  | 58109 | 58109 |
| Bank of America <br> Corp.<br>| 2.546% | Fixed | CPI | Maturity | USD | 40000000 | 04/29/31 |  |  | 4136922 | 4136922 |
| Bank of America <br> Corp.<br>| 2.536% | Fixed | CPI | Maturity | USD | 8000000 | 11/20/33 |  |  | 25891 | 25891 |
| Bank of America <br> Corp.<br>| 2.533% | Fixed | CPI | Maturity | USD | 3000000 | 05/03/36 |  |  | 281663 | 281663 |
| Bank of America <br> Corp.<br>| 2.445% | Fixed | CPI | Maturity | USD | 6000000 | 02/06/36 |  |  | 84518 | 84518 |
| Bank of America <br> Corp.<br>| 2.388% | Fixed | CPI | Maturity | USD | 8000000 | 01/02/31 |  |  | 131990 | 131990 |
| Citibank, N.A. | 2.455% | Fixed | CPI | Maturity | USD | 12000000 | 07/12/27 |  |  | 103245 | 103245 |
| Deutsche Bank <br> AG<br>| 2.816% | Fixed | CPI | Maturity | USD | 6000000 | 12/30/28 |  |  | 305001 | 305001 |
| Deutsche Bank <br> AG<br>| 2.596% | Fixed | CPI | Maturity | USD | 4000000 | 06/09/28 |  |  | 405505 | 405505 |
| Deutsche Bank <br> AG<br>| 2.550% | Fixed | CPI | Maturity | USD | 7000000 | 08/23/28 |  |  | 615119 | 615119 |
| Deutsche Bank <br> AG<br>| 2.529% | Fixed | CPI | Maturity | USD | 4000000 | 07/02/29 |  |  | 399673 | 399673 |
| Deutsche Bank <br> AG<br>| 2.515% | Fixed | CPI | Maturity | USD | 4000000 | 06/09/36 |  |  | 366815 | 366815 |
| Deutsche Bank <br> AG<br>| 2.468% | Fixed | CPI | Maturity | USD | 5000000 | 06/21/29 |  |  | 535372 | 535372 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.588% | Fixed | CPI | Maturity | USD | 5000000 | 04/19/31 |  |  | $10874 | $10874 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.477% | Fixed | CPI | Maturity | USD | 6000000 | 06/27/34 |  |  | 36260 | 36260 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.344% | Fixed | CPI | Maturity | USD | 9000000 | 08/27/36 |  |  | 192979 | 192979 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.815% | Fixed | CPI | Maturity | USD | 10000000 | 08/01/29 |  |  | 81485 | 81485 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.605% | Fixed | CPI | Maturity | USD | 9000000 | 10/17/30 |  |  | 29787 | 29787 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.504% | Fixed | CPI | Maturity | USD | 7000000 | 07/18/30 |  |  | 94778 | 94778 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.502% | Fixed | CPI | Maturity | USD | 9000000 | 05/19/33 |  |  | 30259 | 30259 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.474% | Fixed | CPI | Maturity | USD | 8000000 | 12/18/33 |  |  | 71473 | 71473 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.415% | Fixed | CPI | Maturity | USD | 9000000 | 05/06/35 |  |  | 90628 | 90628 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.385% | Fixed | CPI | Maturity | USD | 10000000 | 03/21/30 |  |  | 250801 | 250801 |
| **Total Appreciation** | **Total Appreciation** |  |  |  |  |  |  |  |  | **$8882157** | **$8882157** |
| Bank of America <br> Corp.<br>| 3.090% | Fixed | CPI | Maturity | USD | 10000000 | 03/22/32 |  |  | (45994)<br>| (45994)<br>|
| Bank of America <br> Corp.<br>| 2.604% | Fixed | CPI | Maturity | USD | 8000000 | 05/07/34 |  |  | (36774)<br>| (36774)<br>|
| Citibank, N.A. | 2.645% | Fixed | CPI | Maturity | USD | 9000000 | 02/14/35 |  |  | (67088)<br>| (67088)<br>|
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.551% | Fixed | CPI | Maturity | USD | 4000000 | 07/12/36 |  |  | (4994)<br>| (4994)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.672% | Fixed | CPI | Maturity | USD | 11000000 | 10/26/35 |  |  | (121281)<br>| (121281)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.665% | Fixed | CPI | Maturity | USD | 8000000 | 11/08/35 |  |  | (87251)<br>| (87251)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** |  |  |  |  |  |  |  |  | **$(363382)**<br>| **$(363382)**<br>|
| **Total Appreciation** <br> **(Depreciation)** | **Total Appreciation** <br> **(Depreciation)** |  |  |  |  |  |  |  |  | **$8518775** | **$8518775** |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

As of July 31, 2025, the value of Rule 144A securities amounted to $19,032,069 or 6.9% of net assets.

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $26366777 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $26366777 |
| Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 19114308 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 19114308 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 27773222 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 27773222 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1816680 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1816680 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1968698 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1968698 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 28995207 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 28995207 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4048058 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4048058 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1521269 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1521269 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 20742904 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 20742904 |
| &nbsp;&nbsp;&nbsp;&nbsp; Luxembourg | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1747171 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1747171 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5913750 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5913750 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1535517 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1535517 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2326595 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2326595 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1468867 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1468867 |
| &nbsp;&nbsp;&nbsp;&nbsp; Supranational Organization Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1190750 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1190750 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 207221 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 207221 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2380755 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2380755 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9152913 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9152913 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 113034442 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 113034442 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17550625 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17550625 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1229436 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1229436 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $290085165 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $290085165 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2543045 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2543045 |
| &nbsp;&nbsp;&nbsp;&nbsp; Swap Agreements\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8882157 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8882157 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (611997) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (611997) |
| &nbsp;&nbsp;&nbsp;&nbsp; Swap Agreements\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (363382) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (363382) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $10449823 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $10449823 |
| &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. |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (98.6%) | COMMON STOCKS — (98.6%) | COMMON STOCKS — (98.6%) | COMMON STOCKS — (98.6%) |
| BRAZIL — (4.0%) | BRAZIL — (4.0%) | BRAZIL — (4.0%) | BRAZIL — (4.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Allianca Saude e <br> Participacoes SA<br>| 700 | &nbsp;&nbsp; $613 |
|  | Allied Tecnologia SA | 30010 | &nbsp;&nbsp; 37033 |
|  | Allos SA | 73784 | &nbsp;&nbsp; 280798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Allpark <br> Empreendimentos <br> Participacoes e <br> Servicos SA<br>| 3800 | &nbsp;&nbsp; 2049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alupar Investimento <br> SA<br>| 32739 | &nbsp;&nbsp; 172478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ambev SA (ABEV US), <br> ADR<br>| 112647 | &nbsp;&nbsp; 245570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ambev SA (ABEV3 <br> BZ)<br>| 164200 | &nbsp;&nbsp; 365374 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ambipar Participacoes <br> e Empreendimentos <br> SA<br>| 7700 | &nbsp;&nbsp; 179947 |
|  | Anima Holding SA | 108400 | &nbsp;&nbsp; 70466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Armac Locacao <br> Logistica E Servicos <br> SA<br>| 30400 | &nbsp;&nbsp; 19219 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Automob Participacoes <br> SA<br>| 2496 | &nbsp;&nbsp; 4947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B3 SA - Brasil Bolsa <br> Balcao<br>| 438191 | &nbsp;&nbsp; 984444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bradesco SA <br> (BBDC3 BZ)<br>| 109730 | &nbsp;&nbsp; 262589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco BTG Pactual <br> SA<br>| 40869 | &nbsp;&nbsp; 285595 |
|  | Banco do Brasil SA | 117924 | &nbsp;&nbsp; 414873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Santander <br> Brasil SA<br>| 244993 | &nbsp;&nbsp; 1156372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BB Seguridade <br> Participacoes SA<br>| 91773 | &nbsp;&nbsp; 552321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bemobi Mobile Tech <br> SA<br>| 22569 | &nbsp;&nbsp; 82182 |
| \* | Blau Farmaceutica SA | 13500 | &nbsp;&nbsp; 29775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boa Safra Sementes <br> SA<br>| 18564 | &nbsp;&nbsp; 34346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BR Advisory Partners <br> Participacoes SA<br>| 43200 | &nbsp;&nbsp; 119967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BrasilAgro - Co. <br> Brasileira de <br> Propriedades <br> Agricolas<br>| 21400 | &nbsp;&nbsp; 78613 |
| \* | Brava Energia | 13302 | &nbsp;&nbsp; 46895 |
|  | BRF SA | 131509 | &nbsp;&nbsp; 470887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brisanet Servicos de <br> Telecomunicacoes <br> SA<br>| 52808 | &nbsp;&nbsp; 24803 |
|  | C&A Modas SA | 61300 | &nbsp;&nbsp; 180302 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caixa Seguridade <br> Participacoes SA<br>| 21431 | &nbsp;&nbsp; $52740 |
|  | Camil Alimentos SA | 14000 | &nbsp;&nbsp; 11351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Centrais Eletricas <br> Brasileiras SA<br>| 110789 | &nbsp;&nbsp; 748084 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cia Brasileira de <br> Aluminio<br>| 79642 | &nbsp;&nbsp; 66563 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cia Brasileira de <br> Distribuicao<br>| 99973 | &nbsp;&nbsp; 62845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia de Saneamento <br> Basico do Estado de <br> Sao Paulo SABESP <br> (SBS US), ADR<br>| 15888 | &nbsp;&nbsp; 306321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia de Saneamento <br> Basico do Estado de <br> Sao Paulo SABESP <br> (SBSP3 BZ)<br>| 28000 | &nbsp;&nbsp; 541593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia de Saneamento de <br> Minas Gerais <br> Copasa MG<br>| 41300 | &nbsp;&nbsp; 190733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia De Sanena Do <br> Parana (SAPR11 <br> BZ)<br>| 59600 | &nbsp;&nbsp; 362951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia De Sanena Do <br> Parana (SAPR3 BZ)<br>| 49000 | &nbsp;&nbsp; 66768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Energetica de <br> Minas Gerais <br> (CMIG3 BZ)<br>| 68013 | &nbsp;&nbsp; 178791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Paranaense de <br> Energia - Copel<br>| 132329 | &nbsp;&nbsp; 260898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Siderurgica <br> Nacional SA <br> (CSNA3 BZ)<br>| 289646 | &nbsp;&nbsp; 414848 |
| \* | CM Hospitalar SA | 42800 | &nbsp;&nbsp; 8102 |
|  | Cogna Educacao SA | 795158 | &nbsp;&nbsp; 391931 |
| \* | Cosan SA | 72962 | &nbsp;&nbsp; 77268 |
|  | CPFL Energia SA | 21169 | &nbsp;&nbsp; 143318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cruzeiro do Sul <br> Educacional SA<br>| 87900 | &nbsp;&nbsp; 79587 |
|  | CSU Digital SA | 7400 | &nbsp;&nbsp; 23378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cury Construtora e <br> Incorporadora SA<br>| 50200 | &nbsp;&nbsp; 263930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cyrela Brazil Realty <br> SA <br> Empreendimentos e <br> Participacoes<br>| 89900 | &nbsp;&nbsp; 393665 |
| Ω | Desktop SA | 45900 | &nbsp;&nbsp; 67380 |
|  | Dexco SA | 135919 | &nbsp;&nbsp; 137144 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Diagnosticos da <br> America SA<br>| 39079 | &nbsp;&nbsp; 8654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dimed SA Distribuidora <br> da Medicamentos<br>| 32800 | &nbsp;&nbsp; 53304 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Direcional Engenharia <br> SA<br>| 29621 | &nbsp;&nbsp; $206253 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EcoRodovias <br> Infraestrutura e <br> Logistica SA<br>| 78600 | &nbsp;&nbsp; 94608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Embraer SA (EMBR3 <br> BZ)<br>| 17800 | &nbsp;&nbsp; 256404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empreendimentos <br> Pague Menos SA<br>| 92983 | &nbsp;&nbsp; 65259 |
|  | Energisa SA | 47991 | &nbsp;&nbsp; 391329 |
| \* | Eneva SA | 109924 | &nbsp;&nbsp; 264035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Engie Brasil Energia <br> SA<br>| 28100 | &nbsp;&nbsp; 200379 |
|  | Equatorial Energia SA | 104815 | &nbsp;&nbsp; 637738 |
|  | Eternit SA | 11831 | &nbsp;&nbsp; 7902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Even Construtora e <br> Incorporadora SA<br>| 45200 | &nbsp;&nbsp; 56101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ez Tec <br> Empreendimentos e <br> Participacoes SA<br>| 34600 | &nbsp;&nbsp; 84839 |
|  | Fleury SA | 84097 | &nbsp;&nbsp; 215515 |
|  | Fras-Le SA | 10490 | &nbsp;&nbsp; 44230 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gerdau SA, Sponsored <br> ADR<br>| 182048 | &nbsp;&nbsp; 538862 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; GPS Participacoes e <br> Empreendimentos <br> SA<br>| 49352 | &nbsp;&nbsp; 124800 |
|  | Grendene SA | 74498 | &nbsp;&nbsp; 67054 |
|  | Grupo Mateus SA | 84194 | &nbsp;&nbsp; 110213 |
|  | Grupo SBF SA | 45800 | &nbsp;&nbsp; 89890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guararapes <br> Confeccoes SA<br>| 26300 | &nbsp;&nbsp; 36306 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hapvida Participacoes <br> e Investimentos SA<br>| 43640 | &nbsp;&nbsp; 257730 |
| \* | Hidrovias do Brasil SA | 44303 | &nbsp;&nbsp; 28008 |
|  | Hypera SA | 96363 | &nbsp;&nbsp; 442445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intelbras SA Industria <br> de Telecomunicacao <br> Eletronica Brasileira<br>| 7898 | &nbsp;&nbsp; 19930 |
|  | Iochpe Maxion SA | 37600 | &nbsp;&nbsp; 97902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Irani Papel e <br> Embalagem SA<br>| 19900 | &nbsp;&nbsp; 26512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IRB-Brasil Resseguros <br> SA<br>| 29015 | &nbsp;&nbsp; 235764 |
|  | Jalles Machado SA | 60949 | &nbsp;&nbsp; 37008 |
| \* | JBS NV, BDR | 86831 | &nbsp;&nbsp; 1192316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JHSF Participacoes <br> SA<br>| 146300 | &nbsp;&nbsp; 134555 |
|  | JSL SA | 36000 | &nbsp;&nbsp; 33624 |
|  | Kepler Weber SA | 42500 | &nbsp;&nbsp; 53281 |
|  | Klabin SA | 202419 | &nbsp;&nbsp; 672374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lavvi <br> Empreendimentos <br> Imobiliarios SA<br>| 23722 | &nbsp;&nbsp; 51981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Localiza Rent a Car <br> SA<br>| 78403 | &nbsp;&nbsp; 484877 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LOG Commercial <br> Properties e <br> Participacoes SA<br>| 12500 | &nbsp;&nbsp; $46946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Log-in Logistica <br> Intermodal SA<br>| 2700 | &nbsp;&nbsp; 12300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lojas Quero-Quero <br> SA<br>| 65679 | &nbsp;&nbsp; 28385 |
|  | Lojas Renner SA | 314903 | &nbsp;&nbsp; 914979 |
| Ω | LWSA SA | 97027 | &nbsp;&nbsp; 65498 |
|  | M Dias Branco SA | 15121 | &nbsp;&nbsp; 65647 |
|  | Magazine Luiza SA | 95422 | &nbsp;&nbsp; 120310 |
|  | Mahle Metal Leve SA | 11900 | &nbsp;&nbsp; 60759 |
|  | Marcopolo SA | 59680 | &nbsp;&nbsp; 70876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marfrig Global Foods <br> SA<br>| 83865 | &nbsp;&nbsp; 319012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melnick Even <br> Desenvolvimento <br> Imobiliario SA<br>| 39400 | &nbsp;&nbsp; 23149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mills Locacao Servicos <br> e Logistica SA<br>| 59365 | &nbsp;&nbsp; 119270 |
| \* | Minerva SA | 56414 | &nbsp;&nbsp; 49769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motiva Infraestrutura <br> de Mobilidade SA<br>| 164319 | &nbsp;&nbsp; 361237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Moura Dubeux <br> Engenharia SA<br>| 22406 | &nbsp;&nbsp; 90471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Movida Participacoes <br> SA<br>| 65109 | &nbsp;&nbsp; 72091 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MRV Engenharia e <br> Participacoes SA<br>| 126876 | &nbsp;&nbsp; 134817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Multiplan <br> Empreendimentos <br> Imobiliarios SA<br>| 56493 | &nbsp;&nbsp; 255248 |
| \* | Natura Cosmeticos SA | 243682 | &nbsp;&nbsp; 392969 |
|  | Neoenergia SA | 35807 | &nbsp;&nbsp; 156732 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oceanpact Servicos <br> Maritimos SA<br>| 56000 | &nbsp;&nbsp; 60905 |
|  | Odontoprev SA | 77420 | &nbsp;&nbsp; 166052 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oncoclinicas do Brasil <br> Servicos Medicos <br> SA<br>| 34929 | &nbsp;&nbsp; 33996 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orizon Valorizacao de <br> Residuos SA<br>| 6256 | &nbsp;&nbsp; 53594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pet Center Comercio e <br> Participacoes SA<br>| 58396 | &nbsp;&nbsp; 41298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Petroleo Brasileiro SA - <br> Petrobras<br>| 742902 | &nbsp;&nbsp; 4748321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Petroleo Brasileiro SA - <br> Petrobras (PBRA <br> US), Sponsored <br> ADR<br>| 221043 | &nbsp;&nbsp; 2568520 |
|  | Petroreconcavo SA | 50797 | &nbsp;&nbsp; 121741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Plano & Plano <br> Desenvolvimento <br> Imobiliario SA<br>| 20800 | &nbsp;&nbsp; 48290 |
|  | Porto Seguro SA | 33600 | &nbsp;&nbsp; 311365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Positivo Tecnologia <br> SA<br>| 49600 | &nbsp;&nbsp; 35166 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Priner Servicos <br> Industriais SA<br>| 3700 | &nbsp;&nbsp; $10130 |
| \* | PRIO SA | 168134 | &nbsp;&nbsp; 1266811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qualicorp Consultoria <br> e Corretora de <br> Seguros SA<br>| 146200 | &nbsp;&nbsp; 42558 |
|  | Raia Drogasil SA | 61260 | &nbsp;&nbsp; 147364 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Rede D'Or Sao Luiz <br> SA<br>| 15717 | &nbsp;&nbsp; 91221 |
|  | Romi SA | 13303 | &nbsp;&nbsp; 18958 |
|  | Rumo SA | 53976 | &nbsp;&nbsp; 159435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Santos Brasil <br> Participacoes SA<br>| 94349 | &nbsp;&nbsp; 235049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sao Carlos <br> Empreendimentos e <br> Participacoes SA<br>| 3638 | &nbsp;&nbsp; 12019 |
|  | Sao Martinho SA | 33321 | &nbsp;&nbsp; 103184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sendas Distribuidora <br> SA (ASAI3 BZ)<br>| 211739 | &nbsp;&nbsp; 355826 |
| Ω | Ser Educacional SA | 56800 | &nbsp;&nbsp; 80236 |
| \* | Serena Energia SA | 91826 | &nbsp;&nbsp; 194325 |
|  | Simpar SA | 126800 | &nbsp;&nbsp; 97146 |
|  | SLC Agricola SA | 47856 | &nbsp;&nbsp; 156655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smartfit Escola de <br> Ginastica e Danca <br> SA<br>| 75969 | &nbsp;&nbsp; 281108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzano SA (SUZB3 <br> BZ)<br>| 107492 | &nbsp;&nbsp; 1001100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tegma Gestao <br> Logistica SA<br>| 15400 | &nbsp;&nbsp; 100218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telefonica Brasil SA <br> (VIV US), ADR<br>| 11295 | &nbsp;&nbsp; 126730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telefonica Brasil SA <br> (VIVT3 BZ)<br>| 48820 | &nbsp;&nbsp; 274460 |
|  | TIM SA | 176200 | &nbsp;&nbsp; 651678 |
|  | TOTVS SA | 32900 | &nbsp;&nbsp; 256229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transmissora Alianca <br> de Energia Eletrica <br> SA<br>| 71600 | &nbsp;&nbsp; 426566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tres Tentos <br> Agroindustrial SA<br>| 54230 | &nbsp;&nbsp; 132003 |
|  | Trisul SA | 30600 | &nbsp;&nbsp; 33936 |
|  | Tupy SA | 27300 | &nbsp;&nbsp; 78543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ultrapar Participacoes <br> SA (UGPA3 BZ)<br>| 84426 | &nbsp;&nbsp; 258877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unifique <br> Telecomunicacoes <br> SA<br>| 50200 | &nbsp;&nbsp; 33619 |
|  | Unipar Carbocloro SA | 5775 | &nbsp;&nbsp; 51567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Usinas Siderurgicas de <br> Minas Gerais SA <br> Usiminas<br>| 25300 | &nbsp;&nbsp; 20829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vale SA (VALE US), <br> Sponsored ADR<br>| 301863 | &nbsp;&nbsp; 2876754 |
|  | Vale SA (VALE3 BZ) | 183800 | &nbsp;&nbsp; 1754775 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valid Solucoes e <br> Servicos de <br> Seguranca em <br> Meios de <br> Pagamento e <br> Identificacao SA<br>| 25700 | &nbsp;&nbsp; $101064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vamos Locacao de <br> Caminhoes <br> Maquinas e <br> Equipamentos SA<br>| 54182 | &nbsp;&nbsp; 37156 |
|  | Veste SA Estilo | 8910 | &nbsp;&nbsp; 9038 |
|  | Vibra Energia SA | 252973 | &nbsp;&nbsp; 958212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vivara Participacoes <br> SA<br>| 38400 | &nbsp;&nbsp; 174323 |
|  | Vulcabras SA | 17164 | &nbsp;&nbsp; 57688 |
|  | WEG SA | 108600 | &nbsp;&nbsp; 719727 |
|  | Wilson Sons SA | 55300 | &nbsp;&nbsp; 174802 |
|  | Wiz Co. | 25600 | &nbsp;&nbsp; 34380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YDUQS Participacoes <br> SA<br>| 105367 | &nbsp;&nbsp; 243493 |
| \* | Zamp SA | 78928 | &nbsp;&nbsp; 49193 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp; 43713327 |
| CHILE — (0.6%) | CHILE — (0.6%) | CHILE — (0.6%) | CHILE — (0.6%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aguas Andinas SA, <br> Class A<br>| 640658 | &nbsp;&nbsp; 210850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco de Chile (BCH <br> US), ADR<br>| 18151 | &nbsp;&nbsp; 495885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco de Credito e <br> Inversiones SA<br>| 8124 | &nbsp;&nbsp; 322417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Santander Chile <br> (BSAC US), ADR<br>| 8394 | &nbsp;&nbsp; 193146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Santander Chile <br> (BSAN CI)<br>| 2610133 | &nbsp;&nbsp; 150767 |
|  | Besalco SA | 1195 | &nbsp;&nbsp; 1007 |
|  | Bicecorp SA | 363513 | &nbsp;&nbsp; 99885 |
| \* | CAP SA | 20450 | &nbsp;&nbsp; 97350 |
|  | Cencosud SA | 127986 | &nbsp;&nbsp; 385559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cencosud Shopping <br> SA<br>| 75632 | &nbsp;&nbsp; 147748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Cervecerias <br> Unidas SA (CCU <br> CI)<br>| 43042 | &nbsp;&nbsp; 254558 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cia Cervecerias <br> Unidas SA (CCU <br> US), Sponsored <br> ADR<br>| 2514 | &nbsp;&nbsp; 29489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Sud Americana de <br> Vapores SA<br>| 4001974 | &nbsp;&nbsp; 202236 |
|  | Colbun SA | 1721641 | &nbsp;&nbsp; 254863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Embotelladora Andina <br> SA, ADR, Class B<br>| 11505 | &nbsp;&nbsp; 263695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empresa Nacional de <br> Telecomunicaciones <br> SA<br>| 85373 | &nbsp;&nbsp; 280518 |
|  | Empresas CMPC SA | 167426 | &nbsp;&nbsp; 235850 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) |
|  | Empresas Copec SA | 66185 | &nbsp;&nbsp; $438167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enel Americas SA <br> (ENELAM CI)<br>| 1854155 | &nbsp;&nbsp; 184918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enel Chile SA <br> (ENELCHIL CI)<br>| 2979451 | &nbsp;&nbsp; 190847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Engie Energia Chile <br> SA<br>| 147721 | &nbsp;&nbsp; 180587 |
|  | Falabella SA | 16488 | &nbsp;&nbsp; 82219 |
|  | Forus SA | 13556 | &nbsp;&nbsp; 28787 |
|  | Grupo Security SA | 11775 | &nbsp;&nbsp; 3241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Instituto de Diagnostico <br> SA<br>| 5826 | &nbsp;&nbsp; 14238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inversiones Aguas <br> Metropolitanas SA<br>| 183489 | &nbsp;&nbsp; 156581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inversiones La <br> Construccion SA<br>| 16231 | &nbsp;&nbsp; 179697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Latam Airlines Group <br> SA<br>| 17898107 | &nbsp;&nbsp; 391414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Latam Airlines Group <br> SA, ADR<br>| 2442 | &nbsp;&nbsp; 105958 |
| \* | Multiexport Foods SA | 50860 | &nbsp;&nbsp; 12701 |
|  | Parque Arauco SA | 129176 | &nbsp;&nbsp; 263503 |
|  | Plaza SA | 95040 | &nbsp;&nbsp; 200788 |
|  | Ripley Corp. SA | 380831 | &nbsp;&nbsp; 161321 |
|  | Salfacorp SA | 242422 | &nbsp;&nbsp; 178711 |
|  | Sigdo Koppers SA | 25113 | &nbsp;&nbsp; 33135 |
|  | SMU SA | 1132190 | &nbsp;&nbsp; 179151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sociedad Matriz SAAM <br> SA<br>| 1011061 | &nbsp;&nbsp; 122665 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sociedad Quimica y <br> Minera de Chile SA, <br> Sponsored ADR<br>| 3338 | &nbsp;&nbsp; 122671 |
|  | SONDA SA | 206223 | &nbsp;&nbsp; 68694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vina Concha y Toro <br> SA<br>| 177682 | &nbsp;&nbsp; 189975 |
| TOTAL CHILE | TOTAL CHILE |  | &nbsp;&nbsp; 7115792 |
| COLOMBIA — (0.2%) | COLOMBIA — (0.2%) | COLOMBIA — (0.2%) | COLOMBIA — (0.2%) |
|  | Celsia SA | 80851 | &nbsp;&nbsp; 90784 |
|  | Cementos Argos SA | 85190 | &nbsp;&nbsp; 223470 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Corp. Financiera <br> Colombiana SA<br>| 48312 | &nbsp;&nbsp; 202448 |
|  | Grupo Argos SA | 74129 | &nbsp;&nbsp; 301069 |
|  | Grupo Cibest SA | 23541 | &nbsp;&nbsp; 306513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Cibest SA, <br> ADR<br>| 8441 | &nbsp;&nbsp; 366508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo de Inversiones <br> Suramericana SA<br>| 19040 | &nbsp;&nbsp; 210157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Energia Bogota <br> SA ESP<br>| 166611 | &nbsp;&nbsp; 117423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interconexion Electrica <br> SA ESP<br>| 23212 | &nbsp;&nbsp; 116455 |
|  | Mineros SA | 59641 | &nbsp;&nbsp; 107720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Organizacion Terpel <br> SA<br>| 3596 | &nbsp;&nbsp; 11168 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COLOMBIA — (Continued) | COLOMBIA — (Continued) | COLOMBIA — (Continued) | COLOMBIA — (Continued) |
|  | Promigas SA ESP | 7558 | &nbsp;&nbsp; $12098 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | &nbsp;&nbsp; 2065813 |
| CZECH REPUBLIC — (0.2%) | CZECH REPUBLIC — (0.2%) | CZECH REPUBLIC — (0.2%) | CZECH REPUBLIC — (0.2%) |
|  | CEZ AS | 15989 | &nbsp;&nbsp; 926393 |
|  | Komercni Banka AS | 7982 | &nbsp;&nbsp; 380227 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Moneta Money Bank <br> AS<br>| 81201 | &nbsp;&nbsp; 564804 |
|  | Philip Morris CR AS | 169 | &nbsp;&nbsp; 136348 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CZECH <br> REPUBLIC | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CZECH <br> REPUBLIC |  | &nbsp;&nbsp; 2007772 |
| EGYPT — (0.0%) | 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>| 55885 | &nbsp;&nbsp; 106825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial <br> International Bank - <br> Egypt (CIB) <br> (CMGGF US), GDR<br>| 131836 | &nbsp;&nbsp; 252333 |
| TOTAL EGYPT | TOTAL EGYPT |  | &nbsp;&nbsp; 359158 |
| FRANCE — (0.0%) | FRANCE — (0.0%) | FRANCE — (0.0%) | FRANCE — (0.0%) |
|  | Carrefour SA, BDR | 20662 | &nbsp;&nbsp; 309807 |
| GREECE — (0.8%) | GREECE — (0.8%) | GREECE — (0.8%) | GREECE — (0.8%) |
|  | Aegean Airlines SA | 11869 | &nbsp;&nbsp; 170669 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aktor SA Holding Co. <br> Technical & Energy <br> Projects<br>| 6251 | &nbsp;&nbsp; 44460 |
|  | Alpha Bank SA | 262104 | &nbsp;&nbsp; 981089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Athens International <br> Airport SA<br>| 6092 | &nbsp;&nbsp; 69483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Athens Water Supply & <br> Sewage Co. SA<br>| 7308 | &nbsp;&nbsp; 61148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autohellas Tourist & <br> Trading SA<br>| 4052 | &nbsp;&nbsp; 49179 |
|  | Avax SA | 8062 | &nbsp;&nbsp; 20926 |
|  | Bank of Greece | 6383 | &nbsp;&nbsp; 109832 |
|  | Ellaktor SA | 24740 | &nbsp;&nbsp; 37426 |
|  | ElvalHalcor SA | 19905 | &nbsp;&nbsp; 57022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eurobank Ergasias <br> Services & Holdings <br> SA<br>| 249311 | &nbsp;&nbsp; 915061 |
|  | Fourlis Holdings SA | 13371 | &nbsp;&nbsp; 67784 |
|  | GEK Terna SA | 15008 | &nbsp;&nbsp; 370426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hellenic Exchanges - <br> Athens Stock <br> Exchange SA<br>| 13812 | &nbsp;&nbsp; 109817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hellenic <br> Telecommunications <br> Organization SA<br>| 19276 | &nbsp;&nbsp; 349346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helleniq Energy <br> Holdings SA<br>| 43820 | &nbsp;&nbsp; 384701 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holding Co. ADMIE <br> IPTO SA<br>| 34528 | &nbsp;&nbsp; $130035 |
|  | Ideal Holdings SA | 3864 | &nbsp;&nbsp; 26427 |
|  | Intracom Holdings SA | 17092 | &nbsp;&nbsp; 64415 |
|  | Jumbo SA | 18270 | &nbsp;&nbsp; 616242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kri-Kri Milk Industry <br> SA<br>| 3698 | &nbsp;&nbsp; 79022 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LAMDA Development <br> SA<br>| 19123 | &nbsp;&nbsp; 145192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metlen Energy & <br> Metals SA<br>| 17887 | &nbsp;&nbsp; 983988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motor Oil Hellas <br> Corinth Refineries <br> SA<br>| 10567 | &nbsp;&nbsp; 302717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank of <br> Greece SA<br>| 51833 | &nbsp;&nbsp; 722995 |
|  | OPAP SA | 16415 | &nbsp;&nbsp; 367642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Piraeus Financial <br> Holdings SA<br>| 144597 | &nbsp;&nbsp; 1111869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Piraeus Port Authority <br> SA<br>| 2285 | &nbsp;&nbsp; 125423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Profile Systems & <br> Software SA<br>| 1902 | &nbsp;&nbsp; 16588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Public Power Corp. <br> SA<br>| 16808 | &nbsp;&nbsp; 272617 |
|  | Quest Holdings SA | 10392 | &nbsp;&nbsp; 86692 |
|  | Sarantis SA | 6337 | &nbsp;&nbsp; 96862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thrace Plastics <br> Holding & Co.<br>| 6640 | &nbsp;&nbsp; 29892 |
|  | Titan SA (TITC BB) | 7464 | &nbsp;&nbsp; 298178 |
|  | Titan SA (TITC GA) | 1563 | &nbsp;&nbsp; 64434 |
| TOTAL GREECE | TOTAL GREECE |  | &nbsp;&nbsp; 9339599 |
| HUNGARY — (0.3%) | HUNGARY — (0.3%) | HUNGARY — (0.3%) | HUNGARY — (0.3%) |
| \* | 4iG Nyrt | 8332 | &nbsp;&nbsp; 43546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magyar Telekom <br> Telecommunications <br> PLC<br>| 90034 | &nbsp;&nbsp; 447053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MOL Hungarian Oil & <br> Gas PLC<br>| 90708 | &nbsp;&nbsp; 788118 |
|  | Opus Global Nyrt | 41353 | &nbsp;&nbsp; 67645 |
|  | OTP Bank Nyrt | 21900 | &nbsp;&nbsp; 1777095 |
|  | Richter Gedeon Nyrt | 5839 | &nbsp;&nbsp; 175100 |
| TOTAL HUNGARY | TOTAL HUNGARY |  | &nbsp;&nbsp; 3298557 |
| INDIA — (25.1%) | INDIA — (25.1%) | INDIA — (25.1%) | INDIA — (25.1%) |
|  | 360 ONE WAM Ltd. | 19404 | &nbsp;&nbsp; 232320 |
|  | 3M India Ltd. | 529 | &nbsp;&nbsp; 186705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 63 Moons <br> Technologies Ltd.<br>| 8503 | &nbsp;&nbsp; 96682 |
|  | Aarti Drugs Ltd. | 10228 | &nbsp;&nbsp; 58959 |
|  | Aarti Industries Ltd. | 26945 | &nbsp;&nbsp; 127760 |
|  | Aarti Pharmalabs Ltd. | 15040 | &nbsp;&nbsp; 155211 |
| \* | Aavas Financiers Ltd. | 14079 | &nbsp;&nbsp; 277020 |
|  | ABB India Ltd. | 4772 | &nbsp;&nbsp; 299031 |
|  | ACC Ltd. | 5609 | &nbsp;&nbsp; 114252 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accelya Solutions India <br> Ltd.<br>| 1250 | &nbsp;&nbsp; $19717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Action Construction <br> Equipment Ltd.<br>| 12494 | &nbsp;&nbsp; 160978 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adani Energy Solutions <br> Ltd.<br>| 73104 | &nbsp;&nbsp; 668559 |
|  | Adani Enterprises Ltd. | 5614 | &nbsp;&nbsp; 154962 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adani Green Energy <br> Ltd.<br>| 2031 | &nbsp;&nbsp; 22702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Adani Ports & Special <br> Economic Zone Ltd.<br>| 77903 | &nbsp;&nbsp; 1215854 |
| \* | Adani Power Ltd. | 138896 | &nbsp;&nbsp; 924427 |
|  | Adani Total Gas Ltd. | 15637 | &nbsp;&nbsp; 107099 |
|  | ADF Foods Ltd. | 19716 | &nbsp;&nbsp; 54760 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aditya Birla Capital <br> Ltd.<br>| 161410 | &nbsp;&nbsp; 470009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aditya Birla Fashion & <br> Retail Ltd.<br>| 65024 | &nbsp;&nbsp; 53879 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aditya Birla Lifestyle <br> Brands Ltd.<br>| 65024 | &nbsp;&nbsp; 105777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aditya Birla Real <br> Estate Ltd.<br>| 9815 | &nbsp;&nbsp; 210895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Enzyme <br> Technologies Ltd.<br>| 17159 | &nbsp;&nbsp; 68233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advent Hotels <br> International Pvt <br> Ltd.<br>| 4756 | &nbsp;&nbsp; 16977 |
|  | Aegis Logistics Ltd. | 32753 | &nbsp;&nbsp; 267614 |
| \* | Aether Industries Ltd. | 6004 | &nbsp;&nbsp; 52440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agarwal Industrial <br> Corp. Ltd.<br>| 1078 | &nbsp;&nbsp; 12032 |
|  | AGI Greenpac Ltd. | 10343 | &nbsp;&nbsp; 112830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ahluwalia Contracts <br> India Ltd.<br>| 12390 | &nbsp;&nbsp; 144371 |
|  | AIA Engineering Ltd. | 12890 | &nbsp;&nbsp; 460486 |
|  | Ajanta Pharma Ltd. | 13477 | &nbsp;&nbsp; 420276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ajmera Realty & Infra <br> India Ltd.<br>| 9113 | &nbsp;&nbsp; 92471 |
|  | Akzo Nobel India Ltd. | 2999 | &nbsp;&nbsp; 128933 |
|  | Alembic Ltd. | 33100 | &nbsp;&nbsp; 41986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alembic <br> Pharmaceuticals <br> Ltd.<br>| 18458 | &nbsp;&nbsp; 205191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alkem Laboratories <br> Ltd.<br>| 5869 | &nbsp;&nbsp; 336023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alkyl Amines <br> Chemicals<br>| 4618 | &nbsp;&nbsp; 123412 |
| \* | Allcargo Gati Ltd. | 15456 | &nbsp;&nbsp; 11381 |
|  | Allcargo Logistics Ltd. | 101641 | &nbsp;&nbsp; 40327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allied Digital Services <br> Ltd.<br>| 10913 | &nbsp;&nbsp; 19632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amara Raja Energy & <br> Mobility Ltd.<br>| 51932 | &nbsp;&nbsp; 569663 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amber Enterprises <br> India Ltd.<br>| 3553 | &nbsp;&nbsp; 320622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ambika Cotton Mills <br> Ltd.<br>| 566 | &nbsp;&nbsp; 9988 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Ambuja Cements Ltd. | 65025 | &nbsp;&nbsp; $435818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amrutanjan Health <br> Care Ltd.<br>| 2828 | &nbsp;&nbsp; 21170 |
|  | Anant Raj Ltd. | 36315 | &nbsp;&nbsp; 230611 |
|  | Andhra Paper Ltd. | 15705 | &nbsp;&nbsp; 13931 |
|  | Andhra Sugars Ltd.  | 11068 | &nbsp;&nbsp; 9720 |
|  | Angel One Ltd. | 21910 | &nbsp;&nbsp; 644619 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Antony Waste Handling <br> Cell Ltd.<br>| 6735 | &nbsp;&nbsp; 46784 |
|  | Anup Engineering Ltd. | 3082 | &nbsp;&nbsp; 93484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anupam Rasayan India <br> Ltd.<br>| 1186 | &nbsp;&nbsp; 15249 |
|  | Apar Industries Ltd. | 4913 | &nbsp;&nbsp; 494266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apcotex Industries <br> Ltd.<br>| 4995 | &nbsp;&nbsp; 24331 |
|  | APL Apollo Tubes Ltd. | 23471 | &nbsp;&nbsp; 426807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apollo Hospitals <br> Enterprise Ltd.<br>| 8751 | &nbsp;&nbsp; 746969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apollo Micro Systems <br> Ltd.<br>| 59115 | &nbsp;&nbsp; 115976 |
|  | Apollo Pipes Ltd. | 1408 | &nbsp;&nbsp; 6465 |
|  | Apollo Tyres Ltd. | 133844 | &nbsp;&nbsp; 689244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aptus Value Housing <br> Finance India Ltd.<br>| 73163 | &nbsp;&nbsp; 273421 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arman Financial <br> Services Ltd.<br>| 2204 | &nbsp;&nbsp; 40983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Artemis Medicare <br> Services Ltd.<br>| 5281 | &nbsp;&nbsp; 14303 |
|  | Arvind Fashions Ltd. | 28086 | &nbsp;&nbsp; 177054 |
|  | Arvind Ltd. | 62284 | &nbsp;&nbsp; 223631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arvind SmartSpaces <br> Ltd.<br>| 2067 | &nbsp;&nbsp; 14621 |
|  | Asahi India Glass Ltd. | 25934 | &nbsp;&nbsp; 247647 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ashapura Minechem <br> Ltd.<br>| 9804 | &nbsp;&nbsp; 61568 |
|  | Ashiana Housing Ltd. | 14741 | &nbsp;&nbsp; 53367 |
|  | Ashok Leyland Ltd. | 806476 | &nbsp;&nbsp; 1110140 |
| \* | Ashoka Buildcon Ltd. | 67324 | &nbsp;&nbsp; 154252 |
|  | Asian Paints Ltd. | 33720 | &nbsp;&nbsp; 918450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated Alcohols & <br> Breweries Ltd.<br>| 3899 | &nbsp;&nbsp; 45606 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Aster DM Healthcare <br> Ltd.<br>| 70402 | &nbsp;&nbsp; 484318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra Microwave <br> Products Ltd.<br>| 10836 | &nbsp;&nbsp; 118202 |
|  | Astral Ltd. | 5896 | &nbsp;&nbsp; 93824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca Pharma <br> India Ltd.<br>| 1328 | &nbsp;&nbsp; 138661 |
|  | Atul Ltd. | 3839 | &nbsp;&nbsp; 289061 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; AU Small Finance <br> Bank Ltd.<br>| 71553 | &nbsp;&nbsp; 603273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AurionPro Solutions <br> Ltd.<br>| 3408 | &nbsp;&nbsp; 52446 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aurobindo Pharma <br> Ltd.<br>| 67160 | &nbsp;&nbsp; 866804 |
|  | Automotive Axles Ltd. | 895 | &nbsp;&nbsp; 18943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avadh Sugar & Energy <br> Ltd.<br>| 5287 | &nbsp;&nbsp; 27625 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Avantel Ltd. | 38083 | &nbsp;&nbsp; $54989 |
|  | Avanti Feeds Ltd. | 16537 | &nbsp;&nbsp; 127303 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Avenue Supermarts <br> Ltd.<br>| 4658 | &nbsp;&nbsp; 225379 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AWL Agri Business <br> Ltd.<br>| 27910 | &nbsp;&nbsp; 83051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Axis Bank Ltd. (AXSB <br> IN)<br>| 302105 | &nbsp;&nbsp; 3668786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AXISCADES <br> Technologies Ltd.<br>| 1290 | &nbsp;&nbsp; 19345 |
|  | Bajaj Auto Ltd. | 8800 | &nbsp;&nbsp; 800716 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bajaj Consumer Care <br> Ltd.<br>| 24345 | &nbsp;&nbsp; 61978 |
|  | Bajaj Finance Ltd. | 325118 | &nbsp;&nbsp; 3249144 |
|  | Bajaj Finserv Ltd. | 28992 | &nbsp;&nbsp; 642839 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bajaj Hindusthan <br> Sugar Ltd.<br>| 122007 | &nbsp;&nbsp; 32282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bajaj Holdings & <br> Investment Ltd.<br>| 3089 | &nbsp;&nbsp; 493817 |
|  | Balaji Amines Ltd. | 1650 | &nbsp;&nbsp; 33529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Balkrishna Industries <br> Ltd.<br>| 18179 | &nbsp;&nbsp; 553366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Balmer Lawrie & Co. <br> Ltd.<br>| 21317 | &nbsp;&nbsp; 50931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Balrampur Chini Mills <br> Ltd.<br>| 42518 | &nbsp;&nbsp; 283467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Balu Forge Industries <br> Ltd.<br>| 1139 | &nbsp;&nbsp; 7892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Products India <br> Ltd.<br>| 16872 | &nbsp;&nbsp; 113761 |
| Ω | Bandhan Bank Ltd. | 215416 | &nbsp;&nbsp; 410829 |
|  | Bank of Baroda | 154395 | &nbsp;&nbsp; 416960 |
|  | Bank of India | 155774 | &nbsp;&nbsp; 196899 |
|  | Bank of Maharashtra | 262660 | &nbsp;&nbsp; 166998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bannari Amman <br> Sugars Ltd.<br>| 618 | &nbsp;&nbsp; 26420 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Barbeque Nation <br> Hospitality Ltd.<br>| 5008 | &nbsp;&nbsp; 16167 |
|  | BASF India Ltd. | 3607 | &nbsp;&nbsp; 205825 |
|  | Bata India Ltd. | 14618 | &nbsp;&nbsp; 199539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bayer CropScience <br> Ltd.<br>| 4265 | &nbsp;&nbsp; 307059 |
|  | BCL Industries Ltd. | 57245 | &nbsp;&nbsp; 28723 |
|  | BEML Ltd. | 2206 | &nbsp;&nbsp; 98855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berger Paints India <br> Ltd.<br>| 32623 | &nbsp;&nbsp; 208551 |
| \* | BF Utilities Ltd. | 5803 | &nbsp;&nbsp; 49128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bhansali Engineering <br> Polymers Ltd.<br>| 47575 | &nbsp;&nbsp; 62895 |
|  | Bharat Bijlee Ltd. | 2394 | &nbsp;&nbsp; 80240 |
|  | Bharat Dynamics Ltd. | 2525 | &nbsp;&nbsp; 46355 |
|  | Bharat Electronics Ltd. | 342534 | &nbsp;&nbsp; 1487681 |
|  | Bharat Forge Ltd. | 55677 | &nbsp;&nbsp; 736494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bharat Heavy <br> Electricals Ltd.<br>| 89496 | &nbsp;&nbsp; 242271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bharat Petroleum <br> Corp. Ltd.<br>| 147195 | &nbsp;&nbsp; 546467 |
|  | Bharat Rasayan Ltd. | 365 | &nbsp;&nbsp; 45240 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bharat Wire Ropes <br> Ltd.<br>| 10106 | &nbsp;&nbsp; $21420 |
|  | Bharti Airtel Ltd. | 275115 | &nbsp;&nbsp; 5981820 |
|  | Biocon Ltd. | 77301 | &nbsp;&nbsp; 343130 |
|  | Birla Corp. Ltd. | 6698 | &nbsp;&nbsp; 104334 |
|  | BirlaNu Ltd. | 1089 | &nbsp;&nbsp; 28524 |
|  | Birlasoft Ltd. | 47548 | &nbsp;&nbsp; 210315 |
| \* | Black Box Ltd. | 13958 | &nbsp;&nbsp; 80581 |
|  | Bliss Gvs Pharma Ltd. | 7243 | &nbsp;&nbsp; 14484 |
|  | Blue Dart Express Ltd. | 2251 | &nbsp;&nbsp; 153421 |
|  | Blue Star Ltd. | 21273 | &nbsp;&nbsp; 419501 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bluspring Enterprises <br> Ltd.<br>| 25700 | &nbsp;&nbsp; 25818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bombay Burmah <br> Trading Co.<br>| 9103 | &nbsp;&nbsp; 195904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bombay Dyeing & <br> Manufacturing Co. <br> Ltd.<br>| 39140 | &nbsp;&nbsp; 75478 |
| \* | Borosil Ltd. | 11332 | &nbsp;&nbsp; 42135 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Borosil Renewables <br> Ltd.<br>| 3713 | &nbsp;&nbsp; 25628 |
| \* | Borosil Scientific Ltd. | 1931 | &nbsp;&nbsp; 3605 |
|  | Bosch Ltd. | 253 | &nbsp;&nbsp; 116110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brigade Enterprises <br> Ltd.<br>| 40583 | &nbsp;&nbsp; 461083 |
| \* | Brightcom Group Ltd. | 479160 | &nbsp;&nbsp; 74993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Britannia Industries <br> Ltd.<br>| 14660 | &nbsp;&nbsp; 963554 |
|  | BSE Ltd. | 13669 | &nbsp;&nbsp; 376332 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Camlin Fine Sciences <br> Ltd.<br>| 22865 | &nbsp;&nbsp; 69290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Campus Activewear <br> Ltd.<br>| 29039 | &nbsp;&nbsp; 88283 |
|  | Can Fin Homes Ltd. | 31355 | &nbsp;&nbsp; 267626 |
|  | Canara Bank | 337267 | &nbsp;&nbsp; 409681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cantabil Retail India <br> Ltd.<br>| 6559 | &nbsp;&nbsp; 19766 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Capacit'e Infraprojects <br> Ltd.<br>| 16597 | &nbsp;&nbsp; 57659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caplin Point <br> Laboratories Ltd.<br>| 7519 | &nbsp;&nbsp; 176458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carborundum <br> Universal Ltd.<br>| 22547 | &nbsp;&nbsp; 239524 |
|  | Care Ratings Ltd. | 5411 | &nbsp;&nbsp; 104265 |
| \* | Cartrade Tech Ltd. | 11469 | &nbsp;&nbsp; 284464 |
|  | Carysil Ltd. | 5598 | &nbsp;&nbsp; 56132 |
|  | Castrol India Ltd. | 128843 | &nbsp;&nbsp; 318927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CCL Products India <br> Ltd.<br>| 24480 | &nbsp;&nbsp; 238379 |
|  | CE Info Systems Ltd. | 3314 | &nbsp;&nbsp; 67504 |
|  | Ceat Ltd. | 9788 | &nbsp;&nbsp; 368675 |
|  | Cello World Ltd. | 7189 | &nbsp;&nbsp; 48724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Depository <br> Services India Ltd.<br>| 30520 | &nbsp;&nbsp; 512067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Centum Electronics <br> Ltd.<br>| 801 | &nbsp;&nbsp; 20151 |
|  | Century Enka Ltd. | 4205 | &nbsp;&nbsp; 24646 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Century Plyboards <br> India Ltd.<br>| 20093 | &nbsp;&nbsp; $168102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cera Sanitaryware <br> Ltd.<br>| 819 | &nbsp;&nbsp; 60756 |
|  | CESC Ltd. | 131865 | &nbsp;&nbsp; 252089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CG Power & Industrial <br> Solutions Ltd.<br>| 79740 | &nbsp;&nbsp; 600256 |
| \* | Chalet Hotels Ltd. | 17564 | &nbsp;&nbsp; 183312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chambal Fertilisers & <br> Chemicals Ltd.<br>| 79922 | &nbsp;&nbsp; 469676 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chemplast Sanmar <br> Ltd.<br>| 12191 | &nbsp;&nbsp; 57716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chennai Petroleum <br> Corp. Ltd.<br>| 8882 | &nbsp;&nbsp; 68824 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Choice International <br> Ltd.<br>| 16047 | &nbsp;&nbsp; 138666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cholamandalam <br> Financial Holdings <br> Ltd.<br>| 43976 | &nbsp;&nbsp; 938973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cholamandalam <br> Investment & <br> Finance Co. Ltd.<br>| 52654 | &nbsp;&nbsp; 858643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CIE Automotive India <br> Ltd.<br>| 53868 | &nbsp;&nbsp; 246304 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cigniti Technologies <br> Ltd.<br>| 3495 | &nbsp;&nbsp; 65963 |
|  | Cipla Ltd. | 102407 | &nbsp;&nbsp; 1805504 |
|  | City Union Bank Ltd. | 182102 | &nbsp;&nbsp; 441748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clean Science & <br> Technology Ltd.<br>| 4065 | &nbsp;&nbsp; 56574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CMS Info Systems <br> Ltd.<br>| 62852 | &nbsp;&nbsp; 328140 |
|  | Coal India Ltd. | 121736 | &nbsp;&nbsp; 520044 |
| Ω | Cochin Shipyard Ltd. | 10374 | &nbsp;&nbsp; 207960 |
|  | Coforge Ltd. | 28470 | &nbsp;&nbsp; 563903 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cohance Lifesciences <br> Ltd.<br>| 12529 | &nbsp;&nbsp; 141734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colgate-Palmolive <br> India Ltd.<br>| 24130 | &nbsp;&nbsp; 615889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Computer Age <br> Management <br> Services Ltd.<br>| 13030 | &nbsp;&nbsp; 548707 |
|  | Concord Biotech Ltd. | 1759 | &nbsp;&nbsp; 35386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Confidence Petroleum <br> India Ltd.<br>| 66586 | &nbsp;&nbsp; 39107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Container Corp. of <br> India Ltd.<br>| 20875 | &nbsp;&nbsp; 136984 |
|  | Control Print Ltd. | 1774 | &nbsp;&nbsp; 15380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coromandel <br> International Ltd.<br>| 20387 | &nbsp;&nbsp; 618448 |
|  | Cosmo First Ltd. | 5458 | &nbsp;&nbsp; 62507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Craftsman Automation <br> Ltd.<br>| 3859 | &nbsp;&nbsp; 292937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CreditAccess Grameen <br> Ltd.<br>| 15078 | &nbsp;&nbsp; 212424 |
|  | CRISIL Ltd. | 3427 | &nbsp;&nbsp; 206957 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crompton Greaves <br> Consumer <br> Electricals Ltd.<br>| 158231 | &nbsp;&nbsp; $580120 |
| \* | CSB Bank Ltd. | 18955 | &nbsp;&nbsp; 90613 |
|  | Cummins India Ltd. | 16927 | &nbsp;&nbsp; 684823 |
|  | Cyient Ltd. | 28979 | &nbsp;&nbsp; 395560 |
| \*Ω | D.P. Abhushan Ltd. | 1177 | &nbsp;&nbsp; 22096 |
|  | Dabur India Ltd. | 55427 | &nbsp;&nbsp; 334080 |
|  | Dalmia Bharat Ltd. | 14444 | &nbsp;&nbsp; 365478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalmia Bharat Sugar & <br> Industries Ltd.<br>| 2751 | &nbsp;&nbsp; 11545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Datamatics Global <br> Services Ltd.<br>| 1601 | &nbsp;&nbsp; 17924 |
|  | DB Corp. Ltd. | 26479 | &nbsp;&nbsp; 81132 |
|  | DCB Bank Ltd. | 49820 | &nbsp;&nbsp; 76075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DCM Shriram <br> Industries Ltd.<br>| 16478 | &nbsp;&nbsp; 31511 |
|  | DCM Shriram Ltd. | 10202 | &nbsp;&nbsp; 165631 |
| \* | DCW Ltd. | 61842 | &nbsp;&nbsp; 53945 |
|  | Deep Industries Ltd. | 10711 | &nbsp;&nbsp; 58327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deepak Fertilisers & <br> Petrochemicals <br> Corp. Ltd.<br>| 21736 | &nbsp;&nbsp; 396193 |
|  | Deepak Nitrite Ltd. | 15119 | &nbsp;&nbsp; 317766 |
| \* | Delhivery Ltd. | 146903 | &nbsp;&nbsp; 712928 |
|  | Delta Corp. Ltd. | 30055 | &nbsp;&nbsp; 29025 |
| \* | DEN Networks Ltd. | 45465 | &nbsp;&nbsp; 19114 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Devyani International <br> Ltd.<br>| 117760 | &nbsp;&nbsp; 217768 |
| \* | Dhani Services Ltd. | 86932 | &nbsp;&nbsp; 60557 |
| \* | Dhanlaxmi Bank Ltd. | 78664 | &nbsp;&nbsp; 24108 |
|  | Dhanuka Agritech Ltd. | 6280 | &nbsp;&nbsp; 136413 |
| \* | Digitide Solutions Ltd. | 25700 | &nbsp;&nbsp; 67904 |
| Ω | Dilip Buildcon Ltd. | 16079 | &nbsp;&nbsp; 87681 |
| \* | Dish TV India Ltd. | 327685 | &nbsp;&nbsp; 20018 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dishman Carbogen <br> Amcis Ltd.<br>| 22821 | &nbsp;&nbsp; 65465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Divi's Laboratories <br> Ltd.<br>| 6555 | &nbsp;&nbsp; 490682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dixon Technologies <br> India Ltd.<br>| 6528 | &nbsp;&nbsp; 1245859 |
|  | DLF Ltd. | 55890 | &nbsp;&nbsp; 497479 |
|  | D-Link India Ltd. | 6113 | &nbsp;&nbsp; 35517 |
|  | Dodla Dairy Ltd. | 5615 | &nbsp;&nbsp; 81576 |
|  | Dollar Industries Ltd. | 4851 | &nbsp;&nbsp; 21039 |
| Ω | Dr. Lal PathLabs Ltd. | 10223 | &nbsp;&nbsp; 365765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dr. Reddy's <br> Laboratories Ltd., <br> ADR<br>| 63257 | &nbsp;&nbsp; 899515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dr. Reddy's <br> Laboratories Ltd. <br> (DRRD IN)<br>| 44832 | &nbsp;&nbsp; 645193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dreamfolks Services <br> Ltd.<br>| 3250 | &nbsp;&nbsp; 5078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dwarikesh Sugar <br> Industries Ltd.<br>| 61056 | &nbsp;&nbsp; 29272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynacons Systems & <br> Solutions Ltd.<br>| 1487 | &nbsp;&nbsp; 16899 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynamatic <br> Technologies Ltd.<br>| 588 | &nbsp;&nbsp; $44276 |
| \*Ω | E2E Networks Ltd. | 1665 | &nbsp;&nbsp; 39162 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Easy Trip Planners <br> Ltd.<br>| 285129 | &nbsp;&nbsp; 31874 |
|  | eClerx Services Ltd. | 8402 | &nbsp;&nbsp; 360147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Edelweiss Financial <br> Services Ltd.<br>| 202329 | &nbsp;&nbsp; 235749 |
|  | Eicher Motors Ltd. | 16833 | &nbsp;&nbsp; 1046437 |
| \* | EID Parry India Ltd. | 31887 | &nbsp;&nbsp; 445086 |
|  | EIH Associated Hotels | 6270 | &nbsp;&nbsp; 27532 |
|  | EIH Ltd. | 63235 | &nbsp;&nbsp; 270766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eimco Elecon India <br> Ltd.<br>| 585 | &nbsp;&nbsp; 14982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elecon Engineering <br> Co. Ltd.<br>| 23266 | &nbsp;&nbsp; 151185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Electronics Mart India <br> Ltd.<br>| 19141 | &nbsp;&nbsp; 27809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electrosteel Castings <br> Ltd.<br>| 135133 | &nbsp;&nbsp; 170621 |
|  | Elgi Equipments Ltd. | 51873 | &nbsp;&nbsp; 334589 |
|  | Emami Ltd. | 61706 | &nbsp;&nbsp; 420294 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Embassy <br> Developments Ltd.<br>| 119619 | &nbsp;&nbsp; 143267 |
|  | eMudhra Ltd. | 789 | &nbsp;&nbsp; 6935 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Endurance <br> Technologies Ltd.<br>| 6676 | &nbsp;&nbsp; 193376 |
|  | Engineers India Ltd. | 73378 | &nbsp;&nbsp; 177582 |
|  | Epigral Ltd. | 5169 | &nbsp;&nbsp; 118818 |
|  | EPL Ltd. | 49568 | &nbsp;&nbsp; 125665 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Equitas Small Finance <br> Bank Ltd.<br>| 117435 | &nbsp;&nbsp; 78887 |
| Ω | Eris Lifesciences Ltd. | 14042 | &nbsp;&nbsp; 289663 |
|  | ESAB India Ltd. | 1270 | &nbsp;&nbsp; 77085 |
|  | Escorts Kubota Ltd. | 3570 | &nbsp;&nbsp; 137122 |
| \* | Eternal Ltd. | 98030 | &nbsp;&nbsp; 343303 |
| \* | Eureka Forbes Ltd. | 15278 | &nbsp;&nbsp; 97176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eveready Industries <br> India Ltd.<br>| 10581 | &nbsp;&nbsp; 50730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Everest Kanto Cylinder <br> Ltd.<br>| 5871 | &nbsp;&nbsp; 8597 |
|  | Excel Industries Ltd. | 1959 | &nbsp;&nbsp; 30172 |
|  | Exide Industries Ltd. | 57088 | &nbsp;&nbsp; 248932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fairchem Organics <br> Ltd.<br>| 1304 | &nbsp;&nbsp; 13082 |
|  | FDC Ltd. | 17888 | &nbsp;&nbsp; 97034 |
|  | Federal Bank Ltd. | 306017 | &nbsp;&nbsp; 707482 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Federal-Mogul Goetze <br> India Ltd.<br>| 4659 | &nbsp;&nbsp; 30469 |
|  | FIEM Industries Ltd. | 4387 | &nbsp;&nbsp; 95714 |
|  | Filatex India Ltd. | 78365 | &nbsp;&nbsp; 49462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fine Organic Industries <br> Ltd.<br>| 2833 | &nbsp;&nbsp; 171258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fineotex Chemical <br> Ltd.<br>| 16558 | &nbsp;&nbsp; 49126 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fino Payments Bank <br> Ltd.<br>| 8826 | &nbsp;&nbsp; 26770 |
|  | Finolex Cables Ltd. | 22509 | &nbsp;&nbsp; 226108 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Finolex Industries Ltd. | 83636 | &nbsp;&nbsp; $193592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Firstsource Solutions <br> Ltd.<br>| 123278 | &nbsp;&nbsp; 478581 |
|  | Force Motors Ltd. | 1743 | &nbsp;&nbsp; 336705 |
|  | Fortis Healthcare Ltd. | 53198 | &nbsp;&nbsp; 518391 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FSN E-Commerce <br> Ventures Ltd.<br>| 154466 | &nbsp;&nbsp; 367984 |
| \* | Fusion Finance Ltd. | 21824 | &nbsp;&nbsp; 34464 |
|  | G R Infraprojects Ltd. | 5940 | &nbsp;&nbsp; 82958 |
|  | Gabriel India Ltd. | 24854 | &nbsp;&nbsp; 292126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GAIL India Ltd. (GAIL <br> IN)<br>| 430608 | &nbsp;&nbsp; 866837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galaxy Surfactants <br> Ltd.<br>| 3725 | &nbsp;&nbsp; 112843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ganesh Housing Corp. <br> Ltd.<br>| 6806 | &nbsp;&nbsp; 69628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ganesha Ecosphere <br> Ltd.<br>| 4405 | &nbsp;&nbsp; 74246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Garware Hi-Tech Films <br> Ltd.<br>| 1998 | &nbsp;&nbsp; 77961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Garware Technical <br> Fibres Ltd.<br>| 14005 | &nbsp;&nbsp; 144663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gateway Distriparks <br> Ltd.<br>| 119695 | &nbsp;&nbsp; 96405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GE Vernova T&D India <br> Ltd.<br>| 18548 | &nbsp;&nbsp; 574785 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genesys International <br> Corp. Ltd.<br>| 3296 | &nbsp;&nbsp; 22648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Geojit Financial <br> Services Ltd.<br>| 39989 | &nbsp;&nbsp; 33030 |
|  | GHCL Ltd. | 34748 | &nbsp;&nbsp; 235959 |
|  | GHCL Textiles Ltd. | 31467 | &nbsp;&nbsp; 31430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GIC Housing Finance <br> Ltd.<br>| 13076 | &nbsp;&nbsp; 27789 |
|  | Gillette India Ltd. | 1608 | &nbsp;&nbsp; 197159 |
| Ω | Gland Pharma Ltd. | 10852 | &nbsp;&nbsp; 253520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GlaxoSmithKline <br> Pharmaceuticals <br> Ltd.<br>| 7421 | &nbsp;&nbsp; 264279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Glenmark <br> Pharmaceuticals <br> Ltd.<br>| 11472 | &nbsp;&nbsp; 275880 |
| \* | Global Health Ltd. | 28095 | &nbsp;&nbsp; 418897 |
|  | Globus Spirits Ltd. | 6694 | &nbsp;&nbsp; 97081 |
|  | GM Breweries Ltd. | 1395 | &nbsp;&nbsp; 10855 |
|  | GMM Pfaudler Ltd. | 8242 | &nbsp;&nbsp; 131032 |
| \* | GMR Airports Ltd. | 351496 | &nbsp;&nbsp; 358531 |
| \* | Go Fashion India Ltd. | 4641 | &nbsp;&nbsp; 43792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Godawari Power & <br> Ispat Ltd.<br>| 113718 | &nbsp;&nbsp; 250050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Godfrey Phillips India <br> Ltd.<br>| 4031 | &nbsp;&nbsp; 418459 |
| Ω | Godrej Agrovet Ltd. | 11601 | &nbsp;&nbsp; 111691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Godrej Consumer <br> Products Ltd.<br>| 49258 | &nbsp;&nbsp; 705776 |
| \* | Godrej Industries Ltd. | 8886 | &nbsp;&nbsp; 114349 |
| \* | Godrej Properties Ltd. | 6360 | &nbsp;&nbsp; 151589 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gokul Agro Resources <br> Ltd.<br>| 11896 | &nbsp;&nbsp; $42269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldiam International <br> Ltd.<br>| 15256 | &nbsp;&nbsp; 59070 |
|  | Goodluck India Ltd. | 5071 | &nbsp;&nbsp; 64262 |
|  | Granules India Ltd. | 53307 | &nbsp;&nbsp; 287363 |
|  | Graphite India Ltd. | 23649 | &nbsp;&nbsp; 153918 |
|  | Grasim Industries Ltd. | 28639 | &nbsp;&nbsp; 899212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grauer & Weil India <br> Ltd.<br>| 18916 | &nbsp;&nbsp; 21667 |
|  | Gravita India Ltd. | 7506 | &nbsp;&nbsp; 159781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Eastern Shipping <br> Co. Ltd. <br>| 39728 | &nbsp;&nbsp; 423659 |
|  | Greaves Cotton Ltd. | 29666 | &nbsp;&nbsp; 76022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greenlam Industries <br> Ltd.<br>| 18356 | &nbsp;&nbsp; 49122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greenpanel Industries <br> Ltd.<br>| 20901 | &nbsp;&nbsp; 69666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greenply Industries <br> Ltd.<br>| 23053 | &nbsp;&nbsp; 84403 |
|  | Grindwell Norton Ltd. | 11073 | &nbsp;&nbsp; 194344 |
|  | Group Ltd. | 163 | &nbsp;&nbsp; 4365 |
|  | Gufic Biosciences Ltd. | 8341 | &nbsp;&nbsp; 37578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Alkalies & <br> Chemicals Ltd.<br>| 6420 | &nbsp;&nbsp; 42483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Ambuja <br> Exports Ltd.<br>| 37730 | &nbsp;&nbsp; 47024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat <br> Fluorochemicals <br> Ltd.<br>| 2733 | &nbsp;&nbsp; 111068 |
|  | Gujarat Gas Ltd. | 24523 | &nbsp;&nbsp; 123194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Industries <br> Power Co. Ltd.<br>| 12026 | &nbsp;&nbsp; 27298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Mineral <br> Development Corp. <br> Ltd.<br>| 28024 | &nbsp;&nbsp; 125315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Narmada <br> Valley Fertilizers & <br> Chemicals Ltd.<br>| 19393 | &nbsp;&nbsp; 118991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Pipavav Port <br> Ltd.<br>| 99450 | &nbsp;&nbsp; 178397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat State <br> Fertilizers & <br> Chemicals Ltd.<br>| 81424 | &nbsp;&nbsp; 188648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat State Petronet <br> Ltd.<br>| 124444 | &nbsp;&nbsp; 444780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Oil Lubricants <br> India Ltd.<br>| 7458 | &nbsp;&nbsp; 102122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Happiest Minds <br> Technologies Ltd.<br>| 9356 | &nbsp;&nbsp; 64518 |
| Ω | Harsha Engineers Ltd. | 8231 | &nbsp;&nbsp; 38835 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hathway Cable & <br> Datacom Ltd.<br>| 271791 | &nbsp;&nbsp; 46312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hatsun Agro Product <br> Ltd.<br>| 15635 | &nbsp;&nbsp; 163781 |
|  | Havells India Ltd. | 22209 | &nbsp;&nbsp; 378894 |
|  | HBL Engineering Ltd. | 32473 | &nbsp;&nbsp; 217032 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | HCL Technologies Ltd. | 156842 | &nbsp;&nbsp; $2609763 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; HDFC Asset <br> Management Co. <br> Ltd.<br>| 13435 | &nbsp;&nbsp; 860680 |
|  | HDFC Bank Ltd. | 485352 | &nbsp;&nbsp; 11136899 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; HDFC Life Insurance <br> Co. Ltd.<br>| 23571 | &nbsp;&nbsp; 202928 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HealthCare Global <br> Enterprises Ltd.<br>| 16223 | &nbsp;&nbsp; 114941 |
|  | HEG Ltd. | 24996 | &nbsp;&nbsp; 162066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HeidelbergCement <br> India Ltd.<br>| 22296 | &nbsp;&nbsp; 53980 |
|  | Heritage Foods Ltd. | 14012 | &nbsp;&nbsp; 75710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hero MotoCorp Ltd. <br> (HMCL IN)<br>| 36329 | &nbsp;&nbsp; 1756240 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heubach Colorants <br> India Ltd.<br>| 936 | &nbsp;&nbsp; 6305 |
|  | HFCL Ltd. | 232140 | &nbsp;&nbsp; 200059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HG Infra Engineering <br> Ltd.<br>| 9569 | &nbsp;&nbsp; 113032 |
|  | Hikal Ltd. | 17498 | &nbsp;&nbsp; 64341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Himadri Speciality <br> Chemical Ltd.<br>| 51353 | &nbsp;&nbsp; 275780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Himatsingka Seide <br> Ltd.<br>| 19970 | &nbsp;&nbsp; 31622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hindalco Industries <br> Ltd.<br>| 233573 | &nbsp;&nbsp; 1809953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hinduja Global <br> Solutions Ltd.<br>| 1622 | &nbsp;&nbsp; 10617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hindustan Aeronautics <br> Ltd.<br>| 31199 | &nbsp;&nbsp; 1605264 |
|  | Hindustan Copper Ltd. | 47504 | &nbsp;&nbsp; 131077 |
| \* | Hindustan Foods Ltd. | 11616 | &nbsp;&nbsp; 71840 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hindustan Oil <br> Exploration Co. Ltd.<br>| 19694 | &nbsp;&nbsp; 37268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hindustan Petroleum <br> Corp. Ltd.<br>| 130363 | &nbsp;&nbsp; 617242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hindustan Unilever <br> Ltd.<br>| 54853 | &nbsp;&nbsp; 1577105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hindware Home <br> Innovation Ltd.<br>| 6918 | &nbsp;&nbsp; 20885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hitachi Energy India <br> Ltd.<br>| 1215 | &nbsp;&nbsp; 277493 |
|  | HI-Tech Pipes Ltd. | 22958 | &nbsp;&nbsp; 23590 |
|  | Hle Glascoat Ltd. | 660 | &nbsp;&nbsp; 3369 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Home First Finance <br> Co. India Ltd.<br>| 17047 | &nbsp;&nbsp; 234290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honda India Power <br> Products Ltd.<br>| 994 | &nbsp;&nbsp; 32566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honeywell Automation <br> India Ltd.<br>| 65 | &nbsp;&nbsp; 28662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HPL Electric & Power <br> Ltd.<br>| 7395 | &nbsp;&nbsp; 48008 |
| \* | Hubtown Ltd. | 5074 | &nbsp;&nbsp; 19294 |
|  | Huhtamaki India Ltd. | 6976 | &nbsp;&nbsp; 17462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; I G Petrochemicals <br> Ltd.<br>| 1965 | &nbsp;&nbsp; 10797 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ICICI Bank Ltd. (IBN <br> US), Sponsored <br> ADR<br>| 203224 | &nbsp;&nbsp; $6848649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ICICI Bank Ltd. <br> (ICICIBC IN)<br>| 339470 | &nbsp;&nbsp; 5730713 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; ICICI Lombard General <br> Insurance Co. Ltd.<br>| 10010 | &nbsp;&nbsp; 219674 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; ICICI Prudential Life <br> Insurance Co. Ltd.<br>| 19106 | &nbsp;&nbsp; 134040 |
|  | ICRA Ltd. | 536 | &nbsp;&nbsp; 40372 |
| \* | IDFC First Bank Ltd. | 1044418 | &nbsp;&nbsp; 816133 |
| \* | IFB Industries Ltd. | 3379 | &nbsp;&nbsp; 50529 |
| \* | IFCI Ltd. | 254447 | &nbsp;&nbsp; 164655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Igarashi Motors India <br> Ltd.<br>| 1653 | &nbsp;&nbsp; 10812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IIFL Capital Services <br> Ltd.<br>| 62672 | &nbsp;&nbsp; 226244 |
| \* | IIFL Finance Ltd. | 50806 | &nbsp;&nbsp; 271931 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Imagicaaworld <br> Entertainment Ltd.<br>| 63014 | &nbsp;&nbsp; 45380 |
| \* | India Cements Ltd. | 17689 | &nbsp;&nbsp; 73464 |
|  | India Glycols Ltd. | 5232 | &nbsp;&nbsp; 101418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; India Nippon <br> Electricals Ltd.<br>| 1312 | &nbsp;&nbsp; 11390 |
|  | India Power Corp. Ltd. | 54677 | &nbsp;&nbsp; 7936 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; IndiaMart InterMesh <br> Ltd.<br>| 12969 | &nbsp;&nbsp; 382706 |
|  | Indian Bank | 77544 | &nbsp;&nbsp; 548511 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Indian Energy <br> Exchange Ltd.<br>| 171970 | &nbsp;&nbsp; 265271 |
|  | Indian Hotels Co. Ltd. | 57001 | &nbsp;&nbsp; 479827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indian Hume Pipe Co. <br> Ltd.<br>| 2210 | &nbsp;&nbsp; 10288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indian Metals & Ferro <br> Alloys Ltd.<br>| 9165 | &nbsp;&nbsp; 76310 |
|  | Indian Oil Corp. Ltd. | 270638 | &nbsp;&nbsp; 446182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indian Railway <br> Catering & Tourism <br> Corp. Ltd.<br>| 36046 | &nbsp;&nbsp; 297461 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Indian Railway Finance <br> Corp. Ltd.<br>| 113568 | &nbsp;&nbsp; 164871 |
|  | Indigo Paints Ltd. | 7711 | &nbsp;&nbsp; 105220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indo Count Industries <br> Ltd.<br>| 33712 | &nbsp;&nbsp; 103768 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Indo Tech <br> Transformers Ltd.<br>| 749 | &nbsp;&nbsp; 14288 |
|  | Indoco Remedies Ltd. | 5241 | &nbsp;&nbsp; 18884 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; IndoStar Capital <br> Finance Ltd.<br>| 3121 | &nbsp;&nbsp; 10277 |
|  | Indraprastha Gas Ltd. | 137518 | &nbsp;&nbsp; 320393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indraprastha Medical <br> Corp. Ltd.<br>| 17275 | &nbsp;&nbsp; 92237 |
| \* | Indus Towers Ltd. | 283922 | &nbsp;&nbsp; 1165750 |
|  | IndusInd Bank Ltd. | 38461 | &nbsp;&nbsp; 348548 |
| \* | Infibeam Avenues Ltd. | 268149 | &nbsp;&nbsp; 42157 |
|  | Info Edge India Ltd. | 36142 | &nbsp;&nbsp; 570638 |
|  | Infosys Ltd. (INFO IN) | 466643 | &nbsp;&nbsp; 7935647 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Infosys Ltd. (INFY US), <br> Sponsored ADR<br>| 50694 | &nbsp;&nbsp; $847604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ingersoll Rand India <br> Ltd.<br>| 2739 | &nbsp;&nbsp; 120538 |
| \* | Inox Wind Ltd. | 88411 | &nbsp;&nbsp; 150772 |
|  | Insecticides India Ltd. | 517 | &nbsp;&nbsp; 6318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intellect Design Arena <br> Ltd.<br>| 22553 | &nbsp;&nbsp; 261238 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; InterGlobe Aviation <br> Ltd.<br>| 25446 | &nbsp;&nbsp; 1703307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IOL Chemicals & <br> Pharmaceuticals <br> Ltd.<br>| 51595 | &nbsp;&nbsp; 60336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ION Exchange India <br> Ltd.<br>| 24589 | &nbsp;&nbsp; 130171 |
|  | Ipca Laboratories Ltd. | 12362 | &nbsp;&nbsp; 207444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IRB Infrastructure <br> Developers Ltd.<br>| 311346 | &nbsp;&nbsp; 159295 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; IRCON International <br> Ltd.<br>| 35921 | &nbsp;&nbsp; 71925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ISGEC Heavy <br> Engineering Ltd.<br>| 8354 | &nbsp;&nbsp; 104181 |
| \* | ITC Hotels Ltd. | 30927 | &nbsp;&nbsp; 81121 |
|  | ITC Ltd. | 464627 | &nbsp;&nbsp; 2177636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ITD Cementation India <br> Ltd.<br>| 24738 | &nbsp;&nbsp; 218850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J Kumar Infraprojects <br> Ltd.<br>| 18947 | &nbsp;&nbsp; 152138 |
|  | Jagran Prakashan Ltd. | 13332 | &nbsp;&nbsp; 11077 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jai Balaji Industries <br> Ltd.<br>| 20997 | &nbsp;&nbsp; 27047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jain Irrigation Systems <br> Ltd.<br>| 49192 | &nbsp;&nbsp; 28447 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jaiprakash Power <br> Ventures Ltd.<br>| 597377 | &nbsp;&nbsp; 141838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jammu & Kashmir <br> Bank Ltd. <br>| 124246 | &nbsp;&nbsp; 147059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jamna Auto Industries <br> Ltd.<br>| 59384 | &nbsp;&nbsp; 62379 |
|  | Jash Engineering Ltd. | 7090 | &nbsp;&nbsp; 47007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JB Chemicals & <br> Pharmaceuticals <br> Ltd.<br>| 22461 | &nbsp;&nbsp; 455124 |
|  | JBM Auto Ltd. | 3616 | &nbsp;&nbsp; 26358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jindal Drilling & <br> Industries Ltd.<br>| 4028 | &nbsp;&nbsp; 29471 |
|  | Jindal Poly Films Ltd. | 3978 | &nbsp;&nbsp; 26225 |
|  | Jindal Saw Ltd. | 134185 | &nbsp;&nbsp; 322160 |
|  | Jindal Stainless Ltd. | 101074 | &nbsp;&nbsp; 795458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jindal Steel & Power <br> Ltd.<br>| 72225 | &nbsp;&nbsp; 791817 |
|  | Jindal Worldwide Ltd. | 32640 | &nbsp;&nbsp; 15123 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jio Financial Services <br> Ltd.<br>| 276444 | &nbsp;&nbsp; 1032984 |
| \* | JITF Infralogistics Ltd. | 5343 | &nbsp;&nbsp; 21261 |
|  | JK Cement Ltd. | 7212 | &nbsp;&nbsp; 546173 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JK Lakshmi Cement <br> Ltd.<br>| 21261 | &nbsp;&nbsp; $235511 |
|  | JK Paper Ltd. | 41224 | &nbsp;&nbsp; 166965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JK Tyre & Industries <br> Ltd.<br>| 52176 | &nbsp;&nbsp; 198672 |
|  | JM Financial Ltd. | 165343 | &nbsp;&nbsp; 295814 |
|  | JSW Energy Ltd. | 20216 | &nbsp;&nbsp; 118912 |
|  | JSW Steel Ltd. | 46156 | &nbsp;&nbsp; 555626 |
|  | JTEKT India Ltd. | 15736 | &nbsp;&nbsp; 23093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jubilant Foodworks <br> Ltd.<br>| 63883 | &nbsp;&nbsp; 472356 |
|  | Jubilant Ingrevia Ltd. | 24683 | &nbsp;&nbsp; 217509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jubilant Pharmova <br> Ltd.<br>| 22508 | &nbsp;&nbsp; 305684 |
| \* | Just Dial Ltd. | 8957 | &nbsp;&nbsp; 85355 |
|  | Jyothy Labs Ltd. | 35738 | &nbsp;&nbsp; 136486 |
| \* | Jyoti Structures Ltd. | 161009 | &nbsp;&nbsp; 30707 |
|  | Kajaria Ceramics Ltd. | 16905 | &nbsp;&nbsp; 226810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kalpataru Projects <br> International Ltd.<br>| 42366 | &nbsp;&nbsp; 552137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kalyan Jewellers India <br> Ltd.<br>| 55739 | &nbsp;&nbsp; 374594 |
|  | Kalyani Steels Ltd. | 7935 | &nbsp;&nbsp; 80175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kansai Nerolac Paints <br> Ltd.<br>| 35588 | &nbsp;&nbsp; 99405 |
|  | Karnataka Bank Ltd.  | 90252 | &nbsp;&nbsp; 185446 |
|  | Karur Vysya Bank Ltd. <br>| 154518 | &nbsp;&nbsp; 467258 |
|  | Kaveri Seed Co. Ltd. | 8556 | &nbsp;&nbsp; 107985 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kaynes Technology <br> India Ltd.<br>| 1125 | &nbsp;&nbsp; 79178 |
|  | KCP Ltd.  | 26632 | &nbsp;&nbsp; 61436 |
|  | KDDL Ltd. | 1815 | &nbsp;&nbsp; 55480 |
|  | KEC International Ltd. | 36087 | &nbsp;&nbsp; 352635 |
|  | KEI Industries Ltd. | 13119 | &nbsp;&nbsp; 572336 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kellton Tech Solutions <br> Ltd.<br>| 147300 | &nbsp;&nbsp; 47796 |
|  | Kennametal India Ltd. | 1194 | &nbsp;&nbsp; 29441 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kesoram Industries <br> Ltd.<br>| 41342 | &nbsp;&nbsp; 2534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kewal Kiran Clothing <br> Ltd.<br>| 3126 | &nbsp;&nbsp; 19726 |
|  | Keystone Realtors Ltd. | 3370 | &nbsp;&nbsp; 23740 |
|  | Kfin Technologies Ltd. | 14286 | &nbsp;&nbsp; 175160 |
| \* | Kiri Industries Ltd. | 11151 | &nbsp;&nbsp; 69342 |
|  | Kirloskar Brothers Ltd. | 7218 | &nbsp;&nbsp; 161039 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Electric Co. <br> Ltd.<br>| 4854 | &nbsp;&nbsp; 7075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Ferrous <br> Industries Ltd.<br>| 15358 | &nbsp;&nbsp; 105441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Oil Engines <br> Ltd.<br>| 31595 | &nbsp;&nbsp; 322802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Pneumatic <br> Co. Ltd.<br>| 9309 | &nbsp;&nbsp; 139509 |
|  | Kitex Garments Ltd. | 30636 | &nbsp;&nbsp; 78555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KNR Constructions <br> Ltd.<br>| 55240 | &nbsp;&nbsp; 134043 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kolte-Patil Developers <br> Ltd.<br>| 10089 | &nbsp;&nbsp; $47331 |
|  | Kopran Ltd. | 10292 | &nbsp;&nbsp; 18796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kotak Mahindra Bank <br> Ltd.<br>| 64570 | &nbsp;&nbsp; 1455814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kovai Medical Center <br> & Hospital Ltd.<br>| 1289 | &nbsp;&nbsp; 92100 |
| Ω | KPI Green Energy Ltd. | 20307 | &nbsp;&nbsp; 118537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KPIT Technologies <br> Ltd.<br>| 28163 | &nbsp;&nbsp; 390467 |
|  | KPR Mill Ltd. | 21592 | &nbsp;&nbsp; 279580 |
|  | KRBL Ltd. | 17603 | &nbsp;&nbsp; 77088 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Krishna Institute of <br> Medical Sciences <br> Ltd.<br>| 68294 | &nbsp;&nbsp; 583737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Krsnaa Diagnostics <br> Ltd.<br>| 5763 | &nbsp;&nbsp; 56335 |
|  | KSB Ltd. | 14502 | &nbsp;&nbsp; 139783 |
|  | Ksolves India Ltd. | 1950 | &nbsp;&nbsp; 7132 |
|  | L&T Finance Ltd. | 136753 | &nbsp;&nbsp; 313678 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; L&T Technology <br> Services Ltd.<br>| 5995 | &nbsp;&nbsp; 292547 |
|  | LA Opala RG Ltd. | 18389 | &nbsp;&nbsp; 57727 |
|  | Larsen & Toubro Ltd. | 47469 | &nbsp;&nbsp; 1958793 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Latent View Analytics <br> Ltd.<br>| 8915 | &nbsp;&nbsp; 41598 |
| Ω | Laurus Labs Ltd. | 38904 | &nbsp;&nbsp; 386671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laxmi Organic <br> Industries Ltd.<br>| 31695 | &nbsp;&nbsp; 73510 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Lemon Tree Hotels <br> Ltd.<br>| 140764 | &nbsp;&nbsp; 240186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LG Balakrishnan & <br> Bros Ltd.<br>| 12125 | &nbsp;&nbsp; 174488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LIC Housing Finance <br> Ltd.<br>| 100747 | &nbsp;&nbsp; 670814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln <br> Pharmaceuticals <br> Ltd.<br>| 1750 | &nbsp;&nbsp; 10611 |
|  | Linde India Ltd. | 1346 | &nbsp;&nbsp; 100263 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Engineering <br> Works Ltd.<br>| 189456 | &nbsp;&nbsp; 146062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Metals & <br> Energy Ltd.<br>| 19086 | &nbsp;&nbsp; 326524 |
|  | LMW Ltd. | 563 | &nbsp;&nbsp; 96860 |
| Ω | Lodha Developers Ltd. | 15214 | &nbsp;&nbsp; 213659 |
|  | LT Foods Ltd. | 56464 | &nbsp;&nbsp; 311867 |
| Ω | LTIMindtree Ltd. | 9261 | &nbsp;&nbsp; 535713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lumax Auto <br> Technologies Ltd.<br>| 12617 | &nbsp;&nbsp; 155966 |
|  | Lumax Industries Ltd. | 867 | &nbsp;&nbsp; 38940 |
|  | Lupin Ltd. | 39190 | &nbsp;&nbsp; 854762 |
|  | LUX Industries Ltd. | 2047 | &nbsp;&nbsp; 32001 |
|  | Mahanagar Gas Ltd. | 10152 | &nbsp;&nbsp; 155934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maharashtra Scooters <br> Ltd.<br>| 1176 | &nbsp;&nbsp; 212949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maharashtra Seamless <br> Ltd.<br>| 12815 | &nbsp;&nbsp; 102721 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra & Mahindra <br> Financial Services <br> Ltd.<br>| 123936 | &nbsp;&nbsp; $361841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra & Mahindra <br> Ltd.<br>| 146799 | &nbsp;&nbsp; 5338330 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra Holidays & <br> Resorts India Ltd.<br>| 25080 | &nbsp;&nbsp; 101555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra Lifespace <br> Developers Ltd.<br>| 33400 | &nbsp;&nbsp; 142157 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra Logistics <br> Ltd.<br>| 13578 | &nbsp;&nbsp; 51957 |
|  | Maithan Alloys Ltd. | 2775 | &nbsp;&nbsp; 34702 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Man Industries India <br> Ltd.<br>| 10285 | &nbsp;&nbsp; 52167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Man Infraconstruction <br> Ltd.<br>| 33991 | &nbsp;&nbsp; 67340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manali Petrochemicals <br> Ltd.<br>| 23060 | &nbsp;&nbsp; 17869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manappuram Finance <br> Ltd.<br>| 295914 | &nbsp;&nbsp; 852783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mangalam Cement <br> Ltd.<br>| 4272 | &nbsp;&nbsp; 34418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mangalore Refinery & <br> Petrochemicals Ltd.<br>| 12198 | &nbsp;&nbsp; 17470 |
| \* | Mankind Pharma Ltd. | 5624 | &nbsp;&nbsp; 163605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manorama Industries <br> Ltd.<br>| 870 | &nbsp;&nbsp; 15047 |
|  | Marico Ltd. | 66695 | &nbsp;&nbsp; 538944 |
|  | Marksans Pharma Ltd. | 85376 | &nbsp;&nbsp; 219722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruti Suzuki India <br> Ltd.<br>| 9918 | &nbsp;&nbsp; 1412810 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; MAS Financial <br> Services Ltd.<br>| 29522 | &nbsp;&nbsp; 103751 |
|  | Mastek Ltd. | 6052 | &nbsp;&nbsp; 166920 |
| Ω | Matrimony.com Ltd. | 4362 | &nbsp;&nbsp; 26332 |
| \* | Max Estates Ltd. | 2275 | &nbsp;&nbsp; 12545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Max Financial Services <br> Ltd.<br>| 14865 | &nbsp;&nbsp; 253047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Max Healthcare <br> Institute Ltd.<br>| 39483 | &nbsp;&nbsp; 561966 |
| \* | Max India Ltd. | 6702 | &nbsp;&nbsp; 16534 |
|  | Mayur Uniquoters Ltd. | 8463 | &nbsp;&nbsp; 53349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mazagon Dock <br> Shipbuilders Ltd.<br>| 6066 | &nbsp;&nbsp; 190323 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Medi Assist Healthcare <br> Services Ltd.<br>| 15308 | &nbsp;&nbsp; 92614 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Medplus Health <br> Services Ltd.<br>| 17800 | &nbsp;&nbsp; 189018 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Meghmani Organics <br> Ltd.<br>| 44171 | &nbsp;&nbsp; 49696 |
|  | Metro Brands Ltd. | 2817 | &nbsp;&nbsp; 39930 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Metropolis Healthcare <br> Ltd.<br>| 9030 | &nbsp;&nbsp; 204443 |
|  | Minda Corp. Ltd. | 26907 | &nbsp;&nbsp; 151964 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Mishra Dhatu Nigam <br> Ltd.<br>| 7745 | &nbsp;&nbsp; 34767 |
|  | MM Forgings Ltd. | 9402 | &nbsp;&nbsp; 36681 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | MOIL Ltd. | 30538 | &nbsp;&nbsp; $118991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monte Carlo Fashions <br> Ltd.<br>| 2815 | &nbsp;&nbsp; 18594 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Morepen Laboratories <br> Ltd.<br>| 137144 | &nbsp;&nbsp; 91025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motherson Sumi Wiring <br> India Ltd.<br>| 717323 | &nbsp;&nbsp; 304166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motilal Oswal Financial <br> Services Ltd.<br>| 47784 | &nbsp;&nbsp; 494687 |
|  | Mphasis Ltd. | 18564 | &nbsp;&nbsp; 586926 |
|  | MPS Ltd. | 1629 | &nbsp;&nbsp; 43540 |
|  | MRF Ltd. | 573 | &nbsp;&nbsp; 965140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mrs Bectors Food <br> Specialities Ltd.<br>| 9947 | &nbsp;&nbsp; 170720 |
|  | MSTC Ltd. | 8488 | &nbsp;&nbsp; 46127 |
|  | Muthoot Finance Ltd. | 28080 | &nbsp;&nbsp; 837012 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nalwa Sons <br> Investments Ltd.<br>| 521 | &nbsp;&nbsp; 39774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Narayana Hrudayalaya <br> Ltd.<br>| 18645 | &nbsp;&nbsp; 408354 |
|  | Natco Pharma Ltd. | 43517 | &nbsp;&nbsp; 472083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Aluminium Co. <br> Ltd.<br>| 337794 | &nbsp;&nbsp; 708327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Fertilizers <br> Ltd.<br>| 40180 | &nbsp;&nbsp; 44418 |
|  | Nava Ltd. | 36228 | &nbsp;&nbsp; 259189 |
| \*Ω | Navkar Corp. Ltd. | 16746 | &nbsp;&nbsp; 24884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Navneet Education <br> Ltd.<br>| 25486 | &nbsp;&nbsp; 43050 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nazara Technologies <br> Ltd.<br>| 11476 | &nbsp;&nbsp; 176047 |
|  | NBCC India Ltd. | 204757 | &nbsp;&nbsp; 250658 |
|  | NCC Ltd. | 189648 | &nbsp;&nbsp; 467754 |
|  | NCL Industries Ltd. | 9419 | &nbsp;&nbsp; 23474 |
|  | NELCO Ltd. | 3512 | &nbsp;&nbsp; 32955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neogen Chemicals <br> Ltd.<br>| 940 | &nbsp;&nbsp; 16434 |
|  | NESCO Ltd. | 6952 | &nbsp;&nbsp; 109269 |
|  | Nestle India Ltd. | 29183 | &nbsp;&nbsp; 746518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Netweb Technologies <br> India Ltd.<br>| 2160 | &nbsp;&nbsp; 50274 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Network18 Media & <br> Investments Ltd.<br>| 44858 | &nbsp;&nbsp; 28270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neuland Laboratories <br> Ltd.<br>| 2382 | &nbsp;&nbsp; 361478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Newgen Software <br> Technologies Ltd.<br>| 14208 | &nbsp;&nbsp; 137342 |
|  | NHPC Ltd. | 450864 | &nbsp;&nbsp; 424824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NIIT Learning Systems <br> Ltd.<br>| 17790 | &nbsp;&nbsp; 64437 |
|  | NIIT Ltd. | 26856 | &nbsp;&nbsp; 35097 |
|  | Nilkamal Ltd. | 985 | &nbsp;&nbsp; 18903 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Life India Asset <br> Management Ltd.<br>| 34882 | &nbsp;&nbsp; 321365 |
|  | Nitin Spinners Ltd. | 11677 | &nbsp;&nbsp; 48614 |
|  | NLC India Ltd. | 54656 | &nbsp;&nbsp; 150026 |
|  | NMDC Ltd. | 871242 | &nbsp;&nbsp; 699367 |
| \* | NMDC Steel Ltd. | 42663 | &nbsp;&nbsp; 17777 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | NOCIL Ltd. | 18888 | &nbsp;&nbsp; $39897 |
|  | Novartis India Ltd. | 1627 | &nbsp;&nbsp; 18151 |
|  | NRB Bearings Ltd. | 15566 | &nbsp;&nbsp; 50701 |
|  | NTPC Ltd. | 282822 | &nbsp;&nbsp; 1071633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nucleus Software <br> Exports Ltd.<br>| 3278 | &nbsp;&nbsp; 39449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nuvama Wealth <br> Management Ltd.<br>| 1267 | &nbsp;&nbsp; 104187 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nuvoco Vistas Corp. <br> Ltd.<br>| 28817 | &nbsp;&nbsp; 139976 |
|  | Oberoi Realty Ltd. | 21843 | &nbsp;&nbsp; 403572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oil & Natural Gas <br> Corp. Ltd.<br>| 204601 | &nbsp;&nbsp; 558832 |
|  | Oil India Ltd. | 75748 | &nbsp;&nbsp; 377354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; One 97 <br> Communications <br> Ltd.<br>| 33329 | &nbsp;&nbsp; 412496 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Onesource Specialty <br> Pharma Ltd.<br>| 11204 | &nbsp;&nbsp; 251315 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Optiemus Infracom <br> Ltd.<br>| 4174 | &nbsp;&nbsp; 28363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oracle Financial <br> Services Software <br> Ltd.<br>| 5795 | &nbsp;&nbsp; 554950 |
| \* | Orchid Pharma Ltd. | 1989 | &nbsp;&nbsp; 16639 |
|  | Orient Cement Ltd. | 24938 | &nbsp;&nbsp; 70198 |
|  | Orient Electric Ltd. | 40156 | &nbsp;&nbsp; 98136 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orient Green Power <br> Co. Ltd.<br>| 162096 | &nbsp;&nbsp; 25804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient Paper & <br> Industries Ltd.<br>| 20996 | &nbsp;&nbsp; 6712 |
|  | Oriental Hotels Ltd. | 18748 | &nbsp;&nbsp; 30516 |
|  | Page Industries Ltd. | 1110 | &nbsp;&nbsp; 617078 |
|  | Paisalo Digital Ltd. | 207585 | &nbsp;&nbsp; 73177 |
| \* | Pakka Ltd. | 1910 | &nbsp;&nbsp; 4268 |
| \* | Panacea Biotec Ltd. | 3283 | &nbsp;&nbsp; 14964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Panama Petrochem <br> Ltd.<br>| 9000 | &nbsp;&nbsp; 37267 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Parag Milk Foods Ltd., <br> Class F<br>| 19863 | &nbsp;&nbsp; 55495 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paramount <br> Communications <br> Ltd.<br>| 56849 | &nbsp;&nbsp; 36068 |
|  | Patanjali Foods Ltd. | 7673 | &nbsp;&nbsp; 162481 |
| \* | Patel Engineering Ltd. | 113439 | &nbsp;&nbsp; 48075 |
| \* | PB Fintech Ltd. | 13321 | &nbsp;&nbsp; 272742 |
| \* | PC Jeweller Ltd. | 908230 | &nbsp;&nbsp; 160050 |
|  | PCBL Chemical Ltd. | 56134 | &nbsp;&nbsp; 249353 |
|  | PDS Ltd. | 13008 | &nbsp;&nbsp; 52825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pearl Global Industries <br> Ltd.<br>| 5093 | &nbsp;&nbsp; 87383 |
| \* | Pennar Industries Ltd. | 37772 | &nbsp;&nbsp; 102451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Persistent Systems <br> Ltd.<br>| 22412 | &nbsp;&nbsp; 1308129 |
|  | Petronet LNG Ltd. | 254219 | &nbsp;&nbsp; 832432 |
|  | PG Electroplast Ltd. | 34484 | &nbsp;&nbsp; 319031 |
|  | Phoenix Mills Ltd.  | 21055 | &nbsp;&nbsp; 355562 |
|  | PI Industries Ltd. | 13752 | &nbsp;&nbsp; 663848 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Pidilite Industries Ltd. | 19643 | &nbsp;&nbsp; $641243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Piramal Enterprises <br> Ltd.<br>| 34669 | &nbsp;&nbsp; 498770 |
|  | Piramal Pharma Ltd. | 168063 | &nbsp;&nbsp; 375371 |
|  | Pitti Engineering Ltd. | 6318 | &nbsp;&nbsp; 67586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PIX Transmissions <br> Ltd.<br>| 1966 | &nbsp;&nbsp; 33600 |
|  | PNB Gilts Ltd. | 16510 | &nbsp;&nbsp; 20046 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; PNB Housing Finance <br> Ltd.<br>| 57675 | &nbsp;&nbsp; 645845 |
|  | PNC Infratech Ltd. | 53775 | &nbsp;&nbsp; 189823 |
|  | Pokarna Ltd. | 5459 | &nbsp;&nbsp; 57725 |
|  | Poly Medicure Ltd. | 6455 | &nbsp;&nbsp; 143006 |
|  | Polycab India Ltd. | 6475 | &nbsp;&nbsp; 501880 |
|  | Polyplex Corp. Ltd. | 10619 | &nbsp;&nbsp; 134614 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Poonawalla Fincorp <br> Ltd.<br>| 49243 | &nbsp;&nbsp; 238671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Finance Corp. <br> Ltd.<br>| 309852 | &nbsp;&nbsp; 1443719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Grid Corp. of <br> India Ltd.<br>| 296202 | &nbsp;&nbsp; 980017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Mech Projects <br> Ltd.<br>| 5753 | &nbsp;&nbsp; 204573 |
|  | Praj Industries Ltd. | 21832 | &nbsp;&nbsp; 115514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prakash Industries <br> Ltd.<br>| 32387 | &nbsp;&nbsp; 64759 |
|  | Prakash Pipes Ltd. | 5045 | &nbsp;&nbsp; 20714 |
| Ω | Prataap Snacks Ltd. | 4383 | &nbsp;&nbsp; 48583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Precision Wires India <br> Ltd.<br>| 28086 | &nbsp;&nbsp; 56432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premier Explosives <br> Ltd. (PRE IN)<br>| 5380 | &nbsp;&nbsp; 26781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prestige Estates <br> Projects Ltd.<br>| 18778 | &nbsp;&nbsp; 346622 |
| \* | Pricol Ltd. | 26549 | &nbsp;&nbsp; 130197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prince Pipes & Fittings <br> Ltd.<br>| 14160 | &nbsp;&nbsp; 54343 |
| \* | Prism Johnson Ltd. | 41156 | &nbsp;&nbsp; 71494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Privi Speciality <br> Chemicals Ltd.<br>| 2907 | &nbsp;&nbsp; 84925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Procter & Gamble <br> Health Ltd.<br>| 2345 | &nbsp;&nbsp; 158325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Procter & Gamble <br> Hygiene & Health <br> Care Ltd.<br>| 1020 | &nbsp;&nbsp; 159883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PTC India Financial <br> Services Ltd.<br>| 74121 | &nbsp;&nbsp; 35088 |
|  | PTC India Ltd. | 83117 | &nbsp;&nbsp; 181380 |
|  | Punjab National Bank | 290053 | &nbsp;&nbsp; 345898 |
| \* | Puravankara Ltd. | 14041 | &nbsp;&nbsp; 46030 |
| \* | PVR Inox Ltd. | 23185 | &nbsp;&nbsp; 263817 |
| Ω | Quess Corp. Ltd. | 25700 | &nbsp;&nbsp; 86820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; R Systems <br> International Ltd.<br>| 16373 | &nbsp;&nbsp; 77734 |
|  | Radico Khaitan Ltd. | 9441 | &nbsp;&nbsp; 293472 |
|  | Rail Vikas Nigam Ltd. | 36878 | &nbsp;&nbsp; 145352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Railtel Corp. of India <br> Ltd.<br>| 14564 | &nbsp;&nbsp; 60514 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Rain Industries Ltd. | 64287 | &nbsp;&nbsp; $114476 |
| \* | Rajesh Exports Ltd. | 11241 | &nbsp;&nbsp; 24027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rajratan Global Wire <br> Ltd.<br>| 2448 | &nbsp;&nbsp; 10699 |
|  | Rallis India Ltd. | 26880 | &nbsp;&nbsp; 114528 |
|  | Ram Ratna Wires Ltd. | 2398 | &nbsp;&nbsp; 21296 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rama Steel Tubes <br> Ltd.<br>| 173256 | &nbsp;&nbsp; 21599 |
|  | Ramco Cements Ltd. | 34696 | &nbsp;&nbsp; 461358 |
|  | Ramco Industries Ltd. | 11599 | &nbsp;&nbsp; 38711 |
| \* | Ramco Systems Ltd. | 5468 | &nbsp;&nbsp; 23829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramkrishna Forgings <br> Ltd.<br>| 29406 | &nbsp;&nbsp; 194709 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ramky Infrastructure <br> Ltd.<br>| 8559 | &nbsp;&nbsp; 56981 |
|  | Rane Holdings Ltd. | 2143 | &nbsp;&nbsp; 37052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rashtriya Chemicals & <br> Fertilizers Ltd.<br>| 36714 | &nbsp;&nbsp; 63420 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rategain Travel <br> Technologies Ltd.<br>| 7479 | &nbsp;&nbsp; 37212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ratnamani Metals & <br> Tubes Ltd.<br>| 8851 | &nbsp;&nbsp; 266102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RattanIndia Power <br> Ltd.<br>| 964816 | &nbsp;&nbsp; 139912 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Raymond Lifestyle <br> Ltd.<br>| 8755 | &nbsp;&nbsp; 113998 |
| \* | Raymond Ltd. | 5472 | &nbsp;&nbsp; 41636 |
| \* | Raymond Realty Ltd. | 10944 | &nbsp;&nbsp; 86204 |
| Ω | RBL Bank Ltd. | 140110 | &nbsp;&nbsp; 424499 |
|  | REC Ltd. | 247453 | &nbsp;&nbsp; 1108882 |
|  | Redington Ltd. | 226068 | &nbsp;&nbsp; 643897 |
|  | Redtape Ltd. | 44380 | &nbsp;&nbsp; 64977 |
| \* | Refex Industries Ltd. | 16206 | &nbsp;&nbsp; 79772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Industrial <br> Infrastructure Ltd.<br>| 1165 | &nbsp;&nbsp; 11478 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Industries <br> Ltd. (RIGD LI), <br> Sponsored GDR<br>| 29313 | &nbsp;&nbsp; 1845159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Industries <br> Ltd. (RIL IN)<br>| 167699 | &nbsp;&nbsp; 2648003 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Industries <br> Ltd. (RLNIY US), <br> Sponsored GDR<br>| 44787 | &nbsp;&nbsp; 2821581 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Infrastructure <br> Ltd.<br>| 56222 | &nbsp;&nbsp; 208602 |
| \* | Reliance Power Ltd. | 1148662 | &nbsp;&nbsp; 685469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Religare Enterprises <br> Ltd.<br>| 32624 | &nbsp;&nbsp; 99269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Repco Home Finance <br> Ltd.<br>| 11234 | &nbsp;&nbsp; 51950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Responsive Industries <br> Ltd.<br>| 9620 | &nbsp;&nbsp; 23884 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Restaurant Brands <br> Asia Ltd.<br>| 13887 | &nbsp;&nbsp; 12888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rhi Magnesita India <br> Ltd.<br>| 2389 | &nbsp;&nbsp; 13709 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rico Auto Industries <br> Ltd.<br>| 45453 | &nbsp;&nbsp; $36917 |
|  | RITES Ltd. | 46766 | &nbsp;&nbsp; 136347 |
|  | Rossari Biotech Ltd. | 6757 | &nbsp;&nbsp; 54591 |
|  | Route Mobile Ltd. | 6160 | &nbsp;&nbsp; 63254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RPG Life Sciences <br> Ltd.<br>| 2149 | &nbsp;&nbsp; 58691 |
| \* | RPSG Ventures Ltd. | 4168 | &nbsp;&nbsp; 47415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Safari Industries India <br> Ltd.<br>| 7522 | &nbsp;&nbsp; 180222 |
|  | Sagar Cements Ltd. | 13964 | &nbsp;&nbsp; 38928 |
|  | Saksoft Ltd. | 9541 | &nbsp;&nbsp; 22724 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Salasar Techno <br> Engineering Ltd.<br>| 308495 | &nbsp;&nbsp; 25080 |
|  | Sammaan Capital Ltd. | 101471 | &nbsp;&nbsp; 145878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samvardhana <br> Motherson <br> International Ltd.<br>| 874633 | &nbsp;&nbsp; 962660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandhar Technologies <br> Ltd.<br>| 9330 | &nbsp;&nbsp; 51694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandur Manganese & <br> Iron Ores Ltd.<br>| 7041 | &nbsp;&nbsp; 36360 |
|  | Sangam India Ltd. | 2725 | &nbsp;&nbsp; 13347 |
| \* | Sanghi Industries Ltd. | 9371 | &nbsp;&nbsp; 7065 |
|  | Sanghvi Movers Ltd. | 16026 | &nbsp;&nbsp; 49103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanofi Consumer <br> Healthcare India <br> Ltd.<br>| 2286 | &nbsp;&nbsp; 128021 |
|  | Sanofi India Ltd. | 1986 | &nbsp;&nbsp; 132201 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Sansera Engineering <br> Ltd.<br>| 13883 | &nbsp;&nbsp; 209026 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sapphire Foods India <br> Ltd.<br>| 77970 | &nbsp;&nbsp; 280965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sarda Energy & <br> Minerals Ltd.<br>| 27518 | &nbsp;&nbsp; 139585 |
|  | Saregama India Ltd. | 11785 | &nbsp;&nbsp; 64772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sasken Technologies <br> Ltd.<br>| 1618 | &nbsp;&nbsp; 27259 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Satin Creditcare <br> Network Ltd.<br>| 30050 | &nbsp;&nbsp; 49624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Savita Oil Technologies <br> Ltd.<br>| 9160 | &nbsp;&nbsp; 41678 |
| \* | SBFC Finance Ltd. | 144588 | &nbsp;&nbsp; 171934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SBI Cards & Payment <br> Services Ltd.<br>| 42375 | &nbsp;&nbsp; 389863 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; SBI Life Insurance Co. <br> Ltd.<br>| 39791 | &nbsp;&nbsp; 832130 |
|  | Schaeffler India Ltd. | 6679 | &nbsp;&nbsp; 312949 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric <br> Infrastructure Ltd.<br>| 14480 | &nbsp;&nbsp; 164970 |
| \* | SEAMEC Ltd. | 1670 | &nbsp;&nbsp; 14989 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Selan Exploration <br> Technology Ltd.<br>| 3303 | &nbsp;&nbsp; 22529 |
|  | Senco Gold Ltd. | 9738 | &nbsp;&nbsp; 34709 |
| \* | SEPC Ltd. | 348527 | &nbsp;&nbsp; 41900 |
| \* | Sequent Scientific Ltd. | 23250 | &nbsp;&nbsp; 45294 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seshasayee Paper & <br> Boards Ltd.<br>| 12371 | &nbsp;&nbsp; $38512 |
| \*Ω | SH Kelkar & Co. Ltd. | 19760 | &nbsp;&nbsp; 57704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shaily Engineering <br> Plastics Ltd.<br>| 5713 | &nbsp;&nbsp; 103609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shakti Pumps India <br> Ltd.<br>| 11880 | &nbsp;&nbsp; 120454 |
|  | Shalby Ltd. | 7260 | &nbsp;&nbsp; 17303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shankara Building <br> Products Ltd.<br>| 5154 | &nbsp;&nbsp; 69101 |
|  | Shanthi Gears Ltd. | 4410 | &nbsp;&nbsp; 27668 |
|  | Sharda Cropchem Ltd. | 10774 | &nbsp;&nbsp; 138604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sharda Motor <br> Industries Ltd.<br>| 7866 | &nbsp;&nbsp; 93293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Share India Securities <br> Ltd.<br>| 13936 | &nbsp;&nbsp; 27495 |
| \* | Sheela Foam Ltd. | 6480 | &nbsp;&nbsp; 49262 |
| \* | Shilpa Medicare Ltd. | 14302 | &nbsp;&nbsp; 141989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shipping Corp. of India <br> Land & Assets Ltd.<br>| 31983 | &nbsp;&nbsp; 18283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shipping Corp. of India <br> Ltd.<br>| 62747 | &nbsp;&nbsp; 153883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shivalik Bimetal <br> Controls Ltd.<br>| 8643 | &nbsp;&nbsp; 52043 |
| \* | Shoppers Stop Ltd. | 7687 | &nbsp;&nbsp; 45609 |
|  | Shree Cement Ltd. | 1018 | &nbsp;&nbsp; 355116 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shree Renuka Sugars <br> Ltd.<br>| 27510 | &nbsp;&nbsp; 9362 |
|  | Shriram Finance Ltd. | 243570 | &nbsp;&nbsp; 1747098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shriram Pistons & <br> Rings Ltd.<br>| 6431 | &nbsp;&nbsp; 175645 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shriram Properties <br> Ltd.<br>| 26303 | &nbsp;&nbsp; 27073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shyam Metalics & <br> Energy Ltd.<br>| 16988 | &nbsp;&nbsp; 189758 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Siemens Energy India <br> Ltd.<br>| 2953 | &nbsp;&nbsp; 108582 |
|  | Siemens Ltd. | 2953 | &nbsp;&nbsp; 101729 |
| \* | SIS Ltd. | 8675 | &nbsp;&nbsp; 38260 |
|  | Siyaram Silk Mills Ltd. | 7622 | &nbsp;&nbsp; 54299 |
|  | SJS Enterprises Ltd. | 9085 | &nbsp;&nbsp; 126469 |
|  | SJVN Ltd. | 89082 | &nbsp;&nbsp; 93825 |
|  | SKF India Ltd. | 3675 | &nbsp;&nbsp; 204433 |
|  | Skipper Ltd. | 12026 | &nbsp;&nbsp; 66764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Snowman Logistics <br> Ltd.<br>| 58611 | &nbsp;&nbsp; 36070 |
|  | Sobha Ltd. | 5020 | &nbsp;&nbsp; 91214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Solar Industries India <br> Ltd.<br>| 4750 | &nbsp;&nbsp; 760302 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solara Active Pharma <br> Sciences Ltd.<br>| 7723 | &nbsp;&nbsp; 56403 |
|  | Somany Ceramics Ltd. | 5293 | &nbsp;&nbsp; 32523 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Sona Blw Precision <br> Forgings Ltd.<br>| 33485 | &nbsp;&nbsp; 171808 |
|  | Sonata Software Ltd. | 18489 | &nbsp;&nbsp; 82537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; South Indian Bank <br> Ltd.<br>| 716692 | &nbsp;&nbsp; 241714 |
| \* | SP Apparels Ltd. | 2860 | &nbsp;&nbsp; 27156 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Spandana Sphoorty <br> Financial Ltd.<br>| 5962 | &nbsp;&nbsp; $18261 |
|  | SRF Ltd. | 19961 | &nbsp;&nbsp; 689509 |
| \* | Star Cement Ltd. | 50861 | &nbsp;&nbsp; 138729 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Star Health & Allied <br> Insurance Co. Ltd.<br>| 3490 | &nbsp;&nbsp; 17571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; State Bank of India <br> (SBID LI), GDR<br>| 2592 | &nbsp;&nbsp; 237267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; State Bank of India <br> (SBIN IN)<br>| 91425 | &nbsp;&nbsp; 827779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; State Bank of India <br> (SBKFF US), GDR<br>| 14169 | &nbsp;&nbsp; 1299297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Steel Authority of India <br> Ltd.<br>| 180319 | &nbsp;&nbsp; 254201 |
|  | Steelcast Ltd. | 711 | &nbsp;&nbsp; 9019 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sterlite Technologies <br> Ltd.<br>| 53706 | &nbsp;&nbsp; 72922 |
|  | STL Networks Ltd. | 84822 | &nbsp;&nbsp; 25040 |
|  | Stove Kraft Ltd. | 5323 | &nbsp;&nbsp; 35842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Strides Pharma <br> Science Ltd.<br>| 20696 | &nbsp;&nbsp; 205068 |
| \* | Stylam Industries Ltd. | 3206 | &nbsp;&nbsp; 63374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Styrenix Performance <br> Materials Ltd.<br>| 3151 | &nbsp;&nbsp; 104211 |
| \* | Subex Ltd. | 243613 | &nbsp;&nbsp; 36298 |
|  | Subros Ltd. | 5043 | &nbsp;&nbsp; 48992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sudarshan Chemical <br> Industries Ltd.<br>| 11568 | &nbsp;&nbsp; 187956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Chemical <br> India Ltd.<br>| 31476 | &nbsp;&nbsp; 232139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Pharmaceutical <br> Industries Ltd. <br> (SUNP IN)<br>| 58729 | &nbsp;&nbsp; 1138472 |
|  | Sun TV Network Ltd. | 42482 | &nbsp;&nbsp; 272186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sundaram Finance <br> Ltd.<br>| 12065 | &nbsp;&nbsp; 637618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sundaram-Clayton <br> Ltd.<br>| 533 | &nbsp;&nbsp; 11838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sundram Fasteners <br> Ltd.<br>| 34060 | &nbsp;&nbsp; 384510 |
|  | Sundrop Brands Ltd. | 2049 | &nbsp;&nbsp; 19016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sunflag Iron & Steel <br> Co. Ltd.<br>| 16141 | &nbsp;&nbsp; 52496 |
|  | Sunteck Realty Ltd. | 16258 | &nbsp;&nbsp; 72776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suprajit Engineering <br> Ltd.<br>| 25072 | &nbsp;&nbsp; 130876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supreme Industries <br> Ltd.<br>| 3308 | &nbsp;&nbsp; 161862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supreme Petrochem <br> Ltd.<br>| 20730 | &nbsp;&nbsp; 185074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supriya Lifescience <br> Ltd.<br>| 9043 | &nbsp;&nbsp; 67925 |
|  | Surya Roshni Ltd. | 30842 | &nbsp;&nbsp; 115166 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Suryoday Small <br> Finance Bank Ltd.<br>| 29505 | &nbsp;&nbsp; 42321 |
|  | Suyog Telematics Ltd. | 1551 | &nbsp;&nbsp; 15075 |
| \* | Suzlon Energy Ltd. | 1267336 | &nbsp;&nbsp; 882340 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Swaraj Engines Ltd. | 1571 | &nbsp;&nbsp; $74969 |
|  | Symphony Ltd. | 4203 | &nbsp;&nbsp; 53153 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Syncom Formulations <br> India Ltd.<br>| 93510 | &nbsp;&nbsp; 19381 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Syngene International <br> Ltd.<br>| 41967 | &nbsp;&nbsp; 338846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TAJGVK Hotels & <br> Resorts Ltd.<br>| 4894 | &nbsp;&nbsp; 22797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Talbros Automotive <br> Components Ltd.<br>| 9032 | &nbsp;&nbsp; 29408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tamil Nadu Newsprint <br> & Papers Ltd.<br>| 23351 | &nbsp;&nbsp; 42546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tamilnad Mercantile <br> Bank Ltd.<br>| 15374 | &nbsp;&nbsp; 80177 |
|  | Tanla Platforms Ltd. | 10389 | &nbsp;&nbsp; 74320 |
| \* | TARC Ltd. | 23394 | &nbsp;&nbsp; 49107 |
|  | Tata Chemicals Ltd. | 47544 | &nbsp;&nbsp; 531330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tata Communications <br> Ltd.<br>| 20426 | &nbsp;&nbsp; 397702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tata Consultancy <br> Services Ltd.<br>| 83108 | &nbsp;&nbsp; 2862702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tata Consumer <br> Products Ltd.<br>| 26395 | &nbsp;&nbsp; 322192 |
|  | Tata Elxsi Ltd. | 5322 | &nbsp;&nbsp; 368152 |
|  | Tata Motors Ltd. | 342448 | &nbsp;&nbsp; 2590393 |
|  | Tata Power Co. Ltd. | 152996 | &nbsp;&nbsp; 690476 |
|  | Tata Steel Ltd. | 1319738 | &nbsp;&nbsp; 2360422 |
|  | TCI Express Ltd. | 3436 | &nbsp;&nbsp; 27440 |
|  | TCPL Packaging Ltd. | 330 | &nbsp;&nbsp; 13546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TD Power Systems <br> Ltd.<br>| 36390 | &nbsp;&nbsp; 210510 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TeamLease Services <br> Ltd.<br>| 1241 | &nbsp;&nbsp; 25881 |
|  | Tech Mahindra Ltd. | 50221 | &nbsp;&nbsp; 833340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Techno Electric & <br> Engineering Co. <br> Ltd.<br>| 15269 | &nbsp;&nbsp; 250957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Technocraft Industries <br> India Ltd.<br>| 2009 | &nbsp;&nbsp; 71555 |
|  | Tega Industries Ltd. | 6156 | &nbsp;&nbsp; 132936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texmaco Infrastructure <br> & Holdings Ltd.<br>| 9920 | &nbsp;&nbsp; 11187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texmaco Rail & <br> Engineering Ltd.<br>| 73895 | &nbsp;&nbsp; 123100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thanga Mayil <br> Jewellery Ltd.<br>| 3982 | &nbsp;&nbsp; 85492 |
|  | Thejo Engineering Ltd. | 489 | &nbsp;&nbsp; 13131 |
|  | Themis Medicare Ltd. | 10120 | &nbsp;&nbsp; 12334 |
|  | Thermax Ltd. | 1296 | &nbsp;&nbsp; 58092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thirumalai Chemicals <br> Ltd.<br>| 17382 | &nbsp;&nbsp; 58868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thomas Cook India <br> Ltd.<br>| 61390 | &nbsp;&nbsp; 117615 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Thyrocare <br> Technologies Ltd.<br>| 5647 | &nbsp;&nbsp; 85355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tilaknagar Industries <br> Ltd.<br>| 31728 | &nbsp;&nbsp; 177727 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Time Technoplast Ltd. | 38836 | &nbsp;&nbsp; $205901 |
|  | Timken India Ltd. | 7898 | &nbsp;&nbsp; 297591 |
|  | Tips Music Ltd. | 18206 | &nbsp;&nbsp; 121367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Titagarh Rail System <br> Ltd.<br>| 8101 | &nbsp;&nbsp; 79134 |
|  | Titan Co. Ltd. | 33159 | &nbsp;&nbsp; 1259491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Torrent <br> Pharmaceuticals <br> Ltd.<br>| 15697 | &nbsp;&nbsp; 670491 |
|  | Torrent Power Ltd. | 24484 | &nbsp;&nbsp; 363299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tourism Finance Corp. <br> of India Ltd.<br>| 19341 | &nbsp;&nbsp; 65030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transformers & <br> Rectifiers India Ltd.<br>| 19366 | &nbsp;&nbsp; 112836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TransIndia Real Estate <br> Ltd.<br>| 17001 | &nbsp;&nbsp; 6370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transport Corp. of <br> India Ltd.<br>| 9519 | &nbsp;&nbsp; 126827 |
|  | Trent Ltd. | 24030 | &nbsp;&nbsp; 1372317 |
|  | Trident Ltd. | 339839 | &nbsp;&nbsp; 116354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triveni Engineering & <br> Industries Ltd.<br>| 31226 | &nbsp;&nbsp; 121478 |
|  | Triveni Turbine Ltd. | 42210 | &nbsp;&nbsp; 287408 |
|  | TTK Prestige Ltd. | 11883 | &nbsp;&nbsp; 85452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tube Investments of <br> India Ltd.<br>| 13074 | &nbsp;&nbsp; 421534 |
|  | TVS Holdings Ltd. | 1708 | &nbsp;&nbsp; 225552 |
|  | TVS Motor Co. Ltd. | 31628 | &nbsp;&nbsp; 1009984 |
|  | TVS Srichakra Ltd. | 949 | &nbsp;&nbsp; 32453 |
|  | Uflex Ltd. | 11450 | &nbsp;&nbsp; 77138 |
| \* | Ugro Capital Ltd. | 27607 | &nbsp;&nbsp; 53361 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Ujjivan Small Finance <br> Bank Ltd.<br>| 210888 | &nbsp;&nbsp; 106424 |
|  | UltraTech Cement Ltd. | 6367 | &nbsp;&nbsp; 886580 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Unichem Laboratories <br> Ltd.<br>| 8574 | &nbsp;&nbsp; 61336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Bank of India <br> Ltd.<br>| 270127 | &nbsp;&nbsp; 401598 |
|  | United Breweries Ltd. | 5542 | &nbsp;&nbsp; 122794 |
|  | United Spirits Ltd. | 25614 | &nbsp;&nbsp; 390131 |
|  | Universal Cables Ltd. | 1047 | &nbsp;&nbsp; 8826 |
|  | UNO Minda Ltd. | 35034 | &nbsp;&nbsp; 414577 |
| \* | UPL Ltd. | 84334 | &nbsp;&nbsp; 653639 |
|  | Usha Martin Ltd. | 67195 | &nbsp;&nbsp; 287120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UTI Asset <br> Management Co. <br> Ltd.<br>| 18426 | &nbsp;&nbsp; 277754 |
| \* | V2 Retail Ltd. | 4800 | &nbsp;&nbsp; 101197 |
| \* | VA Tech Wabag Ltd. | 14680 | &nbsp;&nbsp; 263740 |
|  | Vadilal Industries Ltd. | 1081 | &nbsp;&nbsp; 64230 |
|  | Vaibhav Global Ltd. | 19351 | &nbsp;&nbsp; 49742 |
| \* | Valor Estate Ltd. | 47564 | &nbsp;&nbsp; 99763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vardhman Special <br> Steels Ltd.<br>| 5501 | &nbsp;&nbsp; 16935 |
|  | Vardhman Textiles Ltd. | 48444 | &nbsp;&nbsp; 239748 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Varroc Engineering <br> Ltd.<br>| 16223 | &nbsp;&nbsp; 98675 |
|  | Varun Beverages Ltd. | 137631 | &nbsp;&nbsp; 815480 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | Vascon Engineers Ltd. | 8819 | &nbsp;&nbsp; $5388 |
|  | Vedant Fashions Ltd. | 11868 | &nbsp;&nbsp; 101738 |
|  | Vedanta Ltd. | 297098 | &nbsp;&nbsp; 1431422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Veedol Corporation <br> Ltd.<br>| 3208 | &nbsp;&nbsp; 60525 |
|  | Venky's India Ltd. | 1668 | &nbsp;&nbsp; 28729 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Venus Pipes & Tubes <br> Ltd.<br>| 3661 | &nbsp;&nbsp; 58142 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Veranda Learning <br> Solutions Ltd.<br>| 1852 | &nbsp;&nbsp; 4983 |
|  | Vesuvius India Ltd. | 29240 | &nbsp;&nbsp; 172045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; V-Guard Industries <br> Ltd.<br>| 59427 | &nbsp;&nbsp; 258917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vijaya Diagnostic <br> Centre Ltd.<br>| 7935 | &nbsp;&nbsp; 96899 |
|  | Vimta Labs Ltd. | 4408 | &nbsp;&nbsp; 35097 |
|  | Vinati Organics Ltd. | 6596 | &nbsp;&nbsp; 137194 |
|  | Vindhya Telelinks Ltd. | 2233 | &nbsp;&nbsp; 40035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vintage Coffee & <br> Beverages Ltd.<br>| 18364 | &nbsp;&nbsp; 32488 |
|  | Vishnu Chemicals Ltd. | 9726 | &nbsp;&nbsp; 62920 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; VL E-Governance & IT <br> Solutions Ltd.<br>| 26050 | &nbsp;&nbsp; 13119 |
| \* | Vodafone Idea Ltd. | 1147878 | &nbsp;&nbsp; 90123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Voltamp Transformers <br> Ltd.<br>| 1702 | &nbsp;&nbsp; 169971 |
|  | Voltas Ltd. | 18437 | &nbsp;&nbsp; 276704 |
|  | VRL Logistics Ltd. | 13998 | &nbsp;&nbsp; 98427 |
|  | VST Industries Ltd. | 18503 | &nbsp;&nbsp; 59477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VST Tillers Tractors <br> Ltd.<br>| 863 | &nbsp;&nbsp; 44772 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Walchandnagar <br> Industries Ltd.<br>| 11934 | &nbsp;&nbsp; 26970 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Websol Energy System <br> Ltd.<br>| 6705 | &nbsp;&nbsp; 101458 |
|  | Welspun Corp. Ltd. | 36054 | &nbsp;&nbsp; 382061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Welspun Enterprises <br> Ltd.<br>| 16502 | &nbsp;&nbsp; 92298 |
|  | Welspun Living Ltd. | 80600 | &nbsp;&nbsp; 116643 |
|  | Wendt India Ltd. | 93 | &nbsp;&nbsp; 10554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; West Coast Paper <br> Mills Ltd.<br>| 14697 | &nbsp;&nbsp; 88986 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Westlife Foodworld <br> Ltd.<br>| 16070 | &nbsp;&nbsp; 132603 |
|  | Wheels India Ltd. | 702 | &nbsp;&nbsp; 6081 |
|  | Whirlpool of India Ltd. | 11863 | &nbsp;&nbsp; 179787 |
|  | Windlas Biotech Ltd. | 4235 | &nbsp;&nbsp; 47296 |
|  | Wipro Ltd. | 198008 | &nbsp;&nbsp; 556876 |
| \* | Wockhardt Ltd. | 14427 | &nbsp;&nbsp; 273225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wonderla Holidays <br> Ltd.<br>| 8064 | &nbsp;&nbsp; 58151 |
|  | Yasho Industries Ltd. | 953 | &nbsp;&nbsp; 20849 |
| \* | Yes Bank Ltd. | 2228913 | &nbsp;&nbsp; 479091 |
|  | Yuken India Ltd. | 808 | &nbsp;&nbsp; 9704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zee Entertainment <br> Enterprises Ltd.<br>| 125182 | &nbsp;&nbsp; 168572 |
| \* | Zee Media Corp. Ltd. | 148263 | &nbsp;&nbsp; 22454 |
|  | Zen Technologies Ltd. | 16051 | &nbsp;&nbsp; 264167 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zensar Technologies <br> Ltd.<br>| 37800 | &nbsp;&nbsp; $347688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZF Commercial Vehicle <br> Control Systems <br> India Ltd.<br>| 573 | &nbsp;&nbsp; 86076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zydus Lifesciences <br> Ltd.<br>| 47432 | &nbsp;&nbsp; 519231 |
|  | Zydus Wellness Ltd. | 6843 | &nbsp;&nbsp; 157684 |
| TOTAL INDIA | TOTAL INDIA |  | &nbsp;&nbsp; 276736566 |
| INDONESIA — (2.0%) | INDONESIA — (2.0%) | INDONESIA — (2.0%) | INDONESIA — (2.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ABM Investama Tbk. <br> PT<br>| 243700 | &nbsp;&nbsp; 43505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AKR Corporindo Tbk. <br> PT<br>| 2308100 | &nbsp;&nbsp; 188160 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alam Sutera Realty <br> Tbk. PT<br>| 4460900 | &nbsp;&nbsp; 42237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alamtri Minerals <br> Indonesia Tbk. PT<br>| 1631200 | &nbsp;&nbsp; 109803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alamtri Resources <br> Indonesia Tbk. PT<br>| 1694100 | &nbsp;&nbsp; 189904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amman Mineral <br> Internasional PT<br>| 369500 | &nbsp;&nbsp; 188340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aneka Tambang Tbk. <br> PT<br>| 1208300 | &nbsp;&nbsp; 209078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arwana Citramulia Tbk. <br> PT<br>| 1282000 | &nbsp;&nbsp; 45519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aspirasi Hidup <br> Indonesia Tbk. PT<br>| 2162000 | &nbsp;&nbsp; 61721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra Agro Lestari Tbk. <br> PT<br>| 154300 | &nbsp;&nbsp; 63782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra International Tbk. <br> PT<br>| 3298400 | &nbsp;&nbsp; 1019603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra Otoparts Tbk. <br> PT<br>| 250300 | &nbsp;&nbsp; 32688 |
|  | Avia Avian Tbk. PT | 3443100 | &nbsp;&nbsp; 95147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Amar Indonesia <br> Tbk. PT<br>| 830585 | &nbsp;&nbsp; 10395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank BTPN Syariah <br> Tbk. PT<br>| 1087400 | &nbsp;&nbsp; 92941 |
| \* | Bank Bukopin Tbk. PT | 6045077 | &nbsp;&nbsp; 23095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Central Asia Tbk. <br> PT<br>| 5141200 | &nbsp;&nbsp; 2576746 |
| \* | Bank Jago Tbk. PT | 589400 | &nbsp;&nbsp; 66786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Mandiri Persero <br> Tbk. PT<br>| 4798200 | &nbsp;&nbsp; 1306218 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Mayapada <br> International Tbk. <br> PT<br>| 1834728 | &nbsp;&nbsp; 20479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Maybank <br> Indonesia Tbk. PT<br>| 1456300 | &nbsp;&nbsp; 18246 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Nationalnobu <br> Tbk. PT<br>| 744700 | &nbsp;&nbsp; 23478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Negara <br> Indonesia Persero <br> Tbk. PT<br>| 1480200 | &nbsp;&nbsp; 358961 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Neo Commerce <br> Tbk. PT<br>| 3831200 | &nbsp;&nbsp; $56298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank OCBC Nisp Tbk. <br> PT<br>| 1685100 | &nbsp;&nbsp; 136026 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Pan Indonesia <br> Tbk. PT<br>| 979400 | &nbsp;&nbsp; 66588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Pembangunan <br> Daerah Jawa Barat <br> Dan Banten Tbk. <br> PT<br>| 1053790 | &nbsp;&nbsp; 50254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Pembangunan <br> Daerah Jawa Timur <br> Tbk. PT<br>| 1427000 | &nbsp;&nbsp; 43771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Rakyat Indonesia <br> Persero Tbk. PT<br>| 5772700 | &nbsp;&nbsp; 1292683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Syariah <br> Indonesia Tbk. PT<br>| 584549 | &nbsp;&nbsp; 96501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Tabungan <br> Negara Persero Tbk. <br> PT<br>| 2316612 | &nbsp;&nbsp; 156117 |
|  | Barito Pacific Tbk. PT | 839663 | &nbsp;&nbsp; 133613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barito Renewables <br> Energy Tbk. PT<br>| 512600 | &nbsp;&nbsp; 243170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BFI Finance Indonesia <br> Tbk. PT<br>| 3312100 | &nbsp;&nbsp; 153741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BISI International Tbk. <br> PT<br>| 429800 | &nbsp;&nbsp; 24132 |
|  | Blue Bird Tbk. PT | 206500 | &nbsp;&nbsp; 24434 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Buana Lintas Lautan <br> Tbk. PT<br>| 4867500 | &nbsp;&nbsp; 39924 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bukalapak.com Tbk. <br> PT<br>| 14768000 | &nbsp;&nbsp; 135216 |
|  | Bukit Asam Tbk. PT | 1698100 | &nbsp;&nbsp; 249317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Buma Internasional <br> Grup Tbk. PT<br>| 1889200 | &nbsp;&nbsp; 41704 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bumi Resources <br> Minerals Tbk. PT<br>| 3588800 | &nbsp;&nbsp; 93447 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bumi Resources Tbk. <br> PT<br>| 18519200 | &nbsp;&nbsp; 124650 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bumi Serpong Damai <br> Tbk. PT<br>| 2423900 | &nbsp;&nbsp; 116113 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Capital Financial <br> Indonesia Tbk. PT<br>| 800300 | &nbsp;&nbsp; 50336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chandra Asri Pacific <br> Tbk. PT<br>| 106500 | &nbsp;&nbsp; 59876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charoen Pokphand <br> Indonesia Tbk. PT<br>| 1160900 | &nbsp;&nbsp; 346963 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Cikarang Listrindo Tbk. <br> PT<br>| 536600 | &nbsp;&nbsp; 22481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ciputra Development <br> Tbk. PT<br>| 3484800 | &nbsp;&nbsp; 194096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cisarua Mountain <br> Dairy Tbk. PT<br>| 428100 | &nbsp;&nbsp; 129812 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Citra Marga Nusaphala <br> Persada Tbk. PT<br>| 47700 | &nbsp;&nbsp; 3800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dayamitra <br> Telekomunikasi PT<br>| 3940100 | &nbsp;&nbsp; 138899 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dharma Satya <br> Nusantara Tbk. PT<br>| 1009300 | &nbsp;&nbsp; $84202 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dian Swastatika <br> Sentosa Tbk. PT<br>| 147400 | &nbsp;&nbsp; 580040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elang Mahkota <br> Teknologi Tbk. PT<br>| 4391800 | &nbsp;&nbsp; 166001 |
|  | Elnusa Tbk. PT | 889100 | &nbsp;&nbsp; 26355 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Energi Mega Persada <br> Tbk. PT<br>| 7812600 | &nbsp;&nbsp; 279731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Erajaya Swasembada <br> Tbk. PT<br>| 3197900 | &nbsp;&nbsp; 94412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ESSA Industries <br> Indonesia Tbk. PT<br>| 3379800 | &nbsp;&nbsp; 129059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gajah Tunggal Tbk. <br> PT<br>| 597000 | &nbsp;&nbsp; 38023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Garudafood Putra Putri <br> Jaya Tbk. PT<br>| 2126100 | &nbsp;&nbsp; 47037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden Energy Mines <br> Tbk. PT<br>| 130300 | &nbsp;&nbsp; 72400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gudang Garam Tbk. <br> PT<br>| 194300 | &nbsp;&nbsp; 104265 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harum Energy Tbk. <br> PT<br>| 213100 | &nbsp;&nbsp; 10208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hexindo Adiperkasa <br> Tbk. PT<br>| 58700 | &nbsp;&nbsp; 19169 |
| \* | Hillcon Tbk. PT | 1183900 | &nbsp;&nbsp; 15821 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Impack Pratama <br> Industri Tbk. PT<br>| 2577700 | &nbsp;&nbsp; 77967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indah Kiat Pulp & <br> Paper Tbk. PT<br>| 779400 | &nbsp;&nbsp; 321059 |
|  | Indika Energy Tbk. PT | 759200 | &nbsp;&nbsp; 61773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indo Tambangraya <br> Megah Tbk. PT<br>| 131800 | &nbsp;&nbsp; 183901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indocement Tunggal <br> Prakarsa Tbk. PT<br>| 331200 | &nbsp;&nbsp; 105379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indofood CBP Sukses <br> Makmur Tbk. PT<br>| 251200 | &nbsp;&nbsp; 149220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indofood Sukses <br> Makmur Tbk. PT<br>| 1084300 | &nbsp;&nbsp; 559884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indomobil Sukses <br> Internasional Tbk. <br> PT<br>| 326900 | &nbsp;&nbsp; 20608 |
|  | Indosat Tbk. PT | 861000 | &nbsp;&nbsp; 114902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industri Jamu Dan <br> Farmasi Sido <br> Muncul Tbk. PT<br>| 2986400 | &nbsp;&nbsp; 92452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japfa Comfeed <br> Indonesia Tbk. PT<br>| 2336300 | &nbsp;&nbsp; 226249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jasa Marga Persero <br> Tbk. PT<br>| 511900 | &nbsp;&nbsp; 111237 |
|  | Kalbe Farma Tbk. PT | 1620100 | &nbsp;&nbsp; 140123 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kawasan Industri <br> Jababeka Tbk. PT<br>| 7745900 | &nbsp;&nbsp; 88938 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lippo Karawaci Tbk. <br> PT<br>| 15773400 | &nbsp;&nbsp; 79447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Map Aktif Adiperkasa <br> PT<br>| 3922900 | &nbsp;&nbsp; 164412 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matahari Department <br> Store Tbk. PT<br>| 220800 | &nbsp;&nbsp; $23430 |
|  | Mayora Indah Tbk. PT | 1085200 | &nbsp;&nbsp; 146806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MD Entertainment Tbk. <br> PT<br>| 153230 | &nbsp;&nbsp; 15831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medco Energi <br> Internasional Tbk. <br> PT<br>| 3319800 | &nbsp;&nbsp; 258803 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Media Nusantara Citra <br> Tbk. PT<br>| 2605300 | &nbsp;&nbsp; 39848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medikaloka Hermina <br> Tbk. PT<br>| 2291100 | &nbsp;&nbsp; 219536 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Merdeka Battery <br> Materials Tbk. PT<br>| 4921900 | &nbsp;&nbsp; 142723 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Merdeka Copper Gold <br> Tbk. PT<br>| 1015042 | &nbsp;&nbsp; 144949 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Metro Healthcare <br> Indonesia Tbk. PT<br>| 6326800 | &nbsp;&nbsp; 91439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metrodata Electronics <br> Tbk. PT<br>| 2222200 | &nbsp;&nbsp; 80257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Kentjana <br> Tbk. PT<br>| 9800 | &nbsp;&nbsp; 13610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitra Adiperkasa Tbk. <br> PT<br>| 3425600 | &nbsp;&nbsp; 244452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitra Keluarga <br> Karyasehat Tbk. PT<br>| 433400 | &nbsp;&nbsp; 62613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitra Pinasthika <br> Mustika Tbk. PT<br>| 572200 | &nbsp;&nbsp; 33190 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MNC Digital <br> Entertainment Tbk. <br> PT<br>| 769200 | &nbsp;&nbsp; 22804 |
| \* | MNC Land Tbk. PT | 30053500 | &nbsp;&nbsp; 308232 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Nusantara Sejahtera <br> Raya Tbk. PT<br>| 7197800 | &nbsp;&nbsp; 60793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pabrik Kertas Tjiwi <br> Kimia Tbk. PT<br>| 462600 | &nbsp;&nbsp; 172199 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Strategic <br> Financial Tbk. PT<br>| 512800 | &nbsp;&nbsp; 35051 |
|  | Pakuwon Jati Tbk. PT | 5343400 | &nbsp;&nbsp; 114200 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Panin Financial Tbk. <br> PT<br>| 4028800 | &nbsp;&nbsp; 62041 |
| \* | Paninvest Tbk. PT | 361900 | &nbsp;&nbsp; 19763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pantai Indah Kapuk <br> Dua Tbk. PT<br>| 45000 | &nbsp;&nbsp; 44952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perusahaan Gas <br> Negara Tbk. PT<br>| 1402800 | &nbsp;&nbsp; 138681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perusahaan <br> Perkebunan London <br> Sumatra Indonesia <br> Tbk. PT<br>| 829600 | &nbsp;&nbsp; 69959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Petrindo Jaya Kreasi <br> Tbk. PT<br>| 3607000 | &nbsp;&nbsp; 334981 |
|  | Petrosea Tbk. PT | 633500 | &nbsp;&nbsp; 144988 |
| \* | PP Persero Tbk. PT | 508500 | &nbsp;&nbsp; 11918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prodia Widyahusada <br> Tbk. PT<br>| 53300 | &nbsp;&nbsp; 9441 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Puradelta Lestari Tbk. <br> PT<br>| 2683600 | &nbsp;&nbsp; $22482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rukun Raharja Tbk. <br> PT<br>| 187800 | &nbsp;&nbsp; 29722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Salim Ivomas Pratama <br> Tbk. PT<br>| 923900 | &nbsp;&nbsp; 37609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samudera Indonesia <br> Tbk. PT<br>| 2328000 | &nbsp;&nbsp; 46347 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sarana Meditama <br> Metropolitan Tbk. <br> PT<br>| 494600 | &nbsp;&nbsp; 8234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sarana Menara <br> Nusantara Tbk. PT<br>| 8493300 | &nbsp;&nbsp; 314368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sariguna Primatirta <br> Tbk. PT<br>| 2420000 | &nbsp;&nbsp; 82075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sawit Sumbermas <br> Sarana Tbk. PT<br>| 1418300 | &nbsp;&nbsp; 120117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Selamat Sempurna <br> Tbk. PT<br>| 654200 | &nbsp;&nbsp; 78793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Semen Indonesia <br> Persero Tbk. PT<br>| 439754 | &nbsp;&nbsp; 65498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siloam International <br> Hospitals Tbk. PT<br>| 124800 | &nbsp;&nbsp; 16001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumber Alfaria Trijaya <br> Tbk. PT<br>| 2367800 | &nbsp;&nbsp; 332798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumber Tani Agung <br> Resources Tbk. PT<br>| 835200 | &nbsp;&nbsp; 47413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summarecon Agung <br> Tbk. PT<br>| 3941800 | &nbsp;&nbsp; 98544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Surya Citra Media Tbk. <br> PT<br>| 4050300 | &nbsp;&nbsp; 45326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Surya Semesta <br> Internusa Tbk. PT<br>| 1487200 | &nbsp;&nbsp; 234360 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Telkom Indonesia <br> Persero Tbk. PT <br> (TLK US), ADR<br>| 14503 | &nbsp;&nbsp; 255253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telkom Indonesia <br> Persero Tbk. PT <br> (TLKM IJ)<br>| 1705200 | &nbsp;&nbsp; 299424 |
|  | Temas Tbk. PT | 2160000 | &nbsp;&nbsp; 16784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tempo Scan Pacific <br> Tbk. PT<br>| 214000 | &nbsp;&nbsp; 28555 |
|  | Timah Tbk. PT | 785500 | &nbsp;&nbsp; 48073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tower Bersama <br> Infrastructure Tbk. <br> PT<br>| 545200 | &nbsp;&nbsp; 64783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transcoal Pacific Tbk. <br> PT<br>| 195600 | &nbsp;&nbsp; 74587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trimegah Bangun <br> Persada Tbk. PT<br>| 1922000 | &nbsp;&nbsp; 83434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triputra Agro Persada <br> PT<br>| 1513500 | &nbsp;&nbsp; 133216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tunas Baru Lampung <br> Tbk. PT<br>| 875957 | &nbsp;&nbsp; 42563 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ultrajaya Milk Industry <br> & Trading Co. Tbk. <br> PT<br>| 957500 | &nbsp;&nbsp; $75239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unilever Indonesia <br> Tbk. PT<br>| 1222300 | &nbsp;&nbsp; 126806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Tractors Tbk. <br> PT<br>| 431100 | &nbsp;&nbsp; 631699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vale Indonesia Tbk. <br> PT<br>| 479701 | &nbsp;&nbsp; 100309 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Waskita Karya Persero <br> Tbk. PT<br>| 2217700 | &nbsp;&nbsp; 5105 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Wijaya Karya Persero <br> Tbk. PT<br>| 3300100 | &nbsp;&nbsp; 30685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wintermar Offshore <br> Marine Tbk. PT<br>| 324810 | &nbsp;&nbsp; 7323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; XLSMART Telecom <br> Sejahtera Tbk. PT<br>| 2529104 | &nbsp;&nbsp; 387051 |
| TOTAL INDONESIA | TOTAL INDONESIA |  | &nbsp;&nbsp; 22233134 |
| KUWAIT — (1.2%) | KUWAIT — (1.2%) | KUWAIT — (1.2%) | KUWAIT — (1.2%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; A'ayan Leasing & <br> Investment Co. <br> KSCP<br>| 249656 | &nbsp;&nbsp; 146863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; A'ayan Real Estate Co. <br> SAK<br>| 38506 | &nbsp;&nbsp; 13157 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acico Industries Co. <br> KSC<br>| 130042 | &nbsp;&nbsp; 36295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agility Public <br> Warehousing Co. <br> KSC<br>| 289374 | &nbsp;&nbsp; 134910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Ahli Bank of Kuwait <br> KSCP<br>| 204206 | &nbsp;&nbsp; 200509 |
|  | Al-Eid Food KSC | 63926 | &nbsp;&nbsp; 46077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ali Alghanim Sons <br> Automotive Co. <br> KSCC<br>| 40053 | &nbsp;&nbsp; 146760 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alimtiaz Investment <br> Group KSC<br>| 324631 | &nbsp;&nbsp; 51559 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Arabi Group Holding <br> KSC<br>| 39880 | &nbsp;&nbsp; 37646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arzan Financial Group <br> for Financing & <br> Investment KPSC<br>| 142186 | &nbsp;&nbsp; 137240 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asiya Capital <br> Investments Co. <br> KSCP<br>| 209724 | &nbsp;&nbsp; 30414 |
|  | Boubyan Bank KSCP | 24451 | &nbsp;&nbsp; 56302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boubyan <br> Petrochemicals Co. <br> KSCP<br>| 136727 | &nbsp;&nbsp; 288646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boursa Kuwait <br> Securities Co. <br> KPSC<br>| 27189 | &nbsp;&nbsp; 309121 |
|  | Burgan Bank SAK | 214445 | &nbsp;&nbsp; 174840 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Combined Group <br> Contracting Co. <br> SAK<br>| 41610 | &nbsp;&nbsp; $98165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Facilities <br> Co. SAKP<br>| 121626 | &nbsp;&nbsp; 92700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Real <br> Estate Co. KSC<br>| 303238 | &nbsp;&nbsp; 187866 |
|  | Gulf Bank KSCP | 323935 | &nbsp;&nbsp; 357850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Cables & <br> Electrical Industries <br> Group Co. KSCP<br>| 44177 | &nbsp;&nbsp; 302556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heavy Engineering & <br> Ship Building Co. <br> KSCP<br>| 35728 | &nbsp;&nbsp; 100671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Humansoft Holding Co. <br> KSC<br>| 29065 | &nbsp;&nbsp; 227751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IFA Hotels & <br> Resorts-KPSC<br>| 20223 | &nbsp;&nbsp; 57821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Integrated Holding Co. <br> KCSC<br>| 41909 | &nbsp;&nbsp; 74218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jazeera Airways Co. <br> KSCP<br>| 22513 | &nbsp;&nbsp; 99190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JTC Logistics <br> Transportation & <br> Stevedoring Co. <br> KSCP<br>| 8881 | &nbsp;&nbsp; 12866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KAMCO Investment <br> Co. KSC<br>| 40970 | &nbsp;&nbsp; 21107 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Business Town <br> Real Estate Co. <br> KSCP<br>| 52904 | &nbsp;&nbsp; 19675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Cement Co. <br> KSC<br>| 136339 | &nbsp;&nbsp; 155760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Finance House <br> KSCP<br>| 1027877 | &nbsp;&nbsp; 2706632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Financial <br> Centre SAK<br>| 180317 | &nbsp;&nbsp; 88770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Insurance Co. <br> SAK<br>| 11843 | &nbsp;&nbsp; 20270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait International <br> Bank KSCP<br>| 323272 | &nbsp;&nbsp; 291908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Investment Co. <br> SAK<br>| 131386 | &nbsp;&nbsp; 88770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Real Estate Co. <br> KSC<br>| 173581 | &nbsp;&nbsp; 203563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait <br> Telecommunications <br> Co.<br>| 96821 | &nbsp;&nbsp; 181827 |
|  | Mabanee Co. KPSC | 101819 | &nbsp;&nbsp; 294827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mezzan Holding Co. <br> KSCC<br>| 34262 | &nbsp;&nbsp; 139072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mobile <br> Telecommunications <br> Co. KSCP<br>| 596739 | &nbsp;&nbsp; 1035948 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Munshaat Real Estate <br> Projects Co. KSCP<br>| 19944 | &nbsp;&nbsp; 12645 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank of <br> Kuwait SAKP<br>| 678155 | &nbsp;&nbsp; $2321173 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Consumer <br> Holding Co. SAK<br>| 82695 | &nbsp;&nbsp; 29678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Industries <br> Group Holding SAK<br>| 312648 | &nbsp;&nbsp; 251726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Investments <br> Co. KSCP<br>| 237321 | &nbsp;&nbsp; 190264 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oula Fuel Marketing <br> Co.<br>| 12960 | &nbsp;&nbsp; 15505 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Privatization Holding <br> Co. KSCP<br>| 167042 | &nbsp;&nbsp; 30272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Salhia Real Estate Co. <br> KSCP<br>| 99477 | &nbsp;&nbsp; 134072 |
|  | Securities House KSC | 127694 | &nbsp;&nbsp; 34104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shamal Az-Zour <br> Al-Oula for the First <br> Phase of Az-Zour <br> Power Plant KSC<br>| 161560 | &nbsp;&nbsp; 82264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Specialities Group <br> Holding Co. KSCC<br>| 39363 | &nbsp;&nbsp; 20307 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Sultan Center Food <br> Products Co. KSC<br>| 27711 | &nbsp;&nbsp; 3259 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Real Estate Co. <br> SAKP<br>| 70389 | &nbsp;&nbsp; 42005 |
| \* | Warba Bank KSCP | 1410803 | &nbsp;&nbsp; 1276017 |
| TOTAL KUWAIT | TOTAL KUWAIT |  | &nbsp;&nbsp; 13113413 |
| MALAYSIA — (1.9%) | MALAYSIA — (1.9%) | MALAYSIA — (1.9%) | MALAYSIA — (1.9%) |
| # | Able Global Bhd. | 78300 | &nbsp;&nbsp; 27448 |
|  | Aeon Co. M Bhd. | 341000 | &nbsp;&nbsp; 102985 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AEON Credit Service <br> M Bhd.<br>| 103100 | &nbsp;&nbsp; 124362 |
| #\* | AFFIN Bank Bhd. | 199791 | &nbsp;&nbsp; 111250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ajinomoto Malaysia <br> Bhd.<br>| 7800 | &nbsp;&nbsp; 23480 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Alliance Bank Malaysia <br> Bhd.<br>| 224541 | &nbsp;&nbsp; 235969 |
|  | Allianz Malaysia Bhd. | 19400 | &nbsp;&nbsp; 79144 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AME Elite Consortium <br> Bhd.<br>| 76900 | &nbsp;&nbsp; 27149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AMMB Holdings Bhd. <br> (AMM MK)<br>| 358600 | &nbsp;&nbsp; 423717 |
|  | Ancom Nylex Bhd. | 211856 | &nbsp;&nbsp; 46118 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Astro Malaysia <br> Holdings Bhd.<br>| 154300 | &nbsp;&nbsp; 5234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aumas Resources <br> Bhd.<br>| 183600 | &nbsp;&nbsp; 22811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aurelius Technologies <br> Bhd.<br>| 137100 | &nbsp;&nbsp; 34878 |
| # | Axiata Group Bhd. | 631600 | &nbsp;&nbsp; 398869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Islam Malaysia <br> Bhd.<br>| 333700 | &nbsp;&nbsp; 174971 |
|  | Batu Kawan Bhd. | 20200 | &nbsp;&nbsp; 89139 |
| \* | Berjaya Corp. Bhd. | 977502 | &nbsp;&nbsp; 64063 |
| #\* | Berjaya Food Bhd. | 152753 | &nbsp;&nbsp; 10733 |
| #\* | Berjaya Land Bhd. | 228300 | &nbsp;&nbsp; 14899 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| #\* | Bermaz Auto Bhd. | 285000 | &nbsp;&nbsp; $49363 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; British American <br> Tobacco Malaysia <br> Bhd.<br>| 27500 | &nbsp;&nbsp; 33313 |
| #\* | Bumi Armada Bhd. | 1163900 | &nbsp;&nbsp; 119810 |
| # | Bursa Malaysia Bhd. | 128900 | &nbsp;&nbsp; 227357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CAB Cakaran Corp. <br> Bhd.<br>| 62400 | &nbsp;&nbsp; 10000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cahya Mata Sarawak <br> Bhd.<br>| 176100 | &nbsp;&nbsp; 50874 |
|  | Cape Ems Bhd. | 416300 | &nbsp;&nbsp; 32517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carlsberg Brewery <br> Malaysia Bhd.<br>| 47800 | &nbsp;&nbsp; 202509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CCK Consolidated <br> Holdings Bhd.<br>| 67900 | &nbsp;&nbsp; 20502 |
|  | CelcomDigi Bhd. | 268500 | &nbsp;&nbsp; 241465 |
| \* | Chin Hin Group Bhd. | 126300 | &nbsp;&nbsp; 67686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CIMB Group Holdings <br> Bhd.<br>| 1106812 | &nbsp;&nbsp; 1691891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coastal Contracts <br> Bhd.<br>| 48000 | &nbsp;&nbsp; 14200 |
| # | Crescendo Corp. Bhd. | 85000 | &nbsp;&nbsp; 23823 |
| # | CTOS Digital Bhd. | 398400 | &nbsp;&nbsp; 81020 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; D&O Green <br> Technologies Bhd.<br>| 158700 | &nbsp;&nbsp; 38620 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dagang NeXchange <br> Bhd.<br>| 563800 | &nbsp;&nbsp; 37974 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dayang Enterprise <br> Holdings Bhd.<br>| 166800 | &nbsp;&nbsp; 71741 |
| # | Dialog Group Bhd. | 308200 | &nbsp;&nbsp; 126072 |
|  | DRB-Hicom Bhd. | 336000 | &nbsp;&nbsp; 66378 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Duopharma Biotech <br> Bhd.<br>| 97044 | &nbsp;&nbsp; 30001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dutch Lady Milk <br> Industries Bhd.<br>| 3400 | &nbsp;&nbsp; 21705 |
|  | DXN Holdings Bhd. | 268300 | &nbsp;&nbsp; 31653 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Eastern & Oriental <br> Bhd.<br>| 385600 | &nbsp;&nbsp; 75191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eco World <br> Development Group <br> Bhd.<br>| 363600 | &nbsp;&nbsp; 172998 |
|  | EG Industries Bhd. | 94200 | &nbsp;&nbsp; 25023 |
| #\* | Ekovest Bhd. | 633500 | &nbsp;&nbsp; 61355 |
| # | Farm Fresh Bhd. | 220900 | &nbsp;&nbsp; 89908 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Prosonic <br> Industries Bhd.<br>| 61700 | &nbsp;&nbsp; 18338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fraser & Neave <br> Holdings Bhd.<br>| 21600 | &nbsp;&nbsp; 144824 |
| # | Frontken Corp. Bhd. | 306200 | &nbsp;&nbsp; 289867 |
| # | Gamuda Bhd. | 179397 | &nbsp;&nbsp; 216531 |
| # | Gas Malaysia Bhd. | 79100 | &nbsp;&nbsp; 76947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genetec Technology <br> Bhd.<br>| 97200 | &nbsp;&nbsp; 16775 |
| # | Genting Bhd. | 449900 | &nbsp;&nbsp; 329189 |
| # | Genting Malaysia Bhd. | 646400 | &nbsp;&nbsp; 295697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genting Plantations <br> Bhd.<br>| 98900 | &nbsp;&nbsp; 113639 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Globetronics <br> Technology Bhd.<br>| 52400 | &nbsp;&nbsp; $4626 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Greatech Technology <br> Bhd.<br>| 171500 | &nbsp;&nbsp; 68110 |
|  | Guan Chong Bhd. | 177333 | &nbsp;&nbsp; 47213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HAP Seng <br> Consolidated Bhd.<br>| 96600 | &nbsp;&nbsp; 57882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hap Seng Plantations <br> Holdings Bhd.<br>| 105700 | &nbsp;&nbsp; 47742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hartalega Holdings <br> Bhd.<br>| 126500 | &nbsp;&nbsp; 43194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heineken Malaysia <br> Bhd.<br>| 30500 | &nbsp;&nbsp; 170827 |
| # | Hextar Global Bhd. | 236600 | &nbsp;&nbsp; 49885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hiap Teck Venture <br> Bhd.<br>| 329500 | &nbsp;&nbsp; 23048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hibiscus Petroleum <br> Bhd.<br>| 198200 | &nbsp;&nbsp; 72335 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hong Leong Bank <br> Bhd.<br>| 22300 | &nbsp;&nbsp; 99137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Leong Financial <br> Group Bhd.<br>| 22400 | &nbsp;&nbsp; 84642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Leong Industries <br> Bhd.<br>| 19600 | &nbsp;&nbsp; 59983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hup Seng Industries <br> Bhd.<br>| 112000 | &nbsp;&nbsp; 24885 |
| # | IHH Healthcare Bhd. | 114000 | &nbsp;&nbsp; 177681 |
|  | IJM Corp. Bhd. | 325400 | &nbsp;&nbsp; 216724 |
|  | Inari Amertron Bhd. | 66800 | &nbsp;&nbsp; 32740 |
| # | IOI Corp. Bhd. | 220100 | &nbsp;&nbsp; 194362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IOI Properties Group <br> Bhd.<br>| 260800 | &nbsp;&nbsp; 129201 |
| # | ITMAX SYSTEM Bhd. | 20900 | &nbsp;&nbsp; 19592 |
|  | JAKS Resources Bhd. | 248000 | &nbsp;&nbsp; 5785 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Jaya Tiasa Holdings <br> Bhd.<br>| 304100 | &nbsp;&nbsp; 85847 |
| \* | JCY International Bhd. | 137900 | &nbsp;&nbsp; 10692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keck Seng Malaysia <br> Bhd.<br>| 18200 | &nbsp;&nbsp; 22979 |
|  | Kelington Group Bhd. | 129400 | &nbsp;&nbsp; 127831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kenanga Investment <br> Bank Bhd.<br>| 154000 | &nbsp;&nbsp; 32593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kerjaya Prospek Group <br> Bhd.<br>| 76800 | &nbsp;&nbsp; 36573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kim Loong Resources <br> Bhd.<br>| 75700 | &nbsp;&nbsp; 41666 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kossan Rubber <br> Industries Bhd.<br>| 361400 | &nbsp;&nbsp; 115733 |
| # | KPJ Healthcare Bhd. | 297700 | &nbsp;&nbsp; 180431 |
| #\* | KSL Holdings Bhd. | 119900 | &nbsp;&nbsp; 45380 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kuala Lumpur Kepong <br> Bhd.<br>| 67247 | &nbsp;&nbsp; 308256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lagenda Properties <br> Bhd.<br>| 120400 | &nbsp;&nbsp; 34048 |
|  | LBS Bina Group Bhd. | 400400 | &nbsp;&nbsp; 43469 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Leong Hup <br> International Bhd.<br>| 495600 | &nbsp;&nbsp; 70067 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  | Lii Hen Industries Bhd. | 47900 | &nbsp;&nbsp; $4937 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Chemical Titan <br> Holding Bhd.<br>| 164900 | &nbsp;&nbsp; 27354 |
| # | LPI Capital Bhd. | 71200 | &nbsp;&nbsp; 241962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magni-Tech Industries <br> Bhd.<br>| 39000 | &nbsp;&nbsp; 19241 |
| # | Magnum Bhd. | 228500 | &nbsp;&nbsp; 72240 |
|  | Mah Sing Group Bhd. | 422900 | &nbsp;&nbsp; 115030 |
| # | Malakoff Corp. Bhd. | 458400 | &nbsp;&nbsp; 95942 |
|  | Malayan Banking Bhd. | 359400 | &nbsp;&nbsp; 790471 |
|  | Malayan Cement Bhd. | 99700 | &nbsp;&nbsp; 130778 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Malayan Flour Mills <br> Bhd.<br>| 313600 | &nbsp;&nbsp; 42562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Malaysia Smelting <br> Corp. Bhd.<br>| 126200 | &nbsp;&nbsp; 34136 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Malaysian Pacific <br> Industries Bhd.<br>| 32100 | &nbsp;&nbsp; 150332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Malaysian Resources <br> Corp. Bhd.<br>| 684000 | &nbsp;&nbsp; 85190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matrix Concepts <br> Holdings Bhd.<br>| 377025 | &nbsp;&nbsp; 118060 |
|  | Maxis Bhd. | 285800 | &nbsp;&nbsp; 229955 |
|  | MBM Resources Bhd. | 68200 | &nbsp;&nbsp; 73453 |
|  | MBSB Bhd. | 833400 | &nbsp;&nbsp; 133511 |
|  | Mega First Corp. Bhd. | 197200 | &nbsp;&nbsp; 167307 |
|  | Mi Technovation Bhd. | 31700 | &nbsp;&nbsp; 14952 |
|  | MISC Bhd. | 124000 | &nbsp;&nbsp; 216557 |
|  | MKH Bhd. | 32700 | &nbsp;&nbsp; 8096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MKH Oil Palm East <br> Kalimantan Bhd.<br>| 4671 | &nbsp;&nbsp; 689 |
|  | MNRB Holdings Bhd. | 162400 | &nbsp;&nbsp; 70230 |
| #Ω | Mr. DIY Group M Bhd. | 517100 | &nbsp;&nbsp; 199347 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Muhibbah Engineering <br> M Bhd.<br>| 204350 | &nbsp;&nbsp; 27476 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nationgate Holdings <br> Bhd.<br>| 145200 | &nbsp;&nbsp; 52157 |
| # | Nestle Malaysia Bhd. | 8800 | &nbsp;&nbsp; 181491 |
| # | NEXG Bhd. | 468600 | &nbsp;&nbsp; 58510 |
| †† | Nylex Malaysia Bhd. | 1640 | &nbsp;&nbsp; 17 |
| # | OCK Group Bhd. | 270500 | &nbsp;&nbsp; 26245 |
|  | Oriental Holdings Bhd. | 69100 | &nbsp;&nbsp; 109796 |
|  | OSK Holdings Bhd. | 369900 | &nbsp;&nbsp; 113236 |
| # | PA Resources Bhd. | 334200 | &nbsp;&nbsp; 13614 |
|  | Padini Holdings Bhd. | 141500 | &nbsp;&nbsp; 66053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pantech Group <br> Holdings Bhd.<br>| 133700 | &nbsp;&nbsp; 21235 |
|  | Pecca Group Bhd. | 76200 | &nbsp;&nbsp; 27122 |
| # | Perak Transit Bhd. | 192900 | &nbsp;&nbsp; 31182 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Perdana Petroleum <br> Bhd.<br>| 279000 | &nbsp;&nbsp; 11085 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Petron Malaysia <br> Refining & Marketing <br> Bhd.<br>| 9400 | &nbsp;&nbsp; 7752 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Petronas Chemicals <br> Group Bhd.<br>| 293600 | &nbsp;&nbsp; 265705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Petronas Dagangan <br> Bhd.<br>| 36100 | &nbsp;&nbsp; 182340 |
|  | Petronas Gas Bhd. | 38400 | &nbsp;&nbsp; 161739 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| # | PPB Group Bhd. | 65500 | &nbsp;&nbsp; $144599 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Press Metal Aluminium <br> Holdings Bhd.<br>| 301400 | &nbsp;&nbsp; 376420 |
|  | Public Bank Bhd. | 1106200 | &nbsp;&nbsp; 1089462 |
| # | QL Resources Bhd. | 196600 | &nbsp;&nbsp; 195666 |
| #\* | Ranhill Utilities Bhd. | 83268 | &nbsp;&nbsp; 26225 |
| # | RCE Capital Bhd. | 97200 | &nbsp;&nbsp; 23413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RGB International <br> Bhd.<br>| 242700 | &nbsp;&nbsp; 16700 |
|  | RHB Bank Bhd. | 258788 | &nbsp;&nbsp; 371540 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sam Engineering & <br> Equipment M Bhd.<br>| 20000 | &nbsp;&nbsp; 19489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sarawak Oil Palms <br> Bhd.<br>| 132000 | &nbsp;&nbsp; 103430 |
|  | Scientex Bhd. | 240000 | &nbsp;&nbsp; 183149 |
|  | SD Guthrie Bhd. | 262500 | &nbsp;&nbsp; 293232 |
|  | Sime Darby Bhd. | 693900 | &nbsp;&nbsp; 264519 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sime Darby Property <br> Bhd.<br>| 535900 | &nbsp;&nbsp; 185725 |
|  | SKP Resources Bhd. | 331600 | &nbsp;&nbsp; 73119 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Solarvest Holdings <br> Bhd.<br>| 100300 | &nbsp;&nbsp; 58707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Cable Group <br> Bhd.<br>| 109500 | &nbsp;&nbsp; 43719 |
| # | SP Setia Bhd. Group | 572800 | &nbsp;&nbsp; 149729 |
| # | Sports Toto Bhd. | 195262 | &nbsp;&nbsp; 62626 |
|  | Sunway Bhd. | 53400 | &nbsp;&nbsp; 59013 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sunway Construction <br> Group Bhd.<br>| 55500 | &nbsp;&nbsp; 67872 |
| \* | Supermax Corp. Bhd. | 395760 | &nbsp;&nbsp; 52258 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Syarikat Takaful <br> Malaysia Keluarga <br> Bhd.<br>| 119100 | &nbsp;&nbsp; 89137 |
|  | Ta Ann Holdings Bhd. | 108300 | &nbsp;&nbsp; 97571 |
|  | Taliworks Corp. Bhd. | 101500 | &nbsp;&nbsp; 13768 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Telekom Malaysia <br> Bhd.<br>| 94546 | &nbsp;&nbsp; 149266 |
|  | Tenaga Nasional Bhd. | 146400 | &nbsp;&nbsp; 445927 |
|  | Teo Seng Capital Bhd. | 54200 | &nbsp;&nbsp; 12046 |
|  | TIME dotCom Bhd. | 135600 | &nbsp;&nbsp; 164877 |
| \* | Top Glove Corp. Bhd. | 592900 | &nbsp;&nbsp; 94926 |
| #\* | Tropicana Corp. Bhd. | 394700 | &nbsp;&nbsp; 109891 |
| # | TSH Resources Bhd. | 228800 | &nbsp;&nbsp; 62522 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Uchi Technologies <br> Bhd.<br>| 61700 | &nbsp;&nbsp; 46066 |
|  | UEM Sunrise Bhd. | 429200 | &nbsp;&nbsp; 74816 |
|  | Unisem M Bhd. | 62300 | &nbsp;&nbsp; 33821 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; United Plantations <br> Bhd.<br>| 39250 | &nbsp;&nbsp; 199141 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; UOA Development <br> Bhd.<br>| 129100 | &nbsp;&nbsp; 53210 |
|  | Velesto Energy Bhd. | 1591500 | &nbsp;&nbsp; 67052 |
|  | ViTrox Corp. Bhd. | 24100 | &nbsp;&nbsp; 21518 |
| # | VS Industry Bhd. | 864259 | &nbsp;&nbsp; 161860 |
| # | Wasco Bhd. | 97700 | &nbsp;&nbsp; 22377 |
| #\* | WCT Holdings Bhd. | 444100 | &nbsp;&nbsp; 81319 |
| # | Wellcall Holdings Bhd. | 73500 | &nbsp;&nbsp; 22703 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Westports Holdings <br> Bhd.<br>| 142900 | &nbsp;&nbsp; $187286 |
|  | Yinson Holdings Bhd. | 370286 | &nbsp;&nbsp; 202749 |
| # | YTL Corp. Bhd. | 571900 | &nbsp;&nbsp; 331064 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; YTL Power <br> International Bhd.<br>| 204900 | &nbsp;&nbsp; 195276 |
|  | Zetrix Ai Bhd. | 915282 | &nbsp;&nbsp; 187725 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp; 21406747 |
| MEXICO — (2.4%) | MEXICO — (2.4%) | MEXICO — (2.4%) | MEXICO — (2.4%) |
| # | Alpek SAB de CV | 172805 | &nbsp;&nbsp; 82716 |
| \* | Alsea SAB de CV | 111819 | &nbsp;&nbsp; 335250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; America Movil SAB de <br> CV (2228390D US), <br> ADR<br>| 80991 | &nbsp;&nbsp; 1463490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; America Movil SAB de <br> CV (AMXB MM)<br>| 765152 | &nbsp;&nbsp; 691942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arca Continental SAB <br> de CV<br>| 39001 | &nbsp;&nbsp; 406611 |
| \* | Axtel SAB de CV | 232948 | &nbsp;&nbsp; 29018 |
| Ω | Banco del Bajio SA | 323044 | &nbsp;&nbsp; 726057 |
| # | Becle SAB de CV | 67973 | &nbsp;&nbsp; 85178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bolsa Mexicana de <br> Valores SAB de CV<br>| 103285 | &nbsp;&nbsp; 221024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cemex SAB de CV <br> (CEMEXCPO MM)<br>| 501964 | &nbsp;&nbsp; 437971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cemex SAB de CV <br> (CX US), Sponsored <br> ADR<br>| 152728 | &nbsp;&nbsp; 1328734 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cia Minera Autlan SAB <br> de CV<br>| 23783 | &nbsp;&nbsp; 8989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Femsa SAB <br> de CV (KOFUBL <br> MM)<br>| 39877 | &nbsp;&nbsp; 331445 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Consorcio ARA SAB <br> de CV<br>| 105588 | &nbsp;&nbsp; 18078 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Controladora Vuela Cia <br> de Aviacion SAB de <br> CV (VOLARA MM), <br> Class A<br>| 270195 | &nbsp;&nbsp; 157978 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Corp. Inmobiliaria <br> Vesta SAB de CV<br>| 168587 | &nbsp;&nbsp; 475154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corporativo Fragua <br> SAB de CV<br>| 1253 | &nbsp;&nbsp; 36663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; El Puerto de Liverpool <br> SAB de CV, <br> Class C1<br>| 27629 | &nbsp;&nbsp; 134857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fomento Economico <br> Mexicano SAB de <br> CV (FEMSAUBD <br> MM)<br>| 42531 | &nbsp;&nbsp; 384504 |
|  | GCC SAB de CV | 55851 | &nbsp;&nbsp; 522184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genomma Lab <br> Internacional SAB <br> de CV, Class B<br>| 232266 | &nbsp;&nbsp; 268156 |
|  | Gentera SAB de CV | 473864 | &nbsp;&nbsp; 1074577 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gruma SAB de CV, <br> Class B<br>| 35263 | &nbsp;&nbsp; $607443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario <br> del Centro Norte <br> SAB de CV<br>| 60142 | &nbsp;&nbsp; 800193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario <br> del Pacifico SAB de <br> CV (GAPB MM), <br> Class B<br>| 1705 | &nbsp;&nbsp; 39246 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario <br> del Pacifico SAB de <br> CV (PAC US), ADR<br>| 5007 | &nbsp;&nbsp; 1150559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario <br> del Sureste SAB de <br> CV (ASR US), ADR<br>| 1337 | &nbsp;&nbsp; 405525 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Bimbo SAB de <br> CV<br>| 185553 | &nbsp;&nbsp; 538709 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Carso SAB de <br> CV<br>| 31982 | &nbsp;&nbsp; 227341 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Comercial <br> Chedraui SA de CV<br>| 61033 | &nbsp;&nbsp; 493861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Financiero <br> Banorte SAB de CV, <br> Class O<br>| 227562 | &nbsp;&nbsp; 2026647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Financiero <br> Inbursa SAB de CV, <br> Class O<br>| 164889 | &nbsp;&nbsp; 424612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Herdez SAB de <br> CV<br>| 49384 | &nbsp;&nbsp; 141961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Industrial Saltillo <br> SAB de CV<br>| 47090 | &nbsp;&nbsp; 37193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Mexico SAB de <br> CV<br>| 377982 | &nbsp;&nbsp; 2358055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Rotoplas SAB <br> de CV<br>| 69803 | &nbsp;&nbsp; 50729 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Televisa SAB <br> (TLEVICPO MM)<br>| 532333 | &nbsp;&nbsp; 293467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Televisa SAB <br> (TV US), Sponsored <br> ADR<br>| 3890 | &nbsp;&nbsp; 10892 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Traxion SAB de <br> CV<br>| 47650 | &nbsp;&nbsp; 41752 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Industrias Penoles <br> SAB de CV<br>| 52758 | &nbsp;&nbsp; 1385579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kimberly-Clark de <br> Mexico SAB de CV, <br> Class A<br>| 284023 | &nbsp;&nbsp; 531762 |
| # | La Comer SAB de CV | 130289 | &nbsp;&nbsp; 279916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Megacable Holdings <br> SAB de CV<br>| 383694 | &nbsp;&nbsp; 1058438 |
| \*Ω | Nemak SAB de CV | 1121474 | &nbsp;&nbsp; 200932 |
| \* | Ollamani SAB | 13139 | &nbsp;&nbsp; 32748 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Operadora De Sites <br> Mexicanos SAB de <br> CV, Class A-1<br>| 143325 | &nbsp;&nbsp; 123914 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orbia Advance Corp. <br> SAB de CV<br>| 254879 | &nbsp;&nbsp; $173342 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Promotora de Hoteles <br> Norte 19 SAB de <br> CV<br>| 68246 | &nbsp;&nbsp; 17328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Promotora y <br> Operadora de <br> Infraestructura SAB <br> de CV (PINFRA <br> MM)<br>| 45684 | &nbsp;&nbsp; 539999 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Qualitas Controladora <br> SAB de CV<br>| 39539 | &nbsp;&nbsp; 358293 |
|  | Regional SAB de CV | 110744 | &nbsp;&nbsp; 856248 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sitios Latinoamerica <br> SAB de CV<br>| 179805 | &nbsp;&nbsp; 30309 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vista Energy SAB de <br> CV (VIST US), ADR<br>| 18312 | &nbsp;&nbsp; 818546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wal-Mart de Mexico <br> SAB de CV<br>| 304448 | &nbsp;&nbsp; 897286 |
| TOTAL MEXICO | TOTAL MEXICO |  | &nbsp;&nbsp; 26173401 |
| PERU — (0.1%) | PERU — (0.1%) | PERU — (0.1%) | PERU — (0.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cementos Pacasmayo <br> SAA, ADR<br>| 1995 | &nbsp;&nbsp; 12569 |
|  | Credicorp Ltd. | 4100 | &nbsp;&nbsp; 971700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intercorp Financial <br> Services, Inc.<br>| 2254 | &nbsp;&nbsp; 81279 |
| TOTAL PERU | TOTAL PERU |  | &nbsp;&nbsp; 1065548 |
| PHILIPPINES — (0.7%) | PHILIPPINES — (0.7%) | PHILIPPINES — (0.7%) | PHILIPPINES — (0.7%) |
| \* | 8990 Holdings, Inc. | 186300 | &nbsp;&nbsp; 32522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aboitiz Equity <br> Ventures, Inc.<br>| 228800 | &nbsp;&nbsp; 124322 |
|  | Aboitiz Power Corp. | 161100 | &nbsp;&nbsp; 119140 |
|  | ACEN Corp. | 3196587 | &nbsp;&nbsp; 136726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alliance Global Group, <br> Inc.<br>| 821400 | &nbsp;&nbsp; 108491 |
|  | Apex Mining Co., Inc. | 806000 | &nbsp;&nbsp; 78949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia United Bank <br> Corp.<br>| 18940 | &nbsp;&nbsp; 17354 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Consolidated <br> Mining & <br> Development Corp.<br>| 193200 | &nbsp;&nbsp; 12380 |
|  | Ayala Corp. | 21540 | &nbsp;&nbsp; 217618 |
|  | Ayala Land, Inc. | 727000 | &nbsp;&nbsp; 310615 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AyalaLand Logistics <br> Holdings Corp.<br>| 199500 | &nbsp;&nbsp; 4949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of the Philippine <br> Islands<br>| 158871 | &nbsp;&nbsp; 321805 |
|  | BDO Unibank, Inc. | 283632 | &nbsp;&nbsp; 692381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bloomberry Resorts <br> Corp.<br>| 875100 | &nbsp;&nbsp; 60807 |
| \* | Cebu Air, Inc. | 72800 | &nbsp;&nbsp; 44127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Century Pacific Food, <br> Inc.<br>| 231500 | &nbsp;&nbsp; 146735 |
|  | China Banking Corp. | 213740 | &nbsp;&nbsp; 240102 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Converge Information <br> & Communications <br> Technology <br> Solutions, Inc.<br>| 431800 | &nbsp;&nbsp; $132134 |
|  | Cosco Capital, Inc. | 413300 | &nbsp;&nbsp; 49448 |
|  | D&L Industries, Inc. | 535900 | &nbsp;&nbsp; 46580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DigiPlus Interactive <br> Corp.<br>| 286500 | &nbsp;&nbsp; 123501 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DITO CME Holdings <br> Corp.<br>| 1766000 | &nbsp;&nbsp; 32984 |
|  | DMCI Holdings, Inc. | 1170700 | &nbsp;&nbsp; 205687 |
|  | DoubleDragon Corp. | 74100 | &nbsp;&nbsp; 12314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; East West Banking <br> Corp.<br>| 63100 | &nbsp;&nbsp; 13399 |
|  | Emperador, Inc. | 122400 | &nbsp;&nbsp; 33962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Philippine <br> Holdings Corp.<br>| 7400 | &nbsp;&nbsp; 9983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ginebra San Miguel, <br> Inc.<br>| 13660 | &nbsp;&nbsp; 66990 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Global Ferronickel <br> Holdings, Inc.<br>| 454000 | &nbsp;&nbsp; 10016 |
|  | Globe Telecom, Inc. | 5504 | &nbsp;&nbsp; 157364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GT Capital Holdings, <br> Inc.<br>| 27440 | &nbsp;&nbsp; 281618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Container <br> Terminal Services, <br> Inc.<br>| 79560 | &nbsp;&nbsp; 610894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JG Summit Holdings, <br> Inc.<br>| 636520 | &nbsp;&nbsp; 228733 |
|  | Jollibee Foods Corp. | 54940 | &nbsp;&nbsp; 204071 |
|  | Keepers Holdings, Inc. | 1422000 | &nbsp;&nbsp; 61144 |
|  | LT Group, Inc. | 672800 | &nbsp;&nbsp; 150645 |
|  | Manila Electric Co. | 14220 | &nbsp;&nbsp; 130871 |
|  | Manila Water Co., Inc. | 274300 | &nbsp;&nbsp; 172890 |
|  | Megaworld Corp. | 3111000 | &nbsp;&nbsp; 105947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Bank & <br> Trust Co.<br>| 295680 | &nbsp;&nbsp; 375468 |
| Ω | Monde Nissin Corp. | 582200 | &nbsp;&nbsp; 74646 |
|  | Nickel Asia Corp. | 1696200 | &nbsp;&nbsp; 65285 |
|  | Petron Corp. | 604000 | &nbsp;&nbsp; 25397 |
|  | Philex Mining Corp. | 495900 | &nbsp;&nbsp; 47906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Philippine National <br> Bank<br>| 104500 | &nbsp;&nbsp; 112909 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Philippine Seven <br> Corp.<br>| 74230 | &nbsp;&nbsp; 67595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PLDT, Inc. (PHI US), <br> Sponsored ADR<br>| 4515 | &nbsp;&nbsp; 104206 |
|  | PLDT, Inc. (TEL PM) | 8400 | &nbsp;&nbsp; 189708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Puregold Price Club, <br> Inc.<br>| 355400 | &nbsp;&nbsp; 243611 |
|  | Robinsons Land Corp. | 338600 | &nbsp;&nbsp; 84063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Robinsons Retail <br> Holdings, Inc.<br>| 67790 | &nbsp;&nbsp; 44175 |
|  | San Miguel Corp. | 123440 | &nbsp;&nbsp; 152088 |
|  | Security Bank Corp. | 96550 | &nbsp;&nbsp; 125623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Semirara Mining & <br> Power Corp.<br>| 262300 | &nbsp;&nbsp; 148318 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |
|  | SM Investments Corp. | 5310 | &nbsp;&nbsp; $74217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SM Prime Holdings, <br> Inc.<br>| 505400 | &nbsp;&nbsp; 200627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STI Education Systems <br> Holdings, Inc.<br>| 433000 | &nbsp;&nbsp; 10375 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Synergy Grid & <br> Development Phils, <br> Inc.<br>| 172000 | &nbsp;&nbsp; 33903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Bank of the <br> Philippines<br>| 113493 | &nbsp;&nbsp; 62157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Robina <br> Corp.<br>| 151310 | &nbsp;&nbsp; 229171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vista Land & <br> Lifescapes, Inc.<br>| 439000 | &nbsp;&nbsp; 10991 |
|  | Wilcon Depot, Inc. | 441700 | &nbsp;&nbsp; 75737 |
| TOTAL PHILIPPINES | TOTAL PHILIPPINES |  | &nbsp;&nbsp; 8068374 |
| POLAND — (1.8%) | POLAND — (1.8%) | POLAND — (1.8%) | POLAND — (1.8%) |
| \* | 11 bit studios SA | 100 | &nbsp;&nbsp; 5031 |
|  | AB SA | 3601 | &nbsp;&nbsp; 90364 |
| \* | Action SA | 2226 | &nbsp;&nbsp; 15638 |
| \* | Agora SA | 3744 | &nbsp;&nbsp; 9202 |
|  | Alior Bank SA | 31502 | &nbsp;&nbsp; 848753 |
| \*Ω | Allegro.eu SA | 24142 | &nbsp;&nbsp; 236819 |
|  | Amica SA | 943 | &nbsp;&nbsp; 14486 |
|  | AmRest Holdings SE | 22496 | &nbsp;&nbsp; 85726 |
|  | Arctic Paper SA | 6617 | &nbsp;&nbsp; 20134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASBISc Enterprises <br> PLC<br>| 18216 | &nbsp;&nbsp; 132127 |
|  | Asseco Poland SA | 19000 | &nbsp;&nbsp; 1025054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asseco South Eastern <br> Europe SA<br>| 4399 | &nbsp;&nbsp; 90234 |
|  | Auto Partner SA | 21165 | &nbsp;&nbsp; 112877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Handlowy w <br> Warszawie SA<br>| 7376 | &nbsp;&nbsp; 215076 |
| \* | Bank Millennium SA | 44432 | &nbsp;&nbsp; 172806 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Ochrony <br> Srodowiska SA<br>| 4752 | &nbsp;&nbsp; 13026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Polska Kasa <br> Opieki SA<br>| 25744 | &nbsp;&nbsp; 1397986 |
|  | Benefit Systems SA | 646 | &nbsp;&nbsp; 585149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BNPP Bank Polska <br> SA<br>| 1479 | &nbsp;&nbsp; 40770 |
|  | Boryszew SA | 16052 | &nbsp;&nbsp; 25871 |
|  | Budimex SA | 2362 | &nbsp;&nbsp; 353488 |
| \* | CCC SA | 9335 | &nbsp;&nbsp; 479640 |
|  | CD Projekt SA | 1612 | &nbsp;&nbsp; 107665 |
| \* | Celon Pharma SA | 4770 | &nbsp;&nbsp; 29518 |
| \* | CI Games SA | 24604 | &nbsp;&nbsp; 18562 |
| \* | Cognor Holding SA | 48215 | &nbsp;&nbsp; 89873 |
|  | Cyber Folks SA | 1922 | &nbsp;&nbsp; 92007 |
| \* | Cyfrowy Polsat SA | 70997 | &nbsp;&nbsp; 285008 |
| \* | Datawalk SA | 462 | &nbsp;&nbsp; 13075 |
|  | Develia SA | 147348 | &nbsp;&nbsp; 328359 |
| \*Ω | Dino Polska SA | 43380 | &nbsp;&nbsp; 572102 |
|  | Dom Development SA | 2304 | &nbsp;&nbsp; 144169 |
| \* | Echo Investment SA | 14488 | &nbsp;&nbsp; 20564 |
|  | Elektrotim SA | 948 | &nbsp;&nbsp; 12807 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |
| \* | Enea SA | 131184 | &nbsp;&nbsp; $662731 |
|  | Erbud SA | 2441 | &nbsp;&nbsp; 22026 |
|  | Eurocash SA | 20485 | &nbsp;&nbsp; 44167 |
| \* | Grupa Azoty SA | 15912 | &nbsp;&nbsp; 79085 |
|  | Grupa Kety SA | 2489 | &nbsp;&nbsp; 579222 |
|  | Grupa Pracuj SA | 4178 | &nbsp;&nbsp; 71208 |
| \*Ω | HUUUGE, Inc. | 3326 | &nbsp;&nbsp; 17116 |
|  | ING Bank Slaski SA | 6039 | &nbsp;&nbsp; 535266 |
|  | Inter Cars SA | 2190 | &nbsp;&nbsp; 334091 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jastrzebska Spolka <br> Weglowa SA<br>| 13579 | &nbsp;&nbsp; 84992 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; KGHM Polska Miedz <br> SA<br>| 15712 | &nbsp;&nbsp; 531211 |
|  | KRUK SA | 4532 | &nbsp;&nbsp; 496532 |
|  | LPP SA | 91 | &nbsp;&nbsp; 404164 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lubelski Wegiel <br> Bogdanka SA<br>| 4943 | &nbsp;&nbsp; 31950 |
| \* | mBank SA | 1405 | &nbsp;&nbsp; 332231 |
|  | Mirbud SA | 37238 | &nbsp;&nbsp; 148029 |
|  | Mo-BRUK SA | 750 | &nbsp;&nbsp; 56290 |
| \* | Mostostal Zabrze SA | 3152 | &nbsp;&nbsp; 5276 |
|  | Neuca SA | 324 | &nbsp;&nbsp; 57301 |
|  | Newag SA | 937 | &nbsp;&nbsp; 18066 |
|  | Orange Polska SA | 83060 | &nbsp;&nbsp; 193706 |
|  | ORLEN SA | 45636 | &nbsp;&nbsp; 1016245 |
|  | PCC Rokita SA | 522 | &nbsp;&nbsp; 9675 |
|  | Pepco Group NV | 20174 | &nbsp;&nbsp; 124999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PGE Polska Grupa <br> Energetyczna SA<br>| 226710 | &nbsp;&nbsp; 729949 |
| \* | PKP Cargo SA | 11150 | &nbsp;&nbsp; 45957 |
|  | PlayWay SA | 453 | &nbsp;&nbsp; 33237 |
| \* | Polimex-Mostostal SA | 22762 | &nbsp;&nbsp; 27934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Powszechna Kasa <br> Oszczednosci Bank <br> Polski SA<br>| 87474 | &nbsp;&nbsp; 1915374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Powszechny Zaklad <br> Ubezpieczen SA<br>| 50396 | &nbsp;&nbsp; 844686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Santander Bank <br> Polska SA<br>| 3120 | &nbsp;&nbsp; 454954 |
| \* | Selvita SA | 2243 | &nbsp;&nbsp; 19975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stalexport Autostrady <br> SA<br>| 47250 | &nbsp;&nbsp; 39503 |
|  | Synektik SA | 1977 | &nbsp;&nbsp; 113177 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tauron Polska Energia <br> SA<br>| 384430 | &nbsp;&nbsp; 852774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TEN Square Games <br> SA<br>| 459 | &nbsp;&nbsp; 9983 |
|  | Text SA | 2642 | &nbsp;&nbsp; 41014 |
|  | Torpol SA | 3546 | &nbsp;&nbsp; 37019 |
|  | Unimot SA | 1602 | &nbsp;&nbsp; 64580 |
|  | Votum SA | 1901 | &nbsp;&nbsp; 22967 |
|  | Voxel SA | 910 | &nbsp;&nbsp; 42838 |
|  | VRG SA | 12611 | &nbsp;&nbsp; 13787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Warsaw Stock <br> Exchange<br>| 5799 | &nbsp;&nbsp; 81964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wirtualna Polska <br> Holding SA<br>| 3330 | &nbsp;&nbsp; 66293 |
| Ω | XTB SA | 18757 | &nbsp;&nbsp; 374853 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zespol <br> Elektrocieplowni <br> Wroclawskich <br> Kogeneracja SA<br>| 715 | &nbsp;&nbsp; $11738 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zespol Elektrowni <br> Patnow Adamow <br> Konin SA<br>| 2547 | &nbsp;&nbsp; 15906 |
| TOTAL POLAND | TOTAL POLAND |  | &nbsp;&nbsp; 19400007 |
| QATAR — (1.1%) | QATAR — (1.1%) | QATAR — (1.1%) | QATAR — (1.1%) |
|  | Aamal Co. | 690990 | &nbsp;&nbsp; 156114 |
|  | Ahli Bank QSC | 7774 | &nbsp;&nbsp; 8106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Khaleej Takaful <br> Group QSC<br>| 64237 | &nbsp;&nbsp; 42685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Meera Consumer <br> Goods Co. QSC<br>| 29256 | &nbsp;&nbsp; 118770 |
|  | Al Rayan Bank | 596289 | &nbsp;&nbsp; 389533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alijarah Holding Co. <br> QPSC<br>| 111421 | &nbsp;&nbsp; 22244 |
| \* | Baladna | 290516 | &nbsp;&nbsp; 106831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barwa Real Estate <br> Co.<br>| 536609 | &nbsp;&nbsp; 413457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Bank <br> PSQC <br>| 600116 | &nbsp;&nbsp; 805997 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dlala Brokerage & <br> Investments Holding <br> Co. QSC<br>| 31913 | &nbsp;&nbsp; 9375 |
|  | Doha Bank QPSC | 824760 | &nbsp;&nbsp; 554202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Doha Insurance Co. <br> QSC<br>| 36664 | &nbsp;&nbsp; 26719 |
|  | Dukhan Bank | 126402 | &nbsp;&nbsp; 126826 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Estithmar Holding <br> QPSC<br>| 79104 | &nbsp;&nbsp; 77081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf International <br> Services QSC<br>| 512824 | &nbsp;&nbsp; 465526 |
|  | Gulf Warehousing Co. | 150309 | &nbsp;&nbsp; 114099 |
|  | Industries Qatar QSC | 22033 | &nbsp;&nbsp; 80377 |
|  | Lesha Bank LLC | 187215 | &nbsp;&nbsp; 95554 |
|  | Mannai Corp. QSC | 54198 | &nbsp;&nbsp; 91069 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mazaya Real Estate <br> Development QPSC<br>| 288198 | &nbsp;&nbsp; 48698 |
|  | Medicare Group | 75589 | &nbsp;&nbsp; 118909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mesaieed <br> Petrochemical <br> Holding Co.<br>| 535422 | &nbsp;&nbsp; 199044 |
|  | Ooredoo QPSC | 145622 | &nbsp;&nbsp; 538158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Aluminum <br> Manufacturing Co.<br>| 907132 | &nbsp;&nbsp; 369202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Electricity & <br> Water Co. QSC<br>| 43059 | &nbsp;&nbsp; 190513 |
|  | Qatar Fuel QSC | 74266 | &nbsp;&nbsp; 310007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Gas Transport <br> Co. Ltd.<br>| 218272 | &nbsp;&nbsp; 287777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Industrial <br> Manufacturing Co. <br> QSC<br>| 105402 | &nbsp;&nbsp; 74423 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Insurance Co. <br> SAQ<br>| 459902 | &nbsp;&nbsp; $264791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar International <br> Islamic Bank QSC<br>| 129463 | &nbsp;&nbsp; 395479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Islamic Bank <br> QPSC<br>| 93935 | &nbsp;&nbsp; 632858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Islamic <br> Insurance Group<br>| 34156 | &nbsp;&nbsp; 81506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar National Bank <br> QPSC<br>| 758520 | &nbsp;&nbsp; 3902303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar National Cement <br> Co. QSC<br>| 150829 | &nbsp;&nbsp; 143005 |
|  | Qatar Navigation QSC | 149005 | &nbsp;&nbsp; 443547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; QLM Life & Medical <br> Insurance Co. WLL<br>| 21504 | &nbsp;&nbsp; 11796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Salam International <br> Investment Ltd. <br> QSC<br>| 324796 | &nbsp;&nbsp; 64453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Development <br> Co. QSC<br>| 605863 | &nbsp;&nbsp; 171701 |
|  | Vodafone Qatar QSC | 801009 | &nbsp;&nbsp; 524511 |
| \* | Widam Food Co. | 34792 | &nbsp;&nbsp; 21177 |
|  | Zad Holding Co. | 23139 | &nbsp;&nbsp; 92955 |
| TOTAL QATAR | TOTAL QATAR |  | &nbsp;&nbsp; 12591378 |
| RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Gazprom PJSC <br> (OGZPY US), <br> Sponsored ADR<br>| 146620 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Magnitogorsk Iron & <br> Steel Works PJSC <br> (MMK LI), <br> Sponsored GDR<br>| 3184 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Polyus PJSC (PLZL <br> LI), GDR<br>| 1516 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; RusHydro PJSC <br> (RSHYY US), ADR<br>| 12112 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Sberbank of Russia <br> PJSC (SBER LI), <br> Sponsored ADR<br>| 96975 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Severstal PAO (SVJTY <br> US), GDR<br>| 4377 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; VTB Bank PJSC <br> (VTBR LI), GDR<br>| 49902 | &nbsp;&nbsp; 0 |
| SAUDI ARABIA — (4.3%) | SAUDI ARABIA — (4.3%) | SAUDI ARABIA — (4.3%) | SAUDI ARABIA — (4.3%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abdullah Al Othaim <br> Markets Co.<br>| 122132 | &nbsp;&nbsp; 237585 |
| \* | ACWA Power Co. | 9530 | &nbsp;&nbsp; 558066 |
|  | Ades Holding Co. | 66584 | &nbsp;&nbsp; 223347 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advanced <br> Petrochemical Co.<br>| 36056 | &nbsp;&nbsp; 297876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Babtain Power & <br> Telecommunication <br> Co.<br>| 9766 | &nbsp;&nbsp; 145952 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Al Gassim Investment <br> Holding Co.<br>| 2723 | &nbsp;&nbsp; $11764 |
|  | Al Hammadi Holding | 27475 | &nbsp;&nbsp; 265369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Hassan Ghazi <br> Ibrahim Shaker Co.<br>| 7342 | &nbsp;&nbsp; 52458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Jouf Agricultural <br> Development Co.<br>| 5570 | &nbsp;&nbsp; 63207 |
| \* | Al Jouf Cement Co. | 14413 | &nbsp;&nbsp; 26469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Al Khaleej Training & <br> Education Co.<br>| 9309 | &nbsp;&nbsp; 60695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Masane Al Kobra <br> Mining Co.<br>| 2125 | &nbsp;&nbsp; 37617 |
|  | Al Rajhi Bank | 166456 | &nbsp;&nbsp; 4197033 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Al Rajhi Co. for <br> Co-operative <br> Insurance<br>| 1790 | &nbsp;&nbsp; 56604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Yamamah Steel <br> Industries Co.<br>| 6566 | &nbsp;&nbsp; 60264 |
|  | Alamar Foods | 3694 | &nbsp;&nbsp; 50725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alandalus Property <br> Co.<br>| 12737 | &nbsp;&nbsp; 66309 |
|  | Alaseel Co. | 67565 | &nbsp;&nbsp; 68662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al-Dawaa Medical <br> Services Co.<br>| 9037 | &nbsp;&nbsp; 176692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aldrees Petroleum & <br> Transport Services <br> Co.<br>| 9077 | &nbsp;&nbsp; 288317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al-Etihad Cooperative <br> Insurance Co.<br>| 8608 | &nbsp;&nbsp; 28871 |
|  | Alinma Bank | 143718 | &nbsp;&nbsp; 988279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AlJazira Takaful <br> Ta'awuni Co.<br>| 10973 | &nbsp;&nbsp; 37263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AlKhorayef Water & <br> Power Technologies <br> Co.<br>| 3705 | &nbsp;&nbsp; 127509 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Allianz Saudi Fransi <br> Cooperative <br> Insurance Co.<br>| 7796 | &nbsp;&nbsp; 29457 |
|  | Almarai Co. JSC | 90109 | &nbsp;&nbsp; 1149222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Almawarid Manpower <br> Co.<br>| 1569 | &nbsp;&nbsp; 53051 |
|  | Almunajem Foods Co. | 5160 | &nbsp;&nbsp; 91288 |
|  | Alujain Corp. | 12109 | &nbsp;&nbsp; 118200 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amlak International <br> Finance Co.<br>| 11153 | &nbsp;&nbsp; 34740 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anaam International <br> Holding Group Co.<br>| 3928 | &nbsp;&nbsp; 15693 |
|  | Arab National Bank | 126216 | &nbsp;&nbsp; 730140 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arabia Insurance <br> Cooperative Co.<br>| 3689 | &nbsp;&nbsp; 11107 |
|  | Arabian Cement Co. | 17652 | &nbsp;&nbsp; 96972 |
| Ω | Arabian Centres Co. | 47522 | &nbsp;&nbsp; 262666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arabian Contracting <br> Services Co.<br>| 5161 | &nbsp;&nbsp; 132760 |
|  | Arabian Drilling Co. | 10709 | &nbsp;&nbsp; 213763 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arabian Internet & <br> Communications <br> Services Co.<br>| 4483 | &nbsp;&nbsp; $284807 |
|  | Arabian Pipes Co. | 27304 | &nbsp;&nbsp; 43143 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arabian Shield <br> Cooperative <br> Insurance Co.<br>| 11421 | &nbsp;&nbsp; 44958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arriyadh Development <br> Co.<br>| 29648 | &nbsp;&nbsp; 252705 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ARTEX Industrial <br> Investment Co.<br>| 6507 | &nbsp;&nbsp; 22298 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ash-Sharqiyah <br> Development Co.<br>| 4692 | &nbsp;&nbsp; 20963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra Industrial Group <br> Co.<br>| 8498 | &nbsp;&nbsp; 316802 |
|  | Ataa Educational Co. | 3582 | &nbsp;&nbsp; 58380 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BAAN Holding Group <br> Co.<br>| 48127 | &nbsp;&nbsp; 31907 |
|  | Baazeem Trading Co. | 11310 | &nbsp;&nbsp; 17186 |
|  | Bank AlBilad | 98174 | &nbsp;&nbsp; 679738 |
| \* | Bank Al-Jazira | 108372 | &nbsp;&nbsp; 361990 |
|  | Banque Saudi Fransi | 125872 | &nbsp;&nbsp; 575075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Basic Chemical <br> Industries Ltd.<br>| 6002 | &nbsp;&nbsp; 41944 |
|  | Bawan Co. | 7075 | &nbsp;&nbsp; 98603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BinDawood Holding <br> Co.<br>| 87147 | &nbsp;&nbsp; 137615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bupa Arabia for <br> Cooperative <br> Insurance Co.<br>| 10807 | &nbsp;&nbsp; 485444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Catrion Catering <br> Holding Co.<br>| 11646 | &nbsp;&nbsp; 351705 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chubb Arabia <br> Cooperative <br> Insurance Co.<br>| 3563 | &nbsp;&nbsp; 31371 |
|  | City Cement Co. | 23028 | &nbsp;&nbsp; 102612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Co. for Cooperative <br> Insurance <br>| 9725 | &nbsp;&nbsp; 347815 |
|  | Dallah Healthcare Co. | 4275 | &nbsp;&nbsp; 154844 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dar Al Arkan Real <br> Estate Development <br> Co.<br>| 91241 | &nbsp;&nbsp; 464128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dr. Sulaiman Al Habib <br> Medical Services <br> Group Co.<br>| 11691 | &nbsp;&nbsp; 816569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; East Pipes Integrated <br> Co. for Industry<br>| 4865 | &nbsp;&nbsp; 139563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Province <br> Cement Co.<br>| 14660 | &nbsp;&nbsp; 107783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electrical Industries <br> Co.<br>| 143535 | &nbsp;&nbsp; 343251 |
|  | Elm Co. | 2923 | &nbsp;&nbsp; 708174 |
| \* | Emaar Economic City | 70648 | &nbsp;&nbsp; 236197 |
|  | Etihad Etisalat Co. | 84870 | &nbsp;&nbsp; 1383776 |
|  | First Milling Co. | 8115 | &nbsp;&nbsp; 122683 |
| \* | Fitaihi Holding Group | 33088 | &nbsp;&nbsp; 28905 |
|  | Gulf Insurance Group | 8184 | &nbsp;&nbsp; 53778 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Union Cooperative <br> Insurance Co.<br>| 5589 | &nbsp;&nbsp; $20931 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Herfy Food Services <br> Co.<br>| 7714 | &nbsp;&nbsp; 51552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jamjoom <br> Pharmaceuticals <br> Factory Co.<br>| 3882 | &nbsp;&nbsp; 167636 |
|  | Jarir Marketing Co. | 102266 | &nbsp;&nbsp; 350041 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; L'Azurde Co. for <br> Jewelry<br>| 14411 | &nbsp;&nbsp; 48929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leejam Sports Co. <br> JSC<br>| 8455 | &nbsp;&nbsp; 319475 |
| \* | Liva Insurance Co. | 6506 | &nbsp;&nbsp; 22322 |
| \* | Lumi Rental Co. | 7252 | &nbsp;&nbsp; 116915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maharah Human <br> Resources Co.<br>| 8082 | &nbsp;&nbsp; 10016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Malath Cooperative <br> Insurance Co.<br>| 6275 | &nbsp;&nbsp; 21476 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mediterranean & Gulf <br> Cooperative <br> Insurance & <br> Reinsurance Co.<br>| 15003 | &nbsp;&nbsp; 67594 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Methanol Chemicals <br> Co.<br>| 8306 | &nbsp;&nbsp; 27741 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Middle East Healthcare <br> Co.<br>| 14673 | &nbsp;&nbsp; 219956 |
| \* | Middle East Paper Co. | 13477 | &nbsp;&nbsp; 99954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Middle East <br> Specialized Cables <br> Co.<br>| 2123 | &nbsp;&nbsp; 18865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mobile <br> Telecommunications <br> Co. Saudi Arabia<br>| 207146 | &nbsp;&nbsp; 573843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mouwasat Medical <br> Services Co.<br>| 8901 | &nbsp;&nbsp; 179967 |
|  | Nahdi Medical Co. | 7720 | &nbsp;&nbsp; 254682 |
| \* | Najran Cement Co. | 34779 | &nbsp;&nbsp; 75318 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Agriculture <br> Development Co. <br>| 42965 | &nbsp;&nbsp; 235218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Co. for Glass <br> Industries <br>| 2778 | &nbsp;&nbsp; 29971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Co. for <br> Learning & <br> Education<br>| 2618 | &nbsp;&nbsp; 116593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Gas & <br> Industrialization Co.<br>| 6578 | &nbsp;&nbsp; 133249 |
| \* | National Gypsum | 2758 | &nbsp;&nbsp; 15652 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National <br> Industrialization Co.<br>| 115625 | &nbsp;&nbsp; 296221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Medical Care <br> Co.<br>| 2857 | &nbsp;&nbsp; 123667 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Metal <br> Manufacturing & <br> Casting Co.<br>| 2893 | &nbsp;&nbsp; 13251 |
|  | Nayifat Finance Co. | 23632 | &nbsp;&nbsp; 81337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern Region <br> Cement Co.<br>| 36528 | &nbsp;&nbsp; 78689 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perfect Presentation <br> For Commercial <br> Services Co.<br>| 21678 | &nbsp;&nbsp; $62009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power & Water Utility <br> Co. for Jubail & <br> Yanbu<br>| 11690 | &nbsp;&nbsp; 124797 |
|  | Qassim Cement Co. | 14828 | &nbsp;&nbsp; 182046 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rabigh Refining & <br> Petrochemical Co.<br>| 115042 | &nbsp;&nbsp; 217823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Retal Urban <br> Development Co.<br>| 69296 | &nbsp;&nbsp; 273609 |
|  | Riyad Bank | 179205 | &nbsp;&nbsp; 1344665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riyadh Cables Group <br> Co.<br>| 6922 | &nbsp;&nbsp; 241450 |
|  | Riyadh Cement Co. | 21193 | &nbsp;&nbsp; 179245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SABIC Agri-Nutrients <br> Co.<br>| 26871 | &nbsp;&nbsp; 852336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sahara International <br> Petrochemical Co.<br>| 60359 | &nbsp;&nbsp; 287680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SAL Saudi Logistics <br> Services<br>| 3306 | &nbsp;&nbsp; 151566 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabian Amiantit <br> Co.<br>| 3370 | &nbsp;&nbsp; 18529 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabian <br> Cooperative <br> Insurance Co.<br>| 5134 | &nbsp;&nbsp; 19873 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabian Mining <br> Co.<br>| 70666 | &nbsp;&nbsp; 976996 |
| Ω | Saudi Arabian Oil Co. | 660708 | &nbsp;&nbsp; 4275210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Aramco Base Oil <br> Co.<br>| 10269 | &nbsp;&nbsp; 284952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Automotive <br> Services Co.<br>| 9731 | &nbsp;&nbsp; 133403 |
|  | Saudi Awwal Bank | 110227 | &nbsp;&nbsp; 950147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Basic Industries <br> Corp.<br>| 63733 | &nbsp;&nbsp; 928190 |
|  | Saudi Cement Co. | 30448 | &nbsp;&nbsp; 310425 |
| \* | Saudi Ceramic Co. | 13091 | &nbsp;&nbsp; 106454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Chemical Co. <br> Holding<br>| 147574 | &nbsp;&nbsp; 298954 |
|  | Saudi Electricity Co. | 70257 | &nbsp;&nbsp; 276265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Industrial <br> Investment Group<br>| 70848 | &nbsp;&nbsp; 339012 |
|  | Saudi Investment Bank <br>| 102509 | &nbsp;&nbsp; 392788 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Kayan <br> Petrochemical Co.<br>| 268036 | &nbsp;&nbsp; 326009 |
| \* | Saudi Marketing Co. | 7263 | &nbsp;&nbsp; 32451 |
|  | Saudi National Bank  | 243529 | &nbsp;&nbsp; 2430199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Paper <br> Manufacturing Co.<br>| 4258 | &nbsp;&nbsp; 62596 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Pharmaceutical <br> Industries & Medical <br> Appliances Corp.<br>| 15936 | &nbsp;&nbsp; 102261 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Printing & <br> Packaging Co.<br>| 5361 | &nbsp;&nbsp; 16487 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Public Transport <br> Co.<br>| 27933 | &nbsp;&nbsp; $99408 |
| \* | Saudi Real Estate Co. | 33020 | &nbsp;&nbsp; 161766 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Reinsurance <br> Co.<br>| 20933 | &nbsp;&nbsp; 253347 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Research & <br> Media Group<br>| 3267 | &nbsp;&nbsp; 159953 |
|  | Saudi Steel Pipe Co. | 7705 | &nbsp;&nbsp; 105109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Tadawul Group <br> Holding Co.<br>| 1973 | &nbsp;&nbsp; 86035 |
|  | Saudi Telecom Co. | 298398 | &nbsp;&nbsp; 3340173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudia Dairy & <br> Foodstuff Co.<br>| 4305 | &nbsp;&nbsp; 301645 |
| \* | Savola Group  | 35702 | &nbsp;&nbsp; 235421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Scientific & Medical <br> Equipment House <br> Co.<br>| 4617 | &nbsp;&nbsp; 43587 |
| \* | Seera Group Holding | 50750 | &nbsp;&nbsp; 349214 |
| \* | Shams | 139151 | &nbsp;&nbsp; 35525 |
| \* | SHL Finance Co. | 11644 | &nbsp;&nbsp; 72296 |
| \* | Sinad Holding Co. | 20091 | &nbsp;&nbsp; 57643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Province <br> Cement Co.<br>| 25125 | &nbsp;&nbsp; 175990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sustained <br> Infrastructure <br> Holding Co.<br>| 16431 | &nbsp;&nbsp; 145550 |
| \* | Tabuk Agriculture | 3240 | &nbsp;&nbsp; 8999 |
|  | Tabuk Cement Co. | 12595 | &nbsp;&nbsp; 35009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Takween Advanced <br> Industries Co.<br>| 5208 | &nbsp;&nbsp; 10867 |
|  | Tanmiah Food Co. | 3778 | &nbsp;&nbsp; 90211 |
|  | Theeb Rent A Car Co. | 6614 | &nbsp;&nbsp; 108760 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Umm Al-Qura Cement <br> Co.<br>| 4429 | &nbsp;&nbsp; 18418 |
|  | United Electronics Co. | 11503 | &nbsp;&nbsp; 275290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United International <br> Transportation Co.<br>| 16618 | &nbsp;&nbsp; 309721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Wire Factories <br> Co.<br>| 4440 | &nbsp;&nbsp; 26756 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wafrah for Industry & <br> Development<br>| 1162 | &nbsp;&nbsp; 8262 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Walaa Cooperative <br> Insurance Co.<br>| 20570 | &nbsp;&nbsp; 76496 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wataniya Insurance <br> Co.<br>| 7764 | &nbsp;&nbsp; 33577 |
|  | Yamama Cement Co. | 31933 | &nbsp;&nbsp; 279630 |
|  | Yanbu Cement Co. | 28852 | &nbsp;&nbsp; 130899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yanbu National <br> Petrochemical Co.<br>| 33541 | &nbsp;&nbsp; 272478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zahrat Al Waha For <br> Trading Co.<br>| 3563 | &nbsp;&nbsp; 24952 |
| TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | &nbsp;&nbsp; 47235179 |
| SOUTH AFRICA — (4.0%) | SOUTH AFRICA — (4.0%) | SOUTH AFRICA — (4.0%) | SOUTH AFRICA — (4.0%) |
|  | Absa Group Ltd. | 139036 | &nbsp;&nbsp; 1372400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Adcock Ingram <br> Holdings Ltd.<br>| 16005 | &nbsp;&nbsp; 60546 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  | Advtech Ltd. | 146896 | &nbsp;&nbsp; $263124 |
|  | AECI Ltd. | 42417 | &nbsp;&nbsp; 254651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; African Rainbow <br> Minerals Ltd.<br>| 32579 | &nbsp;&nbsp; 330372 |
|  | Afrimat Ltd. | 43235 | &nbsp;&nbsp; 99099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alexander Forbes <br> Group Holdings Ltd.<br>| 90998 | &nbsp;&nbsp; 42355 |
|  | Altron Ltd., Class A | 57643 | &nbsp;&nbsp; 66637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anglogold Ashanti PLC <br> (AU US)<br>| 17528 | &nbsp;&nbsp; 810670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aspen Pharmacare <br> Holdings Ltd.<br>| 53086 | &nbsp;&nbsp; 340719 |
|  | Astral Foods Ltd. | 16539 | &nbsp;&nbsp; 157511 |
|  | AVI Ltd. | 101251 | &nbsp;&nbsp; 522110 |
|  | Barloworld Ltd. | 95819 | &nbsp;&nbsp; 611781 |
|  | Bid Corp. Ltd. | 27471 | &nbsp;&nbsp; 690557 |
|  | Bidvest Group Ltd. | 53119 | &nbsp;&nbsp; 691014 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Label Telecoms <br> Ltd.<br>| 167238 | &nbsp;&nbsp; 149632 |
| \* | Brait PLC | 461459 | &nbsp;&nbsp; 55259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capitec Bank Holdings <br> Ltd.<br>| 4313 | &nbsp;&nbsp; 836068 |
|  | Cashbuild Ltd. | 4867 | &nbsp;&nbsp; 41260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caxton & CTP <br> Publishers & Printers <br> Ltd.<br>| 20139 | &nbsp;&nbsp; 12779 |
|  | City Lodge Hotels Ltd. | 120852 | &nbsp;&nbsp; 27581 |
|  | Clicks Group Ltd. | 39867 | &nbsp;&nbsp; 835034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coronation Fund <br> Managers Ltd.<br>| 62230 | &nbsp;&nbsp; 140536 |
|  | Curro Holdings Ltd. | 171010 | &nbsp;&nbsp; 82132 |
|  | DataTec Ltd. | 114371 | &nbsp;&nbsp; 374767 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Dis-Chem Pharmacies <br> Ltd.<br>| 140986 | &nbsp;&nbsp; 240151 |
|  | Discovery Ltd. | 42496 | &nbsp;&nbsp; 503930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DRDGOLD Ltd. (DRD <br> SJ)<br>| 50000 | &nbsp;&nbsp; 66356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DRDGOLD Ltd. (DRD <br> US), Sponsored <br> ADR<br>| 11571 | &nbsp;&nbsp; 154357 |
|  | Exxaro Resources Ltd. | 68754 | &nbsp;&nbsp; 599879 |
|  | Famous Brands Ltd. | 25850 | &nbsp;&nbsp; 83543 |
|  | FirstRand Ltd. | 380144 | &nbsp;&nbsp; 1614304 |
|  | Foschini Group Ltd. | 150435 | &nbsp;&nbsp; 1015770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gold Fields Ltd. (GFI <br> US), Sponsored <br> ADR<br>| 77211 | &nbsp;&nbsp; 1880860 |
|  | Grindrod Ltd. | 268633 | &nbsp;&nbsp; 170657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harmony Gold Mining <br> Co. Ltd. (HAR SJ)<br>| 48266 | &nbsp;&nbsp; 646254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harmony Gold Mining <br> Co. Ltd. (HMY US), <br> Sponsored ADR<br>| 55957 | &nbsp;&nbsp; 753181 |
|  | Hudaco Industries Ltd. | 9043 | &nbsp;&nbsp; 96326 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Impala Platinum <br> Holdings Ltd.<br>| 113155 | &nbsp;&nbsp; 1069477 |
|  | Investec Ltd. | 24135 | &nbsp;&nbsp; 177226 |
|  | Invicta Holdings Ltd. | 5930 | &nbsp;&nbsp; 10956 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
| \* | iOCO Ltd. | 151111 | &nbsp;&nbsp; $34678 |
|  | Italtile Ltd. | 143782 | &nbsp;&nbsp; 77965 |
|  | JSE Ltd. | 23014 | &nbsp;&nbsp; 171775 |
| \* | KAP Ltd. | 1019545 | &nbsp;&nbsp; 104060 |
|  | Kumba Iron Ore Ltd. | 8727 | &nbsp;&nbsp; 143932 |
|  | Lewis Group Ltd. | 13284 | &nbsp;&nbsp; 57111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Life Healthcare Group <br> Holdings Ltd.<br>| 544489 | &nbsp;&nbsp; 399952 |
|  | Merafe Resources Ltd. | 305519 | &nbsp;&nbsp; 20660 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Metair Investments <br> Ltd.<br>| 44283 | &nbsp;&nbsp; 14557 |
|  | Momentum Group Ltd. | 430252 | &nbsp;&nbsp; 815300 |
|  | Motus Holdings Ltd. | 80789 | &nbsp;&nbsp; 413073 |
|  | Mpact Ltd. | 18342 | &nbsp;&nbsp; 25076 |
|  | Mr. Price Group Ltd. | 44407 | &nbsp;&nbsp; 513864 |
|  | MTN Group Ltd. | 298312 | &nbsp;&nbsp; 2507319 |
| \* | MultiChoice Group | 42369 | &nbsp;&nbsp; 279337 |
| \* | Nampak Ltd. | 2354 | &nbsp;&nbsp; 64801 |
|  | Naspers Ltd., Class N | 3649 | &nbsp;&nbsp; 1126381 |
|  | Nedbank Group Ltd. | 93403 | &nbsp;&nbsp; 1274618 |
|  | NEPI Rockcastle NV | 74851 | &nbsp;&nbsp; 572190 |
|  | Netcare Ltd. | 479997 | &nbsp;&nbsp; 361144 |
|  | Ninety One Ltd. | 68065 | &nbsp;&nbsp; 163694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northam Platinum <br> Holdings Ltd.<br>| 50681 | &nbsp;&nbsp; 582162 |
| \* | Nutun Ltd. | 238170 | &nbsp;&nbsp; 18422 |
|  | Oceana Group Ltd. | 39026 | &nbsp;&nbsp; 111932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Mutual Ltd. (OMU <br> SJ)<br>| 1571100 | &nbsp;&nbsp; 1101869 |
|  | Omnia Holdings Ltd. | 65802 | &nbsp;&nbsp; 285175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OUTsurance Group <br> Ltd.<br>| 160319 | &nbsp;&nbsp; 679306 |
| Ω | Pepkor Holdings Ltd. | 592903 | &nbsp;&nbsp; 890396 |
| \* | Pick n Pay Stores Ltd. | 165070 | &nbsp;&nbsp; 256935 |
|  | PPC Ltd. | 545075 | &nbsp;&nbsp; 152450 |
|  | Premier Group Ltd. | 10202 | &nbsp;&nbsp; 78603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PSG Financial <br> Services Ltd.<br>| 242553 | &nbsp;&nbsp; 312498 |
|  | Raubex Group Ltd. | 90786 | &nbsp;&nbsp; 224518 |
|  | Reunert Ltd. | 56083 | &nbsp;&nbsp; 172046 |
|  | RFG Holdings Ltd. | 21913 | &nbsp;&nbsp; 19248 |
|  | Sanlam Ltd. | 170090 | &nbsp;&nbsp; 818582 |
|  | Santam Ltd. | 11778 | &nbsp;&nbsp; 285589 |
|  | Sappi Ltd. | 275763 | &nbsp;&nbsp; 417921 |
| \* | Sasol Ltd. (SOL SJ) | 131159 | &nbsp;&nbsp; 674694 |
|  | Shoprite Holdings Ltd. | 63963 | &nbsp;&nbsp; 929868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sibanye Stillwater Ltd. <br> (SBSW US), ADR<br>| 97440 | &nbsp;&nbsp; 814598 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sibanye Stillwater Ltd. <br> (SSW SJ)<br>| 379629 | &nbsp;&nbsp; 798468 |
|  | Southern Sun Ltd. | 263769 | &nbsp;&nbsp; 136992 |
| \* | SPAR Group Ltd.  | 73625 | &nbsp;&nbsp; 432970 |
|  | Spur Corp. Ltd. | 6164 | &nbsp;&nbsp; 12151 |
|  | Stadio Holdings Ltd. | 45933 | &nbsp;&nbsp; 22134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Bank Group <br> Ltd.<br>| 223575 | &nbsp;&nbsp; 2876845 |
|  | Sun International Ltd. | 74980 | &nbsp;&nbsp; 193618 |
|  | Super Group Ltd. | 158908 | &nbsp;&nbsp; 140775 |
| \* | Telkom SA SOC Ltd. | 129352 | &nbsp;&nbsp; 420360 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thungela Resources <br> Ltd. (TGA SJ)<br>| 43521 | &nbsp;&nbsp; $221586 |
|  | Tiger Brands Ltd. | 32329 | &nbsp;&nbsp; 539368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Truworths International <br> Ltd.<br>| 65361 | &nbsp;&nbsp; 254265 |
|  | Tsogo Sun Ltd. | 210893 | &nbsp;&nbsp; 80059 |
|  | Valterra Platinum Ltd. | 9989 | &nbsp;&nbsp; 448605 |
|  | Vodacom Group Ltd. | 92807 | &nbsp;&nbsp; 706557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; We Buy Cars Holdings <br> Ltd.<br>| 50218 | &nbsp;&nbsp; 159072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilson Bayly <br> Holmes-Ovcon Ltd.<br>| 20861 | &nbsp;&nbsp; 198566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woolworths Holdings <br> Ltd.<br>| 177223 | &nbsp;&nbsp; 485550 |
|  | Zeda Ltd. | 75515 | &nbsp;&nbsp; 52834 |
| TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | &nbsp;&nbsp; 44100895 |
| SOUTH KOREA — (16.1%) | SOUTH KOREA — (16.1%) | SOUTH KOREA — (16.1%) | SOUTH KOREA — (16.1%) |
| \* | 3S Korea Co. Ltd. | 10371 | &nbsp;&nbsp; 13956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ABOV Semiconductor <br> Co. Ltd.<br>| 2124 | &nbsp;&nbsp; 17760 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ADTechnology Co. <br> Ltd.<br>| 1694 | &nbsp;&nbsp; 30449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Nano <br> Products Co. Ltd.<br>| 1292 | &nbsp;&nbsp; 49759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Process <br> Systems Corp.<br>| 4914 | &nbsp;&nbsp; 63668 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Aekyung Chemical Co. <br> Ltd.<br>| 10934 | &nbsp;&nbsp; 93634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aekyung Industrial Co. <br> Ltd.<br>| 5255 | &nbsp;&nbsp; 62481 |
| \* | Agabang & Co. | 5822 | &nbsp;&nbsp; 22632 |
|  | Ahnlab, Inc. | 789 | &nbsp;&nbsp; 36339 |
| \* | Air Busan Co. Ltd. | 21199 | &nbsp;&nbsp; 31348 |
|  | Ajin Industrial Co. Ltd. | 17463 | &nbsp;&nbsp; 34840 |
| \* | Alteogen, Inc. | 1255 | &nbsp;&nbsp; 404843 |
| \* | ALUKO Co. Ltd. | 23633 | &nbsp;&nbsp; 40542 |
| \* | Amicogen, Inc. | 6097 | &nbsp;&nbsp; 17880 |
|  | Amorepacific Corp. | 2454 | &nbsp;&nbsp; 236475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amorepacific Holdings <br> Corp.<br>| 8581 | &nbsp;&nbsp; 190724 |
| \* | Ananti, Inc. | 15665 | &nbsp;&nbsp; 111901 |
| \* | Anapass, Inc. | 3919 | &nbsp;&nbsp; 52687 |
| \* | Anterogen Co. Ltd. | 1345 | &nbsp;&nbsp; 22742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aplus Asset Advisor <br> Co. Ltd.<br>| 3196 | &nbsp;&nbsp; 14491 |
| \* | Aprogen Biologics | 34072 | &nbsp;&nbsp; 14713 |
| \* | Aprogen, Inc. | 33975 | &nbsp;&nbsp; 14937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; APT Neuroscience, <br> Inc.<br>| 21604 | &nbsp;&nbsp; 21407 |
|  | Asia Cement Co. Ltd. | 7032 | &nbsp;&nbsp; 72231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASIA Holdings Co. <br> Ltd.<br>| 353 | &nbsp;&nbsp; 85501 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asia Pacific Satellite, <br> Inc.<br>| 1665 | &nbsp;&nbsp; 14679 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Paper <br> Manufacturing Co. <br> Ltd.<br>| 10425 | &nbsp;&nbsp; $59990 |
|  | ATON, Inc. | 5773 | &nbsp;&nbsp; 34568 |
|  | Avaco Co. Ltd. | 1995 | &nbsp;&nbsp; 19072 |
|  | Baiksan Co. Ltd. | 4498 | &nbsp;&nbsp; 49136 |
|  | BGF Co. Ltd. | 11107 | &nbsp;&nbsp; 31887 |
| # | BGF retail Co. Ltd. | 2445 | &nbsp;&nbsp; 198053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BGFecomaterials Co. <br> Ltd.<br>| 9172 | &nbsp;&nbsp; 20467 |
|  | BH Co. Ltd. | 10395 | &nbsp;&nbsp; 108910 |
| \* | BHI Co. Ltd. | 2320 | &nbsp;&nbsp; 66663 |
|  | Binggrae Co. Ltd. | 1954 | &nbsp;&nbsp; 114140 |
|  | Bio Plus Co. Ltd. | 6144 | &nbsp;&nbsp; 30453 |
| \* | Biodyne Co. Ltd. | 1759 | &nbsp;&nbsp; 18686 |
| \* | Bioneer Corp. | 4057 | &nbsp;&nbsp; 43877 |
|  | BioNote, Inc. | 19686 | &nbsp;&nbsp; 74108 |
|  | BIT Computer Co. Ltd. | 5021 | &nbsp;&nbsp; 19193 |
| \* | BNC Korea Co. Ltd. | 7622 | &nbsp;&nbsp; 28400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BNK Financial Group, <br> Inc.<br>| 40729 | &nbsp;&nbsp; 426554 |
|  | Boditech Med, Inc. | 3922 | &nbsp;&nbsp; 40192 |
|  | Boryung | 10368 | &nbsp;&nbsp; 62956 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bukwang <br> Pharmaceutical Co. <br> Ltd.<br>| 11123 | &nbsp;&nbsp; 25866 |
|  | BYC Co. Ltd. | 610 | &nbsp;&nbsp; 17289 |
|  | Byucksan Corp. | 14139 | &nbsp;&nbsp; 22707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C&C International Co. <br> Ltd.<br>| 1132 | &nbsp;&nbsp; 35889 |
| \* | Cafe24 Corp. | 3683 | &nbsp;&nbsp; 113758 |
|  | Cape Industries Ltd. | 6603 | &nbsp;&nbsp; 35134 |
|  | Caregen Co. Ltd. | 4496 | &nbsp;&nbsp; 160287 |
| \* | Celltrion Pharm, Inc. | 1903 | &nbsp;&nbsp; 73165 |
| # | Celltrion, Inc. | 3593 | &nbsp;&nbsp; 460633 |
| \* | Chabiotech Co. Ltd. | 6893 | &nbsp;&nbsp; 54744 |
|  | Cheil Electric Co. Ltd. | 3144 | &nbsp;&nbsp; 26560 |
|  | Cheil Worldwide, Inc. | 19519 | &nbsp;&nbsp; 278849 |
|  | Chemtronics Co. Ltd. | 3525 | &nbsp;&nbsp; 54911 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cheryong Electric Co. <br> Ltd.<br>| 3474 | &nbsp;&nbsp; 100281 |
|  | Chips&Media, Inc. | 825 | &nbsp;&nbsp; 10045 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Choil Aluminum Co. <br> Ltd.<br>| 17841 | &nbsp;&nbsp; 19407 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chong Kun Dang <br> Pharmaceutical <br> Corp.<br>| 2552 | &nbsp;&nbsp; 155064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongkundang <br> Holdings Corp.<br>| 712 | &nbsp;&nbsp; 25303 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chorokbaem Media <br> Co. Ltd.<br>| 3355 | &nbsp;&nbsp; 12338 |
| \* | Chunbo Co. Ltd. | 561 | &nbsp;&nbsp; 18032 |
| \* | CJ CGV Co. Ltd. | 36827 | &nbsp;&nbsp; 135957 |
| # | CJ CheilJedang Corp. | 2479 | &nbsp;&nbsp; 446382 |
| # | CJ Corp. | 3838 | &nbsp;&nbsp; 426637 |
| \* | CJ ENM Co. Ltd. | 6117 | &nbsp;&nbsp; 288322 |
|  | CJ Freshway Corp. | 3540 | &nbsp;&nbsp; 74406 |
|  | CJ Logistics Corp. | 3464 | &nbsp;&nbsp; 220947 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | CJ Seafood Corp. | 3549 | &nbsp;&nbsp; $7451 |
|  | Classys, Inc. | 3918 | &nbsp;&nbsp; 162110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CLIO Cosmetics Co. <br> Ltd.<br>| 2840 | &nbsp;&nbsp; 30614 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CMG Pharmaceutical <br> Co. Ltd.<br>| 16036 | &nbsp;&nbsp; 22537 |
| \* | CoAsia Corp. | 3630 | &nbsp;&nbsp; 12589 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Com2uS Holdings <br> Corp.<br>| 2279 | &nbsp;&nbsp; 37726 |
|  | Com2uSCorp | 2616 | &nbsp;&nbsp; 72554 |
|  | Coocon Corp. | 2027 | &nbsp;&nbsp; 52046 |
|  | Cosmax, Inc. | 1530 | &nbsp;&nbsp; 275515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmecca Korea Co. <br> Ltd.<br>| 1591 | &nbsp;&nbsp; 76806 |
| \* | CosmoAM&T Co. Ltd. | 1916 | &nbsp;&nbsp; 53010 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cosmochemical Co. <br> Ltd.<br>| 4021 | &nbsp;&nbsp; 47198 |
| # | Coway Co. Ltd. | 13853 | &nbsp;&nbsp; 1080474 |
|  | Cowintech Co. Ltd. | 3449 | &nbsp;&nbsp; 30912 |
|  | CR Holdings Co. Ltd. | 1168 | &nbsp;&nbsp; 4457 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Creative & Innovative <br> System<br>| 16277 | &nbsp;&nbsp; 88097 |
|  | Creverse, Inc. | 1777 | &nbsp;&nbsp; 17710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CrystalGenomics <br> Invites Co. Ltd.<br>| 8327 | &nbsp;&nbsp; 10241 |
|  | CS Wind Corp. | 7470 | &nbsp;&nbsp; 245857 |
| \* | CTC BIO, Inc. | 2105 | &nbsp;&nbsp; 9446 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cube Entertainment, <br> Inc.<br>| 54 | &nbsp;&nbsp; 635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cuckoo Holdings Co. <br> Ltd.<br>| 3529 | &nbsp;&nbsp; 77085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cuckoo Homesys Co. <br> Ltd.<br>| 3172 | &nbsp;&nbsp; 63550 |
| \* | Curexo, Inc. | 3438 | &nbsp;&nbsp; 20694 |
|  | D.I Corp. | 1927 | &nbsp;&nbsp; 18856 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; DA Technology Co. <br> Ltd.<br>| 31140 | &nbsp;&nbsp; 853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dae Won Kang Up Co. <br> Ltd.<br>| 14791 | &nbsp;&nbsp; 39209 |
| \* | Daea TI Co. Ltd. | 15604 | &nbsp;&nbsp; 57388 |
|  | Daebongls Co. Ltd. | 1098 | &nbsp;&nbsp; 10715 |
| \* | Daechang Co. Ltd. | 20462 | &nbsp;&nbsp; 21171 |
|  | Daedong Corp. | 6323 | &nbsp;&nbsp; 45435 |
|  | Daeduck Co. Ltd. | 7633 | &nbsp;&nbsp; 46134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daeduck Electronics <br> Co. Ltd.<br>| 12129 | &nbsp;&nbsp; 206563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daehan Flour Mill Co. <br> Ltd.<br>| 235 | &nbsp;&nbsp; 25580 |
|  | Daehan Steel Co. Ltd. | 4106 | &nbsp;&nbsp; 49684 |
| \* | Dae-Il Corp. | 5167 | &nbsp;&nbsp; 15864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daejoo Electronic <br> Materials Co. Ltd.<br>| 1483 | &nbsp;&nbsp; 78109 |
|  | Daesang Corp. | 9883 | &nbsp;&nbsp; 166887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daesang Holdings Co. <br> Ltd.<br>| 5289 | &nbsp;&nbsp; 38152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daesung Energy Co. <br> Ltd.<br>| 2796 | &nbsp;&nbsp; 17263 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Daewon Cable Co. <br> Ltd.<br>| 12805 | &nbsp;&nbsp; $26794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daewon <br> Pharmaceutical Co. <br> Ltd.<br>| 2654 | &nbsp;&nbsp; 25223 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Daewoo Engineering & <br> Construction Co. <br> Ltd.<br>| 64326 | &nbsp;&nbsp; 173057 |
|  | Daewoong Co. Ltd. | 5879 | &nbsp;&nbsp; 98326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daewoong <br> Pharmaceutical Co. <br> Ltd.<br>| 1525 | &nbsp;&nbsp; 160678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daihan Pharmaceutical <br> Co. Ltd.<br>| 2053 | &nbsp;&nbsp; 47839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daishin Securities Co. <br> Ltd.<br>| 8752 | &nbsp;&nbsp; 160722 |
| #\* | Danal Co. Ltd. | 19674 | &nbsp;&nbsp; 117707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daol Investment & <br> Securities Co. Ltd.<br>| 13713 | &nbsp;&nbsp; 33851 |
|  | Daou Data Corp. | 6482 | &nbsp;&nbsp; 74864 |
|  | Daou Technology, Inc. | 9379 | &nbsp;&nbsp; 235981 |
| \* | Dasan Networks, Inc. | 13488 | &nbsp;&nbsp; 27658 |
| \* | Dawonsys Co. Ltd. | 4656 | &nbsp;&nbsp; 27459 |
|  | DB HiTek Co. Ltd. | 13314 | &nbsp;&nbsp; 434243 |
|  | DB Insurance Co. Ltd. | 7763 | &nbsp;&nbsp; 713532 |
|  | DB Securities Co. Ltd. | 8025 | &nbsp;&nbsp; 51756 |
| \* | DB, Inc. | 50677 | &nbsp;&nbsp; 49249 |
|  | Dear U Co. Ltd. | 1125 | &nbsp;&nbsp; 39748 |
|  | Dentium Co. Ltd. | 1638 | &nbsp;&nbsp; 75784 |
|  | Deutsch Motors, Inc. | 5727 | &nbsp;&nbsp; 20178 |
|  | Device Co. Ltd. | 1138 | &nbsp;&nbsp; 9202 |
| \* | Devsisters Co. Ltd. | 1977 | &nbsp;&nbsp; 60503 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dexter Studios Co. <br> Ltd.<br>| 2247 | &nbsp;&nbsp; 9477 |
|  | DI Dong Il Corp. | 1983 | &nbsp;&nbsp; 60976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Digital Daesung Co. <br> Ltd.<br>| 3688 | &nbsp;&nbsp; 22230 |
| \* | DIO Corp. | 1795 | &nbsp;&nbsp; 23820 |
|  | DIT Corp. | 1424 | &nbsp;&nbsp; 13541 |
| \* | DK Tech Co. Ltd. | 4494 | &nbsp;&nbsp; 22557 |
| \* | DKME | 61842 | &nbsp;&nbsp; 22297 |
|  | DL E&C Co. Ltd. | 10528 | &nbsp;&nbsp; 355495 |
|  | DL Holdings Co. Ltd. | 4196 | &nbsp;&nbsp; 151537 |
| †† | DMS Co. Ltd. | 7061 | &nbsp;&nbsp; 24175 |
| # | DN Automotive Corp. | 10243 | &nbsp;&nbsp; 212907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dohwa Engineering <br> Co. Ltd.<br>| 5619 | &nbsp;&nbsp; 26996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dong-A Socio Holdings <br> Co. Ltd.<br>| 1397 | &nbsp;&nbsp; 112193 |
|  | Dong-A ST Co. Ltd. | 2180 | &nbsp;&nbsp; 73963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dong-Ah Geological <br> Engineering Co. <br> Ltd.<br>| 3254 | &nbsp;&nbsp; 37994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongbang Transport <br> Logistics Co. Ltd.<br>| 14000 | &nbsp;&nbsp; 31140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongjin Semichem Co. <br> Ltd.<br>| 10524 | &nbsp;&nbsp; 237187 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongkoo Bio & <br> Pharma Co. Ltd.<br>| 6563 | &nbsp;&nbsp; $23774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DongKook <br> Pharmaceutical Co. <br> Ltd.<br>| 5657 | &nbsp;&nbsp; 76621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongkuk Holdings Co. <br> Ltd.<br>| 5615 | &nbsp;&nbsp; 34034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongkuk Industries Co. <br> Ltd.<br>| 13571 | &nbsp;&nbsp; 37808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongkuk Steel Mill Co. <br> Ltd.<br>| 10098 | &nbsp;&nbsp; 77863 |
|  | Dongsuh Cos., Inc. | 2720 | &nbsp;&nbsp; 58037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongsung Chemical <br> Co. Ltd.<br>| 11113 | &nbsp;&nbsp; 34868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongsung Finetec Co. <br> Ltd.<br>| 4670 | &nbsp;&nbsp; 94484 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dongwha Enterprise <br> Co. Ltd.<br>| 3761 | &nbsp;&nbsp; 24765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongwha Pharm Co. <br> Ltd.<br>| 5228 | &nbsp;&nbsp; 25222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongwon Development <br> Co. Ltd.<br>| 10063 | &nbsp;&nbsp; 23825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongwon Industries <br> Co. Ltd.<br>| 1976 | &nbsp;&nbsp; 65151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongwon Systems <br> Corp.<br>| 1774 | &nbsp;&nbsp; 39279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongwoon Anatech <br> Co. Ltd.<br>| 4923 | &nbsp;&nbsp; 62807 |
|  | Dongyang E&P, Inc. | 2102 | &nbsp;&nbsp; 38546 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dongyang Steel Pipe <br> Co. Ltd.<br>| 35614 | &nbsp;&nbsp; 42860 |
|  | Doosan Bobcat, Inc. | 13932 | &nbsp;&nbsp; 552308 |
|  | Doosan Co. Ltd. | 781 | &nbsp;&nbsp; 333727 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Doosan Enerbility Co. <br> Ltd.<br>| 4415 | &nbsp;&nbsp; 206837 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Doosan Fuel Cell Co. <br> Ltd.<br>| 6720 | &nbsp;&nbsp; 112378 |
|  | Doosan Tesna, Inc. | 3689 | &nbsp;&nbsp; 85387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DoubleUGames Co. <br> Ltd.<br>| 4594 | &nbsp;&nbsp; 184821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Douzone Bizon Co. <br> Ltd.<br>| 4200 | &nbsp;&nbsp; 214671 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dream Security Co. <br> Ltd.<br>| 11556 | &nbsp;&nbsp; 28513 |
|  | Dreamtech Co. Ltd. | 12452 | &nbsp;&nbsp; 54764 |
| \* | DRTECH Corp. | 14013 | &nbsp;&nbsp; 16490 |
| \* | DS Dansuk Co. Ltd. | 456 | &nbsp;&nbsp; 8611 |
|  | DSC Investment, Inc. | 3625 | &nbsp;&nbsp; 17933 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Duk San Neolux Co. <br> Ltd.<br>| 3575 | &nbsp;&nbsp; 102478 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Duksan Hi-Metal Co. <br> Ltd.<br>| 3621 | &nbsp;&nbsp; 12872 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Duksan Techopia Co. <br> Ltd.<br>| 683 | &nbsp;&nbsp; 8217 |
|  | Duksung Co. Ltd. | 4385 | &nbsp;&nbsp; 18509 |
|  | DY Deokyang Co. Ltd. | 3747 | &nbsp;&nbsp; 6775 |
|  | DY POWER Corp. | 2826 | &nbsp;&nbsp; 27223 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; E <br> Investment&Development <br> Co. Ltd.<br>| 12639 | &nbsp;&nbsp; $2379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Easy Holdings Co. <br> Ltd.<br>| 8326 | &nbsp;&nbsp; 22402 |
|  | Echo Marketing, Inc. | 6831 | &nbsp;&nbsp; 56699 |
| \* | Eco Volt Co. Ltd. | 3420 | &nbsp;&nbsp; 2431 |
| \* | Ecopro BM Co. Ltd. | 1281 | &nbsp;&nbsp; 101337 |
|  | Ecopro Co. Ltd. | 3566 | &nbsp;&nbsp; 125376 |
|  | Ecopro HN Co. Ltd. | 2803 | &nbsp;&nbsp; 52980 |
| \* | Edge Foundry Co. Ltd. | 8717 | &nbsp;&nbsp; 16204 |
|  | E-MART, Inc. | 4062 | &nbsp;&nbsp; 260457 |
| \* | EMKOREA Co. Ltd. | 8442 | &nbsp;&nbsp; 12600 |
| \* | EMRO, Inc. | 997 | &nbsp;&nbsp; 34000 |
| \* | EM-Tech Co. Ltd. | 1387 | &nbsp;&nbsp; 10926 |
| \* | Enchem Co. Ltd. | 1070 | &nbsp;&nbsp; 50979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ENF Technology Co. <br> Ltd.<br>| 3902 | &nbsp;&nbsp; 118061 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enzychem Lifesciences <br> Corp.<br>| 32250 | &nbsp;&nbsp; 23880 |
|  | Eo Technics Co. Ltd. | 710 | &nbsp;&nbsp; 109758 |
| \* | Eubiologics Co. Ltd. | 7458 | &nbsp;&nbsp; 68907 |
|  | Eugene Corp. | 11560 | &nbsp;&nbsp; 29453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eugene Investment & <br> Securities Co. Ltd.<br>| 21369 | &nbsp;&nbsp; 51706 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Eugene Technology <br> Co. Ltd.<br>| 3923 | &nbsp;&nbsp; 124909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eusu Holdings Co. <br> Ltd.<br>| 1834 | &nbsp;&nbsp; 7793 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EV Advanced Material <br> Co. Ltd.<br>| 12617 | &nbsp;&nbsp; 20092 |
| \* | Exem Co. Ltd. | 12943 | &nbsp;&nbsp; 21470 |
|  | Exicon Co. Ltd. | 1062 | &nbsp;&nbsp; 7758 |
| # | F&F Co. Ltd. | 5154 | &nbsp;&nbsp; 258282 |
|  | F&F Holdings Co. Ltd. | 2675 | &nbsp;&nbsp; 36585 |
|  | FarmStory Co. Ltd. | 13144 | &nbsp;&nbsp; 11616 |
| \* | Fine M-Tec Co. Ltd. | 6734 | &nbsp;&nbsp; 54765 |
| \* | Fine Semitech Corp. | 1165 | &nbsp;&nbsp; 19441 |
| \*†† | Flask Co. Ltd. | 5463 | &nbsp;&nbsp; 6992 |
| \* | Foosung Co. Ltd. | 5553 | &nbsp;&nbsp; 19222 |
|  | Fursys, Inc. | 253 | &nbsp;&nbsp; 8419 |
|  | Gabia, Inc. | 1031 | &nbsp;&nbsp; 18628 |
| \* | GAEASOFT | 3587 | &nbsp;&nbsp; 26259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galaxia Moneytree Co. <br> Ltd.<br>| 1494 | &nbsp;&nbsp; 11099 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GAMSUNG Corp. Co. <br> Ltd.<br>| 14708 | &nbsp;&nbsp; 61773 |
| \* | Gaon Cable Co. Ltd. | 999 | &nbsp;&nbsp; 45272 |
| \* | Gaonchips Co. Ltd. | 748 | &nbsp;&nbsp; 25099 |
| \* | GC Cell Corp. | 3957 | &nbsp;&nbsp; 57156 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GeneOne Life Science, <br> Inc.<br>| 10305 | &nbsp;&nbsp; 16949 |
| \* | Genexine, Inc. | 12910 | &nbsp;&nbsp; 47961 |
| \* | Genomictree, Inc. | 2245 | &nbsp;&nbsp; 24933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Geumhwa PSC Co. <br> Ltd.<br>| 1478 | &nbsp;&nbsp; 35261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Standard <br> Technology Co. Ltd.<br>| 3618 | &nbsp;&nbsp; 49956 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Global Tax Free Co. <br> Ltd.<br>| 4758 | &nbsp;&nbsp; $24446 |
| \* | GnBS eco Co. Ltd. | 8882 | &nbsp;&nbsp; 22981 |
|  | GnCenergy Co. Ltd. | 2332 | &nbsp;&nbsp; 56698 |
|  | GOLFZON Co. Ltd. | 1890 | &nbsp;&nbsp; 90462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golfzon Holdings Co. <br> Ltd.<br>| 6991 | &nbsp;&nbsp; 27861 |
|  | Gradiant Corp. | 2575 | &nbsp;&nbsp; 27555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grand Korea Leisure <br> Co. Ltd.<br>| 7557 | &nbsp;&nbsp; 84265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Green Chemical Co. <br> Ltd.<br>| 4026 | &nbsp;&nbsp; 22533 |
|  | Green Cross Corp. | 703 | &nbsp;&nbsp; 73165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Green Cross Holdings <br> Corp.<br>| 7420 | &nbsp;&nbsp; 85165 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Green Pine Tree Co. <br> Ltd.<br>| 1215 | &nbsp;&nbsp; 986 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GS Engineering & <br> Construction Corp.<br>| 23425 | &nbsp;&nbsp; 324886 |
|  | GS Global Corp. | 21081 | &nbsp;&nbsp; 40623 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GS Holdings Corp. <br> (078930 KS)<br>| 16791 | &nbsp;&nbsp; 594124 |
| \* | GS P&L Co. Ltd. | 2026 | &nbsp;&nbsp; 55975 |
|  | GS Retail Co. Ltd. | 8543 | &nbsp;&nbsp; 99940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gwangju Shinsegae <br> Co. Ltd.<br>| 821 | &nbsp;&nbsp; 18618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HAESUNG DS Co. <br> Ltd.<br>| 5681 | &nbsp;&nbsp; 99088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haesung Industrial Co. <br> Ltd.<br>| 4764 | &nbsp;&nbsp; 26541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Han Kuk Carbon Co. <br> Ltd.<br>| 4694 | &nbsp;&nbsp; 101119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hana Financial Group, <br> Inc.<br>| 48681 | &nbsp;&nbsp; 2976312 |
|  | Hana Materials, Inc. | 1567 | &nbsp;&nbsp; 29013 |
|  | Hana Micron, Inc. | 14108 | &nbsp;&nbsp; 129245 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hana Technology Co. <br> Ltd.<br>| 567 | &nbsp;&nbsp; 9462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hana Tour Service, <br> Inc.<br>| 2979 | &nbsp;&nbsp; 115171 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanall Biopharma Co. <br> Ltd.<br>| 1468 | &nbsp;&nbsp; 28297 |
|  | Hancom, Inc. | 3601 | &nbsp;&nbsp; 70877 |
|  | Handok, Inc. | 4699 | &nbsp;&nbsp; 40013 |
|  | Handsome Co. Ltd. | 2509 | &nbsp;&nbsp; 29479 |
|  | Hanil Cement Co. Ltd. | 8396 | &nbsp;&nbsp; 125187 |
|  | Hanil Feed Co. Ltd. | 4094 | &nbsp;&nbsp; 10845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanil Holdings Co. <br> Ltd.<br>| 4735 | &nbsp;&nbsp; 63838 |
|  | Hanjin Kal Corp. | 582 | &nbsp;&nbsp; 45530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanjin Transportation <br> Co. Ltd.<br>| 3082 | &nbsp;&nbsp; 46433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hankook Cosmetics <br> Manufacturing Co. <br> Ltd.<br>| 440 | &nbsp;&nbsp; 20142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hankook Shell Oil Co. <br> Ltd.<br>| 133 | &nbsp;&nbsp; 43439 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hankook Tire & <br> Technology Co. Ltd.<br>| 21538 | &nbsp;&nbsp; $687002 |
|  | Hanmi Pharm Co. Ltd. | 1345 | &nbsp;&nbsp; 269098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanmi Science Co. <br> Ltd.<br>| 2272 | &nbsp;&nbsp; 82536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanmi Semiconductor <br> Co. Ltd.<br>| 9019 | &nbsp;&nbsp; 584979 |
|  | HanmiGlobal Co. Ltd. | 4359 | &nbsp;&nbsp; 61475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hannong Chemicals, <br> Inc.<br>| 3518 | &nbsp;&nbsp; 38156 |
| #\* | Hanon Systems | 61061 | &nbsp;&nbsp; 143521 |
|  | Hansae Co. Ltd. | 6871 | &nbsp;&nbsp; 51968 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hansol Chemical Co. <br> Ltd.<br>| 2328 | &nbsp;&nbsp; 302039 |
|  | Hansol Paper Co. Ltd. | 6186 | &nbsp;&nbsp; 38051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansol Technics Co. <br> Ltd.<br>| 11028 | &nbsp;&nbsp; 47849 |
|  | Hanssem Co. Ltd. | 2451 | &nbsp;&nbsp; 82587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Aerospace <br> Co. Ltd.<br>| 2173 | &nbsp;&nbsp; 1550332 |
|  | Hanwha Corp. | 6950 | &nbsp;&nbsp; 496376 |
| \* | Hanwha Engine | 7449 | &nbsp;&nbsp; 184994 |
| \* | Hanwha Galleria Corp. | 32339 | &nbsp;&nbsp; 26605 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha General <br> Insurance Co. Ltd.<br>| 24198 | &nbsp;&nbsp; 104507 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Investment & <br> Securities Co. Ltd.<br>| 32863 | &nbsp;&nbsp; 137437 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Life Insurance <br> Co. Ltd.<br>| 46782 | &nbsp;&nbsp; 116786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Ocean Co. <br> Ltd.<br>| 1599 | &nbsp;&nbsp; 128541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Solutions <br> Corp.<br>| 18425 | &nbsp;&nbsp; 403362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Systems Co. <br> Ltd.<br>| 4194 | &nbsp;&nbsp; 178457 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Vision Co. <br> Ltd.<br>| 5565 | &nbsp;&nbsp; 244586 |
|  | Hanyang Eng Co. Ltd. | 4208 | &nbsp;&nbsp; 56273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanyang Securities <br> Co. Ltd.<br>| 4035 | &nbsp;&nbsp; 50947 |
| \* | Harim Co. Ltd. | 16057 | &nbsp;&nbsp; 35284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harim Holdings Co. <br> Ltd.<br>| 18520 | &nbsp;&nbsp; 124793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HB SOLUTION Co. <br> Ltd.<br>| 15336 | &nbsp;&nbsp; 25339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HB Technology Co. <br> Ltd.<br>| 17460 | &nbsp;&nbsp; 22509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HC BoKwang Industry <br> Co. Ltd.<br>| 6273 | &nbsp;&nbsp; 16331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HC HomeCenter Co. <br> Ltd.<br>| 39155 | &nbsp;&nbsp; 22082 |
|  | HD Hyundai Co. Ltd. | 7303 | &nbsp;&nbsp; 747269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai <br> Construction <br> Equipment Co. Ltd.<br>| 5265 | &nbsp;&nbsp; 350297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Electric <br> Co. Ltd.<br>| 3100 | &nbsp;&nbsp; 1103172 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Energy <br> Solutions Co. Ltd.<br>| 1610 | &nbsp;&nbsp; $50643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Heavy <br> Industries Co. Ltd.<br>| 1503 | &nbsp;&nbsp; 527492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Infracore <br> Co. Ltd.<br>| 21061 | &nbsp;&nbsp; 232447 |
|  | HD Hyundai Mipo | 963 | &nbsp;&nbsp; 146544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Korea Shipbuilding <br> & Offshore <br> Engineering Co. <br> Ltd.<br>| 3076 | &nbsp;&nbsp; 790477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HDC Holdings Co. <br> Ltd.<br>| 12724 | &nbsp;&nbsp; 211224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HDC Hyundai <br> Development <br> Co-Engineering & <br> Construction<br>| 13099 | &nbsp;&nbsp; 220980 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HD-Hyundai Marine <br> Engine<br>| 2867 | &nbsp;&nbsp; 134772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hecto Innovation Co. <br> Ltd.<br>| 2910 | &nbsp;&nbsp; 32594 |
| \* | Helixmith Co. Ltd. | 7814 | &nbsp;&nbsp; 18465 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heung-A Shipping Co. <br> Ltd.<br>| 18027 | &nbsp;&nbsp; 22877 |
| \* | HFR, Inc. | 1583 | &nbsp;&nbsp; 18104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; High Tech Pharm Co. <br> Ltd.<br>| 2595 | &nbsp;&nbsp; 23306 |
|  | Hite Jinro Co. Ltd. | 8603 | &nbsp;&nbsp; 125151 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; HJ Shipbuilding & <br> Construction Co. <br> Ltd.<br>| 4472 | &nbsp;&nbsp; 28623 |
| # | HK inno N Corp. | 5284 | &nbsp;&nbsp; 170277 |
|  | HL Holdings Corp. | 1610 | &nbsp;&nbsp; 45260 |
|  | HL Mando Co. Ltd. | 11013 | &nbsp;&nbsp; 273739 |
| \* | HLB Biostep Co. Ltd. | 11072 | &nbsp;&nbsp; 10983 |
| \* | HLB Global Co. Ltd. | 7126 | &nbsp;&nbsp; 12871 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hlb Pharma Ceutical <br> Co. Ltd.<br>| 3234 | &nbsp;&nbsp; 37530 |
| \* | HLB, Inc. | 4215 | &nbsp;&nbsp; 145360 |
| # | HMM Co. Ltd. | 30977 | &nbsp;&nbsp; 520809 |
| \* | Homecast Co. Ltd. | 1250 | &nbsp;&nbsp; 1876 |
| #\* | Hotel Shilla Co. Ltd. | 5465 | &nbsp;&nbsp; 183727 |
|  | HPSP Co. Ltd. | 10834 | &nbsp;&nbsp; 206622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HS Hyosung Advanced <br> Materials Corp.<br>| 927 | &nbsp;&nbsp; 131194 |
| \* | HS Hyosung Corp. | 484 | &nbsp;&nbsp; 21555 |
|  | HS Industries Co. Ltd. | 19938 | &nbsp;&nbsp; 64223 |
| \* | Hugel, Inc. | 997 | &nbsp;&nbsp; 240655 |
| \* | Humasis Co. Ltd. | 23782 | &nbsp;&nbsp; 23971 |
|  | Humedix Co. Ltd. | 1809 | &nbsp;&nbsp; 85374 |
|  | Huons Co. Ltd. | 3964 | &nbsp;&nbsp; 81276 |
|  | Huons Global Co. Ltd. | 1702 | &nbsp;&nbsp; 53325 |
|  | Husteel Co. Ltd. | 11607 | &nbsp;&nbsp; 37326 |
|  | Huvitz Co. Ltd. | 1378 | &nbsp;&nbsp; 8771 |
|  | Hwa Shin Co. Ltd. | 7945 | &nbsp;&nbsp; 49807 |
| \* | Hwail Pharm Co. Ltd. | 17470 | &nbsp;&nbsp; 15130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hwaseung Enterprise <br> Co. Ltd.<br>| 7025 | &nbsp;&nbsp; 37864 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | HYBE Co. Ltd. | 497 | &nbsp;&nbsp; $92373 |
| \* | Hydro Lithium, Inc. | 15765 | &nbsp;&nbsp; 28944 |
|  | Hy-Lok Corp. | 2373 | &nbsp;&nbsp; 52055 |
|  | Hyosung Corp. | 2175 | &nbsp;&nbsp; 135825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyosung Heavy <br> Industries Corp.<br>| 684 | &nbsp;&nbsp; 596257 |
|  | Hyosung TNC Corp. | 1221 | &nbsp;&nbsp; 206265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Autoever <br> Corp.<br>| 1212 | &nbsp;&nbsp; 133515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Bioland Co. <br> Ltd.<br>| 9432 | &nbsp;&nbsp; 33597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai BNG Steel <br> Co. Ltd.<br>| 2374 | &nbsp;&nbsp; 21647 |
|  | HYUNDAI Corp. | 3184 | &nbsp;&nbsp; 57206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Corp. <br> Holdings, Inc.<br>| 1349 | &nbsp;&nbsp; 12367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Department <br> Store Co. Ltd.<br>| 5464 | &nbsp;&nbsp; 277300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Elevator Co. <br> Ltd.<br>| 3204 | &nbsp;&nbsp; 195559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Engineering & <br> Construction Co. <br> Ltd.<br>| 13384 | &nbsp;&nbsp; 647729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HYUNDAI EVERDIGM <br> Corp.<br>| 3482 | &nbsp;&nbsp; 20110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Ezwel Co. <br> Ltd.<br>| 6979 | &nbsp;&nbsp; 34193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Futurenet Co. <br> Ltd.<br>| 11431 | &nbsp;&nbsp; 28004 |
|  | Hyundai GF Holdings | 9217 | &nbsp;&nbsp; 56514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Glovis Co. <br> Ltd.<br>| 10439 | &nbsp;&nbsp; 1102704 |
|  | Hyundai Green Food | 10848 | &nbsp;&nbsp; 136284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Home <br> Shopping Network <br> Corp.<br>| 1431 | &nbsp;&nbsp; 59046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Hyms Co. <br> Ltd.<br>| 1803 | &nbsp;&nbsp; 26220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Livart <br> Furniture Co. Ltd.<br>| 1211 | &nbsp;&nbsp; 6913 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Marine & Fire <br> Insurance Co. Ltd.<br>| 10292 | &nbsp;&nbsp; 194253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Mobis Co. <br> Ltd.<br>| 4136 | &nbsp;&nbsp; 872777 |
|  | Hyundai Motor Co. | 17293 | &nbsp;&nbsp; 2630737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Motor <br> Securities Co. Ltd.<br>| 7975 | &nbsp;&nbsp; 48538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Movex Co. <br> Ltd.<br>| 9382 | &nbsp;&nbsp; 34837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Rotem Co. <br> Ltd.<br>| 10157 | &nbsp;&nbsp; 1468277 |
|  | Hyundai Steel Co. | 14211 | &nbsp;&nbsp; 361695 |
|  | Hyundai Wia Corp. | 7441 | &nbsp;&nbsp; 265543 |
|  | HyVision System, Inc. | 2865 | &nbsp;&nbsp; 31316 |
|  | i3system, Inc. | 1018 | &nbsp;&nbsp; 83802 |
|  | iFamilySC Co. Ltd. | 2944 | &nbsp;&nbsp; 33964 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Il Dong Pharmaceutical <br> Co. Ltd.<br>| 2726 | &nbsp;&nbsp; $37318 |
|  | Iljin Diamond Co. Ltd. | 1775 | &nbsp;&nbsp; 16336 |
|  | Iljin Electric Co. Ltd. | 3532 | &nbsp;&nbsp; 106853 |
| \* | Iljin Hysolus Co. Ltd. | 2250 | &nbsp;&nbsp; 26804 |
|  | Iljin Power Co. Ltd. | 2512 | &nbsp;&nbsp; 18188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ilshin Spinning Co. <br> Ltd.<br>| 4566 | &nbsp;&nbsp; 33855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ilyang Pharmaceutical <br> Co. Ltd.<br>| 4169 | &nbsp;&nbsp; 39712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; iM Financial Group Co. <br> Ltd.<br>| 51113 | &nbsp;&nbsp; 508549 |
|  | iMarketKorea, Inc. | 6912 | &nbsp;&nbsp; 41658 |
|  | InBody Co. Ltd. | 2313 | &nbsp;&nbsp; 39728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Incar Financial Service <br> Co. Ltd.<br>| 8301 | &nbsp;&nbsp; 67950 |
|  | Incross Co. Ltd. | 2882 | &nbsp;&nbsp; 16955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industrial Bank of <br> Korea<br>| 47470 | &nbsp;&nbsp; 662275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inhwa Precision Co. <br> Ltd.<br>| 1117 | &nbsp;&nbsp; 31166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Innocean Worldwide, <br> Inc.<br>| 8489 | &nbsp;&nbsp; 120281 |
|  | InnoWireless Co. Ltd. | 1400 | &nbsp;&nbsp; 19945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Innox Advanced <br> Materials Co. Ltd.<br>| 4959 | &nbsp;&nbsp; 96091 |
| \* | Insun ENT Co. Ltd. | 4769 | &nbsp;&nbsp; 17920 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Insung Information Co. <br> Ltd.<br>| 11363 | &nbsp;&nbsp; 17687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intellian Technologies, <br> Inc.<br>| 1148 | &nbsp;&nbsp; 39963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intelligent Digital <br> Integrated Security <br> Co. Ltd.<br>| 2096 | &nbsp;&nbsp; 25387 |
| \* | Interflex Co. Ltd. | 6369 | &nbsp;&nbsp; 41648 |
| †† | Interojo Co. Ltd. | 1357 | &nbsp;&nbsp; 20059 |
|  | INTOPS Co. Ltd. | 4300 | &nbsp;&nbsp; 49937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; iNtRON Biotechnology, <br> Inc.<br>| 6721 | &nbsp;&nbsp; 19697 |
|  | INVENI Co. Ltd. | 746 | &nbsp;&nbsp; 32244 |
|  | IS Dongseo Co. Ltd. | 4564 | &nbsp;&nbsp; 66754 |
|  | ISC Co. Ltd. | 1628 | &nbsp;&nbsp; 69938 |
|  | i-SENS, Inc. | 2624 | &nbsp;&nbsp; 34119 |
| \* | ISU Abxis Co. Ltd. | 4524 | &nbsp;&nbsp; 16847 |
| \* | ISU Chemical Co. Ltd. | 2758 | &nbsp;&nbsp; 12099 |
|  | IsuPetasys Co. Ltd. | 9479 | &nbsp;&nbsp; 436952 |
| \* | ITEK, Inc. | 7578 | &nbsp;&nbsp; 33659 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ITM Semiconductor <br> Co. Ltd.<br>| 2598 | &nbsp;&nbsp; 26345 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jahwa Electronics Co. <br> Ltd.<br>| 6861 | &nbsp;&nbsp; 90031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JB Financial Group Co. <br> Ltd.<br>| 29480 | &nbsp;&nbsp; 489283 |
| \* | Jeju Air Co. Ltd. | 13797 | &nbsp;&nbsp; 67179 |
|  | Jeju Bank | 2192 | &nbsp;&nbsp; 22106 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jeju Semiconductor <br> Corp.<br>| 3965 | &nbsp;&nbsp; 42313 |
| \* | JETEMA Co. Ltd. | 2888 | &nbsp;&nbsp; 14107 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | Jin Air Co. Ltd. | 5121 | &nbsp;&nbsp; $32899 |
|  | Jinsung T.E.C. | 4760 | &nbsp;&nbsp; 41278 |
|  | JNK Global Co. Ltd. | 7583 | &nbsp;&nbsp; 23472 |
| \* | JNTC Co. Ltd. | 2171 | &nbsp;&nbsp; 25315 |
| \* | JoyCity Corp. | 19057 | &nbsp;&nbsp; 26066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jusung Engineering <br> Co. Ltd.<br>| 8449 | &nbsp;&nbsp; 163404 |
|  | JVM Co. Ltd. | 1905 | &nbsp;&nbsp; 39256 |
|  | JW Holdings Corp. | 8366 | &nbsp;&nbsp; 21121 |
|  | JW Life Science Corp. | 5759 | &nbsp;&nbsp; 51877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JW Pharmaceutical <br> Corp.<br>| 3479 | &nbsp;&nbsp; 56586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JYP Entertainment <br> Corp.<br>| 5211 | &nbsp;&nbsp; 271492 |
|  | K Car Co. Ltd. | 3260 | &nbsp;&nbsp; 37263 |
|  | K Ensol Co. Ltd. | 1765 | &nbsp;&nbsp; 15482 |
|  | Kakao Corp. | 4533 | &nbsp;&nbsp; 188021 |
| #\* | Kakao Games Corp. | 10272 | &nbsp;&nbsp; 126372 |
|  | KakaoBank Corp. | 14984 | &nbsp;&nbsp; 301295 |
| \* | Kakaopay Corp. | 2006 | &nbsp;&nbsp; 91872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kangnam Jevisco Co. <br> Ltd.<br>| 1216 | &nbsp;&nbsp; 11084 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kangstem Biotech Co. <br> Ltd.<br>| 3668 | &nbsp;&nbsp; 2466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kangwon Energy Co. <br> Ltd.<br>| 4568 | &nbsp;&nbsp; 42709 |
| # | Kangwon Land, Inc. | 15250 | &nbsp;&nbsp; 204704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KB Financial Group, <br> Inc. (105560 KS)<br>| 47130 | &nbsp;&nbsp; 3744392 |
|  | KC Co. Ltd. | 2678 | &nbsp;&nbsp; 44578 |
|  | KC Tech Co. Ltd. | 3105 | &nbsp;&nbsp; 66975 |
|  | KCC Corp. | 990 | &nbsp;&nbsp; 262618 |
|  | KCC Glass Corp. | 4230 | &nbsp;&nbsp; 98477 |
|  | KCTC | 9774 | &nbsp;&nbsp; 38972 |
| \* | KEC Corp. | 67241 | &nbsp;&nbsp; 37034 |
| \* | Keeps Biopharma, Inc. | 2707 | &nbsp;&nbsp; 26885 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kencoa Aerospace <br> Co.<br>| 1971 | &nbsp;&nbsp; 16649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KEPCO Engineering & <br> Construction Co., <br> Inc.<br>| 1327 | &nbsp;&nbsp; 87648 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; KEPCO Plant Service <br> & Engineering Co. <br> Ltd.<br>| 6558 | &nbsp;&nbsp; 245406 |
|  | KG Chemical Corp. | 5382 | &nbsp;&nbsp; 17436 |
|  | KG Dongbusteel | 19552 | &nbsp;&nbsp; 83182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KG Eco Solution Co. <br> Ltd.<br>| 11316 | &nbsp;&nbsp; 51016 |
| \* | KG Mobility Co. | 21140 | &nbsp;&nbsp; 53515 |
|  | Kginicis Co. Ltd. | 5916 | &nbsp;&nbsp; 45985 |
|  | KH Vatec Co. Ltd. | 6135 | &nbsp;&nbsp; 53714 |
|  | Kia Corp. | 50525 | &nbsp;&nbsp; 3696953 |
| \* | KidariStudio, Inc. | 5942 | &nbsp;&nbsp; 16339 |
|  | KINX, Inc. | 828 | &nbsp;&nbsp; 53658 |
|  | KISCO Corp. | 6487 | &nbsp;&nbsp; 43213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KISCO Holdings Co. <br> Ltd.<br>| 1500 | &nbsp;&nbsp; 27033 |
|  | KISWIRE Ltd. | 3308 | &nbsp;&nbsp; 43229 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KIWOOM Securities <br> Co. Ltd.<br>| 3739 | &nbsp;&nbsp; $576569 |
| \* | KMW Co. Ltd. | 3610 | &nbsp;&nbsp; 34119 |
| \* | KNJ Co. Ltd. | 2471 | &nbsp;&nbsp; 31492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koh Young Technology, <br> Inc.<br>| 6568 | &nbsp;&nbsp; 67940 |
|  | Kolmar BNH Co. Ltd. | 1457 | &nbsp;&nbsp; 15221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kolmar Holdings Co. <br> Ltd.<br>| 5313 | &nbsp;&nbsp; 54757 |
| # | Kolmar Korea Co. Ltd. | 2593 | &nbsp;&nbsp; 180985 |
|  | Kolon Corp. | 2058 | &nbsp;&nbsp; 72725 |
|  | Kolon Industries, Inc. | 5715 | &nbsp;&nbsp; 168689 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kolon Life Science, <br> Inc.<br>| 1355 | &nbsp;&nbsp; 31227 |
|  | KoMiCo Ltd. | 1753 | &nbsp;&nbsp; 88346 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Komipharm <br> International Co. <br> Ltd.<br>| 3794 | &nbsp;&nbsp; 14484 |
|  | KONA I Co. Ltd. | 1584 | &nbsp;&nbsp; 64280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Aerospace <br> Industries Ltd.<br>| 5923 | &nbsp;&nbsp; 401107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Alcohol <br> Industrial Co. Ltd.<br>| 4444 | &nbsp;&nbsp; 31571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Asset In Trust <br> Co. Ltd.<br>| 24703 | &nbsp;&nbsp; 44818 |
| \* | Korea Circuit Co. Ltd. | 2773 | &nbsp;&nbsp; 23770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea District Heating <br> Corp.<br>| 516 | &nbsp;&nbsp; 32084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Electric Power <br> Corp. (015760 KS)<br>| 16765 | &nbsp;&nbsp; 463080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Electric Power <br> Corp. (KEP US), <br> Sponsored ADR<br>| 12485 | &nbsp;&nbsp; 171544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Electric Terminal <br> Co. Ltd.<br>| 2931 | &nbsp;&nbsp; 139517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Electronic <br> Power Industrial <br> Development Co. <br> Ltd.<br>| 2560 | &nbsp;&nbsp; 23074 |
|  | Korea Fuel-Tech Corp. | 8951 | &nbsp;&nbsp; 31223 |
|  | Korea Gas Corp. | 3926 | &nbsp;&nbsp; 120916 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Korea Information & <br> Communications Co. <br> Ltd.<br>| 6679 | &nbsp;&nbsp; 43967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Information <br> Certificate Authority, <br> Inc.<br>| 5485 | &nbsp;&nbsp; 28774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Investment <br> Holdings Co. Ltd.<br>| 10223 | &nbsp;&nbsp; 1046569 |
| \* | Korea Line Corp. | 54496 | &nbsp;&nbsp; 72483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Movenex Co. <br> Ltd.<br>| 6958 | &nbsp;&nbsp; 20892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Parts & <br> Fasteners Co. Ltd.<br>| 2318 | &nbsp;&nbsp; 8108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Petrochemical <br> Ind Co. Ltd.<br>| 1187 | &nbsp;&nbsp; 86897 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Petroleum <br> Industries Co.<br>| 3017 | &nbsp;&nbsp; $30815 |
|  | Korea Ratings Corp. | 357 | &nbsp;&nbsp; 25611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Real Estate <br> Investment & Trust <br> Co. Ltd.<br>| 85453 | &nbsp;&nbsp; 77241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea United Pharm, <br> Inc.<br>| 3544 | &nbsp;&nbsp; 53496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korean Air Lines Co. <br> Ltd.<br>| 47149 | &nbsp;&nbsp; 798250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korean Reinsurance <br> Co.<br>| 54231 | &nbsp;&nbsp; 416278 |
|  | Kortek Corp. | 1475 | &nbsp;&nbsp; 10545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KPX Chemical Co. <br> Ltd.<br>| 267 | &nbsp;&nbsp; 10003 |
| #\* | Krafton, Inc. | 3474 | &nbsp;&nbsp; 817973 |
|  | KSS LINE Ltd. | 9666 | &nbsp;&nbsp; 73435 |
|  | KT Skylife Co. Ltd. | 8062 | &nbsp;&nbsp; 29368 |
| # | KT&G Corp. | 8592 | &nbsp;&nbsp; 805275 |
|  | KTCS Corp. | 13776 | &nbsp;&nbsp; 26750 |
|  | Ktis Corp. | 3971 | &nbsp;&nbsp; 8095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kukdong Oil & <br> Chemicals Co. Ltd.<br>| 7190 | &nbsp;&nbsp; 18314 |
| \* | Kumho HT, Inc. | 74104 | &nbsp;&nbsp; 33112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kumho Petrochemical <br> Co. Ltd.<br>| 2426 | &nbsp;&nbsp; 212363 |
| \* | Kumho Tire Co., Inc. | 44275 | &nbsp;&nbsp; 147642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kwang Dong <br> Pharmaceutical Co. <br> Ltd.<br>| 12453 | &nbsp;&nbsp; 55429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyeong Nam Steel Co. <br> Ltd.<br>| 7026 | &nbsp;&nbsp; 15282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyeryong Construction <br> Industrial Co. Ltd.<br>| 2344 | &nbsp;&nbsp; 33209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyobo Securities Co. <br> Ltd.<br>| 6546 | &nbsp;&nbsp; 40902 |
|  | Kyochon F&B Co. Ltd. | 3688 | &nbsp;&nbsp; 13702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyung Dong Navien <br> Co. Ltd.<br>| 2126 | &nbsp;&nbsp; 131223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyungdong Pharm Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 10521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyung-In Synthetic <br> Corp.<br>| 5621 | &nbsp;&nbsp; 13781 |
|  | KZ Precision Corp. | 2708 | &nbsp;&nbsp; 27778 |
|  | L&C Bio Co. Ltd. | 2326 | &nbsp;&nbsp; 55144 |
| \* | L&F Co. Ltd. | 975 | &nbsp;&nbsp; 48753 |
| \* | L&K Biomed Co. Ltd. | 2802 | &nbsp;&nbsp; 14404 |
| \* | LabGenomics Co. Ltd. | 22431 | &nbsp;&nbsp; 37196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lake Materials Co. <br> Ltd.<br>| 9415 | &nbsp;&nbsp; 83943 |
| \* | LB Semicon, Inc. | 15949 | &nbsp;&nbsp; 45961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lee Ku Industrial Co. <br> Ltd.<br>| 6694 | &nbsp;&nbsp; 23509 |
|  | LEENO Industrial, Inc. | 8912 | &nbsp;&nbsp; 302676 |
|  | LF Corp. | 5070 | &nbsp;&nbsp; 72477 |
|  | LG Chem Ltd. | 8546 | &nbsp;&nbsp; 1837431 |
|  | LG Corp. | 8860 | &nbsp;&nbsp; 503024 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LG Display Co. Ltd. <br> (034220 KS)<br>| 79115 | &nbsp;&nbsp; $612557 |
|  | LG Electronics, Inc. | 26656 | &nbsp;&nbsp; 1475390 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LG Energy Solution <br> Ltd.<br>| 1433 | &nbsp;&nbsp; 391731 |
| # | LG H&H Co. Ltd. | 1486 | &nbsp;&nbsp; 336841 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LG HelloVision Co. <br> Ltd.<br>| 17581 | &nbsp;&nbsp; 37358 |
|  | LG Innotek Co. Ltd. | 4655 | &nbsp;&nbsp; 519384 |
|  | LG Uplus Corp. | 68951 | &nbsp;&nbsp; 725819 |
|  | LIG Nex1 Co. Ltd. | 1797 | &nbsp;&nbsp; 809189 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LigaChem Biosciences, <br> Inc.<br>| 782 | &nbsp;&nbsp; 74831 |
| \* | LOT Vacuum Co. Ltd. | 1947 | &nbsp;&nbsp; 14597 |
|  | Lotte Chemical Corp. | 2898 | &nbsp;&nbsp; 137979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Chilsung <br> Beverage Co. Ltd.<br>| 2145 | &nbsp;&nbsp; 200159 |
|  | Lotte Corp. | 8889 | &nbsp;&nbsp; 179233 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Data <br> Communication Co.<br>| 2142 | &nbsp;&nbsp; 33382 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Energy Materials <br> Corp.<br>| 8113 | &nbsp;&nbsp; 144607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LOTTE Fine Chemical <br> Co. Ltd.<br>| 4994 | &nbsp;&nbsp; 153975 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Non-Life <br> Insurance Co. Ltd.<br>| 23223 | &nbsp;&nbsp; 29183 |
|  | Lotte Rental Co. Ltd. | 7011 | &nbsp;&nbsp; 158553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Shopping Co. <br> Ltd.<br>| 3028 | &nbsp;&nbsp; 155832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Tour <br> Development Co. <br> Ltd.<br>| 7885 | &nbsp;&nbsp; 98686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Wellfood Co. <br> Ltd.<br>| 919 | &nbsp;&nbsp; 81428 |
|  | LS Corp. | 4314 | &nbsp;&nbsp; 532086 |
|  | LS Eco Energy Ltd. | 2894 | &nbsp;&nbsp; 74582 |
|  | LS Electric Co. Ltd. | 2641 | &nbsp;&nbsp; 582902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LS Marine Solution Co. <br> Ltd.<br>| 2112 | &nbsp;&nbsp; 39478 |
| \* | LS Materials Ltd. | 2500 | &nbsp;&nbsp; 19157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LS SECURITIES Co. <br> Ltd.<br>| 4859 | &nbsp;&nbsp; 17536 |
| \* | LVMC Holdings | 47047 | &nbsp;&nbsp; 66541 |
|  | LX Hausys Ltd. | 2771 | &nbsp;&nbsp; 61435 |
|  | LX Holdings Corp. | 16779 | &nbsp;&nbsp; 100522 |
|  | LX International Corp. | 13420 | &nbsp;&nbsp; 309303 |
|  | LX Semicon Co. Ltd. | 3854 | &nbsp;&nbsp; 151911 |
|  | M.I.Tech Co. Ltd. | 6034 | &nbsp;&nbsp; 35287 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Macquarie Korea <br> Infrastructure Fund<br>| 60879 | &nbsp;&nbsp; 517390 |
|  | Macrogen, Inc. | 1693 | &nbsp;&nbsp; 18839 |
|  | Maeil Dairies Co. Ltd. | 1774 | &nbsp;&nbsp; 47808 |
| \* | Manyo Co. Ltd. | 1875 | &nbsp;&nbsp; 24019 |
|  | Mcnex Co. Ltd. | 4094 | &nbsp;&nbsp; 86545 |
| \* | Mediana Co. Ltd. | 2660 | &nbsp;&nbsp; 11287 |
| \* | Medipost Co. Ltd. | 3223 | &nbsp;&nbsp; 25154 |
|  | Medytox, Inc. | 849 | &nbsp;&nbsp; 89350 |
| \* | Meerecompany, Inc. | 533 | &nbsp;&nbsp; 6030 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MegaStudyEdu Co. <br> Ltd.<br>| 1930 | &nbsp;&nbsp; $69507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meritz Financial Group, <br> Inc.<br>| 15263 | &nbsp;&nbsp; 1267532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; META BIOMED Co. <br> Ltd.<br>| 5245 | &nbsp;&nbsp; 22718 |
|  | Mgame Corp. | 7080 | &nbsp;&nbsp; 33585 |
| \* | MiCo Ltd. | 4582 | &nbsp;&nbsp; 47385 |
| \* | Micro Digital Co. Ltd. | 3450 | &nbsp;&nbsp; 28370 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mirae Asset Life <br> Insurance Co. Ltd.<br>| 20945 | &nbsp;&nbsp; 112148 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mirae Asset Securities <br> Co. Ltd.<br>| 42722 | &nbsp;&nbsp; 583119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mirae Asset Venture <br> Investment Co. Ltd.<br>| 9580 | &nbsp;&nbsp; 46660 |
|  | Misto Holdings Corp. | 6198 | &nbsp;&nbsp; 159566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miwon Commercial Co. <br> Ltd.<br>| 444 | &nbsp;&nbsp; 52916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miwon Specialty <br> Chemical Co. Ltd.<br>| 430 | &nbsp;&nbsp; 45596 |
|  | MK Electron Co. Ltd. | 8724 | &nbsp;&nbsp; 50712 |
|  | MNTech Co. Ltd. | 3318 | &nbsp;&nbsp; 29284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Modetour Network, <br> Inc.<br>| 2818 | &nbsp;&nbsp; 23596 |
| \* | MONAYONGPYONG | 9266 | &nbsp;&nbsp; 28979 |
|  | Moorim P&P Co. Ltd. | 2932 | &nbsp;&nbsp; 5813 |
|  | Motrex Co. Ltd. | 5448 | &nbsp;&nbsp; 35900 |
|  | mPlus Corp. | 1886 | &nbsp;&nbsp; 11875 |
|  | Muhak Co. Ltd. | 2116 | &nbsp;&nbsp; 11763 |
|  | Multicampus Co. Ltd. | 345 | &nbsp;&nbsp; 8531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Myoung Shin Industrial <br> Co. Ltd.<br>| 11787 | &nbsp;&nbsp; 71361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Namhae Chemical <br> Corp.<br>| 6832 | &nbsp;&nbsp; 37034 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Namsun Aluminum Co. <br> Ltd.<br>| 40282 | &nbsp;&nbsp; 35013 |
|  | Namuga Co. Ltd. | 4008 | &nbsp;&nbsp; 42500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Namyang Dairy <br> Products Co. Ltd.<br>| 860 | &nbsp;&nbsp; 38597 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nature & Environment <br> Co. Ltd.<br>| 20996 | &nbsp;&nbsp; 10827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nature Holdings Co. <br> Ltd.<br>| 6276 | &nbsp;&nbsp; 52055 |
|  | NAVER Corp. | 3478 | &nbsp;&nbsp; 585330 |
|  | NCSoft Corp. | 1041 | &nbsp;&nbsp; 144534 |
|  | NeoPharm Co. Ltd. | 2099 | &nbsp;&nbsp; 27907 |
|  | Neosem, Inc. | 2906 | &nbsp;&nbsp; 17708 |
| \* | Neowiz | 5728 | &nbsp;&nbsp; 101940 |
| \* | Nepes Ark Corp. | 4071 | &nbsp;&nbsp; 44950 |
| \* | Neptune Co. | 8753 | &nbsp;&nbsp; 44569 |
| Ω | Netmarble Corp. | 4552 | &nbsp;&nbsp; 194400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Power Plasma <br> Co. Ltd.<br>| 11784 | &nbsp;&nbsp; 46943 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Newflex Technology <br> Co. Ltd.<br>| 3734 | &nbsp;&nbsp; 12022 |
|  | Nexen Corp. | 9583 | &nbsp;&nbsp; 42199 |
|  | Nexen Tire Corp. | 6827 | &nbsp;&nbsp; 29233 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nexon Games Co. <br> Ltd.<br>| 3048 | &nbsp;&nbsp; $30330 |
|  | NEXTIN, Inc. | 2135 | &nbsp;&nbsp; 72190 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; NH Investment & <br> Securities Co. Ltd.<br>| 37610 | &nbsp;&nbsp; 545234 |
|  | NHN Corp. | 5731 | &nbsp;&nbsp; 118272 |
|  | NHN KCP Corp. | 8066 | &nbsp;&nbsp; 93231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NICE Holdings Co. <br> Ltd.<br>| 11860 | &nbsp;&nbsp; 113550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nice Information & <br> Telecommunication, <br> Inc.<br>| 2355 | &nbsp;&nbsp; 41534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NICE Information <br> Service Co. Ltd.<br>| 10065 | &nbsp;&nbsp; 118028 |
|  | NICE Infra Co. Ltd. | 2475 | &nbsp;&nbsp; 8155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nong Shim Holdings <br> Co. Ltd.<br>| 533 | &nbsp;&nbsp; 31600 |
| # | NongShim Co. Ltd. | 721 | &nbsp;&nbsp; 200071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NOROO Paint & <br> Coatings Co. Ltd.<br>| 5290 | &nbsp;&nbsp; 33667 |
|  | NOVAREX Co. Ltd. | 2395 | &nbsp;&nbsp; 32567 |
|  | Novatech Co. Ltd. | 681 | &nbsp;&nbsp; 9276 |
|  | OCI Co. Ltd. | 1848 | &nbsp;&nbsp; 76577 |
|  | OCI Holdings Co. Ltd. | 4593 | &nbsp;&nbsp; 307946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Okins Electronics Co. <br> Ltd.<br>| 2529 | &nbsp;&nbsp; 11838 |
|  | ONEJOON Co. Ltd. | 4350 | &nbsp;&nbsp; 30574 |
|  | Opasnet Co. Ltd. | 1536 | &nbsp;&nbsp; 6951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Precision & <br> Engineering Co. <br> Ltd.<br>| 11756 | &nbsp;&nbsp; 50672 |
|  | Orion Corp. | 4112 | &nbsp;&nbsp; 328322 |
|  | Orion Holdings Corp. | 11381 | &nbsp;&nbsp; 182282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Osang Healthcare Co. <br> Ltd.<br>| 1314 | &nbsp;&nbsp; 17162 |
| \* | OSTEONIC Co. Ltd. | 5143 | &nbsp;&nbsp; 25458 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Osung Advanced <br> Materials Co. Ltd.<br>| 31426 | &nbsp;&nbsp; 32329 |
|  | Otoki Corp. | 630 | &nbsp;&nbsp; 180406 |
|  | Pan Ocean Co. Ltd. | 84120 | &nbsp;&nbsp; 254215 |
|  | Pang Rim Co. Ltd. | 5498 | &nbsp;&nbsp; 17593 |
|  | Paradise Co. Ltd. | 17392 | &nbsp;&nbsp; 226133 |
|  | Park Systems Corp. | 1353 | &nbsp;&nbsp; 267085 |
|  | Partron Co. Ltd. | 16544 | &nbsp;&nbsp; 78750 |
| \* | Pearl Abyss Corp. | 944 | &nbsp;&nbsp; 26404 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pentastone <br> Electronics, Inc.<br>| 8385 | &nbsp;&nbsp; 18024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; People & Technology, <br> Inc.<br>| 6595 | &nbsp;&nbsp; 164572 |
| \* | Peptron, Inc. | 1115 | &nbsp;&nbsp; 232819 |
|  | PHA Co. Ltd. | 2750 | &nbsp;&nbsp; 22083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PharmaResearch Co. <br> Ltd.<br>| 1201 | &nbsp;&nbsp; 478043 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PharmGen Science, <br> Inc.<br>| 3656 | &nbsp;&nbsp; 12262 |
|  | Pharmicell Co. Ltd. | 6457 | &nbsp;&nbsp; 59198 |
|  | Philenergy Co. Ltd. | 2261 | &nbsp;&nbsp; 22091 |
| \* | Philoptics Co. Ltd. | 2005 | &nbsp;&nbsp; 47458 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PI Advanced Materials <br> Co. Ltd.<br>| 6611 | &nbsp;&nbsp; $85029 |
| \* | PKC Co. Ltd. | 8514 | &nbsp;&nbsp; 36111 |
| \* | Polaris AI Corp. | 10275 | &nbsp;&nbsp; 17970 |
| \* | Polaris Office Corp. | 4725 | &nbsp;&nbsp; 20083 |
|  | Pond Group Co. Ltd. | 2084 | &nbsp;&nbsp; 16197 |
| \* | PonyLink Co. Ltd. | 39918 | &nbsp;&nbsp; 30875 |
|  | Poongsan Corp. | 4221 | &nbsp;&nbsp; 486848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Poongsan Holdings <br> Corp.<br>| 3296 | &nbsp;&nbsp; 114507 |
|  | Posco DX Co. Ltd. | 9103 | &nbsp;&nbsp; 155662 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; POSCO Future M Co. <br> Ltd.<br>| 825 | &nbsp;&nbsp; 83927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; POSCO Holdings, Inc. <br> (005490 KS)<br>| 7800 | &nbsp;&nbsp; 1715292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Posco International <br> Corp.<br>| 9356 | &nbsp;&nbsp; 327115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Posco M-Tech Co. <br> Ltd.<br>| 2412 | &nbsp;&nbsp; 25448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; POSCO Steeleon Co. <br> Ltd.<br>| 1461 | &nbsp;&nbsp; 43830 |
| \* | Power Logics Co. Ltd. | 13626 | &nbsp;&nbsp; 45154 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Prestige Biologics Co. <br> Ltd.<br>| 6539 | &nbsp;&nbsp; 17700 |
|  | Protec Co. Ltd. | 1575 | &nbsp;&nbsp; 30103 |
|  | PSK Holdings, Inc. | 1973 | &nbsp;&nbsp; 46954 |
| # | PSK, Inc. | 7105 | &nbsp;&nbsp; 104947 |
|  | Pulmuone Co. Ltd. | 5719 | &nbsp;&nbsp; 60905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pumtech Korea Co. <br> Ltd.<br>| 1638 | &nbsp;&nbsp; 78168 |
| \* | Rainbow Robotics | 375 | &nbsp;&nbsp; 73924 |
| \* | Refine Co. Ltd. | 4423 | &nbsp;&nbsp; 55335 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Reyon Pharmaceutical <br> Co. Ltd.<br>| 2064 | &nbsp;&nbsp; 17119 |
|  | RFHIC Corp. | 2728 | &nbsp;&nbsp; 54378 |
| \* | RFTech Co. Ltd. | 10614 | &nbsp;&nbsp; 19537 |
| \* | Robotis Co. Ltd. | 476 | &nbsp;&nbsp; 27723 |
|  | Rorze Systems Corp. | 2535 | &nbsp;&nbsp; 23879 |
|  | S Net Systems, Inc. | 2884 | &nbsp;&nbsp; 8604 |
|  | S&D Co. Ltd. | 24 | &nbsp;&nbsp; 1955 |
|  | S&S Tech Corp. | 3163 | &nbsp;&nbsp; 113105 |
|  | S-1 Corp. | 4313 | &nbsp;&nbsp; 229850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sajo Industries Co. <br> Ltd.<br>| 1155 | &nbsp;&nbsp; 39399 |
|  | Sajodaerim Corp. | 1071 | &nbsp;&nbsp; 31723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sajodongaone Co. <br> Ltd.<br>| 12597 | &nbsp;&nbsp; 9967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sam Chun Dang <br> Pharm Co. Ltd.<br>| 507 | &nbsp;&nbsp; 74531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sam Young Electronics <br> Co. Ltd.<br>| 3536 | &nbsp;&nbsp; 28379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sam Yung Trading Co. <br> Ltd.<br>| 3091 | &nbsp;&nbsp; 36913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sam-A Aluminum Co. <br> Ltd.<br>| 398 | &nbsp;&nbsp; 7667 |
|  | Samchully Co. Ltd. | 401 | &nbsp;&nbsp; 39881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SAMHWA Paints <br> Industrial Co. Ltd.<br>| 5105 | &nbsp;&nbsp; 22746 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Samick THK Co. Ltd. | 1032 | &nbsp;&nbsp; $7412 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Samil Pharmaceutical <br> Co. Ltd.<br>| 2221 | &nbsp;&nbsp; 16364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samji Electronics Co. <br> Ltd.<br>| 1801 | &nbsp;&nbsp; 15340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samjin Pharmaceutical <br> Co. Ltd.<br>| 1982 | &nbsp;&nbsp; 28672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sammok S-Form Co. <br> Ltd.<br>| 1590 | &nbsp;&nbsp; 23827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SAMPYO Cement Co. <br> Ltd.<br>| 21453 | &nbsp;&nbsp; 53235 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Biologics Co. <br> Ltd.<br>| 865 | &nbsp;&nbsp; 660884 |
|  | Samsung C&T Corp. | 9489 | &nbsp;&nbsp; 1144799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Card Co. <br> Ltd. (029780 KS)<br>| 8836 | &nbsp;&nbsp; 316329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung <br> Electro-Mechanics <br> Co. Ltd.<br>| 9053 | &nbsp;&nbsp; 961856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Electronics <br> Co. Ltd. (005930 <br> KS)<br>| 635990 | &nbsp;&nbsp; 32412555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Electronics <br> Co. Ltd. (SMSN LI), <br> GDR<br>| 553 | &nbsp;&nbsp; 692008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Electronics <br> Co. Ltd. (SSNHZ <br> US), GDR<br>| 3955 | &nbsp;&nbsp; 4971435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Engineering <br> Co. Ltd.<br>| 42759 | &nbsp;&nbsp; 810803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Fire & <br> Marine Insurance <br> Co. Ltd.<br>| 2655 | &nbsp;&nbsp; 838155 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Heavy <br> Industries Co. Ltd.<br>| 39257 | &nbsp;&nbsp; 535835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Life <br> Insurance Co. Ltd.<br>| 6126 | &nbsp;&nbsp; 552960 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Samsung <br> Pharmaceutical Co. <br> Ltd.<br>| 8615 | &nbsp;&nbsp; 9725 |
|  | Samsung SDI Co. Ltd. | 9520 | &nbsp;&nbsp; 1366083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung SDS Co. <br> Ltd.<br>| 3814 | &nbsp;&nbsp; 436962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Securities <br> Co. Ltd.<br>| 10392 | &nbsp;&nbsp; 526817 |
|  | SAMT Co. Ltd. | 21138 | &nbsp;&nbsp; 46518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samwha Capacitor Co. <br> Ltd.<br>| 2326 | &nbsp;&nbsp; 45904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samwha Electric Co. <br> Ltd.<br>| 1472 | &nbsp;&nbsp; 28628 |
|  | Samyang Corp. | 1802 | &nbsp;&nbsp; 68470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samyang Foods Co. <br> Ltd.<br>| 721 | &nbsp;&nbsp; 745034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samyang Holdings <br> Corp.<br>| 1687 | &nbsp;&nbsp; 101865 |
|  | Samyoung Co. Ltd. | 7430 | &nbsp;&nbsp; 22013 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sang-A Frontec Co. <br> Ltd.<br>| 2092 | &nbsp;&nbsp; $26235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sangsin Energy <br> Display Precision <br> Co. Ltd.<br>| 2372 | &nbsp;&nbsp; 15397 |
|  | Saramin Co. Ltd. | 2002 | &nbsp;&nbsp; 20987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Satrec Initiative Co. <br> Ltd.<br>| 1040 | &nbsp;&nbsp; 36378 |
|  | SD Biosensor, Inc. | 14503 | &nbsp;&nbsp; 104221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SeAH Besteel Holdings <br> Corp.<br>| 4527 | &nbsp;&nbsp; 101621 |
|  | SeAH Steel Corp. | 697 | &nbsp;&nbsp; 75506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SeAH Steel Holdings <br> Corp.<br>| 610 | &nbsp;&nbsp; 88257 |
|  | Sebang Co. Ltd. | 4106 | &nbsp;&nbsp; 42090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sebang Global Battery <br> Co. Ltd.<br>| 2276 | &nbsp;&nbsp; 108401 |
|  | Seegene, Inc. | 4451 | &nbsp;&nbsp; 94746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Segyung Hitech Co. <br> Ltd.<br>| 3567 | &nbsp;&nbsp; 17260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sejin Heavy Industries <br> Co. Ltd.<br>| 2630 | &nbsp;&nbsp; 24656 |
|  | Sekonix Co. Ltd. | 4325 | &nbsp;&nbsp; 18771 |
| \* | Selvas AI, Inc. | 2333 | &nbsp;&nbsp; 23302 |
|  | Seobu T&D | 8529 | &nbsp;&nbsp; 53564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seohee Construction <br> Co. Ltd.<br>| 27909 | &nbsp;&nbsp; 36808 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seojin System Co. <br> Ltd.<br>| 6232 | &nbsp;&nbsp; 97688 |
| \* | Seoul Auction Co. Ltd. | 4356 | &nbsp;&nbsp; 27223 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seoul Semiconductor <br> Co. Ltd.<br>| 19882 | &nbsp;&nbsp; 101561 |
|  | Seoyon Co. Ltd. | 6312 | &nbsp;&nbsp; 45480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seoyon E-Hwa Co. <br> Ltd.<br>| 8945 | &nbsp;&nbsp; 79357 |
| \*†† | Sewon E&C Co. Ltd. | 4592 | &nbsp;&nbsp; 583 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SFA Engineering <br> Corp.<br>| 7285 | &nbsp;&nbsp; 128485 |
| \* | SFA Semicon Co. Ltd. | 17707 | &nbsp;&nbsp; 41380 |
|  | SGC Energy Co. Ltd. | 4281 | &nbsp;&nbsp; 75417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Heung Energy & <br> Electronics Co. Ltd.<br>| 10388 | &nbsp;&nbsp; 31505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shindaeyang Paper <br> Co. Ltd.<br>| 4097 | &nbsp;&nbsp; 32148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinhan Financial <br> Group Co. Ltd. <br> (055550 KS)<br>| 68123 | &nbsp;&nbsp; 3317175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinsegae <br> International, Inc.<br>| 5312 | &nbsp;&nbsp; 44372 |
|  | Shinsegae, Inc. | 2510 | &nbsp;&nbsp; 310113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinsung Delta Tech <br> Co. Ltd.<br>| 1657 | &nbsp;&nbsp; 79689 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shinsung E&G Co. <br> Ltd.<br>| 17308 | &nbsp;&nbsp; 19028 |
|  | Shinsung ST Co. Ltd. | 376 | &nbsp;&nbsp; 11621 |
|  | Shinwon Corp. | 20627 | &nbsp;&nbsp; 26007 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinyoung Securities <br> Co. Ltd.<br>| 1097 | &nbsp;&nbsp; $100767 |
|  | Showbox Corp. | 4208 | &nbsp;&nbsp; 8323 |
| \* | Silicon2 Co. Ltd. | 2743 | &nbsp;&nbsp; 101652 |
|  | SIMMTECH Co. Ltd. | 2335 | &nbsp;&nbsp; 38207 |
|  | Sindoh Co. Ltd. | 945 | &nbsp;&nbsp; 33647 |
|  | Sinil Pharm Co. Ltd. | 1809 | &nbsp;&nbsp; 8702 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; SK Biopharmaceuticals <br> Co. Ltd.<br>| 4718 | &nbsp;&nbsp; 332277 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SK Bioscience Co. <br> Ltd.<br>| 2260 | &nbsp;&nbsp; 73945 |
| # | SK Chemicals Co. Ltd. | 3360 | &nbsp;&nbsp; 163885 |
|  | SK Discovery Co. Ltd. | 3107 | &nbsp;&nbsp; 122096 |
| \* | SK Eternix Co. Ltd. | 1130 | &nbsp;&nbsp; 19497 |
|  | SK Gas Ltd. | 431 | &nbsp;&nbsp; 82140 |
|  | SK Hynix, Inc. | 83166 | &nbsp;&nbsp; 16118886 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; SK IE Technology Co. <br> Ltd.<br>| 8840 | &nbsp;&nbsp; 175238 |
|  | SK Innovation Co. Ltd. | 7700 | &nbsp;&nbsp; 595759 |
|  | SK Networks Co. Ltd. | 18832 | &nbsp;&nbsp; 61772 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SK oceanplant Co. <br> Ltd.<br>| 3602 | &nbsp;&nbsp; 51247 |
|  | SK Securities Co. Ltd. | 94767 | &nbsp;&nbsp; 45847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK Telecom Co. Ltd. <br> (017670 KS)<br>| 5317 | &nbsp;&nbsp; 214761 |
|  | SK, Inc. | 3673 | &nbsp;&nbsp; 533070 |
| \* | SKC Co. Ltd. | 726 | &nbsp;&nbsp; 52242 |
|  | SL Corp. | 7455 | &nbsp;&nbsp; 177687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SM Entertainment Co. <br> Ltd.<br>| 1282 | &nbsp;&nbsp; 122438 |
| \* | SMEC Co. Ltd. | 31763 | &nbsp;&nbsp; 83394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SNT Dynamics Co. <br> Ltd.<br>| 3504 | &nbsp;&nbsp; 146928 |
|  | SNT Holdings Co. Ltd. | 1458 | &nbsp;&nbsp; 58505 |
|  | SNT Motiv Co. Ltd. | 4952 | &nbsp;&nbsp; 117706 |
| \* | SOCAR, Inc. | 1795 | &nbsp;&nbsp; 16931 |
|  | S-Oil Corp. | 7287 | &nbsp;&nbsp; 328695 |
| \* | Solborn, Inc. | 2404 | &nbsp;&nbsp; 7495 |
|  | Solid, Inc. | 16970 | &nbsp;&nbsp; 76378 |
| \* | SOLUM Co. Ltd. | 11328 | &nbsp;&nbsp; 134272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Solus Advanced <br> Materials Co. Ltd.<br>| 10671 | &nbsp;&nbsp; 65605 |
| \* | Solux Co. Ltd. | 7431 | &nbsp;&nbsp; 29260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Songwon Industrial Co. <br> Ltd.<br>| 4658 | &nbsp;&nbsp; 36681 |
|  | Soop Co. Ltd. | 2463 | &nbsp;&nbsp; 139977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Soosan Industries Co. <br> Ltd.<br>| 2081 | &nbsp;&nbsp; 34485 |
|  | Soulbrain Co. Ltd. | 1252 | &nbsp;&nbsp; 212319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Soulbrain Holdings Co. <br> Ltd.<br>| 1690 | &nbsp;&nbsp; 53509 |
|  | SPG Co. Ltd. | 2287 | &nbsp;&nbsp; 40795 |
|  | ST Pharm Co. Ltd. | 1297 | &nbsp;&nbsp; 80676 |
|  | STIC Investments, Inc. | 5248 | &nbsp;&nbsp; 37546 |
|  | Straffic Co. Ltd. | 6177 | &nbsp;&nbsp; 17203 |
| \* | Studio Dragon Corp. | 4615 | &nbsp;&nbsp; 153485 |
| \* | STX Engine Co. Ltd. | 2023 | &nbsp;&nbsp; 34609 |
| \* | Sugentech, Inc. | 2991 | &nbsp;&nbsp; 14591 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Suheung Co. Ltd. | 950 | &nbsp;&nbsp; $12897 |
| \* | Sukgyung AT Co. Ltd. | 291 | &nbsp;&nbsp; 11409 |
|  | Sun Kwang Co. Ltd. | 934 | &nbsp;&nbsp; 13140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sung Kwang Bend Co. <br> Ltd.<br>| 2132 | &nbsp;&nbsp; 48831 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sungeel Hitech Co. <br> Ltd.<br>| 1079 | &nbsp;&nbsp; 29381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sungshin Cement Co. <br> Ltd.<br>| 4045 | &nbsp;&nbsp; 30613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sungwoo Hitech Co. <br> Ltd.<br>| 21774 | &nbsp;&nbsp; 92749 |
|  | Sunjin Co. Ltd. | 6694 | &nbsp;&nbsp; 62247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunny Electronics <br> Corp.<br>| 7540 | &nbsp;&nbsp; 9787 |
| \* | Suprema, Inc. | 1083 | &nbsp;&nbsp; 26094 |
| \* | SY Co. Ltd. | 2817 | &nbsp;&nbsp; 6918 |
|  | SY Steel Tech, Inc. | 5248 | &nbsp;&nbsp; 16281 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Synergy Innovation Co. <br> Ltd.<br>| 13058 | &nbsp;&nbsp; 26778 |
| \* | Synopex, Inc. | 25669 | &nbsp;&nbsp; 124328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Systems Technology, <br> Inc.<br>| 2383 | &nbsp;&nbsp; 32395 |
|  | T&L Co. Ltd. | 1291 | &nbsp;&nbsp; 56173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taekwang Industrial <br> Co. Ltd.<br>| 88 | &nbsp;&nbsp; 63556 |
| \* | Taesung Co. Ltd. | 3380 | &nbsp;&nbsp; 76252 |
| \* | Taewoong Co. Ltd. | 3800 | &nbsp;&nbsp; 110381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taeyang Metal <br> Industrial Co. Ltd.<br>| 2443 | &nbsp;&nbsp; 4078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taihan Electric Wire <br> Co. Ltd.<br>| 5475 | &nbsp;&nbsp; 61448 |
|  | TCC Steel | 1417 | &nbsp;&nbsp; 18185 |
|  | TechWing, Inc. | 3485 | &nbsp;&nbsp; 68968 |
|  | Telechips, Inc. | 1750 | &nbsp;&nbsp; 16886 |
|  | TES Co. Ltd. | 2767 | &nbsp;&nbsp; 51328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Theragen Etex Co. <br> Ltd.<br>| 3017 | &nbsp;&nbsp; 6499 |
| \* | TK Chemical Corp. | 18495 | &nbsp;&nbsp; 23781 |
|  | TK Corp. | 3223 | &nbsp;&nbsp; 53098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TKG Huchems Co. <br> Ltd.<br>| 6316 | &nbsp;&nbsp; 80104 |
|  | TLB Co. Ltd. | 1294 | &nbsp;&nbsp; 25040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokai Carbon Korea <br> Co. Ltd.<br>| 1380 | &nbsp;&nbsp; 105651 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tongyang Life <br> Insurance Co. Ltd.<br>| 22503 | &nbsp;&nbsp; 136517 |
| \* | Tongyang, Inc. | 32625 | &nbsp;&nbsp; 15776 |
|  | Toptec Co. Ltd. | 13629 | &nbsp;&nbsp; 48220 |
|  | Tovis Co. Ltd. | 3928 | &nbsp;&nbsp; 44909 |
|  | TS Corp. | 15745 | &nbsp;&nbsp; 34890 |
|  | TSE Co. Ltd. | 1336 | &nbsp;&nbsp; 37102 |
| \* | TSI Co. Ltd. | 2176 | &nbsp;&nbsp; 8342 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tuksu Construction Co. <br> Ltd.<br>| 1248 | &nbsp;&nbsp; 6529 |
|  | TYM Corp. | 8599 | &nbsp;&nbsp; 31265 |
|  | UBCare Co. Ltd. | 1821 | &nbsp;&nbsp; 5079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ubiquoss Holdings, <br> Inc.<br>| 2215 | &nbsp;&nbsp; 16025 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Ubiquoss, Inc. | 4740 | &nbsp;&nbsp; $29586 |
| \* | Ubivelox, Inc. | 4935 | &nbsp;&nbsp; 20909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Uju Electronics Co. <br> Ltd.<br>| 1489 | &nbsp;&nbsp; 47276 |
| \* | Uni-Chem Co. Ltd. | 8568 | &nbsp;&nbsp; 10728 |
|  | Unid Co. Ltd. | 1737 | &nbsp;&nbsp; 104914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Semiconductor <br> Equipment & <br> Materials Co. Ltd.<br>| 5005 | &nbsp;&nbsp; 25616 |
|  | Uniquest Corp. | 1908 | &nbsp;&nbsp; 8480 |
| \* | UniTest, Inc. | 2780 | &nbsp;&nbsp; 24754 |
|  | Unitrontech Co. Ltd. | 9773 | &nbsp;&nbsp; 44805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Value Added <br> Technology Co. Ltd.<br>| 2625 | &nbsp;&nbsp; 44557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Viatron Technologies, <br> Inc.<br>| 4839 | &nbsp;&nbsp; 30844 |
| \*†† | Vidente Co. Ltd. | 14607 | &nbsp;&nbsp; 6562 |
|  | Vieworks Co. Ltd. | 1948 | &nbsp;&nbsp; 29275 |
| \* | Vina Tech Co. Ltd. | 352 | &nbsp;&nbsp; 7213 |
|  | Vitzro Tech Co. Ltd. | 4793 | &nbsp;&nbsp; 29435 |
|  | Vitzrocell Co. Ltd. | 3680 | &nbsp;&nbsp; 82391 |
| \* | VM, Inc. | 2186 | &nbsp;&nbsp; 17275 |
| \* | VT Co. Ltd. | 6844 | &nbsp;&nbsp; 176698 |
|  | Webcash Corp. | 2174 | &nbsp;&nbsp; 22986 |
|  | Webzen, Inc. | 6177 | &nbsp;&nbsp; 64941 |
| \* | Wemade Co. Ltd. | 3326 | &nbsp;&nbsp; 74805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Whanin <br> Pharmaceutical Co. <br> Ltd.<br>| 3526 | &nbsp;&nbsp; 30469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WINS Technet Co. <br> Ltd.<br>| 3156 | &nbsp;&nbsp; 28840 |
|  | WiSoL Co. Ltd. | 7448 | &nbsp;&nbsp; 35841 |
| # | Won Tech Co. Ltd. | 19497 | &nbsp;&nbsp; 180152 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wonik Holdings Co. <br> Ltd.<br>| 18829 | &nbsp;&nbsp; 80898 |
|  | WONIK IPS Co. Ltd. | 5075 | &nbsp;&nbsp; 118517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wonik Materials Co. <br> Ltd.<br>| 2517 | &nbsp;&nbsp; 42859 |
|  | Wonik QnC Corp. | 5858 | &nbsp;&nbsp; 76920 |
|  | Woojin, Inc. | 8723 | &nbsp;&nbsp; 69573 |
| \* | Woongjin Co. Ltd. | 9328 | &nbsp;&nbsp; 21474 |
| \* | Wooree Bio Co. Ltd. | 10286 | &nbsp;&nbsp; 16988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woori Financial Group, <br> Inc. (316140 KS)<br>| 141413 | &nbsp;&nbsp; 2509114 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Woori Technology <br> Investment Co. Ltd.<br>| 17795 | &nbsp;&nbsp; 118879 |
| \* | Woori Technology, Inc. | 17393 | &nbsp;&nbsp; 45608 |
| \* | Woosu AMS Co. Ltd. | 5430 | &nbsp;&nbsp; 12037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worldex Industry & <br> Trading Co. Ltd.<br>| 4605 | &nbsp;&nbsp; 80034 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wysiwyg Studios Co. <br> Ltd.<br>| 18114 | &nbsp;&nbsp; 11795 |
|  | Xexymix Corp. | 7154 | &nbsp;&nbsp; 31557 |
|  | Y G-1 Co. Ltd. | 4569 | &nbsp;&nbsp; 18953 |
| \* | YC Corp. | 2627 | &nbsp;&nbsp; 20877 |
| \* | Yest Co. Ltd. | 3463 | &nbsp;&nbsp; 45891 |
|  | YG Entertainment, Inc. | 959 | &nbsp;&nbsp; 58590 |
| \* | YG PLUS | 843 | &nbsp;&nbsp; 5195 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | YMT Co. Ltd. | 3261 | &nbsp;&nbsp; $21554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youlchon Chemical Co. <br> Ltd.<br>| 1117 | &nbsp;&nbsp; 27386 |
|  | Young Poong Corp. | 970 | &nbsp;&nbsp; 29593 |
| # | Youngone Corp. | 6032 | &nbsp;&nbsp; 262189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youngone Holdings <br> Co. Ltd.<br>| 2175 | &nbsp;&nbsp; 220418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuanta Securities <br> Korea Co. Ltd.<br>| 27721 | &nbsp;&nbsp; 74006 |
|  | Yuhan Corp. | 1345 | &nbsp;&nbsp; 113214 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yungjin Pharmaceutical <br> Co. Ltd.<br>| 10300 | &nbsp;&nbsp; 15881 |
|  | Zeus Co. Ltd. | 3897 | &nbsp;&nbsp; 34529 |
|  | Zinus, Inc. | 3761 | &nbsp;&nbsp; 58308 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | &nbsp;&nbsp; 177081712 |
| TAIWAN — (26.6%) | TAIWAN — (26.6%) | TAIWAN — (26.6%) | TAIWAN — (26.6%) |
|  | 104 Corp. | 4000 | &nbsp;&nbsp; 29730 |
|  | 91APP, Inc. | 22000 | &nbsp;&nbsp; 60207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aaeon Technology, <br> Inc.<br>| 8398 | &nbsp;&nbsp; 33821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ABC Taiwan <br> Electronics Corp.<br>| 19210 | &nbsp;&nbsp; 10387 |
|  | Abico Avy Co. Ltd. | 45000 | &nbsp;&nbsp; 51132 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ability Enterprise Co. <br> Ltd.<br>| 54000 | &nbsp;&nbsp; 107309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ability Opto-Electronics <br> Technology Co. Ltd.<br>| 7000 | &nbsp;&nbsp; 27109 |
|  | AcBel Polytech, Inc. | 254890 | &nbsp;&nbsp; 234134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accton Technology <br> Corp.<br>| 48000 | &nbsp;&nbsp; 1417641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Acer E-Enabling <br> Service Business, <br> Inc.<br>| 6000 | &nbsp;&nbsp; 46783 |
|  | Acer, Inc. | 449000 | &nbsp;&nbsp; 479694 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACES Electronic Co. <br> Ltd.<br>| 41882 | &nbsp;&nbsp; 79520 |
| \* | Acon Holding, Inc. | 108000 | &nbsp;&nbsp; 29051 |
| # | Acter Group Corp. Ltd. | 39000 | &nbsp;&nbsp; 635880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Action Electronics Co. <br> Ltd.<br>| 112000 | &nbsp;&nbsp; 47482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Actron Technology <br> Corp.<br>| 20902 | &nbsp;&nbsp; 90976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ADATA Technology Co. <br> Ltd.<br>| 133417 | &nbsp;&nbsp; 404576 |
|  | Adda Corp. | 11000 | &nbsp;&nbsp; 6555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Addcn Technology Co. <br> Ltd.<br>| 15634 | &nbsp;&nbsp; 91985 |
| \* | Adimmune Corp. | 107000 | &nbsp;&nbsp; 61245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Ceramic X <br> Corp.<br>| 15000 | &nbsp;&nbsp; 59540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Energy <br> Solution Holding Co. <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 164860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced International <br> Multitech Co. Ltd.<br>| 51000 | &nbsp;&nbsp; 109530 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advanced <br> Optoelectronic <br> Technology, Inc.<br>| 42000 | &nbsp;&nbsp; $19549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Power <br> Electronics Corp.<br>| 16000 | &nbsp;&nbsp; 42956 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Wireless <br> Semiconductor Co.<br>| 39000 | &nbsp;&nbsp; 123595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advancetek Enterprise <br> Co. Ltd.<br>| 101000 | &nbsp;&nbsp; 235677 |
|  | Advantech Co. Ltd. | 48498 | &nbsp;&nbsp; 539484 |
| \* | AEON Motor Co. Ltd. | 9000 | &nbsp;&nbsp; 9850 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Aero Win Technology <br> Corp.<br>| 12000 | &nbsp;&nbsp; 19865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aerospace Industrial <br> Development Corp.<br>| 79000 | &nbsp;&nbsp; 115379 |
|  | AGV Products Corp. | 162000 | &nbsp;&nbsp; 57124 |
|  | AIC, Inc. | 9028 | &nbsp;&nbsp; 96045 |
|  | Air Asia Co. Ltd. | 10000 | &nbsp;&nbsp; 12824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Airoha Technology <br> Corp.<br>| 6000 | &nbsp;&nbsp; 110659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Airtac International <br> Group<br>| 23000 | &nbsp;&nbsp; 654155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alchip Technologies <br> Ltd.<br>| 13000 | &nbsp;&nbsp; 1661881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alexander Marine Co. <br> Ltd.<br>| 5272 | &nbsp;&nbsp; 35448 |
| \* | Algoltek, Inc. | 7000 | &nbsp;&nbsp; 12791 |
|  | Allied Circuit Co. Ltd. | 6470 | &nbsp;&nbsp; 27408 |
|  | Allied Supreme Corp. | 12000 | &nbsp;&nbsp; 103686 |
| # | Allis Electric Co. Ltd. | 57252 | &nbsp;&nbsp; 194578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alltek Technology <br> Corp.<br>| 81480 | &nbsp;&nbsp; 97617 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Alltop Technology Co. <br> Ltd.<br>| 18000 | &nbsp;&nbsp; 140495 |
|  | Alpha Networks, Inc. | 72000 | &nbsp;&nbsp; 63532 |
|  | Altek Corp. | 91962 | &nbsp;&nbsp; 123246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amazing <br> Microelectronic <br> Corp.<br>| 27564 | &nbsp;&nbsp; 58676 |
|  | Ambassador Hotel  | 63000 | &nbsp;&nbsp; 87895 |
|  | AMPACS Corp. | 27000 | &nbsp;&nbsp; 27911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ampak Technology, <br> Inc.<br>| 16000 | &nbsp;&nbsp; 42576 |
|  | Ampire Co. Ltd. | 18000 | &nbsp;&nbsp; 16310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ample Electronic <br> Technology Co. Ltd.<br>| 7000 | &nbsp;&nbsp; 32403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AMPOC Far-East Co. <br> Ltd.<br>| 33000 | &nbsp;&nbsp; 103997 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AmTRAN Technology <br> Co. Ltd.<br>| 242024 | &nbsp;&nbsp; 106710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amulaire Thermal <br> Technology, Inc.<br>| 24000 | &nbsp;&nbsp; 19576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anderson Industrial <br> Corp.<br>| 50000 | &nbsp;&nbsp; 23880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anji Technology Co. <br> Ltd.<br>| 27299 | &nbsp;&nbsp; 29283 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anpec Electronics <br> Corp.<br>| 21000 | &nbsp;&nbsp; $118259 |
|  | Aopen, Inc. | 11000 | &nbsp;&nbsp; 16449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apac Opto Electronics, <br> Inc.<br>| 24000 | &nbsp;&nbsp; 66940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apacer Technology, <br> Inc.<br>| 37000 | &nbsp;&nbsp; 71361 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; APAQ Technology Co. <br> Ltd.<br>| 15000 | &nbsp;&nbsp; 52012 |
|  | APCB, Inc. | 49000 | &nbsp;&nbsp; 22758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apex Biotechnology <br> Corp.<br>| 25000 | &nbsp;&nbsp; 24013 |
|  | Apex Dynamics, Inc. | 1000 | &nbsp;&nbsp; 23443 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Apex International Co. <br> Ltd.<br>| 73681 | &nbsp;&nbsp; 59087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apex Science & <br> Engineering<br>| 54060 | &nbsp;&nbsp; 21816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ARBOR Technology <br> Corp.<br>| 9000 | &nbsp;&nbsp; 12318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arcadyan Technology <br> Corp.<br>| 48000 | &nbsp;&nbsp; 354717 |
|  | Ardentec Corp. | 135000 | &nbsp;&nbsp; 339250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ARES International <br> Corp.<br>| 12000 | &nbsp;&nbsp; 21447 |
|  | Argosy Research, Inc. | 19000 | &nbsp;&nbsp; 105278 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Arizon RFID <br> Technology Cayman <br> Co. Ltd.<br>| 8000 | &nbsp;&nbsp; 40620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASE Technology <br> Holding Co. Ltd.<br>| 304000 | &nbsp;&nbsp; 1474213 |
|  | Asia Cement Corp. | 358000 | &nbsp;&nbsp; 483933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Electronic <br> Material Co. Ltd.<br>| 22000 | &nbsp;&nbsp; 14223 |
|  | Asia Optical Co., Inc. | 68000 | &nbsp;&nbsp; 293490 |
|  | Asia Polymer Corp. | 121000 | &nbsp;&nbsp; 50186 |
| # | Asia Tech Image, Inc. | 20000 | &nbsp;&nbsp; 51511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Vital Components <br> Co. Ltd.<br>| 27331 | &nbsp;&nbsp; 830690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASIX Electronics <br> Corp.<br>| 16000 | &nbsp;&nbsp; 43593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASMedia Technology, <br> Inc.<br>| 6000 | &nbsp;&nbsp; 377499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASolid Technology Co. <br> Ltd.<br>| 9000 | &nbsp;&nbsp; 15492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASPEED Technology, <br> Inc.<br>| 6200 | &nbsp;&nbsp; 938933 |
|  | ASROCK, Inc. | 16000 | &nbsp;&nbsp; 140868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asustek Computer, <br> Inc.<br>| 70000 | &nbsp;&nbsp; 1536599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ATE Energy <br> International Co. <br> Ltd.<br>| 34000 | &nbsp;&nbsp; 31785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aten International Co. <br> Ltd.<br>| 24000 | &nbsp;&nbsp; 46939 |
|  | Auden Techno Corp. | 10358 | &nbsp;&nbsp; 31196 |
|  | Audix Corp. | 20000 | &nbsp;&nbsp; 40039 |
| # | AUO Corp. (2409 TT) | 1039200 | &nbsp;&nbsp; 414299 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AURAS Technology <br> Co. Ltd.<br>| 9000 | &nbsp;&nbsp; $200491 |
|  | Aurora Corp. | 9000 | &nbsp;&nbsp; 17192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avalue Technology, <br> Inc.<br>| 20000 | &nbsp;&nbsp; 64083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avermedia <br> Technologies<br>| 38000 | &nbsp;&nbsp; 51216 |
|  | Axiomtek Co. Ltd. | 24893 | &nbsp;&nbsp; 70042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Azurewave <br> Technologies, Inc.<br>| 20000 | &nbsp;&nbsp; 39021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bafang Yunji <br> International Co. <br> Ltd.<br>| 10000 | &nbsp;&nbsp; 61538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Kaohsiung Co. <br> Ltd.<br>| 251066 | &nbsp;&nbsp; 98171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baotek Industrial <br> Materials Ltd.<br>| 22000 | &nbsp;&nbsp; 38112 |
|  | Basso Industry Corp. | 41000 | &nbsp;&nbsp; 52600 |
|  | BenQ Materials Corp. | 73000 | &nbsp;&nbsp; 54812 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BES Engineering <br> Corp.<br>| 426000 | &nbsp;&nbsp; 157728 |
|  | Billion Electric Co. Ltd. | 13000 | &nbsp;&nbsp; 12394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bin Chuan Enterprise <br> Co. Ltd.<br>| 29000 | &nbsp;&nbsp; 46302 |
|  | B'in Live Co. Ltd. | 8000 | &nbsp;&nbsp; 23678 |
|  | Bionime Corp. | 11000 | &nbsp;&nbsp; 27051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biostar Microtech <br> International Corp.<br>| 31000 | &nbsp;&nbsp; 18300 |
|  | Bioteque Corp. | 15000 | &nbsp;&nbsp; 55029 |
|  | Bizlink Holding, Inc. | 28461 | &nbsp;&nbsp; 856012 |
|  | Bon Fame Co. Ltd. | 9000 | &nbsp;&nbsp; 18281 |
| # | Bonny Worldwide Ltd. | 5000 | &nbsp;&nbsp; 25014 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bora Pharmaceuticals <br> Co. Ltd.<br>| 5494 | &nbsp;&nbsp; 149723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brave C&H Supply Co. <br> Ltd.<br>| 8000 | &nbsp;&nbsp; 22636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bright Led Electronics <br> Corp.<br>| 32000 | &nbsp;&nbsp; 17692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brightek Optoelectronic <br> Co. Ltd.<br>| 19000 | &nbsp;&nbsp; 29980 |
|  | Brighten Optix Corp. | 2248 | &nbsp;&nbsp; 14532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brighton-Best <br> International Taiwan, <br> Inc.<br>| 150000 | &nbsp;&nbsp; 174975 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brillian Network & <br> Automation <br> Integrated System <br> Co. Ltd.<br>| 6777 | &nbsp;&nbsp; 58184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C Sun Manufacturing <br> Ltd.<br>| 7600 | &nbsp;&nbsp; 36483 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Calin Technology Co. <br> Ltd.<br>| 33000 | &nbsp;&nbsp; 30452 |
|  | Calitech Co. Ltd. | 10000 | &nbsp;&nbsp; 22009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Caliway <br> Biopharmaceuticals <br> Co. Ltd.<br>| 50000 | &nbsp;&nbsp; 206789 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cameo <br> Communications, <br> Inc.<br>| 98000 | &nbsp;&nbsp; $29346 |
|  | Capital Futures Corp. | 59856 | &nbsp;&nbsp; 97163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capital Securities <br> Corp.<br>| 563000 | &nbsp;&nbsp; 380699 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Career Technology <br> MFG. Co. Ltd.<br>| 223871 | &nbsp;&nbsp; 106357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Castles Technology <br> Co. Ltd.<br>| 23225 | &nbsp;&nbsp; 54584 |
|  | Caswell, Inc. | 15000 | &nbsp;&nbsp; 41701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Catcher Technology <br> Co. Ltd.<br>| 93000 | &nbsp;&nbsp; 656777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Chemical <br> Works<br>| 8000 | &nbsp;&nbsp; 14837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Consolidated, <br> Inc.<br>| 14299 | &nbsp;&nbsp; 39821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Financial <br> Holding Co. Ltd.<br>| 818358 | &nbsp;&nbsp; 1658678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Real Estate <br> Development Co. <br> Ltd.<br>| 212000 | &nbsp;&nbsp; 131839 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CCP Contact Probes <br> Co. Ltd.<br>| 33554 | &nbsp;&nbsp; 34280 |
| \* | Celxpert Energy Corp. | 31821 | &nbsp;&nbsp; 36610 |
|  | Cenra, Inc. | 25000 | &nbsp;&nbsp; 28128 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Center Laboratories, <br> Inc.<br>| 199773 | &nbsp;&nbsp; 248574 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Central Reinsurance <br> Co. Ltd.<br>| 176105 | &nbsp;&nbsp; 136152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Century Iron & Steel <br> Industrial Co. Ltd.<br>| 47000 | &nbsp;&nbsp; 293392 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chailease Holding Co. <br> Ltd.<br>| 395477 | &nbsp;&nbsp; 1526799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chain Chon Industrial <br> Co. Ltd.<br>| 47032 | &nbsp;&nbsp; 16365 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ChainQui Construction <br> Development Co. <br> Ltd.<br>| 49000 | &nbsp;&nbsp; 21446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chaintech Technology <br> Corp.<br>| 13000 | &nbsp;&nbsp; 14964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Champion <br> Microelectronic <br> Corp.<br>| 20000 | &nbsp;&nbsp; 38297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chang Hwa <br> Commercial Bank <br> Ltd.<br>| 1049454 | &nbsp;&nbsp; 648215 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chang Wah <br> Electromaterials, <br> Inc.<br>| 117000 | &nbsp;&nbsp; 151576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chang Wah <br> Technology Co. Ltd.<br>| 149000 | &nbsp;&nbsp; 151999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Channel Well <br> Technology Co. Ltd.<br>| 63000 | &nbsp;&nbsp; 186951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chant Sincere Co. <br> Ltd.<br>| 19000 | &nbsp;&nbsp; 26777 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charoen Pokphand <br> Enterprise<br>| 66800 | &nbsp;&nbsp; $259117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chateau International <br> Development Co. <br> Ltd.<br>| 12810 | &nbsp;&nbsp; 12811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CHC Healthcare <br> Group<br>| 38000 | &nbsp;&nbsp; 58295 |
|  | CHC Resources Corp. | 14000 | &nbsp;&nbsp; 34086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chen Full International <br> Co. Ltd.<br>| 36000 | &nbsp;&nbsp; 48659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chenbro Micom Co. <br> Ltd.<br>| 11000 | &nbsp;&nbsp; 186453 |
|  | Cheng Loong Corp. | 327000 | &nbsp;&nbsp; 199353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cheng Mei Materials <br> Technology Corp.<br>| 181962 | &nbsp;&nbsp; 84260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cheng Shin Rubber <br> Industry Co. Ltd.<br>| 402000 | &nbsp;&nbsp; 537749 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cheng Uei Precision <br> Industry Co. Ltd.<br>| 127000 | &nbsp;&nbsp; 239723 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chenming Electronic <br> Technology Corp.<br>| 37000 | &nbsp;&nbsp; 144934 |
|  | Chia Chang Co. Ltd. | 44000 | &nbsp;&nbsp; 54470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chia Hsin Cement <br> Corp.<br>| 136220 | &nbsp;&nbsp; 63904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chicony Electronics <br> Co. Ltd.<br>| 107000 | &nbsp;&nbsp; 466568 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chicony Power <br> Technology Co. Ltd.<br>| 50000 | &nbsp;&nbsp; 187879 |
|  | Chief Telecom, Inc. | 9300 | &nbsp;&nbsp; 135604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chien Kuo <br> Construction Co. <br> Ltd.<br>| 39200 | &nbsp;&nbsp; 33498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chien Shing Harbour <br> Service Co. Ltd.<br>| 22000 | &nbsp;&nbsp; 34020 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chien Shing Stainless <br> Steel Co. Ltd.<br>| 35616 | &nbsp;&nbsp; 13891 |
| # | China Airlines Ltd. | 877000 | &nbsp;&nbsp; 600953 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Bills Finance <br> Corp.<br>| 224000 | &nbsp;&nbsp; 113553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Container <br> Terminal Corp.<br>| 41000 | &nbsp;&nbsp; 36100 |
|  | China Ecotek Corp. | 8000 | &nbsp;&nbsp; 14887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Electric <br> Manufacturing Corp.<br>| 101000 | &nbsp;&nbsp; 42604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Fineblanking <br> Technology Co. Ltd.<br>| 13000 | &nbsp;&nbsp; 11296 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China General Plastics <br> Corp.<br>| 138000 | &nbsp;&nbsp; 54913 |
|  | China Glaze Co. Ltd. | 46000 | &nbsp;&nbsp; 24884 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Man-Made Fiber <br> Corp.<br>| 460000 | &nbsp;&nbsp; 97628 |
|  | China Metal Products | 106000 | &nbsp;&nbsp; 88125 |
|  | China Motor Corp. | 82000 | &nbsp;&nbsp; 151242 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; China Petrochemical <br> Development Corp.<br>| 1413490 | &nbsp;&nbsp; 351385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Steel Chemical <br> Corp.<br>| 64000 | &nbsp;&nbsp; 185920 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | China Steel Corp. | 1207000 | &nbsp;&nbsp; $783828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Steel Structure <br> Co. Ltd.<br>| 27000 | &nbsp;&nbsp; 38537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Wire & Cable <br> Co. Ltd.<br>| 43000 | &nbsp;&nbsp; 54500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinese Maritime <br> Transport Ltd.<br>| 16000 | &nbsp;&nbsp; 25777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ching Feng Home <br> Fashions Co. Ltd.<br>| 46854 | &nbsp;&nbsp; 31746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chin-Poon Industrial <br> Co. Ltd.<br>| 118000 | &nbsp;&nbsp; 138253 |
| \* | Chip Hope Co. Ltd. | 9000 | &nbsp;&nbsp; 10971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chipbond Technology <br> Corp.<br>| 218000 | &nbsp;&nbsp; 407547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ChipMOS <br> Technologies, Inc. <br> (8150 TT)<br>| 231000 | &nbsp;&nbsp; 199877 |
|  | Chlitina Holding Ltd. | 19301 | &nbsp;&nbsp; 65746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chong Hong <br> Construction Co. <br> Ltd.<br>| 61000 | &nbsp;&nbsp; 166669 |
|  | Chroma ATE, Inc. | 30000 | &nbsp;&nbsp; 429578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chun YU Works & Co. <br> Ltd.<br>| 23750 | &nbsp;&nbsp; 14903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chun Yuan Steel <br> Industry Co. Ltd.<br>| 165000 | &nbsp;&nbsp; 109289 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Chung Hung Steel <br> Corp.<br>| 267000 | &nbsp;&nbsp; 137210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chung Hwa Chemical <br> Industrial Works <br> Ltd.<br>| 27000 | &nbsp;&nbsp; 29554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chung Hwa Food <br> Industrial Co. Ltd.<br>| 7700 | &nbsp;&nbsp; 23125 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chung Hwa Pulp <br> Corp.<br>| 150000 | &nbsp;&nbsp; 61217 |
|  | Chung Lien Co. Ltd. | 9000 | &nbsp;&nbsp; 11322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chung Tai Resource <br> Technology Corp.<br>| 21000 | &nbsp;&nbsp; 72964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chung-Hsin Electric & <br> Machinery <br> Manufacturing Corp.<br>| 96000 | &nbsp;&nbsp; 526121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chunghwa Precision <br> Test Tech Co. Ltd.<br>| 5000 | &nbsp;&nbsp; 141276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chunghwa Telecom <br> Co. Ltd. (2412 TT)<br>| 93000 | &nbsp;&nbsp; 401879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chunghwa Telecom <br> Co. Ltd. (CHT US), <br> Sponsored ADR<br>| 18891 | &nbsp;&nbsp; 819869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chyang Sheng Texing <br> Co. Ltd.<br>| 5000 | &nbsp;&nbsp; 3329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CKM Applied Materials <br> Corp.<br>| 8000 | &nbsp;&nbsp; 8102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cleanaway Co. Ltd. <br> (8422 TT)<br>| 31000 | &nbsp;&nbsp; 200143 |
|  | Clevo Co. | 134000 | &nbsp;&nbsp; 198187 |
|  | CMC Magnetics Corp. | 360800 | &nbsp;&nbsp; 95080 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C-Media Electronics, <br> Inc.<br>| 21000 | &nbsp;&nbsp; $27423 |
|  | Collins Co. Ltd. | 38000 | &nbsp;&nbsp; 19295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Compal Electronics, <br> Inc.<br>| 668000 | &nbsp;&nbsp; 653706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Compeq Manufacturing <br> Co. Ltd.<br>| 258000 | &nbsp;&nbsp; 560743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Complex Micro <br> Interconnection Co. <br> Ltd.<br>| 21000 | &nbsp;&nbsp; 28383 |
|  | Compucase Enterprise | 17000 | &nbsp;&nbsp; 64998 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Concord International <br> Securities Co. Ltd.<br>| 97092 | &nbsp;&nbsp; 38844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concord Securities Co. <br> Ltd.<br>| 238350 | &nbsp;&nbsp; 93407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Continental Holdings <br> Corp.<br>| 154000 | &nbsp;&nbsp; 113406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Contrel Technology Co. <br> Ltd.<br>| 46000 | &nbsp;&nbsp; 57278 |
|  | Coremax Corp. | 36555 | &nbsp;&nbsp; 66778 |
|  | Coretronic Corp. | 72000 | &nbsp;&nbsp; 194932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Co-Tech Development <br> Corp.<br>| 93000 | &nbsp;&nbsp; 365172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coxon Precise <br> Industrial Co. Ltd.<br>| 38000 | &nbsp;&nbsp; 17247 |
|  | Creative Sensor, Inc. | 17000 | &nbsp;&nbsp; 31651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crowell Development <br> Corp.<br>| 37800 | &nbsp;&nbsp; 33788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cryomax Cooling <br> System Corp.<br>| 20581 | &nbsp;&nbsp; 19987 |
| \* | CSBC Corp. Taiwan | 194000 | &nbsp;&nbsp; 104612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTBC Financial <br> Holding Co. Ltd.<br>| 1837000 | &nbsp;&nbsp; 2524215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTCI Advanced <br> Systems, Inc.<br>| 3000 | &nbsp;&nbsp; 12200 |
|  | CTCI Corp. | 191000 | &nbsp;&nbsp; 186223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTI Traffic Industries <br> Co. Ltd.<br>| 4800 | &nbsp;&nbsp; 15796 |
|  | Cub Elecparts, Inc. | 5000 | &nbsp;&nbsp; 11672 |
|  | CviLux Corp. | 30000 | &nbsp;&nbsp; 42311 |
|  | Cyberlink Corp. | 17000 | &nbsp;&nbsp; 53062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CyberPower Systems, <br> Inc.<br>| 15600 | &nbsp;&nbsp; 120696 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CyberTAN Technology, <br> Inc.<br>| 103000 | &nbsp;&nbsp; 90022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cystech Electronics <br> Corp.<br>| 8000 | &nbsp;&nbsp; 20482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DA CIN Construction <br> Co. Ltd.<br>| 79200 | &nbsp;&nbsp; 158132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dah San Electric Wire <br> & Cable Co. Ltd.<br>| 27456 | &nbsp;&nbsp; 47894 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Da-Li Development Co. <br> Ltd.<br>| 71552 | &nbsp;&nbsp; 108548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Darfon Electronics <br> Corp.<br>| 75000 | &nbsp;&nbsp; 87632 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Darwin Precisions <br> Corp.<br>| 154000 | &nbsp;&nbsp; 55316 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Davicom <br> Semiconductor, Inc.<br>| 13000 | &nbsp;&nbsp; $10223 |
|  | Daxin Materials Corp. | 5000 | &nbsp;&nbsp; 42435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; De Licacy Industrial <br> Co. Ltd.<br>| 88240 | &nbsp;&nbsp; 39123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delpha Construction <br> Co. Ltd.<br>| 89000 | &nbsp;&nbsp; 84662 |
|  | Delta Electronics, Inc. | 179000 | &nbsp;&nbsp; 3372019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Depo Auto Parts Ind <br> Co. Ltd.<br>| 36000 | &nbsp;&nbsp; 205954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Desiccant Technology <br> Corp.<br>| 6600 | &nbsp;&nbsp; 33124 |
|  | DFI, Inc. | 10000 | &nbsp;&nbsp; 23768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dimerco Data System <br> Corp.<br>| 15600 | &nbsp;&nbsp; 63667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dimerco Express <br> Corp.<br>| 49052 | &nbsp;&nbsp; 124283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DingZing Advanced <br> Materials, Inc.<br>| 5000 | &nbsp;&nbsp; 16675 |
|  | D-Link Corp. | 207000 | &nbsp;&nbsp; 113546 |
| \* | Donpon Precision, Inc. | 26000 | &nbsp;&nbsp; 24772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dr. Wu Skincare Co. <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 21189 |
|  | Draytek Corp. | 16000 | &nbsp;&nbsp; 17030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Drewloong Precision, <br> Inc.<br>| 8571 | &nbsp;&nbsp; 46472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dyaco International, <br> Inc.<br>| 44786 | &nbsp;&nbsp; 31849 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dynamic Holding Co. <br> Ltd.<br>| 111000 | &nbsp;&nbsp; 290374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynamic Medical <br> Technologies, Inc.<br>| 4400 | &nbsp;&nbsp; 10750 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dynapack International <br> Technology Corp.<br>| 46000 | &nbsp;&nbsp; 352075 |
|  | E Ink Holdings, Inc. | 63000 | &nbsp;&nbsp; 428980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; E.Sun Financial <br> Holding Co. Ltd.<br>| 1437145 | &nbsp;&nbsp; 1537017 |
| # | Eastech Holding Ltd. | 18000 | &nbsp;&nbsp; 54454 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Media <br> International Corp.<br>| 117371 | &nbsp;&nbsp; 60473 |
| #\* | Eclat Textile Co. Ltd. | 44000 | &nbsp;&nbsp; 588559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; eCloudvalley Digital <br> Technology Co. Ltd.<br>| 14000 | &nbsp;&nbsp; 37353 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ECOVE Environment <br> Corp.<br>| 15000 | &nbsp;&nbsp; 146617 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Edimax Technology <br> Co. Ltd.<br>| 46000 | &nbsp;&nbsp; 26907 |
| # | Edison Opto Corp. | 50084 | &nbsp;&nbsp; 29075 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Edom Technology Co. <br> Ltd.<br>| 55000 | &nbsp;&nbsp; 46430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; eGalax_eMPIA <br> Technology, Inc.<br>| 9000 | &nbsp;&nbsp; 10762 |
| #\* | Egis Technology, Inc. | 22000 | &nbsp;&nbsp; 97832 |
| \* | EirGenix, Inc. | 26000 | &nbsp;&nbsp; 55350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elan Microelectronics <br> Corp.<br>| 100000 | &nbsp;&nbsp; 413140 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; E-Lead Electronic Co. <br> Ltd.<br>| 37202 | &nbsp;&nbsp; $47076 |
|  | E-LIFE MALL Corp. | 23000 | &nbsp;&nbsp; 54905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elite Advanced Laser <br> Corp.<br>| 14000 | &nbsp;&nbsp; 89659 |
|  | Elite Material Co. Ltd. | 24000 | &nbsp;&nbsp; 879759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elite Semiconductor <br> Microelectronics <br> Technology, Inc.<br>| 89000 | &nbsp;&nbsp; 147938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elitegroup Computer <br> Systems Co. Ltd.<br>| 85000 | &nbsp;&nbsp; 49267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; eMemory Technology, <br> Inc.<br>| 11000 | &nbsp;&nbsp; 744640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emerging Display <br> Technologies Corp.<br>| 48000 | &nbsp;&nbsp; 35689 |
|  | ENE Technology, Inc. | 7000 | &nbsp;&nbsp; 8415 |
|  | Ennoconn Corp. | 34272 | &nbsp;&nbsp; 348421 |
|  | Ennostar, Inc. | 215000 | &nbsp;&nbsp; 251560 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Epileds Technologies, <br> Inc.<br>| 30000 | &nbsp;&nbsp; 22075 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Episil Technologies, <br> Inc.<br>| 52000 | &nbsp;&nbsp; 63872 |
|  | Episil-Precision, Inc. | 37086 | &nbsp;&nbsp; 40148 |
|  | Eris Technology Corp. | 6633 | &nbsp;&nbsp; 27646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eson Precision Ind Co. <br> Ltd.<br>| 33000 | &nbsp;&nbsp; 71342 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Eternal Materials Co. <br> Ltd.<br>| 352950 | &nbsp;&nbsp; 327079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eurocharm Holdings <br> Co. Ltd.<br>| 13000 | &nbsp;&nbsp; 58495 |
| # | Eva Airways Corp. | 728000 | &nbsp;&nbsp; 917935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ever Supreme Bio <br> Technology Co. Ltd.<br>| 14519 | &nbsp;&nbsp; 73759 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Everest Textile Co. <br> Ltd.<br>| 157000 | &nbsp;&nbsp; 33267 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Evergreen Aviation <br> Technologies Corp.<br>| 37000 | &nbsp;&nbsp; 144480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evergreen International <br> Storage & Transport <br> Corp.<br>| 146000 | &nbsp;&nbsp; 167137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evergreen Marine <br> Corp. Taiwan Ltd.<br>| 181400 | &nbsp;&nbsp; 1197039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EVERGREEN Steel <br> Corp.<br>| 62000 | &nbsp;&nbsp; 166909 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Everlight Chemical <br> Industrial Corp.<br>| 168000 | &nbsp;&nbsp; 91223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Everlight Electronics <br> Co. Ltd.<br>| 127000 | &nbsp;&nbsp; 293229 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Everspring Industry <br> Co. Ltd.<br>| 28000 | &nbsp;&nbsp; 9512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evertop Wire Cable <br> Corp.<br>| 36000 | &nbsp;&nbsp; 40215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Excel Cell Electronic <br> Co. Ltd.<br>| 19000 | &nbsp;&nbsp; 11094 |
|  | Excellence Opto, Inc. | 66000 | &nbsp;&nbsp; 46300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Excelsior Medical Co. <br> Ltd.<br>| 41637 | &nbsp;&nbsp; 116656 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Falcon Machine Tools <br> Co. Ltd.<br>| 15000 | &nbsp;&nbsp; $9252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far Eastern <br> Department Stores <br> Ltd.<br>| 324000 | &nbsp;&nbsp; 229401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far Eastern <br> International Bank<br>| 756163 | &nbsp;&nbsp; 339172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far Eastern New <br> Century Corp.<br>| 458000 | &nbsp;&nbsp; 438967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far EasTone <br> Telecommunications <br> Co. Ltd.<br>| 187797 | &nbsp;&nbsp; 512197 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Faraday Technology <br> Corp.<br>| 59081 | &nbsp;&nbsp; 297977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farglory F T Z <br> Investment Holding <br> Co. Ltd.<br>| 51772 | &nbsp;&nbsp; 77491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farglory Land <br> Development Co. <br> Ltd.<br>| 92000 | &nbsp;&nbsp; 190087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FDC International <br> Hotels Corp.<br>| 2000 | &nbsp;&nbsp; 3325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Feature Integration <br> Technology, Inc.<br>| 10000 | &nbsp;&nbsp; 23534 |
| \* | Federal Corp. | 96000 | &nbsp;&nbsp; 67023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Feedback Technology <br> Corp.<br>| 14040 | &nbsp;&nbsp; 47193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Feng Hsin Steel Co. <br> Ltd.<br>| 152000 | &nbsp;&nbsp; 343464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Feng TAY Enterprise <br> Co. Ltd.<br>| 116880 | &nbsp;&nbsp; 462218 |
|  | FIC Global, Inc. | 12000 | &nbsp;&nbsp; 13986 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FineMat Applied <br> Materials Co. Ltd.<br>| 19000 | &nbsp;&nbsp; 19163 |
|  | FineTek Co. Ltd. | 10200 | &nbsp;&nbsp; 43437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Firich Enterprises Co. <br> Ltd.<br>| 93000 | &nbsp;&nbsp; 78349 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; First Copper <br> Technology Co. Ltd.<br>| 86000 | &nbsp;&nbsp; 94019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Financial Holding <br> Co. Ltd.<br>| 1131877 | &nbsp;&nbsp; 1118107 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; First Hi-Tec Enterprise <br> Co. Ltd.<br>| 18000 | &nbsp;&nbsp; 158486 |
|  | First Hotel | 65000 | &nbsp;&nbsp; 29207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Insurance Co. <br> Ltd. <br>| 103000 | &nbsp;&nbsp; 84726 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Steamship Co. <br> Ltd.<br>| 312000 | &nbsp;&nbsp; 60645 |
| # | FIT Holding Co. Ltd. | 69000 | &nbsp;&nbsp; 109192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fitipower Integrated <br> Technology, Inc.<br>| 31150 | &nbsp;&nbsp; 186940 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FLEXium Interconnect, <br> Inc.<br>| 108000 | &nbsp;&nbsp; 235479 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Flytech Technology Co. <br> Ltd.<br>| 36000 | &nbsp;&nbsp; 135021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FocalTech Systems <br> Co. Ltd.<br>| 68000 | &nbsp;&nbsp; 142967 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Forcecon Tech Co. <br> Ltd.<br>| 21454 | &nbsp;&nbsp; $81077 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forest Water <br> Environment <br> Engineering Co. <br> Ltd.<br>| 17544 | &nbsp;&nbsp; 18783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Advanced <br> Technologies Co. <br> Ltd.<br>| 58000 | &nbsp;&nbsp; 51855 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Chemicals & <br> Fibre Corp.<br>| 630000 | &nbsp;&nbsp; 605030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa International <br> Hotels Corp.<br>| 25000 | &nbsp;&nbsp; 159212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Laboratories, <br> Inc.<br>| 45000 | &nbsp;&nbsp; 100013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Oilseed <br> Processing Co. Ltd.<br>| 14500 | &nbsp;&nbsp; 14472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Optical <br> Technology Co. Ltd.<br>| 8000 | &nbsp;&nbsp; 34833 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosa <br> Petrochemical Corp.<br>| 149000 | &nbsp;&nbsp; 217721 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Plastics <br> Corp.<br>| 571000 | &nbsp;&nbsp; 812244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Sumco <br> Technology Corp.<br>| 18000 | &nbsp;&nbsp; 53134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Taffeta Co. <br> Ltd.<br>| 331000 | &nbsp;&nbsp; 181075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosan Rubber <br> Group, Inc.<br>| 75700 | &nbsp;&nbsp; 62918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosan Union <br> Chemical Corp.<br>| 126000 | &nbsp;&nbsp; 74335 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fortune Electric Co. <br> Ltd.<br>| 33000 | &nbsp;&nbsp; 726297 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forward Electronics <br> Co. Ltd.<br>| 21000 | &nbsp;&nbsp; 12377 |
|  | Fositek Corp. | 6000 | &nbsp;&nbsp; 180436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Founding Construction <br> & Development Co. <br> Ltd.<br>| 67000 | &nbsp;&nbsp; 37183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foxconn Technology <br> Co. Ltd.<br>| 149000 | &nbsp;&nbsp; 320384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foxsemicon Integrated <br> Technology, Inc.<br>| 28000 | &nbsp;&nbsp; 283508 |
| # | Franbo Lines Corp. | 79663 | &nbsp;&nbsp; 49326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Froch Enterprise Co. <br> Ltd.<br>| 98000 | &nbsp;&nbsp; 47639 |
|  | FSP Technology, Inc. | 39000 | &nbsp;&nbsp; 71916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fu Chun Shin <br> Machinery <br> Manufacture Co. <br> Ltd.<br>| 27315 | &nbsp;&nbsp; 14113 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fu Hua Innovation Co. <br> Ltd.<br>| 89365 | &nbsp;&nbsp; 99401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fubon Financial <br> Holding Co. Ltd.<br>| 1161627 | &nbsp;&nbsp; 3188281 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fulgent Sun <br> International Holding <br> Co. Ltd.<br>| 50443 | &nbsp;&nbsp; $172267 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Full Wang International <br> Development Co. <br> Ltd.<br>| 14700 | &nbsp;&nbsp; 9273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fullerton Technology <br> Co. Ltd.<br>| 41000 | &nbsp;&nbsp; 30904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fulltech Fiber Glass <br> Corp.<br>| 121745 | &nbsp;&nbsp; 219734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fusheng Precision Co. <br> Ltd.<br>| 32000 | &nbsp;&nbsp; 299530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fwusow Industry Co. <br> Ltd.<br>| 100045 | &nbsp;&nbsp; 48480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; G Shank Enterprise <br> Co. Ltd.<br>| 41416 | &nbsp;&nbsp; 110399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gallant Micro <br> Machining Co. Ltd.<br>| 1000 | &nbsp;&nbsp; 21695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gallant Precision <br> Machining Co. Ltd.<br>| 11000 | &nbsp;&nbsp; 31160 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gamania Digital <br> Entertainment Co. <br> Ltd.<br>| 32000 | &nbsp;&nbsp; 68410 |
| \* | GCS Holdings, Inc. | 9000 | &nbsp;&nbsp; 49222 |
|  | GEM Services, Inc. | 27000 | &nbsp;&nbsp; 61067 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GEM Terminal <br> Industrial Co. Ltd.<br>| 15000 | &nbsp;&nbsp; 8364 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gemtek Technology <br> Corp.<br>| 133000 | &nbsp;&nbsp; 106246 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; General Interface <br> Solution GIS Holding <br> Ltd.<br>| 99000 | &nbsp;&nbsp; 151309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; General Plastic <br> Industrial Co. Ltd.<br>| 30000 | &nbsp;&nbsp; 30347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Generalplus <br> Technology, Inc.<br>| 28000 | &nbsp;&nbsp; 36308 |
|  | Genesys Logic, Inc. | 23000 | &nbsp;&nbsp; 100998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genius Electronic <br> Optical Co. Ltd.<br>| 30000 | &nbsp;&nbsp; 432054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genovate <br> Biotechnology Co. <br> Ltd.<br>| 15450 | &nbsp;&nbsp; 9408 |
|  | GeoVision, Inc. | 12460 | &nbsp;&nbsp; 20212 |
|  | Getac Holdings Corp. | 66000 | &nbsp;&nbsp; 258845 |
|  | GFC Ltd. | 23000 | &nbsp;&nbsp; 85405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Giant Manufacturing <br> Co. Ltd.<br>| 78015 | &nbsp;&nbsp; 298811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Giantplus Technology <br> Co. Ltd.<br>| 114000 | &nbsp;&nbsp; 50986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gigabyte Technology <br> Co. Ltd.<br>| 86000 | &nbsp;&nbsp; 780248 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gigasolar Materials <br> Corp.<br>| 20474 | &nbsp;&nbsp; 49495 |
| \* | Gigastorage Corp. | 108000 | &nbsp;&nbsp; 44123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Brands <br> Manufacture Ltd.<br>| 76000 | &nbsp;&nbsp; 290841 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Lighting <br> Technologies, Inc.<br>| 27000 | &nbsp;&nbsp; $36083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Mixed Mode <br> Technology, Inc.<br>| 24000 | &nbsp;&nbsp; 173277 |
|  | Global PMX Co. Ltd. | 28000 | &nbsp;&nbsp; 109084 |
|  | Global Unichip Corp. | 11000 | &nbsp;&nbsp; 440520 |
|  | Global View Co. Ltd. | 15000 | &nbsp;&nbsp; 33974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Globaltek Fabrication <br> Co. Ltd.<br>| 12000 | &nbsp;&nbsp; 21976 |
|  | Globalwafers Co. Ltd. | 67000 | &nbsp;&nbsp; 760518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Globe Union Industrial <br> Corp.<br>| 97566 | &nbsp;&nbsp; 32329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gloria Material <br> Technology Corp.<br>| 157000 | &nbsp;&nbsp; 194347 |
| \* | GlycoNex, Inc. | 29000 | &nbsp;&nbsp; 21818 |
|  | GMI Technology, Inc. | 20452 | &nbsp;&nbsp; 30358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gold Circuit Electronics <br> Ltd.<br>| 58800 | &nbsp;&nbsp; 728321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden Long Teng <br> Development Co. <br> Ltd.<br>| 35000 | &nbsp;&nbsp; 30776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldsun Building <br> Materials Co. Ltd.<br>| 268000 | &nbsp;&nbsp; 330656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Good Finance <br> Securities Co. Ltd.<br>| 19000 | &nbsp;&nbsp; 12762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Good Will Instrument <br> Co. Ltd.<br>| 31000 | &nbsp;&nbsp; 46822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gordon Auto Body <br> Parts<br>| 47000 | &nbsp;&nbsp; 43438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gourmet Master Co. <br> Ltd.<br>| 53000 | &nbsp;&nbsp; 142091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grand Fortune <br> Securities Co. Ltd.<br>| 139990 | &nbsp;&nbsp; 51837 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Grand Pacific <br> Petrochemical<br>| 400433 | &nbsp;&nbsp; 139197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grand Process <br> Technology Corp.<br>| 3000 | &nbsp;&nbsp; 149367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GrandTech CG <br> Systems, Inc.<br>| 12437 | &nbsp;&nbsp; 21379 |
|  | Grape King Bio Ltd. | 58000 | &nbsp;&nbsp; 250667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great China Metal <br> Industry<br>| 51000 | &nbsp;&nbsp; 36606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Taipei Gas Co. <br> Ltd.<br>| 70000 | &nbsp;&nbsp; 70576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Tree Pharmacy <br> Co. Ltd.<br>| 28164 | &nbsp;&nbsp; 143595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Wall Enterprise <br> Co. Ltd.<br>| 202100 | &nbsp;&nbsp; 412103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greatek Electronics, <br> Inc.<br>| 135000 | &nbsp;&nbsp; 277287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Green World FinTech <br> Service Co. Ltd.<br>| 32000 | &nbsp;&nbsp; 64607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Group Up Industrial <br> Co. Ltd.<br>| 11000 | &nbsp;&nbsp; 78147 |
|  | GTM Holdings Corp. | 36000 | &nbsp;&nbsp; 37134 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gudeng Precision <br> Industrial Co. Ltd.<br>| 27246 | &nbsp;&nbsp; 273581 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hai Kwang Enterprise <br> Corp.<br>| 46050 | &nbsp;&nbsp; $24703 |
|  | Hannstar Board Corp. | 96840 | &nbsp;&nbsp; 235120 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HannStar Display <br> Corp.<br>| 860000 | &nbsp;&nbsp; 205076 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HannsTouch Holdings <br> Co.<br>| 227000 | &nbsp;&nbsp; 45300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanpin Electron Co. <br> Ltd.<br>| 20000 | &nbsp;&nbsp; 30834 |
|  | Harvatek Corp. | 61000 | &nbsp;&nbsp; 35129 |
|  | Heran Co. Ltd. | 16000 | &nbsp;&nbsp; 39871 |
| # | Hey Song Corp. | 98000 | &nbsp;&nbsp; 130749 |
|  | Hi-Clearance, Inc. | 7518 | &nbsp;&nbsp; 34940 |
|  | Highlight Tech Corp. | 27000 | &nbsp;&nbsp; 39083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Highwealth <br> Construction Corp.<br>| 225636 | &nbsp;&nbsp; 308309 |
|  | Hi-Lai Foods Co. Ltd. | 6000 | &nbsp;&nbsp; 30493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HIM International <br> Music, Inc.<br>| 15000 | &nbsp;&nbsp; 49010 |
|  | Hiroca Holdings Ltd. | 21000 | &nbsp;&nbsp; 16195 |
| \* | Hitron Technology, Inc. | 41000 | &nbsp;&nbsp; 30594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hiwin Technologies <br> Corp.<br>| 32701 | &nbsp;&nbsp; 229560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hiyes International Co. <br> Ltd.<br>| 20759 | &nbsp;&nbsp; 60448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ho Tung Chemical <br> Corp.<br>| 278000 | &nbsp;&nbsp; 72397 |
|  | Hocheng Corp. | 102960 | &nbsp;&nbsp; 56418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holdings-Key Electric <br> Wire & Cable Co. <br> Ltd.<br>| 28000 | &nbsp;&nbsp; 46885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holiday Entertainment <br> Co. Ltd.<br>| 18950 | &nbsp;&nbsp; 45288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holtek Semiconductor, <br> Inc.<br>| 6000 | &nbsp;&nbsp; 7878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holy Stone Enterprise <br> Co. Ltd.<br>| 45550 | &nbsp;&nbsp; 121682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hon Hai Precision <br> Industry Co. Ltd. <br> (2317 TT)<br>| 823000 | &nbsp;&nbsp; 4839635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honey Hope Honesty <br> Enterprise Co. Ltd.<br>| 18000 | &nbsp;&nbsp; 15212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Ho Precision <br> Textile Co. Ltd.<br>| 36000 | &nbsp;&nbsp; 24380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Pu Real Estate <br> Development Co. <br> Ltd.<br>| 74000 | &nbsp;&nbsp; 67425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong TAI Electric <br> Industrial<br>| 76000 | &nbsp;&nbsp; 92811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Horizon Securities Co. <br> Ltd.<br>| 114240 | &nbsp;&nbsp; 40982 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hota Industrial <br> Manufacturing Co. <br> Ltd.<br>| 99000 | &nbsp;&nbsp; 180048 |
| # | Hotai Finance Co. Ltd. | 100480 | &nbsp;&nbsp; 215635 |
|  | Hotai Motor Co. Ltd. | 35100 | &nbsp;&nbsp; 645686 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hotron Precision <br> Electronic Industrial <br> Co. Ltd.<br>| 18919 | &nbsp;&nbsp; $11342 |
|  | Hsin Ba Ba Corp. | 13269 | &nbsp;&nbsp; 29701 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hsin Kuang Steel Co. <br> Ltd.<br>| 92000 | &nbsp;&nbsp; 124598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hsin Yung Chien Co. <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 17674 |
|  | Hsing TA Cement Co. | 41000 | &nbsp;&nbsp; 22378 |
| #\* | HTC Corp. | 213000 | &nbsp;&nbsp; 286004 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hu Lane Associate, <br> Inc.<br>| 27675 | &nbsp;&nbsp; 123161 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; HUA ENG Wire & <br> Cable Co. Ltd.<br>| 119000 | &nbsp;&nbsp; 104698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hua Jung Components <br> Co. Ltd.<br>| 30000 | &nbsp;&nbsp; 12800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hua Nan Financial <br> Holdings Co. Ltd.<br>| 1261347 | &nbsp;&nbsp; 1208610 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hua Yu Lien <br> Development Co. <br> Ltd.<br>| 55961 | &nbsp;&nbsp; 135111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaku Development <br> Co. Ltd.<br>| 87150 | &nbsp;&nbsp; 277232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huang Hsiang <br> Construction Corp.<br>| 51838 | &nbsp;&nbsp; 67605 |
|  | Huikwang Corp. | 14000 | &nbsp;&nbsp; 12424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hung Ching <br> Development & <br> Construction Co. <br> Ltd.<br>| 49000 | &nbsp;&nbsp; 43851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hung Sheng <br> Construction Ltd.<br>| 153000 | &nbsp;&nbsp; 117621 |
|  | Huxen Corp. | 7000 | &nbsp;&nbsp; 11543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hwa Fong Rubber <br> Industrial Co. Ltd.<br>| 78000 | &nbsp;&nbsp; 42216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hwacom Systems, <br> Inc.<br>| 32000 | &nbsp;&nbsp; 23571 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hwang Chang General <br> Contractor Co. Ltd.<br>| 72695 | &nbsp;&nbsp; 178222 |
|  | Ibase Technology, Inc. | 32000 | &nbsp;&nbsp; 57348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IBF Financial Holdings <br> Co. Ltd.<br>| 1053953 | &nbsp;&nbsp; 511689 |
|  | ICARES Medicus, Inc. | 3000 | &nbsp;&nbsp; 11395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ichia Technologies, <br> Inc.<br>| 62000 | &nbsp;&nbsp; 84495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; I-Chiun Precision <br> Industry Co. Ltd.<br>| 45864 | &nbsp;&nbsp; 106617 |
| \* | Ideal Bike Corp. | 29000 | &nbsp;&nbsp; 6264 |
| # | IEI Integration Corp. | 57000 | &nbsp;&nbsp; 145340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IKKA Holdings Cayman <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 18721 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; In Win Development, <br> Inc.<br>| 9000 | &nbsp;&nbsp; 26995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inergy Technology, <br> Inc.<br>| 5000 | &nbsp;&nbsp; 9605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Infortrend Technology, <br> Inc.<br>| 72000 | &nbsp;&nbsp; 50483 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | Ingentec Corp. | 5250 | &nbsp;&nbsp; $21071 |
|  | Innodisk Corp. | 32172 | &nbsp;&nbsp; 242947 |
| # | Innolux Corp. | 1214587 | &nbsp;&nbsp; 465831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inpaq Technology Co. <br> Ltd.<br>| 26205 | &nbsp;&nbsp; 59568 |
|  | Insyde Software Corp. | 8000 | &nbsp;&nbsp; 57559 |
|  | Intai Technology Corp. | 11000 | &nbsp;&nbsp; 37695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Integrated Service <br> Technology, Inc.<br>| 20000 | &nbsp;&nbsp; 81151 |
| \* | IntelliEPI, Inc. | 10000 | &nbsp;&nbsp; 53629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interactive Digital <br> Technologies, Inc.<br>| 13000 | &nbsp;&nbsp; 31497 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; International CSRC <br> Investment Holdings <br> Co.<br>| 306000 | &nbsp;&nbsp; 124468 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; International Games <br> System Co. Ltd.<br>| 45000 | &nbsp;&nbsp; 1176646 |
|  | Inventec Corp. | 390000 | &nbsp;&nbsp; 576001 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Iron Force Industrial <br> Co. Ltd.<br>| 20742 | &nbsp;&nbsp; 58012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; I-Sheng Electric Wire & <br> Cable Co. Ltd.<br>| 36000 | &nbsp;&nbsp; 59701 |
|  | ITE Technology, Inc. | 46000 | &nbsp;&nbsp; 201658 |
|  | ITEQ Corp. | 62000 | &nbsp;&nbsp; 208291 |
|  | Jarllytec Co. Ltd. | 9000 | &nbsp;&nbsp; 32661 |
|  | Jean Co. Ltd. | 69313 | &nbsp;&nbsp; 61053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jentech Precision <br> Industrial Co. Ltd.<br>| 8299 | &nbsp;&nbsp; 394846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jetway Information Co. <br> Ltd.<br>| 12750 | &nbsp;&nbsp; 17121 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Jetwell Computer Co. <br> Ltd.<br>| 9000 | &nbsp;&nbsp; 55428 |
|  | Jia Wei Lifestyle, Inc. | 18900 | &nbsp;&nbsp; 28488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jih Lin Technology Co. <br> Ltd.<br>| 28000 | &nbsp;&nbsp; 43057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiin Yeeh Ding <br> Enterprise Co. Ltd.<br>| 25000 | &nbsp;&nbsp; 50998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinan Acetate <br> Chemical Co. Ltd.<br>| 178880 | &nbsp;&nbsp; 476091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Chemical <br> Pharmaceutical <br> Works Corp.<br>| 16000 | &nbsp;&nbsp; 30814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Health Tech <br> Co. Ltd.<br>| 28000 | &nbsp;&nbsp; 141671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Joinsoon Electronics <br> Manufacturing Co. <br> Ltd.<br>| 34813 | &nbsp;&nbsp; 14301 |
| # | JPC connectivity, Inc. | 26000 | &nbsp;&nbsp; 118427 |
|  | JPP Holding Co. Ltd. | 18000 | &nbsp;&nbsp; 115532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JSL Construction & <br> Development Co. <br> Ltd.<br>| 34379 | &nbsp;&nbsp; 90004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; K Laser Technology, <br> Inc.<br>| 47000 | &nbsp;&nbsp; 25834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaimei Electronic <br> Corp.<br>| 40400 | &nbsp;&nbsp; 77358 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kao Fong Machinery <br> Co. Ltd.<br>| 24000 | &nbsp;&nbsp; $36389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaori Heat Treatment <br> Co. Ltd.<br>| 9000 | &nbsp;&nbsp; 94318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kedge Construction <br> Co. Ltd.<br>| 24913 | &nbsp;&nbsp; 70433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keding Enterprises Co. <br> Ltd.<br>| 10000 | &nbsp;&nbsp; 40329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KEE TAI Properties <br> Co. Ltd.<br>| 130935 | &nbsp;&nbsp; 55049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kenda Rubber <br> Industrial Co. Ltd.<br>| 292051 | &nbsp;&nbsp; 220690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kent Industrial Co. <br> Ltd.<br>| 12000 | &nbsp;&nbsp; 9655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kerry TJ Logistics Co. <br> Ltd.<br>| 82000 | &nbsp;&nbsp; 92112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keystone Microtech <br> Corp.<br>| 8000 | &nbsp;&nbsp; 96143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KGI Financial Holding <br> Co. Ltd.<br>| 1601000 | &nbsp;&nbsp; 810995 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; KHGEARS <br> International Ltd.<br>| 10000 | &nbsp;&nbsp; 53721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kindom Development <br> Co. Ltd.<br>| 116000 | &nbsp;&nbsp; 193363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; King Chou Marine <br> Technology Co. Ltd.<br>| 27000 | &nbsp;&nbsp; 38714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; King Polytechnic <br> Engineering Co. <br> Ltd.<br>| 17400 | &nbsp;&nbsp; 30218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; King Slide Works Co. <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 440248 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; King Yuan Electronics <br> Co. Ltd.<br>| 190000 | &nbsp;&nbsp; 743217 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; King's Town Bank Co. <br> Ltd.<br>| 341000 | &nbsp;&nbsp; 614874 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; King's Town <br> Construction Co. <br> Ltd.<br>| 18000 | &nbsp;&nbsp; 24831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingstate Electronics <br> Corp.<br>| 8000 | &nbsp;&nbsp; 9259 |
|  | Kinik Co. | 21000 | &nbsp;&nbsp; 226702 |
|  | Kinko Optical Co. Ltd. | 54000 | &nbsp;&nbsp; 46054 |
|  | Kinpo Electronics | 367000 | &nbsp;&nbsp; 218870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinsus Interconnect <br> Technology Corp.<br>| 104000 | &nbsp;&nbsp; 353385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KMC Kuei Meng <br> International, Inc.<br>| 18000 | &nbsp;&nbsp; 56480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KNH Enterprise Co. <br> Ltd.<br>| 40000 | &nbsp;&nbsp; 22739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ko Ja Cayman Co. <br> Ltd.<br>| 18000 | &nbsp;&nbsp; 21717 |
|  | KS Terminals, Inc. | 45000 | &nbsp;&nbsp; 76621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuen Ling Machinery <br> Refrigerating Co. <br> Ltd.<br>| 26000 | &nbsp;&nbsp; 36615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kung Long Batteries <br> Industrial Co. Ltd.<br>| 25000 | &nbsp;&nbsp; 117198 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kung Sing Engineering <br> Corp.<br>| 139000 | &nbsp;&nbsp; $52176 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kuo Toong <br> International Co. <br> Ltd.<br>| 73000 | &nbsp;&nbsp; 123221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuo Yang Construction <br> Co. Ltd.<br>| 86000 | &nbsp;&nbsp; 50497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kwong Lung Enterprise <br> Co. Ltd.<br>| 34000 | &nbsp;&nbsp; 53848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; L&K Engineering Co. <br> Ltd.<br>| 26166 | &nbsp;&nbsp; 281726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; La Kaffa International <br> Co. Ltd.<br>| 10000 | &nbsp;&nbsp; 24707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lanner Electronics, <br> Inc.<br>| 40380 | &nbsp;&nbsp; 107258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Largan Precision Co. <br> Ltd. (3008 TT)<br>| 15000 | &nbsp;&nbsp; 1176497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laser Tek Taiwan Co. <br> Ltd.<br>| 25300 | &nbsp;&nbsp; 38516 |
|  | Laster Tech Co. Ltd. | 37000 | &nbsp;&nbsp; 29242 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Leader Electronics, <br> Inc.<br>| 74000 | &nbsp;&nbsp; 22929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leadtrend Technology <br> Corp.<br>| 6119 | &nbsp;&nbsp; 8639 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lealea Enterprise Co. <br> Ltd.<br>| 252600 | &nbsp;&nbsp; 55571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LEE CHI Enterprises <br> Co. Ltd.<br>| 66000 | &nbsp;&nbsp; 23211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lelon Electronics <br> Corp.<br>| 41000 | &nbsp;&nbsp; 104644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lemtech Holdings Co. <br> Ltd.<br>| 16000 | &nbsp;&nbsp; 42356 |
|  | Leo Systems, Inc. | 20000 | &nbsp;&nbsp; 18060 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Leofoo Development <br> Co. Ltd.<br>| 59000 | &nbsp;&nbsp; 33287 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Li Peng Enterprise Co. <br> Ltd.<br>| 228000 | &nbsp;&nbsp; 45441 |
|  | Lian HWA Food Corp. | 27824 | &nbsp;&nbsp; 127908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lien Hwa Industrial <br> Holdings Corp.<br>| 160420 | &nbsp;&nbsp; 242547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lingsen Precision <br> Industries Ltd.<br>| 119000 | &nbsp;&nbsp; 58281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lintes Technology Co. <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 18330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lion Travel Service Co. <br> Ltd.<br>| 19000 | &nbsp;&nbsp; 92733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lite-On Technology <br> Corp.<br>| 228000 | &nbsp;&nbsp; 901397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liton Technology <br> Corp.<br>| 29000 | &nbsp;&nbsp; 32240 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Long Bon International <br> Co. Ltd.<br>| 23000 | &nbsp;&nbsp; 11920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Long Da Construction <br> & Development <br> Corp.<br>| 77000 | &nbsp;&nbsp; 71824 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Longchen Paper & <br> Packaging Co. Ltd.<br>| 306515 | &nbsp;&nbsp; 105140 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | Longwell Co. | 41000 | &nbsp;&nbsp; $145572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Loop <br> Telecommunication <br> International, Inc.<br>| 21000 | &nbsp;&nbsp; 34218 |
|  | Lotes Co. Ltd. | 19207 | &nbsp;&nbsp; 898117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lotus Pharmaceutical <br> Co. Ltd.<br>| 36000 | &nbsp;&nbsp; 260726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Loyalty Founder <br> Enterprise Co. Ltd.<br>| 20000 | &nbsp;&nbsp; 27922 |
|  | Lucky Cement Corp. | 107000 | &nbsp;&nbsp; 50281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lumax International <br> Corp. Ltd.<br>| 34600 | &nbsp;&nbsp; 112116 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lung Yen Life Service <br> Corp.<br>| 48000 | &nbsp;&nbsp; 94088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lungteh Shipbuilding <br> Co. Ltd.<br>| 26050 | &nbsp;&nbsp; 88392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luxe Green Energy <br> Technology Co. Ltd.<br>| 21630 | &nbsp;&nbsp; 17887 |
| # | LuxNet Corp. | 12617 | &nbsp;&nbsp; 82474 |
|  | M3 Technology, Inc. | 6000 | &nbsp;&nbsp; 16994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macauto Industrial Co. <br> Ltd.<br>| 19000 | &nbsp;&nbsp; 37328 |
|  | Macnica Galaxy, Inc. | 6000 | &nbsp;&nbsp; 18367 |
|  | Macroblock, Inc. | 10000 | &nbsp;&nbsp; 21035 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Macronix International <br> Co. Ltd.<br>| 598000 | &nbsp;&nbsp; 376023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MacroWell OMG <br> Digital Entertainment <br> Co. Ltd.<br>| 4000 | &nbsp;&nbsp; 9656 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Magnate Technology <br> Co. Ltd.<br>| 22000 | &nbsp;&nbsp; 31041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Makalot Industrial Co. <br> Ltd.<br>| 73780 | &nbsp;&nbsp; 648884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marketech International <br> Corp.<br>| 35000 | &nbsp;&nbsp; 238308 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Materials Analysis <br> Technology, Inc.<br>| 24622 | &nbsp;&nbsp; 156791 |
|  | Maxigen Biotech, Inc. | 13650 | &nbsp;&nbsp; 19915 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mayer Steel Pipe <br> Corp.<br>| 72000 | &nbsp;&nbsp; 55436 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mechema Chemicals <br> International Corp.<br>| 22000 | &nbsp;&nbsp; 58958 |
|  | MediaTek, Inc. | 114000 | &nbsp;&nbsp; 5162440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mega Financial <br> Holding Co. Ltd.<br>| 999835 | &nbsp;&nbsp; 1422261 |
|  | Megaforce Co. Ltd. | 16000 | &nbsp;&nbsp; 22141 |
|  | Meiloon Industrial Co. | 46800 | &nbsp;&nbsp; 32956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercuries & Associates <br> Holding Ltd.<br>| 184396 | &nbsp;&nbsp; 74497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercuries Data <br> Systems Ltd.<br>| 15000 | &nbsp;&nbsp; 14365 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mercuries Life <br> Insurance Co. Ltd.<br>| 1101121 | &nbsp;&nbsp; 192589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Merida Industry Co. <br> Ltd.<br>| 79000 | &nbsp;&nbsp; 305210 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Merry Electronics Co. <br> Ltd.<br>| 77101 | &nbsp;&nbsp; 292409 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | METAAGE Corp. | 25000 | &nbsp;&nbsp; $43823 |
| \* | Microbio Co. Ltd. | 131399 | &nbsp;&nbsp; 105131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micro-Star International <br> Co. Ltd.<br>| 89000 | &nbsp;&nbsp; 425182 |
|  | Mildef Crete, Inc. | 13000 | &nbsp;&nbsp; 48255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MIN AIK Technology <br> Co. Ltd.<br>| 62000 | &nbsp;&nbsp; 41552 |
| #\* | Mitac Holdings Corp. | 173000 | &nbsp;&nbsp; 438080 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mobiletron Electronics <br> Co. Ltd.<br>| 11000 | &nbsp;&nbsp; 10815 |
|  | momo.com, Inc. | 13750 | &nbsp;&nbsp; 129509 |
| \* | MOSA Industrial Corp. | 64400 | &nbsp;&nbsp; 31720 |
| \* | Mosel Vitelic, Inc. | 18000 | &nbsp;&nbsp; 12456 |
|  | Motech Industries, Inc. | 99000 | &nbsp;&nbsp; 59407 |
|  | MPI Corp. | 7000 | &nbsp;&nbsp; 243295 |
|  | MSSCORPS Co. Ltd. | 20523 | &nbsp;&nbsp; 92528 |
|  | Munsin Garment Corp. | 8000 | &nbsp;&nbsp; 12598 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; My Humble House <br> Hospitality <br> Management <br> Consulting<br>| 13000 | &nbsp;&nbsp; 16559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nak Sealing <br> Technologies Corp.<br>| 23000 | &nbsp;&nbsp; 85470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Namchow Holdings <br> Co. Ltd.<br>| 70000 | &nbsp;&nbsp; 94563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nan Juen International <br> Co. Ltd.<br>| 7000 | &nbsp;&nbsp; 49037 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nan Kang Rubber Tire <br> Co. Ltd.<br>| 167000 | &nbsp;&nbsp; 208455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nan Liu Enterprise Co. <br> Ltd.<br>| 10000 | &nbsp;&nbsp; 19592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nan Pao Resins <br> Chemical Co. Ltd.<br>| 19000 | &nbsp;&nbsp; 242660 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nan Ren Lake Leisure <br> Amusement Co. <br> Ltd.<br>| 36333 | &nbsp;&nbsp; 12742 |
|  | Nan Ya Plastics Corp. | 614000 | &nbsp;&nbsp; 837433 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nan Ya Printed Circuit <br> Board Corp.<br>| 39000 | &nbsp;&nbsp; 228468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nang Kuang <br> Pharmaceutical Co. <br> Ltd.<br>| 26000 | &nbsp;&nbsp; 30267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nantex Industry Co. <br> Ltd.<br>| 94000 | &nbsp;&nbsp; 76314 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nanya Technology <br> Corp.<br>| 200000 | &nbsp;&nbsp; 294435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Aerospace <br> Fasteners Corp.<br>| 7000 | &nbsp;&nbsp; 29321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Petroleum Co. <br> Ltd.<br>| 21000 | &nbsp;&nbsp; 44607 |
|  | Netronix, Inc. | 18000 | &nbsp;&nbsp; 69503 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Asia Construction <br> & Development <br> Corp.<br>| 50000 | &nbsp;&nbsp; 25097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Best Wire <br> Industrial Co. Ltd.<br>| 8000 | &nbsp;&nbsp; 7764 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Newmax Technology <br> Co. Ltd.<br>| 24000 | &nbsp;&nbsp; $18547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nextronics Engineering <br> Corp.<br>| 11000 | &nbsp;&nbsp; 36579 |
|  | Nichidenbo Corp. | 67000 | &nbsp;&nbsp; 169282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nidec Chaun-Choung <br> Technology Corp.<br>| 4000 | &nbsp;&nbsp; 16435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nien Hsing Textile Co. <br> Ltd.<br>| 53000 | &nbsp;&nbsp; 32991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nien Made Enterprise <br> Co. Ltd.<br>| 31000 | &nbsp;&nbsp; 442516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Niko Semiconductor <br> Co. Ltd.<br>| 17191 | &nbsp;&nbsp; 23894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishoku Technology, <br> Inc.<br>| 18000 | &nbsp;&nbsp; 69947 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; North-Star International <br> Co. Ltd.<br>| 63179 | &nbsp;&nbsp; 87596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nova Technology <br> Corp.<br>| 10000 | &nbsp;&nbsp; 57381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novatek <br> Microelectronics <br> Corp.<br>| 63000 | &nbsp;&nbsp; 995631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nuvoton Technology <br> Corp.<br>| 50000 | &nbsp;&nbsp; 114179 |
|  | O-Bank Co. Ltd. | 369000 | &nbsp;&nbsp; 111763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ocean Plastics Co. <br> Ltd.<br>| 60000 | &nbsp;&nbsp; 73936 |
|  | OK Biotech Co. Ltd. | 46571 | &nbsp;&nbsp; 24614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Optimax Technology <br> Corp.<br>| 41946 | &nbsp;&nbsp; 34917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient Europharma Co. <br> Ltd.<br>| 12000 | &nbsp;&nbsp; 20484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient Semiconductor <br> Electronics Ltd.<br>| 130000 | &nbsp;&nbsp; 167573 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Union <br> Chemical Corp.<br>| 250000 | &nbsp;&nbsp; 104367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; O-TA Precision <br> Industry Co. Ltd.<br>| 22000 | &nbsp;&nbsp; 38488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Construction <br> Co.<br>| 101000 | &nbsp;&nbsp; 32438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Hospital Supply <br> Co. Ltd.<br>| 16000 | &nbsp;&nbsp; 47635 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paiho Shih Holdings <br> Corp.<br>| 77309 | &nbsp;&nbsp; 51665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan Asia Chemical <br> Corp.<br>| 51519 | &nbsp;&nbsp; 17104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan German Universal <br> Motors Ltd.<br>| 6000 | &nbsp;&nbsp; 66895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan Jit International, <br> Inc.<br>| 102000 | &nbsp;&nbsp; 160749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan-International <br> Industrial Corp.<br>| 131000 | &nbsp;&nbsp; 187681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Panion & BF Biotech, <br> Inc.<br>| 21000 | &nbsp;&nbsp; 49158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Parade Technologies <br> Ltd.<br>| 22000 | &nbsp;&nbsp; 418700 |
| # | Parpro Corp. | 37000 | &nbsp;&nbsp; 67635 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | PChome Online, Inc. | 63268 | &nbsp;&nbsp; $68899 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; PCL Technologies, <br> Inc.<br>| 20281 | &nbsp;&nbsp; 60367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; P-Duke Technology <br> Co. Ltd.<br>| 16000 | &nbsp;&nbsp; 44177 |
|  | Pegatron Corp. | 278000 | &nbsp;&nbsp; 740083 |
|  | Pegavision Corp. | 12514 | &nbsp;&nbsp; 128012 |
|  | PharmaEngine, Inc. | 33000 | &nbsp;&nbsp; 81283 |
| \* | PharmaEssentia Corp. | 14219 | &nbsp;&nbsp; 234744 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Phihong Technology <br> Co. Ltd.<br>| 109000 | &nbsp;&nbsp; 79594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phison Electronics <br> Corp.<br>| 20000 | &nbsp;&nbsp; 351095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Silicon <br> International Corp.<br>| 28272 | &nbsp;&nbsp; 119360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Tours <br> International, Inc.<br>| 19215 | &nbsp;&nbsp; 36169 |
| \* | Phytohealth Corp. | 53000 | &nbsp;&nbsp; 22356 |
|  | Pixart Imaging, Inc. | 44000 | &nbsp;&nbsp; 285250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Planet Technology <br> Corp.<br>| 13000 | &nbsp;&nbsp; 64485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Plastron Precision Co. <br> Ltd.<br>| 27000 | &nbsp;&nbsp; 13628 |
|  | Podak Co. Ltd. | 18000 | &nbsp;&nbsp; 25508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polytronics Technology <br> Corp.<br>| 14000 | &nbsp;&nbsp; 20068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Posiflex Technology, <br> Inc.<br>| 14000 | &nbsp;&nbsp; 116101 |
| # | Pou Chen Corp. | 371000 | &nbsp;&nbsp; 348892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Wind Health <br> Industry, Inc.<br>| 16000 | &nbsp;&nbsp; 76768 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Powerchip <br> Semiconductor <br> Manufacturing Corp.<br>| 938000 | &nbsp;&nbsp; 467270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Powertech Technology, <br> Inc.<br>| 173000 | &nbsp;&nbsp; 722609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Poya International Co. <br> Ltd.<br>| 18495 | &nbsp;&nbsp; 286217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; President Chain Store <br> Corp.<br>| 102000 | &nbsp;&nbsp; 874087 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; President Securities <br> Corp.<br>| 317900 | &nbsp;&nbsp; 200356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primax Electronics <br> Ltd.<br>| 173000 | &nbsp;&nbsp; 419284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prince Housing & <br> Development Corp.<br>| 383000 | &nbsp;&nbsp; 116511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Princeton Technology <br> Corp.<br>| 40000 | &nbsp;&nbsp; 13667 |
|  | Pro Hawk Corp. | 2000 | &nbsp;&nbsp; 10138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prolific Technology, <br> Inc.<br>| 14000 | &nbsp;&nbsp; 9349 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Promate Electronic Co. <br> Ltd.<br>| 81598 | &nbsp;&nbsp; 162475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prosperity Dielectrics <br> Co. Ltd.<br>| 38000 | &nbsp;&nbsp; 48140 |
|  | PSS Co. Ltd. | 9000 | &nbsp;&nbsp; 40850 |
|  | Qisda Corp. | 481000 | &nbsp;&nbsp; 414803 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; QST International <br> Corp.<br>| 28948 | &nbsp;&nbsp; $50644 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Qualipoly Chemical <br> Corp.<br>| 32000 | &nbsp;&nbsp; 74502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quang Viet Enterprise <br> Co. Ltd.<br>| 16000 | &nbsp;&nbsp; 38538 |
|  | Quanta Computer, Inc. | 225000 | &nbsp;&nbsp; 2095686 |
|  | Quanta Storage, Inc. | 50000 | &nbsp;&nbsp; 146326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quaser Machine Tools, <br> Inc.<br>| 10000 | &nbsp;&nbsp; 21216 |
| \* | Quintain Steel Co. Ltd. | 91514 | &nbsp;&nbsp; 29494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Radiant <br> Opto-Electronics <br> Corp.<br>| 89000 | &nbsp;&nbsp; 409092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Radium Life Tech Co. <br> Ltd.<br>| 251268 | &nbsp;&nbsp; 94596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rafael <br> Microelectronics, <br> Inc.<br>| 2000 | &nbsp;&nbsp; 7522 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Raydium <br> Semiconductor <br> Corp.<br>| 24000 | &nbsp;&nbsp; 278530 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RDC Semiconductor <br> Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 30943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Realtek Semiconductor <br> Corp.<br>| 39000 | &nbsp;&nbsp; 745714 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rechi Precision Co. <br> Ltd.<br>| 141000 | &nbsp;&nbsp; 112374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rexon Industrial Corp. <br> Ltd.<br>| 37000 | &nbsp;&nbsp; 37075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rich Development Co. <br> Ltd.<br>| 217280 | &nbsp;&nbsp; 63895 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Right WAY Industrial <br> Co. Ltd.<br>| 19000 | &nbsp;&nbsp; 7326 |
| \* | RiTdisplay Corp. | 18000 | &nbsp;&nbsp; 22804 |
| \* | Ritek Corp. | 225000 | &nbsp;&nbsp; 76458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rodex Fasteners <br> Corp.<br>| 12000 | &nbsp;&nbsp; 12981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Roundtop Machinery <br> Industries Co. Ltd.<br>| 20000 | &nbsp;&nbsp; 17729 |
|  | Ruby Tech Corp. | 9270 | &nbsp;&nbsp; 12124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ruentex Development <br> Co. Ltd.<br>| 259400 | &nbsp;&nbsp; 258940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ruentex Engineering & <br> Construction Co.<br>| 21200 | &nbsp;&nbsp; 131278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ruentex Industries <br> Ltd.<br>| 150619 | &nbsp;&nbsp; 261893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Run Long Construction <br> Co. Ltd.<br>| 133800 | &nbsp;&nbsp; 138144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sakura Development <br> Co. Ltd.<br>| 91914 | &nbsp;&nbsp; 199950 |
|  | Sampo Corp. | 105000 | &nbsp;&nbsp; 87405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San Fang Chemical <br> Industry Co. Ltd.<br>| 59000 | &nbsp;&nbsp; 67256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San Fu Chemical Co. <br> Ltd.<br>| 12000 | &nbsp;&nbsp; 45499 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San Lien Technology <br> Corp. Ltd.<br>| 8400 | &nbsp;&nbsp; $24530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San Shing Fastech <br> Corp.<br>| 22000 | &nbsp;&nbsp; 39460 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SanDi Properties Co. <br> Ltd.<br>| 8000 | &nbsp;&nbsp; 10217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyang Motor Co. <br> Ltd.<br>| 174000 | &nbsp;&nbsp; 359954 |
|  | Savior Lifetec Corp. | 104000 | &nbsp;&nbsp; 64812 |
|  | SCI Pharmtech, Inc. | 22714 | &nbsp;&nbsp; 43750 |
|  | Scientech Corp. | 14000 | &nbsp;&nbsp; 156537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ScinoPharm Taiwan <br> Ltd.<br>| 103000 | &nbsp;&nbsp; 57713 |
|  | SciVision Biotech, Inc. | 25000 | &nbsp;&nbsp; 96138 |
|  | SDI Corp. | 39000 | &nbsp;&nbsp; 95729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sea & Land Integrated <br> Corp.<br>| 16000 | &nbsp;&nbsp; 11293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sea Sonic Electronics <br> Co. Ltd.<br>| 20000 | &nbsp;&nbsp; 49365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Securitag Assembly <br> Group Co. Ltd.<br>| 4000 | &nbsp;&nbsp; 13181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Senao International <br> Co. Ltd.<br>| 31000 | &nbsp;&nbsp; 31182 |
|  | Senao Networks, Inc. | 10467 | &nbsp;&nbsp; 56505 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sensortek Technology <br> Corp.<br>| 12000 | &nbsp;&nbsp; 69515 |
|  | Sercomm Corp. | 92000 | &nbsp;&nbsp; 306873 |
|  | Sesoda Corp. | 87000 | &nbsp;&nbsp; 90881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Commercial <br> & Savings Bank Ltd.<br>| 613881 | &nbsp;&nbsp; 881315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sharehope Medicine <br> Co. Ltd.<br>| 34369 | &nbsp;&nbsp; 31100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sheh Fung Screws Co. <br> Ltd.<br>| 13000 | &nbsp;&nbsp; 15682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sheng Yu Steel Co. <br> Ltd.<br>| 37000 | &nbsp;&nbsp; 29432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ShenMao Technology, <br> Inc.<br>| 36000 | &nbsp;&nbsp; 93921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shieh Yih Machinery <br> Industry Co. Ltd.<br>| 43000 | &nbsp;&nbsp; 34054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shih Her Technologies, <br> Inc.<br>| 14000 | &nbsp;&nbsp; 72052 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shih Wei Navigation <br> Co. Ltd.<br>| 159201 | &nbsp;&nbsp; 82368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shihlin Electric & <br> Engineering Corp.<br>| 26000 | &nbsp;&nbsp; 153750 |
| \* | Shihlin Paper Corp. | 24000 | &nbsp;&nbsp; 42330 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shin Foong Specialty <br> & Applied Materials <br> Co. Ltd.<br>| 9000 | &nbsp;&nbsp; 9946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Hsiung Natural <br> Gas Co. Ltd.<br>| 6480 | &nbsp;&nbsp; 9085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Ruenn <br> Development Co. <br> Ltd.<br>| 24899 | &nbsp;&nbsp; 49823 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shin Zu Shing Co. <br> Ltd.<br>| 43086 | &nbsp;&nbsp; 335020 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shining Building <br> Business Co. Ltd.<br>| 145000 | &nbsp;&nbsp; $45176 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shinkong Insurance <br> Co. Ltd.<br>| 75000 | &nbsp;&nbsp; 237658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinkong Synthetic <br> Fibers Corp.<br>| 394000 | &nbsp;&nbsp; 169175 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shinkong Textile Co. <br> Ltd.<br>| 36000 | &nbsp;&nbsp; 62880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shiny Brands Group <br> Co. Ltd.<br>| 11000 | &nbsp;&nbsp; 43146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shiny Chemical <br> Industrial Co. Ltd.<br>| 51000 | &nbsp;&nbsp; 215510 |
|  | Shuttle, Inc. | 108000 | &nbsp;&nbsp; 57953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sigurd Microelectronics <br> Corp.<br>| 133000 | &nbsp;&nbsp; 344022 |
|  | Silergy Corp. | 40000 | &nbsp;&nbsp; 430263 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Silicon Integrated <br> Systems Corp.<br>| 123785 | &nbsp;&nbsp; 227201 |
| \* | Silicon Optronics, Inc. | 5000 | &nbsp;&nbsp; 9268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Silicon Power <br> Computer & <br> Communications, <br> Inc.<br>| 19000 | &nbsp;&nbsp; 14977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simplo Technology Co. <br> Ltd.<br>| 29000 | &nbsp;&nbsp; 395950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinbon Electronics Co. <br> Ltd.<br>| 64000 | &nbsp;&nbsp; 517309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sincere Navigation <br> Corp.<br>| 102000 | &nbsp;&nbsp; 74906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singatron Enterprise <br> Co. Ltd.<br>| 42000 | &nbsp;&nbsp; 33081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinmag Equipment <br> Corp.<br>| 12000 | &nbsp;&nbsp; 56589 |
| \* | Sino Tactful Co. Ltd. | 27000 | &nbsp;&nbsp; 22932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sino-American Silicon <br> Products, Inc.<br>| 162000 | &nbsp;&nbsp; 543111 |
|  | Sinon Corp. | 140000 | &nbsp;&nbsp; 192816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SinoPac Financial <br> Holdings Co. Ltd.<br>| 1075666 | &nbsp;&nbsp; 887542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopower <br> Semiconductor, Inc.<br>| 6000 | &nbsp;&nbsp; 18945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinphar <br> Pharmaceutical Co. <br> Ltd.<br>| 56160 | &nbsp;&nbsp; 58840 |
|  | Sinyi Realty, Inc. | 88000 | &nbsp;&nbsp; 74632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sirtec International Co. <br> Ltd.<br>| 36000 | &nbsp;&nbsp; 30343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sitronix Technology <br> Corp.<br>| 37000 | &nbsp;&nbsp; 245631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siward Crystal <br> Technology Co. Ltd.<br>| 54000 | &nbsp;&nbsp; 39092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Soft-World <br> International Corp.<br>| 19000 | &nbsp;&nbsp; 61249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Solar Applied Materials <br> Technology Corp.<br>| 168000 | &nbsp;&nbsp; 277909 |
|  | Solteam, Inc. | 26465 | &nbsp;&nbsp; 40924 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solytech Enterprise <br> Corp.<br>| 46000 | &nbsp;&nbsp; $15265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Song Shang <br> Electronics Co. Ltd.<br>| 27000 | &nbsp;&nbsp; 24810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sonix Technology Co. <br> Ltd.<br>| 45000 | &nbsp;&nbsp; 48088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southeast Cement Co. <br> Ltd.<br>| 52000 | &nbsp;&nbsp; 31226 |
|  | Speed Tech Corp. | 33000 | &nbsp;&nbsp; 45687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sporton International, <br> Inc.<br>| 30650 | &nbsp;&nbsp; 163804 |
| # | Sports Gear Co. Ltd. | 23000 | &nbsp;&nbsp; 77138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. Shine Optical Co. <br> Ltd.<br>| 15000 | &nbsp;&nbsp; 79891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Chemical & <br> Pharmaceutical Co. <br> Ltd.<br>| 29000 | &nbsp;&nbsp; 55565 |
|  | Standard Foods Corp. | 158000 | &nbsp;&nbsp; 168662 |
| # | Stark Technology, Inc. | 30000 | &nbsp;&nbsp; 163088 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Starlux Airlines Co. <br> Ltd.<br>| 203000 | &nbsp;&nbsp; 174487 |
|  | S-Tech Corp. | 70390 | &nbsp;&nbsp; 55416 |
|  | Sun Max Tech Ltd. | 15000 | &nbsp;&nbsp; 31423 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sun Yad Construction <br> Co. Ltd.<br>| 86007 | &nbsp;&nbsp; 39675 |
|  | Sunflex Tech Co. Ltd. | 23283 | &nbsp;&nbsp; 15824 |
|  | Sunfun Info Co. Ltd. | 26960 | &nbsp;&nbsp; 39369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunjuice Holdings Co. <br> Ltd.<br>| 7000 | &nbsp;&nbsp; 27486 |
| \* | Sunko INK Co. Ltd. | 69000 | &nbsp;&nbsp; 27732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SunMax Biotechnology <br> Co. Ltd.<br>| 8000 | &nbsp;&nbsp; 112176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunny Friend <br> Environmental <br> Technology Co. Ltd.<br>| 37119 | &nbsp;&nbsp; 93223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunonwealth Electric <br> Machine Industry <br> Co. Ltd.<br>| 68000 | &nbsp;&nbsp; 256722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunplus Innovation <br> Technology, Inc.<br>| 9240 | &nbsp;&nbsp; 36253 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sunplus Technology <br> Co. Ltd.<br>| 139000 | &nbsp;&nbsp; 87854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunrex Technology <br> Corp.<br>| 56000 | &nbsp;&nbsp; 81408 |
|  | Sunspring Metal Corp. | 66000 | &nbsp;&nbsp; 52937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Superalloy Industrial <br> Co. Ltd.<br>| 70000 | &nbsp;&nbsp; 126732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Superior Plating <br> Technology Co. Ltd.<br>| 7000 | &nbsp;&nbsp; 9763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supreme Electronics <br> Co. Ltd.<br>| 177693 | &nbsp;&nbsp; 250060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swancor Holding Co. <br> Ltd.<br>| 11000 | &nbsp;&nbsp; 44341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sweeten Real Estate <br> Development Co. <br> Ltd.<br>| 42930 | &nbsp;&nbsp; 45160 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Symtek Automation <br> Asia Co. Ltd.<br>| 26421 | &nbsp;&nbsp; $133930 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Syncmold Enterprise <br> Corp.<br>| 49000 | &nbsp;&nbsp; 112107 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Synmosa Biopharma <br> Corp.<br>| 110339 | &nbsp;&nbsp; 136110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Synnex Technology <br> International Corp.<br>| 204000 | &nbsp;&nbsp; 452100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Syn-Tech Chem & <br> Pharm Co. Ltd.<br>| 4000 | &nbsp;&nbsp; 10338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Syscom Computer <br> Engineering Co.<br>| 15000 | &nbsp;&nbsp; 28393 |
|  | Sysgration | 31000 | &nbsp;&nbsp; 42579 |
|  | Systex Corp. | 57000 | &nbsp;&nbsp; 207748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; T3EX Global Holdings <br> Corp.<br>| 39000 | &nbsp;&nbsp; 91506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TA Chen Stainless <br> Pipe<br>| 291116 | &nbsp;&nbsp; 381604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ta Ya Electric Wire & <br> Cable<br>| 210151 | &nbsp;&nbsp; 243639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tah Hsin Industrial <br> Corp.<br>| 5720 | &nbsp;&nbsp; 12740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TA-I Technology Co. <br> Ltd.<br>| 30000 | &nbsp;&nbsp; 42160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tai Tung <br> Communication Co. <br> Ltd.<br>| 69192 | &nbsp;&nbsp; 45967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taichung Commercial <br> Bank Co. Ltd.<br>| 540762 | &nbsp;&nbsp; 401818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TaiDoc Technology <br> Corp.<br>| 18000 | &nbsp;&nbsp; 74678 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiflex Scientific Co. <br> Ltd.<br>| 92769 | &nbsp;&nbsp; 139957 |
|  | Taimide Tech, Inc. | 45000 | &nbsp;&nbsp; 93389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tainan Enterprises Co. <br> Ltd.<br>| 22000 | &nbsp;&nbsp; 19950 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tainan Spinning Co. <br> Ltd.<br>| 389000 | &nbsp;&nbsp; 167069 |
| \* | Tainergy Tech Co. Ltd. | 69000 | &nbsp;&nbsp; 23388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tai-Saw Technology <br> Co. Ltd.<br>| 16000 | &nbsp;&nbsp; 9404 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taishin Financial <br> Holding Co. Ltd.<br>| 2549256 | &nbsp;&nbsp; 1391346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TaiSol Electronics Co. <br> Ltd.<br>| 24000 | &nbsp;&nbsp; 41970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taisun Enterprise Co. <br> Ltd.<br>| 60000 | &nbsp;&nbsp; 37531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TAI-TECH Advanced <br> Electronics Co. Ltd.<br>| 26000 | &nbsp;&nbsp; 81987 |
|  | Taiwan Business Bank | 1151008 | &nbsp;&nbsp; 618431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Chinsan <br> Electronic Industrial <br> Co. Ltd.<br>| 25000 | &nbsp;&nbsp; 24338 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Cogeneration <br> Corp.<br>| 168301 | &nbsp;&nbsp; 243944 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Cooperative <br> Financial Holding <br> Co. Ltd.<br>| 1092754 | &nbsp;&nbsp; $927473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan FamilyMart Co. <br> Ltd.<br>| 15000 | &nbsp;&nbsp; 103939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Fertilizer Co. <br> Ltd.<br>| 209000 | &nbsp;&nbsp; 363007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Fire & Marine <br> Insurance Co. Ltd.<br>| 93000 | &nbsp;&nbsp; 93945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Fructose Co. <br> Ltd.<br>| 26500 | &nbsp;&nbsp; 14044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan FU Hsing <br> Industrial Co. Ltd.<br>| 55000 | &nbsp;&nbsp; 81892 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Glass Industry <br> Corp.<br>| 365000 | &nbsp;&nbsp; 290209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan High Speed <br> Rail Corp.<br>| 259000 | &nbsp;&nbsp; 236039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Hon Chuan <br> Enterprise Co. Ltd.<br>| 93757 | &nbsp;&nbsp; 457097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Hopax <br> Chemicals <br> Manufacturing Co. <br> Ltd.<br>| 62294 | &nbsp;&nbsp; 66348 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan IC Packaging <br> Corp.<br>| 41000 | &nbsp;&nbsp; 17369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Line Tek <br> Electronic<br>| 14420 | &nbsp;&nbsp; 11618 |
| # | Taiwan Mask Corp. | 64000 | &nbsp;&nbsp; 65868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Mobile Co. <br> Ltd.<br>| 287000 | &nbsp;&nbsp; 1011761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Navigation Co. <br> Ltd.<br>| 82000 | &nbsp;&nbsp; 73590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Optical <br> Platform Co. Ltd.<br>| 9000 | &nbsp;&nbsp; 24381 |
|  | Taiwan Paiho Ltd. | 90000 | &nbsp;&nbsp; 155062 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan PCB Techvest <br> Co. Ltd.<br>| 106000 | &nbsp;&nbsp; 115020 |
|  | Taiwan Sakura Corp. | 48000 | &nbsp;&nbsp; 138139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Sanyo Electric <br> Co. Ltd.<br>| 43000 | &nbsp;&nbsp; 54323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Secom Co. <br> Ltd.<br>| 75000 | &nbsp;&nbsp; 283946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Semiconductor <br> Co. Ltd.<br>| 78000 | &nbsp;&nbsp; 117967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Semiconductor <br> Manufacturing Co. <br> Ltd. (2330 TT)<br>| 2642000 | &nbsp;&nbsp; 101715025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Shin Kong <br> Security Co. Ltd.<br>| 83000 | &nbsp;&nbsp; 112307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Speciality <br> Chemicals Corp.<br>| 5000 | &nbsp;&nbsp; 36929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Steel Union <br> Co. Ltd.<br>| 7000 | &nbsp;&nbsp; 24732 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Styrene <br> Monomer<br>| 120000 | &nbsp;&nbsp; 38047 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Surface <br> Mounting <br> Technology Corp.<br>| 95000 | &nbsp;&nbsp; $334863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Takisawa <br> Technology Co. Ltd.<br>| 10000 | &nbsp;&nbsp; 13684 |
|  | Taiwan Taxi Co. Ltd. | 16000 | &nbsp;&nbsp; 68215 |
| \* | Taiwan TEA Corp. | 177000 | &nbsp;&nbsp; 86485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Union <br> Technology Corp.<br>| 76000 | &nbsp;&nbsp; 686319 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan-Asia <br> Semiconductor <br> Corp.<br>| 160000 | &nbsp;&nbsp; 105529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiyen Biotech Co. <br> Ltd.<br>| 27000 | &nbsp;&nbsp; 29766 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tang Eng Iron Works <br> Co. Ltd.<br>| 20000 | &nbsp;&nbsp; 20080 |
|  | Tatung Co. Ltd. | 337450 | &nbsp;&nbsp; 401713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tatung System <br> Technologies, Inc.<br>| 8000 | &nbsp;&nbsp; 20586 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TBI Motion Technology <br> Co. Ltd.<br>| 15000 | &nbsp;&nbsp; 19409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TCC Group Holdings <br> Co. Ltd.<br>| 863076 | &nbsp;&nbsp; 700103 |
| # | TCI Co. Ltd. | 32000 | &nbsp;&nbsp; 139037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Te Chang Construction <br> Co. Ltd.<br>| 28000 | &nbsp;&nbsp; 53339 |
|  | Team Group, Inc. | 21000 | &nbsp;&nbsp; 51246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teco Electric & <br> Machinery Co. Ltd.<br>| 179000 | &nbsp;&nbsp; 303873 |
|  | Tehmag Foods Corp. | 8000 | &nbsp;&nbsp; 82643 |
| # | Test Research, Inc. | 50000 | &nbsp;&nbsp; 240791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Test Rite International <br> Co. Ltd.<br>| 31000 | &nbsp;&nbsp; 20682 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Thermaltake <br> Technology Co. Ltd.<br>| 12000 | &nbsp;&nbsp; 12498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thinking Electronic <br> Industrial Co. Ltd.<br>| 29000 | &nbsp;&nbsp; 130689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thye Ming Industrial <br> Co. Ltd.<br>| 40000 | &nbsp;&nbsp; 91141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tofu Restaurant Co. <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 13622 |
|  | Ton Yi Industrial Corp. | 273000 | &nbsp;&nbsp; 165512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tong Hsing Electronic <br> Industries Ltd.<br>| 74970 | &nbsp;&nbsp; 253422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tong Yang Industry Co. <br> Ltd.<br>| 68000 | &nbsp;&nbsp; 237499 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tong-Tai Machine & <br> Tool Co. Ltd.<br>| 71000 | &nbsp;&nbsp; 77388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Top Union Electronics <br> Corp.<br>| 33135 | &nbsp;&nbsp; 33048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topco Scientific Co. <br> Ltd.<br>| 54780 | &nbsp;&nbsp; 525623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topco Technologies <br> Corp.<br>| 10000 | &nbsp;&nbsp; 20825 |
|  | Topkey Corp. | 22000 | &nbsp;&nbsp; 133094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topoint Technology Co. <br> Ltd.<br>| 35000 | &nbsp;&nbsp; 73474 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toung Loong Textile <br> Manufacturing<br>| 15000 | &nbsp;&nbsp; $7806 |
| #\* | TPK Holding Co. Ltd. | 148000 | &nbsp;&nbsp; 161359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trade-Van Information <br> Services Co.<br>| 6000 | &nbsp;&nbsp; 18967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transcend Information, <br> Inc.<br>| 50000 | &nbsp;&nbsp; 157428 |
|  | Transcom, Inc. | 24350 | &nbsp;&nbsp; 99667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triocean Industrial <br> Corp. Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 18055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tripod Technology <br> Corp.<br>| 72000 | &nbsp;&nbsp; 670127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trusval Technology Co. <br> Ltd.<br>| 6621 | &nbsp;&nbsp; 52205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsang Yow Industrial <br> Co. Ltd.<br>| 13000 | &nbsp;&nbsp; 9933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsann Kuen Enterprise <br> Co. Ltd.<br>| 18419 | &nbsp;&nbsp; 15112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TSC Auto ID <br> Technology Co. Ltd.<br>| 8498 | &nbsp;&nbsp; 52097 |
| # | TSEC Corp. | 85000 | &nbsp;&nbsp; 45288 |
|  | TSRC Corp. | 204000 | &nbsp;&nbsp; 123861 |
|  | Ttet Union Corp. | 7000 | &nbsp;&nbsp; 35132 |
|  | TTFB Co. Ltd. | 10189 | &nbsp;&nbsp; 68361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TTY Biopharm Co. <br> Ltd.<br>| 80000 | &nbsp;&nbsp; 206213 |
| \* | Tul Corp. | 19000 | &nbsp;&nbsp; 42521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tung Ho Steel <br> Enterprise Corp.<br>| 195000 | &nbsp;&nbsp; 418074 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tung Thih Electronic <br> Co. Ltd.<br>| 30000 | &nbsp;&nbsp; 56989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TURVO International <br> Co. Ltd.<br>| 16000 | &nbsp;&nbsp; 95374 |
|  | TXC Corp. | 127000 | &nbsp;&nbsp; 355148 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TYC Brother Industrial <br> Co. Ltd.<br>| 66000 | &nbsp;&nbsp; 89503 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tycoons Group <br> Enterprise<br>| 54115 | &nbsp;&nbsp; 13824 |
|  | Tyntek Corp. | 79000 | &nbsp;&nbsp; 39628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TZE Shin International <br> Co. Ltd.<br>| 27000 | &nbsp;&nbsp; 14577 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; U-BEST Innovative <br> Technology Co. Ltd.<br>| 36000 | &nbsp;&nbsp; 23116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ubright Optronics <br> Corp.<br>| 12000 | &nbsp;&nbsp; 25255 |
|  | UDE Corp. | 19000 | &nbsp;&nbsp; 61852 |
|  | Ultra Chip, Inc. | 19000 | &nbsp;&nbsp; 33706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Ming Marine <br> Transport Corp.<br>| 133000 | &nbsp;&nbsp; 231248 |
|  | Unic Technology Corp. | 25000 | &nbsp;&nbsp; 19277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unimicron Technology <br> Corp.<br>| 212000 | &nbsp;&nbsp; 962330 |
|  | Union Bank of Taiwan | 284924 | &nbsp;&nbsp; 158358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Insurance Co. <br> Ltd.<br>| 22000 | &nbsp;&nbsp; 19021 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Uniplus Electronics Co. <br> Ltd.<br>| 37000 | &nbsp;&nbsp; 33203 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Uni-President <br> Enterprises Corp.<br>| 541000 | &nbsp;&nbsp; $1427841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unitech Computer Co. <br> Ltd.<br>| 13000 | &nbsp;&nbsp; 18047 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Unitech Printed Circuit <br> Board Corp.<br>| 246772 | &nbsp;&nbsp; 228961 |
| \* | United Alloy-Tech Co. | 16000 | &nbsp;&nbsp; 22142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Integrated <br> Services Co. Ltd.<br>| 29000 | &nbsp;&nbsp; 761372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Microelectronics <br> Corp. (2303 TT)<br>| 1854000 | &nbsp;&nbsp; 2569037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Orthopedic <br> Corp.<br>| 23000 | &nbsp;&nbsp; 76536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Radiant <br> Technology<br>| 17000 | &nbsp;&nbsp; 11773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Recommend <br> International Co. <br> Ltd.<br>| 11900 | &nbsp;&nbsp; 15569 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Renewable <br> Energy Co. Ltd.<br>| 470000 | &nbsp;&nbsp; 111225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Univacco Technology, <br> Inc.<br>| 30000 | &nbsp;&nbsp; 44255 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Universal Cement <br> Corp.<br>| 162832 | &nbsp;&nbsp; 145417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Microwave <br> Technology, Inc.<br>| 6000 | &nbsp;&nbsp; 63754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Vision <br> Biotechnology Co. <br> Ltd.<br>| 21798 | &nbsp;&nbsp; 145720 |
|  | Universal, Inc. | 9000 | &nbsp;&nbsp; 8602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UPC Technology <br> Corp.<br>| 264000 | &nbsp;&nbsp; 91541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UPI Semiconductor <br> Corp.<br>| 21000 | &nbsp;&nbsp; 136233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Userjoy Technology <br> Co. Ltd.<br>| 19981 | &nbsp;&nbsp; 55704 |
|  | USI Corp. | 277000 | &nbsp;&nbsp; 100193 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Usun Technology Co. <br> Ltd.<br>| 11000 | &nbsp;&nbsp; 15007 |
|  | Utechzone Co. Ltd. | 15000 | &nbsp;&nbsp; 44861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UVAT Technology Co. <br> Ltd.<br>| 17000 | &nbsp;&nbsp; 35876 |
|  | Value Valves Co. Ltd. | 12000 | &nbsp;&nbsp; 30896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vanguard International <br> Semiconductor <br> Corp.<br>| 172133 | &nbsp;&nbsp; 533459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ventec International <br> Group Co. Ltd.<br>| 23000 | &nbsp;&nbsp; 63966 |
|  | VIA Labs, Inc. | 13000 | &nbsp;&nbsp; 37736 |
|  | Via Technologies, Inc. | 63000 | &nbsp;&nbsp; 124528 |
|  | Viking Tech Corp. | 26000 | &nbsp;&nbsp; 32967 |
|  | Visco Vision, Inc. | 13000 | &nbsp;&nbsp; 72518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VisEra Technologies <br> Co. Ltd.<br>| 20000 | &nbsp;&nbsp; 148009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Visual Photonics <br> Epitaxy Co. Ltd.<br>| 24000 | &nbsp;&nbsp; 114827 |
|  | Vivotek, Inc. | 13000 | &nbsp;&nbsp; 40212 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Vizionfocus, Inc. | 13000 | &nbsp;&nbsp; $76822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Voltronic Power <br> Technology Corp.<br>| 12000 | &nbsp;&nbsp; 471354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VSO Electronics Co. <br> Ltd.<br>| 5251 | &nbsp;&nbsp; 19604 |
| \* | Wafer Works Corp. | 190507 | &nbsp;&nbsp; 146382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waffer Technology <br> Corp.<br>| 48027 | &nbsp;&nbsp; 82093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wah Hong Industrial <br> Corp.<br>| 36000 | &nbsp;&nbsp; 45980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wah Lee Industrial <br> Corp.<br>| 64000 | &nbsp;&nbsp; 200311 |
|  | Walsin Lihwa Corp. | 579023 | &nbsp;&nbsp; 432722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walsin Technology <br> Corp.<br>| 107000 | &nbsp;&nbsp; 301028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walton Advanced <br> Engineering, Inc.<br>| 109000 | &nbsp;&nbsp; 46696 |
| # | Wan Hai Lines Ltd. | 131400 | &nbsp;&nbsp; 388604 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; We & Win <br> Development Co. <br> Ltd.<br>| 73000 | &nbsp;&nbsp; 25986 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; We&Win Diversification <br> Co. Ltd.<br>| 47000 | &nbsp;&nbsp; 30385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WEI Chih Steel <br> Industrial Co. Ltd.<br>| 49000 | &nbsp;&nbsp; 30208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wei Chuan Foods <br> Corp.<br>| 99000 | &nbsp;&nbsp; 51978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weikeng Industrial Co. <br> Ltd.<br>| 149000 | &nbsp;&nbsp; 168478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Well Shin Technology <br> Co. Ltd.<br>| 37000 | &nbsp;&nbsp; 67572 |
|  | Welldone Co. | 19000 | &nbsp;&nbsp; 31165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weltrend <br> Semiconductor<br>| 41000 | &nbsp;&nbsp; 64477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wholetech System <br> Hitech Ltd.<br>| 18000 | &nbsp;&nbsp; 54669 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Win Semiconductors <br> Corp.<br>| 116000 | &nbsp;&nbsp; 328948 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Winbond Electronics <br> Corp.<br>| 496913 | &nbsp;&nbsp; 285189 |
|  | Winmate, Inc. | 12000 | &nbsp;&nbsp; 59626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Winstek <br> Semiconductor Co. <br> Ltd.<br>| 27000 | &nbsp;&nbsp; 86369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WinWay Technology <br> Co. Ltd.<br>| 4000 | &nbsp;&nbsp; 147796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wisdom Marine Lines <br> Co. Ltd.<br>| 139000 | &nbsp;&nbsp; 270330 |
|  | Wiselink Co. Ltd. | 14650 | &nbsp;&nbsp; 80815 |
|  | Wistron Corp. | 306000 | &nbsp;&nbsp; 1245377 |
|  | WITS Corp. | 19659 | &nbsp;&nbsp; 62409 |
|  | Wiwynn Corp. | 17000 | &nbsp;&nbsp; 1551531 |
|  | WNC Corp. | 85647 | &nbsp;&nbsp; 335733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wonderful Hi-Tech Co. <br> Ltd.<br>| 36000 | &nbsp;&nbsp; 45739 |
|  | Wowprime Corp. | 41293 | &nbsp;&nbsp; 316000 |
|  | WPG Holdings Ltd. | 259000 | &nbsp;&nbsp; 573883 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WT Microelectronics <br> Co. Ltd.<br>| 104641 | &nbsp;&nbsp; $479880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WUS Printed Circuit <br> Co. Ltd.<br>| 49000 | &nbsp;&nbsp; 132786 |
| # | XinTec, Inc. | 45000 | &nbsp;&nbsp; 219962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; X-Legend <br> Entertainment Co. <br> Ltd.<br>| 7000 | &nbsp;&nbsp; 21980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xxentria Technology <br> Materials Corp.<br>| 59675 | &nbsp;&nbsp; 89170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ya Horng Electronic <br> Co. Ltd.<br>| 15000 | &nbsp;&nbsp; 31486 |
|  | Yageo Corp. | 72792 | &nbsp;&nbsp; 1279075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yang Ming Marine <br> Transport Corp.<br>| 362000 | &nbsp;&nbsp; 734394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yankey Engineering <br> Co. Ltd.<br>| 20604 | &nbsp;&nbsp; 283724 |
|  | YC INOX Co. Ltd. | 146858 | &nbsp;&nbsp; 105010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YCC Parts <br> Manufacturing Co. <br> Ltd.<br>| 11000 | &nbsp;&nbsp; 18186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yea Shin International <br> Development Co. <br> Ltd.<br>| 91617 | &nbsp;&nbsp; 81466 |
|  | Yem Chio Co. Ltd. | 159000 | &nbsp;&nbsp; 82595 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yen Sun Technology <br> Corp.<br>| 14000 | &nbsp;&nbsp; 20388 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yeong Guan Energy <br> Technology Group <br> Co. Ltd.<br>| 46799 | &nbsp;&nbsp; 35729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YFC-Boneagle Electric <br> Co. Ltd.<br>| 39000 | &nbsp;&nbsp; 26056 |
|  | YFY, Inc. | 373000 | &nbsp;&nbsp; 303035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yi Jinn Industrial Co. <br> Ltd.<br>| 66150 | &nbsp;&nbsp; 37801 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yieh Phui Enterprise <br> Co. Ltd.<br>| 356892 | &nbsp;&nbsp; 178833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Young Fast <br> Optoelectronics Co. <br> Ltd.<br>| 26000 | &nbsp;&nbsp; 48745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youngtek Electronics <br> Corp.<br>| 54000 | &nbsp;&nbsp; 110999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuan High-Tech <br> Development Co. <br> Ltd.<br>| 3000 | &nbsp;&nbsp; 15745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuanta Financial <br> Holding Co. Ltd.<br>| 1062808 | &nbsp;&nbsp; 1102432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuanta Futures Co. <br> Ltd.<br>| 38979 | &nbsp;&nbsp; 107249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuen Chang Stainless <br> Steel Co. Ltd.<br>| 19000 | &nbsp;&nbsp; 9387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuen Foong Yu <br> Consumer Products <br> Co. Ltd.<br>| 33000 | &nbsp;&nbsp; 44012 |
|  | Yulon Finance Corp. | 94308 | &nbsp;&nbsp; 315855 |
|  | Yulon Motor Co. Ltd. | 225864 | &nbsp;&nbsp; 246369 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yung Chi Paint & <br> Varnish <br> Manufacturing Co. <br> Ltd.<br>| 6000 | &nbsp;&nbsp; $15082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yungshin Construction <br> & Development Co. <br> Ltd.<br>| 16000 | &nbsp;&nbsp; 42912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YungShin Global <br> Holding Corp.<br>| 59000 | &nbsp;&nbsp; 123503 |
|  | Yusin Holding Corp. | 13286 | &nbsp;&nbsp; 38685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zeng Hsing Industrial <br> Co. Ltd.<br>| 18669 | &nbsp;&nbsp; 61018 |
|  | Zenitron Corp. | 61000 | &nbsp;&nbsp; 67197 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Zero One Technology <br> Co. Ltd.<br>| 45579 | &nbsp;&nbsp; 174484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhen Ding Technology <br> Holding Ltd.<br>| 164000 | &nbsp;&nbsp; 683989 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhong Yang <br> Technology Co. Ltd.<br>| 16000 | &nbsp;&nbsp; 23368 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zig Sheng Industrial <br> Co. Ltd.<br>| 124000 | &nbsp;&nbsp; 36810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZillTek Technology <br> Corp.<br>| 7000 | &nbsp;&nbsp; 47683 |
| \* | Zinwell Corp. | 73000 | &nbsp;&nbsp; 27416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zippy Technology <br> Corp.<br>| 33000 | &nbsp;&nbsp; 59730 |
|  | Zyxel Group Corp. | 86895 | &nbsp;&nbsp; 79078 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | &nbsp;&nbsp; 292953263 |
| THAILAND — (1.7%) | THAILAND — (1.7%) | THAILAND — (1.7%) | THAILAND — (1.7%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AAPICO Hitech PCL <br> (AH/F TB)<br>| 46400 | &nbsp;&nbsp; 21297 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Absolute Clean Energy <br> PCL<br>| 547400 | &nbsp;&nbsp; 21943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Info Service <br> PCL<br>| 92600 | &nbsp;&nbsp; 824559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Information <br> Technology PCL, <br> Class F<br>| 299050 | &nbsp;&nbsp; 48042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AEON Thana Sinsap <br> Thailand PCL<br>| 29500 | &nbsp;&nbsp; 89141 |
|  | After You PCL | 121000 | &nbsp;&nbsp; 25363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allianz Ayudhya <br> Capital PCL<br>| 9200 | &nbsp;&nbsp; 9149 |
|  | Amata Corp. PCL | 239300 | &nbsp;&nbsp; 117160 |
|  | AP Thailand PCL | 738400 | &nbsp;&nbsp; 163813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Plus Group <br> Holdings PCL<br>| 335500 | &nbsp;&nbsp; 25666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asian Alliance <br> International PCL<br>| 211400 | &nbsp;&nbsp; 30274 |
|  | Asian Insulators PCL | 64800 | &nbsp;&nbsp; 6980 |
|  | Asian Sea Corp. PCL | 117700 | &nbsp;&nbsp; 26112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asset World Corp. <br> PCL<br>| 1017600 | &nbsp;&nbsp; 65390 |
| \* | Assetwise PCL | 38500 | &nbsp;&nbsp; 7658 |
|  | Aurora Design PCL | 21700 | &nbsp;&nbsp; 9894 |
|  | B Grimm Power PCL | 146900 | &nbsp;&nbsp; 52593 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Bangchak Corp. PCL | 197500 | &nbsp;&nbsp; $205477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangchak Sriracha <br> PCL<br>| 280900 | &nbsp;&nbsp; 42977 |
|  | Bangkok Airways PCL | 144700 | &nbsp;&nbsp; 66417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Aviation Fuel <br> Services PCL<br>| 29700 | &nbsp;&nbsp; 8043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Bank PCL <br> (BBLF TB)<br>| 105900 | &nbsp;&nbsp; 479596 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Chain <br> Hospital PCL<br>| 208400 | &nbsp;&nbsp; 89278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Commercial <br> Asset Management <br> PCL<br>| 533746 | &nbsp;&nbsp; 136376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Dusit Medical <br> Services PCL, <br> Class F<br>| 766800 | &nbsp;&nbsp; 504474 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Expressway <br> & Metro PCL<br>| 969800 | &nbsp;&nbsp; 164700 |
|  | Bangkok Land PCL | 4188000 | &nbsp;&nbsp; 64076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Life <br> Assurance PCL, <br> NVDR<br>| 48900 | &nbsp;&nbsp; 26485 |
|  | Banpu PCL | 1578700 | &nbsp;&nbsp; 243955 |
| # | Banpu Power PCL | 193006 | &nbsp;&nbsp; 46952 |
|  | BCPG PCL | 194700 | &nbsp;&nbsp; 39917 |
|  | BEC World PCL | 300000 | &nbsp;&nbsp; 23868 |
| # | Berli Jucker PCL | 205000 | &nbsp;&nbsp; 120441 |
|  | Betagro PCL | 148100 | &nbsp;&nbsp; 80213 |
|  | BKI Holdings PCL | 19100 | &nbsp;&nbsp; 168323 |
|  | Bluebik Group PCL | 43500 | &nbsp;&nbsp; 28618 |
| \* | Bound & Beyond PCL | 54600 | &nbsp;&nbsp; 11528 |
|  | Brooker Group PCL | 1721000 | &nbsp;&nbsp; 18958 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BTS Group Holdings <br> PCL<br>| 1564800 | &nbsp;&nbsp; 168546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bumrungrad Hospital <br> PCL<br>| 64400 | &nbsp;&nbsp; 335006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cal-Comp Electronics <br> Thailand PCL, <br> Class F<br>| 298987 | &nbsp;&nbsp; 60840 |
|  | Carabao Group PCL | 49900 | &nbsp;&nbsp; 84363 |
|  | Central Pattana PCL | 162400 | &nbsp;&nbsp; 259651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Plaza Hotel <br> PCL<br>| 69300 | &nbsp;&nbsp; 60436 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Central Retail Corp. <br> PCL<br>| 245400 | &nbsp;&nbsp; 161447 |
|  | CH Karnchang PCL | 298800 | &nbsp;&nbsp; 123433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charoen Pokphand <br> Foods PCL<br>| 432000 | &nbsp;&nbsp; 301395 |
| # | Chularat Hospital PCL | 1200500 | &nbsp;&nbsp; 64286 |
|  | CK Power PCL | 471600 | &nbsp;&nbsp; 37809 |
|  | Com7 PCL | 162400 | &nbsp;&nbsp; 108333 |
|  | Cotto F | 288200 | &nbsp;&nbsp; 1676 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Country Group <br> Development PCL<br>| 1753500 | &nbsp;&nbsp; 6439 |
|  | CP ALL PCL | 437600 | &nbsp;&nbsp; 632699 |
|  | CP Axtra PCL | 89182 | &nbsp;&nbsp; 56216 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delta Electronics <br> Thailand PCL<br>| 152900 | &nbsp;&nbsp; $683091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dhipaya Group <br> Holdings PCL<br>| 201400 | &nbsp;&nbsp; 117093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diamond Building <br> Products PCL<br>| 45400 | &nbsp;&nbsp; 7363 |
|  | Dohome PCL | 12456 | &nbsp;&nbsp; 1532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Don Muang Tollway <br> PCL<br>| 212400 | &nbsp;&nbsp; 66944 |
| \* | Dusit Thani PCL | 30800 | &nbsp;&nbsp; 8058 |
| # | Dynasty Ceramic PCL | 928200 | &nbsp;&nbsp; 42036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Polymer <br> Group PCL<br>| 330500 | &nbsp;&nbsp; 29733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electricity Generating <br> PCL<br>| 24700 | &nbsp;&nbsp; 83517 |
| #\* | Energy Absolute PCL | 1055600 | &nbsp;&nbsp; 93673 |
| # | Erawan Group PCL | 642200 | &nbsp;&nbsp; 45984 |
|  | Forth Corp. PCL | 68100 | &nbsp;&nbsp; 14691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Forth Smart Service <br> PCL<br>| 73000 | &nbsp;&nbsp; 14743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fortune Parts Industry <br> PCL<br>| 107900 | &nbsp;&nbsp; 5052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Frasers Property <br> Thailand PCL<br>| 68900 | &nbsp;&nbsp; 12861 |
|  | GFPT PCL | 168400 | &nbsp;&nbsp; 49984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Green <br> Chemicals PCL<br>| 58600 | &nbsp;&nbsp; 7173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Power Synergy <br> PCL<br>| 68300 | &nbsp;&nbsp; 70014 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Development <br> PCL<br>| 215115 | &nbsp;&nbsp; 311022 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gunkul Engineering <br> PCL<br>| 1033000 | &nbsp;&nbsp; 54685 |
|  | Haad Thip PCL | 86000 | &nbsp;&nbsp; 40263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hana Microelectronics <br> PCL<br>| 194600 | &nbsp;&nbsp; 137554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heng Leasing & <br> Capital PCL<br>| 461200 | &nbsp;&nbsp; 13971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Home Product Center <br> PCL<br>| 1000500 | &nbsp;&nbsp; 218898 |
|  | Ichitan Group PCL | 212200 | &nbsp;&nbsp; 72725 |
|  | Index Livingmall PCL | 68700 | &nbsp;&nbsp; 29641 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Indorama Ventures <br> PCL<br>| 102800 | &nbsp;&nbsp; 72665 |
| # | IRPC PCL | 4008800 | &nbsp;&nbsp; 126348 |
|  | I-TAIL Corp. PCL | 46400 | &nbsp;&nbsp; 20871 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Italian-Thai <br> Development PCL<br>| 241200 | &nbsp;&nbsp; 1771 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jasmine International <br> PCL<br>| 264841 | &nbsp;&nbsp; 12399 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jasmine Technology <br> Solution PCL<br>| 45100 | &nbsp;&nbsp; 45197 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Jaymart Group <br> Holdings PCL<br>| 233300 | &nbsp;&nbsp; 54613 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JMT Network Services <br> PCL<br>| 154200 | &nbsp;&nbsp; 52375 |
|  | Karmarts PCL | 119400 | &nbsp;&nbsp; 31056 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kasikornbank PCL <br> (KBANKF TB)<br>| 30400 | &nbsp;&nbsp; $150698 |
|  | KCE Electronics PCL | 211300 | &nbsp;&nbsp; 160350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KGI Securities <br> Thailand PCL<br>| 445900 | &nbsp;&nbsp; 53213 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Khon Kaen Sugar <br> Industry PCL<br>| 673500 | &nbsp;&nbsp; 31119 |
|  | Khonburi Sugar PCL | 64800 | &nbsp;&nbsp; 10906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kiatnakin Phatra Bank <br> PCL<br>| 29200 | &nbsp;&nbsp; 49367 |
|  | Krung Thai Bank PCL | 409400 | &nbsp;&nbsp; 275606 |
|  | Krungthai Card PCL | 128400 | &nbsp;&nbsp; 111977 |
|  | Lalin Property PCL | 77200 | &nbsp;&nbsp; 11528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Land & Houses PCL <br> (LHF TB)<br>| 867200 | &nbsp;&nbsp; 101368 |
|  | Lanna Resources PCL | 50800 | &nbsp;&nbsp; 26115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LH Financial Group <br> PCL<br>| 1283700 | &nbsp;&nbsp; 30639 |
|  | Loxley PCL | 153300 | &nbsp;&nbsp; 5301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LPN Development <br> PCL<br>| 615700 | &nbsp;&nbsp; 32782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Major Cineplex Group <br> PCL<br>| 164600 | &nbsp;&nbsp; 42560 |
|  | MBK PCL | 134708 | &nbsp;&nbsp; 69662 |
|  | MC Group PCL | 185600 | &nbsp;&nbsp; 56793 |
|  | MCS Steel PCL | 99900 | &nbsp;&nbsp; 25678 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mega Lifesciences <br> PCL<br>| 93600 | &nbsp;&nbsp; 88072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Minor International <br> PCL<br>| 576300 | &nbsp;&nbsp; 440866 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MK Restaurants Group <br> PCL<br>| 84400 | &nbsp;&nbsp; 59917 |
| \* | Mono Next PCL | 616500 | &nbsp;&nbsp; 34145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Moshi Moshi Retail <br> Corp. PLC<br>| 34900 | &nbsp;&nbsp; 42717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Muangthai Capital <br> PCL<br>| 107500 | &nbsp;&nbsp; 124178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Namyong Terminal <br> PCL<br>| 111900 | &nbsp;&nbsp; 9724 |
|  | Netbay PCL | 28600 | &nbsp;&nbsp; 20391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Noble Development <br> PCL<br>| 326100 | &nbsp;&nbsp; 18460 |
|  | Northeast Rubber PCL | 595200 | &nbsp;&nbsp; 80501 |
|  | NSL Foods PCL | 23300 | &nbsp;&nbsp; 23172 |
|  | Osotspa PCL | 245200 | &nbsp;&nbsp; 134305 |
| # | Plan B Media PCL | 511888 | &nbsp;&nbsp; 83017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Platinum Group PCL, <br> Class F<br>| 364500 | &nbsp;&nbsp; 14054 |
|  | Polyplex Thailand PCL | 90100 | &nbsp;&nbsp; 29225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Praram 9 Hospital <br> PCL<br>| 88400 | &nbsp;&nbsp; 65191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Precious Shipping <br> PCL<br>| 281700 | &nbsp;&nbsp; 56892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premier Marketing <br> PCL<br>| 69400 | &nbsp;&nbsp; 23572 |
|  | Prima Marine PCL | 269900 | &nbsp;&nbsp; 53683 |
| \* | Property Perfect PCL | 1293915 | &nbsp;&nbsp; 3563 |
|  | Pruksa Holding PCL | 327300 | &nbsp;&nbsp; 44668 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | PTG Energy PCL | 397500 | &nbsp;&nbsp; $82103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PTT Exploration & <br> Production PCL<br>| 219500 | &nbsp;&nbsp; 846297 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; PTT Global Chemical <br> PCL<br>| 220800 | &nbsp;&nbsp; 160127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PTT Oil & Retail <br> Business PCL<br>| 299800 | &nbsp;&nbsp; 127516 |
|  | PTT PCL | 847100 | &nbsp;&nbsp; 861875 |
| # | Quality Houses PCL | 2244400 | &nbsp;&nbsp; 98210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rajthanee Hospital <br> PCL<br>| 69700 | &nbsp;&nbsp; 30073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramkhamhaeng <br> Hospital PCL<br>| 5900 | &nbsp;&nbsp; 3214 |
| # | Ratch Group PCL | 134100 | &nbsp;&nbsp; 108741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ratchaphruek Hospital <br> PCL<br>| 55300 | &nbsp;&nbsp; 8461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ratchthani Leasing <br> PCL<br>| 666190 | &nbsp;&nbsp; 34043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regional Container <br> Lines PCL<br>| 147400 | &nbsp;&nbsp; 137567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rojana Industrial Park <br> PCL<br>| 343900 | &nbsp;&nbsp; 49459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; S Hotels & Resorts <br> PCL<br>| 530133 | &nbsp;&nbsp; 24657 |
|  | Sabina PCL | 60000 | &nbsp;&nbsp; 28458 |
|  | Saha-Union PCL | 31400 | &nbsp;&nbsp; 27864 |
|  | Saksiam Leasing PCL | 254300 | &nbsp;&nbsp; 28013 |
| \* | Samart Corp. PCL | 167000 | &nbsp;&nbsp; 31939 |
|  | Sansiri PCL | 4478700 | &nbsp;&nbsp; 202830 |
| # | Sappe PCL | 40400 | &nbsp;&nbsp; 47904 |
|  | SC Asset Corp. PCL | 963600 | &nbsp;&nbsp; 52780 |
|  | SCB X PCL | 56000 | &nbsp;&nbsp; 216769 |
|  | SCG Packaging PCL | 165900 | &nbsp;&nbsp; 94931 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SCGJWD Logistics <br> PCL<br>| 96500 | &nbsp;&nbsp; 25099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sermsang Power Corp. <br> Co. Ltd.<br>| 118666 | &nbsp;&nbsp; 14960 |
|  | Siam Cement PCL  | 71000 | &nbsp;&nbsp; 436689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siam Wellness Group <br> PCL<br>| 285450 | &nbsp;&nbsp; 33017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siamgas & <br> Petrochemicals PCL<br>| 162300 | &nbsp;&nbsp; 33274 |
|  | Sikarin PCL, Class F | 109200 | &nbsp;&nbsp; 23056 |
| \* | Singer Thailand PCL | 167600 | &nbsp;&nbsp; 26925 |
|  | Singha Estate PCL | 408100 | &nbsp;&nbsp; 6993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SiS Distribution <br> Thailand PCL<br>| 15500 | &nbsp;&nbsp; 10340 |
| # | SISB PCL | 87000 | &nbsp;&nbsp; 41264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Somboon Advance <br> Technology PCL<br>| 79300 | &nbsp;&nbsp; 31545 |
|  | SPCG PCL | 143200 | &nbsp;&nbsp; 35931 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sri Trang Agro-Industry <br> PCL<br>| 269700 | &nbsp;&nbsp; 116364 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sri Trang Gloves <br> Thailand PCL<br>| 305500 | &nbsp;&nbsp; 65905 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Srinanaporn Marketing <br> PCL<br>| 148700 | &nbsp;&nbsp; 45502 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Srisawad Capital 1969 <br> PCL, Class F<br>| 527878 | &nbsp;&nbsp; $20030 |
|  | Srisawad Corp. PCL | 187165 | &nbsp;&nbsp; 116262 |
|  | Srivichai Vejvivat PCL | 49900 | &nbsp;&nbsp; 11299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Petroleum <br> Refining PCL<br>| 690300 | &nbsp;&nbsp; 120401 |
| \* | Stecon Group PCL | 239400 | &nbsp;&nbsp; 47250 |
| \* | STP & I PCL | 430579 | &nbsp;&nbsp; 49540 |
|  | Supalai PCL | 360800 | &nbsp;&nbsp; 172230 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Super Energy Corp. <br> PCL<br>| 8310300 | &nbsp;&nbsp; 35601 |
|  | Susco PCL | 298200 | &nbsp;&nbsp; 23542 |
|  | SVI PCL | 142800 | &nbsp;&nbsp; 27092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Syntec Construction <br> PCL<br>| 243200 | &nbsp;&nbsp; 13321 |
|  | TAC Consumer PCL | 207600 | &nbsp;&nbsp; 29730 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taokaenoi Food & <br> Marketing PCL, <br> Class F<br>| 175400 | &nbsp;&nbsp; 32203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thai Life Insurance <br> PCL<br>| 175600 | &nbsp;&nbsp; 54271 |
|  | Thai Oil PCL | 172079 | &nbsp;&nbsp; 181662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thai Stanley Electric <br> PCL (STANLY/F TB), <br> Class F<br>| 8200 | &nbsp;&nbsp; 46671 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Thai Union Group <br> PCL<br>| 367400 | &nbsp;&nbsp; 124790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thai Vegetable Oil <br> PCL<br>| 142120 | &nbsp;&nbsp; 98719 |
| \* | Thaicom PCL | 142100 | &nbsp;&nbsp; 37612 |
| # | Thaifoods Group PCL | 695300 | &nbsp;&nbsp; 105104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thanachart Capital <br> PCL<br>| 31700 | &nbsp;&nbsp; 47773 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Thonburi Healthcare <br> Group PCL<br>| 144000 | &nbsp;&nbsp; 39437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thoresen Thai <br> Agencies PCL<br>| 682400 | &nbsp;&nbsp; 91042 |
|  | TIDLOR Holdings PCL | 264134 | &nbsp;&nbsp; 141443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tipco Asphalt PCL <br> (TASCO/F TB)<br>| 143300 | &nbsp;&nbsp; 65336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tisco Financial Group <br> PCL (TISCO/F TB)<br>| 20300 | &nbsp;&nbsp; 61652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TKS Technologies <br> PCL<br>| 84500 | &nbsp;&nbsp; 14868 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TMBThanachart Bank <br> PCL<br>| 1826374 | &nbsp;&nbsp; 107861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOA Paint Thailand <br> PCL<br>| 229500 | &nbsp;&nbsp; 98317 |
| # | TPI Polene PCL | 2220300 | &nbsp;&nbsp; 62505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TPI Polene Power <br> PCL<br>| 1139000 | &nbsp;&nbsp; 77374 |
|  | TQM Alpha PCL | 40000 | &nbsp;&nbsp; 18605 |
|  | Triple i Logistics PCL | 129700 | &nbsp;&nbsp; 18891 |
| \* | True Corp. PCL | 793490 | &nbsp;&nbsp; 252518 |
|  | TTW PCL | 265400 | &nbsp;&nbsp; 72685 |
|  | Union Auction PCL | 36100 | &nbsp;&nbsp; 7291 |
|  | United Paper PCL | 93800 | &nbsp;&nbsp; 21814 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Univanich Palm Oil <br> PCL<br>| 247200 | &nbsp;&nbsp; $73373 |
|  | Vanachai Group PCL | 101000 | &nbsp;&nbsp; 5996 |
| #\* | VGI PCL | 689010 | &nbsp;&nbsp; 44275 |
|  | WHA Corp. PCL | 1140800 | &nbsp;&nbsp; 124971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WHA Utilities & Power <br> PCL<br>| 272900 | &nbsp;&nbsp; 28559 |
| #\* | Xspring Capital PCL | 2797300 | &nbsp;&nbsp; 45366 |
| TOTAL THAILAND | TOTAL THAILAND |  | &nbsp;&nbsp; 19043829 |
| TURKEY — (1.2%) | TURKEY — (1.2%) | TURKEY — (1.2%) | TURKEY — (1.2%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agesa Hayat ve <br> Emeklilik AS<br>| 9026 | &nbsp;&nbsp; 38639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ahlatci Dogal Gaz <br> Dagitim Enerji VE <br> Yatirim AS<br>| 54473 | &nbsp;&nbsp; 39562 |
|  | Akbank TAS | 500905 | &nbsp;&nbsp; 830479 |
|  | Akcansa Cimento AS | 8691 | &nbsp;&nbsp; 30462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Akenerji Elektrik Uretim <br> AS<br>| 80154 | &nbsp;&nbsp; 23952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aksa Akrilik Kimya <br> Sanayii AS<br>| 247327 | &nbsp;&nbsp; 57885 |
| \* | Aksa Enerji Uretim AS | 31025 | &nbsp;&nbsp; 30363 |
| \* | Aksigorta AS | 239060 | &nbsp;&nbsp; 42700 |
|  | Alarko Holding AS | 32925 | &nbsp;&nbsp; 76007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albaraka Turk Katilim <br> Bankasi AS<br>| 562031 | &nbsp;&nbsp; 125634 |
| \* | Alkim Alkali Kimya AS | 46788 | &nbsp;&nbsp; 20828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anadolu Anonim Turk <br> Sigorta Sirketi<br>| 50407 | &nbsp;&nbsp; 123361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anadolu Efes Biracilik <br> Ve Malt Sanayii AS<br>| 181040 | &nbsp;&nbsp; 67487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anadolu Hayat <br> Emeklilik AS<br>| 17273 | &nbsp;&nbsp; 37696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anadolu Isuzu <br> Otomotiv Sanayi Ve <br> Ticaret AS, Class C<br>| 1125 | &nbsp;&nbsp; 1770 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anel Elektrik Proje <br> Taahhut ve Ticaret <br> AS<br>| 26537 | &nbsp;&nbsp; 13087 |
| \* | Arcelik AS | 11284 | &nbsp;&nbsp; 34719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ARD Grup Bilisim <br> Teknolojileri AS<br>| 45902 | &nbsp;&nbsp; 35334 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arsan Tekstil Ticaret ve <br> Sanayi AS<br>| 4007 | &nbsp;&nbsp; 2151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aselsan Elektronik <br> Sanayi Ve Ticaret <br> AS<br>| 75548 | &nbsp;&nbsp; 347466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astor Transformator <br> Enerji Turizm Insaat <br> Ve Petrol Sanayi <br> Ticaret AS<br>| 42628 | &nbsp;&nbsp; 109636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atp Yazilim ve <br> Teknoloji AS<br>| 3819 | &nbsp;&nbsp; 8462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aydem Yenilenebilir <br> Enerji AS<br>| 30439 | &nbsp;&nbsp; 13678 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  | Aygaz AS | 12246 | &nbsp;&nbsp; $49240 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baticim Bati Anadolu <br> Cimento Sanayii AS<br>| 429398 | &nbsp;&nbsp; 47993 |
| \* | Bera Holding AS | 245321 | &nbsp;&nbsp; 100935 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Besler Gida Ve Kimya <br> Sanayi Ve Ticaret <br> AS<br>| 82055 | &nbsp;&nbsp; 30809 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BIM Birlesik Magazalar <br> AS<br>| 24100 | &nbsp;&nbsp; 314767 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bogazici Beton Sanayi <br> Ve Ticaret AS<br>| 24607 | &nbsp;&nbsp; 12997 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Borusan Birlesik Boru <br> Fabrikalari Sanayi ve <br> Ticaret AS<br>| 3049 | &nbsp;&nbsp; 27034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Borusan Yatirim ve <br> Pazarlama AS<br>| 382 | &nbsp;&nbsp; 19627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bosch Fren Sistemleri <br> Sanayi ve Ticaret <br> AS<br>| 4052 | &nbsp;&nbsp; 17173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brisa Bridgestone <br> Sabanci Sanayi ve <br> Ticaret AS<br>| 10783 | &nbsp;&nbsp; 20602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bursa Cimento <br> Fabrikasi AS<br>| 296334 | &nbsp;&nbsp; 54796 |
| \* | Can2 Termik AS | 415828 | &nbsp;&nbsp; 18419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Celebi Hava Servisi <br> AS<br>| 335 | &nbsp;&nbsp; 13861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cemtas Celik Makina <br> Sanayi Ve Ticaret <br> AS<br>| 73933 | &nbsp;&nbsp; 20310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cimsa Cimento Sanayi <br> VE Ticaret AS<br>| 39883 | &nbsp;&nbsp; 50625 |
|  | Coca-Cola Icecek AS | 102155 | &nbsp;&nbsp; 127496 |
| \* | Deva Holding AS | 19448 | &nbsp;&nbsp; 31041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dogan Sirketler Grubu <br> Holding AS<br>| 200388 | &nbsp;&nbsp; 78368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Doganlar Mobilya <br> Grubu Imalat Sanayi <br> ve Ticaret AS<br>| 45532 | &nbsp;&nbsp; 8315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dogus Otomotiv Servis <br> ve Ticaret AS<br>| 27837 | &nbsp;&nbsp; 125995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eczacibasi Yatirim <br> Holding Ortakligi AS<br>| 4420 | &nbsp;&nbsp; 21040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EGE Endustri VE <br> Ticaret AS<br>| 163 | &nbsp;&nbsp; 31585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EGE Gubre Sanayii <br> AS<br>| 12670 | &nbsp;&nbsp; 31482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EIS Eczacibasi Ilac ve <br> Sinai ve Finansal <br> Yatirimlar Sanayi ve <br> Ticaret AS<br>| 43782 | &nbsp;&nbsp; 53507 |
| Ω | Enerjisa Enerji AS | 25463 | &nbsp;&nbsp; 40561 |
|  | Enerya Enerji AS | 116426 | &nbsp;&nbsp; 24548 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Enka Insaat ve Sanayi <br> AS<br>| 125992 | &nbsp;&nbsp; 215145 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Erbosan Erciyas Boru <br> Sanayii ve Ticaret <br> AS<br>| 5739 | &nbsp;&nbsp; $23918 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eregli Demir ve Celik <br> Fabrikalari TAS<br>| 314213 | &nbsp;&nbsp; 206058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Escar Turizm <br> Tasimacilik Ticaret <br> AS<br>| 19337 | &nbsp;&nbsp; 22160 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Escort Teknoloji Yatirim <br> AS<br>| 99877 | &nbsp;&nbsp; 9010 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Esenboga Elektrik <br> Uretim AS<br>| 23983 | &nbsp;&nbsp; 56256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Europap Tezol Kagit <br> Sanayi VE Ticaret <br> AS<br>| 37546 | &nbsp;&nbsp; 14829 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Europen Endustri <br> Insaat Sanayi VE <br> Ticaret AS<br>| 339359 | &nbsp;&nbsp; 55407 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Europower Enerji VE <br> Otomasyon <br> Teknolojileri Sanayi <br> Ticaret AS<br>| 24619 | &nbsp;&nbsp; 18849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ford Otomotiv Sanayi <br> AS<br>| 26550 | &nbsp;&nbsp; 62145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GEN Ilac VE Saglik <br> Urunleri Sanayi VE <br> Ticaret AS<br>| 10441 | &nbsp;&nbsp; 47760 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Girsim Elektrik Sanayi <br> Taahut Ve Ticaret <br> AS<br>| 37776 | &nbsp;&nbsp; 46408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Yatirim Holding <br> AS<br>| 466026 | &nbsp;&nbsp; 102328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goltas Goller Bolgesi <br> Cimento Sanayi ve <br> Ticaret AS<br>| 3751 | &nbsp;&nbsp; 32433 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gozde Girisim <br> Sermayesi Yatirim <br> Ortakligi AS<br>| 104285 | &nbsp;&nbsp; 56594 |
|  | Grainturk Tarim AS | 7309 | &nbsp;&nbsp; 82987 |
| \* | GSD Holding AS | 286149 | &nbsp;&nbsp; 29914 |
| \* | Gubre Fabrikalari TAS | 4790 | &nbsp;&nbsp; 29286 |
| #\* | Hektas Ticaret TAS | 346845 | &nbsp;&nbsp; 33779 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hitit Bilgisayar <br> Hizmetleri AS<br>| 6775 | &nbsp;&nbsp; 7510 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HUN Yenilenebilir <br> Enerji Uretim AS<br>| 99573 | &nbsp;&nbsp; 10963 |
| \* | Ihlas Holding AS | 515900 | &nbsp;&nbsp; 34350 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Indeks Bilgisayar <br> Sistemleri <br> Muhendislik Sanayi <br> ve Ticaret AS<br>| 160496 | &nbsp;&nbsp; 29667 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Inveo Yatirim Holding <br> AS<br>| 285 | &nbsp;&nbsp; 68 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ipek Dogal Enerji <br> Kaynaklari Arastirma <br> Ve Uretim AS<br>| 14896 | &nbsp;&nbsp; 19975 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Is Finansal Kiralama <br> AS<br>| 172678 | &nbsp;&nbsp; $75516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Is Yatirim Menkul <br> Degerler AS<br>| 92488 | &nbsp;&nbsp; 95225 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Isiklar Enerji ve Yapi <br> Holding AS<br>| 37841 | &nbsp;&nbsp; 11961 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Izmir Demir Celik <br> Sanayi AS<br>| 310489 | &nbsp;&nbsp; 44000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kalekim Kimyevi <br> Maddeler Sanayi ve <br> Ticaret AS<br>| 45847 | &nbsp;&nbsp; 33040 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kardemir Karabuk <br> Demir Celik Sanayi <br> ve Ticaret AS <br> (KRDMA TI), <br> Class A<br>| 111330 | &nbsp;&nbsp; 108347 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kardemir Karabuk <br> Demir Celik Sanayi <br> ve Ticaret AS <br> (KRDMD TI), <br> Class D<br>| 429687 | &nbsp;&nbsp; 292018 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Karsan Otomotiv <br> Sanayii Ve Ticaret <br> AS<br>| 60736 | &nbsp;&nbsp; 15046 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Katmerciler Arac Ustu <br> Ekipman Sanayi ve <br> Ticaret AS<br>| 1017930 | &nbsp;&nbsp; 63582 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kayseri Seker <br> Fabrikasi AS<br>| 17974 | &nbsp;&nbsp; 9372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kervan Gida Sanayi Ve <br> Ticaret AS<br>| 411487 | &nbsp;&nbsp; 21771 |
|  | Kiler Holding AS | 12084 | &nbsp;&nbsp; 18500 |
|  | KOC Holding AS | 80832 | &nbsp;&nbsp; 356096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kocaer Celik Sanayi <br> Ve Ticaret AS<br>| 85664 | &nbsp;&nbsp; 31068 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Konya Cimento Sanayii <br> AS<br>| 106 | &nbsp;&nbsp; 15237 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kordsa Teknik Tekstil <br> AS<br>| 20633 | &nbsp;&nbsp; 31217 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Koza Anadolu Metal <br> Madencilik <br> Isletmeleri AS<br>| 20447 | &nbsp;&nbsp; 37466 |
|  | LDR Turizm AS | 5342 | &nbsp;&nbsp; 30073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Logo Yazilim Sanayi <br> Ve Ticaret AS<br>| 19489 | &nbsp;&nbsp; 76777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lokman Hekim <br> Engurusag Saglik <br> Turizm Egitim <br> Hizmetleri ve Insaat <br> Taahhut AS<br>| 60806 | &nbsp;&nbsp; 26057 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Margun Enerji Uretim <br> Sanayi VE Ticaret <br> AS<br>| 42334 | &nbsp;&nbsp; 45637 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Mavi Giyim Sanayi Ve <br> Ticaret AS, Class B<br>| 133655 | &nbsp;&nbsp; 138942 |
| #\* | MIA Teknoloji AS | 42541 | &nbsp;&nbsp; 37636 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  | Migros Ticaret AS | 5375 | &nbsp;&nbsp; $69317 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; MLP Saglik Hizmetleri <br> AS<br>| 7667 | &nbsp;&nbsp; 72052 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Naturel Yenilenebilir <br> Enerji Ticaret AS<br>| 16173 | &nbsp;&nbsp; 18721 |
| \* | NET Holding AS | 60396 | &nbsp;&nbsp; 76433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nuh Cimento Sanayi <br> AS<br>| 6838 | &nbsp;&nbsp; 39280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ODAS Elektrik Uretim <br> ve Sanayi Ticaret <br> AS<br>| 107633 | &nbsp;&nbsp; 14446 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orge Enerji Elektrik <br> Taahhut AS<br>| 18555 | &nbsp;&nbsp; 34587 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oyak Cimento <br> Fabrikalari AS<br>| 189465 | &nbsp;&nbsp; 111360 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oyak Yatirim Menkul <br> Degerler AS<br>| 31633 | &nbsp;&nbsp; 29033 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pegasus Hava <br> Tasimaciligi AS<br>| 48127 | &nbsp;&nbsp; 298099 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Peker Gayrimenkul <br> Yatirim Ortakligi AS<br>| 40494 | &nbsp;&nbsp; 5370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Penta Teknoloji <br> Urunleri Dagitim <br> Ticaret AS<br>| 54864 | &nbsp;&nbsp; 21148 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Petkim Petrokimya <br> Holding AS<br>| 211934 | &nbsp;&nbsp; 89135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Platform Turizm <br> Tasimacilik Gida <br> Insaat Temizlik <br> Hizmetleri Sanayi <br> VE Ticaret AS<br>| 45883 | &nbsp;&nbsp; 30099 |
| \* | Polisan Holding AS | 169399 | &nbsp;&nbsp; 16918 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Politeknik Metal Sanayi <br> ve Ticaret AS<br>| 34 | &nbsp;&nbsp; 5699 |
| \* | Qua Granite Hayal | 184107 | &nbsp;&nbsp; 31135 |
| \* | Ral Yatirim Holding AS | 30403 | &nbsp;&nbsp; 93516 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Reysas Tasimacilik ve <br> Lojistik Ticaret AS<br>| 254592 | &nbsp;&nbsp; 106658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sarkuysan Elektrolitik <br> Bakir Sanayi ve <br> Ticaret AS<br>| 89120 | &nbsp;&nbsp; 43609 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sasa Polyester Sanayi <br> AS<br>| 338269 | &nbsp;&nbsp; 25958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SDT Uzay VE <br> Savunma <br> Teknolojileri AS<br>| 3676 | &nbsp;&nbsp; 16291 |
|  | Sekerbank Turk AS | 1008762 | &nbsp;&nbsp; 145131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Selcuk Ecza Deposu <br> Ticaret ve Sanayi <br> AS<br>| 10411 | &nbsp;&nbsp; 26199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sok Marketler Ticaret <br> AS<br>| 75479 | &nbsp;&nbsp; 69286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SUN Tekstil Sanayi Ve <br> Ticaret AS<br>| 17135 | &nbsp;&nbsp; 17406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suwen Tekstil Sanayi <br> Pazarlama AS<br>| 116500 | &nbsp;&nbsp; 30385 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tapdi Oksijen Ozel <br> Saglik Hizmetleri <br> Sanayi VE Ticaret <br> AS<br>| 11462 | &nbsp;&nbsp; $15786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TAV Havalimanlari <br> Holding AS<br>| 20449 | &nbsp;&nbsp; 123564 |
| \* | Tekfen Holding AS | 16654 | &nbsp;&nbsp; 44227 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tofas Turk Otomobil <br> Fabrikasi AS<br>| 17549 | &nbsp;&nbsp; 99489 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tukas Gida Sanayi ve <br> Ticaret AS<br>| 753227 | &nbsp;&nbsp; 50007 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tumosan Motor ve <br> Traktor Sanayi AS<br>| 6241 | &nbsp;&nbsp; 18429 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Turk Altin Isletmeleri <br> AS<br>| 62876 | &nbsp;&nbsp; 35325 |
|  | Turk Hava Yollari AO | 104341 | &nbsp;&nbsp; 738696 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Turk Telekomunikasyon <br> AS<br>| 121357 | &nbsp;&nbsp; 162677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turk Traktor ve Ziraat <br> Makineleri AS<br>| 2167 | &nbsp;&nbsp; 31496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turkcell Iletisim <br> Hizmetleri AS<br>| 233838 | &nbsp;&nbsp; 536094 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Garanti <br> Bankasi AS<br>| 108139 | &nbsp;&nbsp; 379126 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Is Bankasi AS, <br> Class C<br>| 1192339 | &nbsp;&nbsp; 434060 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Petrol <br> Rafinerileri AS<br>| 127986 | &nbsp;&nbsp; 531736 |
|  | Turkiye Sigorta AS | 231215 | &nbsp;&nbsp; 56302 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Sinai Kalkinma <br> Bankasi AS<br>| 505959 | &nbsp;&nbsp; 171240 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Sise ve Cam <br> Fabrikalari AS<br>| 161585 | &nbsp;&nbsp; 145948 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Vakiflar <br> Bankasi TAO, <br> Class D<br>| 811020 | &nbsp;&nbsp; 574138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ulker Biskuvi Sanayi <br> AS<br>| 59050 | &nbsp;&nbsp; 159169 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Usak Seramik Sanayii <br> AS<br>| 292700 | &nbsp;&nbsp; 33852 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vakif Finansal <br> Kiralama AS<br>| 766656 | &nbsp;&nbsp; 62568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vestel Beyaz Esya <br> Sanayi ve Ticaret <br> AS<br>| 102700 | &nbsp;&nbsp; 26377 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vestel Elektronik <br> Sanayi ve Ticaret <br> AS<br>| 57765 | &nbsp;&nbsp; 54104 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yapi ve Kredi Bankasi <br> AS<br>| 477106 | &nbsp;&nbsp; 394577 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yatas Yatak ve Yorgan <br> Sanayi ve Ticaret <br> AS<br>| 50837 | &nbsp;&nbsp; 34566 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yayla Agro Gida <br> Sanayi VE Nakliyat <br> AS<br>| 127653 | &nbsp;&nbsp; 32400 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; YEO Teknoloji Enerji <br> VE Endustri AS<br>| 26422 | &nbsp;&nbsp; $26769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ziraat Gayrimenkul <br> Yatirim Ortakligi AS<br>| 65156 | &nbsp;&nbsp; 38764 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zorlu Enerji Elektrik <br> Uretim AS<br>| 440149 | &nbsp;&nbsp; 36372 |
| TOTAL TURKEY | TOTAL TURKEY |  | &nbsp;&nbsp; 12931996 |
| UNITED ARAB EMIRATES — (2.3%) | UNITED ARAB EMIRATES — (2.3%) | UNITED ARAB EMIRATES — (2.3%) | UNITED ARAB EMIRATES — (2.3%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi Aviation <br> Co.<br>| 14380 | &nbsp;&nbsp; 22933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi Commercial <br> Bank PJSC<br>| 300437 | &nbsp;&nbsp; 1329462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi Islamic <br> Bank PJSC<br>| 251763 | &nbsp;&nbsp; 1653064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi National <br> Hotels<br>| 2122301 | &nbsp;&nbsp; 288278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi National <br> Insurance Co. PSC<br>| 48909 | &nbsp;&nbsp; 95789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi National Oil <br> Co. for Distribution <br> PJSC<br>| 530139 | &nbsp;&nbsp; 535184 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi Ports Co. <br> PJSC<br>| 224804 | &nbsp;&nbsp; 254586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi Ship <br> Building Co. PJSC<br>| 17840 | &nbsp;&nbsp; 38780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ADNOC Drilling Co. <br> PJSC<br>| 394041 | &nbsp;&nbsp; 626435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ADNOC Logistics & <br> Services<br>| 20214 | &nbsp;&nbsp; 25626 |
|  | Agility Global PLC | 894066 | &nbsp;&nbsp; 286893 |
|  | Agthia Group PJSC | 122446 | &nbsp;&nbsp; 142100 |
|  | Air Arabia PJSC | 705958 | &nbsp;&nbsp; 713670 |
|  | Ajman Bank PJSC | 319957 | &nbsp;&nbsp; 128668 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AL Seer Marine <br> Supplies & <br> Equipment Co. LLC<br>| 84949 | &nbsp;&nbsp; 89719 |
|  | Aldar Properties PJSC | 154222 | &nbsp;&nbsp; 398530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alpha Dhabi Holding <br> PJSC<br>| 42848 | &nbsp;&nbsp; 145035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amanat Holdings <br> PJSC<br>| 499460 | &nbsp;&nbsp; 160232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Americana Restaurants <br> International PLC - <br> Foreign Co.<br>| 683152 | &nbsp;&nbsp; 399360 |
| \* | Amlak Finance PJSC | 140173 | &nbsp;&nbsp; 64426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Apex Investment Co. <br> PSC<br>| 78960 | &nbsp;&nbsp; 83369 |
| \* | Bank of Sharjah | 359887 | &nbsp;&nbsp; 165484 |
|  | Burjeel Holdings PLC | 283506 | &nbsp;&nbsp; 111682 |
|  | Dana Gas PJSC | 1956253 | &nbsp;&nbsp; 407854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deyaar Development <br> PJSC<br>| 451753 | &nbsp;&nbsp; 127650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Electricity & <br> Water Authority <br> PJSC<br>| 333242 | &nbsp;&nbsp; 250914 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Financial Market <br> PJSC<br>| 762271 | &nbsp;&nbsp; $362643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Investments <br> PJSC<br>| 860366 | &nbsp;&nbsp; 691494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Islamic Bank <br> PJSC<br>| 515907 | &nbsp;&nbsp; 1399171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emaar Development <br> PJSC<br>| 170570 | &nbsp;&nbsp; 696086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emaar Properties <br> PJSC<br>| 733488 | &nbsp;&nbsp; 3037594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emirates Central <br> Cooling Systems <br> Corp.<br>| 562291 | &nbsp;&nbsp; 264789 |
|  | Emirates Driving Co. | 115541 | &nbsp;&nbsp; 93372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emirates Integrated <br> Telecommunications <br> Co. PJSC<br>| 181259 | &nbsp;&nbsp; 493061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emirates NBD Bank <br> PJSC<br>| 336120 | &nbsp;&nbsp; 2446026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emirates <br> Telecommunications <br> Group Co. PJSC<br>| 356607 | &nbsp;&nbsp; 1838836 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EMSTEEL Building <br> Materials PJSC<br>| 396596 | &nbsp;&nbsp; 142161 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eshraq Investments <br> PJSC<br>| 356690 | &nbsp;&nbsp; 51827 |
|  | Fertiglobe PLC | 283949 | &nbsp;&nbsp; 200670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Abu Dhabi Bank <br> PJSC<br>| 344268 | &nbsp;&nbsp; 1684192 |
| \* | Ghitha Holding PJSC | 14122 | &nbsp;&nbsp; 97176 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Navigation <br> Holding PJSC<br>| 43065 | &nbsp;&nbsp; 70348 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Pharmaceutical <br> Industries PSC<br>| 126729 | &nbsp;&nbsp; 49331 |
| \* | Manazel PJSC | 471037 | &nbsp;&nbsp; 44422 |
| \* | Multiply Group PJSC | 1426112 | &nbsp;&nbsp; 1065451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank of Ras <br> Al-Khaimah PSC<br>| 56365 | &nbsp;&nbsp; 118898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Central <br> Cooling Co. PJSC<br>| 208407 | &nbsp;&nbsp; 164804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Corp. for <br> Tourism & Hotels<br>| 78396 | &nbsp;&nbsp; 44366 |
|  | NMDC Group PJSC | 14855 | &nbsp;&nbsp; 100866 |
|  | Palms Sports PrJSC | 4850 | &nbsp;&nbsp; 10193 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Presight AI Holding <br> PLC<br>| 122248 | &nbsp;&nbsp; 126895 |
| \* | RAK Properties PJSC | 474540 | &nbsp;&nbsp; 198359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ras Al Khaimah <br> Ceramics PJSC<br>| 261574 | &nbsp;&nbsp; 183663 |
|  | Salik Co. PJSC | 332982 | &nbsp;&nbsp; 579526 |
|  | Sharjah Islamic Bank | 443792 | &nbsp;&nbsp; 364586 |
| \* | Space42 PLC | 140389 | &nbsp;&nbsp; 83110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taaleem Holdings <br> PJSC<br>| 32168 | &nbsp;&nbsp; 36771 |
|  | TECOM Group PJSC | 166981 | &nbsp;&nbsp; 155278 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Union Properties <br> PJSC<br>| 572379 | &nbsp;&nbsp; $135927 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED ARAB <br> EMIRATES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED ARAB <br> EMIRATES |  | &nbsp;&nbsp; 25577615 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 1087922882 |
| PREFERRED STOCKS — (0.8%) | PREFERRED STOCKS — (0.8%) | PREFERRED STOCKS — (0.8%) | PREFERRED STOCKS — (0.8%) |
| BRAZIL — (0.7%) | BRAZIL — (0.7%) | BRAZIL — (0.7%) | BRAZIL — (0.7%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alpargatas SA, <br> 1.243%<br>| 51327 | &nbsp;&nbsp; 78463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco ABC Brasil SA, <br> 9.013%<br>| 30406 | &nbsp;&nbsp; 117236 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Banco BMG SA, <br> 11.606%<br>| 75929 | &nbsp;&nbsp; 46782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bradesco SA, <br> 8.012%<br>| 343590 | &nbsp;&nbsp; 952925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco do Estado do <br> Rio Grande do Sul <br> SA, 9.977%<br>| 66700 | &nbsp;&nbsp; 130671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Mercantil do <br> Brasil SA, 3.103%<br>| 7400 | &nbsp;&nbsp; 51130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Pan SA, <br> 3.100%<br>| 92178 | &nbsp;&nbsp; 128237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Pine SA, <br> 8.636%<br>| 12548 | &nbsp;&nbsp; 13557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Centrais Eletricas <br> Brasileiras SA, <br> 4.729%<br>| 22000 | &nbsp;&nbsp; 160692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Centrais Eletricas de <br> Santa Catarina SA, <br> 8.789%<br>| 1300 | &nbsp;&nbsp; 24231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia de Ferro Ligas da <br> Bahia FERBASA, <br> 7.560%<br>| 56800 | &nbsp;&nbsp; 67151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia De Sanena Do <br> Parana, 6.806%<br>| 217148 | &nbsp;&nbsp; 256333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Energetica de <br> Minas Gerais, <br> 18.528%<br>| 218488 | &nbsp;&nbsp; 403065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Paranaense de <br> Energia - Copel <br> Class B, 6.890%<br>| 172300 | &nbsp;&nbsp; 364936 |
|  | Energisa SA, 6.629% | 75 | &nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eucatex SA Industria e <br> Comercio, 4.174%<br>| 11500 | &nbsp;&nbsp; 36187 |
|  | Gerdau SA, 3.801% | 38 | &nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Isa Energia Brasil SA, <br> 10.895%<br>| 60100 | &nbsp;&nbsp; 232584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Itau Unibanco Holding <br> SA, 7.121%<br>| 265110 | &nbsp;&nbsp; 1664646 |
|  | Klabin SA, 5.280% | 3 | &nbsp;&nbsp; 2 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marcopolo SA, <br> 6.961%<br>| 217112 | &nbsp;&nbsp; 320266 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Petroleo Brasileiro SA - <br> Petrobras, 10.499%<br>| 455373 | &nbsp;&nbsp; $2654387 |
|  | Raizen SA, 0.705% | 233826 | &nbsp;&nbsp; 59296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Randon SA <br> Implementos e <br> Participacoes, <br> 3.602%<br>| 46700 | &nbsp;&nbsp; 59297 |
|  | Schulz SA, 7.630% | 39876 | &nbsp;&nbsp; 35891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taurus Armas SA, <br> 3.791%<br>| 36604 | &nbsp;&nbsp; 31770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Track & Field Co. SA, <br> 1.633%<br>| 6600 | &nbsp;&nbsp; 17150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unipar Carbocloro SA, <br> 9.164%<br>| 8500 | &nbsp;&nbsp; 83443 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Usinas Siderurgicas de <br> Minas Gerais SA <br> Usiminas<br>| 83400 | &nbsp;&nbsp; 65236 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp; 8055795 |
| CHILE — (0.0%) | CHILE — (0.0%) | CHILE — (0.0%) | CHILE — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sociedad Quimica y <br> Minera de Chile SA <br> Class B<br>| 3458 | &nbsp;&nbsp; 127176 |
| COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Argos SA, <br> 5.658%<br>| 20262 | &nbsp;&nbsp; 56635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aval Acciones y <br> Valores SA, 4.066%<br>| 834338 | &nbsp;&nbsp; 115212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo de Inversiones <br> Suramericana SA, <br> 3.840%<br>| 28009 | &nbsp;&nbsp; 252672 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | &nbsp;&nbsp; 424519 |
| TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taishin Financial <br> Holding Co. Ltd.<br>| 269838 | &nbsp;&nbsp; 80732 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL PREFERRED <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL PREFERRED <br> STOCKS |  | &nbsp;&nbsp; 8688222 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Banco BMG SA Rights <br> 08/25/2025<br>| 2066 | &nbsp;&nbsp; 347 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Priner Servicos <br> Industriais SA Rights <br> 08/06/2025<br>| 791 | &nbsp;&nbsp; 45 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Randon SA <br> Implementos e <br> Participacoes Rights <br> 08/19/2025<br>| 3738 | &nbsp;&nbsp; 53 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp; 445 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Inox Wind Ltd. Rights <br> 08/20/2025<br>| 5667 | &nbsp;&nbsp; $1980 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JTEKT India Ltd. <br> Rights 08/12/2025<br>| 1430 | &nbsp;&nbsp; 342 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra Logistics Ltd. <br> Rights 08/14/2025<br>| 5091 | &nbsp;&nbsp; 2737 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Spandana Sphoorty <br> Financial Ltd. Rights <br> 08/11/2025<br>| 1454 | &nbsp;&nbsp; 662 |
| TOTAL INDIA | TOTAL INDIA |  | &nbsp;&nbsp; 5721 |
| MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aurelius Technologies <br> Bhd. Warrants <br> 06/18/2030<br>| 45700 | &nbsp;&nbsp; 2946 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dagang NeXchange <br> Bhd. Warrants <br> 07/23/2030<br>| 187933 | &nbsp;&nbsp; 3966 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guan Chong Bhd. <br> Warrants <br> 06/19/2028<br>| 19000 | &nbsp;&nbsp; 869 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; YTL Corp. Bhd. <br> Warrants <br> 06/02/2028<br>| 157840 | &nbsp;&nbsp; 36638 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; YTL Power <br> International Bhd. <br> Warrants <br> 06/02/2028<br>| 40980 | &nbsp;&nbsp; 15854 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp; 60273 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LS Marine Solution Co. <br> Ltd. Rights <br> 08/05/2025<br>| 1319 | &nbsp;&nbsp; $4042 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SY Steel Tech, Inc. <br> Rights 09/04/2025<br>| 2571 | &nbsp;&nbsp; 1808 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | &nbsp;&nbsp; 5850 |
| THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) |
| \* | Assetwise PCL | 3850 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Better World Green <br> PCL Warrants <br> 03/13/2026<br>| 142950 | &nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS |  | &nbsp;&nbsp; 72289 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $900,690,252) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $900,690,252) |  | &nbsp;&nbsp; 1096683393 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (0.6%) | SECURITIES LENDING COLLATERAL — (0.6%) | SECURITIES LENDING COLLATERAL — (0.6%) | SECURITIES LENDING COLLATERAL — (0.6%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 531819 | &nbsp;&nbsp; 6151555 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $906,841,708)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $906,841,708)^^ |  | &nbsp;&nbsp; $1102834948 |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $29,654,726 or 2.7% of net assets.

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp;&nbsp; $43713327 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $43713327 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile | &nbsp;&nbsp;&nbsp; 7115349 | &nbsp;&nbsp;&nbsp; $443 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7115792 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | &nbsp;&nbsp;&nbsp; 1842343 | &nbsp;&nbsp;&nbsp; 223470 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2065813 |
| &nbsp;&nbsp;&nbsp;&nbsp; Czech Republic | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2007772 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2007772 |
| &nbsp;&nbsp;&nbsp;&nbsp; Egypt | &nbsp;&nbsp;&nbsp; 252333 | &nbsp;&nbsp;&nbsp; 106825 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 359158 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; 309807 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 309807 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greece | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9339599 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9339599 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hungary | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3298557 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3298557 |
| &nbsp;&nbsp;&nbsp;&nbsp; India | &nbsp;&nbsp;&nbsp; 13981245 | &nbsp;&nbsp;&nbsp; 262755321 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 276736566 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indonesia | &nbsp;&nbsp;&nbsp; 255253 | &nbsp;&nbsp;&nbsp; 21942091 | &nbsp;&nbsp;&nbsp; $35790 | &nbsp;&nbsp;&nbsp; 22233134 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kuwait | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 13072508 | &nbsp;&nbsp;&nbsp; 40905 | &nbsp;&nbsp;&nbsp; 13113413 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 21406730 | &nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp; 21406747 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mexico | &nbsp;&nbsp;&nbsp; 26136738 | &nbsp;&nbsp;&nbsp; 36663 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 26173401 |

---

------

**Emerging Markets ex China 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; Peru | &nbsp;&nbsp;&nbsp; $1065548 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1065548 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines | &nbsp;&nbsp;&nbsp; 104206 | &nbsp;&nbsp;&nbsp; $7964168 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8068374 |
| &nbsp;&nbsp;&nbsp;&nbsp; Poland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 19400007 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 19400007 |
| &nbsp;&nbsp;&nbsp;&nbsp; Qatar | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12591378 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12591378 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | &nbsp;&nbsp;&nbsp; 32451 | &nbsp;&nbsp;&nbsp; 47202728 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 47235179 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa | &nbsp;&nbsp;&nbsp; 4413666 | &nbsp;&nbsp;&nbsp; 39687229 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 44100895 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea | &nbsp;&nbsp;&nbsp; 5155317 | &nbsp;&nbsp;&nbsp; 171863806 | &nbsp;&nbsp;&nbsp; $62589 | &nbsp;&nbsp;&nbsp; 177081712 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan | &nbsp;&nbsp;&nbsp; 819869 | &nbsp;&nbsp;&nbsp; 292133394 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 292953263 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand | &nbsp;&nbsp;&nbsp; 26485 | &nbsp;&nbsp;&nbsp; 19017344 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 19043829 |
| &nbsp;&nbsp;&nbsp;&nbsp; Turkey | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12931996 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12931996 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 25577615 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 25577615 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp;&nbsp; 8055795 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8055795 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile | &nbsp;&nbsp;&nbsp; 127176 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 127176 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | &nbsp;&nbsp;&nbsp; 424519 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 424519 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan | &nbsp;&nbsp;&nbsp; 80732 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 80732 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 445 |
| &nbsp;&nbsp;&nbsp;&nbsp; India | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5721 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5721 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 60273 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 60273 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5850 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5850 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6151555 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6151555 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $113912159 | &nbsp;&nbsp;&nbsp; $988783488 | &nbsp;&nbsp;&nbsp; $139,301˂˃ | &nbsp;&nbsp;&nbsp; $1102834948 |

---

&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>|

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (98.3%) | COMMON STOCKS — (98.3%) | COMMON STOCKS — (98.3%) | COMMON STOCKS — (98.3%) |
| AUSTRALIA — (3.8%) | AUSTRALIA — (3.8%) | AUSTRALIA — (3.8%) | AUSTRALIA — (3.8%) |
|  | AMP Ltd. | 106142 | &nbsp;&nbsp; $108596 |
|  | Ansell Ltd. | 7902 | &nbsp;&nbsp; 151281 |
|  | Aurizon Holdings Ltd. | 98338 | &nbsp;&nbsp; 204133 |
| \* | Austal Ltd. | 2856 | &nbsp;&nbsp; 11985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Queensland <br> Ltd.<br>| 31808 | &nbsp;&nbsp; 154963 |
|  | Bapcor Ltd. | 11296 | &nbsp;&nbsp; 27875 |
|  | Bega Cheese Ltd. | 17127 | &nbsp;&nbsp; 57027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bendigo & Adelaide <br> Bank Ltd.<br>| 27016 | &nbsp;&nbsp; 211650 |
|  | Challenger Ltd. | 25514 | &nbsp;&nbsp; 134092 |
|  | Champion Iron Ltd. | 23896 | &nbsp;&nbsp; 63139 |
|  | Downer EDI Ltd. | 26069 | &nbsp;&nbsp; 114955 |
|  | Endeavour Group Ltd. | 67083 | &nbsp;&nbsp; 175669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GrainCorp Ltd., <br> Class A<br>| 7404 | &nbsp;&nbsp; 35930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harvey Norman <br> Holdings Ltd.<br>| 22485 | &nbsp;&nbsp; 83371 |
|  | IGO Ltd. | 39661 | &nbsp;&nbsp; 111573 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Judo Capital Holdings <br> Ltd.<br>| 26930 | &nbsp;&nbsp; 25972 |
|  | Lendlease Corp. Ltd. | 37337 | &nbsp;&nbsp; 125490 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mineral Resources <br> Ltd.<br>| 10039 | &nbsp;&nbsp; 181326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nine Entertainment Co. <br> Holdings Ltd.<br>| 81313 | &nbsp;&nbsp; 88332 |
|  | Orora Ltd. | 75193 | &nbsp;&nbsp; 99797 |
|  | Perpetual Ltd. | 5362 | &nbsp;&nbsp; 72007 |
|  | Perseus Mining Ltd. | 71368 | &nbsp;&nbsp; 148996 |
| \* | PEXA Group Ltd. | 7350 | &nbsp;&nbsp; 74636 |
| \* | Pilbara Minerals Ltd. | 159440 | &nbsp;&nbsp; 161785 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ramelius Resources <br> Ltd.<br>| 11361 | &nbsp;&nbsp; 18279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramsay Health Care <br> Ltd.<br>| 10720 | &nbsp;&nbsp; 265370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Worldwide <br> Corp. Ltd.<br>| 42032 | &nbsp;&nbsp; 115546 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sandfire Resources <br> Ltd.<br>| 25570 | &nbsp;&nbsp; 172024 |
|  | Sims Ltd. (SGM AU) | 8786 | &nbsp;&nbsp; 85254 |
|  | TPG Telecom Ltd. | 23947 | &nbsp;&nbsp; 84940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Treasury Wine Estates <br> Ltd.<br>| 30978 | &nbsp;&nbsp; 149798 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Viva Energy Group <br> Ltd.<br>| 68081 | &nbsp;&nbsp; 91108 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; West African <br> Resources Ltd.<br>| 16688 | &nbsp;&nbsp; 24985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westgold Resources <br> Ltd.<br>| 6639 | &nbsp;&nbsp; 10840 |
|  | Worley Ltd. | 27700 | &nbsp;&nbsp; 235729 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp; 3878453 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRIA — (0.3%) | AUSTRIA — (0.3%) | AUSTRIA — (0.3%) | AUSTRIA — (0.3%) |
|  | Telekom Austria AG | 3405 | &nbsp;&nbsp; $36085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UNIQA Insurance <br> Group AG<br>| 5202 | &nbsp;&nbsp; 74944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vienna Insurance <br> Group AG Wiener <br> Versicherung <br> Gruppe<br>| 1085 | &nbsp;&nbsp; 57250 |
|  | Wienerberger AG | 2743 | &nbsp;&nbsp; 91952 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp; 260231 |
| BELGIUM — (0.8%) | BELGIUM — (0.8%) | BELGIUM — (0.8%) | BELGIUM — (0.8%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ackermans & van <br> Haaren NV<br>| 748 | &nbsp;&nbsp; 183482 |
|  | Ageas SA | 2681 | &nbsp;&nbsp; 182287 |
|  | Azelis Group NV | 7609 | &nbsp;&nbsp; 118218 |
|  | Colruyt Group NV | 1258 | &nbsp;&nbsp; 53738 |
|  | Syensqo SA | 3641 | &nbsp;&nbsp; 288570 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp; 826295 |
| BRAZIL — (0.8%) | BRAZIL — (0.8%) | BRAZIL — (0.8%) | BRAZIL — (0.8%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Siderurgica <br> Nacional SA <br> (CSNA3 BZ)<br>| 10800 | &nbsp;&nbsp; 15468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cyrela Brazil Realty <br> SA <br> Empreendimentos e <br> Participacoes<br>| 10600 | &nbsp;&nbsp; 46416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gerdau SA, Sponsored <br> ADR<br>| 11837 | &nbsp;&nbsp; 35037 |
|  | Grupo Mateus SA | 31300 | &nbsp;&nbsp; 40973 |
| \* Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hapvida Participacoes <br> e Investimentos SA<br>| 18013 | &nbsp;&nbsp; 106382 |
|  | Hypera SA | 14500 | &nbsp;&nbsp; 66576 |
|  | Lojas Renner SA | 25600 | &nbsp;&nbsp; 74383 |
| \* | Natura Cosmeticos SA | 47800 | &nbsp;&nbsp; 77084 |
| \* | PRIO SA | 11300 | &nbsp;&nbsp; 85140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ultrapar Participacoes <br> SA (UGPA3 BZ)<br>| 34000 | &nbsp;&nbsp; 104255 |
|  | Vibra Energia SA | 44300 | &nbsp;&nbsp; 167800 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp; 819514 |
| CANADA — (6.6%) | CANADA — (6.6%) | CANADA — (6.6%) | CANADA — (6.6%) |
|  | AltaGas Ltd. | 17200 | &nbsp;&nbsp; 507832 |
| \* | ATS Corp. (ATS CN) | 4900 | &nbsp;&nbsp; 148705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B2Gold Corp. (BTO <br> CN)<br>| 72900 | &nbsp;&nbsp; 245175 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Tire Corp. <br> Ltd., Class A<br>| 2900 | &nbsp;&nbsp; 388411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Definity Financial <br> Corp.<br>| 4400 | &nbsp;&nbsp; 237053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; E-L Financial Corp. <br> Ltd.<br>| 1000 | &nbsp;&nbsp; 10602 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eldorado Gold Corp. <br> (ELD CN)<br>| 12100 | &nbsp;&nbsp; $247921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empire Co. Ltd., <br> Class A<br>| 7500 | &nbsp;&nbsp; 298679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Endeavour Mining <br> PLC<br>| 8138 | &nbsp;&nbsp; 244328 |
|  | EQB, Inc. | 1039 | &nbsp;&nbsp; 77235 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Equinox Gold Corp. <br> (EQX CN)<br>| 21500 | &nbsp;&nbsp; 130961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Finning International, <br> Inc.<br>| 7900 | &nbsp;&nbsp; 344257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hudbay Minerals, Inc. <br> (HBM CN)<br>| 23300 | &nbsp;&nbsp; 216251 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IAMGOLD Corp. (IMG <br> CN)<br>| 17700 | &nbsp;&nbsp; 119567 |
|  | IGM Financial, Inc. | 3900 | &nbsp;&nbsp; 129137 |
|  | Linamar Corp. | 2100 | &nbsp;&nbsp; 101544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magna International, <br> Inc. (MG CN)<br>| 15400 | &nbsp;&nbsp; 631516 |
|  | OceanaGold Corp. | 12900 | &nbsp;&nbsp; 175494 |
|  | Onex Corp. | 3500 | &nbsp;&nbsp; 284729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Open Text Corp. <br> (OTEX CN)<br>| 14800 | &nbsp;&nbsp; 435583 |
|  | PrairieSky Royalty Ltd. | 12500 | &nbsp;&nbsp; 214979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premium Brands <br> Holdings Corp.<br>| 2500 | &nbsp;&nbsp; 158487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandstorm Gold Ltd. <br> (SAND US)<br>| 6600 | &nbsp;&nbsp; 61776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandstorm Gold Ltd. <br> (SSL CN)<br>| 5300 | &nbsp;&nbsp; 49611 |
|  | Saputo, Inc. | 11613 | &nbsp;&nbsp; 243558 |
|  | South Bow Corp. | 12100 | &nbsp;&nbsp; 317782 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SSR Mining, Inc. <br> (SSRM CN)<br>| 4800 | &nbsp;&nbsp; 57333 |
|  | Stella-Jones, Inc. | 3000 | &nbsp;&nbsp; 171023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Strathcona Resources <br> Ltd.<br>| 200 | &nbsp;&nbsp; 4911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TFI International, Inc. <br> (TFII CN)<br>| 900 | &nbsp;&nbsp; 78269 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Torex Gold Resources, <br> Inc.<br>| 2300 | &nbsp;&nbsp; 64787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; West Fraser Timber <br> Co. Ltd. (WFG CN)<br>| 3300 | &nbsp;&nbsp; 228780 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp; 6626276 |
| CHILE — (0.1%) | CHILE — (0.1%) | CHILE — (0.1%) | CHILE — (0.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Sud Americana de <br> Vapores SA<br>| 576034 | &nbsp;&nbsp; 29109 |
|  | Empresas CMPC SA | 21015 | &nbsp;&nbsp; 29603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sociedad Matriz SAAM <br> SA<br>| 738 | &nbsp;&nbsp; 90 |
| TOTAL CHILE | TOTAL CHILE |  | &nbsp;&nbsp; 58802 |
| CHINA — (10.2%) | CHINA — (10.2%) | CHINA — (10.2%) | CHINA — (10.2%) |
| Ω | 3SBio, Inc. | 55500 | &nbsp;&nbsp; 224368 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AAC Technologies <br> Holdings, Inc.<br>| 36000 | &nbsp;&nbsp; $182022 |
|  | Autohome, Inc., ADR | 2226 | &nbsp;&nbsp; 60302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AviChina Industry & <br> Technology Co. Ltd., <br> Class H<br>| 115000 | &nbsp;&nbsp; 67976 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baidu, Inc. (9888 HK), <br> Class A<br>| 56900 | &nbsp;&nbsp; 622562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Chongqing Co. <br> Ltd., Class H<br>| 22500 | &nbsp;&nbsp; 22200 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Qingdao Co. <br> Ltd., Class H<br>| 38000 | &nbsp;&nbsp; 19491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beibuwan Port Co. <br> Ltd., Class A<br>| 9100 | &nbsp;&nbsp; 10320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Enterprises <br> Holdings Ltd.<br>| 23000 | &nbsp;&nbsp; 96233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Enterprises <br> Water Group Ltd.<br>| 202000 | &nbsp;&nbsp; 69130 |
| Ω | BOC Aviation Ltd. | 9500 | &nbsp;&nbsp; 86307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BYD Electronic <br> International Co. <br> Ltd.<br>| 19000 | &nbsp;&nbsp; 79059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C&D International <br> Investment Group <br> Ltd.<br>| 34935 | &nbsp;&nbsp; 70480 |
| \* Ω | CALB Group Co. Ltd. | 7600 | &nbsp;&nbsp; 19002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Communications <br> Services Corp. Ltd., <br> Class H<br>| 122000 | &nbsp;&nbsp; 71058 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Energy <br> Engineering Corp. <br> Ltd. (3996 HK), <br> Class H<br>| 210000 | &nbsp;&nbsp; 34689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Everbright Bank <br> Co. Ltd., Class H<br>| 138000 | &nbsp;&nbsp; 64848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Galaxy <br> Securities Co. Ltd., <br> Class H<br>| 140000 | &nbsp;&nbsp; 189197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Gas Holdings <br> Ltd.<br>| 120000 | &nbsp;&nbsp; 126048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Gold <br> International <br> Resources Corp. <br> Ltd. (2099 HK)<br>| 11600 | &nbsp;&nbsp; 99725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China International <br> Marine Containers <br> Group Co. Ltd., <br> Class H<br>| 31800 | &nbsp;&nbsp; 34154 |
| \* Ω | China Literature Ltd. | 20600 | &nbsp;&nbsp; 80955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Medical System <br> Holdings Ltd.<br>| 67000 | &nbsp;&nbsp; 113760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants Port <br> Holdings Co. Ltd.<br>| 56000 | &nbsp;&nbsp; 110106 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Securities Co. Ltd., <br> Class H<br>| 18000 | &nbsp;&nbsp; 37210 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Minsheng <br> Banking Corp. Ltd., <br> Class H<br>| 249000 | &nbsp;&nbsp; $149870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Nonferrous <br> Mining Corp. Ltd.<br>| 57000 | &nbsp;&nbsp; 55381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Oilfield Services <br> Ltd., Class H<br>| 94000 | &nbsp;&nbsp; 83484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Overseas Land <br> & Investment Ltd.<br>| 170000 | &nbsp;&nbsp; 294015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Railway Group <br> Ltd., Class H<br>| 195000 | &nbsp;&nbsp; 98111 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Railway Signal <br> & Communication <br> Corp. Ltd., Class H<br>| 73000 | &nbsp;&nbsp; 31913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Reinsurance <br> Group Corp., <br> Class H<br>| 224000 | &nbsp;&nbsp; 38883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources Gas <br> Group Ltd.<br>| 42200 | &nbsp;&nbsp; 106821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources Land <br> Ltd.<br>| 143500 | &nbsp;&nbsp; 526210 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Pharmaceutical <br> Group Ltd.<br>| 95500 | &nbsp;&nbsp; 66690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China State <br> Construction <br> International <br> Holdings Ltd.<br>| 96000 | &nbsp;&nbsp; 147071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Taiping <br> Insurance Holdings <br> Co. Ltd.<br>| 58800 | &nbsp;&nbsp; 130654 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Tower Corp. <br> Ltd., Class H<br>| 187500 | &nbsp;&nbsp; 262372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Zheshang Bank <br> Co. Ltd., Class H<br>| 105000 | &nbsp;&nbsp; 36898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Rural <br> Commercial Bank <br> Co. Ltd., Class H<br>| 96000 | &nbsp;&nbsp; 76142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CMOC Group Ltd., <br> Class H<br>| 177000 | &nbsp;&nbsp; 200919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COFCO Sugar Holding <br> Co. Ltd., Class A<br>| 8300 | &nbsp;&nbsp; 11287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Development Co. <br> Ltd., Class H<br>| 146000 | &nbsp;&nbsp; 21740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Energy <br> Transportation Co. <br> Ltd., Class H<br>| 54000 | &nbsp;&nbsp; 43864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Holdings Co. Ltd., <br> Class H<br>| 123500 | &nbsp;&nbsp; 225751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CRRC Corp. Ltd., <br> Class H<br>| 202000 | &nbsp;&nbsp; 139977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSPC Pharmaceutical <br> Group Ltd.<br>| 252000 | &nbsp;&nbsp; 316712 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongfang Electric <br> Corp. Ltd., Class H<br>| 14000 | &nbsp;&nbsp; $32856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongfeng Motor Group <br> Co. Ltd., Class H<br>| 116000 | &nbsp;&nbsp; 69798 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Everbright Securities <br> Co. Ltd., Class H<br>| 11200 | &nbsp;&nbsp; 14919 |
|  | Far East Horizon Ltd. | 76000 | &nbsp;&nbsp; 77359 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genscript Biotech <br> Corp.<br>| 62000 | &nbsp;&nbsp; 134472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GF Securities Co. Ltd., <br> Class H<br>| 41200 | &nbsp;&nbsp; 89956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldwind Science & <br> Technology Co. Ltd., <br> Class H<br>| 32000 | &nbsp;&nbsp; 28406 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grand Pharmaceutical <br> Group Ltd.<br>| 36000 | &nbsp;&nbsp; 39815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Wall Motor Co. <br> Ltd., Class H<br>| 107000 | &nbsp;&nbsp; 174616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greentown China <br> Holdings Ltd.<br>| 51000 | &nbsp;&nbsp; 64149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangshen Railway <br> Co. Ltd., Class H<br>| 60000 | &nbsp;&nbsp; 14960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Automobile <br> Group Co. Ltd., <br> Class H<br>| 94000 | &nbsp;&nbsp; 37984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou <br> Baiyunshan <br> Pharmaceutical <br> Holdings Co. Ltd., <br> Class H<br>| 10000 | &nbsp;&nbsp; 23022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haier Smart Home Co. <br> Ltd. (6690 HK), <br> Class H<br>| 1800 | &nbsp;&nbsp; 5671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haitian International <br> Holdings Ltd.<br>| 32000 | &nbsp;&nbsp; 86744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Oxygen <br> Plant Group Co. <br> Ltd., Class A<br>| 3800 | &nbsp;&nbsp; 11559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengan International <br> Group Co. Ltd.<br>| 26500 | &nbsp;&nbsp; 79166 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Huatai Securities Co. <br> Ltd., Class H<br>| 53000 | &nbsp;&nbsp; 121983 |
| \* Ω | JD Logistics, Inc. | 90800 | &nbsp;&nbsp; 157358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Copper Co. <br> Ltd., Class H<br>| 55000 | &nbsp;&nbsp; 109930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Joincare <br> Pharmaceutical <br> Group Industry Co. <br> Ltd., Class A<br>| 7100 | &nbsp;&nbsp; 12510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingboard Holdings <br> Ltd.<br>| 27500 | &nbsp;&nbsp; 98508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingboard Laminates <br> Holdings Ltd.<br>| 48500 | &nbsp;&nbsp; 62271 |
|  | Kingsoft Corp. Ltd. | 25400 | &nbsp;&nbsp; 115500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kunlun Energy Co. <br> Ltd.<br>| 182000 | &nbsp;&nbsp; 175330 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Li Ning Co. Ltd. | 107000 | &nbsp;&nbsp; $226700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Livzon Pharmaceutical <br> Group, Inc., Class H<br>| 6400 | &nbsp;&nbsp; 30635 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Longfor Group <br> Holdings Ltd.<br>| 96500 | &nbsp;&nbsp; 120109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metallurgical Corp. of <br> China Ltd., Class H<br>| 93000 | &nbsp;&nbsp; 20133 |
|  | Minth Group Ltd. | 38000 | &nbsp;&nbsp; 125439 |
| \* | MMG Ltd. | 80000 | &nbsp;&nbsp; 38898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New China Life <br> Insurance Co. Ltd., <br> Class H<br>| 36100 | &nbsp;&nbsp; 231001 |
|  | Onewo, Inc., Class H | 9600 | &nbsp;&nbsp; 27408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient Overseas <br> International Ltd.<br>| 6500 | &nbsp;&nbsp; 116950 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Orient Securities Co. <br> Ltd., Class H<br>| 32800 | &nbsp;&nbsp; 31533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qifu Technology, Inc., <br> ADR<br>| 3544 | &nbsp;&nbsp; 121666 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Port <br> International Co. <br> Ltd., Class H<br>| 34000 | &nbsp;&nbsp; 28266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Weigao <br> Group Medical <br> Polymer Co. Ltd., <br> Class H<br>| 117600 | &nbsp;&nbsp; 103418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Fosun <br> Pharmaceutical <br> Group Co. Ltd., <br> Class H<br>| 20500 | &nbsp;&nbsp; 50028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai <br> Pharmaceuticals <br> Holding Co. Ltd., <br> Class H<br>| 32800 | &nbsp;&nbsp; 52311 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Taigang <br> Stainless Steel Co. <br> Ltd., Class A<br>| 21400 | &nbsp;&nbsp; 12443 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shenwan Hongyuan <br> Group Co. Ltd., <br> Class H<br>| 62400 | &nbsp;&nbsp; 26061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen MTC Co. <br> Ltd., Class A<br>| 17300 | &nbsp;&nbsp; 10795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Engineering <br> Group Co. Ltd., <br> Class H<br>| 59000 | &nbsp;&nbsp; 45811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Shanghai <br> Petrochemical Co. <br> Ltd., Class H<br>| 128000 | &nbsp;&nbsp; 22631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopharm Group Co. <br> Ltd., Class H<br>| 62000 | &nbsp;&nbsp; 149025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinotrans Ltd., <br> Class H<br>| 76000 | &nbsp;&nbsp; 42147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinotruk Hong Kong <br> Ltd.<br>| 28500 | &nbsp;&nbsp; 86855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinotruk Jinan Truck <br> Co. Ltd., Class A<br>| 4600 | &nbsp;&nbsp; 11682 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Art Retail Group <br> Ltd.<br>| 65000 | &nbsp;&nbsp; $17133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TCL Electronics <br> Holdings Ltd.<br>| 38000 | &nbsp;&nbsp; 49214 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tianma <br> Microelectronics Co. <br> Ltd., Class A<br>| 9600 | &nbsp;&nbsp; 12307 |
| # \* | &nbsp;&nbsp;&nbsp;&nbsp; Tianqi Lithium Corp., <br> Class H<br>| 5200 | &nbsp;&nbsp; 23376 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Topsports International <br> Holdings Ltd.<br>| 90000 | &nbsp;&nbsp; 36310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TravelSky Technology <br> Ltd., Class H<br>| 48000 | &nbsp;&nbsp; 76314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vipshop Holdings Ltd., <br> ADR<br>| 14278 | &nbsp;&nbsp; 215455 |
|  | Wharf Holdings Ltd. | 44000 | &nbsp;&nbsp; 125136 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Xinyi Solar Holdings <br> Ltd.<br>| 136000 | &nbsp;&nbsp; 52649 |
| # Ω | &nbsp;&nbsp;&nbsp;&nbsp; Yangtze Optical Fibre <br> & Cable Joint Stock <br> Co. Ltd., Class H<br>| 7500 | &nbsp;&nbsp; 25672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YUNDA Holding Group <br> Co. Ltd., Class A<br>| 11300 | &nbsp;&nbsp; 11920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongsheng Group <br> Holdings Ltd.<br>| 13000 | &nbsp;&nbsp; 21867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou CRRC Times <br> Electric Co. Ltd., <br> Class H<br>| 21300 | &nbsp;&nbsp; 86401 |
| Ω | ZJLD Group, Inc. | 28000 | &nbsp;&nbsp; 23876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZMJ Group Co. Ltd., <br> Class H<br>| 9200 | &nbsp;&nbsp; 17516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zoomlion Heavy <br> Industry Science & <br> Technology Co. Ltd., <br> Class H<br>| 72800 | &nbsp;&nbsp; 56812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZTO Express Cayman, <br> Inc. (2057 HK)<br>| 8150 | &nbsp;&nbsp; 158881 |
| TOTAL CHINA | TOTAL CHINA |  | &nbsp;&nbsp; 10237593 |
| COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |
|  | Grupo Argos SA | 811 | &nbsp;&nbsp; 3294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo de Inversiones <br> Suramericana SA<br>| 1121 | &nbsp;&nbsp; 12373 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | &nbsp;&nbsp; 15667 |
| DENMARK — (2.0%) | DENMARK — (2.0%) | DENMARK — (2.0%) | DENMARK — (2.0%) |
|  | Alm Brand AS | 43199 | &nbsp;&nbsp; 119156 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genmab AS (GMAB <br> DC)<br>| 635 | &nbsp;&nbsp; 136714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H Lundbeck AS <br> (HLUNB DC)<br>| 16538 | &nbsp;&nbsp; 86159 |
|  | ISS AS | 9265 | &nbsp;&nbsp; 266335 |
|  | Jyske Bank AS | 2293 | &nbsp;&nbsp; 230200 |
| \* | NKT AS | 2937 | &nbsp;&nbsp; 258376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ringkjoebing <br> Landbobank AS<br>| 1216 | &nbsp;&nbsp; 268069 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |
|  | Rockwool AS, Class A | 628 | &nbsp;&nbsp; $27645 |
|  | Rockwool AS, Class B | 6322 | &nbsp;&nbsp; 277034 |
|  | Tryg AS | 11378 | &nbsp;&nbsp; 274459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vestas Wind Systems <br> AS<br>| 5369 | &nbsp;&nbsp; 98028 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp; 2042175 |
| FINLAND — (2.0%) | FINLAND — (2.0%) | FINLAND — (2.0%) | FINLAND — (2.0%) |
|  | Huhtamaki OYJ | 4848 | &nbsp;&nbsp; 166865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kesko OYJ (KESKOA <br> FH), Class A<br>| 693 | &nbsp;&nbsp; 15085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kesko OYJ (KESKOB <br> FH), Class B<br>| 1057 | &nbsp;&nbsp; 22989 |
|  | Konecranes OYJ | 1529 | &nbsp;&nbsp; 127415 |
|  | Mandatum OYJ | 19381 | &nbsp;&nbsp; 131464 |
|  | Neste OYJ | 21216 | &nbsp;&nbsp; 334844 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Stora Enso OYJ, <br> Class R<br>| 29169 | &nbsp;&nbsp; 300134 |
|  | UPM-Kymmene OYJ | 24148 | &nbsp;&nbsp; 625862 |
| # | Valmet OYJ | 7956 | &nbsp;&nbsp; 287067 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp; 2011725 |
| FRANCE — (3.5%) | FRANCE — (3.5%) | FRANCE — (3.5%) | FRANCE — (3.5%) |
| \* | Alstom SA | 19025 | &nbsp;&nbsp; 446256 |
|  | Arkema SA | 3177 | &nbsp;&nbsp; 216040 |
| Ω | Ayvens SA | 8519 | &nbsp;&nbsp; 91541 |
|  | Bouygues SA | 1031 | &nbsp;&nbsp; 42453 |
|  | Carrefour SA | 33836 | &nbsp;&nbsp; 484904 |
|  | Eiffage SA | 3104 | &nbsp;&nbsp; 416667 |
|  | Elis SA | 8349 | &nbsp;&nbsp; 230182 |
|  | Eurazeo SE | 1597 | &nbsp;&nbsp; 93712 |
|  | Ipsen SA | 1488 | &nbsp;&nbsp; 175334 |
|  | JCDecaux SE | 2653 | &nbsp;&nbsp; 43617 |
|  | Rexel SA | 11304 | &nbsp;&nbsp; 341657 |
|  | SCOR SE | 8167 | &nbsp;&nbsp; 266057 |
|  | SEB SA | 1114 | &nbsp;&nbsp; 81375 |
|  | Sopra Steria Group | 659 | &nbsp;&nbsp; 141993 |
|  | Teleperformance SE | 2947 | &nbsp;&nbsp; 287306 |
| # | Tikehau Capital SCA | 1394 | &nbsp;&nbsp; 31105 |
|  | Vallourec SACA | 9115 | &nbsp;&nbsp; 170351 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp; 3560550 |
| GERMANY — (3.6%) | GERMANY — (3.6%) | GERMANY — (3.6%) | GERMANY — (3.6%) |
|  | Aurubis AG | 1343 | &nbsp;&nbsp; 133957 |
|  | Bechtle AG | 3722 | &nbsp;&nbsp; 161549 |
|  | Brenntag SE | 5568 | &nbsp;&nbsp; 345434 |
|  | Carl Zeiss Meditec AG | 1566 | &nbsp;&nbsp; 86352 |
|  | Continental AG | 5050 | &nbsp;&nbsp; 431323 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; DWS Group GmbH & <br> Co. KGaA<br>| 1646 | &nbsp;&nbsp; 98569 |
|  | Evonik Industries AG | 11710 | &nbsp;&nbsp; 232538 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fraport AG Frankfurt <br> Airport Services <br> Worldwide<br>| 1738 | &nbsp;&nbsp; 129335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical <br> Care AG (FME GR)<br>| 9217 | &nbsp;&nbsp; 467499 |
|  | FUCHS SE | 1095 | &nbsp;&nbsp; 38513 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | KION Group AG | 3082 | &nbsp;&nbsp; $189465 |
|  | Krones AG | 678 | &nbsp;&nbsp; 100395 |
|  | Puma SE (PUM GR) | 3423 | &nbsp;&nbsp; 72357 |
|  | Qiagen NV | 9268 | &nbsp;&nbsp; 459560 |
|  | RTL Group SA | 1935 | &nbsp;&nbsp; 76272 |
|  | Schaeffler AG | 8096 | &nbsp;&nbsp; 46808 |
|  | Sixt SE | 691 | &nbsp;&nbsp; 71651 |
| \* | TUI AG | 20769 | &nbsp;&nbsp; 187379 |
|  | United Internet AG | 3278 | &nbsp;&nbsp; 93957 |
|  | Wacker Chemie AG | 779 | &nbsp;&nbsp; 57982 |
| \* Ω | Zalando SE | 4154 | &nbsp;&nbsp; 121122 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 3602017 |
| GREECE — (0.2%) | GREECE — (0.2%) | GREECE — (0.2%) | GREECE — (0.2%) |
|  | Aegean Airlines SA | 1617 | &nbsp;&nbsp; 23251 |
|  | GEK Terna SA | 907 | &nbsp;&nbsp; 22386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helleniq Energy <br> Holdings SA<br>| 4233 | &nbsp;&nbsp; 37162 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LAMDA Development <br> SA<br>| 1473 | &nbsp;&nbsp; 11184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motor Oil Hellas <br> Corinth Refineries <br> SA<br>| 2801 | &nbsp;&nbsp; 80242 |
| TOTAL GREECE | TOTAL GREECE |  | &nbsp;&nbsp; 174225 |
| HONG KONG — (1.0%) | HONG KONG — (1.0%) | HONG KONG — (1.0%) | HONG KONG — (1.0%) |
|  | Bank of East Asia Ltd. | 51000 | &nbsp;&nbsp; 78830 |
|  | CTF Services Ltd. | 23000 | &nbsp;&nbsp; 22548 |
| \* Ω | FIT Hon Teng Ltd. | 83000 | &nbsp;&nbsp; 27938 |
|  | Hang Lung Group Ltd. | 37000 | &nbsp;&nbsp; 66846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hang Lung Properties <br> Ltd.<br>| 100000 | &nbsp;&nbsp; 102986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Electric <br> Holdings Ltd.<br>| 25500 | &nbsp;&nbsp; 75158 |
|  | Kerry Properties Ltd. | 35000 | &nbsp;&nbsp; 93454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Man Wah Holdings <br> Ltd.<br>| 72800 | &nbsp;&nbsp; 41067 |
| \* | NagaCorp Ltd. | 58000 | &nbsp;&nbsp; 30549 |
|  | Shangri-La Asia Ltd. | 24000 | &nbsp;&nbsp; 13903 |
|  | Sino Land Co. Ltd. | 52000 | &nbsp;&nbsp; 59940 |
| \* | SJM Holdings Ltd. | 76000 | &nbsp;&nbsp; 30062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swire Pacific Ltd. (19 <br> HK), Class A<br>| 23000 | &nbsp;&nbsp; 207905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swire Pacific Ltd. (87 <br> HK), Class B<br>| 42500 | &nbsp;&nbsp; 66770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yue Yuen Industrial <br> Holdings Ltd.<br>| 48000 | &nbsp;&nbsp; 75075 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp; 993031 |
| INDIA — (5.7%) | INDIA — (5.7%) | INDIA — (5.7%) | INDIA — (5.7%) |
|  | Aarti Industries Ltd. | 5885 | &nbsp;&nbsp; 27904 |
| \* | Aavas Financiers Ltd. | 1736 | &nbsp;&nbsp; 34158 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aditya Birla Capital <br> Ltd.<br>| 21789 | &nbsp;&nbsp; 63447 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advent Hotels <br> International Pvt <br> Ltd.<br>| 282 | &nbsp;&nbsp; $1007 |
|  | Aegis Logistics Ltd. | 3591 | &nbsp;&nbsp; 29341 |
|  | AIA Engineering Ltd. | 867 | &nbsp;&nbsp; 30973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alembic <br> Pharmaceuticals <br> Ltd.<br>| 1126 | &nbsp;&nbsp; 12517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amara Raja Energy & <br> Mobility Ltd.<br>| 5866 | &nbsp;&nbsp; 64347 |
|  | Anant Raj Ltd. | 3973 | &nbsp;&nbsp; 25230 |
|  | Angel One Ltd. | 1980 | &nbsp;&nbsp; 58254 |
|  | Apar Industries Ltd. | 912 | &nbsp;&nbsp; 91751 |
|  | Apollo Tyres Ltd. | 14540 | &nbsp;&nbsp; 74875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aptus Value Housing <br> Finance India Ltd.<br>| 9856 | &nbsp;&nbsp; 36833 |
|  | Ashok Leyland Ltd. | 147786 | &nbsp;&nbsp; 203432 |
|  | Atul Ltd. | 133 | &nbsp;&nbsp; 10014 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aurobindo Pharma <br> Ltd.<br>| 13300 | &nbsp;&nbsp; 171657 |
|  | Avanti Feeds Ltd. | 1213 | &nbsp;&nbsp; 9338 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AWL Agri Business <br> Ltd.<br>| 9509 | &nbsp;&nbsp; 28296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Balkrishna Industries <br> Ltd.<br>| 1308 | &nbsp;&nbsp; 39815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Balrampur Chini Mills <br> Ltd.<br>| 6167 | &nbsp;&nbsp; 41115 |
| Ω | Bandhan Bank Ltd. | 14710 | &nbsp;&nbsp; 28054 |
|  | Bank of India | 3708 | &nbsp;&nbsp; 4687 |
|  | Bank of Maharashtra | 45224 | &nbsp;&nbsp; 28753 |
|  | BASF India Ltd. | 496 | &nbsp;&nbsp; 28303 |
|  | BEML Ltd. | 1078 | &nbsp;&nbsp; 48307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bombay Burmah <br> Trading Co.<br>| 889 | &nbsp;&nbsp; 19132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brigade Enterprises <br> Ltd.<br>| 6762 | &nbsp;&nbsp; 76826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caplin Point <br> Laboratories Ltd.<br>| 959 | &nbsp;&nbsp; 22506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carborundum <br> Universal Ltd.<br>| 4028 | &nbsp;&nbsp; 42791 |
|  | Ceat Ltd. | 1174 | &nbsp;&nbsp; 44220 |
|  | Cello World Ltd. | 2783 | &nbsp;&nbsp; 18862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chambal Fertilisers & <br> Chemicals Ltd.<br>| 4742 | &nbsp;&nbsp; 27867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cholamandalam <br> Financial Holdings <br> Ltd.<br>| 1994 | &nbsp;&nbsp; 42576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CIE Automotive India <br> Ltd.<br>| 2408 | &nbsp;&nbsp; 11010 |
|  | City Union Bank Ltd. | 16073 | &nbsp;&nbsp; 38990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Container Corp. of <br> India Ltd.<br>| 15480 | &nbsp;&nbsp; 101581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Craftsman Automation <br> Ltd.<br>| 669 | &nbsp;&nbsp; 50784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CreditAccess Grameen <br> Ltd.<br>| 2476 | &nbsp;&nbsp; 34883 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crompton Greaves <br> Consumer <br> Electricals Ltd.<br>| 10997 | &nbsp;&nbsp; $40318 |
|  | Cyient Ltd. | 4241 | &nbsp;&nbsp; 57889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deepak Fertilisers & <br> Petrochemicals <br> Corp. Ltd.<br>| 3216 | &nbsp;&nbsp; 58620 |
|  | Deepak Nitrite Ltd. | 1556 | &nbsp;&nbsp; 32704 |
| \* | Delhivery Ltd. | 26524 | &nbsp;&nbsp; 128722 |
|  | eClerx Services Ltd. | 903 | &nbsp;&nbsp; 38707 |
| \* | EID Parry India Ltd. | 1489 | &nbsp;&nbsp; 20784 |
|  | EIH Ltd. | 8960 | &nbsp;&nbsp; 38366 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Embassy <br> Developments Ltd.<br>| 48089 | &nbsp;&nbsp; 57596 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Endurance <br> Technologies Ltd.<br>| 2039 | &nbsp;&nbsp; 59061 |
|  | Escorts Kubota Ltd. | 698 | &nbsp;&nbsp; 26810 |
|  | Exide Industries Ltd. | 9717 | &nbsp;&nbsp; 42371 |
|  | Federal Bank Ltd. | 40437 | &nbsp;&nbsp; 93487 |
|  | Finolex Cables Ltd. | 1948 | &nbsp;&nbsp; 19568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Firstsource Solutions <br> Ltd.<br>| 18012 | &nbsp;&nbsp; 69925 |
| Ω | Gland Pharma Ltd. | 1931 | &nbsp;&nbsp; 45111 |
|  | Granules India Ltd. | 4564 | &nbsp;&nbsp; 24603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Eastern Shipping <br> Co. Ltd. <br>| 2602 | &nbsp;&nbsp; 27748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hero MotoCorp Ltd. <br> (HMCL IN)<br>| 6045 | &nbsp;&nbsp; 292231 |
|  | HFCL Ltd. | 40421 | &nbsp;&nbsp; 34835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Himadri Speciality <br> Chemical Ltd.<br>| 2742 | &nbsp;&nbsp; 14725 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Home First Finance <br> Co. India Ltd.<br>| 3159 | &nbsp;&nbsp; 43417 |
|  | Indian Bank | 4972 | &nbsp;&nbsp; 35170 |
|  | IndusInd Bank Ltd. | 18645 | &nbsp;&nbsp; 168968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intellect Design Arena <br> Ltd.<br>| 1102 | &nbsp;&nbsp; 12765 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; IRCON International <br> Ltd.<br>| 16739 | &nbsp;&nbsp; 33517 |
|  | Jindal Saw Ltd. | 11400 | &nbsp;&nbsp; 27370 |
|  | Jindal Stainless Ltd. | 8476 | &nbsp;&nbsp; 66707 |
|  | Jubilant Ingrevia Ltd. | 2103 | &nbsp;&nbsp; 18532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jubilant Pharmova <br> Ltd.<br>| 3246 | &nbsp;&nbsp; 44084 |
|  | Kajaria Ceramics Ltd. | 5032 | &nbsp;&nbsp; 67513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kalpataru Projects <br> International Ltd.<br>| 5654 | &nbsp;&nbsp; 73686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kansai Nerolac Paints <br> Ltd.<br>| 4959 | &nbsp;&nbsp; 13852 |
|  | Karur Vysya Bank Ltd. <br>| 17334 | &nbsp;&nbsp; 52417 |
|  | KEC International Ltd. | 6379 | &nbsp;&nbsp; 62334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Oil Engines <br> Ltd.<br>| 1764 | &nbsp;&nbsp; 18023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LIC Housing Finance <br> Ltd.<br>| 13386 | &nbsp;&nbsp; 89129 |
|  | LT Foods Ltd. | 6230 | &nbsp;&nbsp; 34410 |
|  | Lupin Ltd. | 5110 | &nbsp;&nbsp; 111453 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maharashtra Scooters <br> Ltd.<br>| 122 | &nbsp;&nbsp; $22092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra & Mahindra <br> Financial Services <br> Ltd.<br>| 24598 | &nbsp;&nbsp; 71816 |
|  | Minda Corp. Ltd. | 4681 | &nbsp;&nbsp; 26437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motilal Oswal Financial <br> Services Ltd.<br>| 6566 | &nbsp;&nbsp; 67975 |
|  | Mphasis Ltd. | 5266 | &nbsp;&nbsp; 166492 |
|  | MRF Ltd. | 119 | &nbsp;&nbsp; 200439 |
|  | Natco Pharma Ltd. | 4106 | &nbsp;&nbsp; 44543 |
|  | Petronet LNG Ltd. | 32803 | &nbsp;&nbsp; 107412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Piramal Enterprises <br> Ltd.<br>| 4493 | &nbsp;&nbsp; 64639 |
|  | Piramal Pharma Ltd. | 15346 | &nbsp;&nbsp; 34275 |
| \* Ω | &nbsp;&nbsp;&nbsp;&nbsp; PNB Housing Finance <br> Ltd.<br>| 6905 | &nbsp;&nbsp; 77322 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Poonawalla Fincorp <br> Ltd.<br>| 5549 | &nbsp;&nbsp; 26895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prestige Estates <br> Projects Ltd.<br>| 6229 | &nbsp;&nbsp; 114981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Railtel Corp. of India <br> Ltd.<br>| 2252 | &nbsp;&nbsp; 9357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ratnamani Metals & <br> Tubes Ltd.<br>| 298 | &nbsp;&nbsp; 8960 |
| Ω | RBL Bank Ltd. | 19916 | &nbsp;&nbsp; 60341 |
|  | Redington Ltd. | 29831 | &nbsp;&nbsp; 84966 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Star Health & Allied <br> Insurance Co. Ltd.<br>| 10408 | &nbsp;&nbsp; 52402 |
|  | Sun TV Network Ltd. | 3344 | &nbsp;&nbsp; 21425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sundram Fasteners <br> Ltd.<br>| 1500 | &nbsp;&nbsp; 16934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supreme Petrochem <br> Ltd.<br>| 662 | &nbsp;&nbsp; 5910 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Syngene International <br> Ltd.<br>| 4083 | &nbsp;&nbsp; 32967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Techno Electric & <br> Engineering Co. <br> Ltd.<br>| 1043 | &nbsp;&nbsp; 17142 |
|  | Trident Ltd. | 74110 | &nbsp;&nbsp; 25374 |
|  | TVS Holdings Ltd. | 226 | &nbsp;&nbsp; 29845 |
|  | UPL Ltd. | 7198 | &nbsp;&nbsp; 57488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UTI Asset <br> Management Co. <br> Ltd.<br>| 1006 | &nbsp;&nbsp; 15165 |
| \* | Valor Estate Ltd. | 2824 | &nbsp;&nbsp; 5923 |
|  | Vardhman Textiles Ltd. | 5889 | &nbsp;&nbsp; 29144 |
|  | Welspun Corp. Ltd. | 4693 | &nbsp;&nbsp; 49731 |
|  | Welspun Living Ltd. | 13950 | &nbsp;&nbsp; 20188 |
|  | Whirlpool of India Ltd. | 3475 | &nbsp;&nbsp; 52665 |
| \* | Yes Bank Ltd. | 621533 | &nbsp;&nbsp; 133595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zee Entertainment <br> Enterprises Ltd.<br>| 20561 | &nbsp;&nbsp; 27688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zensar Technologies <br> Ltd.<br>| 5720 | &nbsp;&nbsp; 52613 |
| TOTAL INDIA | TOTAL INDIA |  | &nbsp;&nbsp; 5757105 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (0.2%) | INDONESIA — (0.2%) | INDONESIA — (0.2%) | INDONESIA — (0.2%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank OCBC Nisp Tbk. <br> PT<br>| 110100 | &nbsp;&nbsp; $8888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Pan Indonesia <br> Tbk. PT<br>| 155300 | &nbsp;&nbsp; 10559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ciputra Development <br> Tbk. PT<br>| 507100 | &nbsp;&nbsp; 28244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elang Mahkota <br> Teknologi Tbk. PT<br>| 548000 | &nbsp;&nbsp; 20713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indofood Sukses <br> Makmur Tbk. PT<br>| 64100 | &nbsp;&nbsp; 33098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitra Adiperkasa Tbk. <br> PT<br>| 279700 | &nbsp;&nbsp; 19960 |
| \* | MNC Land Tbk. PT | 1111900 | &nbsp;&nbsp; 11404 |
|  | Pakuwon Jati Tbk. PT | 805500 | &nbsp;&nbsp; 17215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sarana Menara <br> Nusantara Tbk. PT<br>| 344800 | &nbsp;&nbsp; 12762 |
| TOTAL INDONESIA | TOTAL INDONESIA |  | &nbsp;&nbsp; 162843 |
| IRELAND — (1.2%) | IRELAND — (1.2%) | IRELAND — (1.2%) | IRELAND — (1.2%) |
|  | AIB Group PLC | 65177 | &nbsp;&nbsp; 514159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Ireland Group <br> PLC<br>| 49887 | &nbsp;&nbsp; 668983 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp; 1183142 |
| ISRAEL — (1.0%) | ISRAEL — (1.0%) | ISRAEL — (1.0%) | ISRAEL — (1.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Africa Israel <br> Residences Ltd.<br>| 382 | &nbsp;&nbsp; 30776 |
|  | Ashtrom Group Ltd. | 2066 | &nbsp;&nbsp; 43054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Azorim-Investment <br> Development & <br> Construction Co. <br> Ltd.<br>| 3343 | &nbsp;&nbsp; 21627 |
|  | Carasso Motors Ltd. | 1408 | &nbsp;&nbsp; 16614 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cellcom Israel Ltd. <br> (CEL IT)<br>| 6309 | &nbsp;&nbsp; 57025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clal Insurance <br> Enterprises Holdings <br> Ltd.<br>| 3142 | &nbsp;&nbsp; 150640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delek Automotive <br> Systems Ltd.<br>| 2056 | &nbsp;&nbsp; 16075 |
|  | Delta Galil Ltd. | 610 | &nbsp;&nbsp; 32368 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Doral Group <br> Renewable Energy <br> Resources Ltd.<br>| 5372 | &nbsp;&nbsp; 25422 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fattal Holdings 1998 <br> Ltd.<br>| 343 | &nbsp;&nbsp; 61735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formula Systems 1985 <br> Ltd. (FORTY IT)<br>| 102 | &nbsp;&nbsp; 12278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inrom Construction <br> Industries Ltd.<br>| 4765 | &nbsp;&nbsp; 27781 |
|  | Isracard Ltd. | 9576 | &nbsp;&nbsp; 39224 |
|  | Israel Canada TR Ltd. | 9704 | &nbsp;&nbsp; 48211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Isras Investment Co. <br> Ltd.<br>| 67 | &nbsp;&nbsp; 18180 |
|  | Kvutzat Acro Ltd. | 2100 | &nbsp;&nbsp; 30539 |
|  | Lapidoth Capital Ltd. | 1194 | &nbsp;&nbsp; 27166 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Migdal Insurance & <br> Financial Holdings <br> Ltd.<br>| 21703 | &nbsp;&nbsp; $66234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mivtach Shamir <br> Holdings Ltd.<br>| 300 | &nbsp;&nbsp; 24400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neto Malinda Trading <br> Ltd.<br>| 676 | &nbsp;&nbsp; 28297 |
|  | Oil Refineries Ltd. | 178408 | &nbsp;&nbsp; 46672 |
| \* | OY Nofar Energy Ltd. | 924 | &nbsp;&nbsp; 27665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Partner <br> Communications Co. <br> Ltd.<br>| 4846 | &nbsp;&nbsp; 44629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paz Retail & Energy <br> Ltd.<br>| 531 | &nbsp;&nbsp; 98182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summit Real Estate <br> Holdings Ltd.<br>| 1422 | &nbsp;&nbsp; 26992 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Veridis Environment <br> Ltd.<br>| 2066 | &nbsp;&nbsp; 14370 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp; 1036156 |
| ITALY — (3.8%) | ITALY — (3.8%) | ITALY — (3.8%) | ITALY — (3.8%) |
|  | A2A SpA | 71144 | &nbsp;&nbsp; 173360 |
|  | ACEA SpA | 2380 | &nbsp;&nbsp; 52818 |
|  | Azimut Holding SpA | 5063 | &nbsp;&nbsp; 172104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banca Monte dei <br> Paschi di Siena <br> SpA<br>| 41649 | &nbsp;&nbsp; 354576 |
|  | Banco BPM SpA | 57068 | &nbsp;&nbsp; 727797 |
|  | BPER Banca SpA | 49476 | &nbsp;&nbsp; 486869 |
|  | Credito Emiliano SpA | 3778 | &nbsp;&nbsp; 57269 |
|  | Hera SpA | 45829 | &nbsp;&nbsp; 196100 |
|  | Interpump Group SpA | 4262 | &nbsp;&nbsp; 174862 |
|  | Iveco Group NV | 9857 | &nbsp;&nbsp; 203743 |
| Ω | Nexi SpA | 25130 | &nbsp;&nbsp; 143498 |
| Ω | Pirelli & C SpA | 24130 | &nbsp;&nbsp; 162669 |
|  | Saipem SpA | 67076 | &nbsp;&nbsp; 179296 |
|  | Snam SpA | 29736 | &nbsp;&nbsp; 172328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Telecom Italia SpA (TIT <br> IM)<br>| 521134 | &nbsp;&nbsp; 239478 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Telecom Italia SpA <br> (TITR IM)<br>| 323477 | &nbsp;&nbsp; 166583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tenaris SA (TS US), <br> ADR<br>| 6337 | &nbsp;&nbsp; 221415 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp; 3884765 |
| JAPAN — (14.1%) | JAPAN — (14.1%) | JAPAN — (14.1%) | JAPAN — (14.1%) |
|  | 77 Bank Ltd. | 2500 | &nbsp;&nbsp; 86354 |
|  | ADEKA Corp. | 4400 | &nbsp;&nbsp; 86835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AEON Financial <br> Service Co. Ltd.<br>| 4900 | &nbsp;&nbsp; 44063 |
|  | Aichi Steel Corp. | 2000 | &nbsp;&nbsp; 30440 |
|  | Aiful Corp. | 14300 | &nbsp;&nbsp; 42254 |
|  | Alfresa Holdings Corp. | 8900 | &nbsp;&nbsp; 129192 |
|  | Alps Alpine Co. Ltd. | 9900 | &nbsp;&nbsp; 104883 |
|  | Aozora Bank Ltd. | 4800 | &nbsp;&nbsp; 70423 |
|  | Arcs Co. Ltd. | 1800 | &nbsp;&nbsp; 36219 |
|  | ARE Holdings, Inc. | 4500 | &nbsp;&nbsp; 53044 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Artience Co. Ltd. | 2000 | &nbsp;&nbsp; $42352 |
|  | Chudenko Corp. | 1400 | &nbsp;&nbsp; 33977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chugin Financial <br> Group, Inc.<br>| 7800 | &nbsp;&nbsp; 101266 |
|  | Citizen Watch Co. Ltd. | 10500 | &nbsp;&nbsp; 63025 |
|  | CKD Corp. | 2900 | &nbsp;&nbsp; 51774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Bottlers <br> Japan Holdings, Inc.<br>| 3500 | &nbsp;&nbsp; 53516 |
|  | Credit Saison Co. Ltd. | 5600 | &nbsp;&nbsp; 147748 |
|  | Daido Steel Co. Ltd. | 7000 | &nbsp;&nbsp; 53903 |
|  | Daihen Corp. | 900 | &nbsp;&nbsp; 42496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daishi Hokuetsu <br> Financial Group, <br> Inc.<br>| 1800 | &nbsp;&nbsp; 44053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DCM Holdings Co. <br> Ltd.<br>| 5200 | &nbsp;&nbsp; 49437 |
|  | Dentsu Group, Inc. | 6100 | &nbsp;&nbsp; 120296 |
|  | DIC Corp. | 4100 | &nbsp;&nbsp; 80928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dowa Holdings Co. <br> Ltd.<br>| 2800 | &nbsp;&nbsp; 91440 |
|  | EDION Corp. | 4200 | &nbsp;&nbsp; 55847 |
|  | Exedy Corp. | 1400 | &nbsp;&nbsp; 43949 |
|  | EXEO Group, Inc. | 11100 | &nbsp;&nbsp; 145799 |
|  | Ezaki Glico Co. Ltd. | 1000 | &nbsp;&nbsp; 30878 |
|  | FCC Co. Ltd. | 1600 | &nbsp;&nbsp; 32115 |
|  | Ferrotec Corp. | 1200 | &nbsp;&nbsp; 28781 |
| # | Fuji Co. Ltd. | 1600 | &nbsp;&nbsp; 21528 |
|  | Fuji Corp. (6134 JP) | 4200 | &nbsp;&nbsp; 78817 |
|  | Fuji Oil Co. Ltd. | 1100 | &nbsp;&nbsp; 20699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuji Seal International, <br> Inc.<br>| 2200 | &nbsp;&nbsp; 40418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukuoka Financial <br> Group, Inc.<br>| 8400 | &nbsp;&nbsp; 229043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukuyama <br> Transporting Co. <br> Ltd.<br>| 1000 | &nbsp;&nbsp; 23809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuyo General Lease <br> Co. Ltd.<br>| 2400 | &nbsp;&nbsp; 64830 |
|  | Glory Ltd. | 2200 | &nbsp;&nbsp; 56571 |
|  | GS Yuasa Corp. | 4300 | &nbsp;&nbsp; 77169 |
|  | Gunma Bank Ltd. | 13900 | &nbsp;&nbsp; 130159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H.U. Group Holdings, <br> Inc.<br>| 1100 | &nbsp;&nbsp; 23636 |
|  | H2O Retailing Corp. | 5800 | &nbsp;&nbsp; 76641 |
|  | Hanwa Co. Ltd. | 2000 | &nbsp;&nbsp; 80569 |
|  | Heiwado Co. Ltd. | 2200 | &nbsp;&nbsp; 42449 |
|  | Hirogin Holdings, Inc. | 12800 | &nbsp;&nbsp; 111652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hisamitsu <br> Pharmaceutical Co., <br> Inc.<br>| 900 | &nbsp;&nbsp; 24228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokuhoku Financial <br> Group, Inc.<br>| 4500 | &nbsp;&nbsp; 95051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; House Foods Group, <br> Inc.<br>| 3100 | &nbsp;&nbsp; 57327 |
|  | Hyakugo Bank Ltd. | 9700 | &nbsp;&nbsp; 47977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iida Group Holdings <br> Co. Ltd.<br>| 7100 | &nbsp;&nbsp; 99583 |
|  | Inabata & Co. Ltd. | 1400 | &nbsp;&nbsp; 30375 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; INFRONEER Holdings, <br> Inc.<br>| 11700 | &nbsp;&nbsp; $98877 |
|  | Itochu Enex Co. Ltd. | 3900 | &nbsp;&nbsp; 52361 |
|  | Iyogin Holdings, Inc. | 11800 | &nbsp;&nbsp; 137121 |
|  | Izumi Co. Ltd. | 2500 | &nbsp;&nbsp; 52629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J Front Retailing Co. <br> Ltd.<br>| 13000 | &nbsp;&nbsp; 175237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Aviation <br> Electronics Industry <br> Ltd.<br>| 3200 | &nbsp;&nbsp; 51287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Securities <br> Finance Co. Ltd.<br>| 4500 | &nbsp;&nbsp; 54460 |
|  | JGC Holdings Corp. | 13200 | &nbsp;&nbsp; 118014 |
|  | JTEKT Corp. | 11800 | &nbsp;&nbsp; 101974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Juroku Financial <br> Group, Inc.<br>| 1900 | &nbsp;&nbsp; 65527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaga Electronics Co. <br> Ltd.<br>| 2600 | &nbsp;&nbsp; 49905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaken Pharmaceutical <br> Co. Ltd.<br>| 1600 | &nbsp;&nbsp; 41694 |
|  | Kamigumi Co. Ltd. | 4800 | &nbsp;&nbsp; 134897 |
|  | Kanadevia Corp. | 10400 | &nbsp;&nbsp; 70191 |
|  | Kaneka Corp. | 2800 | &nbsp;&nbsp; 79259 |
|  | Kanematsu Corp. | 4300 | &nbsp;&nbsp; 80789 |
|  | Kato Sangyo Co. Ltd. | 500 | &nbsp;&nbsp; 18979 |
|  | Kiyo Bank Ltd. | 2800 | &nbsp;&nbsp; 50938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koito Manufacturing <br> Co. Ltd.<br>| 7100 | &nbsp;&nbsp; 90787 |
|  | Komeri Co. Ltd. | 2000 | &nbsp;&nbsp; 41201 |
| \* | Konica Minolta, Inc. | 14200 | &nbsp;&nbsp; 46166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Konoike Transport Co. <br> Ltd.<br>| 2200 | &nbsp;&nbsp; 47082 |
|  | K's Holdings Corp. | 6100 | &nbsp;&nbsp; 61020 |
|  | Kureha Corp. | 2400 | &nbsp;&nbsp; 54733 |
|  | KYB Corp. | 2500 | &nbsp;&nbsp; 53736 |
|  | Kyudenko Corp. | 2600 | &nbsp;&nbsp; 111086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyushu Financial <br> Group, Inc.<br>| 17100 | &nbsp;&nbsp; 87327 |
|  | Lintec Corp. | 1900 | &nbsp;&nbsp; 38096 |
|  | Lixil Corp. | 15400 | &nbsp;&nbsp; 178411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mabuchi Motor Co. <br> Ltd.<br>| 5800 | &nbsp;&nbsp; 83859 |
|  | Macnica Holdings, Inc. | 5718 | &nbsp;&nbsp; 74679 |
|  | Maruha Nichiro Corp. | 2800 | &nbsp;&nbsp; 58153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruichi Steel Tube <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 96702 |
|  | Mazda Motor Corp. | 32100 | &nbsp;&nbsp; 192488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mebuki Financial <br> Group, Inc.<br>| 43000 | &nbsp;&nbsp; 233149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medipal Holdings <br> Corp.<br>| 8000 | &nbsp;&nbsp; 132461 |
|  | Mirait One Corp. | 4200 | &nbsp;&nbsp; 75150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Gas <br> Chemical Co., Inc.<br>| 8700 | &nbsp;&nbsp; 150294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Logistics <br> Corp.<br>| 14900 | &nbsp;&nbsp; 127371 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Motors <br> Corp.<br>| 35100 | &nbsp;&nbsp; 92231 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Pencil Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; $32903 |
| Mitsui Chemicals, Inc. | 10300 | &nbsp;&nbsp; 229929 |
| Mitsui E&S Co. Ltd. | 6000 | &nbsp;&nbsp; 125007 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mitsui Mining & <br> Smelting Co. Ltd.<br>| 3400 | &nbsp;&nbsp; 143805 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Leasing Co. <br> Ltd.<br>| 6500 | &nbsp;&nbsp; 49927 |
| &nbsp;&nbsp;&nbsp;&nbsp; Morinaga Milk Industry <br> Co. Ltd.<br>| 4200 | &nbsp;&nbsp; 91338 |
| Nabtesco Corp. | 5900 | &nbsp;&nbsp; 108539 |
| Nagase & Co. Ltd. | 4300 | &nbsp;&nbsp; 84743 |
| Nanto Bank Ltd. | 300 | &nbsp;&nbsp; 8997 |
| NGK Insulators Ltd. | 11900 | &nbsp;&nbsp; 150657 |
| NHK Spring Co. Ltd. | 9700 | &nbsp;&nbsp; 109219 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nihon Parkerizing Co. <br> Ltd.<br>| 4900 | &nbsp;&nbsp; 44698 |
| Nikon Corp. | 11100 | &nbsp;&nbsp; 107800 |
| Nippn Corp. | 2500 | &nbsp;&nbsp; 36050 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nippon Densetsu <br> Kogyo Co. Ltd.<br>| 1800 | &nbsp;&nbsp; 34177 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nippon Express <br> Holdings, Inc.<br>| 11900 | &nbsp;&nbsp; 261407 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nippon Kayaku Co. <br> Ltd.<br>| 7400 | &nbsp;&nbsp; 69101 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nippon Shinyaku Co. <br> Ltd.<br>| 2800 | &nbsp;&nbsp; 60287 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nippon Shokubai Co. <br> Ltd.<br>| 6400 | &nbsp;&nbsp; 72761 |
| Nippon Soda Co. Ltd. | 2300 | &nbsp;&nbsp; 52144 |
| Nipro Corp. | 7800 | &nbsp;&nbsp; 71820 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nishi-Nippon Financial <br> Holdings, Inc.<br>| 6200 | &nbsp;&nbsp; 97933 |
| Nissan Shatai Co. Ltd. | 3200 | &nbsp;&nbsp; 22078 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nisshin Oillio Group <br> Ltd.<br>| 1400 | &nbsp;&nbsp; 47602 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nisshinbo Holdings, <br> Inc.<br>| 7700 | &nbsp;&nbsp; 48926 |
| Nissui Corp. | 15000 | &nbsp;&nbsp; 87574 |
| NOK Corp. | 4700 | &nbsp;&nbsp; 71314 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nomura Real Estate <br> Holdings, Inc.<br>| 29300 | &nbsp;&nbsp; 162369 |
| Noritsu Koki Co. Ltd. | 3000 | &nbsp;&nbsp; 31367 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Pacific Bank <br> Ltd.<br>| 11800 | &nbsp;&nbsp; 50773 |
| NSK Ltd. | 20000 | &nbsp;&nbsp; 95711 |
| Okamura Corp. | 3000 | &nbsp;&nbsp; 47287 |
| &nbsp;&nbsp;&nbsp;&nbsp; Okasan Securities <br> Group, Inc.<br>| 6300 | &nbsp;&nbsp; 27255 |
| OKUMA Corp. | 2400 | &nbsp;&nbsp; 65295 |
| Orient Corp. | 2200 | &nbsp;&nbsp; 14553 |
| OSG Corp. | 3800 | &nbsp;&nbsp; 49169 |
| PALTAC Corp. | 1500 | &nbsp;&nbsp; 42925 |
| Pilot Corp. | 1900 | &nbsp;&nbsp; 55317 |
| Rengo Co. Ltd. | 10100 | &nbsp;&nbsp; 58580 |
| &nbsp;&nbsp;&nbsp;&nbsp; Resonac Holdings <br> Corp.<br>| 9400 | &nbsp;&nbsp; 226052 |
| Ricoh Co. Ltd. | 26100 | &nbsp;&nbsp; 228858 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ricoh Leasing Co. <br> Ltd.<br>| 600 | &nbsp;&nbsp; $21833 |
| Sakata Seed Corp. | 1500 | &nbsp;&nbsp; 33728 |
| San-A Co. Ltd. | 1100 | &nbsp;&nbsp; 21917 |
| &nbsp;&nbsp;&nbsp;&nbsp; San-In Godo Bank <br> Ltd.<br>| 6400 | &nbsp;&nbsp; 53892 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sawai Group Holdings <br> Co. Ltd.<br>| 4300 | &nbsp;&nbsp; 55197 |
| Seiko Epson Corp. | 15300 | &nbsp;&nbsp; 194131 |
| Seiko Group Corp. | 1900 | &nbsp;&nbsp; 52818 |
| Seiren Co. Ltd. | 2400 | &nbsp;&nbsp; 39207 |
| Seven Bank Ltd. | 26900 | &nbsp;&nbsp; 48318 |
| Shiga Bank Ltd. | 1600 | &nbsp;&nbsp; 64257 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ship Healthcare <br> Holdings, Inc.<br>| 1600 | &nbsp;&nbsp; 22327 |
| &nbsp;&nbsp;&nbsp;&nbsp; SKY Perfect JSAT <br> Holdings, Inc.<br>| 5300 | &nbsp;&nbsp; 50192 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stanley Electric Co. <br> Ltd.<br>| 6100 | &nbsp;&nbsp; 115043 |
| Starts Corp., Inc. | 600 | &nbsp;&nbsp; 18142 |
| SUMCO Corp. | 18700 | &nbsp;&nbsp; 146249 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Bakelite Co. <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 115996 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Heavy <br> Industries Ltd.<br>| 5900 | &nbsp;&nbsp; 130665 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Riko Co. <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 25327 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Rubber <br> Industries Ltd.<br>| 9100 | &nbsp;&nbsp; 104008 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Warehouse <br> Co. Ltd.<br>| 2600 | &nbsp;&nbsp; 53927 |
| Suruga Bank Ltd. | 5800 | &nbsp;&nbsp; 53405 |
| Suzuken Co. Ltd. | 3300 | &nbsp;&nbsp; 124731 |
| Taikisha Ltd. | 2500 | &nbsp;&nbsp; 44791 |
| Taiyo Yuden Co. Ltd. | 6600 | &nbsp;&nbsp; 123309 |
| Takara Holdings, Inc. | 7900 | &nbsp;&nbsp; 66504 |
| Takashimaya Co. Ltd. | 14500 | &nbsp;&nbsp; 112059 |
| Teijin Ltd. | 9500 | &nbsp;&nbsp; 80747 |
| Toagosei Co. Ltd. | 4700 | &nbsp;&nbsp; 46072 |
| Toda Corp. | 11400 | &nbsp;&nbsp; 72700 |
| Tokai Rika Co. Ltd. | 2800 | &nbsp;&nbsp; 44830 |
| Tokyo Century Corp. | 6700 | &nbsp;&nbsp; 76680 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Kiraboshi <br> Financial Group, <br> Inc.<br>| 1500 | &nbsp;&nbsp; 64673 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tokyu Fudosan <br> Holdings Corp.<br>| 31700 | &nbsp;&nbsp; 223537 |
| &nbsp;&nbsp;&nbsp;&nbsp; Toyo Seikan Group <br> Holdings Ltd.<br>| 5900 | &nbsp;&nbsp; 122194 |
| Toyo Tire Corp. | 5800 | &nbsp;&nbsp; 122850 |
| Toyoda Gosei Co. Ltd. | 3100 | &nbsp;&nbsp; 65422 |
| Toyota Boshoku Corp. | 4600 | &nbsp;&nbsp; 65368 |
| TS Tech Co. Ltd. | 4300 | &nbsp;&nbsp; 51631 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tsubakimoto Chain <br> Co.<br>| 3700 | &nbsp;&nbsp; 51933 |
| Tsumura & Co. | 3100 | &nbsp;&nbsp; 76470 |
| &nbsp;&nbsp;&nbsp;&nbsp; TV Asahi Holdings <br> Corp.<br>| 1200 | &nbsp;&nbsp; 22548 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | UACJ Corp. | 1900 | &nbsp;&nbsp; $74769 |
|  | Ulvac, Inc. | 3000 | &nbsp;&nbsp; 110196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Super Markets <br> Holdings, Inc.<br>| 3600 | &nbsp;&nbsp; 22443 |
|  | Ushio, Inc. | 3500 | &nbsp;&nbsp; 42931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamada Holdings Co. <br> Ltd.<br>| 28500 | &nbsp;&nbsp; 86860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamaguchi Financial <br> Group, Inc.<br>| 8400 | &nbsp;&nbsp; 95078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yodogawa Steel Works <br> Ltd.<br>| 5500 | &nbsp;&nbsp; 42336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yokohama Rubber Co. <br> Ltd. <br>| 5300 | &nbsp;&nbsp; 151537 |
|  | Zeon Corp. | 7200 | &nbsp;&nbsp; 76417 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp; 14248581 |
| KUWAIT — (0.3%) | KUWAIT — (0.3%) | KUWAIT — (0.3%) | KUWAIT — (0.3%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agility Public <br> Warehousing Co. <br> KSC<br>| 76498 | &nbsp;&nbsp; 35664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Ahli Bank of Kuwait <br> KSCP<br>| 31932 | &nbsp;&nbsp; 31354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boubyan <br> Petrochemicals Co. <br> KSCP<br>| 17850 | &nbsp;&nbsp; 37683 |
|  | Burgan Bank SAK | 49748 | &nbsp;&nbsp; 40560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Cables & <br> Electrical Industries <br> Group Co. KSCP<br>| 3310 | &nbsp;&nbsp; 22669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait International <br> Bank KSCP<br>| 40368 | &nbsp;&nbsp; 36452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mobile <br> Telecommunications <br> Co. KSCP<br>| 20025 | &nbsp;&nbsp; 34764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Industries <br> Group Holding SAK<br>| 45181 | &nbsp;&nbsp; 36377 |
| TOTAL KUWAIT | TOTAL KUWAIT |  | &nbsp;&nbsp; 275523 |
| MALAYSIA — (0.4%) | MALAYSIA — (0.4%) | MALAYSIA — (0.4%) | MALAYSIA — (0.4%) |
| \* | AFFIN Bank Bhd. | 16900 | &nbsp;&nbsp; 9410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Islam Malaysia <br> Bhd.<br>| 18800 | &nbsp;&nbsp; 9858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eco World <br> Development Group <br> Bhd.<br>| 36300 | &nbsp;&nbsp; 17271 |
|  | Genting Malaysia Bhd. | 114400 | &nbsp;&nbsp; 52332 |
|  | IJM Corp. Bhd. | 151700 | &nbsp;&nbsp; 101036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IOI Properties Group <br> Bhd.<br>| 44600 | &nbsp;&nbsp; 22095 |
|  | Mah Sing Group Bhd. | 31300 | &nbsp;&nbsp; 8514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Malaysian Pacific <br> Industries Bhd.<br>| 2200 | &nbsp;&nbsp; 10303 |
| # | MBSB Bhd. | 88200 | &nbsp;&nbsp; 14130 |
|  | OSK Holdings Bhd. | 19350 | &nbsp;&nbsp; 5924 |
|  | Scientex Bhd. | 22500 | &nbsp;&nbsp; 17170 |
|  | Sime Darby Bhd. | 88500 | &nbsp;&nbsp; 33737 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  | SP Setia Bhd. Group | 76500 | &nbsp;&nbsp; $19997 |
|  | UEM Sunrise Bhd. | 132200 | &nbsp;&nbsp; 23044 |
|  | Unisem M Bhd. | 26800 | &nbsp;&nbsp; 14549 |
|  | VS Industry Bhd. | 180331 | &nbsp;&nbsp; 33773 |
|  | Yinson Holdings Bhd. | 61065 | &nbsp;&nbsp; 33436 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp; 426579 |
| MEXICO — (0.2%) | MEXICO — (0.2%) | MEXICO — (0.2%) | MEXICO — (0.2%) |
| Ω | Banco del Bajio SA | 24087 | &nbsp;&nbsp; 54137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; El Puerto de Liverpool <br> SAB de CV, <br> Class C1<br>| 1047 | &nbsp;&nbsp; 5110 |
|  | Gentera SAB de CV | 29881 | &nbsp;&nbsp; 67761 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Industrias Penoles <br> SAB de CV<br>| 1849 | &nbsp;&nbsp; 48560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Operadora De Sites <br> Mexicanos SAB de <br> CV, Class A-1<br>| 20903 | &nbsp;&nbsp; 18072 |
|  | Regional SAB de CV | 7500 | &nbsp;&nbsp; 57988 |
| TOTAL MEXICO | TOTAL MEXICO |  | &nbsp;&nbsp; 251628 |
| NETHERLANDS — (3.0%) | NETHERLANDS — (3.0%) | NETHERLANDS — (3.0%) | NETHERLANDS — (3.0%) |
|  | Aalberts NV | 5283 | &nbsp;&nbsp; 168856 |
| Ω | ABN AMRO Bank NV | 22373 | &nbsp;&nbsp; 646768 |
|  | Aegon Ltd. (AGN NA) | 42845 | &nbsp;&nbsp; 306193 |
|  | ASR Nederland NV | 7324 | &nbsp;&nbsp; 486489 |
|  | HAL Trust | 1873 | &nbsp;&nbsp; 265775 |
|  | JDE Peet's NV | 6825 | &nbsp;&nbsp; 202396 |
|  | Koninklijke Vopak NV | 2276 | &nbsp;&nbsp; 108727 |
|  | NN Group NV | 9189 | &nbsp;&nbsp; 618747 |
|  | Randstad NV | 1776 | &nbsp;&nbsp; 84412 |
|  | SBM Offshore NV | 5454 | &nbsp;&nbsp; 142236 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp; 3030599 |
| NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fletcher Building Ltd. <br> (FBU NZ)<br>| 10101 | &nbsp;&nbsp; 18019 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ryman Healthcare <br> Ltd.<br>| 36106 | &nbsp;&nbsp; 53073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summerset Group <br> Holdings Ltd.<br>| 7388 | &nbsp;&nbsp; 49745 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp; 120837 |
| NORWAY — (0.4%) | NORWAY — (0.4%) | NORWAY — (0.4%) | NORWAY — (0.4%) |
|  | Aker Solutions ASA | 7323 | &nbsp;&nbsp; 21659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Austevoll Seafood <br> ASA<br>| 1769 | &nbsp;&nbsp; 16279 |
| \* Ω | &nbsp;&nbsp;&nbsp;&nbsp; AutoStore Holdings <br> Ltd.<br>| 56271 | &nbsp;&nbsp; 39532 |
|  | Bonheur ASA | 517 | &nbsp;&nbsp; 11956 |
| Ω | Bw Lpg Ltd. | 1713 | &nbsp;&nbsp; 22886 |
| Ω | BW LPG Ltd. | 3746 | &nbsp;&nbsp; 49798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LINK Mobility Group <br> Holding ASA<br>| 7961 | &nbsp;&nbsp; 25400 |
|  | Odfjell Drilling Ltd. | 6693 | &nbsp;&nbsp; 47557 |
| \* Ω | Scatec ASA | 6614 | &nbsp;&nbsp; 65623 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sparebank 1 <br> Oestlandet<br>| 2514 | &nbsp;&nbsp; $46849 |
| TGS ASA | 11243 | &nbsp;&nbsp; 82600 |
| TOTAL NORWAY |  | &nbsp;&nbsp; 430139 |
| PHILIPPINES — (0.1%) | PHILIPPINES — (0.1%) | PHILIPPINES — (0.1%) |
| ACEN Corp. | 119000 | &nbsp;&nbsp; 5090 |
| Globe Telecom, Inc. | 715 | &nbsp;&nbsp; 20442 |
| &nbsp;&nbsp;&nbsp;&nbsp; GT Capital Holdings, <br> Inc.<br>| 3690 | &nbsp;&nbsp; 37871 |
| LT Group, Inc. | 51200 | &nbsp;&nbsp; 11464 |
| &nbsp;&nbsp;&nbsp;&nbsp; Puregold Price Club, <br> Inc.<br>| 56500 | &nbsp;&nbsp; 38728 |
| TOTAL PHILIPPINES |  | &nbsp;&nbsp; 113595 |
| POLAND — (0.4%) | POLAND — (0.4%) | POLAND — (0.4%) |
| Alior Bank SA | 2883 | &nbsp;&nbsp; 77676 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Handlowy w <br> Warszawie SA<br>| 939 | &nbsp;&nbsp; 27380 |
| &nbsp;&nbsp;&nbsp;&nbsp; BNPP Bank Polska <br> SA<br>| 372 | &nbsp;&nbsp; 10255 |
| Cyfrowy Polsat SA | 6587 | &nbsp;&nbsp; 26443 |
| Inter Cars SA | 168 | &nbsp;&nbsp; 25629 |
| &nbsp;&nbsp;&nbsp;&nbsp; KGHM Polska Miedz <br> SA<br>| 3028 | &nbsp;&nbsp; 102374 |
| KRUK SA | 560 | &nbsp;&nbsp; 61354 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tauron Polska Energia <br> SA<br>| 40535 | &nbsp;&nbsp; 89918 |
| TOTAL POLAND |  | &nbsp;&nbsp; 421029 |
| PORTUGAL — (0.4%) | PORTUGAL — (0.4%) | PORTUGAL — (0.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Banco Comercial <br> Portugues SA, <br> Class R<br>| 321567 | &nbsp;&nbsp; 264053 |
| EDP Renovaveis SA | 10324 | &nbsp;&nbsp; 121211 |
| TOTAL PORTUGAL |  | &nbsp;&nbsp; 385264 |
| QATAR — (0.2%) | QATAR — (0.2%) | QATAR — (0.2%) |
| Aamal Co. | 106743 | &nbsp;&nbsp; 24116 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barwa Real Estate <br> Co.<br>| 60759 | &nbsp;&nbsp; 46815 |
| Doha Bank QPSC | 81288 | &nbsp;&nbsp; 54622 |
| &nbsp;&nbsp;&nbsp;&nbsp; Qatar Insurance Co. <br> SAQ<br>| 9424 | &nbsp;&nbsp; 5426 |
| Qatar Navigation QSC | 8805 | &nbsp;&nbsp; 26210 |
| TOTAL QATAR |  | &nbsp;&nbsp; 157189 |
| SAUDI ARABIA — (0.8%) | SAUDI ARABIA — (0.8%) | SAUDI ARABIA — (0.8%) |
| Ades Holding Co. | 20725 | &nbsp;&nbsp; 69519 |
| &nbsp;&nbsp;&nbsp;&nbsp; Advanced <br> Petrochemical Co.<br>| 2586 | &nbsp;&nbsp; 21364 |
| Al Hammadi Holding | 2954 | &nbsp;&nbsp; 28531 |
| Arab National Bank | 30665 | &nbsp;&nbsp; 177392 |
| Arabian Drilling Co. | 1041 | &nbsp;&nbsp; 20780 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arriyadh Development <br> Co.<br>| 3816 | &nbsp;&nbsp; $32526 |
|  | Bank AlBilad | 8904 | &nbsp;&nbsp; 61650 |
| \* | Bank Al-Jazira | 18322 | &nbsp;&nbsp; 61200 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dar Al Arkan Real <br> Estate Development <br> Co.<br>| 20312 | &nbsp;&nbsp; 103324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mobile <br> Telecommunications <br> Co. Saudi Arabia<br>| 13828 | &nbsp;&nbsp; 38307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Chemical Co. <br> Holding<br>| 16066 | &nbsp;&nbsp; 32546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Industrial <br> Investment Group<br>| 12215 | &nbsp;&nbsp; 58448 |
|  | Saudi Investment Bank <br>| 4369 | &nbsp;&nbsp; 16741 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Reinsurance <br> Co.<br>| 1765 | &nbsp;&nbsp; 21361 |
| \* | Savola Group  | 1636 | &nbsp;&nbsp; 10788 |
| \* | Seera Group Holding | 4438 | &nbsp;&nbsp; 30538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United International <br> Transportation Co.<br>| 1172 | &nbsp;&nbsp; 21844 |
| TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | &nbsp;&nbsp; 806859 |
| SINGAPORE — (0.9%) | SINGAPORE — (0.9%) | SINGAPORE — (0.9%) | SINGAPORE — (0.9%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; City Developments <br> Ltd.<br>| 30700 | &nbsp;&nbsp; 145339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genting Singapore <br> Ltd.<br>| 238800 | &nbsp;&nbsp; 134703 |
|  | Netlink NBN Trust | 19300 | &nbsp;&nbsp; 13296 |
|  | Seatrium Ltd. | 157100 | &nbsp;&nbsp; 273034 |
|  | UOL Group Ltd. | 27200 | &nbsp;&nbsp; 143784 |
|  | Venture Corp. Ltd. | 19900 | &nbsp;&nbsp; 197393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yangzijiang <br> Shipbuilding <br> Holdings Ltd.<br>| 2700 | &nbsp;&nbsp; 5296 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp; 912845 |
| SOUTH AFRICA — (0.9%) | SOUTH AFRICA — (0.9%) | SOUTH AFRICA — (0.9%) | SOUTH AFRICA — (0.9%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aspen Pharmacare <br> Holdings Ltd.<br>| 14156 | &nbsp;&nbsp; 90857 |
|  | Barloworld Ltd. | 4974 | &nbsp;&nbsp; 31758 |
|  | Foschini Group Ltd. | 9594 | &nbsp;&nbsp; 64781 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Impala Platinum <br> Holdings Ltd.<br>| 23649 | &nbsp;&nbsp; 223517 |
|  | Kumba Iron Ore Ltd. | 1347 | &nbsp;&nbsp; 22216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Life Healthcare Group <br> Holdings Ltd.<br>| 54742 | &nbsp;&nbsp; 40210 |
|  | Momentum Group Ltd. | 5577 | &nbsp;&nbsp; 10568 |
|  | Nedbank Group Ltd. | 7738 | &nbsp;&nbsp; 105596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northam Platinum <br> Holdings Ltd.<br>| 10826 | &nbsp;&nbsp; 124356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Mutual Ltd. (OMU <br> SJ)<br>| 148263 | &nbsp;&nbsp; 103982 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sibanye Stillwater Ltd. <br> (SSW SJ)<br>| 54135 | &nbsp;&nbsp; $113861 |
| TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | &nbsp;&nbsp; 931702 |
| SOUTH KOREA — (3.9%) | SOUTH KOREA — (3.9%) | SOUTH KOREA — (3.9%) | SOUTH KOREA — (3.9%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amorepacific Holdings <br> Corp.<br>| 1479 | &nbsp;&nbsp; 32873 |
|  | Binggrae Co. Ltd. | 292 | &nbsp;&nbsp; 17057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BNK Financial Group, <br> Inc.<br>| 11334 | &nbsp;&nbsp; 118701 |
|  | Cheil Worldwide, Inc. | 3490 | &nbsp;&nbsp; 49858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chong Kun Dang <br> Pharmaceutical <br> Corp.<br>| 288 | &nbsp;&nbsp; 17499 |
|  | CJ Corp. | 663 | &nbsp;&nbsp; 73700 |
| \* | CJ ENM Co. Ltd. | 438 | &nbsp;&nbsp; 20645 |
|  | CJ Logistics Corp. | 528 | &nbsp;&nbsp; 33678 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Creative & Innovative <br> System<br>| 2549 | &nbsp;&nbsp; 13796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daeduck Electronics <br> Co. Ltd.<br>| 1748 | &nbsp;&nbsp; 29769 |
|  | Daesang Corp. | 1062 | &nbsp;&nbsp; 17933 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Daewoo Engineering & <br> Construction Co. <br> Ltd.<br>| 10795 | &nbsp;&nbsp; 29042 |
|  | Daewoong Co. Ltd. | 602 | &nbsp;&nbsp; 10068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daishin Securities Co. <br> Ltd.<br>| 1276 | &nbsp;&nbsp; 23433 |
|  | Daou Technology, Inc. | 1026 | &nbsp;&nbsp; 25815 |
|  | DB HiTek Co. Ltd. | 1571 | &nbsp;&nbsp; 51239 |
|  | Dentium Co. Ltd. | 445 | &nbsp;&nbsp; 20588 |
|  | DI Dong Il Corp. | 732 | &nbsp;&nbsp; 22509 |
|  | DL E&C Co. Ltd. | 1788 | &nbsp;&nbsp; 60375 |
|  | DN Automotive Corp. | 1088 | &nbsp;&nbsp; 22615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dong-A Socio Holdings <br> Co. Ltd.<br>| 147 | &nbsp;&nbsp; 11806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongjin Semichem Co. <br> Ltd.<br>| 1537 | &nbsp;&nbsp; 34640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DongKook <br> Pharmaceutical Co. <br> Ltd.<br>| 1295 | &nbsp;&nbsp; 17540 |
|  | Doosan Bobcat, Inc. | 2687 | &nbsp;&nbsp; 106521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DoubleUGames Co. <br> Ltd.<br>| 657 | &nbsp;&nbsp; 26432 |
|  | E-MART, Inc. | 985 | &nbsp;&nbsp; 63158 |
|  | F&F Co. Ltd. | 775 | &nbsp;&nbsp; 38837 |
|  | Green Cross Corp. | 307 | &nbsp;&nbsp; 31951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Green Cross Holdings <br> Corp.<br>| 1237 | &nbsp;&nbsp; 14198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GS Engineering & <br> Construction Corp.<br>| 3594 | &nbsp;&nbsp; 49846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hankook Tire & <br> Technology Co. Ltd.<br>| 1556 | &nbsp;&nbsp; 49632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansol Chemical Co. <br> Ltd.<br>| 459 | &nbsp;&nbsp; 59551 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Investment & <br> Securities Co. Ltd.<br>| 5389 | &nbsp;&nbsp; 22537 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Life Insurance <br> Co. Ltd.<br>| 7448 | &nbsp;&nbsp; $18593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai <br> Construction <br> Equipment Co. Ltd.<br>| 538 | &nbsp;&nbsp; 35795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Infracore <br> Co. Ltd.<br>| 6805 | &nbsp;&nbsp; 75106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HDC Holdings Co. <br> Ltd.<br>| 651 | &nbsp;&nbsp; 10807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HDC Hyundai <br> Development <br> Co-Engineering & <br> Construction<br>| 1415 | &nbsp;&nbsp; 23871 |
|  | Hite Jinro Co. Ltd. | 1083 | &nbsp;&nbsp; 15755 |
|  | HK inno N Corp. | 818 | &nbsp;&nbsp; 26360 |
|  | HL Mando Co. Ltd. | 1689 | &nbsp;&nbsp; 41982 |
| \* | Hotel Shilla Co. Ltd. | 1614 | &nbsp;&nbsp; 54261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HS Hyosung Advanced <br> Materials Corp.<br>| 125 | &nbsp;&nbsp; 17691 |
|  | Huons Global Co. Ltd. | 302 | &nbsp;&nbsp; 9462 |
|  | Hyosung Corp. | 321 | &nbsp;&nbsp; 20046 |
|  | Hyosung TNC Corp. | 132 | &nbsp;&nbsp; 22299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Department <br> Store Co. Ltd.<br>| 367 | &nbsp;&nbsp; 18625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Glovis Co. <br> Ltd.<br>| 1893 | &nbsp;&nbsp; 199963 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Marine & Fire <br> Insurance Co. Ltd.<br>| 2654 | &nbsp;&nbsp; 50092 |
|  | Hyundai Steel Co. | 4423 | &nbsp;&nbsp; 112573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; iM Financial Group Co. <br> Ltd.<br>| 5545 | &nbsp;&nbsp; 55170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Innocean Worldwide, <br> Inc.<br>| 737 | &nbsp;&nbsp; 10443 |
|  | IS Dongseo Co. Ltd. | 747 | &nbsp;&nbsp; 10926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JB Financial Group Co. <br> Ltd.<br>| 3825 | &nbsp;&nbsp; 63484 |
| \* | Kakao Games Corp. | 2175 | &nbsp;&nbsp; 26758 |
|  | KC Tech Co. Ltd. | 526 | &nbsp;&nbsp; 11346 |
|  | KCC Corp. | 94 | &nbsp;&nbsp; 24935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KEPCO Plant Service <br> & Engineering Co. <br> Ltd.<br>| 1137 | &nbsp;&nbsp; 42548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KIWOOM Securities <br> Co. Ltd.<br>| 600 | &nbsp;&nbsp; 92522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Investment <br> Holdings Co. Ltd.<br>| 823 | &nbsp;&nbsp; 84254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Petrochemical <br> Ind Co. Ltd.<br>| 174 | &nbsp;&nbsp; 12738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korean Air Lines Co. <br> Ltd.<br>| 1780 | &nbsp;&nbsp; 30136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korean Reinsurance <br> Co.<br>| 4016 | &nbsp;&nbsp; 30827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kumho Petrochemical <br> Co. Ltd.<br>| 273 | &nbsp;&nbsp; 23897 |
| \* | Kumho Tire Co., Inc. | 5081 | &nbsp;&nbsp; 16943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyung Dong Navien <br> Co. Ltd.<br>| 419 | &nbsp;&nbsp; 25862 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | LG Innotek Co. Ltd. | 637 | &nbsp;&nbsp; $71074 |
|  | LG Uplus Corp. | 8157 | &nbsp;&nbsp; 85865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Chilsung <br> Beverage Co. Ltd.<br>| 214 | &nbsp;&nbsp; 19969 |
|  | Lotte Corp. | 797 | &nbsp;&nbsp; 16070 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Energy Materials <br> Corp.<br>| 321 | &nbsp;&nbsp; 5722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LOTTE Fine Chemical <br> Co. Ltd.<br>| 596 | &nbsp;&nbsp; 18376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Shopping Co. <br> Ltd.<br>| 98 | &nbsp;&nbsp; 5043 |
|  | LX Semicon Co. Ltd. | 328 | &nbsp;&nbsp; 12929 |
|  | Nexen Tire Corp. | 2413 | &nbsp;&nbsp; 10333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NH Investment & <br> Securities Co. Ltd.<br>| 6100 | &nbsp;&nbsp; 88432 |
|  | NHN Corp. | 686 | &nbsp;&nbsp; 14157 |
|  | OCI Holdings Co. Ltd. | 686 | &nbsp;&nbsp; 45994 |
|  | Orion Holdings Corp. | 1280 | &nbsp;&nbsp; 20501 |
|  | Otoki Corp. | 47 | &nbsp;&nbsp; 13459 |
|  | Pan Ocean Co. Ltd. | 15426 | &nbsp;&nbsp; 46618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; People & Technology, <br> Inc.<br>| 262 | &nbsp;&nbsp; 6538 |
|  | PSK, Inc. | 894 | &nbsp;&nbsp; 13205 |
|  | S-1 Corp. | 864 | &nbsp;&nbsp; 46045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Card Co. <br> Ltd. (029780 KS)<br>| 1290 | &nbsp;&nbsp; 46182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Engineering <br> Co. Ltd.<br>| 7913 | &nbsp;&nbsp; 150048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Securities <br> Co. Ltd.<br>| 2783 | &nbsp;&nbsp; 141083 |
|  | SD Biosensor, Inc. | 2070 | &nbsp;&nbsp; 14875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SeAH Besteel Holdings <br> Corp.<br>| 788 | &nbsp;&nbsp; 17689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SeAH Steel Holdings <br> Corp.<br>| 82 | &nbsp;&nbsp; 11864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sebang Global Battery <br> Co. Ltd.<br>| 230 | &nbsp;&nbsp; 10954 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seojin System Co. <br> Ltd.<br>| 1279 | &nbsp;&nbsp; 20049 |
|  | Shinsegae, Inc. | 321 | &nbsp;&nbsp; 39660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinyoung Securities <br> Co. Ltd.<br>| 199 | &nbsp;&nbsp; 18279 |
|  | SK Chemicals Co. Ltd. | 216 | &nbsp;&nbsp; 10535 |
|  | SK Discovery Co. Ltd. | 469 | &nbsp;&nbsp; 18430 |
| \* Ω | &nbsp;&nbsp;&nbsp;&nbsp; SK IE Technology Co. <br> Ltd.<br>| 1387 | &nbsp;&nbsp; 27495 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SK oceanplant Co. <br> Ltd.<br>| 1345 | &nbsp;&nbsp; 19136 |
|  | SL Corp. | 831 | &nbsp;&nbsp; 19807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SNT Dynamics Co. <br> Ltd.<br>| 859 | &nbsp;&nbsp; 36019 |
|  | SNT Holdings Co. Ltd. | 412 | &nbsp;&nbsp; 16532 |
|  | S-Oil Corp. | 1324 | &nbsp;&nbsp; 59722 |
|  | Soulbrain Co. Ltd. | 174 | &nbsp;&nbsp; 29508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Soulbrain Holdings Co. <br> Ltd.<br>| 441 | &nbsp;&nbsp; 13963 |
| \* | Studio Dragon Corp. | 692 | &nbsp;&nbsp; 23014 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taekwang Industrial <br> Co. Ltd.<br>| 7 | &nbsp;&nbsp; $5056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TKG Huchems Co. <br> Ltd.<br>| 931 | &nbsp;&nbsp; 11808 |
|  | Unid Co. Ltd. | 166 | &nbsp;&nbsp; 10029 |
|  | Youngone Corp. | 1130 | &nbsp;&nbsp; 49117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youngone Holdings <br> Co. Ltd.<br>| 118 | &nbsp;&nbsp; 11958 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | &nbsp;&nbsp; 3907054 |
| SPAIN — (0.7%) | SPAIN — (0.7%) | SPAIN — (0.7%) | SPAIN — (0.7%) |
|  | Acciona SA | 1026 | &nbsp;&nbsp; 196781 |
|  | Bankinter SA | 5974 | &nbsp;&nbsp; 85274 |
|  | Enagas SA | 9735 | &nbsp;&nbsp; 145806 |
| \* | Grifols SA | 1793 | &nbsp;&nbsp; 26716 |
|  | Mapfre SA | 34440 | &nbsp;&nbsp; 140260 |
| Ω | Unicaja Banco SA | 34326 | &nbsp;&nbsp; 90188 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp; 685025 |
| SWEDEN — (2.2%) | SWEDEN — (2.2%) | SWEDEN — (2.2%) | SWEDEN — (2.2%) |
|  | AFRY AB | 4119 | &nbsp;&nbsp; 63756 |
| Ω | Alimak Group AB | 1963 | &nbsp;&nbsp; 33644 |
|  | Alleima AB | 8885 | &nbsp;&nbsp; 62790 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asmodee Group AB, <br> Class B<br>| 4031 | &nbsp;&nbsp; 50765 |
|  | Beijer Alma AB | 1957 | &nbsp;&nbsp; 52652 |
|  | Betsson AB, Class B | 5550 | &nbsp;&nbsp; 93975 |
|  | Bilia AB, Class A | 3140 | &nbsp;&nbsp; 36893 |
|  | Billerud Aktiebolag | 7931 | &nbsp;&nbsp; 67340 |
| Ω | Bravida Holding AB | 10763 | &nbsp;&nbsp; 100999 |
|  | Bure Equity AB | 1468 | &nbsp;&nbsp; 43337 |
| Ω | Dometic Group AB | 17294 | &nbsp;&nbsp; 87359 |
| \* | Electrolux AB, Class B | 12068 | &nbsp;&nbsp; 73501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electrolux Professional <br> AB, Class B<br>| 4996 | &nbsp;&nbsp; 33946 |
|  | Elekta AB, Class B | 17391 | &nbsp;&nbsp; 85757 |
| \* | Embracer Group AB | 5369 | &nbsp;&nbsp; 55540 |
|  | Getinge AB, Class B | 9445 | &nbsp;&nbsp; 186428 |
|  | Granges AB | 5872 | &nbsp;&nbsp; 78738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Husqvarna AB <br> (HUSQB SS), <br> Class B<br>| 16611 | &nbsp;&nbsp; 89967 |
|  | Inwido AB | 1666 | &nbsp;&nbsp; 30976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lindab International <br> AB<br>| 3436 | &nbsp;&nbsp; 72220 |
|  | Loomis AB | 3251 | &nbsp;&nbsp; 128542 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Modern Times Group <br> MTG AB, Class B<br>| 4543 | &nbsp;&nbsp; 46705 |
|  | NCC AB, Class B | 4042 | &nbsp;&nbsp; 76537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Wave Group AB, <br> Class B<br>| 3920 | &nbsp;&nbsp; 46946 |
|  | Nolato AB, Class B | 11064 | &nbsp;&nbsp; 65448 |
|  | Pandox AB | 4852 | &nbsp;&nbsp; 86357 |
|  | Peab AB, Class B | 9301 | &nbsp;&nbsp; 69949 |
|  | Ratos AB, Class B | 8336 | &nbsp;&nbsp; 29510 |
| \* Ω | Sinch AB | 23671 | &nbsp;&nbsp; 81262 |
|  | SkiStar AB | 942 | &nbsp;&nbsp; 14861 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Storskogen Group AB, <br> Class B<br>| 37528 | &nbsp;&nbsp; $43556 |
|  | Systemair AB | 2409 | &nbsp;&nbsp; 23299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vitec Software Group <br> AB, Class B<br>| 796 | &nbsp;&nbsp; 30859 |
|  | Vitrolife AB | 2680 | &nbsp;&nbsp; 39382 |
| # \* | Volvo Car AB, Class B | 41092 | &nbsp;&nbsp; 78585 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp; 2262381 |
| SWITZERLAND — (6.4%) | SWITZERLAND — (6.4%) | SWITZERLAND — (6.4%) | SWITZERLAND — (6.4%) |
|  | Adecco Group AG | 8422 | &nbsp;&nbsp; 265193 |
|  | Allreal Holding AG | 696 | &nbsp;&nbsp; 157424 |
|  | Baloise Holding AG | 1759 | &nbsp;&nbsp; 421571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Cantonale <br> Vaudoise<br>| 1291 | &nbsp;&nbsp; 149400 |
|  | Bucher Industries AG | 359 | &nbsp;&nbsp; 169537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cembra Money Bank <br> AG<br>| 1415 | &nbsp;&nbsp; 158806 |
|  | Clariant AG | 10798 | &nbsp;&nbsp; 110819 |
|  | DKSH Holding AG | 1350 | &nbsp;&nbsp; 93353 |
|  | EFG International AG | 5169 | &nbsp;&nbsp; 102453 |
|  | Emmi AG | 119 | &nbsp;&nbsp; 108320 |
|  | Flughafen Zurich AG | 902 | &nbsp;&nbsp; 254217 |
| Ω | Galenica AG | 4117 | &nbsp;&nbsp; 436936 |
|  | Helvetia Holding AG | 1619 | &nbsp;&nbsp; 389340 |
|  | Julius Baer Group Ltd. | 9334 | &nbsp;&nbsp; 631578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liechtensteinische <br> Landesbank AG<br>| 181 | &nbsp;&nbsp; 19348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Logitech International <br> SA (LOGN SW)<br>| 1069 | &nbsp;&nbsp; 99125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luzerner Kantonalbank <br> AG<br>| 741 | &nbsp;&nbsp; 66846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandoz Group AG <br> (SDZ SW)<br>| 10201 | &nbsp;&nbsp; 583384 |
|  | SFS Group AG | 609 | &nbsp;&nbsp; 78699 |
|  | Siegfried Holding AG | 1660 | &nbsp;&nbsp; 185598 |
|  | SIG Group AG | 15305 | &nbsp;&nbsp; 247616 |
|  | Sonova Holding AG | 295 | &nbsp;&nbsp; 80301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. Galler <br> Kantonalbank AG<br>| 149 | &nbsp;&nbsp; 90914 |
|  | Sulzer AG | 922 | &nbsp;&nbsp; 177403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swatch Group AG <br> (UHR SW)<br>| 1652 | &nbsp;&nbsp; 292168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swatch Group AG <br> (UHRN SW)<br>| 1905 | &nbsp;&nbsp; 69387 |
|  | Swiss Life Holding AG | 103 | &nbsp;&nbsp; 106687 |
|  | Swiss Prime Site AG | 4175 | &nbsp;&nbsp; 577439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swissquote Group <br> Holding SA<br>| 288 | &nbsp;&nbsp; 191360 |
|  | Vontobel Holding AG | 1475 | &nbsp;&nbsp; 107548 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp; 6422770 |
| TAIWAN — (5.8%) | TAIWAN — (5.8%) | TAIWAN — (5.8%) | TAIWAN — (5.8%) |
|  | AcBel Polytech, Inc. | 12000 | &nbsp;&nbsp; 11023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ADATA Technology Co. <br> Ltd.<br>| 7000 | &nbsp;&nbsp; 21227 |
|  | AUO Corp. (2409 TT) | 275000 | &nbsp;&nbsp; 109635 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Kaohsiung Co. <br> Ltd.<br>| 13390 | &nbsp;&nbsp; $5236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BES Engineering <br> Corp.<br>| 55000 | &nbsp;&nbsp; 20364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brighton-Best <br> International Taiwan, <br> Inc.<br>| 5000 | &nbsp;&nbsp; 5833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capital Securities <br> Corp.<br>| 59000 | &nbsp;&nbsp; 39896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Catcher Technology <br> Co. Ltd.<br>| 8000 | &nbsp;&nbsp; 56497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Real Estate <br> Development Co. <br> Ltd.<br>| 22000 | &nbsp;&nbsp; 13681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Reinsurance <br> Co. Ltd.<br>| 11000 | &nbsp;&nbsp; 8504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chailease Holding Co. <br> Ltd.<br>| 56100 | &nbsp;&nbsp; 216583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chang Hwa <br> Commercial Bank <br> Ltd.<br>| 234150 | &nbsp;&nbsp; 144627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chang Wah <br> Electromaterials, <br> Inc.<br>| 14000 | &nbsp;&nbsp; 18137 |
|  | Cheng Loong Corp. | 21000 | &nbsp;&nbsp; 12803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cheng Shin Rubber <br> Industry Co. Ltd.<br>| 40000 | &nbsp;&nbsp; 53507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cheng Uei Precision <br> Industry Co. Ltd.<br>| 14000 | &nbsp;&nbsp; 26426 |
|  | China Airlines Ltd. | 123000 | &nbsp;&nbsp; 84284 |
|  | China Motor Corp. | 4000 | &nbsp;&nbsp; 7378 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Petrochemical <br> Development Corp.<br>| 125000 | &nbsp;&nbsp; 31074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chipbond Technology <br> Corp.<br>| 13000 | &nbsp;&nbsp; 24303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ChipMOS <br> Technologies, Inc. <br> (8150 TT)<br>| 20000 | &nbsp;&nbsp; 17305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chong Hong <br> Construction Co. <br> Ltd.<br>| 8000 | &nbsp;&nbsp; 21858 |
|  | Clevo Co. | 10000 | &nbsp;&nbsp; 14790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Compal Electronics, <br> Inc.<br>| 103000 | &nbsp;&nbsp; 100796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Compeq Manufacturing <br> Co. Ltd.<br>| 43000 | &nbsp;&nbsp; 93457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Continental Holdings <br> Corp.<br>| 6000 | &nbsp;&nbsp; 4418 |
|  | Coretronic Corp. | 6000 | &nbsp;&nbsp; 16244 |
|  | CTCI Corp. | 24000 | &nbsp;&nbsp; 23400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Depo Auto Parts Ind <br> Co. Ltd.<br>| 4000 | &nbsp;&nbsp; 22884 |
|  | Ennostar, Inc. | 21000 | &nbsp;&nbsp; 24571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eternal Materials Co. <br> Ltd.<br>| 17000 | &nbsp;&nbsp; 15754 |
|  | Eva Airways Corp. | 114000 | &nbsp;&nbsp; 143743 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evergreen International <br> Storage & Transport <br> Corp.<br>| 20000 | &nbsp;&nbsp; $22895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EVERGREEN Steel <br> Corp.<br>| 10000 | &nbsp;&nbsp; 26921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Everlight Electronics <br> Co. Ltd.<br>| 5000 | &nbsp;&nbsp; 11544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far Eastern <br> Department Stores <br> Ltd.<br>| 36000 | &nbsp;&nbsp; 25489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far Eastern <br> International Bank<br>| 55000 | &nbsp;&nbsp; 24670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far Eastern New <br> Century Corp.<br>| 91000 | &nbsp;&nbsp; 87218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farglory Land <br> Development Co. <br> Ltd.<br>| 12000 | &nbsp;&nbsp; 24794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Feng Hsin Steel Co. <br> Ltd.<br>| 14000 | &nbsp;&nbsp; 31635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fitipower Integrated <br> Technology, Inc.<br>| 3000 | &nbsp;&nbsp; 18004 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FLEXium Interconnect, <br> Inc.<br>| 13000 | &nbsp;&nbsp; 28345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Chemicals & <br> Fibre Corp.<br>| 149000 | &nbsp;&nbsp; 143094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Taffeta Co. <br> Ltd.<br>| 15000 | &nbsp;&nbsp; 8206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foxsemicon Integrated <br> Technology, Inc.<br>| 4000 | &nbsp;&nbsp; 40501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fulgent Sun <br> International Holding <br> Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 20490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genius Electronic <br> Optical Co. Ltd.<br>| 2000 | &nbsp;&nbsp; 28804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Brands <br> Manufacture Ltd.<br>| 12000 | &nbsp;&nbsp; 45922 |
|  | Globalwafers Co. Ltd. | 11000 | &nbsp;&nbsp; 124861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gloria Material <br> Technology Corp.<br>| 21000 | &nbsp;&nbsp; 25995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldsun Building <br> Materials Co. Ltd.<br>| 17000 | &nbsp;&nbsp; 20974 |
|  | Grape King Bio Ltd. | 2000 | &nbsp;&nbsp; 8644 |
|  | Hannstar Board Corp. | 10000 | &nbsp;&nbsp; 24279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HannStar Display <br> Corp.<br>| 40000 | &nbsp;&nbsp; 9538 |
|  | Hotai Finance Co. Ltd. | 6000 | &nbsp;&nbsp; 12876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaku Development <br> Co. Ltd.<br>| 11550 | &nbsp;&nbsp; 36742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huang Hsiang <br> Construction Corp.<br>| 4507 | &nbsp;&nbsp; 5878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IBF Financial Holdings <br> Co. Ltd.<br>| 102870 | &nbsp;&nbsp; 49943 |
|  | Innolux Corp. | 228000 | &nbsp;&nbsp; 87445 |
|  | ITEQ Corp. | 9000 | &nbsp;&nbsp; 30236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kenda Rubber <br> Industrial Co. Ltd.<br>| 19000 | &nbsp;&nbsp; 14357 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kindom Development <br> Co. Ltd.<br>| 15000 | &nbsp;&nbsp; $25004 |
|  | Kinpo Electronics | 45000 | &nbsp;&nbsp; 26837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinsus Interconnect <br> Technology Corp.<br>| 13000 | &nbsp;&nbsp; 44173 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lung Yen Life Service <br> Corp.<br>| 6000 | &nbsp;&nbsp; 11761 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Macronix International <br> Co. Ltd.<br>| 78000 | &nbsp;&nbsp; 49047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mercuries Life <br> Insurance Co. Ltd.<br>| 29000 | &nbsp;&nbsp; 5072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Merida Industry Co. <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 23180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Merry Electronics Co. <br> Ltd.<br>| 7000 | &nbsp;&nbsp; 26548 |
| \* | Mitac Holdings Corp. | 36000 | &nbsp;&nbsp; 91161 |
|  | Nan Ya Plastics Corp. | 120000 | &nbsp;&nbsp; 163668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nan Ya Printed Circuit <br> Board Corp.<br>| 7000 | &nbsp;&nbsp; 41007 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nanya Technology <br> Corp.<br>| 52000 | &nbsp;&nbsp; 76553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nuvoton Technology <br> Corp.<br>| 10000 | &nbsp;&nbsp; 22836 |
|  | O-Bank Co. Ltd. | 35000 | &nbsp;&nbsp; 10601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient Semiconductor <br> Electronics Ltd.<br>| 16000 | &nbsp;&nbsp; 20624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan German Universal <br> Motors Ltd.<br>| 2000 | &nbsp;&nbsp; 22298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan Jit International, <br> Inc.<br>| 4000 | &nbsp;&nbsp; 6304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan-International <br> Industrial Corp.<br>| 17000 | &nbsp;&nbsp; 24356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Parade Technologies <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 38064 |
|  | Pegatron Corp. | 55000 | &nbsp;&nbsp; 146419 |
|  | Pou Chen Corp. | 80000 | &nbsp;&nbsp; 75233 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Powerchip <br> Semiconductor <br> Manufacturing Corp.<br>| 132000 | &nbsp;&nbsp; 65757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Powertech Technology, <br> Inc.<br>| 21000 | &nbsp;&nbsp; 87716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; President Securities <br> Corp.<br>| 22000 | &nbsp;&nbsp; 13865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primax Electronics <br> Ltd.<br>| 19000 | &nbsp;&nbsp; 46049 |
|  | Qisda Corp. | 26000 | &nbsp;&nbsp; 22422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ruentex Development <br> Co. Ltd.<br>| 65000 | &nbsp;&nbsp; 64885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ruentex Industries <br> Ltd.<br>| 24000 | &nbsp;&nbsp; 41731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyang Motor Co. <br> Ltd.<br>| 9000 | &nbsp;&nbsp; 18618 |
|  | Sercomm Corp. | 12000 | &nbsp;&nbsp; 40027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Commercial <br> & Savings Bank Ltd.<br>| 88000 | &nbsp;&nbsp; 126337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinfox Energy Co. <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 13633 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinkong Insurance <br> Co. Ltd.<br>| 4000 | &nbsp;&nbsp; $12675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinkong Synthetic <br> Fibers Corp.<br>| 20000 | &nbsp;&nbsp; 8588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sigurd Microelectronics <br> Corp.<br>| 19000 | &nbsp;&nbsp; 49146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simplo Technology Co. <br> Ltd.<br>| 3000 | &nbsp;&nbsp; 40960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sino-American Silicon <br> Products, Inc.<br>| 20000 | &nbsp;&nbsp; 67051 |
|  | Sports Gear Co. Ltd. | 3000 | &nbsp;&nbsp; 10061 |
|  | Standard Foods Corp. | 18000 | &nbsp;&nbsp; 19215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supreme Electronics <br> Co. Ltd.<br>| 22000 | &nbsp;&nbsp; 30960 |
|  | Systex Corp. | 5000 | &nbsp;&nbsp; 18223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ta Ya Electric Wire & <br> Cable<br>| 23345 | &nbsp;&nbsp; 27065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tainan Spinning Co. <br> Ltd.<br>| 11000 | &nbsp;&nbsp; 4724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taishin Financial <br> Holding Co. Ltd.<br>| 345000 | &nbsp;&nbsp; 188296 |
|  | Taiwan Business Bank | 165000 | &nbsp;&nbsp; 88654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Fertilizer Co. <br> Ltd.<br>| 29000 | &nbsp;&nbsp; 50369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Glass Industry <br> Corp.<br>| 39000 | &nbsp;&nbsp; 31009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Surface <br> Mounting <br> Technology Corp.<br>| 11000 | &nbsp;&nbsp; 38774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tong Hsing Electronic <br> Industries Ltd.<br>| 3000 | &nbsp;&nbsp; 10141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tong Yang Industry Co. <br> Ltd.<br>| 7000 | &nbsp;&nbsp; 24448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tripod Technology <br> Corp.<br>| 3000 | &nbsp;&nbsp; 27922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tung Ho Steel <br> Enterprise Corp.<br>| 13000 | &nbsp;&nbsp; 27872 |
|  | TXC Corp. | 4000 | &nbsp;&nbsp; 11186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Ming Marine <br> Transport Corp.<br>| 18000 | &nbsp;&nbsp; 31297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unimicron Technology <br> Corp.<br>| 58000 | &nbsp;&nbsp; 263279 |
|  | Union Bank of Taiwan | 18190 | &nbsp;&nbsp; 10110 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Unitech Printed Circuit <br> Board Corp.<br>| 12000 | &nbsp;&nbsp; 11134 |
|  | Via Technologies, Inc. | 10000 | &nbsp;&nbsp; 19766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wah Lee Industrial <br> Corp.<br>| 3000 | &nbsp;&nbsp; 9390 |
|  | Walsin Lihwa Corp. | 87429 | &nbsp;&nbsp; 65338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walsin Technology <br> Corp.<br>| 10000 | &nbsp;&nbsp; 28134 |
|  | Wan Hai Lines Ltd. | 20000 | &nbsp;&nbsp; 59148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Win Semiconductors <br> Corp.<br>| 15000 | &nbsp;&nbsp; 42536 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Winbond Electronics <br> Corp.<br>| 133000 | &nbsp;&nbsp; 76332 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wisdom Marine Lines <br> Co. Ltd.<br>| 17000 | &nbsp;&nbsp; $33062 |
|  | WNC Corp. | 15000 | &nbsp;&nbsp; 58799 |
|  | Yageo Corp. | 5000 | &nbsp;&nbsp; 87858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yang Ming Marine <br> Transport Corp.<br>| 44000 | &nbsp;&nbsp; 89263 |
|  | YFY, Inc. | 31000 | &nbsp;&nbsp; 25185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yieh Phui Enterprise <br> Co. Ltd.<br>| 15000 | &nbsp;&nbsp; 7516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuanta Futures Co. <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 5503 |
|  | Yulon Finance Corp. | 10000 | &nbsp;&nbsp; 33492 |
|  | Yulon Motor Co. Ltd. | 18000 | &nbsp;&nbsp; 19634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhen Ding Technology <br> Holding Ltd.<br>| 28000 | &nbsp;&nbsp; 116779 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | &nbsp;&nbsp; 5823218 |
| THAILAND — (0.4%) | THAILAND — (0.4%) | THAILAND — (0.4%) | THAILAND — (0.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AEON Thana Sinsap <br> Thailand PCL<br>| 3400 | &nbsp;&nbsp; 10274 |
|  | Amata Corp. PCL | 40100 | &nbsp;&nbsp; 19633 |
|  | AP Thailand PCL | 102500 | &nbsp;&nbsp; 22739 |
|  | Bangchak Corp. PCL | 28300 | &nbsp;&nbsp; 29443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Commercial <br> Asset Management <br> PCL<br>| 140700 | &nbsp;&nbsp; 35950 |
|  | Berli Jucker PCL | 32100 | &nbsp;&nbsp; 18859 |
|  | CH Karnchang PCL | 64800 | &nbsp;&nbsp; 26769 |
| \* | Energy Absolute PCL | 78000 | &nbsp;&nbsp; 6922 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JMT Network Services <br> PCL<br>| 31800 | &nbsp;&nbsp; 10801 |
|  | Ngern Tid Lor PCL | 14800 | &nbsp;&nbsp; 7925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regional Container <br> Lines PCL<br>| 18600 | &nbsp;&nbsp; 17359 |
|  | Sansiri PCL | 937300 | &nbsp;&nbsp; 42448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sri Trang Agro-Industry <br> PCL<br>| 42100 | &nbsp;&nbsp; 18164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sri Trang Gloves <br> Thailand PCL<br>| 23000 | &nbsp;&nbsp; 4962 |
|  | Srisawad Corp. PCL | 17300 | &nbsp;&nbsp; 10746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Petroleum <br> Refining PCL<br>| 69000 | &nbsp;&nbsp; 12035 |
|  | Supalai PCL | 68900 | &nbsp;&nbsp; 32890 |
|  | Thai Oil PCL | 60700 | &nbsp;&nbsp; 64081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thai Union Group <br> PCL<br>| 120700 | &nbsp;&nbsp; 40997 |
| TOTAL THAILAND | TOTAL THAILAND |  | &nbsp;&nbsp; 432997 |
| TURKEY — (0.2%) | TURKEY — (0.2%) | TURKEY — (0.2%) | TURKEY — (0.2%) |
|  | Alarko Holding AS | 10000 | &nbsp;&nbsp; 23085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anadolu Anonim Turk <br> Sigorta Sirketi<br>| 10000 | &nbsp;&nbsp; 24473 |
|  | Aygaz AS | 7000 | &nbsp;&nbsp; 28146 |
|  | Enerya Enerji AS | 108379 | &nbsp;&nbsp; 22851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Yatirim Holding <br> AS<br>| 84971 | &nbsp;&nbsp; 18658 |
|  | Sekerbank Turk AS | 49467 | &nbsp;&nbsp; 7117 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Sinai Kalkinma <br> Bankasi AS<br>| 34486 | &nbsp;&nbsp; $11672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ulker Biskuvi Sanayi <br> AS<br>| 9118 | &nbsp;&nbsp; 24577 |
| TOTAL TURKEY | TOTAL TURKEY |  | &nbsp;&nbsp; 160579 |
| UNITED ARAB EMIRATES — (0.7%) | UNITED ARAB EMIRATES — (0.7%) | UNITED ARAB EMIRATES — (0.7%) | UNITED ARAB EMIRATES — (0.7%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi Ports Co. <br> PJSC<br>| 44362 | &nbsp;&nbsp; 50239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ADNOC Logistics & <br> Services<br>| 30264 | &nbsp;&nbsp; 38367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Financial Market <br> PJSC<br>| 52129 | &nbsp;&nbsp; 24800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Investments <br> PJSC<br>| 126791 | &nbsp;&nbsp; 101905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Islamic Bank <br> PJSC<br>| 26113 | &nbsp;&nbsp; 70820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emaar Development <br> PJSC<br>| 17855 | &nbsp;&nbsp; 72865 |
| \* | Modon Holding PSC | 130467 | &nbsp;&nbsp; 134607 |
| \* | Multiply Group PJSC | 101095 | &nbsp;&nbsp; 75528 |
|  | NMDC Group PJSC | 8113 | &nbsp;&nbsp; 55087 |
|  | Sharjah Islamic Bank | 45955 | &nbsp;&nbsp; 37753 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED ARAB <br> EMIRATES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED ARAB <br> EMIRATES |  | &nbsp;&nbsp; 661971 |
| UNITED KINGDOM — (9.0%) | UNITED KINGDOM — (9.0%) | UNITED KINGDOM — (9.0%) | UNITED KINGDOM — (9.0%) |
|  | Aberdeen Group PLC | 99999 | &nbsp;&nbsp; 263871 |
|  | Barratt Redrow PLC | 18383 | &nbsp;&nbsp; 90526 |
|  | Beazley PLC | 33525 | &nbsp;&nbsp; 395016 |
|  | Bellway PLC | 6787 | &nbsp;&nbsp; 222125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berkeley Group <br> Holdings PLC<br>| 4579 | &nbsp;&nbsp; 220212 |
|  | Burford Capital Ltd. | 9962 | &nbsp;&nbsp; 126380 |
|  | Centrica PLC | 273712 | &nbsp;&nbsp; 594982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Croda International <br> PLC<br>| 7511 | &nbsp;&nbsp; 258511 |
|  | DCC PLC | 5602 | &nbsp;&nbsp; 350859 |
|  | Drax Group PLC | 19474 | &nbsp;&nbsp; 181878 |
| \* | Frasers Group PLC | 4973 | &nbsp;&nbsp; 45026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grafton Group PLC, <br> CDI<br>| 9580 | &nbsp;&nbsp; 112310 |
|  | Hiscox Ltd. | 16686 | &nbsp;&nbsp; 284084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IG Group Holdings <br> PLC<br>| 18589 | &nbsp;&nbsp; 276805 |
|  | Inchcape PLC | 18806 | &nbsp;&nbsp; 174047 |
|  | Informa PLC | 8187 | &nbsp;&nbsp; 93619 |
|  | Investec PLC | 23857 | &nbsp;&nbsp; 176467 |
|  | ITV PLC | 191721 | &nbsp;&nbsp; 207958 |
|  | J Sainsbury PLC | 100261 | &nbsp;&nbsp; 400903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JD Sports Fashion <br> PLC<br>| 150796 | &nbsp;&nbsp; 169266 |
|  | Johnson Matthey PLC | 7248 | &nbsp;&nbsp; 168884 |
|  | Kingfisher PLC | 92455 | &nbsp;&nbsp; 328752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lion Finance Group <br> PLC<br>| 1890 | &nbsp;&nbsp; 189480 |
|  | M&G PLC | 112005 | &nbsp;&nbsp; 385509 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Man Group PLC | 65141 | &nbsp;&nbsp; $141470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marks & Spencer <br> Group PLC<br>| 68072 | &nbsp;&nbsp; 312627 |
|  | Mondi PLC | 25176 | &nbsp;&nbsp; 340335 |
| \* | Ocado Group PLC | 7284 | &nbsp;&nbsp; 30189 |
|  | OSB Group PLC | 14843 | &nbsp;&nbsp; 108573 |
|  | Persimmon PLC | 18262 | &nbsp;&nbsp; 275368 |
| Ω | Quilter PLC | 69768 | &nbsp;&nbsp; 155894 |
|  | Rathbones Group PLC | 2443 | &nbsp;&nbsp; 61588 |
|  | RS Group PLC | 25841 | &nbsp;&nbsp; 190163 |
|  | Schroders PLC | 41656 | &nbsp;&nbsp; 214118 |
|  | Spectris PLC | 5486 | &nbsp;&nbsp; 288068 |
|  | Tate & Lyle PLC | 19642 | &nbsp;&nbsp; 138687 |
|  | Taylor Wimpey PLC | 201931 | &nbsp;&nbsp; 271695 |
|  | TBC Bank Group PLC | 1966 | &nbsp;&nbsp; 125664 |
|  | TP ICAP Group PLC | 40613 | &nbsp;&nbsp; 163946 |
| \* | Vistry Group PLC | 26996 | &nbsp;&nbsp; 206898 |
|  | Whitbread PLC | 8221 | &nbsp;&nbsp; 330244 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  | &nbsp;&nbsp; 9072997 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 99071926 |
| PREFERRED STOCKS — (0.6%) | PREFERRED STOCKS — (0.6%) | PREFERRED STOCKS — (0.6%) | PREFERRED STOCKS — (0.6%) |
| BRAZIL — (0.2%) | BRAZIL — (0.2%) | BRAZIL — (0.2%) | BRAZIL — (0.2%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Pan SA, <br> 3.100%<br>| 5090 | &nbsp;&nbsp; 7081 |
|  | Gerdau SA, 3.801% | 40000 | &nbsp;&nbsp; 120295 |
|  | Raizen SA, 0.705% | 43400 | &nbsp;&nbsp; 11006 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp; 138382 |
| COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Argos SA, <br> 5.658%<br>| 1239 | &nbsp;&nbsp; 3464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aval Acciones y <br> Valores SA, 4.066%<br>| 89000 | &nbsp;&nbsp; 12290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo de Inversiones <br> Suramericana SA, <br> 3.840%<br>| 1713 | &nbsp;&nbsp; 15453 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | &nbsp;&nbsp; 31207 |

---

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| GERMANY — (0.4%) | GERMANY — (0.4%) | GERMANY — (0.4%) |
| FUCHS SE, 2.921% | 2980 | &nbsp;&nbsp; $136365 |
| &nbsp;&nbsp;&nbsp;&nbsp; Porsche Automobil <br> Holding SE, 5.422%<br>| 5688 | &nbsp;&nbsp; 228283 |
| Sixt SE, 4.466% | 764 | &nbsp;&nbsp; 53280 |
| TOTAL GERMANY |  | &nbsp;&nbsp; 417928 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL PREFERRED <br> STOCKS |  | &nbsp;&nbsp; 587517 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $92,694,637) |  | &nbsp;&nbsp; 99659443 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (1.1%) | SECURITIES LENDING COLLATERAL — (1.1%) | SECURITIES LENDING COLLATERAL — (1.1%) | SECURITIES LENDING COLLATERAL — (1.1%) |
| @ § | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 95141 | &nbsp;&nbsp; 1100490 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $93,795,085)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $93,795,085)^^ |  | &nbsp;&nbsp; $100759933 |

---

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

ADR American Depositary Receipt

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

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| | |
|:---|:---|
| » | &nbsp;&nbsp;&nbsp;&nbsp; Securities have generally been fair valued. See Security <br> Valuation Note within the Notes to Schedules of <br> Investments.<br>|
| \* | Non-Income Producing Securities. |
| # | Total or Partial Securities on Loan. |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Rule 144A, Section 4(2), or other security that is restricted <br> as to resale to institutional investors. This security has <br> been deemed liquid based upon the Fund's Liquidity <br> Guidelines. The liquidity determination is unaudited.<br>|
| † | &nbsp;&nbsp;&nbsp;&nbsp; See Security Valuation Note within the Notes to Schedules <br> of Investments.<br>|
| @ | &nbsp;&nbsp;&nbsp;&nbsp; Security purchased with cash collateral received from <br> Securities on Loan.<br>|
| § | Affiliated Fund. |
| ^^ | &nbsp;&nbsp;&nbsp;&nbsp; See Federal Tax Cost Note within the Notes to Schedules <br> of Investments.<br>|

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As of July 31, 2025, Dimensional World ex U.S. Sustainability Targeted Value Portfolio had entered into the following outstanding futures contracts:

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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; 4 | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; $1276667 | &nbsp;&nbsp;&nbsp;&nbsp; $1274850 | &nbsp;&nbsp;&nbsp;&nbsp; $(1817)<br>|
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$1276667** | &nbsp;&nbsp; **$1274850** | &nbsp;&nbsp; **$(1817)**<br>|

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**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

As of July 31, 2025, the value of Rule 144A securities amounted to $4,529,533 or 4.5% of net assets.

Summary of the Portfolio's investments as of July 31, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $3878453 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $3878453 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 260231 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 260231 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 826295 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 826295 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp;&nbsp; $819514 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 819514 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; 6626276 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6626276 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile | &nbsp;&nbsp;&nbsp; 58802 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 58802 |
| &nbsp;&nbsp;&nbsp;&nbsp; China | &nbsp;&nbsp;&nbsp; 397423 | &nbsp;&nbsp;&nbsp; 9840170 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10237593 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | &nbsp;&nbsp;&nbsp; 15667 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15667 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2042175 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2042175 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2011725 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2011725 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3560550 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3560550 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3602017 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3602017 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greece | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 174225 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 174225 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 993031 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 993031 |
| &nbsp;&nbsp;&nbsp;&nbsp; India | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5757105 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5757105 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indonesia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 162843 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 162843 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1183142 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1183142 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1036156 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1036156 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp;&nbsp; 221415 | &nbsp;&nbsp;&nbsp; 3663350 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3884765 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14248581 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14248581 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kuwait | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 275523 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 275523 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 426579 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 426579 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mexico | &nbsp;&nbsp;&nbsp; 251628 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 251628 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3030599 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3030599 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 120837 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 120837 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; 22886 | &nbsp;&nbsp;&nbsp; 407253 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 430139 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 113595 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 113595 |
| &nbsp;&nbsp;&nbsp;&nbsp; Poland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 421029 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 421029 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portugal | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 385264 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 385264 |
| &nbsp;&nbsp;&nbsp;&nbsp; Qatar | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 157189 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 157189 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 806859 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 806859 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 912845 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 912845 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 931702 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 931702 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3907054 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3907054 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 685025 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 685025 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2262381 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2262381 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6422770 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6422770 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5823218 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5823218 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 432997 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 432997 |
| &nbsp;&nbsp;&nbsp;&nbsp; Turkey | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 160579 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 160579 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 661971 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 661971 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9072997 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9072997 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp;&nbsp; 138382 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 138382 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | &nbsp;&nbsp;&nbsp; 31207 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 31207 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 417928 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 417928 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1100490 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1100490 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $8583200 | &nbsp;&nbsp;&nbsp; $92176733 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $100759933 |

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------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp; $(1817) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $(1817) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; $(1817) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $(1817) |
| &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. |

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**ORGANIZATION**

DFA Investment Dimensions Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. At July 31, 2025, 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 World ex U.S. Government Fixed Income, 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

------

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 July 31, 2025, the DFA Commodity Strategy Portfolio held $233,287,074 in the Subsidiary, representing 22.33% of DFA Commodity Strategy Portfolio's total assets.

7. SWAP AGREEMENTS: The DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio may enter into credit default swap agreements. Swap agreements are two-party contracts entered into primarily by institutional investors for periods ranging from a few weeks to more than one year. Some types of swap agreements are negotiated bilaterally and traded over-the-counter between the two parties (uncleared swaps), while other swaps are transacted through a futures commission merchant ("FCM") and cleared through a clearinghouse that serves as a central counterparty (cleared swaps), and may be traded on swap execution facilities (exchanges). The most common types of credit default swaps and interest rate swaps are subject to mandatory central clearing and exchange trading.

The Portfolios may enter into a credit default swap on a single security or instrument (sometimes referred to as a "CDS" transaction) or on a basket or index of securities (sometimes referred to as a "CDX" transaction). The "buyer" in a credit default contract typically is obligated to pay the "seller" a periodic stream of payments over the term of the contract, provided that no credit event with respect to any underlying reference obligation has occurred. If a credit event occurs, the seller typically must pay the buyer the "par value" (full notional value) of the reference obligation in exchange for the reference obligation. The Portfolios may be either the buyer or the seller in the transaction. If a Portfolio is a buyer and no credit event occurs, the Portfolio may lose its investment and recover nothing. However, if a credit event occurs, the buyer typically receives full notional value for a reference obligation that may have little or no value. As a seller, a Portfolio typically receives a fixed rate of income throughout the term of the contract, which typically is between six months and three years, provided a credit event does not occur. If a credit event occurs, the seller typically must pay the buyer the full notional amount of the reference obligation. The most common types of CDX are subject to mandatory central clearing and exchange-trading.

------

Credit default swaps involve greater risks than if the Portfolios had invested in the reference obligation directly, since, in addition to general market risks, credit default swaps are subject to illiquidity risk, counterparty risk and credit risk. A buyer also will lose its investment and recover nothing should no credit event occur and the swap is held to its termination date. If a credit event were to occur, the value of any deliverable obligation received by the seller, coupled with the up-front or periodic payments previously received, may be less than the full notional value the seller pays to the buyer, resulting in a loss of value to the Portfolio. When a Portfolio acts as a seller of a credit default swap, the Portfolio is exposed to many of the same risks of leverage since, if a credit event occurs, the seller may be required to pay the buyer the full notional value of the contract net of any amounts owed by the buyer related to its delivery of deliverable obligations.

The DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio may also enter into inflation swap agreements to seek inflation protection. Inflation swap agreements are contracts in which one party agrees to pay the cumulative percentage increase in a price index (the Consumer Price Index with respect to CPI swaps) over the term of the swap (with some lag on the inflation index), and the other pays a compounded fixed rate. Inflation swap agreements may be used by the DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio to hedge the inflation risk in nominal bonds (i.e., non-inflation-indexed bonds) thereby creating "synthetic" inflation-indexed bonds.

Among other reasons, one factor that may lead to changes in the values of inflation swap agreements are changes in real interest rates. Real interest rates are tied to the relationship between nominal interest rates and the rate of inflation. If nominal interest rates increase at a faster rate than inflation, real interest rates may rise, which may lead to a change in the value of an inflation swap agreement. Additionally, payments received by the DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio from inflation swap agreements will result in taxable income, either as ordinary income or capital gains, which will increase the amount of taxable distributions received by shareholders. Inflation swap agreements are not currently subject to mandatory central clearing and exchange-trading.

The DFA Municipal Real Return Portfolio may also enter into interest rate swaps to hedge against changes in interest rates. Interest rate swaps involve the exchange by the Portfolio with another party of their respective commitments to receive or pay interest (e.g., an exchange of fixed rate payments for floating rate payments) with respect to a notional amount of principal.

Uncleared swaps are typically executed bilaterally with a swap dealer rather than traded on exchanges. Parties to uncleared swaps face greater counterparty credit risk than those engaging in cleared swaps since performance of uncleared swap obligations is the responsibility only of the swap counterparty rather than a clearing house, as is the case with cleared swaps. As a result, a Portfolio bears the risk of loss of the amount expected to be received under a swap agreement in the event of the default, insolvency or bankruptcy of a swap agreement counterparty beyond any collateral received. In such an event, the Portfolio will have contractual remedies pursuant to the swap agreements, but bankruptcy and insolvency laws could affect the Portfolio's rights as a creditor.

The Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 (the "Dodd-Frank Act") and implementing rules adopted by the CFTC currently require the clearing and exchange-trading of the most common types of credit default index swaps and interest rate swaps, and it is expected that additional categories of swaps will in the future be designated as subject to mandatory clearing and trade execution requirements. Central clearing is intended to reduce counterparty credit risk and increase liquidity, but central clearing does not eliminate these risks completely. There is also a risk of loss by a Portfolio of the initial and variation margin deposits in the event of bankruptcy of the FCM with which the Portfolio has an open position, or the central counterparty in a swap contract. The assets of a Portfolio may not be fully protected in the event of the bankruptcy of the FCM or central counterparty because the Portfolio might be limited to recovering only a pro rata share of all available funds and margin segregated on behalf of an FCM's customers.

The Advisor and the Fund do not believe that a Portfolio's obligations under swap contracts are senior securities and, accordingly, the Portfolio will not treat them as being subject to the Portfolio's borrowing or senior securities restrictions. However, with respect to swap contracts that provide for the netting of payments, the net amount of the excess, if any, of the Portfolio's obligations over its entitlements with respect to each swap contract will be accrued on a daily basis and an amount of segregated assets having an aggregate market value at least equal to the accrued excess will be maintained to cover the transactions in accordance with SEC positions. With respect to swap contracts that do not provide for the netting of payments by the counterparties, the full notional amount for which the Portfolio is obligated under the swap contract with respect to each swap contract will be accrued on a daily basis and assets

------

having an aggregate market value at least equal to the accrued full notional value will be segregated and maintained to cover the transactions in accordance with SEC positions. To the extent that a Portfolio cannot dispose of a swap in the ordinary course of business within seven days at approximately the value at which the Portfolio has valued the swap, the Portfolio will treat the swap as illiquid and subject to its overall limit on illiquid investments of 15% of the Portfolio's net assets.

The Dodd-Frank Act and related regulatory developments have imposed comprehensive new regulatory requirements on swaps and swap market participants. The regulation of cleared and uncleared swaps, as well as other derivatives, is a rapidly changing area of law and is subject to modification by government and judicial action. In addition, the SEC, CFTC and the exchanges are authorized to take extraordinary actions in the event of a market emergency, including, for example, the implementation or reduction of speculative position limits, the implementation of higher margin requirements, the establishment of daily price limits and the suspension of trading. It is not possible to predict fully the effects of current or future regulation. New requirements, even if not directly applicable to a Portfolio, may increase the cost of the Portfolio's investments and cost of doing business. It is possible that developments in the swaps market, including potential government regulation, could adversely affect a Portfolio's ability to terminate existing swap agreements or to realize amounts to be received under such agreements.

**FEDERAL TAX COST**

At July 31, 2025, 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; $229418 |
| U.S. Large Cap Value Portfolio | &nbsp;&nbsp; 15880654 |
| U.S. Targeted Value Portfolio | &nbsp;&nbsp; 11135624 |
| U.S. Small Cap Value Portfolio | &nbsp;&nbsp; 13503862 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp; 12013144 |
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp; 13526250 |
| U.S. Vector Equity Portfolio | &nbsp;&nbsp; 3287034 |
| U.S. Small Cap Portfolio | &nbsp;&nbsp; 11991209 |
| U.S. Micro Cap Portfolio | &nbsp;&nbsp; 5032497 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp; 4410198 |
| Large Cap International Portfolio | &nbsp;&nbsp; 3994158 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp; 23608841 |
| International Small Company Portfolio | &nbsp;&nbsp; 10167097 |
| Global Small Company Portfolio | &nbsp;&nbsp; 81073 |
| Japanese Small Company Portfolio | &nbsp;&nbsp; 163571 |
| Asia Pacific Small Company Portfolio | &nbsp;&nbsp; 151468 |
| United Kingdom Small Company Portfolio | &nbsp;&nbsp; 19769 |
| Continental Small Company Portfolio | &nbsp;&nbsp; 5145 |
| DFA International Real Estate Securities Portfolio | &nbsp;&nbsp; 3413496 |
| DFA Global Real Estate Securities Portfolio | &nbsp;&nbsp; 6535454 |
| DFA International Small Cap Value Portfolio | &nbsp;&nbsp; 8904282 |
| International Vector Equity Portfolio | &nbsp;&nbsp; 2536833 |
| World ex U.S. Value Portfolio | &nbsp;&nbsp; 248913 |
| World ex U.S. Targeted Value Portfolio | &nbsp;&nbsp; 565690 |
| World ex U.S. Core Equity Portfolio | &nbsp;&nbsp; 2983137 |
| Selectively Hedged Global Equity Portfolio | &nbsp;&nbsp; 151383 |
| Emerging Markets Portfolio | &nbsp;&nbsp; 2688937 |
| Emerging Markets Small Cap Portfolio | &nbsp;&nbsp; 2389907 |
| Emerging Markets Value Portfolio | &nbsp;&nbsp; 9041985 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp; 19816098 |
| U.S. Large Cap Equity Portfolio | &nbsp;&nbsp; 1117206 |

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---

| | |
|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>|
| DFA Commodity Strategy Portfolio | &nbsp;&nbsp; $2806684 |
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp; 4509616 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 4472059 |
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp; 993051 |
| DFA Short-Term Government Portfolio | &nbsp;&nbsp; 1880180 |
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 9111182 |
| DFA World ex U.S. Government Fixed Income Portfolio | &nbsp;&nbsp; 1037607 |
| DFA Intermediate Government Fixed Income Portfolio | &nbsp;&nbsp; 6095966 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp; 5610078 |
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp; 1770162 |
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; 845640 |
| DFA Investment Grade Portfolio | &nbsp;&nbsp; 12859802 |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp; 5442060 |
| DFA Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 1473328 |
| DFA Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 1342161 |
| DFA Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 526021 |
| DFA Short-Term Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 200088 |
| DFA California Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 814857 |
| DFA California Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 431419 |
| DFA NY Municipal Bond Portfolio | &nbsp;&nbsp; 166209 |
| Dimensional Retirement Income Fund | &nbsp;&nbsp; 60682 |
| Dimensional 2045 Target Date Retirement Income Fund | &nbsp;&nbsp; 153858 |
| Dimensional 2050 Target Date Retirement Income Fund | &nbsp;&nbsp; 130746 |
| Dimensional 2055 Target Date Retirement Income Fund | &nbsp;&nbsp; 95536 |
| Dimensional 2060 Target Date Retirement Income Fund | &nbsp;&nbsp; 79028 |
| Dimensional 2065 Target Date Retirement Income Fund | &nbsp;&nbsp; 33259 |
| Dimensional 2070 Target Date Retirement Income Fund | &nbsp;&nbsp; 18 |
| Dimensional 2015 Target Date Retirement Income Fund | &nbsp;&nbsp; 21026 |
| Dimensional 2020 Target Date Retirement Income Fund | &nbsp;&nbsp; 62016 |
| Dimensional 2025 Target Date Retirement Income Fund | &nbsp;&nbsp; 119986 |
| Dimensional 2030 Target Date Retirement Income Fund | &nbsp;&nbsp; 162660 |
| Dimensional 2035 Target Date Retirement Income Fund | &nbsp;&nbsp; 169806 |
| Dimensional 2040 Target Date Retirement Income Fund | &nbsp;&nbsp; 154904 |
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp; 1982598 |
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; 1724835 |
| DFA Municipal Bond Portfolio | &nbsp;&nbsp; 469560 |
| World Core Equity Portfolio | &nbsp;&nbsp; 598295 |
| DFA LTIP Portfolio | &nbsp;&nbsp; 579954 |
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp; 917797 |
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp; 4347146 |
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; 429014 |
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp; 2777115 |
| International Social Core Equity Portfolio | &nbsp;&nbsp; 1216000 |
| Global Social Core Equity Portfolio | &nbsp;&nbsp; 54102 |
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp; 1180061 |
| Dimensional VA U.S. Targeted Value Portfolio | &nbsp;&nbsp; 633723 |
| Dimensional VA U.S. Large Value Portfolio | &nbsp;&nbsp; 440743 |
| Dimensional VA International Value Portfolio | &nbsp;&nbsp; 484750 |

---

------

---

| | |
|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>|
| Dimensional VA International Small Portfolio | &nbsp;&nbsp; $328422 |
| Dimensional VA Short-Term Fixed Portfolio | &nbsp;&nbsp; 416669 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; 327373 |
| Dimensional VIT Inflation-Protected Securities Portfolio | &nbsp;&nbsp; 227070 |
| Dimensional VA Global Moderate Allocation Portfolio | &nbsp;&nbsp; 170741 |
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; 2083329 |
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp; 1294878 |
| International Large Cap Growth Portfolio | &nbsp;&nbsp; 767256 |
| International Small Cap Growth Portfolio | &nbsp;&nbsp; 223383 |
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; 687766 |
| DFA Diversified Fixed Income Portfolio | &nbsp;&nbsp; 1800056 |
| U.S. High Relative Profitability Portfolio | &nbsp;&nbsp; 3436384 |
| International High Relative Profitability Portfolio | &nbsp;&nbsp; 1242227 |
| Dimensional VA Equity Allocation Portfolio | &nbsp;&nbsp; 173295 |
| DFA MN Municipal Bond Portfolio | &nbsp;&nbsp; 27973 |
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp; 352135 |
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp; 2754641 |
| Emerging Markets Sustainability Core 1 Portfolio | &nbsp;&nbsp; 855587 |
| Emerging Markets Targeted Value Portfolio | &nbsp;&nbsp; 217696 |
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp; 702079 |
| DFA Oregon Municipal Bond Portfolio | &nbsp;&nbsp; 90851 |
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp; 269357 |
| Emerging Markets ex China Core Equity Portfolio | &nbsp;&nbsp; 923132 |
| Dimensional World ex U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; 93795 |

---

**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, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**SUBSEQUENT EVENT EVALUATIONS**

Management has evaluated the impact of all subsequent events on the Portfolios through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

------

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** DFA INVESTMENT DIMENSIONS GROUP INC

- **b. Investment Company Act file number:** 811-03258

- **c. CIK number of Registrant:** 0000355437

- **d. LEI of Registrant:** 549300XGRTBJCE41BD26

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 6300 BEE CAVE ROAD

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

  - **Telephone number:** 512-306-7400

**Item A.2. Information about the Series.**

- **a. Name of Series:** International High Relative Profitability Portfolio

- **b. EDGAR series identifier (if any):** S000057238

- **c. LEI of Series:** 549300S8GQPV858O2Z76

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $1748879031.00

**Total Liabilities:** $123363905.14

**Net Assets:** $1625515125.86

**Cash Not Reported:** $3283042.16

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000182416 | 4.67%                | 2.29%                | -3.24%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3445119.41              | $63418671.88                               |
| Month 2  | $4336850.15              | $30437027.71                               |
| Month 3  | $2265256.69              | $-56207486.69                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Cathay Pacific Airways Ltd                                | Cathay Pacific Airways Ltd.                               | CUSIP: 000000000<br>LEI: EQNZNT235RBOJ6LJQZ02 | Long             | EC               | CORP              | HK        |    238000 | NS      | $353743.16    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                                 | DFA Short Term Investment Fund                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  58607936 | NS      | $58607936.34  | 3.61%             |  |  |  | No            | N/A                | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                        | Hong Kong Exchanges & Clearing Ltd.                       | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |    229237 | NS      | $12406030.42  | 0.76%             |  |  |  | No            | 2                  | On Loan: No      |
| Cosmo Energy Holdings Co Ltd                              | Cosmo Energy Holdings Co. Ltd.                            | CUSIP: 000000000<br>LEI: 353800Y4GZ7KR5X7L150 | Long             | EC               | CORP              | JP        |     15500 | NS      | $687929.95    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Nemetschek SE                                             | Nemetschek SE                                             | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |     19407 | NS      | $2891508.23   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Fuyo General Lease Co Ltd                                 | Fuyo General Lease Co. Ltd.                               | CUSIP: 000000000<br>LEI: 353800IE82QJT7UQJK58 | Long             | EC               | CORP              | JP        |     11700 | NS      | $316047.09    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ZOZO Inc                                                  | ZOZO, Inc.                                                | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |    138900 | NS      | $1375022.29   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Universal Music Group NV                                  | Universal Music Group NV                                  | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |    125253 | NS      | $3603139.50   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| BW LPG Ltd                                                | BW LPG Ltd.                                               | CUSIP: 000000000<br>LEI: 5493006WBEME88YFDW23 | Long             | EC               | CORP              | SG        |     20926 | NS      | $278184.02    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| St James's Place PLC                                      | St. James's Place PLC                                     | CUSIP: 000000000<br>LEI: 213800M993ICXOMBCP87 | Long             | EC               | CORP              | GB        |     90454 | NS      | $1556792.10   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                       | LVMH Moet Hennessy Louis Vuitton SE                       | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |     65240 | NS      | $35021599.46  | 2.15%             |  |  |  | No            | 2                  | On Loan: No      |
| OMV AG                                                    | OMV AG                                                    | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |     35452 | NS      | $1805512.59   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd.                                            | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    166810 | NS      | $4185631.85   | 0.26%             |  |  |  | No            | 2                  | On Loan: —       |
| Imperial Brands PLC                                       | Imperial Brands PLC                                       | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |    445366 | NS      | $17360090.86  | 1.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Kone Oyj                                                  | Kone OYJ                                                  | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |     78750 | NS      | $4835914.73   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| BT Group PLC                                              | BT Group PLC                                              | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |   2677069 | NS      | $7311173.04   | 0.45%             |  |  |  | No            | 2                  | On Loan: No      |
| Carnival PLC                                              | Carnival PLC                                              | CUSIP: 14365C103<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | EC               | CORP              | GB        |      4779 | NS      | $129988.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SoftBank Corp                                             | SoftBank Corp.                                            | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |   6266000 | NS      | $9053341.30   | 0.56%             |  |  |  | No            | 2                  | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                        | MS&AD Insurance Group Holdings, Inc.                      | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |    142800 | NS      | $3051073.92   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Yokohama Rubber Co Ltd/The                                | Yokohama Rubber Co. Ltd.                                  | CUSIP: 000000000<br>LEI: 52990036XNWY2FMYWB76 | Long             | EC               | CORP              | JP        |      3500 | NS      | $100071.66    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Colliers International Group Inc                          | Colliers International Group, Inc.                        | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |      3366 | NS      | $507289.86    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ampol Ltd                                                 | Ampol Ltd.                                                | CUSIP: 000000000<br>LEI: 5493009TD1CGVRZ27U11 | Long             | EC               | CORP              | AU        |     16752 | NS      | $292889.43    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                              | Chugai Pharmaceutical Co. Ltd.                            | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |    138300 | NS      | $6629677.34   | 0.41%             |  |  |  | No            | 2                  | On Loan: No      |
| KBC Group NV                                              | KBC Group NV                                              | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |     56155 | NS      | $5857184.36   | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| Sectra AB                                                 | Sectra AB                                                 | CUSIP: 000000000<br>LEI: 549300R9ZBT8YSFFK266 | Long             | EC               | CORP              | SE        |     40431 | NS      | $1499018.43   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                        | CUSIP: 05946K101<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     25506 | NS      | $426715.38    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Yamaha Motor Co Ltd                                       | Yamaha Motor Co. Ltd.                                     | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |    219200 | NS      | $1585434.34   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Volvo AB                                                  | Volvo AB                                                  | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    410093 | NS      | $11777783.24  | 0.72%             |  |  |  | No            | 2                  | On Loan: No      |
| Rakuten Bank Ltd                                          | Rakuten Bank Ltd.                                         | CUSIP: 000000000<br>LEI: 3538007HFAF2NOCBUE44 | Long             | EC               | CORP              | JP        |      1400 | NS      | $65214.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sankyo Co Ltd                                             | Sankyo Co. Ltd.                                           | CUSIP: 000000000<br>LEI: 3538009H2R9ZBZAOAK48 | Long             | EC               | CORP              | JP        |     51500 | NS      | $961005.33    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                        | Teva Pharmaceutical Industries Ltd.                       | CUSIP: 000000000<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |     23641 | NS      | $370476.31    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Parkland Corp                                             | Parkland Corp.                                            | CUSIP: 70137W108<br>LEI: 549300UY5C6HUV0XLS53 | Long             | EC               | CORP              | CA        |      1479 | NS      | $41746.31     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TFI International Inc                                     | TFI International, Inc.                                   | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |      2000 | NS      | $174340.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Aristocrat Leisure Ltd                                    | Aristocrat Leisure Ltd.                                   | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |     95426 | NS      | $4272878.15   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| REA Group Ltd                                             | REA Group Ltd.                                            | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |     17630 | NS      | $2685594.49   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| MEG Energy Corp                                           | MEG Energy Corp.                                          | CUSIP: 552704108<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               | CORP              | CA        |      6000 | NS      | $118259.24    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BP PLC                                                    | BP PLC                                                    | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    165519 | NS      | $887228.17    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                   | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |     73621 | NS      | $7658050.47   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Cochlear Ltd                                              | Cochlear Ltd.                                             | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |      4195 | NS      | $856421.80    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Toromont Industries Ltd                                   | Toromont Industries Ltd.                                  | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |     28093 | NS      | $2848430.69   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                           | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     25123 | NS      | $17412070.75  | 1.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Bezeq The Israeli Telecommunication Corp Ltd              | Bezeq The Israeli Telecommunication Corp. Ltd.            | CUSIP: 000000000<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |    544901 | NS      | $1013625.25   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Chorus Ltd                                                | Chorus Ltd.                                               | CUSIP: 000000000<br>LEI: R7NJHU48LTCIOB9BVU57 | Long             | EC               | CORP              | NZ        |    309552 | NS      | $1588388.24   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Rightmove PLC                                             | Rightmove PLC                                             | CUSIP: 000000000<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |    185301 | NS      | $1999673.50   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                  | CUSIP: 759530108<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |    206621 | NS      | $10721563.69  | 0.66%             |  |  |  | No            | 1                  | On Loan: —       |
| Netwealth Group Ltd                                       | Netwealth Group Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     35013 | NS      | $835564.90    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Partners Group Holding AG                                 | Partners Group Holding AG                                 | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |      7501 | NS      | $10083568.05  | 0.62%             |  |  |  | No            | 2                  | On Loan: No      |
| Skylark Holdings Co Ltd                                   | Skylark Holdings Co. Ltd.                                 | CUSIP: 000000000<br>LEI: 353800P64XSC0Q9CEB70 | Long             | EC               | CORP              | JP        |    110300 | NS      | $2096564.80   | 0.13%             |  |  |  | No            | 2                  | On Loan: —       |
| Protector Forsikring ASA                                  | Protector Forsikring ASA                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZXAIO813 | Long             | EC               | CORP              | NO        |     11993 | NS      | $585540.72    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Gildan Activewear Inc                                     | Gildan Activewear, Inc.                                   | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |     60328 | NS      | $3047167.28   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Clal Insurance Enterprises Holdings Ltd                   | Clal Insurance Enterprises Holdings Ltd.                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3109 | NS      | $149058.19    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Continental AG                                            | Continental AG                                            | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |     26439 | NS      | $2258169.89   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Sembcorp Industries Ltd                                   | Sembcorp Industries Ltd.                                  | CUSIP: 000000000<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |    350100 | NS      | $2081725.23   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Otsuka Corp                                               | Otsuka Corp.                                              | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |     63800 | NS      | $1208828.70   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Singapore Airlines Ltd                                    | Singapore Airlines Ltd.                                   | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |    369000 | NS      | $1927347.20   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Lotus Bakeries NV                                         | Lotus Bakeries NV                                         | CUSIP: 000000000<br>LEI: 5493004C0K34IFI67I03 | Long             | EC               | CORP              | BE        |        15 | NS      | $126816.21    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Kakaku.com Inc                                            | Kakaku.com, Inc.                                          | CUSIP: 000000000<br>LEI: 353800KA15Y0DCPWYY65 | Long             | EC               | CORP              | JP        |     20400 | NS      | $346728.19    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Insurance Australia Group Ltd                             | Insurance Australia Group Ltd.                            | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |    184563 | NS      | $1036029.10   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Century Corp                                        | Tokyo Century Corp.                                       | CUSIP: 000000000<br>LEI: 35380096ZLHOF84DXR74 | Long             | EC               | CORP              | JP        |     72900 | NS      | $834321.84    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Wesfarmers Ltd                                            | Wesfarmers Ltd.                                           | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |    209238 | NS      | $11445213.32  | 0.70%             |  |  |  | No            | 2                  | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                              | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     48760 | NS      | $2829077.02   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Disco Corp                                                | Disco Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16400 | NS      | $4846634.06   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Singapore Exchange Ltd                                    | Singapore Exchange Ltd.                                   | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |    295300 | NS      | $3620851.06   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| ARC Resources Ltd                                         | ARC Resources Ltd.                                        | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |    266706 | NS      | $5206695.51   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Rio Tinto Ltd                                             | Rio Tinto Ltd.                                            | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |     89943 | NS      | $6396558.95   | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| Hilan Ltd                                                 | Hilan Ltd.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2776 | NS      | $226789.59    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nichirei Corp                                             | Nichirei Corp.                                            | CUSIP: 000000000<br>LEI: 529900MX3GPXXKO0MT06 | Long             | EC               | CORP              | JP        |     70400 | NS      | $847268.01    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Tourmaline Oil Corp                                       | Tourmaline Oil Corp.                                      | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |     97339 | NS      | $4142668.04   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Amadeus IT Group SA                                       | Amadeus IT Group SA                                       | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |    104594 | NS      | $8398244.65   | 0.52%             |  |  |  | No            | 2                  | On Loan: No      |
| Olympus Corp                                              | Olympus Corp.                                             | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |    165500 | NS      | $1977236.23   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanwa Holdings Corp                                       | Sanwa Holdings Corp.                                      | CUSIP: 000000000<br>LEI: 5299003X6BCA4ROO5A70 | Long             | EC               | CORP              | JP        |     92100 | NS      | $2512655.90   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Advantest Corp                                            | Advantest Corp.                                           | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |    132000 | NS      | $8777880.30   | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| ASR Nederland NV                                          | ASR Nederland NV                                          | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |     48477 | NS      | $3220031.89   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Endesa SA                                                 | Endesa SA                                                 | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |    100465 | NS      | $2911499.25   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Daiwa House Industry Co Ltd                               | Daiwa House Industry Co. Ltd.                             | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |    126300 | NS      | $4175592.98   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Constellation Software Inc/Canada                         | Constellation Software, Inc.                              | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |      4186 | NS      | $14441579.16  | 0.89%             |  |  |  | No            | 1                  | On Loan: No      |
| Keyera Corp                                               | Keyera Corp.                                              | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Long             | EC               | CORP              | CA        |     49577 | NS      | $1556437.28   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| AddTech AB                                                | AddTech AB                                                | CUSIP: 000000000<br>LEI: 549300QZ5U2IDRHPWL60 | Long             | EC               | CORP              | SE        |     79454 | NS      | $2671099.05   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyota Tsusho Corp                                        | Toyota Tsusho Corp.                                       | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |     92100 | NS      | $2110778.77   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Yancoal Australia Ltd                                     | Yancoal Australia Ltd.                                    | CUSIP: 000000000<br>LEI: 3003003IC6G39HKQAD13 | Long             | EC               | CORP              | AU        |    135682 | NS      | $547985.14    | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| Sony Group Corp                                           | Sony Group Corp.                                          | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |   1455000 | NS      | $34997551.25  | 2.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Airbus SE                                                 | Airbus SE                                                 | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |    114073 | NS      | $22934953.92  | 1.41%             |  |  |  | No            | 2                  | On Loan: No      |
| Diageo PLC                                                | Diageo PLC                                                | CUSIP: 25243Q205<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     81079 | NS      | $7941688.05   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| TFI International Inc                                     | TFI International, Inc.                                   | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |     23500 | NS      | $2043699.48   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Quebecor Inc                                              | Quebecor, Inc.                                            | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     34134 | NS      | $960265.10    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Ramsay Health Care Ltd                                    | Ramsay Health Care Ltd.                                   | CUSIP: 000000000<br>LEI: 549300QBX122KF2JPI10 | Long             | EC               | CORP              | AU        |      3770 | NS      | $93325.16     | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Jeronimo Martins SGPS SA                                  | Jeronimo Martins SGPS SA                                  | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |     15405 | NS      | $375537.86    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Daifuku Co Ltd                                            | Daifuku Co. Ltd.                                          | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |     42300 | NS      | $1070874.91   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                        | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |     38503 | NS      | $11142276.45  | 0.69%             |  |  |  | No            | 2                  | On Loan: No      |
| Evolution Mining Ltd                                      | Evolution Mining Ltd.                                     | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |    550597 | NS      | $2491847.40   | 0.15%             |  |  |  | No            | 2                  | On Loan: —       |
| Bank Leumi Le-Israel BM                                   | Bank Leumi Le-Israel BM                                   | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     58029 | NS      | $1073465.46   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Capcom Co Ltd                                             | Capcom Co. Ltd.                                           | CUSIP: 000000000<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |    126400 | NS      | $3217604.63   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Cosmos Pharmaceutical Corp                                | Cosmos Pharmaceutical Corp.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14400 | NS      | $894548.71    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                  | Mizrahi Tefahot Bank Ltd.                                 | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |     32684 | NS      | $2019015.71   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Northern Star Resources Ltd                               | Northern Star Resources Ltd.                              | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |     53302 | NS      | $529572.80    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| DBS Group Holdings Ltd                                    | DBS Group Holdings Ltd.                                   | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |    306193 | NS      | $11238651.59  | 0.69%             |  |  |  | No            | 2                  | On Loan: No      |
| Next Vision Stabilized Systems Ltd                        | Next Vision Stabilized Systems Ltd.                       | CUSIP: 000000000<br>LEI: 2549001OCAI48UYCZD40 | Long             | EC               | CORP              | IL        |     10203 | NS      | $418185.61    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Fujitsu Ltd                                               | Fujitsu Ltd.                                              | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |    295200 | NS      | $6430612.26   | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| James Hardie Industries PLC                               | James Hardie Industries PLC                               | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |    150492 | NS      | $3950027.93   | 0.24%             |  |  |  | No            | 2                  | On Loan: —       |
| Talanx AG                                                 | Talanx AG                                                 | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |      6982 | NS      | $925443.42    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA            | ACS Actividades de Construccion y Servicios SA            | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |     31352 | NS      | $2163750.30   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Xero Ltd                                                  | Xero Ltd.                                                 | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |     17550 | NS      | $2021067.76   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Agnico Eagle Mines Ltd                                    | Agnico Eagle Mines Ltd.                                   | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |     11566 | NS      | $1438347.76   | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Toyo Tire Corp                                            | Toyo Tire Corp.                                           | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |     29000 | NS      | $614250.55    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Orange SA                                                 | Orange SA                                                 | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |    879667 | NS      | $13380668.77  | 0.82%             |  |  |  | No            | 2                  | On Loan: No      |
| GEA Group AG                                              | GEA Group AG                                              | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |     22438 | NS      | $1611726.86   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| USS Co Ltd                                                | USS Co. Ltd.                                              | CUSIP: 000000000<br>LEI: 5299000RRQD6UZXG4W72 | Long             | EC               | CORP              | JP        |    177800 | NS      | $1932488.14   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Welcia Holdings Co Ltd                                    | Welcia Holdings Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24800 | NS      | $416135.75    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Hitachi Ltd                                               | Hitachi Ltd.                                              | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |    171900 | NS      | $5260250.62   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Visional Inc                                              | Visional, Inc.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $23449.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aeon Co Ltd                                               | Aeon Co. Ltd.                                             | CUSIP: 000000000<br>LEI: 5299009MXFL34SA71416 | Long             | EC               | CORP              | JP        |    158000 | NS      | $5046966.97   | 0.31%             |  |  |  | No            | 2                  | On Loan: —       |
| Metro Inc/CN                                              | Metro, Inc.                                               | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |     45013 | NS      | $3441922.16   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                              | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |    357096 | NS      | $20865119.28  | 1.28%             |  |  |  | No            | 1                  | On Loan: —       |
| Next PLC                                                  | Next PLC                                                  | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |     48295 | NS      | $7839291.72   | 0.48%             |  |  |  | No            | 2                  | On Loan: No      |
| Reckitt Benckiser Group PLC                               | Reckitt Benckiser Group PLC                               | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |    182653 | NS      | $13689067.83  | 0.84%             |  |  |  | No            | 2                  | On Loan: No      |
| Lifco AB                                                  | Lifco AB                                                  | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |     18806 | NS      | $669889.97    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Loomis AB                                                 | Loomis AB                                                 | CUSIP: 000000000<br>LEI: 213800NS2XXVRYS7WP40 | Long             | EC               | CORP              | SE        |      8408 | NS      | $332446.42    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Thales SA                                                 | Thales SA                                                 | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |     16027 | NS      | $4311161.31   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Electron Ltd                                        | Tokyo Electron Ltd.                                       | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |     80300 | NS      | $12765988.20  | 0.79%             |  |  |  | No            | 2                  | On Loan: No      |
| Tele2 AB                                                  | Tele2 AB                                                  | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |    223821 | NS      | $3459178.46   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Daito Trust Construction Co Ltd                           | Daito Trust Construction Co. Ltd.                         | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |     30999 | NS      | $3173605.06   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| TechnoPro Holdings Inc                                    | TechnoPro Holdings, Inc.                                  | CUSIP: 000000000<br>LEI: 3538001DJ8I5PJQNHU53 | Long             | EC               | CORP              | JP        |         1 | NS      | $31.67        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Metso Oyj                                                 | Metso OYJ                                                 | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |    152746 | NS      | $1918380.51   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Pandora A/S                                               | Pandora AS                                                | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |     36743 | NS      | $6066106.74   | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Legal & General Group PLC                                 | Legal & General Group PLC                                 | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |    999910 | NS      | $3382760.57   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Sodexo SA                                                 | Sodexo SA                                                 | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |     12295 | NS      | $731226.05    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                          | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |    153733 | NS      | $47975922.82  | 2.95%             |  |  |  | No            | 2                  | On Loan: No      |
| Woolworths Group Ltd                                      | Woolworths Group Ltd.                                     | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |    243657 | NS      | $4918971.36   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                           | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     21467 | NS      | $14913339.57  | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| Resonac Holdings Corp                                     | Resonac Holdings Corp.                                    | CUSIP: 000000000<br>LEI: 5493006AIPA1V92YPP18 | Long             | EC               | CORP              | JP        |     45200 | NS      | $1086975.67   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Siemens Healthineers AG                                   | Siemens Healthineers AG                                   | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |     19532 | NS      | $1052044.81   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Sampo Oyj                                                 | Sampo OYJ                                                 | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |    266260 | NS      | $2857947.05   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| CONSTELLATION SOFTWARE INC                                | Constellation Software, Inc.                              | CUSIP: 000000000<br>LEI: 549300B6PYHMCTDWQV29 | N/A              | DE               |  | CA        |      4241 | NS      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BCE Inc                                                   | BCE, Inc.                                                 | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |     16155 | NS      | $376896.15    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Daimler Truck Holding AG                                  | Daimler Truck Holding AG                                  | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |     35879 | NS      | $1745343.22   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Daikin Industries Ltd                                     | Daikin Industries Ltd.                                    | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |     28100 | NS      | $3455056.67   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Kinross Gold Corp                                         | Kinross Gold Corp.                                        | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |    397858 | NS      | $6365728.00   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| HKT Trust & HKT Ltd                                       | HKT Trust & HKT Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |   2020000 | NS      | $3180646.20   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Technology One Ltd                                        | Technology One Ltd.                                       | CUSIP: 000000000<br>LEI: 875500YEWBJIM91P9N12 | Long             | EC               | CORP              | AU        |     75294 | NS      | $1969580.13   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Brenntag SE                                               | Brenntag SE                                               | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |     51867 | NS      | $3217782.47   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Dollarama Inc                                             | Dollarama, Inc.                                           | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |     59591 | NS      | $8144734.11   | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Dentsu Soken Inc                                          | Dentsu Soken, Inc.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $197653.91    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Celestica Inc                                             | Celestica, Inc.                                           | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |     31528 | NS      | $6301186.08   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Empire Co Ltd                                             | Empire Co. Ltd.                                           | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |     68713 | NS      | $2736419.85   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                          | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    565051 | NS      | $33601019.51  | 2.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Electra Ltd/Israel                                        | Electra Ltd.                                              | CUSIP: 000000000<br>LEI: 2138005T746J61F84918 | Long             | EC               | CORP              | IL        |       331 | NS      | $200544.82    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Canadian Tire Corp Ltd                                    | Canadian Tire Corp. Ltd.                                  | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |      3570 | NS      | $478147.08    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk AS                                           | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |    364085 | NS      | $16932852.88  | 1.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BIPROGY Inc                                               | BIPROGY, Inc.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34900 | NS      | $1407346.49   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Thomson Reuters Corp                                      | Thomson Reuters Corp.                                     | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |      7259 | NS      | $1458405.69   | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Lottery Corp Ltd/The                                      | Lottery Corp. Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    404732 | NS      | $1403764.38   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| H & M Hennes & Mauritz AB                                 | H & M Hennes & Mauritz AB                                 | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |    163087 | NS      | $2197049.24   | 0.14%             |  |  |  | No            | 2                  | On Loan: —       |
| Yaoko Co Ltd                                              | Yaoko Co. Ltd.                                            | CUSIP: 000000000<br>LEI: 353800Y2SZOLTECIV233 | Long             | EC               | CORP              | JP        |      4200 | NS      | $271812.99    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Medibank Pvt Ltd                                          | Medibank Pvt Ltd.                                         | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |    791084 | NS      | $2585581.64   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| DFI Retail Group Holdings Ltd                             | DFI Retail Group Holdings Ltd.                            | CUSIP: 000000000<br>LEI: 213800NOTG41PZVNNX48 | Long             | EC               | CORP              | BM        |     23600 | NS      | $81359.82     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                  | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     45322 | NS      | $2354979.85   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company                          | DFA Investment Trust Co.                                  | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |   5491297 | NS      | $63517827.93  | 3.91%             |  |  |  | No            | 2                  | On Loan: No      |
| Oriental Land Co Ltd/Japan                                | Oriental Land Co. Ltd.                                    | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |     40200 | NS      | $827738.98    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Alimentation Couche-Tard Inc                              | Alimentation Couche-Tard, Inc.                            | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |    156194 | NS      | $8116316.40   | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Wallenius Wilhelmsen ASA                                  | Wallenius Wilhelmsen ASA                                  | CUSIP: 000000000<br>LEI: 549300NBN0URT3RA3Y54 | Long             | EC               | CORP              | NO        |     23918 | NS      | $213974.75    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kao Corp                                                  | Kao Corp.                                                 | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      9700 | NS      | $436465.49    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MINEBEA MITSUMI Inc                                       | Minebea Mitsumi, Inc.                                     | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |     12900 | NS      | $203024.99    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PRADA SpA                                                 | PRADA SpA                                                 | CUSIP: 000000000<br>LEI: 8156000FE0A2DC5B7852 | Long             | EC               | CORP              | IT        |    215800 | NS      | $1174570.86   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Fujikura Ltd                                              | Fujikura Ltd.                                             | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |     71500 | NS      | $4853593.59   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Magna International Inc                                   | Magna International, Inc.                                 | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     53530 | NS      | $2194730.00   | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Enel SpA                                                  | Enel SpA                                                  | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |   1636772 | NS      | $14433521.21  | 0.89%             |  |  |  | No            | 2                  | On Loan: No      |
| Dr Ing hc F Porsche AG                                    | Dr. Ing hc F Porsche AG                                   | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |     13698 | NS      | $694577.11    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                             | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |    167352 | NS      | $7993907.02   | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| Hoegh Autoliners ASA                                      | Hoegh Autoliners ASA                                      | CUSIP: 000000000<br>LEI: 549300D7GNMPKTA4HD46 | Long             | EC               | CORP              | NO        |      2029 | NS      | $20389.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lundin Mining Corp                                        | Lundin Mining Corp.                                       | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |     24679 | NS      | $252026.45    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| South Bow Corp                                            | South Bow Corp.                                           | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |         1 | NS      | $15.76        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rheinmetall AG                                            | Rheinmetall AG                                            | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |     16337 | NS      | $32339026.88  | 1.99%             |  |  |  | No            | 2                  | On Loan: No      |
| Kuraray Co Ltd                                            | Kuraray Co. Ltd.                                          | CUSIP: 000000000<br>LEI: 549300W9JPTOE739QZ31 | Long             | EC               | CORP              | JP        |     67100 | NS      | $829588.83    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Ebara Corp                                                | Ebara Corp.                                               | CUSIP: 000000000<br>LEI: 353800UV8U3SOMCDTI49 | Long             | EC               | CORP              | JP        |    153500 | NS      | $2803037.03   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldwin Inc                                               | Goldwin, Inc.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9400 | NS      | $484012.79    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Suncor Energy Inc                                         | Suncor Energy, Inc.                                       | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |    253719 | NS      | $10011751.74  | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| GSK PLC                                                   | GSK PLC                                                   | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |   1058901 | NS      | $19477401.77  | 1.20%             |  |  |  | No            | 2                  | On Loan: No      |
| NIPPON EXPRESS HOLDINGS INC                               | Nippon Express Holdings, Inc.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    108603 | NS      | $2385675.45   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Tsuruha Holdings Inc                                      | Tsuruha Holdings, Inc.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $463708.93    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Avanza Bank Holding AB                                    | Avanza Bank Holding AB                                    | CUSIP: 000000000<br>LEI: 549300MBWR5H8SIJLE03 | Long             | EC               | CORP              | SE        |     40384 | NS      | $1487729.14   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Daicel Corp                                               | Daicel Corp.                                              | CUSIP: 000000000<br>LEI: 353800ZG4XF6D7NZGS72 | Long             | EC               | CORP              | JP        |     44900 | NS      | $386233.00    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                           | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    261592 | NS      | $19119759.28  | 1.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Socionext Inc                                             | Socionext, Inc.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9521 | NS      | $179421.53    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Open House Group Co Ltd                                   | Open House Group Co. Ltd.                                 | CUSIP: 000000000<br>LEI: 529900WQOGPBIJEHW865 | Long             | EC               | CORP              | JP        |     30200 | NS      | $1335456.62   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| SITC International Holdings Co Ltd                        | SITC International Holdings Co. Ltd.                      | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |    259000 | NS      | $837414.83    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Admiral Group PLC                                         | Admiral Group PLC                                         | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |     94186 | NS      | $4245573.23   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                           | CUSIP: 294821608<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    144507 | NS      | $1043340.54   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Paz Retail And Energy Ltd                                 | Paz Retail & Energy Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1708 | NS      | $315810.20    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Stantec Inc                                               | Stantec, Inc.                                             | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |     15440 | NS      | $1688518.40   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Tokyu Fudosan Holdings Corp                               | Tokyu Fudosan Holdings Corp.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14600 | NS      | $102954.15    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| IHI Corp                                                  | IHI Corp.                                                 | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |     14700 | NS      | $1636943.84   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| adidas AG                                                 | adidas AG                                                 | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |     33434 | NS      | $6390201.11   | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| MTU Aero Engines AG                                       | MTU Aero Engines AG                                       | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |      6604 | NS      | $2848689.65   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Ferrovial SE                                              | Ferrovial SE                                              | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |     31171 | NS      | $1597916.30   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Bureau Veritas SA                                         | Bureau Veritas SA                                         | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |    121130 | NS      | $3730331.68   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Telstra Group Ltd                                         | Telstra Group Ltd.                                        | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |   1018886 | NS      | $3247271.75   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Subaru Corp                                               | Subaru Corp.                                              | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |    182700 | NS      | $3360914.69   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Endeavour Group Ltd/Australia                             | Endeavour Group Ltd.                                      | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |    379725 | NS      | $994379.88    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Symrise AG                                                | Symrise AG                                                | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |      8491 | NS      | $769685.74    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Fattal Holdings 1998 Ltd                                  | Fattal Holdings 1998 Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2058 | NS      | $370413.12    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SCSK Corp                                                 | SCSK Corp.                                                | CUSIP: 000000000<br>LEI: 529900SNGFXMSUBB7864 | Long             | EC               | CORP              | JP        |     78100 | NS      | $2430073.75   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Compass Group PLC                                         | Compass Group PLC                                         | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |    214510 | NS      | $7537765.98   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| Astellas Pharma Inc                                       | Astellas Pharma, Inc.                                     | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |    343500 | NS      | $3561621.00   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Zensho Holdings Co Ltd                                    | Zensho Holdings Co. Ltd.                                  | CUSIP: 000000000<br>LEI: 353800DYF3UDM49ITT03 | Long             | EC               | CORP              | JP        |     36200 | NS      | $1904968.40   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Taiheiyo Cement Corp                                      | Taiheiyo Cement Corp.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $19549.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Airlines Co Ltd                                     | Japan Airlines Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |     35500 | NS      | $704940.70    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Techtronic Industries Co Ltd                              | Techtronic Industries Co. Ltd.                            | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |    438000 | NS      | $5237450.00   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Magna International Inc                                   | Magna International, Inc.                                 | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     43120 | NS      | $1768243.65   | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Sanrio Co Ltd                                             | Sanrio Co. Ltd.                                           | CUSIP: 000000000<br>LEI: 3538002Q5JQLOMSPH125 | Long             | EC               | CORP              | JP        |     28800 | NS      | $1181725.71   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| ALS Ltd                                                   | ALS Ltd.                                                  | CUSIP: 000000000<br>LEI: 549300RYCQ8DMIO2J661 | Long             | EC               | CORP              | AU        |    131025 | NS      | $1523227.97   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Kingspan Group PLC                                        | Kingspan Group PLC                                        | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |     38555 | NS      | $3199751.86   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Nestle SA                                                 | Nestle SA                                                 | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |    447712 | NS      | $39119759.95  | 2.41%             |  |  |  | No            | 2                  | On Loan: No      |
| Spark New Zealand Ltd                                     | Spark New Zealand Ltd.                                    | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |    618656 | NS      | $884599.67    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Agnico Eagle Mines Ltd                                    | Agnico Eagle Mines Ltd.                                   | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |       500 | NS      | $62070.58     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                         | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |     66291 | NS      | $10325414.30  | 0.64%             |  |  |  | No            | 2                  | On Loan: No      |
| Geberit AG                                                | Geberit AG                                                | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |     12634 | NS      | $9678886.92   | 0.60%             |  |  |  | No            | 2                  | On Loan: No      |
| Internet Initiative Japan Inc                             | Internet Initiative Japan, Inc.                           | CUSIP: 000000000<br>LEI: 529900EOCJNAPUHDFR78 | Long             | EC               | CORP              | JP        |     47200 | NS      | $869259.50    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Pan Pacific International Holdings Corp                   | Pan Pacific International Holdings Corp.                  | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |    151400 | NS      | $5065274.79   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| DMG Mori Co Ltd                                           | DMG Mori Co. Ltd.                                         | CUSIP: 000000000<br>LEI: 353800P4I3FIXTQV2E13 | Long             | EC               | CORP              | JP        |      6500 | NS      | $150196.94    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Trend Micro Inc/Japan                                     | Trend Micro, Inc.                                         | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |     49100 | NS      | $2994040.22   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| CTS Eventim AG & Co KGaA                                  | CTS Eventim AG & Co. KGaA                                 | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |     12327 | NS      | $1392018.69   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Medicover AB                                              | Medicover AB                                              | CUSIP: 000000000<br>LEI: 5493000E9BUOYMOW2K53 | Long             | EC               | CORP              | SE        |      6534 | NS      | $183040.36    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| J Front Retailing Co Ltd                                  | J Front Retailing Co. Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     56700 | NS      | $764302.37    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Persol Holdings Co Ltd                                    | Persol Holdings Co. Ltd.                                  | CUSIP: 000000000<br>LEI: 3538000H6OI725NB2008 | Long             | EC               | CORP              | JP        |    717100 | NS      | $1370699.42   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| McDonald's Holdings Co Japan Ltd                          | McDonald's Holdings Co. Japan Ltd.                        | CUSIP: 000000000<br>LEI: 529900FY9FV0AYNRC729 | Long             | EC               | CORP              | JP        |     28400 | NS      | $1134104.35   | 0.07%             |  |  |  | No            | 2                  | On Loan: —       |
| RELX PLC                                                  | RELX PLC                                                  | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     28850 | NS      | $1498221.92   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Marks & Spencer Group PLC                                 | Marks & Spencer Group PLC                                 | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |    798644 | NS      | $3667843.47   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Mainfreight Ltd                                           | Mainfreight Ltd.                                          | CUSIP: 000000000<br>LEI: 5493007BE0VNXX7RYQ88 | Long             | EC               | CORP              | NZ        |     16254 | NS      | $566584.90    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nitto Denko Corp                                          | Nitto Denko Corp.                                         | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |    138000 | NS      | $2855758.12   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Engie SA                                                  | Engie SA                                                  | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    101945 | NS      | $2291541.63   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Sage Group PLC/The                                        | Sage Group PLC                                            | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |    120134 | NS      | $1928949.19   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Shufersal Ltd                                             | Shufersal Ltd.                                            | CUSIP: 000000000<br>LEI: 984500F64E05B78E0D41 | Long             | EC               | CORP              | IL        |     37120 | NS      | $448772.54    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Research Institute Ltd                             | Nomura Research Institute Ltd.                            | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |     77000 | NS      | $3046921.94   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Wartsila OYJ Abp                                          | Wartsila OYJ Abp                                          | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |     90790 | NS      | $2508382.46   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Games Workshop Group PLC                                  | Games Workshop Group PLC                                  | CUSIP: 000000000<br>LEI: 213800RP9QJQYGWHNT41 | Long             | EC               | CORP              | GB        |      4551 | NS      | $975106.97    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Indutrade AB                                              | Indutrade AB                                              | CUSIP: 000000000<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |     61345 | NS      | $1489726.39   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| First International Bank Of Israel Ltd/The                | First International Bank of Israel Ltd.                   | CUSIP: 000000000<br>LEI: 2138002RV6AUUX19F397 | Long             | EC               | CORP              | IL        |      7956 | NS      | $552604.61    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Hannover Rueck SE                                         | Hannover Rueck SE                                         | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |      5124 | NS      | $1554331.38   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Recruit Holdings Co Ltd                                   | Recruit Holdings Co. Ltd.                                 | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |    267200 | NS      | $15853274.70  | 0.98%             |  |  |  | No            | 2                  | On Loan: No      |
| Kurita Water Industries Ltd                               | Kurita Water Industries Ltd.                              | CUSIP: 000000000<br>LEI: 52990086GS2ON69UMX34 | Long             | EC               | CORP              | JP        |     27200 | NS      | $1048485.44   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                            | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |    517386 | NS      | $7878952.63   | 0.48%             |  |  |  | No            | 2                  | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                           | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     32872 | NS      | $4795749.79   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                        | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |   1130650 | NS      | $5051176.69   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Aena SME SA                                               | Aena SME SA                                               | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |    166510 | NS      | $4483799.43   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Dexerials Corp                                            | Dexerials Corp.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18200 | NS      | $263129.07    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Restaurant Brands International Inc                       | Restaurant Brands International, Inc.                     | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |     39187 | NS      | $2659229.82   | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| Toyota Motor Corp                                         | Toyota Motor Corp.                                        | CUSIP: 892331307<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     30391 | NS      | $5439077.27   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Kongsberg Gruppen ASA                                     | Kongsberg Gruppen ASA                                     | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |     36955 | NS      | $1104331.02   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Fuji Electric Co Ltd                                      | Fuji Electric Co. Ltd.                                    | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |     33000 | NS      | $1640700.07   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Air Water Inc                                             | Air Water, Inc.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     74984 | NS      | $1107716.02   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                               | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     18087 | NS      | $1721003.06   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Phoenix Financial Ltd                                     | Phoenix Financial Ltd.                                    | CUSIP: 000000000<br>LEI: 254900IUA68QTCFYHE30 | Long             | EC               | CORP              | IL        |     47121 | NS      | $1605557.88   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| TDK Corp                                                  | TDK Corp.                                                 | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |    390000 | NS      | $4751342.61   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Volkswagen AG                                             | Volkswagen AG                                             | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |     35319 | NS      | $3693156.10   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Organo Corp                                               | Organo Corp.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $129392.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Stellantis NV                                             | Stellantis NV                                             | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |    172934 | NS      | $1526160.40   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Inpex Corp                                                | Inpex Corp.                                               | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |    249400 | NS      | $3551144.49   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Tobacco Inc                                         | Japan Tobacco, Inc.                                       | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |      1900 | NS      | $54263.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                       | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |    636665 | NS      | $22834561.73  | 1.40%             |  |  |  | No            | 2                  | On Loan: No      |
| HOCHTIEF AG                                               | HOCHTIEF AG                                               | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |      2891 | NS      | $629929.54    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Auto Trader Group PLC                                     | Auto Trader Group PLC                                     | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |    383457 | NS      | $4233284.69   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd                       | Fisher & Paykel Healthcare Corp. Ltd.                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     49321 | NS      | $1068653.92   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Menora Mivtachim Holdings Ltd                             | Menora Mivtachim Holdings Ltd.                            | CUSIP: 000000000<br>LEI: 2549009I6K3RDXFFY773 | Long             | EC               | CORP              | IL        |      7524 | NS      | $654060.67    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Galp Energia SGPS SA                                      | Galp Energia SGPS SA                                      | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |    113250 | NS      | $2162535.28   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Ryohin Keikaku Co Ltd                                     | Ryohin Keikaku Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 549300PMNF56J66BY371 | Long             | EC               | CORP              | JP        |     63100 | NS      | $2954201.30   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Seibu Holdings Inc                                        | Seibu Holdings, Inc.                                      | CUSIP: 000000000<br>LEI: 353800JY9TYV9WTCN620 | Long             | EC               | CORP              | JP        |     58800 | NS      | $1643148.28   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Bouygues SA                                               | Bouygues SA                                               | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |     36959 | NS      | $1521842.73   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Exchange Group Inc                                  | Japan Exchange Group, Inc.                                | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |    442900 | NS      | $4328185.86   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                | Anheuser-Busch InBev SA                                   | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |     66320 | NS      | $3812912.71   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Canadian Natural Resources Ltd                            | Canadian Natural Resources Ltd.                           | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    351301 | NS      | $11136241.70  | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| RB Global Inc                                             | RB Global, Inc.                                           | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |     16123 | NS      | $1745475.98   | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Verbund AG                                                | Verbund AG                                                | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |     11094 | NS      | $826053.45    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Var Energi ASA                                            | Var Energi ASA                                            | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | EC               | CORP              | NO        |     79114 | NS      | $270993.64    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bandai Namco Holdings Inc                                 | Bandai Namco Holdings, Inc.                               | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |     77100 | NS      | $2493176.36   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Jardine Cycle & Carriage Ltd                              | Jardine Cycle & Carriage Ltd.                             | CUSIP: 000000000<br>LEI: 254900WEP6OCEXFWML09 | Long             | EC               | CORP              | SG        |     29400 | NS      | $595344.25    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BASF SE                                                   | BASF SE                                                   | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |     13600 | NS      | $666527.50    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Airport Terminal Co Ltd                             | Japan Airport Terminal Co. Ltd.                           | CUSIP: 000000000<br>LEI: 353800W9WEQSGUY2EO26 | Long             | EC               | CORP              | JP        |     15500 | NS      | $470729.18    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| NIDEC CORP                                                | NIDEC Corp.                                               | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |     83600 | NS      | $1603972.80   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Kobe Steel Ltd                                            | Kobe Steel Ltd.                                           | CUSIP: 000000000<br>LEI: 549300ZDCYYUPHEE5K87 | Long             | EC               | CORP              | JP        |     98300 | NS      | $1080031.69   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Ferrari NV                                                | Ferrari NV                                                | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |     13483 | NS      | $5978227.37   | 0.37%             |  |  |  | No            | 1                  | On Loan: —       |
| Asahi Intecc Co Ltd                                       | Asahi Intecc Co. Ltd.                                     | CUSIP: 000000000<br>LEI: 353800J3AV2SCNIO8L39 | Long             | EC               | CORP              | JP        |     20400 | NS      | $317466.41    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Coca-Cola HBC AG                                          | Coca-Cola HBC AG                                          | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |      2338 | NS      | $121510.98    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                            | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |    311236 | NS      | $4212004.22   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| FinecoBank Banca Fineco SpA                               | FinecoBank Banca Fineco SpA                               | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |    141842 | NS      | $3020385.70   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Chemical Group Corp                            | Mitsubishi Chemical Group Corp.                           | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |     23600 | NS      | $128543.82    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Niterra Co Ltd                                            | Niterra Co. Ltd.                                          | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |     39900 | NS      | $1375500.18   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Ashtead Group PLC                                         | Ashtead Group PLC                                         | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |    221086 | NS      | $14771046.05  | 0.91%             |  |  |  | No            | 2                  | On Loan: No      |
| Lagercrantz Group AB                                      | Lagercrantz Group AB                                      | CUSIP: 000000000<br>LEI: 5493002L6I4YHANEYR87 | Long             | EC               | CORP              | SE        |     41874 | NS      | $972194.31    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                     | Yangzijiang Shipbuilding Holdings Ltd.                    | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |    378300 | NS      | $742008.18    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| WH Group Ltd                                              | WH Group Ltd.                                             | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |   2039863 | NS      | $2042184.29   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Komatsu Ltd                                               | Komatsu Ltd.                                              | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |    155100 | NS      | $4996993.47   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                             | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     30257 | NS      | $2226121.42   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Suzuki Motor Corp                                         | Suzuki Motor Corp.                                        | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |    156800 | NS      | $1722851.39   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                          | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      7170 | NS      | $2382842.33   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Munters Group AB                                          | Munters Group AB                                          | CUSIP: 000000000<br>LEI: 549300KYCB37YAVUV523 | Long             | EC               | CORP              | SE        |      9191 | NS      | $129347.44    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Telefonica SA                                             | Telefonica SA                                             | CUSIP: 000000000<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |   1641259 | NS      | $8470197.22   | 0.52%             |  |  |  | No            | 2                  | On Loan: —       |
| Hoya Corp                                                 | Hoya Corp.                                                | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |     63300 | NS      | $7986097.79   | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                   | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |    205826 | NS      | $3754931.67   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp Japan                                         | Oracle Corp. Japan                                        | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |     13175 | NS      | $1424802.66   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Lundin Gold Inc                                           | Lundin Gold, Inc.                                         | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |     17850 | NS      | $826155.10    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SG Holdings Co Ltd                                        | SG Holdings Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     98200 | NS      | $1089471.05   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| JB Hi-Fi Ltd                                              | JB Hi-Fi Ltd.                                             | CUSIP: 000000000<br>LEI: 529900TPC8H040Y3ZQ65 | Long             | EC               | CORP              | AU        |     45491 | NS      | $3239960.25   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Waste Connections Inc                                     | Waste Connections, Inc.                                   | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |     22078 | NS      | $4121300.26   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Toei Animation Co Ltd                                     | Toei Animation Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $98449.79     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WSP Global Inc                                            | WSP Global, Inc.                                          | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |     24613 | NS      | $5067904.81   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd.                                            | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    172250 | NS      | $4350210.55   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| UCB SA                                                    | UCB SA                                                    | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |     11902 | NS      | $2557202.25   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Lasertec Corp                                             | Lasertec Corp.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14300 | NS      | $1440706.08   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Experian PLC                                              | Experian PLC                                              | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |    190691 | NS      | $10047647.54  | 0.62%             |  |  |  | No            | 2                  | On Loan: No      |
| George Weston Ltd                                         | George Weston Ltd.                                        | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |     24034 | NS      | $4566910.98   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Nifco Inc/Japan                                           | Nifco, Inc.                                               | CUSIP: 000000000<br>LEI: 353800JMDOH68J9I5140 | Long             | EC               | CORP              | JP        |     22300 | NS      | $544120.07    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                   | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     71110 | NS      | $1213658.06   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Sugi Holdings Co Ltd                                      | Sugi Holdings Co. Ltd.                                    | CUSIP: 000000000<br>LEI: 529900N86BFWB1FADG87 | Long             | EC               | CORP              | JP        |     12200 | NS      | $295253.63    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Toridoll Holdings Corp                                    | Toridoll Holdings Corp.                                   | CUSIP: 000000000<br>LEI: 3538002L9PBNUQXICM82 | Long             | EC               | CORP              | JP        |      6500 | NS      | $191208.04    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Eiffage SA                                                | Eiffage SA                                                | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |     39175 | NS      | $5258671.75   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Nissan Chemical Corp                                      | Nissan Chemical Corp.                                     | CUSIP: 000000000<br>LEI: 3538002E4L1CUGJFFU25 | Long             | EC               | CORP              | JP        |     52300 | NS      | $1704914.60   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Prysmian SpA                                              | Prysmian SpA                                              | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |      7511 | NS      | $599854.17    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Volvo AB                                                  | Volvo AB                                                  | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     54973 | NS      | $1576077.18   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Ferrari NV                                                | Ferrari NV                                                | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |      1191 | NS      | $522262.17    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Canadian National Railway Co                              | Canadian National Railway Co.                             | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     28125 | NS      | $2628281.25   | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| MonotaRO Co Ltd                                           | MonotaRO Co. Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     82413 | NS      | $1467521.36   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Moncler SpA                                               | Moncler SpA                                               | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     39460 | NS      | $2104503.55   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Computershare Ltd                                         | Computershare Ltd.                                        | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |    100387 | NS      | $2702357.88   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Food & Life Cos Ltd                                       | Food & Life Cos. Ltd.                                     | CUSIP: 000000000<br>LEI: 529900CWF7GCVZKS5M87 | Long             | EC               | CORP              | JP        |     15500 | NS      | $780679.32    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Konami Group Corp                                         | Konami Group Corp.                                        | CUSIP: 000000000<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |     24500 | NS      | $3326088.50   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Bridgestone Corp                                          | Bridgestone Corp.                                         | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |     86900 | NS      | $3515119.51   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| SoftBank Group Corp                                       | SoftBank Group Corp.                                      | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |     89100 | NS      | $6803580.96   | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| Round One Corp                                            | Round One Corp.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8500 | NS      | $87287.70     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sompo Holdings Inc                                        | Sompo Holdings, Inc.                                      | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |    108000 | NS      | $3184598.98   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Bayer AG                                                  | Bayer AG                                                  | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |    221721 | NS      | $6895904.65   | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| Intact Financial Corp                                     | Intact Financial Corp.                                    | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |      2500 | NS      | $516743.65    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hermes International SCA                                  | Hermes International SCA                                  | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |      6104 | NS      | $14927257.87  | 0.92%             |  |  |  | No            | 2                  | On Loan: No      |
| Isuzu Motors Ltd                                          | Isuzu Motors Ltd.                                         | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |    177100 | NS      | $2269715.25   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| AIB Group PLC                                             | AIB Group PLC                                             | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |    149539 | NS      | $1179660.79   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Airtel Africa PLC                                         | Airtel Africa PLC                                         | CUSIP: 000000000<br>LEI: 254900ZNZDQL6OWQH623 | Long             | EC               | CORP              | GB        |    278231 | NS      | $748989.23    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Matrix IT Ltd                                             | Matrix IT Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      6755 | NS      | $248288.56    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Hemnet Group AB                                           | Hemnet Group AB                                           | CUSIP: 000000000<br>LEI: 5493008VIU67J3HUAR07 | Long             | EC               | CORP              | SE        |     18833 | NS      | $542361.54    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                  | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     43096 | NS      | $5986412.07   | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Open Text Corp                                            | Open Text Corp.                                           | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |     21163 | NS      | $622854.46    | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Storebrand ASA                                            | Storebrand ASA                                            | CUSIP: 000000000<br>LEI: 5967007LIEEXZX7NA051 | Long             | EC               | CORP              | NO        |    125086 | NS      | $1776256.25   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Hafnia Ltd                                                | Hafnia Ltd.                                               | CUSIP: 000000000<br>LEI: 5493001KCFT0SCGJ2647 | Long             | EC               | CORP              | SG        |     64009 | NS      | $351766.97    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SCREEN Holdings Co Ltd                                    | SCREEN Holdings Co. Ltd.                                  | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |     19000 | NS      | $1482188.08   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Unicharm Corp                                             | Unicharm Corp.                                            | CUSIP: 000000000<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |     10501 | NS      | $72636.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nordnet AB publ                                           | Nordnet AB publ                                           | CUSIP: 000000000<br>LEI: 549300D6WW5ZTWLZ4C08 | Long             | EC               | CORP              | SE        |     29215 | NS      | $788982.72    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Rogers Communications Inc                                 | Rogers Communications, Inc.                               | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |     19233 | NS      | $642382.20    | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Epiroc AB                                                 | Epiroc AB                                                 | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |     89197 | NS      | $1815440.11   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Fortescue Ltd                                             | Fortescue Ltd.                                            | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |    430147 | NS      | $4866793.21   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Singapore Technologies Engineering Ltd                    | Singapore Technologies Engineering Ltd.                   | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |    578800 | NS      | $3893749.51   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Delek Group Ltd                                           | Delek Group Ltd.                                          | CUSIP: 000000000<br>LEI: 213800CYKA4XE2HZZB09 | Long             | EC               | CORP              | IL        |      3056 | NS      | $620632.47    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Kuehne + Nagel International AG                           | Kuehne & Nagel International AG                           | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |     24740 | NS      | $5043963.69   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                           | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |    116284 | NS      | $1696790.72   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| FirstService Corp                                         | FirstService Corp.                                        | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |      6538 | NS      | $1288725.87   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Yamazaki Baking Co Ltd                                    | Yamazaki Baking Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $25634.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CGI Inc                                                   | CGI, Inc.                                                 | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |     49794 | NS      | $4800434.84   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Sysmex Corp                                               | Sysmex Corp.                                              | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |    121000 | NS      | $1965748.00   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Diageo PLC                                                | Diageo PLC                                                | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     80730 | NS      | $1956697.03   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Asics Corp                                                | Asics Corp.                                               | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |    131000 | NS      | $3079716.60   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| United Overseas Bank Ltd                                  | United Overseas Bank Ltd.                                 | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |      6700 | NS      | $186144.34    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      2607 | NS      | $1706726.25   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Imperial Oil Ltd                                          | Imperial Oil Ltd.                                         | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |     33886 | NS      | $2828464.42   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Post AG                                          | Deutsche Post AG                                          | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |    223799 | NS      | $10027472.24  | 0.62%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi HC Capital Inc                                 | Mitsubishi HC Capital, Inc.                               | CUSIP: 000000000<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |    364550 | NS      | $2694618.35   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| CyberAgent Inc                                            | CyberAgent, Inc.                                          | CUSIP: 000000000<br>LEI: 3538006T5KZABPGS8Q08 | Long             | EC               | CORP              | JP        |      5400 | NS      | $54082.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sundrug Co Ltd                                            | Sundrug Co. Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24600 | NS      | $729120.34    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                           | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    311205 | NS      | $2260462.59   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Ajinomoto Co Inc                                          | Ajinomoto Co., Inc.                                       | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |    164800 | NS      | $4360018.75   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Stantec Inc                                               | Stantec, Inc.                                             | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |      1995 | NS      | $218073.54    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Maruwa Co Ltd/Aichi                                       | Maruwa Co. Ltd.                                           | CUSIP: 000000000<br>LEI: 3538009BXGIG8PFXNI29 | Long             | EC               | CORP              | JP        |      1300 | NS      | $391842.85    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SGS SA                                                    | SGS SA                                                    | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |     62747 | NS      | $6375933.68   | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| Knorr-Bremse AG                                           | Knorr-Bremse AG                                           | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |     21432 | NS      | $2139030.05   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| TIS Inc                                                   | TIS, Inc.                                                 | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |     83600 | NS      | $2667000.37   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Formula Systems 1985 Ltd                                  | Formula Systems 1985 Ltd.                                 | CUSIP: 000000000<br>LEI: 5299007HN634606FI520 | Long             | EC               | CORP              | IL        |      1056 | NS      | $127117.88    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Pro Medicus Ltd                                           | Pro Medicus Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     17321 | NS      | $3556946.56   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| SGH Ltd                                                   | SGH Ltd.                                                  | CUSIP: 000000000<br>LEI: 254900DME8O9GCK94794 | Long             | EC               | CORP              | AU        |     42548 | NS      | $1391631.32   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                 | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |     60798 | NS      | $1089864.21   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Cie de Saint-Gobain SA                                    | Cie de Saint-Gobain SA                                    | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     14298 | NS      | $1640225.08   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Rakuten Group Inc                                         | Rakuten Group, Inc.                                       | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | EC               | CORP              | JP        |     54200 | NS      | $274236.42    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Canadian National Railway Co                              | Canadian National Railway Co.                             | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     66354 | NS      | $6195785.59   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Restaurant Brands International Inc                       | Restaurant Brands International, Inc.                     | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |     19350 | NS      | $1312995.81   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                       | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |       941 | NS      | $86048.68     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BP PLC                                                    | BP PLC                                                    | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    473050 | NS      | $15208557.50  | 0.94%             |  |  |  | No            | 1                  | On Loan: No      |
| Marui Group Co Ltd                                        | Marui Group Co. Ltd.                                      | CUSIP: 000000000<br>LEI: 52990081ZYFHQZEEMU57 | Long             | EC               | CORP              | JP        |      2900 | NS      | $59061.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Smurfit WestRock PLC                                      | Smurfit WestRock PLC                                      | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |      2073 | NS      | $91999.74     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KDDI Corp                                                 | KDDI Corp.                                                | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |    763000 | NS      | $12522051.99  | 0.77%             |  |  |  | No            | 2                  | On Loan: No      |
| Banca Mediolanum SpA                                      | Banca Mediolanum SpA                                      | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |     58170 | NS      | $1026047.88   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Seven & i Holdings Co Ltd                                 | Seven & i Holdings Co. Ltd.                               | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |    451800 | NS      | $5956166.53   | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Aker BP ASA                                               | Aker BP ASA                                               | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |     47410 | NS      | $1140524.00   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Yokogawa Electric Corp                                    | Yokogawa Electric Corp.                                   | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |     52800 | NS      | $1407335.39   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Telia Co AB                                               | Telia Co. AB                                              | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |    364196 | NS      | $1286234.72   | 0.08%             |  |  |  | No            | 2                  | On Loan: —       |
| Sumitomo Forestry Co Ltd                                  | Sumitomo Forestry Co. Ltd.                                | CUSIP: 000000000<br>LEI: 549300FIIRGO6D5FWR19 | Long             | EC               | CORP              | JP        |    110100 | NS      | $1106025.38   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Alamos Gold Inc                                           | Alamos Gold, Inc.                                         | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |      4400 | NS      | $106919.75    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AIA Group Ltd                                             | AIA Group Ltd.                                            | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    569200 | NS      | $5307315.06   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                        | Teva Pharmaceutical Industries Ltd.                       | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |    116283 | NS      | $1796572.35   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CGI Inc                                                   | CGI, Inc.                                                 | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |      4171 | NS      | $402209.53    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BayCurrent Inc                                            | BayCurrent, Inc.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     49200 | NS      | $2825066.28   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Hitachi Construction Machinery Co Ltd                     | Hitachi Construction Machinery Co. Ltd.                   | CUSIP: 000000000<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |     27100 | NS      | $784870.37    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| CCL Industries Inc                                        | CCL Industries, Inc.                                      | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |     37629 | NS      | $2103324.23   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Rakus Co Ltd                                              | Rakus Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21101 | NS      | $323638.01    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FirstService Corp                                         | FirstService Corp.                                        | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |      1697 | NS      | $334682.34    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bunzl PLC                                                 | Bunzl PLC                                                 | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |      7601 | NS      | $225578.37    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Novartis AG                                               | Novartis AG                                               | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |    218096 | NS      | $24806239.04  | 1.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Safran SA                                                 | Safran SA                                                 | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |     65453 | NS      | $21583204.04  | 1.33%             |  |  |  | No            | 2                  | On Loan: No      |
| Kawasaki Heavy Industries Ltd                             | Kawasaki Heavy Industries Ltd.                            | CUSIP: 000000000<br>LEI: 5493008FFSI8SQ74AT93 | Long             | EC               | CORP              | JP        |     42000 | NS      | $3067387.40   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Volkswagen AG                                             | Volkswagen AG                                             | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EC               | CORP              | DE        |      4158 | NS      | $443426.06    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Coloplast A/S                                             | Coloplast AS                                              | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |      3727 | NS      | $340394.42    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Kobe Bussan Co Ltd                                        | Kobe Bussan Co. Ltd.                                      | CUSIP: 000000000<br>LEI: 353800CJIFNHN2DXRD59 | Long             | EC               | CORP              | JP        |     50200 | NS      | $1336791.27   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Brambles Ltd                                              | Brambles Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    480230 | NS      | $7347251.08   | 0.45%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokio Marine Holdings Inc                                 | Tokio Marine Holdings, Inc.                               | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |    264300 | NS      | $10612409.17  | 0.65%             |  |  |  | No            | 2                  | On Loan: No      |
| Rogers Communications Inc                                 | Rogers Communications, Inc.                               | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |    130937 | NS      | $4373386.52   | 0.27%             |  |  |  | No            | 1                  | On Loan: —       |
| iA Financial Corp Inc                                     | iA Financial Corp., Inc.                                  | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |     12421 | NS      | $1215834.46   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Cenovus Energy Inc                                        | Cenovus Energy, Inc.                                      | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |    357999 | NS      | $5452324.77   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| GMO Payment Gateway Inc                                   | GMO Payment Gateway, Inc.                                 | CUSIP: 000000000<br>LEI: 353800Q6U21E2PM83F86 | Long             | EC               | CORP              | JP        |      8660 | NS      | $482646.10    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Axfood AB                                                 | Axfood AB                                                 | CUSIP: 000000000<br>LEI: 549300QIXCZWZLHE8L05 | Long             | EC               | CORP              | SE        |     37200 | NS      | $1108496.87   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                               | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |    205722 | NS      | $5284498.04   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| Infineon Technologies AG                                  | Infineon Technologies AG                                  | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |    269814 | NS      | $10599133.64  | 0.65%             |  |  |  | No            | 2                  | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA            | Recordati Industria Chimica e Farmaceutica SpA            | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |     23393 | NS      | $1341674.68   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Telenor ASA                                               | Telenor ASA                                               | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |     65559 | NS      | $1005733.91   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Hella GmbH & Co KGaA                                      | Hella GmbH & Co. KGaA                                     | CUSIP: 000000000<br>LEI: 529900PLX4ADJFWIY024 | Long             | EC               | CORP              | DE        |       393 | NS      | $38950.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Contact Energy Ltd                                        | Contact Energy Ltd.                                       | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |     54969 | NS      | $294598.55    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Howden Joinery Group PLC                                  | Howden Joinery Group PLC                                  | CUSIP: 000000000<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |     13022 | NS      | $150750.06    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Veidekke ASA                                              | Veidekke ASA                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHF4O96 | Long             | EC               | CORP              | NO        |     19132 | NS      | $304075.22    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd.                                            | CUSIP: 088606108<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    365914 | NS      | $18540862.38  | 1.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Fast Retailing Co Ltd                                     | Fast Retailing Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |     31800 | NS      | $9699944.33   | 0.60%             |  |  |  | No            | 2                  | On Loan: No      |
| Intertek Group PLC                                        | Intertek Group PLC                                        | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |     77385 | NS      | $5031571.16   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Coles Group Ltd                                           | Coles Group Ltd.                                          | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |    374620 | NS      | $4987677.71   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| SHIFT Inc                                                 | SHIFT, Inc.                                               | CUSIP: 000000000<br>LEI: 353800HJXMOPLJ7BO262 | Long             | EC               | CORP              | JP        |     16400 | NS      | $172109.01    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Motors Corp                                    | Mitsubishi Motors Corp.                                   | CUSIP: 000000000<br>LEI: 5299006ZTN6MO1N5BR16 | Long             | EC               | CORP              | JP        |    189600 | NS      | $498207.66    | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| One Software Technologies Ltd                             | One Software Technologies Ltd.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4103 | NS      | $106006.86    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sharp Corp/Japan                                          | Sharp Corp.                                               | CUSIP: 000000000<br>LEI: 353800YEPK9PD7QO3449 | Long             | EC               | CORP              | JP        |      9700 | NS      | $45857.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SATS Ltd                                                  | SATS Ltd.                                                 | CUSIP: 000000000<br>LEI: 529900SEP1R0K8049D51 | Long             | EC               | CORP              | SG        |     93900 | NS      | $229120.19    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                    | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     28781 | NS      | $1629587.34   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Kesko Oyj                                                 | Kesko OYJ                                                 | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |     35395 | NS      | $770474.11    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Element Fleet Management Corp                             | Element Fleet Management Corp.                            | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |     99661 | NS      | $2592221.74   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Qantas Airways Ltd                                        | Qantas Airways Ltd.                                       | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |     42577 | NS      | $295285.82    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Loblaw Cos Ltd                                            | Loblaw Cos. Ltd.                                          | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |     24582 | NS      | $3975237.25   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                        | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    219253 | NS      | $3656757.65   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Sweco AB                                                  | Sweco AB                                                  | CUSIP: 000000000<br>LEI: 549300Q4Y55VICYV6U90 | Long             | EC               | CORP              | SE        |     37915 | NS      | $598091.30    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Sanso Holdings Corp                                | Nippon Sanso Holdings Corp.                               | CUSIP: 000000000<br>LEI: 353800F1K6653B4VPY57 | Long             | EC               | CORP              | JP        |     82800 | NS      | $2930584.08   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** DFA INVESTMENT DIMENSIONS GROUP INC

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President