# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-25-011134
**Filing Date:** 2025-9
**Character Count:** 2230953
**Document Hash:** 118c944fe09670598039c8240bb0e620
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-011134.hdr.sgml**: 20250925

**ACCESSION NUMBER**: 0001410368-25-011134

**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:** 251343120

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

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

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

## Series and Classes Contracts Data

### DFA LTIP PORTFOLIO (Series ID: S000033394)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000102640 | Institutional Class |  |

## Nport-Ex

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**PORTFOLIO HOLDINGS REPORT**

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

**Table of Contents** 

---

| |
|:---|
| **[Definitions of Abbreviations and Footnotes](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_AF-TOCHeader-688_1)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Dimensional 2045 Target Date Retirement Income Fund](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_SOI-TOC-ScheduleofInvestments-783_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Dimensional 2050 Target Date Retirement Income Fund](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_SOI-TOC-ScheduleofInvestments-784_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Dimensional 2055 Target Date Retirement Income Fund](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_SOI-TOC-ScheduleofInvestments-785_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Dimensional 2060 Target Date Retirement Income Fund](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_SOI-TOC-ScheduleofInvestments-786_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Dimensional 2065 Target Date Retirement Income Fund](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_SOI-TOC-ScheduleofInvestments-1471_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Dimensional 2070 Target Date Retirement Income Fund](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_SOI-TOC-ScheduleofInvestments-1851_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Dimensional 2015 Target Date Retirement Income Fund](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_SOI-TOC-ScheduleofInvestments-777_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Dimensional 2020 Target Date Retirement Income Fund](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_SOI-TOC-ScheduleofInvestments-778_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Dimensional 2025 Target Date Retirement Income Fund](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_SOI-TOC-ScheduleofInvestments-779_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Dimensional 2030 Target Date Retirement Income Fund](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_SOI-TOC-ScheduleofInvestments-780_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Dimensional 2035 Target Date Retirement Income Fund](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_SOI-TOC-ScheduleofInvestments-781_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Dimensional 2040 Target Date Retirement Income Fund](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_SOI-TOC-ScheduleofInvestments-782_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Short-Duration Real Return Portfolio](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_SOI-TOC-ScheduleofInvestments-735_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Municipal Real Return Portfolio](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_SOI-TOC-ScheduleofInvestments-736_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Municipal Bond Portfolio](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_SOI-TOC-ScheduleofInvestments-737_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [World Core Equity Portfolio](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_SOI-TOC-ScheduleofInvestments-695_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA LTIP Portfolio](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_SOI-TOC-ScheduleofInvestments-721_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. Social Core Equity 2 Portfolio](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_SOI-TOC-ScheduleofInvestments-764_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. Sustainability Core 1 Portfolio](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_SOI-TOC-ScheduleofInvestments-765_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. Sustainability Targeted Value Portfolio](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_SOI-TOC-ScheduleofInvestments-1493_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [International Sustainability Core 1 Portfolio](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_SOI-TOC-ScheduleofInvestments-767_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [International Social Core Equity Portfolio](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_SOI-TOC-ScheduleofInvestments-768_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Global Social Core Equity Portfolio](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_SOI-TOC-ScheduleofInvestments-1470_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Emerging Markets Social Core Equity Portfolio](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_SOI-TOC-ScheduleofInvestments-766_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Dimensional VA U.S. Targeted Value Portfolio](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_SOI-TOC-ScheduleofInvestments-751_1) |
| [Notes to Financial Statements](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_NTF-NotestoFinancialStatements_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Organization](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_NTF-NotestoFinancialStatements_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Security Valuation](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_NTF-NotestoFinancialStatements_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Financial Instruments](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_NTF-NotestoFinancialStatements_3) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Federal Tax Cost](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_NTF-NotestoFinancialStatements_7) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Other](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_NTF-NotestoFinancialStatements_9) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Subsequent Event Evaluations](#xx_e27009f8-4ccc-4289-9bcf-3f1e0d194525_NTF-NotestoFinancialStatements_9) |

---

------

**Table of Contents** 

**CONTINUED**

THE DFA INVESTMENT TRUST COMPANY

SCHEDULES OF INVESTMENTS

The U.S. Large Cap Value Series

The DFA International Value Series

The Japanese Small Company Series

The Asia Pacific Small Company Series

The United Kingdom Small Company Series

The Continental Small Company Series

The Emerging Markets Series

The Emerging Markets Small Cap Series

NOTES TO FINANCIAL STATEMENTS

Organization

Security Valuation

Financial Instruments

Federal Tax Cost

Other

Subsequent Event Evaluations

DIMENSIONAL EMERGING MARKETS VALUE FUND

SCHEDULE OF INVESTMENTS

NOTES TO FINANCIAL STATEMENTS

Organization

Security Valuation

Financial Instruments

Federal Tax Cost

Other

Subsequent Event Evaluations

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES**

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

---

| | |
|:---|:---|
| Investment Abbreviations | Investment Abbreviations |
| 3M Swap | Three Month Swap |
| ADR | American Depositary Receipt |
| BAM | Build America Mutual |
| CPI | Consumer Price Index |
| FRN | Floating Rate Note |
| GDR | Global Depositary Receipt |
| GO | General Obligation |
| PSF-GTD | Public School Fund Guarantee |
| Q-SBLF | School Bond Qualification and Loan Program |
| RB | Revenue Bond |
| RN | Revenue Note |
| SCH BD GTY | School Bond Guaranty |
| SD CRED PROG | School District Credit Program |
| SOFR | Secured Overnight Financing Rate  |
| ST AID WITHHLDG | State Aid Withholding |
| ST INTERCEPT | State Intercept |
| USTMMR | U.S. Treasury Money Market Rate |
| AUD | Australian Dollars |
| CAD | Canadian Dollars |
| EUR | Euro |
| GBP | British Pounds |
| JPY | Japanese Yen |
| NZD | New Zealand Dollars |
| 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. |
| Ɏ | Represents 7 Day subsidized yield as of 7/31/25. |
| ^^ | See Federal Tax Cost Note within the Notes to Schedules of Investments. |
| ^ | Denominated in USD, unless otherwise noted. |
| (r) | The adjustable rate shown is effective as of July 31, 2025. |
| Ω | &nbsp;&nbsp; Rule 144A, Section 4(2), or other security that is restricted as to resale to institutional <br> investors. This security has been deemed liquid based upon the Fund's Liquidity <br> Guidelines. The liquidity determination is unaudited.<br>|
| # | Total or Partial Securities on Loan. |
| Δ | Zero Coupon Security. |
| @ | Security purchased with cash collateral received from Securities on Loan. |
| § | Affiliated Fund. |
| ¤ | &nbsp;&nbsp; Pre-refunded bonds are collateralized by U.S. Government or other eligible securities <br> that are held in escrow and used to pay principal and interest and retire the bonds at <br> the earliest refunding date (payment date) and/or whose interest rates vary with <br> changes in a designated base rate (such as the prime interest rate).<br>|
| \* | Non-Income Producing Securities. |

---

------

**CONTINUED**

» Securities have generally been fair valued. See Security Valuation Note within the Notes to Schedules of Investments. <br> †† Security valued using significant unobservable inputs (Level 3).

------

**Dimensional 2045 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) |
| DOMESTIC EQUITIES — (55.6%) | DOMESTIC EQUITIES — (55.6%) | DOMESTIC EQUITIES — (55.6%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 1438223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $60520443 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 1311350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60440118 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120960561 |
| INTERNATIONAL EQUITIES — (21.5%) | INTERNATIONAL EQUITIES — (21.5%) | INTERNATIONAL EQUITIES — (21.5%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 687862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21413137 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 553611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14726063 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 590223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10765676 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46904876 |
| FIXED INCOME (DOMESTIC) — (2.2%) | FIXED INCOME (DOMESTIC) — (2.2%) | FIXED INCOME (DOMESTIC) — (2.2%) |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 897463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4684755 |
| FIXED INCOME (INTERNATIONAL) — (20.6%) | FIXED INCOME (INTERNATIONAL) — (20.6%) | FIXED INCOME (INTERNATIONAL) — (20.6%) |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 2136412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22432321 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 2279857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22410999 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44843320 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $150,925,667) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $150,925,667) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $217393512 |
| TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; ɎState Street Institutional U.S. Government Money Market Fund, 4.250% <br>(Cost $282,960) | &nbsp;&nbsp;&nbsp;&nbsp; 282960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282960 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $151,208,627)^^ | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $151,208,627)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $217676472 |

---

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; $217393512 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $217393512 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 282960 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 282960 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $217676472 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $217676472 |

---

------

**Dimensional 2050 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) |
| DOMESTIC EQUITIES — (65.3%) | DOMESTIC EQUITIES — (65.3%) | DOMESTIC EQUITIES — (65.3%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 1490098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $62703339 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 1358936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62633340 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125336679 |
| INTERNATIONAL EQUITIES — (25.3%) | INTERNATIONAL EQUITIES — (25.3%) | INTERNATIONAL EQUITIES — (25.3%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 712097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22167582 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 570429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15173413 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 608513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11099268 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48440263 |
| FIXED INCOME (INTERNATIONAL) — (9.3%) | FIXED INCOME (INTERNATIONAL) — (9.3%) | FIXED INCOME (INTERNATIONAL) — (9.3%) |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 905809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8904107 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 847717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8901028 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17805135 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $128,197,127) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $128,197,127) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $191582077 |
| TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; ɎState Street Institutional U.S. Government Money Market Fund, 4.250% <br>(Cost $210,382) | &nbsp;&nbsp;&nbsp;&nbsp; 210382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210382 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $128,407,509)^^ | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $128,407,509)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $191792459 |

---

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; $191582077 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $191582077 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 210382 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 210382 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $191792459 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $191792459 |

---

------

**Dimensional 2055 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (99.7%) | AFFILIATED INVESTMENT COMPANIES — (99.7%) | AFFILIATED INVESTMENT COMPANIES — (99.7%) |
| DOMESTIC EQUITIES — (68.3%) | DOMESTIC EQUITIES — (68.3%) | DOMESTIC EQUITIES — (68.3%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 1074126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $45199211 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 980556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45193846 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90393057 |
| INTERNATIONAL EQUITIES — (26.4%) | INTERNATIONAL EQUITIES — (26.4%) | INTERNATIONAL EQUITIES — (26.4%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 513510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15985578 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 411207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10938107 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 438717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8002190 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34925875 |
| FIXED INCOME (INTERNATIONAL) — (5.0%) | FIXED INCOME (INTERNATIONAL) — (5.0%) | FIXED INCOME (INTERNATIONAL) — (5.0%) |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 317587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3334666 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 339035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3332708 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6667374 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $93,610,462) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $93,610,462) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $131986306 |
| TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; ɎState Street Institutional U.S. Government Money Market Fund, 4.250% <br>(Cost $397,434) | &nbsp;&nbsp;&nbsp;&nbsp; 397434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 397434 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $94,007,896)^^ | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $94,007,896)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $132383740 |

---

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; $131986306 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $131986306 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 397434 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 397434 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $132383740 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $132383740 |

---

------

**Dimensional 2060 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (99.8%) | AFFILIATED INVESTMENT COMPANIES — (99.8%) | AFFILIATED INVESTMENT COMPANIES — (99.8%) |
| DOMESTIC EQUITIES — (68.3%) | DOMESTIC EQUITIES — (68.3%) | DOMESTIC EQUITIES — (68.3%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 882225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $37124028 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 805372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37119617 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74243645 |
| INTERNATIONAL EQUITIES — (26.4%) | INTERNATIONAL EQUITIES — (26.4%) | INTERNATIONAL EQUITIES — (26.4%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 421785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13130158 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 337783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8985026 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 360368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6573119 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28688303 |
| FIXED INCOME (INTERNATIONAL) — (5.1%) | FIXED INCOME (INTERNATIONAL) — (5.1%) | FIXED INCOME (INTERNATIONAL) — (5.1%) |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 260662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2736953 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 278263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2735320 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5472273 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $77,098,080) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $77,098,080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $108404221 |
| TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; ɎState Street Institutional U.S. Government Money Market Fund, 4.250% <br>(Cost $270,420) | &nbsp;&nbsp;&nbsp;&nbsp; 270420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 270420 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $77,368,500)^^ | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $77,368,500)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $108674641 |

---

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; $108404221 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $108404221 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 270420 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 270420 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $108674641 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $108674641 |

---

------

**Dimensional 2065 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (99.7%) | AFFILIATED INVESTMENT COMPANIES — (99.7%) | AFFILIATED INVESTMENT COMPANIES — (99.7%) |
| DOMESTIC EQUITIES — (68.3%) | DOMESTIC EQUITIES — (68.3%) | DOMESTIC EQUITIES — (68.3%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 326060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $13720609 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 297656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13718979 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27439588 |
| INTERNATIONAL EQUITIES — (26.4%) | INTERNATIONAL EQUITIES — (26.4%) | INTERNATIONAL EQUITIES — (26.4%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 155913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4853578 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 124907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3322511 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 133241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2430318 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10606407 |
| FIXED INCOME (INTERNATIONAL) — (5.0%) | FIXED INCOME (INTERNATIONAL) — (5.0%) | FIXED INCOME (INTERNATIONAL) — (5.0%) |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 102559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1008160 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 95957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1007545 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2015705 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $33,104,664) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $33,104,664) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $40061700 |
| TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; ɎState Street Institutional U.S. Government Money Market Fund, 4.250% <br>(Cost $121,438) | &nbsp;&nbsp;&nbsp;&nbsp; 121438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121438 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $33,226,102)^^ | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $33,226,102)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $40183138 |

---

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; $40061700 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $40061700 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 121438 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 121438 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $40183138 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $40183138 |

---

------

**Dimensional 2070 Target Date Retirement Income Fund**

**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 — (68.3%) | DOMESTIC EQUITIES — (68.3%) | DOMESTIC EQUITIES — (68.3%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $6373 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6356 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12729 |
| INTERNATIONAL EQUITIES — (26.7%) | INTERNATIONAL EQUITIES — (26.7%) | INTERNATIONAL EQUITIES — (26.7%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2236 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1576 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1174 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4986 |
| FIXED INCOME (INTERNATIONAL) — (5.0%) | FIXED INCOME (INTERNATIONAL) — (5.0%) | FIXED INCOME (INTERNATIONAL) — (5.0%) |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 464 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 464 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 928 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $17,554)^^ | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $17,554)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $18643 |

---

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; $18643 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $18643 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $18643 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $18643 |

---

------

**Dimensional 2015 Target Date Retirement Income Fund**

**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 — (17.7%) | DOMESTIC EQUITIES — (17.7%) | DOMESTIC EQUITIES — (17.7%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 49298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2074443 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 44942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2071387 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4145830 |
| INTERNATIONAL EQUITIES — (6.8%) | INTERNATIONAL EQUITIES — (6.8%) | INTERNATIONAL EQUITIES — (6.8%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 23589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 734344 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 18860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 501684 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 20156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 367639 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1603667 |
| FIXED INCOME (DOMESTIC) — (75.5%) | FIXED INCOME (DOMESTIC) — (75.5%) | FIXED INCOME (DOMESTIC) — (75.5%) |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 1572146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17497983 |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 50794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265144 |
| TOTAL FIXED INCOME (DOMESTIC) | TOTAL FIXED INCOME (DOMESTIC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17763127 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $20,361,532) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $20,361,532) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $23512624 |
| 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 $11,583) | &nbsp;&nbsp;&nbsp;&nbsp; 11583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11583 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $20,373,115)^^ | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $20,373,115)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $23524207 |

---

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; $23512624 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $23512624 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 11583 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11583 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $23524207 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $23524207 |

---

------

**Dimensional 2020 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) |
| DOMESTIC EQUITIES — (18.1%) | DOMESTIC EQUITIES — (18.1%) | DOMESTIC EQUITIES — (18.1%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 141215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $5942339 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 128376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5916844 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11859183 |
| INTERNATIONAL EQUITIES — (7.1%) | INTERNATIONAL EQUITIES — (7.1%) | INTERNATIONAL EQUITIES — (7.1%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 68574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2134721 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 55448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1474911 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 58887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1074093 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4683725 |
| FIXED INCOME (DOMESTIC) — (74.7%) | FIXED INCOME (DOMESTIC) — (74.7%) | FIXED INCOME (DOMESTIC) — (74.7%) |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 3801865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42314761 |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 1267876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6618312 |
| TOTAL FIXED INCOME (DOMESTIC) | TOTAL FIXED INCOME (DOMESTIC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48933073 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $58,685,041) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $58,685,041) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $65475981 |
| TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; ɎState Street Institutional U.S. Government Money Market Fund, 4.250% <br>(Cost $60,860) | &nbsp;&nbsp;&nbsp;&nbsp; 60860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60860 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $58,745,901)^^ | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $58,745,901)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $65536841 |

---

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; $65475981 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $65475981 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 60860 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 60860 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $65536841 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $65536841 |

---

------

**Dimensional 2025 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) |
| DOMESTIC EQUITIES — (17.9%) | DOMESTIC EQUITIES — (17.9%) | DOMESTIC EQUITIES — (17.9%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 261859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $11019017 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 239048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11017706 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22036723 |
| INTERNATIONAL EQUITIES — (6.9%) | INTERNATIONAL EQUITIES — (6.9%) | INTERNATIONAL EQUITIES — (6.9%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 125159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3896206 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 100158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2664210 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 106888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1949629 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8510045 |
| FIXED INCOME (DOMESTIC) — (75.1%) | FIXED INCOME (DOMESTIC) — (75.1%) | FIXED INCOME (DOMESTIC) — (75.1%) |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 6222597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69257505 |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 4459766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23279979 |
| TOTAL FIXED INCOME (DOMESTIC) | TOTAL FIXED INCOME (DOMESTIC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92537484 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $112,196,957) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $112,196,957) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $123084252 |
| TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; ɎState Street Institutional U.S. Government Money Market Fund, 4.250% <br>(Cost $109,851) | &nbsp;&nbsp;&nbsp;&nbsp; 109851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109851 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $112,306,808)^^ | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $112,306,808)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $123194103 |

---

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; $123084252 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $123084252 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 109851 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 109851 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $123194103 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $123194103 |

---

------

**Dimensional 2030 Target Date Retirement Income Fund**

**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 — (26.5%) | DOMESTIC EQUITIES — (26.5%) | DOMESTIC EQUITIES — (26.5%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 530726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $22332945 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 484281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22320496 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44653441 |
| INTERNATIONAL EQUITIES — (10.2%) | INTERNATIONAL EQUITIES — (10.2%) | INTERNATIONAL EQUITIES — (10.2%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 253766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7899737 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 203144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5403618 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 216896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3956186 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17259541 |
| FIXED INCOME (DOMESTIC) — (58.6%) | FIXED INCOME (DOMESTIC) — (58.6%) | FIXED INCOME (DOMESTIC) — (58.6%) |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 9678904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50523882 |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 4342314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48329955 |
| TOTAL FIXED INCOME (DOMESTIC) | TOTAL FIXED INCOME (DOMESTIC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98853837 |
| FIXED INCOME (INTERNATIONAL) — (4.7%) | FIXED INCOME (INTERNATIONAL) — (4.7%) | FIXED INCOME (INTERNATIONAL) — (4.7%) |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 376006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3948067 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 401250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3944287 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7892354 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $148,065,855)^^ | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $148,065,855)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $168659173 |

---

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; $168659173 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $168659173 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $168659173 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $168659173 |

---

------

**Dimensional 2035 Target Date Retirement Income Fund**

**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 — (36.5%) | DOMESTIC EQUITIES — (36.5%) | DOMESTIC EQUITIES — (36.5%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 847711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $35671694 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 773865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35667436 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71339130 |
| INTERNATIONAL EQUITIES — (14.5%) | INTERNATIONAL EQUITIES — (14.5%) | INTERNATIONAL EQUITIES — (14.5%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 411119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12798119 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 341242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9077041 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 359007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6548287 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28423447 |
| FIXED INCOME (DOMESTIC) — (39.4%) | FIXED INCOME (DOMESTIC) — (39.4%) | FIXED INCOME (DOMESTIC) — (39.4%) |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 11836787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61788028 |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 1380628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15366383 |
| TOTAL FIXED INCOME (DOMESTIC) | TOTAL FIXED INCOME (DOMESTIC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77154411 |
| FIXED INCOME (INTERNATIONAL) — (9.6%) | FIXED INCOME (INTERNATIONAL) — (9.6%) | FIXED INCOME (INTERNATIONAL) — (9.6%) |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 894425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9391461 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 953590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9373794 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18765255 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $162,081,009)^^ | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $162,081,009)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $195682243 |

---

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; $195682243 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $195682243 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $195682243 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $195682243 |

---

------

**Dimensional 2040 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (99.7%) | AFFILIATED INVESTMENT COMPANIES — (99.7%) | AFFILIATED INVESTMENT COMPANIES — (99.7%) |
| DOMESTIC EQUITIES — (45.8%) | DOMESTIC EQUITIES — (45.8%) | DOMESTIC EQUITIES — (45.8%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 1125437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $47358378 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 1026168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47296100 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94654478 |
| INTERNATIONAL EQUITIES — (17.9%) | INTERNATIONAL EQUITIES — (17.9%) | INTERNATIONAL EQUITIES — (17.9%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 540616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16829373 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 440415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11715032 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 466297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8505254 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37049659 |
| FIXED INCOME (DOMESTIC) — (21.0%) | FIXED INCOME (DOMESTIC) — (21.0%) | FIXED INCOME (DOMESTIC) — (21.0%) |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 8293150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43290243 |
| FIXED INCOME (INTERNATIONAL) — (15.0%) | FIXED INCOME (INTERNATIONAL) — (15.0%) | FIXED INCOME (INTERNATIONAL) — (15.0%) |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 1477779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15516677 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 1577021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15502119 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31018796 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $150,230,384) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $150,230,384) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $206013176 |
| TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; ɎState Street Institutional U.S. Government Money Market Fund, 4.250% <br>(Cost $568,177) | &nbsp;&nbsp;&nbsp;&nbsp; 568177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 568177 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $150,798,561)^^ | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $150,798,561)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $206581353 |

---

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; $206013176 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $206013176 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 568177 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 568177 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $206581353 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $206581353 |

---

------

**DFA Short-Duration 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 — (0.3%) | AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan <br> Mortgage Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan <br> Mortgage Corp.  |  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.220%, <br> FRN, 4.540%, <br> 07/07/28 <br>|  | 5000 | &nbsp;&nbsp; $4998385 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association  | &nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association  |  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.260%, <br> FRN, 4.580%, <br> 11/05/27 <br>|  | 2100 | &nbsp;&nbsp; 2104542 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL AGENCY <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL AGENCY <br> OBLIGATIONS |  |  | &nbsp;&nbsp; 7102927 |
| BONDS — (79.8%) | BONDS — (79.8%) | BONDS — (79.8%) | BONDS — (79.8%) | BONDS — (79.8%) |
| AUSTRALIA — (6.1%) | AUSTRALIA — (6.1%) | AUSTRALIA — (6.1%) | AUSTRALIA — (6.1%) | AUSTRALIA — (6.1%) |
| APA Infrastructure Ltd.  | APA Infrastructure Ltd.  |  |  |  |
|  | 0.750%, 03/15/29 | EUR | 600 | &nbsp;&nbsp; 636529 |
| &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>|  | 4401 | &nbsp;&nbsp; 4407990 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.830%, <br> FRN, 4.434%, <br> 03/31/26<br>| AUD | 1900 | &nbsp;&nbsp; 1224576 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.800%, <br> FRN, 4.650%, <br> 02/05/27<br>| AUD | 1800 | &nbsp;&nbsp; 1161860 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.680%, <br> FRN, 5.058%, <br> 07/16/27<br>|  | 7700 | &nbsp;&nbsp; 7739329 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.650%, <br> FRN, 5.028%, <br> 09/30/27<br>|  | 8176 | &nbsp;&nbsp; 8207606 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.850%, <br> FRN, 5.218%, <br> 12/16/29<br>|  | 500 | &nbsp;&nbsp; 505160 |
| BHP Billiton Finance Ltd.  | BHP Billiton Finance Ltd.  |  |  |  |
|  | 1.500%, 04/29/30 | EUR | 200 | &nbsp;&nbsp; 214472 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.630%, <br> FRN, 4.996%, <br> 09/12/25<br>|  | 3100 | &nbsp;&nbsp; 3101857 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.750%, <br> FRN, 5.117%, <br> 03/13/26<br>|  | 1100 | &nbsp;&nbsp; 1103413 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.520%, <br> FRN, 4.888%, <br> 06/15/26<br>|  | 1050 | &nbsp;&nbsp; $1052265 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.700%, <br> FRN, 4.417%, <br> 01/14/27<br>| AUD | 3200 | &nbsp;&nbsp; 2062917 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.020%, <br> FRN, 4.828%, <br> 08/18/27<br>| AUD | 2500 | &nbsp;&nbsp; 1621197 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.640%, <br> FRN, 5.008%, <br> 03/14/28<br>|  | 33 | &nbsp;&nbsp; 33156 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.950%, <br> FRN, 4.758%, <br> 08/17/28<br>| AUD | 2500 | &nbsp;&nbsp; 1620378 |
| Glencore Funding LLC  | Glencore Funding LLC  | Glencore Funding LLC  |  |  |
| Ω | 1.625%, 09/01/25 |  | 521 | &nbsp;&nbsp; 519612 |
| Ω | 1.625%, 04/27/26 |  | 1748 | &nbsp;&nbsp; 1708764 |
| Ω | 4.000%, 03/27/27 |  | 2000 | &nbsp;&nbsp; 1980346 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.060%, <br> FRN, 5.407%, <br> 04/04/27<br>|  | 5000 | &nbsp;&nbsp; 5023202 |
| Ω | 5.371%, 04/04/29 |  | 800 | &nbsp;&nbsp; 819212 |
| Macquarie Bank Ltd.  | Macquarie Bank Ltd.  | Macquarie Bank Ltd.  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.200%, <br> FRN, 5.562%, <br> 12/07/26<br>|  | 12620 | &nbsp;&nbsp; 12731836 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.920%, <br> FRN, 5.297%, <br> 07/02/27<br>|  | 3440 | &nbsp;&nbsp; 3469962 |
| Macquarie Group Ltd.  | Macquarie Group Ltd.  |  |  |  |
|  | 4.747%, 01/23/30 | EUR | 340 | &nbsp;&nbsp; 415644 |
| National Australia Bank Ltd.  | National Australia Bank Ltd.  | National Australia Bank Ltd.  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.650%, <br> FRN, 5.014%, <br> 12/10/25<br>|  | 2880 | &nbsp;&nbsp; 2884604 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.780%, <br> FRN, 4.580%, <br> 05/12/26<br>| AUD | 4151 | &nbsp;&nbsp; 2676577 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.410%, <br> FRN, 4.120%, <br> 08/24/26<br>| AUD | 3400 | &nbsp;&nbsp; 2184529 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.850%, <br> FRN, 4.647%, <br> 11/16/26<br>| AUD | 7900 | &nbsp;&nbsp; 5102269 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.200%, <br> FRN, 4.910%, <br> 11/25/27<br>| AUD | 3650 | &nbsp;&nbsp; 2376565 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.000%, <br> FRN, 4.800%, <br> 05/12/28<br>| AUD | 1800 | &nbsp;&nbsp; $1167193 |
|  | 4.901%, 01/14/30 |  | 8900 | &nbsp;&nbsp; 9109615 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norfina Ltd., 3M Swap + <br> 0.930%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Norfina Ltd., 3M Swap + <br> 0.930%, FRN |  |  |  |
| (r) | 4.660%, 08/22/25 | AUD | 1200 | &nbsp;&nbsp; 771365 |
| Origin Energy Finance Ltd.  | Origin Energy Finance Ltd.  |  |  |  |
|  | 1.000%, 09/17/29 | EUR | 2250 | &nbsp;&nbsp; 2355291 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rio Tinto Finance USA <br> PLC, SOFR + 0.840%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Rio Tinto Finance USA <br> PLC, SOFR + 0.840%, <br> FRN |  |  |  |
| (r) | 5.189%, 03/14/28 |  | 1000 | &nbsp;&nbsp; 1007466 |
| Stockland Trust  | Stockland Trust  |  |  |  |
|  | 1.625%, 04/27/26 | EUR | 750 | &nbsp;&nbsp; 848112 |
| &nbsp;&nbsp;&nbsp;&nbsp; Toyota Finance Australia <br> Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Finance Australia <br> Ltd.  |  |  |  |
|  | 3.386%, 03/18/30 | EUR | 150 | &nbsp;&nbsp; 175386 |
| 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 | 6400 | &nbsp;&nbsp; 4126533 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.820%, <br> FRN, 4.534%, <br> 12/15/26<br>| AUD | 6700 | &nbsp;&nbsp; 4325432 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.700%, <br> FRN, 4.420%, <br> 01/25/27<br>| AUD | 9600 | &nbsp;&nbsp; 6186036 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.050%, <br> FRN, 4.844%, <br> 05/20/27<br>| AUD | 600 | &nbsp;&nbsp; 388883 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.230%, <br> FRN, 5.030%, <br> 11/11/27<br>| AUD | 2100 | &nbsp;&nbsp; 1368027 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.980%, <br> FRN, 4.777%, <br> 02/16/28<br>| AUD | 14300 | &nbsp;&nbsp; 9265711 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.930%, <br> FRN, 4.624%, <br> 09/19/28<br>| AUD | 4200 | &nbsp;&nbsp; 2716782 |
|  | 1.953%, 11/20/28 |  | 235 | &nbsp;&nbsp; 218594 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | &nbsp;&nbsp; 120616253 |
| BELGIUM — (0.5%) | BELGIUM — (0.5%) | BELGIUM — (0.5%) | BELGIUM — (0.5%) | BELGIUM — (0.5%) |
| Anheuser-Busch InBev SA  | Anheuser-Busch InBev SA  |  |  |  |
|  | 4.000%, 09/24/25 | GBP | 330 | &nbsp;&nbsp; 435448 |
| Belfius Bank SA  | Belfius Bank SA  | Belfius Bank SA  |  |  |
|  | 3.750%, 01/22/29 | EUR | 1000 | &nbsp;&nbsp; 1172235 |
|  | 3.375%, 05/28/30 | EUR | 5900 | &nbsp;&nbsp; 6787708 |
| KBC Group NV  | KBC Group NV  |  |  |  |
|  | 0.750%, 01/24/30 | EUR | 400 | &nbsp;&nbsp; 417337 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kingdom of Belgium <br> Government Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Kingdom of Belgium <br> Government Bonds  |  |  |  |
|  | 0.100%, 06/22/30 | EUR | 1500 | &nbsp;&nbsp; $1522501 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | &nbsp;&nbsp; 10335229 |
| CANADA — (4.3%) | CANADA — (4.3%) | CANADA — (4.3%) | CANADA — (4.3%) | CANADA — (4.3%) |
| Bank of Montreal  | Bank of Montreal  | Bank of Montreal  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.950%, <br> FRN, 5.302%, <br> 09/25/25<br>|  | 1483 | &nbsp;&nbsp; 1484794 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.620%, <br> FRN, 4.969%, <br> 09/15/26<br>|  | 690 | &nbsp;&nbsp; 691897 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.760%, <br> FRN, 5.106%, <br> 06/04/27<br>|  | 7000 | &nbsp;&nbsp; 7038570 |
| Bank of Nova Scotia  | Bank of Nova Scotia  |  |  |  |
|  | 5.450%, 08/01/29 |  | 400 | &nbsp;&nbsp; 414478 |
| Brookfield Finance, Inc.  | Brookfield Finance, Inc.  |  |  |  |
|  | 4.850%, 03/29/29 |  | 100 | &nbsp;&nbsp; 100895 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada Government <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Canada Government <br> Bonds  |  |  |  |
|  | 3.500%, 08/01/25 | CAD | 9000 | &nbsp;&nbsp; 6496485 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.220%, <br> FRN, 5.569%, <br> 10/02/26<br>|  | 2000 | &nbsp;&nbsp; 2018392 |
|  | 3.807%, 07/09/29 | EUR | 351 | &nbsp;&nbsp; 413890 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural Resources <br> Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural Resources <br> Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural Resources <br> Ltd. |  |  |
| Ω | 5.000%, 12/15/29 |  | 7930 | &nbsp;&nbsp; 7982424 |
| &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 |  | 1485 | &nbsp;&nbsp; 1493752 |
| Enbridge, Inc.  | Enbridge, Inc.  |  |  |  |
|  | 3.125%, 11/15/29 |  | 630 | &nbsp;&nbsp; 594192 |
| &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 |  | 5040 | &nbsp;&nbsp; 5041844 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federation des Caisses <br> Desjardins du Quebec  | &nbsp;&nbsp;&nbsp;&nbsp; Federation des Caisses <br> Desjardins du Quebec  | &nbsp;&nbsp;&nbsp;&nbsp; Federation des Caisses <br> Desjardins du Quebec  |  |  |
| #Ω | 5.250%, 04/26/29 |  | 1160 | &nbsp;&nbsp; 1189814 |
|  | 3.467%, 09/05/29 | EUR | 1200 | &nbsp;&nbsp; 1397016 |
| Magna International, Inc.  | Magna International, Inc.  |  |  |  |
|  | 4.150%, 10/01/25 |  | 1900 | &nbsp;&nbsp; 1897980 |
| National Bank of Canada  | National Bank of Canada  | National Bank of Canada  |  |  |
|  | 5.296%, 11/03/25 | CAD | 15400 | &nbsp;&nbsp; 11175892 |
|  | 3.750%, 05/02/29 | EUR | 300 | &nbsp;&nbsp; 353877 |
| Province of Ontario  | Province of Ontario  |  |  |  |
| # | 4.200%, 01/18/29 |  | 5000 | &nbsp;&nbsp; 5024294 |
| Province of Quebec  | Province of Quebec  |  |  |  |
|  | 4.500%, 04/03/29 |  | 5000 | &nbsp;&nbsp; 5072860 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rogers Communications, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Rogers Communications, <br> Inc.  |  |  |  |
|  | 3.250%, 05/01/29 | CAD | 1300 | &nbsp;&nbsp; $923407 |
| Royal Bank of Canada  | Royal Bank of Canada  | Royal Bank of Canada  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.570%, <br> FRN, 4.915%, <br> 04/27/26<br>|  | 4583 | &nbsp;&nbsp; 4591269 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.080%, <br> FRN, 5.423%, <br> 07/20/26<br>|  | 2000 | &nbsp;&nbsp; 2014902 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.710%, <br> FRN, 5.054%, <br> 01/21/27<br>|  | 500 | &nbsp;&nbsp; 501454 |
| Toronto-Dominion Bank  | Toronto-Dominion Bank  | Toronto-Dominion Bank  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.080%, <br> FRN, 5.424%, <br> 07/17/26<br>|  | 4963 | &nbsp;&nbsp; 4997073 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.730%, <br> FRN, 5.077%, <br> 04/05/27<br>|  | 5000 | &nbsp;&nbsp; 5026032 |
|  | 4.994%, 04/05/29 |  | 930 | &nbsp;&nbsp; 947001 |
|  | 4.783%, 12/17/29 |  | 800 | &nbsp;&nbsp; 807959 |
|  | 1.952%, 04/08/30 | EUR | 4600 | &nbsp;&nbsp; 5010497 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp; 84702940 |
| DENMARK — (0.7%) | DENMARK — (0.7%) | DENMARK — (0.7%) | DENMARK — (0.7%) | DENMARK — (0.7%) |
| Carlsberg Breweries AS  | Carlsberg Breweries AS  |  |  |  |
|  | 3.000%, 08/28/29 | EUR | 2200 | &nbsp;&nbsp; 2529804 |
| DSV Finance BV  | DSV Finance BV  |  |  |  |
|  | 3.500%, 06/26/29 | EUR | 210 | &nbsp;&nbsp; 246496 |
| Kommunekredit  | Kommunekredit  |  |  |  |
| Δ | 0.000%, 11/17/29 | EUR | 600 | &nbsp;&nbsp; 616252 |
| Nykredit Realkredit AS  | Nykredit Realkredit AS  | Nykredit Realkredit AS  |  |  |
|  | 3.875%, 07/09/29 | EUR | 2280 | &nbsp;&nbsp; 2690288 |
|  | 3.375%, 01/10/30 | EUR | 3070 | &nbsp;&nbsp; 3548656 |
|  | 3.625%, 07/24/30 | EUR | 2100 | &nbsp;&nbsp; 2445098 |
| Orsted AS  | Orsted AS  |  |  |  |
|  | 3.750%, 03/01/30 | EUR | 2000 | &nbsp;&nbsp; 2337237 |
| TOTAL DENMARK | TOTAL DENMARK |  |  | &nbsp;&nbsp; 14413831 |
| FINLAND — (1.2%) | FINLAND — (1.2%) | FINLAND — (1.2%) | FINLAND — (1.2%) | FINLAND — (1.2%) |
| Fingrid OYJ  | Fingrid OYJ  |  |  |  |
|  | 2.750%, 12/04/29 | EUR | 380 | &nbsp;&nbsp; 433820 |
| Neste OYJ  | Neste OYJ  |  |  |  |
|  | 3.750%, 03/20/30 | EUR | 1700 | &nbsp;&nbsp; 1986128 |
| Nordea Bank Abp  | Nordea Bank Abp  | Nordea Bank Abp  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.740%, <br> FRN, 5.090%, <br> 03/19/27<br>|  | 3900 | &nbsp;&nbsp; 3919438 |
|  | 2.750%, 05/02/30 | EUR | 8700 | &nbsp;&nbsp; 9910474 |
| OP Corporate Bank PLC  | OP Corporate Bank PLC  |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 4709 | &nbsp;&nbsp; 4875328 |
| Stora Enso OYJ  | Stora Enso OYJ  |  |  |  |
|  | 4.250%, 09/01/29 | EUR | 1920 | &nbsp;&nbsp; 2282682 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |
| Teollisuuden Voima OYJ  | Teollisuuden Voima OYJ  |  |  |  |
|  | 4.750%, 06/01/30 | EUR | 100 | &nbsp;&nbsp; $122187 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | &nbsp;&nbsp; 23530057 |
| FRANCE — (4.3%) | FRANCE — (4.3%) | FRANCE — (4.3%) | FRANCE — (4.3%) | FRANCE — (4.3%) |
| Abertis France SAS  | Abertis France SAS  | Abertis France SAS  |  |  |
|  | 3.375%, 04/21/29 | EUR | 2100 | &nbsp;&nbsp; 2429967 |
|  | 1.625%, 09/18/29 | EUR | 300 | &nbsp;&nbsp; 323490 |
|  | 4.250%, 03/18/30 | EUR | 300 | &nbsp;&nbsp; 359216 |
| Aeroports de Paris SA  | Aeroports de Paris SA  |  |  |  |
|  | 2.750%, 04/02/30 | EUR | 400 | &nbsp;&nbsp; 453021 |
| &nbsp;&nbsp;&nbsp;&nbsp; Agence Francaise de <br> Developpement EPIC  | &nbsp;&nbsp;&nbsp;&nbsp; Agence Francaise de <br> Developpement EPIC  |  |  |  |
|  | 0.500%, 05/25/30 | EUR | 900 | &nbsp;&nbsp; 921999 |
| Alstom SA  | Alstom SA  |  |  |  |
| Δ | 0.000%, 01/11/29 | EUR | 800 | &nbsp;&nbsp; 832059 |
| APRR SA  | APRR SA  |  |  |  |
|  | 3.125%, 01/24/30 | EUR | 500 | &nbsp;&nbsp; 577816 |
| Ayvens SA  | Ayvens SA  | Ayvens SA  |  |  |
|  | 3.875%, 07/16/29 | EUR | 3800 | &nbsp;&nbsp; 4495653 |
|  | 3.250%, 02/19/30 | EUR | 2200 | &nbsp;&nbsp; 2534852 |
| &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du Credit <br> Mutuel SA  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du Credit <br> Mutuel SA  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du Credit <br> Mutuel SA  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.400%, <br> FRN, 5.744%, <br> 07/13/26<br>|  | 4670 | &nbsp;&nbsp; 4717530 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.130%, <br> FRN, 5.474%, <br> 01/23/27<br>|  | 900 | &nbsp;&nbsp; 906259 |
|  | 2.625%, 11/06/29 | EUR | 2600 | &nbsp;&nbsp; 2925190 |
|  | 1.250%, 06/03/30 | EUR | 2000 | &nbsp;&nbsp; 2095688 |
| BNP Paribas SA  | BNP Paribas SA  | BNP Paribas SA  |  |  |
|  | 1.375%, 05/28/29 | EUR | 1100 | &nbsp;&nbsp; 1189737 |
|  | 3.625%, 09/01/29 | EUR | 1000 | &nbsp;&nbsp; 1175910 |
| BPCE SA  | BPCE SA  |  |  |  |
|  | 3.875%, 01/11/29 | EUR | 1300 | &nbsp;&nbsp; 1533233 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de la <br> Dette Sociale  | &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de la <br> Dette Sociale  | &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de la <br> Dette Sociale  |  |  |
|  | 0.600%, 11/25/29 | EUR | 3700 | &nbsp;&nbsp; 3883224 |
|  | 3.125%, 03/01/30 | EUR | 400 | &nbsp;&nbsp; 466202 |
|  | 2.875%, 05/25/30 | EUR | 5000 | &nbsp;&nbsp; 5757169 |
| Cie de Saint-Gobain SA  | Cie de Saint-Gobain SA  |  |  |  |
|  | 3.375%, 04/08/30 | EUR | 600 | &nbsp;&nbsp; 698311 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cie Generale des <br> Etablissements Michelin <br> SCA  | &nbsp;&nbsp;&nbsp;&nbsp; Cie Generale des <br> Etablissements Michelin <br> SCA  |  |  |  |
|  | 0.875%, 09/03/25 | EUR | 400 | &nbsp;&nbsp; 456371 |
| Covivio SA  | Covivio SA  |  |  |  |
|  | 1.625%, 06/23/30 | EUR | 800 | &nbsp;&nbsp; 856610 |
| Credit Agricole SA  | Credit Agricole SA  | Credit Agricole SA  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.870%, <br> FRN, 5.218%, <br> 03/11/27<br>|  | 6321 | &nbsp;&nbsp; 6338332 |
|  | 5.301%, 07/12/28 |  | 250 | &nbsp;&nbsp; 256323 |
|  | 4.125%, 03/07/30 | EUR | 2500 | &nbsp;&nbsp; 3011431 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| Credit Mutuel Arkea SA  |  |  |  |
| 1.125%, 05/23/29 | EUR | 800 | &nbsp;&nbsp; $859281 |
| Electricite de France SA  |  |  |  |
| 4.625%, 04/26/30 | EUR | 700 | &nbsp;&nbsp; 855977 |
| Engie SA  |  |  |  |
| 3.625%, 01/11/30 | EUR | 300 | &nbsp;&nbsp; 352662 |
| &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 | 700 | &nbsp;&nbsp; 794840 |
| Gecina SA  |  |  |  |
| 1.625%, 03/14/30 | EUR | 600 | &nbsp;&nbsp; 649641 |
| ICADE  |  |  |  |
| 1.000%, 01/19/30 | EUR | 2400 | &nbsp;&nbsp; 2487898 |
| JCDecaux SE  |  |  |  |
| 1.625%, 02/07/30 | EUR | 2000 | &nbsp;&nbsp; 2138929 |
| Kering SA  | Kering SA  |  |  |
| 3.125%, 11/27/29 | EUR | 400 | &nbsp;&nbsp; 456984 |
| 1.875%, 05/05/30 | EUR | 400 | &nbsp;&nbsp; 432456 |
| Klepierre SA  |  |  |  |
| 2.000%, 05/12/29 | EUR | 300 | &nbsp;&nbsp; 332927 |
| La Banque Postale SA  |  |  |  |
| 4.375%, 01/17/30 | EUR | 5300 | &nbsp;&nbsp; 6393687 |
| &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE  |  |  |  |
| 3.375%, 02/05/30 | EUR | 100 | &nbsp;&nbsp; 117256 |
| Pernod Ricard SA  |  |  |  |
| 1.750%, 04/08/30 | EUR | 900 | &nbsp;&nbsp; 974586 |
| Praemia Healthcare SACA  |  |  |  |
| 0.875%, 11/04/29 | EUR | 1400 | &nbsp;&nbsp; 1458339 |
| RCI Banque SA  | RCI Banque SA  |  |  |
| 3.375%, 07/26/29 | EUR | 1346 | &nbsp;&nbsp; 1551765 |
| 4.875%, 10/02/29 | EUR | 2390 | &nbsp;&nbsp; 2908794 |
| Societe Generale SA  | Societe Generale SA  |  |  |
| 1.750%, 03/22/29 | EUR | 500 | &nbsp;&nbsp; 548049 |
| 0.875%, 09/24/29 | EUR | 3000 | &nbsp;&nbsp; 3151185 |
| 1.250%, 06/12/30 | EUR | 2000 | &nbsp;&nbsp; 2096524 |
| Suez SACA  |  |  |  |
| 2.375%, 05/24/30 | EUR | 2500 | &nbsp;&nbsp; 2762701 |
| &nbsp;&nbsp;&nbsp;&nbsp; TotalEnergies Capital <br> Canada Ltd.  |  |  |  |
| 2.125%, 09/18/29 | EUR | 300 | &nbsp;&nbsp; 334659 |
| Unibail-Rodamco-Westfield SE  | Unibail-Rodamco-Westfield SE  |  |  |
| 3.500%, 09/11/29 | EUR | 300 | &nbsp;&nbsp; 349373 |
| 1.375%, 04/15/30 | EUR | 3000 | &nbsp;&nbsp; 3176811 |
| TOTAL FRANCE |  |  | &nbsp;&nbsp; 85300256 |
| GERMANY — (5.2%) | GERMANY — (5.2%) | GERMANY — (5.2%) | GERMANY — (5.2%) |
| Bayer AG  | Bayer AG  |  |  |
| 4.250%, 08/26/29 | EUR | 330 | &nbsp;&nbsp; 395036 |
| 1.125%, 01/06/30 | EUR | 5800 | &nbsp;&nbsp; 6092820 |
| Bayer Capital Corp. BV  |  |  |  |
| 2.125%, 12/15/29 | EUR | 800 | &nbsp;&nbsp; 879928 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| BMW U.S. Capital LLC  | BMW U.S. Capital LLC  | BMW U.S. Capital LLC  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.620%, <br> FRN, 4.959%, <br> 08/11/25<br>|  | 12500 | &nbsp;&nbsp; $12501775 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.550%, <br> FRN, 4.899%, <br> 04/02/26<br>|  | 4000 | &nbsp;&nbsp; 4003013 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.800%, <br> FRN, 5.140%, <br> 08/13/26<br>|  | 1800 | &nbsp;&nbsp; 1804575 |
| Ω | 4.900%, 04/02/29 |  | 400 | &nbsp;&nbsp; 404824 |
| Continental AG  | Continental AG  |  |  |  |
|  | 3.500%, 10/01/29 | EUR | 1227 | &nbsp;&nbsp; 1432807 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Finance <br> Canada, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Finance <br> Canada, Inc.  |  |  |  |
|  | 5.180%, 09/19/25 | CAD | 4500 | &nbsp;&nbsp; 3255485 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Finance <br> North America LLC, <br> SOFR + 0.840%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Finance <br> North America LLC, <br> SOFR + 0.840%, FRN |  |  |  |
| (r)Ω | 5.184%, 01/13/28 |  | 4830 | &nbsp;&nbsp; 4834574 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck International <br> Finance BV  | &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck International <br> Finance BV  |  |  |  |
|  | 3.875%, 06/19/29 | EUR | 700 | &nbsp;&nbsp; 829369 |
| Deutsche Bahn AG  | Deutsche Bahn AG  |  |  |  |
|  | 1.875%, 05/24/30 | EUR | 100 | &nbsp;&nbsp; 110741 |
| Deutsche Bank AG  | Deutsche Bank AG  |  |  |  |
|  | 4.100%, 01/13/26 |  | 1000 | &nbsp;&nbsp; 996494 |
| Deutsche Boerse AG  | Deutsche Boerse AG  |  |  |  |
|  | 3.750%, 09/28/29 | EUR | 100 | &nbsp;&nbsp; 118896 |
| Deutsche Lufthansa AG  | Deutsche Lufthansa AG  | Deutsche Lufthansa AG  |  |  |
|  | 3.500%, 07/14/29 | EUR | 1200 | &nbsp;&nbsp; 1395062 |
|  | 4.000%, 05/21/30 | EUR | 1000 | &nbsp;&nbsp; 1201877 |
| Deutsche Post AG  | Deutsche Post AG  |  |  |  |
|  | 3.000%, 03/24/30 | EUR | 2500 | &nbsp;&nbsp; 2876679 |
| E.ON SE  | E.ON SE  |  |  |  |
|  | 3.125%, 03/05/30 | EUR | 520 | &nbsp;&nbsp; 603709 |
| &nbsp;&nbsp;&nbsp;&nbsp; EnBW International <br> Finance BV  | &nbsp;&nbsp;&nbsp;&nbsp; EnBW International <br> Finance BV  |  |  |  |
|  | 3.000%, 05/20/29 | EUR | 1300 | &nbsp;&nbsp; 1501790 |
| Fresenius Medical Care AG  | Fresenius Medical Care AG  | Fresenius Medical Care AG  |  |  |
|  | 1.250%, 11/29/29 | EUR | 333 | &nbsp;&nbsp; 357532 |
|  | 1.500%, 05/29/30 | EUR | 410 | &nbsp;&nbsp; 439223 |
| Fresenius SE & Co. KGaA  | Fresenius SE & Co. KGaA  |  |  |  |
|  | 5.000%, 11/28/29 | EUR | 1300 | &nbsp;&nbsp; 1600275 |
| Grand City Properties SA  | Grand City Properties SA  |  |  |  |
|  | 4.375%, 01/09/30 | EUR | 400 | &nbsp;&nbsp; 476748 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hamburg Commercial <br> Bank AG  | &nbsp;&nbsp;&nbsp;&nbsp; Hamburg Commercial <br> Bank AG  |  |  |  |
|  | 3.500%, 01/31/30 | EUR | 1503 | &nbsp;&nbsp; 1737504 |
| &nbsp;&nbsp;&nbsp;&nbsp; Heidelberg Materials <br> Finance Luxembourg SA  | &nbsp;&nbsp;&nbsp;&nbsp; Heidelberg Materials <br> Finance Luxembourg SA  |  |  |  |
|  | 3.000%, 07/10/30 | EUR | 6100 | &nbsp;&nbsp; 6958938 |
| HOCHTIEF AG  | HOCHTIEF AG  |  |  |  |
|  | 4.250%, 05/31/30 | EUR | 2920 | &nbsp;&nbsp; 3507572 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; HOWOGE <br> Wohnungsbaugesellschaft <br> GmbH  | &nbsp;&nbsp;&nbsp;&nbsp; HOWOGE <br> Wohnungsbaugesellschaft <br> GmbH  |  |  |  |
|  | 3.875%, 06/05/30 | EUR | 2500 | &nbsp;&nbsp; $2930430 |
| Infineon Technologies AG  | Infineon Technologies AG  |  |  |  |
|  | 2.875%, 02/13/30 | EUR | 1300 | &nbsp;&nbsp; 1479901 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kreditanstalt fuer <br> Wiederaufbau  | &nbsp;&nbsp;&nbsp;&nbsp; Kreditanstalt fuer <br> Wiederaufbau  |  |  |  |
|  | 0.375%, 04/23/30 | EUR | 3800 | &nbsp;&nbsp; 3947161 |
| &nbsp;&nbsp;&nbsp;&nbsp; Landeskreditbank <br> Baden-Wuerttemberg <br> Foerderbank  | &nbsp;&nbsp;&nbsp;&nbsp; Landeskreditbank <br> Baden-Wuerttemberg <br> Foerderbank  |  |  |  |
|  | 4.250%, 08/07/25 | AUD | 1700 | &nbsp;&nbsp; 1092511 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance <br> Canada, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance <br> Canada, Inc.  |  |  |  |
|  | 1.650%, 09/22/25 | CAD | 5000 | &nbsp;&nbsp; 3601689 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North <br> America LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North <br> America LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North <br> America LLC  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.570%, <br> FRN, 4.911%, <br> 08/01/25<br>|  | 7350 | &nbsp;&nbsp; 7350000 |
| Ω | 5.375%, 08/01/25 |  | 200 | &nbsp;&nbsp; 200000 |
| #Ω | 1.450%, 03/02/26 |  | 480 | &nbsp;&nbsp; 471454 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.630%, <br> FRN, 5.014%, <br> 07/31/26<br>|  | 3200 | &nbsp;&nbsp; 3208683 |
| Ω | 4.850%, 01/11/29 |  | 400 | &nbsp;&nbsp; 403688 |
| Ω | 4.300%, 02/22/29 |  | 200 | &nbsp;&nbsp; 198356 |
| Ω | 5.100%, 11/15/29 |  | 400 | &nbsp;&nbsp; 407068 |
| NRW Bank  | NRW Bank  |  |  |  |
|  | 1.050%, 03/31/26 | AUD | 580 | &nbsp;&nbsp; 365715 |
| Sixt SE  | Sixt SE  |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 700 | &nbsp;&nbsp; 806265 |
| State of Lower Saxony  | State of Lower Saxony  |  |  |  |
|  | 0.125%, 01/10/30 | EUR | 381 | &nbsp;&nbsp; 391556 |
| &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 | 200 | &nbsp;&nbsp; 227680 |
| Vier Gas Transport GmbH  | Vier Gas Transport GmbH  |  |  |  |
|  | 0.125%, 09/10/29 | EUR | 1400 | &nbsp;&nbsp; 1427101 |
| &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Financial <br> Services AG  | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Financial <br> Services AG  |  |  |  |
|  | 3.625%, 05/19/29 | EUR | 500 | &nbsp;&nbsp; 581062 |
| &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Group of America <br> Finance LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Group of America <br> Finance LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Group of America <br> Finance LLC  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.930%, <br> FRN, 5.278%, <br> 09/12/25<br>|  | 4300 | &nbsp;&nbsp; 4303827 |
| Ω | 5.250%, 03/22/29 |  | 500 | &nbsp;&nbsp; 505424 |
| #,Ω | 4.950%, 08/15/29 |  | 6900 | &nbsp;&nbsp; 6910516 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | &nbsp;&nbsp; 103173595 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| IRELAND — (0.8%) | IRELAND — (0.8%) | IRELAND — (0.8%) | IRELAND — (0.8%) | IRELAND — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | &nbsp;&nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | &nbsp;&nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  |  |  |
|  | 4.450%, 10/01/25 |  | 150 | &nbsp;&nbsp; $149919 |
| # | 1.750%, 01/30/26 |  | 12800 | &nbsp;&nbsp; 12626580 |
|  | 4.450%, 04/03/26 |  | 150 | &nbsp;&nbsp; 149694 |
|  | 4.625%, 09/10/29 |  | 350 | &nbsp;&nbsp; 348975 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dell Bank International <br> DAC  | &nbsp;&nbsp;&nbsp;&nbsp; Dell Bank International <br> DAC  |  |  |  |
|  | 3.625%, 06/24/29 | EUR | 1620 | &nbsp;&nbsp; 1893508 |
| TOTAL IRELAND | TOTAL IRELAND |  |  | &nbsp;&nbsp; 15168676 |
| ITALY — (0.9%) | ITALY — (0.9%) | ITALY — (0.9%) | ITALY — (0.9%) | ITALY — (0.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp; AMCO - Asset <br> Management Co. SpA  | &nbsp;&nbsp;&nbsp;&nbsp; AMCO - Asset <br> Management Co. SpA  |  |  |  |
|  | 3.250%, 04/02/30 | EUR | 3400 | &nbsp;&nbsp; 3916907 |
| Autostrade per l'Italia SpA  | Autostrade per l'Italia SpA  |  |  |  |
|  | 1.875%, 09/26/29 | EUR | 1080 | &nbsp;&nbsp; 1188325 |
| Banco BPM SpA  | Banco BPM SpA  |  |  |  |
|  | 3.375%, 01/21/30 | EUR | 2160 | &nbsp;&nbsp; 2516872 |
| Eni SpA  | Eni SpA  | Eni SpA  |  |  |
|  | 3.750%, 09/12/25 | EUR | 350 | &nbsp;&nbsp; 400062 |
|  | 0.625%, 01/23/30 | EUR | 1600 | &nbsp;&nbsp; 1655900 |
| Iccrea Banca SpA  | Iccrea Banca SpA  |  |  |  |
|  | 3.375%, 01/30/30 | EUR | 800 | &nbsp;&nbsp; 929130 |
| Intesa Sanpaolo SpA  | Intesa Sanpaolo SpA  |  |  |  |
|  | 5.250%, 01/13/30 | EUR | 4760 | &nbsp;&nbsp; 5972681 |
| Italgas SpA  | Italgas SpA  | Italgas SpA  |  |  |
|  | 2.875%, 03/06/30 | EUR | 400 | &nbsp;&nbsp; 454954 |
|  | 0.875%, 04/24/30 | EUR | 300 | &nbsp;&nbsp; 312274 |
| Snam SpA  | Snam SpA  | Snam SpA  |  |  |
| Δ | 0.000%, 12/07/28 | EUR | 300 | &nbsp;&nbsp; 314137 |
|  | 4.000%, 11/27/29 | EUR | 900 | &nbsp;&nbsp; 1076922 |
| TOTAL ITALY | TOTAL ITALY |  |  | &nbsp;&nbsp; 18738164 |
| JAPAN — (2.1%) | JAPAN — (2.1%) | JAPAN — (2.1%) | JAPAN — (2.1%) | JAPAN — (2.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Five <br> Year Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Five <br> Year Bonds  |  |  |  |
|  | 0.005%, 09/20/26 | JPY | 360000 | &nbsp;&nbsp; 2369172 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Two <br> Year Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Two <br> Year Bonds  |  |  |  |
|  | 0.400%, 07/01/26 | JPY | 360000 | &nbsp;&nbsp; 2381968 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, <br> Inc.  |  |  |
| # | 3.741%, 03/07/29 |  | 1600 | &nbsp;&nbsp; 1567787 |
|  | 3.195%, 07/18/29 |  | 800 | &nbsp;&nbsp; 762465 |
| Mizuho Financial Group, Inc.  | Mizuho Financial Group, Inc.  | Mizuho Financial Group, Inc.  |  |  |
|  | 0.402%, 09/06/29 | EUR | 1900 | &nbsp;&nbsp; 1971734 |
|  | 0.797%, 04/15/30 | EUR | 5000 | &nbsp;&nbsp; 5172397 |
| Nomura Holdings, Inc.  | Nomura Holdings, Inc.  | Nomura Holdings, Inc.  |  |  |
|  | 1.653%, 07/14/26 |  | 5528 | &nbsp;&nbsp; 5381917 |
|  | 2.329%, 01/22/27 |  | 2000 | &nbsp;&nbsp; 1934327 |
|  | 5.605%, 07/06/29 |  | 400 | &nbsp;&nbsp; 412456 |
|  | 3.103%, 01/16/30 |  | 800 | &nbsp;&nbsp; 744730 |
|  | 3.459%, 05/28/30 | EUR | 1300 | &nbsp;&nbsp; 1503066 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; NTT Finance Corp., SOFR <br> + 1.310%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; NTT Finance Corp., SOFR <br> + 1.310%, FRN |  |  |  |
| (r)Ω | 5.688%, 07/16/30 |  | 800 | &nbsp;&nbsp; $814120 |
| ORIX Corp.  | ORIX Corp.  |  |  |  |
|  | 4.650%, 09/10/29 |  | 800 | &nbsp;&nbsp; 801735 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc.  |  |  |
|  | 1.902%, 09/17/28 |  | 800 | &nbsp;&nbsp; 740515 |
|  | 5.316%, 07/09/29 |  | 800 | &nbsp;&nbsp; 822260 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.170%, <br> FRN, 5.546%, <br> 07/09/29<br>|  | 6200 | &nbsp;&nbsp; 6260760 |
|  | 0.632%, 10/23/29 | EUR | 5400 | &nbsp;&nbsp; 5628762 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 0.980%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 0.980%, FRN |  |  |  |
| (r)Ω | 5.341%, 09/10/27 |  | 3000 | &nbsp;&nbsp; 3030360 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | &nbsp;&nbsp; 42300531 |
| LUXEMBOURG — (0.4%) | LUXEMBOURG — (0.4%) | LUXEMBOURG — (0.4%) | LUXEMBOURG — (0.4%) | LUXEMBOURG — (0.4%) |
| ArcelorMittal SA  | ArcelorMittal SA  |  |  |  |
|  | 3.125%, 12/13/28 | EUR | 2860 | &nbsp;&nbsp; 3292755 |
| Eurofins Scientific SE  | Eurofins Scientific SE  |  |  |  |
|  | 4.000%, 07/06/29 | EUR | 2470 | &nbsp;&nbsp; 2909535 |
| &nbsp;&nbsp;&nbsp;&nbsp; Prologis International <br> Funding II SA  | &nbsp;&nbsp;&nbsp;&nbsp; Prologis International <br> Funding II SA  |  |  |  |
|  | 3.625%, 03/07/30 | EUR | 130 | &nbsp;&nbsp; 151638 |
| SELP Finance SARL  | SELP Finance SARL  |  |  |  |
|  | 0.875%, 05/27/29 | EUR | 560 | &nbsp;&nbsp; 588712 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | &nbsp;&nbsp; 6942640 |
| NETHERLANDS — (3.0%) | NETHERLANDS — (3.0%) | NETHERLANDS — (3.0%) | NETHERLANDS — (3.0%) | NETHERLANDS — (3.0%) |
| ABN AMRO Bank NV  | ABN AMRO Bank NV  | ABN AMRO Bank NV  |  |  |
|  | 0.500%, 09/23/29 | EUR | 3300 | &nbsp;&nbsp; 3424072 |
|  | 4.250%, 02/21/30 | EUR | 7600 | &nbsp;&nbsp; 9142533 |
| ASN Bank NV  | ASN Bank NV  |  |  |  |
|  | 4.875%, 03/07/30 | EUR | 1500 | &nbsp;&nbsp; 1832220 |
| &nbsp;&nbsp;&nbsp;&nbsp; BNG Bank NV, SOFR + <br> 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; BNG Bank NV, SOFR + <br> 1.000%, FRN |  |  |  |
| (r) | 5.342%, 08/05/26 |  | 8200 | &nbsp;&nbsp; 8255776 |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.710%, <br> FRN, 5.054%, <br> 01/09/26<br>|  | 10377 | &nbsp;&nbsp; 10400053 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.870%, <br> FRN, 4.580%, <br> 02/26/27<br>| AUD | 3300 | &nbsp;&nbsp; 2129843 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.710%, <br> FRN, 5.056%, <br> 03/05/27<br>|  | 3000 | &nbsp;&nbsp; 3012562 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.180%, <br> FRN, 4.862%, <br> 01/19/28<br>| AUD | 4300 | &nbsp;&nbsp; 2794594 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.150%, <br> FRN, 4.883%, <br> 11/21/28<br>| AUD | 3950 | &nbsp;&nbsp; $2568041 |
| Heineken NV  | Heineken NV  |  |  |  |
|  | 2.875%, 08/04/25 | EUR | 1000 | &nbsp;&nbsp; 1141199 |
| ING Groep NV  | ING Groep NV  |  |  |  |
|  | 4.550%, 10/02/28 |  | 800 | &nbsp;&nbsp; 801560 |
| JDE Peet's NV  | JDE Peet's NV  |  |  |  |
|  | 4.125%, 01/23/30 | EUR | 990 | &nbsp;&nbsp; 1177229 |
| Koninklijke Philips NV  | Koninklijke Philips NV  |  |  |  |
|  | 3.250%, 05/23/30 | EUR | 200 | &nbsp;&nbsp; 230667 |
| Sandoz Finance BV  | Sandoz Finance BV  | Sandoz Finance BV  |  |  |
|  | 3.250%, 09/12/29 | EUR | 800 | &nbsp;&nbsp; 925471 |
|  | 4.220%, 04/17/30 | EUR | 2200 | &nbsp;&nbsp; 2649032 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shell International Finance <br> BV  | &nbsp;&nbsp;&nbsp;&nbsp; Shell International Finance <br> BV  |  |  |  |
|  | 3.875%, 11/13/28 |  | 6000 | &nbsp;&nbsp; 5944538 |
| Stedin Holding NV  | Stedin Holding NV  | Stedin Holding NV  |  |  |
|  | 0.500%, 11/14/29 | EUR | 1440 | &nbsp;&nbsp; 1493770 |
|  | 2.375%, 06/03/30 | EUR | 1200 | &nbsp;&nbsp; 1339860 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | &nbsp;&nbsp; 59263020 |
| NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) |
| &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  |  |  |
|  | 4.500%, 05/15/30 | NZD | 2000 | &nbsp;&nbsp; 1212592 |
| NORWAY — (1.3%) | NORWAY — (1.3%) | NORWAY — (1.3%) | NORWAY — (1.3%) | NORWAY — (1.3%) |
| Aker BP ASA  | Aker BP ASA  |  |  |  |
| Ω | 3.750%, 01/15/30 |  | 2600 | &nbsp;&nbsp; 2480692 |
| Equinor ASA  | Equinor ASA  | Equinor ASA  |  |  |
|  | 3.625%, 09/10/28 |  | 400 | &nbsp;&nbsp; 392698 |
| #Ω | 6.500%, 12/01/28 |  | 3300 | &nbsp;&nbsp; 3525151 |
| Kommunalbanken AS  | Kommunalbanken AS  | Kommunalbanken AS  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.348%, <br> 06/17/26<br>|  | 4000 | &nbsp;&nbsp; 4023217 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.400%, <br> FRN, 4.747%, <br> 03/03/28<br>|  | 13200 | &nbsp;&nbsp; 13208314 |
| Statnett SF  | Statnett SF  |  |  |  |
|  | 1.250%, 04/26/30 | EUR | 2500 | &nbsp;&nbsp; 2654497 |
| Var Energi ASA  | Var Energi ASA  |  |  |  |
|  | 5.500%, 05/04/29 | EUR | 210 | &nbsp;&nbsp; 257742 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | &nbsp;&nbsp; 26542311 |
| SINGAPORE — (1.0%) | SINGAPORE — (1.0%) | SINGAPORE — (1.0%) | SINGAPORE — (1.0%) | SINGAPORE — (1.0%) |
| DBS Group Holdings Ltd.  | DBS Group Holdings Ltd.  | DBS Group Holdings Ltd.  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.600%, <br> FRN, 4.970%, <br> 03/21/28<br>|  | 20000 | &nbsp;&nbsp; 20065800 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SPAIN — (1.0%) | SPAIN — (1.0%) | SPAIN — (1.0%) | SPAIN — (1.0%) | SPAIN — (1.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Acciona Energia <br> Financiacion Filiales SA  | &nbsp;&nbsp;&nbsp;&nbsp; Acciona Energia <br> Financiacion Filiales SA  |  |  |  |
|  | 3.750%, 04/25/30 | EUR | 5900 | &nbsp;&nbsp; $6927262 |
| Amadeus IT Group SA  | Amadeus IT Group SA  |  |  |  |
|  | 3.375%, 03/25/30 | EUR | 400 | &nbsp;&nbsp; 463601 |
| &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA  |  |  |  |
|  | 3.625%, 06/07/30 | EUR | 1000 | &nbsp;&nbsp; 1179929 |
| Banco Santander SA  | Banco Santander SA  |  |  |  |
|  | 5.147%, 08/18/25 |  | 1400 | &nbsp;&nbsp; 1399897 |
| Cellnex Telecom SA  | Cellnex Telecom SA  |  |  |  |
|  | 1.875%, 06/26/29 | EUR | 1100 | &nbsp;&nbsp; 1212655 |
| Criteria Caixa SA  | Criteria Caixa SA  |  |  |  |
|  | 3.500%, 10/02/29 | EUR | 1400 | &nbsp;&nbsp; 1628847 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inmobiliaria Colonial <br> Socimi SA  | &nbsp;&nbsp;&nbsp;&nbsp; Inmobiliaria Colonial <br> Socimi SA  |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 900 | &nbsp;&nbsp; 1039461 |
| Telefonica Emisiones SA  | Telefonica Emisiones SA  |  |  |  |
|  | 4.103%, 03/08/27 |  | 3339 | &nbsp;&nbsp; 3311720 |
| Werfen SA  | Werfen SA  |  |  |  |
|  | 4.250%, 05/03/30 | EUR | 2900 | &nbsp;&nbsp; 3462288 |
| TOTAL SPAIN | TOTAL SPAIN |  |  | &nbsp;&nbsp; 20625660 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.5%) |
| Asian Development Bank  | Asian Development Bank  | Asian Development Bank  |  |  |
|  | 0.800%, 11/06/25 | AUD | 5650 | &nbsp;&nbsp; 3602760 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.348%, <br> 06/16/26<br>|  | 269 | &nbsp;&nbsp; 270751 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.300%, <br> FRN, 4.649%, <br> 06/20/28<br>|  | 20230 | &nbsp;&nbsp; 20208282 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asian Infrastructure Investment <br> Bank  | &nbsp;&nbsp;&nbsp;&nbsp; Asian Infrastructure Investment <br> Bank  | &nbsp;&nbsp;&nbsp;&nbsp; Asian Infrastructure Investment <br> Bank  |  |  |
|  | 1.000%, 05/06/26 | AUD | 12500 | &nbsp;&nbsp; 7863947 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.620%, <br> FRN, 4.960%, <br> 08/16/27<br>|  | 2000 | &nbsp;&nbsp; 2013952 |
| &nbsp;&nbsp;&nbsp;&nbsp; Council of Europe <br> Development Bank  | &nbsp;&nbsp;&nbsp;&nbsp; Council of Europe <br> Development Bank  |  |  |  |
|  | 0.050%, 01/21/30 | EUR | 200 | &nbsp;&nbsp; 204745 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eurofima Europaeische <br> Gesellschaft fuer die <br> Finanzierung von <br> Eisenbahnmaterial  | &nbsp;&nbsp;&nbsp;&nbsp; Eurofima Europaeische <br> Gesellschaft fuer die <br> Finanzierung von <br> Eisenbahnmaterial  |  |  |  |
|  | 3.350%, 05/21/29 | AUD | 2500 | &nbsp;&nbsp; 1565994 |
| &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>|  | 378 | &nbsp;&nbsp; 377894 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.330%, <br> FRN, 4.671%, <br> 02/20/28<br>|  | 10460 | &nbsp;&nbsp; 10471056 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **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 + 0.300%, <br> FRN, 4.641%, <br> 02/16/29<br>|  | 17200 | &nbsp;&nbsp; $17182840 |
| &nbsp;&nbsp;&nbsp;&nbsp; European Financial <br> Stability Facility  | &nbsp;&nbsp;&nbsp;&nbsp; European Financial <br> Stability Facility  |  |  |  |
|  | 0.125%, 03/18/30 | EUR | 57 | &nbsp;&nbsp; 58429 |
| European Investment Bank  | European Investment Bank  | European Investment Bank  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.320%, <br> FRN, 4.659%, <br> 08/14/29<br>|  | 2600 | &nbsp;&nbsp; 2601925 |
|  | 4.000%, 04/15/30 | EUR | 700 | &nbsp;&nbsp; 852927 |
| European Union  | European Union  |  |  |  |
|  | 1.625%, 12/04/29 | EUR | 1300 | &nbsp;&nbsp; 1436587 |
| &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>|  | 11600 | &nbsp;&nbsp; 11600232 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.280%, <br> FRN, 4.624%, <br> 04/12/27<br>|  | 16900 | &nbsp;&nbsp; 16906233 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.350%, <br> FRN, 4.702%, <br> 10/04/27<br>|  | 4000 | &nbsp;&nbsp; 4007609 |
| (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 + 0.300%, <br> FRN, 4.639%, <br> 02/15/29<br>|  | 20000 | &nbsp;&nbsp; 19957400 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.370%, <br> FRN, 4.716%, <br> 08/01/29<br>|  | 2600 | &nbsp;&nbsp; 2602075 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inter-American Investment <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American Investment <br> Corp.  |  |  |  |
|  | 4.250%, 02/14/29 |  | 4100 | &nbsp;&nbsp; 4122845 |
| &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>|  | 1400 | &nbsp;&nbsp; 1402367 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.280%, <br> FRN, 4.622%, <br> 02/23/27<br>|  | 9600 | &nbsp;&nbsp; 9608832 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.430%, <br> FRN, 4.762%, <br> 08/19/27<br>|  | 19525 | &nbsp;&nbsp; 19586699 |
| International Finance Corp.  | International Finance Corp.  | International Finance Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.280%, <br> FRN, 4.628%, <br> 03/16/26<br>|  | 23700 | &nbsp;&nbsp; 23710665 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.360%, <br> FRN, 4.703%, <br> 08/28/29<br>|  | 2430 | &nbsp;&nbsp; $2428635 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nordic Investment Bank, <br> SOFR + 0.290%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Nordic Investment Bank, <br> SOFR + 0.290%, FRN |  |  |  |
| (r) | 4.642%, 10/04/27 |  | 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; 187948354 |
| SWEDEN — (2.4%) | SWEDEN — (2.4%) | SWEDEN — (2.4%) | SWEDEN — (2.4%) | SWEDEN — (2.4%) |
| Autoliv, Inc.  | Autoliv, Inc.  |  |  |  |
|  | 3.625%, 08/07/29 | EUR | 2230 | &nbsp;&nbsp; 2602683 |
| Electrolux AB  | Electrolux AB  |  |  |  |
|  | 2.500%, 05/18/30 | EUR | 1800 | &nbsp;&nbsp; 1959355 |
| Lansforsakringar Bank AB  | Lansforsakringar Bank AB  |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 300 | &nbsp;&nbsp; 345845 |
| Molnlycke Holding AB  | Molnlycke Holding AB  |  |  |  |
|  | 0.875%, 09/05/29 | EUR | 870 | &nbsp;&nbsp; 911507 |
| &nbsp;&nbsp;&nbsp;&nbsp; Securitas Treasury Ireland <br> DAC  | &nbsp;&nbsp;&nbsp;&nbsp; Securitas Treasury Ireland <br> DAC  |  |  |  |
|  | 3.875%, 02/23/30 | EUR | 2695 | &nbsp;&nbsp; 3173929 |
| &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda <br> Banken AB  | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda <br> Banken AB  |  |  |  |
|  | 3.375%, 03/19/30 | EUR | 3000 | &nbsp;&nbsp; 3479670 |
| Svensk Exportkredit AB  | Svensk Exportkredit AB  | Svensk Exportkredit AB  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.342%, <br> 08/03/26<br>|  | 6000 | &nbsp;&nbsp; 6045150 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.342%, <br> 05/05/27<br>|  | 9750 | &nbsp;&nbsp; 9864075 |
| &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 |  | 5585 | &nbsp;&nbsp; 5629435 |
| Swedbank AB  | Swedbank AB  | Swedbank AB  |  |  |
|  | 2.875%, 04/30/29 | EUR | 1200 | &nbsp;&nbsp; 1370532 |
|  | 3.250%, 09/24/29 | EUR | 6107 | &nbsp;&nbsp; 7046773 |
| Tele2 AB  | Tele2 AB  |  |  |  |
|  | 3.750%, 11/22/29 | EUR | 310 | &nbsp;&nbsp; 364565 |
| Volvo Treasury AB  | Volvo Treasury AB  |  |  |  |
|  | 3.125%, 08/26/29 | EUR | 4318 | &nbsp;&nbsp; 5001170 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | &nbsp;&nbsp; 47794689 |
| SWITZERLAND — (0.9%) | SWITZERLAND — (0.9%) | SWITZERLAND — (0.9%) | SWITZERLAND — (0.9%) | SWITZERLAND — (0.9%) |
| ABB Finance BV  | ABB Finance BV  |  |  |  |
| Δ | 0.000%, 01/19/30 | EUR | 1140 | &nbsp;&nbsp; 1154793 |
| &nbsp;&nbsp;&nbsp;&nbsp; Firmenich Productions <br> Participations SAS  | &nbsp;&nbsp;&nbsp;&nbsp; Firmenich Productions <br> Participations SAS  |  |  |  |
|  | 1.750%, 04/30/30 | EUR | 1410 | &nbsp;&nbsp; 1536402 |
| Sika Capital BV  | Sika Capital BV  |  |  |  |
|  | 3.750%, 05/03/30 | EUR | 2057 | &nbsp;&nbsp; 2435929 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
| UBS AG  | UBS AG  |  |  |  |
|  | 5.800%, 09/11/25 |  | 3709 | &nbsp;&nbsp; $3713212 |
| UBS Group AG  | UBS Group AG  | UBS Group AG  |  |  |
|  | 4.125%, 09/24/25 |  | 3000 | &nbsp;&nbsp; 2997123 |
|  | 4.125%, 04/15/26 |  | 5000 | &nbsp;&nbsp; 4989050 |
|  | 1.250%, 09/01/26 | EUR | 580 | &nbsp;&nbsp; 655476 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  |  | &nbsp;&nbsp; 17481985 |
| UNITED KINGDOM — (2.9%) | UNITED KINGDOM — (2.9%) | UNITED KINGDOM — (2.9%) | UNITED KINGDOM — (2.9%) | UNITED KINGDOM — (2.9%) |
| Barclays PLC  | Barclays PLC  |  |  |  |
|  | 4.375%, 01/12/26 |  | 11400 | &nbsp;&nbsp; 11391409 |
| &nbsp;&nbsp;&nbsp;&nbsp; BAT International Finance <br> PLC  | &nbsp;&nbsp;&nbsp;&nbsp; BAT International Finance <br> PLC  |  |  |  |
|  | 2.250%, 01/16/30 | EUR | 2200 | &nbsp;&nbsp; 2430051 |
| Cadent Finance PLC  | Cadent Finance PLC  |  |  |  |
|  | 0.625%, 03/19/30 | EUR | 2600 | &nbsp;&nbsp; 2664885 |
| &nbsp;&nbsp;&nbsp;&nbsp; CK Hutchison Europe <br> Finance 21 Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; CK Hutchison Europe <br> Finance 21 Ltd.  |  |  |  |
|  | 0.750%, 11/02/29 | EUR | 900 | &nbsp;&nbsp; 934848 |
| &nbsp;&nbsp;&nbsp;&nbsp; CNH Industrial Finance <br> Europe SA  | &nbsp;&nbsp;&nbsp;&nbsp; CNH Industrial Finance <br> Europe SA  |  |  |  |
|  | 1.625%, 07/03/29 | EUR | 400 | &nbsp;&nbsp; 436575 |
| &nbsp;&nbsp;&nbsp;&nbsp; GlaxoSmithKline Capital <br> PLC  | &nbsp;&nbsp;&nbsp;&nbsp; GlaxoSmithKline Capital <br> PLC  |  |  |  |
|  | 1.375%, 09/12/29 | EUR | 120 | &nbsp;&nbsp; 130535 |
| &nbsp;&nbsp;&nbsp;&nbsp; Imperial Brands Finance <br> PLC  | &nbsp;&nbsp;&nbsp;&nbsp; Imperial Brands Finance <br> PLC  |  |  |  |
| Ω | 5.500%, 02/01/30 |  | 2755 | &nbsp;&nbsp; 2832455 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Bank Corporate <br> Markets PLC  | &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Bank Corporate <br> Markets PLC  |  |  |  |
|  | 3.250%, 03/24/30 | EUR | 500 | &nbsp;&nbsp; 580555 |
| Lloyds Banking Group PLC  | Lloyds Banking Group PLC  |  |  |  |
|  | 3.750%, 01/11/27 |  | 1070 | &nbsp;&nbsp; 1058563 |
| &nbsp;&nbsp;&nbsp;&nbsp; Motability Operations <br> Group PLC  | &nbsp;&nbsp;&nbsp;&nbsp; Motability Operations <br> Group PLC  |  |  |  |
|  | 4.000%, 01/17/30 | EUR | 6340 | &nbsp;&nbsp; 7535173 |
| National Grid PLC  | National Grid PLC  |  |  |  |
|  | 0.553%, 09/18/29 | EUR | 1800 | &nbsp;&nbsp; 1870158 |
| Nationwide Building Society  | Nationwide Building Society  | Nationwide Building Society  |  |  |
|  | 1.500%, 10/13/26 |  | 1000 | &nbsp;&nbsp; 965500 |
| Ω | 5.127%, 07/29/29 |  | 400 | &nbsp;&nbsp; 408449 |
|  | 3.250%, 09/05/29 | EUR | 700 | &nbsp;&nbsp; 813140 |
|  | 3.000%, 03/03/30 | EUR | 9089 | &nbsp;&nbsp; 10414430 |
| NatWest Markets PLC  | NatWest Markets PLC  | NatWest Markets PLC  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.140%, <br> FRN, 5.481%, <br> 05/17/29<br>|  | 4000 | &nbsp;&nbsp; 4030445 |
|  | 3.125%, 01/10/30 | EUR | 3300 | &nbsp;&nbsp; 3800310 |
| &nbsp;&nbsp;&nbsp;&nbsp; Reckitt Benckiser Treasury <br> Services PLC  | &nbsp;&nbsp;&nbsp;&nbsp; Reckitt Benckiser Treasury <br> Services PLC  |  |  |  |
|  | 3.625%, 06/20/29 | EUR | 2000 | &nbsp;&nbsp; 2353125 |
| Santander U.K. PLC  | Santander U.K. PLC  |  |  |  |
|  | 3.346%, 03/25/30 | EUR | 700 | &nbsp;&nbsp; 811292 |
| Sky Ltd.  | Sky Ltd.  |  |  |  |
|  | 2.250%, 11/17/25 | EUR | 600 | &nbsp;&nbsp; 684866 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| SSE PLC  | SSE PLC  |  |  |  |
|  | 0.875%, 09/06/25 | EUR | 1000 | &nbsp;&nbsp; $1139747 |
| WPP Finance 2013  | WPP Finance 2013  |  |  |  |
|  | 3.625%, 09/12/29 | EUR | 400 | &nbsp;&nbsp; 464458 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  |  | &nbsp;&nbsp; 57750969 |
| UNITED STATES — (31.2%) | UNITED STATES — (31.2%) | UNITED STATES — (31.2%) | UNITED STATES — (31.2%) | UNITED STATES — (31.2%) |
| 3M Co.  | 3M Co.  | 3M Co.  |  |  |
|  | 2.375%, 08/26/29 |  | 1400 | &nbsp;&nbsp; 1295393 |
|  | 1.750%, 05/15/30 | EUR | 150 | &nbsp;&nbsp; 162339 |
| Accenture Capital, Inc.  | Accenture Capital, Inc.  |  |  |  |
|  | 4.050%, 10/04/29 |  | 10525 | &nbsp;&nbsp; 10409456 |
| AEP Texas, Inc.  | AEP Texas, Inc.  |  |  |  |
| Ω | 3.850%, 10/01/25 |  | 2200 | &nbsp;&nbsp; 2196828 |
| AES Corp.  | AES Corp.  |  |  |  |
|  | 1.375%, 01/15/26 |  | 3000 | &nbsp;&nbsp; 2952601 |
| Aircastle Ltd.  | Aircastle Ltd.  | Aircastle Ltd.  |  |  |
|  | 4.250%, 06/15/26 |  | 1930 | &nbsp;&nbsp; 1922481 |
| Ω | 5.950%, 02/15/29 |  | 400 | &nbsp;&nbsp; 413778 |
| &nbsp;&nbsp;&nbsp;&nbsp; Albemarle New Holding <br> GmbH  | &nbsp;&nbsp;&nbsp;&nbsp; Albemarle New Holding <br> GmbH  |  |  |  |
|  | 1.625%, 11/25/28 | EUR | 700 | &nbsp;&nbsp; 764560 |
| Allstate Corp.  | Allstate Corp.  |  |  |  |
|  | 5.050%, 06/24/29 |  | 600 | &nbsp;&nbsp; 611786 |
| Ally Financial, Inc.  | Ally Financial, Inc.  |  |  |  |
|  | 2.200%, 11/02/28 |  | 640 | &nbsp;&nbsp; 590725 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Electric Power <br> Co., Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; American Electric Power <br> Co., Inc.  |  |  |  |
|  | 2.300%, 03/01/30 |  | 200 | &nbsp;&nbsp; 180324 |
| American Express Co.  | American Express Co.  | American Express Co.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.760%, <br> FRN, 5.100%, <br> 02/13/26<br>|  | 7682 | &nbsp;&nbsp; 7696462 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.650%, <br> FRN, 4.991%, <br> 11/04/26<br>|  | 9290 | &nbsp;&nbsp; 9313147 |
| American Honda Finance Corp.  | American Honda Finance Corp.  | American Honda Finance Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.600%, <br> FRN, 4.941%, <br> 08/14/25<br>|  | 510 | &nbsp;&nbsp; 510058 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.790%, <br> FRN, 5.138%, <br> 10/03/25<br>|  | 4000 | &nbsp;&nbsp; 4004360 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.710%, <br> FRN, 5.054%, <br> 01/09/26<br>|  | 5200 | &nbsp;&nbsp; 5209241 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.920%, <br> FRN, 5.264%, <br> 01/12/26<br>|  | 5000 | &nbsp;&nbsp; 5013257 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.770%, <br> FRN, 5.118%, <br> 03/12/27<br>|  | 1000 | &nbsp;&nbsp; 1001314 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.720%, <br> FRN, 5.064%, <br> 10/22/27<br>|  | 2190 | &nbsp;&nbsp; $2186427 |
|  | 4.900%, 03/13/29 |  | 170 | &nbsp;&nbsp; 172282 |
|  | 4.400%, 09/05/29 |  | 400 | &nbsp;&nbsp; 398261 |
| &nbsp;&nbsp;&nbsp;&nbsp; American National Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; American National Group, <br> Inc.  |  |  |  |
|  | 5.750%, 10/01/29 |  | 400 | &nbsp;&nbsp; 408092 |
| American Tower Corp.  | American Tower Corp.  | American Tower Corp.  |  |  |
|  | 1.300%, 09/15/25 |  | 580 | &nbsp;&nbsp; 577406 |
|  | 5.200%, 02/15/29 |  | 7000 | &nbsp;&nbsp; 7140999 |
|  | 0.875%, 05/21/29 | EUR | 250 | &nbsp;&nbsp; 265699 |
|  | 3.800%, 08/15/29 |  | 360 | &nbsp;&nbsp; 349561 |
|  | 2.900%, 01/15/30 |  | 400 | &nbsp;&nbsp; 371469 |
|  | 3.900%, 05/16/30 | EUR | 1300 | &nbsp;&nbsp; 1544133 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Water Capital <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; American Water Capital <br> Corp.  |  |  |  |
|  | 3.450%, 06/01/29 |  | 326 | &nbsp;&nbsp; 315387 |
| ARES Capital Corp.  | ARES Capital Corp.  | ARES Capital Corp.  |  |  |
|  | 2.875%, 06/15/28 |  | 210 | &nbsp;&nbsp; 198443 |
|  | 5.875%, 03/01/29 |  | 2100 | &nbsp;&nbsp; 2144636 |
|  | 5.950%, 07/15/29 |  | 3400 | &nbsp;&nbsp; 3482705 |
| Arrow Electronics, Inc.  | Arrow Electronics, Inc.  |  |  |  |
|  | 5.150%, 08/21/29 |  | 5400 | &nbsp;&nbsp; 5474822 |
| AT&T, Inc.  | AT&T, Inc.  | AT&T, Inc.  |  |  |
|  | 2.600%, 12/17/29 | EUR | 1200 | &nbsp;&nbsp; 1357161 |
|  | 3.150%, 06/01/30 | EUR | 1717 | &nbsp;&nbsp; 1979371 |
| Autodesk, Inc.  | Autodesk, Inc.  |  |  |  |
|  | 2.850%, 01/15/30 |  | 400 | &nbsp;&nbsp; 373043 |
| Aviation Capital Group LLC  | Aviation Capital Group LLC  | Aviation Capital Group LLC  |  |  |
| Ω | 4.125%, 08/01/25 |  | 7150 | &nbsp;&nbsp; 7150000 |
| Ω | 5.375%, 07/15/29 |  | 930 | &nbsp;&nbsp; 945842 |
| Bank of America Corp.  | Bank of America Corp.  |  |  |  |
|  | 3.875%, 08/01/25 |  | 140 | &nbsp;&nbsp; 140000 |
| BG Energy Capital PLC  | BG Energy Capital PLC  |  |  |  |
|  | 2.250%, 11/21/29 | EUR | 1000 | &nbsp;&nbsp; 1114788 |
| BlackRock Funding, Inc.  | BlackRock Funding, Inc.  |  |  |  |
|  | 4.700%, 03/14/29 |  | 400 | &nbsp;&nbsp; 406643 |
| Boardwalk Pipelines LP  | Boardwalk Pipelines LP  |  |  |  |
|  | 5.950%, 06/01/26 |  | 1033 | &nbsp;&nbsp; 1040032 |
| Boeing Co.  | Boeing Co.  | Boeing Co.  |  |  |
|  | 2.600%, 10/30/25 |  | 200 | &nbsp;&nbsp; 198880 |
|  | 3.200%, 03/01/29 |  | 400 | &nbsp;&nbsp; 381017 |
|  | 2.950%, 02/01/30 |  | 200 | &nbsp;&nbsp; 185734 |
| BorgWarner, Inc.  | BorgWarner, Inc.  |  |  |  |
|  | 4.950%, 08/15/29 |  | 400 | &nbsp;&nbsp; 404630 |
| Boston Properties LP  | Boston Properties LP  | Boston Properties LP  |  |  |
|  | 4.500%, 12/01/28 |  | 400 | &nbsp;&nbsp; 396077 |
|  | 3.400%, 06/21/29 |  | 10600 | &nbsp;&nbsp; 10042191 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bristol-Myers Squibb Co., <br> SOFR + 0.490%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Bristol-Myers Squibb Co., <br> SOFR + 0.490%, FRN |  |  |  |
| (r) | 4.832%, 02/20/26 |  | 6500 | &nbsp;&nbsp; 6508450 |
| Brunswick Corp.  | Brunswick Corp.  |  |  |  |
|  | 5.850%, 03/18/29 |  | 4600 | &nbsp;&nbsp; 4727912 |
| Bunge Ltd. Finance Corp.  | Bunge Ltd. Finance Corp.  |  |  |  |
|  | 1.630%, 08/17/25 |  | 167 | &nbsp;&nbsp; 166741 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Camden Property Trust  | Camden Property Trust  |  |  |  |
|  | 3.150%, 07/01/29 |  | 800 | &nbsp;&nbsp; $761359 |
| Capital One Financial Corp.  | Capital One Financial Corp.  | Capital One Financial Corp.  |  |  |
|  | 4.500%, 01/30/26 |  | 578 | &nbsp;&nbsp; 577444 |
|  | 3.750%, 03/09/27 |  | 5000 | &nbsp;&nbsp; 4947396 |
| Capital One NA  | Capital One NA  | Capital One NA  |  |  |
|  | 3.450%, 07/27/26 |  | 910 | &nbsp;&nbsp; 900571 |
|  | 2.700%, 02/06/30 |  | 6700 | &nbsp;&nbsp; 6189325 |
| Cargill, Inc.  | Cargill, Inc.  |  |  |  |
|  | 3.875%, 04/24/30 | EUR | 400 | &nbsp;&nbsp; 476863 |
| Carrier Global Corp.  | Carrier Global Corp.  |  |  |  |
|  | 2.722%, 02/15/30 |  | 800 | &nbsp;&nbsp; 742283 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar Financial Services <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar Financial Services <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar Financial Services <br> Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.455%, <br> FRN, 4.794%, <br> 08/11/25<br>|  | 10750 | &nbsp;&nbsp; 10750443 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.460%, <br> FRN, 4.805%, <br> 02/27/26<br>|  | 4700 | &nbsp;&nbsp; 4705205 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.690%, <br> FRN, 5.035%, <br> 10/16/26<br>|  | 2000 | &nbsp;&nbsp; 2010518 |
| Charles Schwab Corp.  | Charles Schwab Corp.  | Charles Schwab Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.520%, <br> FRN, 4.860%, <br> 05/13/26<br>|  | 12867 | &nbsp;&nbsp; 12872876 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.050%, <br> FRN, 5.397%, <br> 03/03/27<br>|  | 4094 | &nbsp;&nbsp; 4130289 |
| &nbsp;&nbsp;&nbsp;&nbsp; Choice Hotels <br> International, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Choice Hotels <br> International, Inc.  |  |  |  |
|  | 3.700%, 12/01/29 |  | 800 | &nbsp;&nbsp; 756891 |
| Chubb INA Holdings LLC  | Chubb INA Holdings LLC  |  |  |  |
|  | 0.875%, 12/15/29 | EUR | 1500 | &nbsp;&nbsp; 1574863 |
| Cigna Group  | Cigna Group  |  |  |  |
|  | 5.000%, 05/15/29 |  | 6900 | &nbsp;&nbsp; 7030216 |
| Citigroup, Inc.  | Citigroup, Inc.  |  |  |  |
|  | 1.250%, 04/10/29 | EUR | 800 | &nbsp;&nbsp; 870665 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial Group, <br> Inc.  |  |  |  |
|  | 2.500%, 02/06/30 |  | 400 | &nbsp;&nbsp; 362478 |
| CNO Financial Group, Inc.  | CNO Financial Group, Inc.  |  |  |  |
|  | 5.250%, 05/30/29 |  | 3740 | &nbsp;&nbsp; 3772215 |
| Comcast Corp.  | Comcast Corp.  |  |  |  |
|  | 4.550%, 01/15/29 |  | 4100 | &nbsp;&nbsp; 4128350 |
| Conagra Brands, Inc.  | Conagra Brands, Inc.  |  |  |  |
|  | 4.600%, 11/01/25 |  | 730 | &nbsp;&nbsp; 729139 |
| ConocoPhillips Co.  | ConocoPhillips Co.  |  |  |  |
|  | 4.700%, 01/15/30 |  | 600 | &nbsp;&nbsp; 606407 |
| &nbsp;&nbsp;&nbsp;&nbsp; COPT Defense <br> Properties LP  | &nbsp;&nbsp;&nbsp;&nbsp; COPT Defense <br> Properties LP  |  |  |  |
|  | 2.250%, 03/15/26 |  | 3400 | &nbsp;&nbsp; 3340665 |
| Crown Castle, Inc.  | Crown Castle, Inc.  | Crown Castle, Inc.  |  |  |
|  | 2.900%, 03/15/27 |  | 8000 | &nbsp;&nbsp; 7778276 |
|  | 4.900%, 09/01/29 |  | 800 | &nbsp;&nbsp; 805726 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| CVS Health Corp.  | CVS Health Corp.  | CVS Health Corp.  |  |  |
|  | 5.400%, 06/01/29 |  | 2800 | &nbsp;&nbsp; $2874115 |
|  | 5.125%, 02/21/30 |  | 800 | &nbsp;&nbsp; 812884 |
| Danaher Corp.  | Danaher Corp.  |  |  |  |
|  | 2.500%, 03/30/30 | EUR | 3500 | &nbsp;&nbsp; 3959050 |
| Darden Restaurants, Inc.  | Darden Restaurants, Inc.  |  |  |  |
|  | 4.550%, 10/15/29 |  | 2000 | &nbsp;&nbsp; 1989735 |
| Dollar General Corp.  | Dollar General Corp.  |  |  |  |
|  | 3.500%, 04/03/30 |  | 1300 | &nbsp;&nbsp; 1232603 |
| DuPont de Nemours, Inc.  | DuPont de Nemours, Inc.  |  |  |  |
|  | 4.493%, 11/15/25 |  | 201 | &nbsp;&nbsp; 200774 |
| DXC Technology Co.  | DXC Technology Co.  |  |  |  |
| # | 1.800%, 09/15/26 |  | 15069 | &nbsp;&nbsp; 14582532 |
| Eaton Capital ULC  | Eaton Capital ULC  |  |  |  |
|  | 0.577%, 03/08/30 | EUR | 485 | &nbsp;&nbsp; 501416 |
| Elevance Health, Inc.  | Elevance Health, Inc.  |  |  |  |
|  | 5.150%, 06/15/29 |  | 400 | &nbsp;&nbsp; 408201 |
| Emerson Electric Co.  | Emerson Electric Co.  |  |  |  |
|  | 2.000%, 10/15/29 | EUR | 1500 | &nbsp;&nbsp; 1658337 |
| Energy Transfer LP  | Energy Transfer LP  |  |  |  |
|  | 4.150%, 09/15/29 |  | 200 | &nbsp;&nbsp; 196142 |
| Entergy Corp.  | Entergy Corp.  |  |  |  |
|  | 0.900%, 09/15/25 |  | 2700 | &nbsp;&nbsp; 2687637 |
| &nbsp;&nbsp;&nbsp;&nbsp; Enterprise Products <br> Operating LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Enterprise Products <br> Operating LLC  |  |  |  |
|  | 3.125%, 07/31/29 |  | 800 | &nbsp;&nbsp; 763026 |
| EPR Properties  | EPR Properties  |  |  |  |
|  | 3.750%, 08/15/29 |  | 2400 | &nbsp;&nbsp; 2279540 |
| ERAC USA Finance LLC  | ERAC USA Finance LLC  |  |  |  |
| Ω | 3.800%, 11/01/25 |  | 3750 | &nbsp;&nbsp; 3740631 |
| Estee Lauder Cos., Inc.  | Estee Lauder Cos., Inc.  |  |  |  |
|  | 2.375%, 12/01/29 |  | 3400 | &nbsp;&nbsp; 3127686 |
| Eversource Energy  | Eversource Energy  |  |  |  |
|  | 4.250%, 04/01/29 |  | 400 | &nbsp;&nbsp; 394981 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Information Services, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Information Services, <br> Inc.  |  |  |  |
|  | 2.000%, 05/21/30 | EUR | 450 | &nbsp;&nbsp; 489558 |
| Fiserv, Inc.  | Fiserv, Inc.  |  |  |  |
|  | 3.500%, 07/01/29 |  | 800 | &nbsp;&nbsp; 767608 |
| Flex Ltd.  | Flex Ltd.  | Flex Ltd.  |  |  |
|  | 3.750%, 02/01/26 |  | 7612 | &nbsp;&nbsp; 7572002 |
|  | 4.875%, 06/15/29 |  | 375 | &nbsp;&nbsp; 376808 |
| FMC Corp.  | FMC Corp.  |  |  |  |
|  | 3.450%, 10/01/29 |  | 1060 | &nbsp;&nbsp; 986307 |
| Fortive Corp.  | Fortive Corp.  |  |  |  |
|  | 3.700%, 08/15/29 | EUR | 1200 | &nbsp;&nbsp; 1416467 |
| GATX Corp.  | GATX Corp.  |  |  |  |
|  | 3.850%, 03/30/27 |  | 850 | &nbsp;&nbsp; 838903 |
| General Electric Co.  | General Electric Co.  | General Electric Co.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; TSFR3M + 0.642%, <br> FRN, 4.902%, <br> 05/05/26<br>|  | 1400 | &nbsp;&nbsp; 1402327 |
|  | 1.500%, 05/17/29 | EUR | 120 | &nbsp;&nbsp; 131877 |
| General Mills, Inc.  | General Mills, Inc.  |  |  |  |
|  | 4.875%, 01/30/30 |  | 200 | &nbsp;&nbsp; 202447 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| General Motors Co.  | General Motors Co.  |  |  |  |
|  | 6.125%, 10/01/25 |  | 1376 | &nbsp;&nbsp; $1377686 |
| &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial Co., <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial Co., <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial Co., <br> Inc.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.040%, <br> FRN, 5.384%, <br> 02/26/27<br>|  | 3000 | &nbsp;&nbsp; 2999970 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.350%, <br> FRN, 5.689%, <br> 05/08/27<br>|  | 1600 | &nbsp;&nbsp; 1605974 |
|  | 5.800%, 01/07/29 |  | 320 | &nbsp;&nbsp; 329919 |
|  | 4.300%, 04/06/29 |  | 310 | &nbsp;&nbsp; 304400 |
|  | 4.900%, 10/06/29 |  | 310 | &nbsp;&nbsp; 309500 |
|  | 5.350%, 01/07/30 |  | 310 | &nbsp;&nbsp; 314406 |
|  | 4.000%, 07/10/30 | EUR | 1920 | &nbsp;&nbsp; 2265191 |
| Global Payments, Inc.  | Global Payments, Inc.  | Global Payments, Inc.  |  |  |
|  | 2.150%, 01/15/27 |  | 5000 | &nbsp;&nbsp; 4830062 |
|  | 3.200%, 08/15/29 |  | 2120 | &nbsp;&nbsp; 1993230 |
|  | 5.300%, 08/15/29 |  | 200 | &nbsp;&nbsp; 202768 |
| &nbsp;&nbsp;&nbsp;&nbsp; GLP Capital LP/GLP <br> Financing II, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; GLP Capital LP/GLP <br> Financing II, Inc.  |  |  |  |
|  | 5.300%, 01/15/29 |  | 2685 | &nbsp;&nbsp; 2709681 |
| &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, <br> Inc.  |  |  |  |
|  | 1.250%, 02/07/29 | EUR | 1900 | &nbsp;&nbsp; 2061291 |
| HCA, Inc.  | HCA, Inc.  |  |  |  |
|  | 5.250%, 03/01/30 |  | 1400 | &nbsp;&nbsp; 1430116 |
| Healthcare Realty Holdings LP  | Healthcare Realty Holdings LP  | Healthcare Realty Holdings LP  |  |  |
|  | 3.100%, 02/15/30 |  | 200 | &nbsp;&nbsp; 185815 |
|  | 2.400%, 03/15/30 |  | 1100 | &nbsp;&nbsp; 981959 |
| Highwoods Realty LP  | Highwoods Realty LP  | Highwoods Realty LP  |  |  |
|  | 4.200%, 04/15/29 |  | 5522 | &nbsp;&nbsp; 5356731 |
|  | 3.050%, 02/15/30 |  | 400 | &nbsp;&nbsp; 364173 |
| &nbsp;&nbsp;&nbsp;&nbsp; Home Depot, Inc., SOFR + <br> 0.330%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Home Depot, Inc., SOFR + <br> 0.330%, FRN |  |  |  |
| (r) | 4.681%, 12/24/25 |  | 4000 | &nbsp;&nbsp; 4002939 |
| &nbsp;&nbsp;&nbsp;&nbsp; Honeywell International, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Honeywell International, <br> Inc.  |  |  |  |
|  | 3.375%, 03/01/30 | EUR | 2500 | &nbsp;&nbsp; 2908780 |
| Host Hotels & Resorts LP  | Host Hotels & Resorts LP  |  |  |  |
|  | 3.375%, 12/15/29 |  | 1000 | &nbsp;&nbsp; 937717 |
| &nbsp;&nbsp;&nbsp;&nbsp; HSBC USA, Inc., SOFR + <br> 0.960%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; HSBC USA, Inc., SOFR + <br> 0.960%, FRN |  |  |  |
| (r) | 5.306%, 03/04/27 |  | 1844 | &nbsp;&nbsp; 1856911 |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, <br> Inc.  |  |  |  |
|  | 2.550%, 02/04/30 |  | 200 | &nbsp;&nbsp; 182851 |
| Hyatt Hotels Corp.  | Hyatt Hotels Corp.  |  |  |  |
|  | 5.250%, 06/30/29 |  | 6400 | &nbsp;&nbsp; 6511838 |
| Illinois Tool Works, Inc.  | Illinois Tool Works, Inc.  |  |  |  |
|  | 2.125%, 05/22/30 | EUR | 4800 | &nbsp;&nbsp; 5308772 |
| Illumina, Inc.  | Illumina, Inc.  |  |  |  |
|  | 5.800%, 12/12/25 |  | 1100 | &nbsp;&nbsp; 1101971 |
| Intel Corp.  | Intel Corp.  | Intel Corp.  |  |  |
|  | 4.875%, 02/10/26 |  | 100 | &nbsp;&nbsp; 100055 |
|  | 4.000%, 08/05/29 |  | 730 | &nbsp;&nbsp; 710546 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **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; Intercontinental Exchange, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Intercontinental Exchange, <br> Inc.  |  |  |  |
|  | 3.750%, 12/01/25 |  | 1300 | &nbsp;&nbsp; $1295866 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Business <br> Machines Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; International Business <br> Machines Corp.  |  |  |  |
|  | 2.900%, 02/10/30 | EUR | 2840 | &nbsp;&nbsp; 3254637 |
| Jabil, Inc.  | Jabil, Inc.  | Jabil, Inc.  |  |  |
|  | 4.250%, 05/15/27 |  | 5000 | &nbsp;&nbsp; 4969420 |
|  | 3.600%, 01/15/30 |  | 200 | &nbsp;&nbsp; 190312 |
| Jefferies Financial Group, Inc.  | Jefferies Financial Group, Inc.  | Jefferies Financial Group, Inc.  |  |  |
|  | 6.450%, 06/08/27 |  | 5000 | &nbsp;&nbsp; 5152636 |
|  | 4.000%, 04/16/29 | EUR | 1900 | &nbsp;&nbsp; 2247131 |
| John Deere Bank SA  | John Deere Bank SA  |  |  |  |
|  | 3.300%, 10/15/29 | EUR | 500 | &nbsp;&nbsp; 583456 |
| John Deere Capital Corp.  | John Deere Capital Corp.  | John Deere Capital Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.570%, <br> FRN, 4.917%, <br> 03/03/26<br>|  | 600 | &nbsp;&nbsp; 601104 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.440%, <br> FRN, 4.787%, <br> 03/06/26<br>|  | 3700 | &nbsp;&nbsp; 3704289 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.790%, <br> FRN, 5.135%, <br> 06/08/26<br>|  | 9784 | &nbsp;&nbsp; 9816279 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.680%, <br> FRN, 5.024%, <br> 07/15/27<br>|  | 2075 | &nbsp;&nbsp; 2085662 |
| &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 |  | 27240 | &nbsp;&nbsp; 27443234 |
| KeyBank NA  | KeyBank NA  |  |  |  |
|  | 4.150%, 08/08/25 |  | 500 | &nbsp;&nbsp; 499881 |
| KeyCorp  | KeyCorp  |  |  |  |
|  | 2.550%, 10/01/29 |  | 6100 | &nbsp;&nbsp; 5633687 |
| Kinder Morgan, Inc.  | Kinder Morgan, Inc.  |  |  |  |
|  | 5.100%, 08/01/29 |  | 1400 | &nbsp;&nbsp; 1425272 |
| Lazard Group LLC  | Lazard Group LLC  |  |  |  |
|  | 3.625%, 03/01/27 |  | 6000 | &nbsp;&nbsp; 5931803 |
| Lear Corp.  | Lear Corp.  |  |  |  |
|  | 4.250%, 05/15/29 |  | 400 | &nbsp;&nbsp; 392542 |
| Legg Mason, Inc.  | Legg Mason, Inc.  |  |  |  |
|  | 4.750%, 03/15/26 |  | 7000 | &nbsp;&nbsp; 7006021 |
| LPL Holdings, Inc.  | LPL Holdings, Inc.  |  |  |  |
|  | 6.750%, 11/17/28 |  | 200 | &nbsp;&nbsp; 212363 |
| Marathon Petroleum Corp.  | Marathon Petroleum Corp.  |  |  |  |
|  | 5.150%, 03/01/30 |  | 2130 | &nbsp;&nbsp; 2169323 |
| Markel Group, Inc.  | Markel Group, Inc.  |  |  |  |
|  | 3.350%, 09/17/29 |  | 1925 | &nbsp;&nbsp; 1845739 |
| Mastercard, Inc.  | Mastercard, Inc.  | Mastercard, Inc.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.440%, <br> FRN, 4.789%, <br> 03/15/28<br>|  | 1550 | &nbsp;&nbsp; 1552795 |
|  | 2.950%, 06/01/29 |  | 5000 | &nbsp;&nbsp; 4785092 |
| McDonald's Corp.  | McDonald's Corp.  |  |  |  |
|  | 4.000%, 03/07/30 | EUR | 800 | &nbsp;&nbsp; 955720 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Medtronic Global Holdings <br> SCA  | &nbsp;&nbsp;&nbsp;&nbsp; Medtronic Global Holdings <br> SCA  |  |  |  |
| Δ | 0.000%, 10/15/25 | EUR | 2547 | &nbsp;&nbsp; $2894000 |
| Medtronic, Inc.  | Medtronic, Inc.  |  |  |  |
|  | 3.650%, 10/15/29 | EUR | 350 | &nbsp;&nbsp; 413683 |
| Meta Platforms, Inc.  | Meta Platforms, Inc.  |  |  |  |
|  | 4.300%, 08/15/29 |  | 200 | &nbsp;&nbsp; 200877 |
| Micron Technology, Inc.  | Micron Technology, Inc.  | Micron Technology, Inc.  |  |  |
|  | 5.327%, 02/06/29 |  | 400 | &nbsp;&nbsp; 407883 |
|  | 4.663%, 02/15/30 |  | 3000 | &nbsp;&nbsp; 2986432 |
| &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 |  | 300 | &nbsp;&nbsp; 302705 |
| MPLX LP  | MPLX LP  |  |  |  |
|  | 1.750%, 03/01/26 |  | 2558 | &nbsp;&nbsp; 2514890 |
| Nasdaq, Inc.  | Nasdaq, Inc.  |  |  |  |
|  | 0.875%, 02/13/30 | EUR | 1400 | &nbsp;&nbsp; 1459193 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Grid North America, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; National Grid North America, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; National Grid North America, <br> Inc.  |  |  |
|  | 3.247%, 11/25/29 | EUR | 5200 | &nbsp;&nbsp; 6005417 |
|  | 3.150%, 06/03/30 | EUR | 900 | &nbsp;&nbsp; 1030817 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.800%, <br> FRN, 5.141%, <br> 02/05/27<br>|  | 300 | &nbsp;&nbsp; 301147 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.820%, <br> FRN, 5.169%, <br> 09/16/27<br>|  | 1100 | &nbsp;&nbsp; 1104146 |
|  | 5.150%, 06/15/29 |  | 71 | &nbsp;&nbsp; 73006 |
| Netflix, Inc.  | Netflix, Inc.  |  |  |  |
|  | 3.625%, 06/15/30 | EUR | 2500 | &nbsp;&nbsp; 2960448 |
| &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc.  |  |  |
|  | 5.749%, 09/01/25 |  | 938 | &nbsp;&nbsp; 938583 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.760%, <br> FRN, 5.106%, <br> 01/29/26<br>|  | 2580 | &nbsp;&nbsp; 2585999 |
|  | 4.900%, 03/15/29 |  | 400 | &nbsp;&nbsp; 405580 |
|  | 3.500%, 04/01/29 |  | 800 | &nbsp;&nbsp; 772783 |
|  | 2.750%, 11/01/29 |  | 450 | &nbsp;&nbsp; 419528 |
| NiSource, Inc.  | NiSource, Inc.  |  |  |  |
|  | 0.950%, 08/15/25 |  | 2700 | &nbsp;&nbsp; 2696464 |
| NOV, Inc.  | NOV, Inc.  |  |  |  |
| # | 3.600%, 12/01/29 |  | 200 | &nbsp;&nbsp; 191627 |
| Novartis Capital Corp.  | Novartis Capital Corp.  |  |  |  |
|  | 3.800%, 09/18/29 |  | 498 | &nbsp;&nbsp; 491477 |
| Ovintiv, Inc.  | Ovintiv, Inc.  |  |  |  |
|  | 5.375%, 01/01/26 |  | 2414 | &nbsp;&nbsp; 2416160 |
| Parker-Hannifin Corp.  | Parker-Hannifin Corp.  |  |  |  |
|  | 2.900%, 03/01/30 | EUR | 360 | &nbsp;&nbsp; 411398 |
| &nbsp;&nbsp;&nbsp;&nbsp; Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  |  |  |
| Ω | 1.200%, 11/15/25 |  | 4000 | &nbsp;&nbsp; 3958751 |
| Ω | 4.450%, 01/29/26 |  | 1572 | &nbsp;&nbsp; 1569972 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| PepsiCo, Inc.  | PepsiCo, Inc.  | PepsiCo, Inc.  |  |  |
|  | 5.250%, 11/10/25 |  | 420 | &nbsp;&nbsp; $420848 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.400%, <br> FRN, 4.740%, <br> 02/13/26<br>|  | 1506 | &nbsp;&nbsp; 1507682 |
|  | 2.625%, 07/29/29 |  | 910 | &nbsp;&nbsp; 856614 |
| Philip Morris International, Inc.  | Philip Morris International, Inc.  | Philip Morris International, Inc.  |  |  |
|  | 4.875%, 02/13/29 |  | 600 | &nbsp;&nbsp; 608024 |
|  | 4.625%, 11/01/29 |  | 200 | &nbsp;&nbsp; 201093 |
|  | 5.625%, 11/17/29 |  | 1600 | &nbsp;&nbsp; 1669649 |
| Phillips 66 Co.  | Phillips 66 Co.  |  |  |  |
|  | 3.150%, 12/15/29 |  | 800 | &nbsp;&nbsp; 755745 |
| &nbsp;&nbsp;&nbsp;&nbsp; Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  |  |  |  |
|  | 3.550%, 12/15/29 |  | 8400 | &nbsp;&nbsp; 8017074 |
| &nbsp;&nbsp;&nbsp;&nbsp; Principal Financial Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Principal Financial Group, <br> Inc.  |  |  |  |
|  | 3.700%, 05/15/29 |  | 600 | &nbsp;&nbsp; 583226 |
| Prologis Euro Finance LLC  | Prologis Euro Finance LLC  |  |  |  |
|  | 0.250%, 09/10/27 | EUR | 828 | &nbsp;&nbsp; 901208 |
| &nbsp;&nbsp;&nbsp;&nbsp; Public Service Enterprise <br> Group, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Public Service Enterprise <br> Group, Inc.  |  |  |  |
|  | 0.800%, 08/15/25 |  | 100 | &nbsp;&nbsp; 99850 |
| &nbsp;&nbsp;&nbsp;&nbsp; Public Storage Operating <br> Co., SOFR + 0.700%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Public Storage Operating <br> Co., SOFR + 0.700%, <br> FRN |  |  |  |
| (r) | 5.045%, 04/16/27 |  | 10100 | &nbsp;&nbsp; 10118957 |
| Radian Group, Inc.  | Radian Group, Inc.  |  |  |  |
|  | 6.200%, 05/15/29 |  | 1411 | &nbsp;&nbsp; 1465260 |
| Realty Income Corp.  | Realty Income Corp.  | Realty Income Corp.  |  |  |
|  | 1.875%, 01/14/27 | GBP | 1700 | &nbsp;&nbsp; 2158805 |
|  | 3.200%, 01/15/27 |  | 10000 | &nbsp;&nbsp; 9816235 |
|  | 4.750%, 02/15/29 |  | 800 | &nbsp;&nbsp; 807797 |
|  | 3.100%, 12/15/29 |  | 3388 | &nbsp;&nbsp; 3203356 |
| Revvity, Inc.  | Revvity, Inc.  |  |  |  |
|  | 3.300%, 09/15/29 |  | 400 | &nbsp;&nbsp; 377936 |
| Roche Holdings, Inc.  | Roche Holdings, Inc.  | Roche Holdings, Inc.  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.740%, <br> FRN, 5.080%, <br> 11/13/26<br>|  | 3600 | &nbsp;&nbsp; 3623367 |
| Ω | 5.338%, 11/13/28 |  | 1600 | &nbsp;&nbsp; 1651181 |
|  | 1.930%, 12/13/28 |  | 3000 | &nbsp;&nbsp; 2786628 |
| Royalty Pharma PLC  | Royalty Pharma PLC  |  |  |  |
|  | 1.200%, 09/02/25 |  | 14691 | &nbsp;&nbsp; 14640592 |
| RTX Corp.  | RTX Corp.  |  |  |  |
|  | 2.150%, 05/18/30 | EUR | 1560 | &nbsp;&nbsp; 1709150 |
| Ryder System, Inc.  | Ryder System, Inc.  |  |  |  |
|  | 4.300%, 06/15/27 |  | 2140 | &nbsp;&nbsp; 2134277 |
| &nbsp;&nbsp;&nbsp;&nbsp; Santander Holdings USA, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Santander Holdings USA, <br> Inc.  |  |  |  |
|  | 3.244%, 10/05/26 |  | 6000 | &nbsp;&nbsp; 5900838 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger Holdings <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger Holdings <br> Corp.  |  |  |  |
| Ω | 4.300%, 05/01/29 |  | 2400 | &nbsp;&nbsp; 2390035 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Sempra  | Sempra  |  |  |
|  | 3.700%, 04/01/29 | 239 | &nbsp;&nbsp; $231820 |
| Shell Finance U.S., Inc.  | Shell Finance U.S., Inc.  |  |  |
|  | 2.375%, 11/07/29 | 7400 | &nbsp;&nbsp; 6847959 |
| Simon Property Group LP  | Simon Property Group LP  |  |  |
|  | 3.500%, 09/01/25 | 2395 | &nbsp;&nbsp; 2392633 |
|  | 2.450%, 09/13/29 | 6200 | &nbsp;&nbsp; 5752831 |
| State Street Corp.  | State Street Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.845%, <br> FRN, 5.184%, <br> 08/03/26<br>| 5500 | &nbsp;&nbsp; 5524322 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.640%, <br> FRN, 4.984%, <br> 10/22/27<br>| 1810 | &nbsp;&nbsp; 1812873 |
| Store Capital LLC  | Store Capital LLC  |  |  |
|  | 4.625%, 03/15/29 | 400 | &nbsp;&nbsp; 393670 |
| Synchrony Financial  | Synchrony Financial  |  |  |
|  | 5.150%, 03/19/29 | 4000 | &nbsp;&nbsp; 4017691 |
| Tapestry, Inc.  | Tapestry, Inc.  |  |  |
|  | 5.100%, 03/11/30 | 1000 | &nbsp;&nbsp; 1013781 |
| Texas Instruments, Inc.  | Texas Instruments, Inc.  |  |  |
|  | 4.600%, 02/08/29 | 400 | &nbsp;&nbsp; 404983 |
| Timken Co.  | Timken Co.  |  |  |
|  | 4.500%, 12/15/28 | 400 | &nbsp;&nbsp; 399368 |
| T-Mobile USA, Inc.  | T-Mobile USA, Inc.  |  |  |
|  | 2.400%, 03/15/29 | 2700 | &nbsp;&nbsp; 2512002 |
| Toyota Motor Credit Corp.  | Toyota Motor Credit Corp.  |  |  |
|  | 3.650%, 08/18/25 | 2900 | &nbsp;&nbsp; 2898475 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.890%, <br> FRN, 5.231%, <br> 05/18/26<br>| 5030 | &nbsp;&nbsp; 5052158 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.650%, <br> FRN, 5.000%, <br> 03/19/27<br>| 2000 | &nbsp;&nbsp; 2003785 |
|  | 4.950%, 01/09/30 | 400 | &nbsp;&nbsp; 408227 |
| Truist Bank  | Truist Bank  |  |  |
|  | 4.050%, 11/03/25 | 5000 | &nbsp;&nbsp; 4992025 |
| Truist Financial Corp.  | Truist Financial Corp.  |  |  |
|  | 1.200%, 08/05/25 | 160 | &nbsp;&nbsp; 159939 |
| UDR, Inc.  | UDR, Inc.  |  |  |
|  | 3.200%, 01/15/30 | 400 | &nbsp;&nbsp; 378342 |
| UnitedHealth Group, Inc.  | UnitedHealth Group, Inc.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.500%, <br> FRN, 4.844%, <br> 07/15/26<br>| 4332 | &nbsp;&nbsp; 4341888 |
|  | 2.875%, 08/15/29 | 3300 | &nbsp;&nbsp; 3102365 |
|  | 4.800%, 01/15/30 | 400 | &nbsp;&nbsp; 404233 |
| Utah Acquisition Sub, Inc.  | Utah Acquisition Sub, Inc.  |  |  |
|  | 3.950%, 06/15/26 | 6286 | &nbsp;&nbsp; 6237371 |
| Valero Energy Corp.  | Valero Energy Corp.  |  |  |
|  | 5.150%, 02/15/30 | 600 | &nbsp;&nbsp; 610626 |
| Ventas Realty LP  | Ventas Realty LP  |  |  |
|  | 4.125%, 01/15/26 | 2000 | &nbsp;&nbsp; 1993255 |
|  | 4.400%, 01/15/29 | 2900 | &nbsp;&nbsp; 2883307 |
|  | 3.000%, 01/15/30 | 400 | &nbsp;&nbsp; 374120 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Verizon Communications, Inc.  | Verizon Communications, Inc.  | Verizon Communications, Inc.  |  |  |
| # | 3.875%, 02/08/29 |  | 400 | &nbsp;&nbsp; $394021 |
|  | 1.875%, 10/26/29 | EUR | 410 | &nbsp;&nbsp; 450864 |
|  | 4.016%, 12/03/29 |  | 800 | &nbsp;&nbsp; 786163 |
|  | 1.250%, 04/08/30 | EUR | 2000 | &nbsp;&nbsp; 2119744 |
| VMware LLC  | VMware LLC  |  |  |  |
|  | 1.400%, 08/15/26 |  | 1760 | &nbsp;&nbsp; 1705114 |
| &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 |  | 2000 | &nbsp;&nbsp; 2008145 |
| Waste Management, Inc.  | Waste Management, Inc.  |  |  |  |
|  | 3.875%, 01/15/29 |  | 445 | &nbsp;&nbsp; 438071 |
| Wells Fargo & Co.  | Wells Fargo & Co.  | Wells Fargo & Co.  |  |  |
|  | 4.150%, 01/24/29 |  | 171 | &nbsp;&nbsp; 169493 |
|  | 0.625%, 03/25/30 | EUR | 100 | &nbsp;&nbsp; 102613 |
| Wells Fargo Bank NA  | Wells Fargo Bank NA  | Wells Fargo Bank NA  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.060%, <br> FRN, 5.399%, <br> 08/07/26<br>|  | 500 | &nbsp;&nbsp; 503189 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.070%, <br> FRN, 5.418%, <br> 12/11/26<br>|  | 2600 | &nbsp;&nbsp; 2623561 |
| Western Union Co.  | Western Union Co.  |  |  |  |
| # | 1.350%, 03/15/26 |  | 11347 | &nbsp;&nbsp; 11109840 |
| Westlake Corp.  | Westlake Corp.  |  |  |  |
|  | 1.625%, 07/17/29 | EUR | 4087 | &nbsp;&nbsp; 4397997 |
| Williams Cos., Inc.  | Williams Cos., Inc.  |  |  |  |
|  | 4.000%, 09/15/25 |  | 1500 | &nbsp;&nbsp; 1498042 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wisconsin Power & Light <br> Co.  | &nbsp;&nbsp;&nbsp;&nbsp; Wisconsin Power & Light <br> Co.  |  |  |  |
|  | 3.000%, 07/01/29 |  | 1200 | &nbsp;&nbsp; 1137132 |
| WPC Eurobond BV  | WPC Eurobond BV  |  |  |  |
|  | 0.950%, 06/01/30 | EUR | 1950 | &nbsp;&nbsp; 2006330 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zimmer Biomet Holdings, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Zimmer Biomet Holdings, <br> Inc.  |  |  |  |
|  | 5.050%, 02/19/30 |  | 200 | &nbsp;&nbsp; 203948 |
| Zoetis, Inc.  | Zoetis, Inc.  |  |  |  |
|  | 5.400%, 11/14/25 |  | 747 | &nbsp;&nbsp; 748053 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  |  | &nbsp;&nbsp; 617675279 |
| TOTAL BONDS | TOTAL BONDS |  |  | &nbsp;&nbsp; 1581582831 |
| U.S. TREASURY OBLIGATIONS — (6.1%) | 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 Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury <br> Inflation-Indexed Bonds  |  |  |  |
|  | 2.000%, 01/15/26  |  | 16196 | &nbsp;&nbsp; 16214268 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury <br> Inflation-Indexed Notes  | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury <br> Inflation-Indexed Notes  |  |  |  |
|  | 0.125%, 04/15/26  |  | 7354 | &nbsp;&nbsp; 7284287 |
| U.S. Treasury Notes  | 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>|  | 16500 | &nbsp;&nbsp; 16506356 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.245%, FRN, <br> 4.526%, 01/31/26 <br>|  | 32000 | &nbsp;&nbsp; 32031655 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.160%, FRN, <br> 4.441%, 04/30/27 <br>| 48000 | &nbsp;&nbsp; $48028374 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS |  | &nbsp;&nbsp; 120064940 |
| COMMERCIAL PAPER — (13.2%) | COMMERCIAL PAPER — (13.2%) | COMMERCIAL PAPER — (13.2%) | COMMERCIAL PAPER — (13.2%) |
| AUSTRALIA — (0.9%) | AUSTRALIA — (0.9%) | AUSTRALIA — (0.9%) | AUSTRALIA — (0.9%) |
| Telstra Group Ltd. | Telstra Group Ltd. |  |  |
| Ω | 4.636%, 09/10/25 | 15000 | &nbsp;&nbsp; 14924646 |
| Ω | 4.633%, 10/31/25 | 2750 | &nbsp;&nbsp; 2717660 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp; 17642306 |
| CANADA — (2.7%) | CANADA — (2.7%) | CANADA — (2.7%) | CANADA — (2.7%) |
| Hydro-Quebec | Hydro-Quebec |  |  |
| Ω | 4.440%, 09/15/25 | 20000 | &nbsp;&nbsp; 19888834 |
| Province of Ontario | Province of Ontario |  |  |
|  | 4.461%, 10/10/25 | 5000 | &nbsp;&nbsp; 4957301 |
|  | 4.471%, 10/10/25 | 6000 | &nbsp;&nbsp; 5948762 |
| Province of Quebec | Province of Quebec |  |  |
| Ω | 4.465%, 10/08/25 | 6015 | &nbsp;&nbsp; 5965011 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |
| Ω | 4.429%, 10/24/25 | 12000 | &nbsp;&nbsp; 11877553 |
| TELUS Corp. | TELUS Corp. |  |  |
| Ω | 5.037%, 01/16/26 | 4000 | &nbsp;&nbsp; 3906280 |
| &nbsp;&nbsp;&nbsp;&nbsp; TransCanada PipeLines <br> Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; TransCanada PipeLines <br> Ltd. |  |  |
| Ω | 4.669%, 08/26/25 | 1000 | &nbsp;&nbsp; 996690 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp; 53540431 |
| FRANCE — (0.2%) | FRANCE — (0.2%) | FRANCE — (0.2%) | FRANCE — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations | &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations |  |  |
| Ω | 4.441%, 10/03/25 | 1500 | &nbsp;&nbsp; 1488377 |
| &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE |  |  |
| Ω | 4.451%, 10/14/25 | 1750 | &nbsp;&nbsp; 1734159 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp; 3222536 |
| GERMANY — (1.8%) | GERMANY — (1.8%) | GERMANY — (1.8%) | GERMANY — (1.8%) |
| BASF SE | BASF SE |  |  |
| Ω | 4.721%, 08/12/25 | 2000 | &nbsp;&nbsp; 1996935 |
| Ω | 4.743%, 08/12/25 | 10000 | &nbsp;&nbsp; 9984674 |
| Ω | 4.720%, 09/30/25 | 1250 | &nbsp;&nbsp; 1240106 |
| Ω | 4.809%, 11/04/25 | 5000 | &nbsp;&nbsp; 4937333 |
| Bayer Corp. | Bayer Corp. |  |  |
| Ω | 4.680%, 09/23/25 | 2000 | &nbsp;&nbsp; 1986038 |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 4.460%, 09/12/25 | 4570 | &nbsp;&nbsp; 4546341 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kreditanstalt fuer <br> Wiederaufbau | &nbsp;&nbsp;&nbsp;&nbsp; Kreditanstalt fuer <br> Wiederaufbau |  |  |
| Ω | 4.426%, 10/16/25 | 6000 | &nbsp;&nbsp; 5944598 |
| NRW Bank | NRW Bank |  |  |
| Ω | 4.435%, 10/10/25 | 3000 | &nbsp;&nbsp; 2974387 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| VW Credit, Inc. | VW Credit, Inc. |  |  |
| Ω | 4.754%, 09/09/25 | 1500 | &nbsp;&nbsp; $1492361 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 35102773 |
| UNITED KINGDOM — (0.3%) | UNITED KINGDOM — (0.3%) | UNITED KINGDOM — (0.3%) | UNITED KINGDOM — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; BAT International Finance <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; BAT International Finance <br> PLC |  |  |
| Ω | 4.752%, 08/25/25 | 500 | &nbsp;&nbsp; 498408 |
| LSEGA Financing PLC | LSEGA Financing PLC |  |  |
| Ω | 4.546%, 08/08/25 | 1800 | &nbsp;&nbsp; 1798220 |
| Ω | 4.558%, 08/08/25 | 2000 | &nbsp;&nbsp; 1998022 |
| Ω | 4.553%, 08/15/25 | 2000 | &nbsp;&nbsp; 1996286 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  | &nbsp;&nbsp; 6290936 |
| UNITED STATES — (7.3%) | UNITED STATES — (7.3%) | UNITED STATES — (7.3%) | UNITED STATES — (7.3%) |
| AbbVie, Inc. | AbbVie, Inc. |  |  |
| Ω | 4.776%, 09/10/25 | 9125 | &nbsp;&nbsp; 9077365 |
| Ω | 4.780%, 09/16/25 | 9125 | &nbsp;&nbsp; 9070354 |
| Avangrid, Inc. | Avangrid, Inc. |  |  |
| Ω | 4.659%, 08/20/25 | 500 | &nbsp;&nbsp; 498740 |
| Boston Properties LP | Boston Properties LP |  |  |
| Ω | 4.825%, 08/04/25 | 4250 | &nbsp;&nbsp; 4247841 |
| CenterPoint Energy, Inc. | CenterPoint Energy, Inc. |  |  |
| Ω | 4.611%, 08/12/25 | 7000 | &nbsp;&nbsp; 6989401 |
| Ω | 4.613%, 08/18/25 | 5000 | &nbsp;&nbsp; 4988540 |
| Charles Schwab Corp. | Charles Schwab Corp. |  |  |
| Ω | 4.610%, 09/12/25 | 1500 | &nbsp;&nbsp; 1492183 |
| CRH America Finance, Inc. | CRH America Finance, Inc. |  |  |
| Ω | 4.640%, 08/29/25 | 3000 | &nbsp;&nbsp; 2988929 |
| Ω | 4.669%, 09/05/25 | 1500 | &nbsp;&nbsp; 1493127 |
| Dominion Energy, Inc. | Dominion Energy, Inc. |  |  |
| Ω | 4.616%, 08/07/25 | 900 | &nbsp;&nbsp; 899207 |
| Enbridge U.S., Inc. | Enbridge U.S., Inc. |  |  |
| Ω | 4.635%, 08/29/25 | 2000 | &nbsp;&nbsp; 1992620 |
| Entergy Corp. | Entergy Corp. |  |  |
| Ω | 4.635%, 08/20/25 | 800 | &nbsp;&nbsp; 797962 |
| &nbsp;&nbsp;&nbsp;&nbsp; Honeywell International, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Honeywell International, <br> Inc. |  |  |
| Ω | 4.607%, 08/19/25 | 2750 | &nbsp;&nbsp; 2743722 |
| Ω | 4.534%, 09/05/25 | 12000 | &nbsp;&nbsp; 11947920 |
| Ω | 4.592%, 09/25/25 | 1000 | &nbsp;&nbsp; 993208 |
| Marriott International, Inc. | Marriott International, Inc. |  |  |
| Ω | 4.640%, 08/25/25 | 6500 | &nbsp;&nbsp; 6479056 |
| McCormick & Co., Inc. | McCormick & Co., Inc. |  |  |
| Ω | 4.593%, 08/20/25 | 1000 | &nbsp;&nbsp; 997452 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mondelez International, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Mondelez International, <br> Inc. |  |  |
| Ω | 4.632%, 09/19/25 | 5000 | &nbsp;&nbsp; 4968472 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp. | &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp. |  |  |
| Ω | 4.425%, 09/25/25 | 4250 | &nbsp;&nbsp; 4221184 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nestle Finance <br> International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; Nestle Finance <br> International Ltd. |  |  |
| Ω | 4.459%, 09/15/25 | 500 | &nbsp;&nbsp; 497214 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc. |  |  |
| Ω | 4.709%, 08/28/25 | 3000 | &nbsp;&nbsp; $2989309 |
| Parker-Hannifin Corp. | Parker-Hannifin Corp. |  |  |
| Ω | 4.572%, 08/01/25 | 2500 | &nbsp;&nbsp; 2499685 |
| Phillips 66 | Phillips 66 |  |  |
| Ω | 4.681%, 08/22/25 | 3000 | &nbsp;&nbsp; 2991528 |
| Roche Holdings, Inc. | Roche Holdings, Inc. |  |  |
| Ω | 4.428%, 09/30/25 | 8000 | &nbsp;&nbsp; 7941711 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.459%, 09/04/25 | 7000 | &nbsp;&nbsp; 6970509 |
| Ω | 4.481%, 09/04/25 | 8000 | &nbsp;&nbsp; 7966296 |
| Ω | 4.459%, 09/17/25 | 10000 | &nbsp;&nbsp; 9942160 |
| Ω | 4.439%, 10/07/25 | 11000 | &nbsp;&nbsp; 10910032 |
| Ω | 4.458%, 10/17/25 | 10000 | &nbsp;&nbsp; 9906183 |
| Ω | 4.456%, 11/25/25 | 5000 | &nbsp;&nbsp; 4930223 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stanley Black & Decker, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Black & Decker, <br> Inc. |  |  |
| Ω | 4.715%, 08/27/25 | 500 | &nbsp;&nbsp; 498267 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp; 144930400 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $260,760,536) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $260,760,536) |  | &nbsp;&nbsp; 260729382 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,965,424,309) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,965,424,309) |  | &nbsp;&nbsp; 1969480080 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **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>| 1025765 | &nbsp;&nbsp; $11865029 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $1,977,289,004)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $1,977,289,004)^^ |  | &nbsp;&nbsp; $1981345109 |

---

As of July 31, 2025, DFA Short-Duration Real Return Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 31632733 | EUR | 26925107 | State Street Bank and Trust | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $905815 |
| USD | 4218754 | EUR | 3599288 | UBS AG | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111248 |
| USD | 31400649 | SGD | 40323960 | HSBC Bank | 08/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 337043 |
| USD | 5103453 | EUR | 4468767 | Australia and New Zealand Bank | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1010 |
| USD | 11696010 | EUR | 10194746 | Royal Bank of Canada | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55636 |
| USD | 12884203 | EUR | 11154755 | UBS AG | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147690 |
| USD | 32448782 | EUR | 28106996 | Citibank, N.A. | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 349785 |
| USD | 4729355 | EUR | 4075933 | HSBC Bank | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74522 |
| USD | 12387436 | CAD | 16829187 | Royal Bank of Canada | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233405 |
| USD | 5000482 | JPY | 716948785 | Royal Bank of Canada | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240434 |
| USD | 8827119 | EUR | 7593337 | Societe Generale | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155310 |
| USD | 10091550 | EUR | 8723729 | State Street Bank and Trust | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128801 |
| USD | 8547143 | EUR | 7385340 | UBS AG | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112872 |
| USD | 61592649 | EUR | 52310236 | HSBC Bank | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1797266 |
| USD | 11452086 | EUR | 9739941 | UBS AG | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 318443 |
| USD | 1191516 | CAD | 1613556 | Citibank, N.A. | 09/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25007 |
| USD | 10512924 | EUR | 9150728 | HSBC Bank | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45873 |
| USD | 21198317 | EUR | 18150548 | Royal Bank of Canada | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 436833 |
| USD | 5615726 | EUR | 4781223 | Societe Generale | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146729 |

---

------

**DFA Short-Duration 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 | 28225621 | EUR | 24332331 | State Street Bank and Trust | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $393111 |
| USD | 9975478 | EUR | 8467810 | UBS AG | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 289583 |
| USD | 15685172 | CAD | 21372162 | Citibank, N.A. | 09/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229782 |
| USD | 41193877 | EUR | 35074401 | Citibank, N.A. | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1037013 |
| USD | 5775891 | EUR | 4964025 | UBS AG | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92553 |
| USD | 1742117 | GBP | 1279513 | Citibank, N.A. | 09/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51471 |
| USD | 35312635 | EUR | 30524395 | UBS AG | 09/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 346644 |
| USD | 1437416 | GBP | 1055712 | Citibank, N.A. | 10/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42322 |
| USD | 11558815 | EUR | 10072499 | HSBC Bank | 10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10086 |
| USD | 38655947 | AUD | 58741480 | Royal Bank of Canada | 10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 855802 |
| USD | 7093411 | EUR | 6062980 | State Street Bank and Trust | 10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141838 |
| USD | 35731409 | AUD | 53945236 | HSBC Bank | 10/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1010859 |
| USD | 1228622 | NZD | 2077380 | HSBC Bank | 10/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1053 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$10125839** |
| EUR | 30524395 | USD | 35173260 | UBS AG | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(338837)<br>|
| SGD | 13338000 | USD | 10344747 | HSBC Bank | 08/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69805)<br>|
| SGD | 26985960 | USD | 20853254 | State Street Bank and Trust | 08/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (64590)<br>|
| EUR | 746219 | USD | 877559 | Bank of New York Mellon | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25525)<br>|
| USD | 304002 | EUR | 270480 | Citibank, N.A. | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4832)<br>|
| EUR | 1104177 | USD | 1288163 | Citibank, N.A. | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27411)<br>|
| USD | 30214563 | EUR | 26929386 | HSBC Bank | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (533444)<br>|
| EUR | 4065000 | USD | 4664372 | HSBC Bank | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22949)<br>|
| USD | 38195879 | EUR | 33617611 | State Street Bank and Trust | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (188754)<br>|
| CAD | 135968 | USD | 99705 | Citibank, N.A. | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1509)<br>|
| CAD | 3928274 | USD | 2848670 | Societe Generale | 09/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7918)<br>|
| GBP | 344831 | USD | 461333 | Citibank, N.A. | 09/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5701)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(1291275)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$8834564** |

---

As of July 31, 2025, DFA Short-Duration Real Return Portfolio had entered into the following outstanding Inflation Swaps:

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Bank of America <br> Corp.<br>| 2.659% | Fixed | CPI | Maturity | USD | 38000000 | 06/02/28 |  |  | $117367 | $117367 |
| Bank of America <br> Corp.<br>| 2.554% | Fixed | CPI | Maturity | USD | 25000000 | 01/08/26 |  |  | 149795 | 149795 |
| Bank of America <br> Corp.<br>| 2.495% | Fixed | CPI | Maturity | USD | 43000000 | 03/16/26 |  |  | 5030807 | 5030807 |
| Bank of America <br> Corp.<br>| 2.339% | Fixed | CPI | Maturity | USD | 55000000 | 10/25/25 |  |  | 328666 | 328666 |
| Bank of America <br> Corp.<br>| 2.013% | Fixed | CPI | Maturity | USD | 60000000 | 10/01/25 |  |  | 446765 | 446765 |
| Citibank, N.A. | 2.979% | Fixed | CPI | Maturity | USD | 24000000 | 03/06/26 |  |  | 52539 | 52539 |
| Citibank, N.A. | 2.765% | Fixed | CPI | Maturity | USD | 40000000 | 11/26/25 |  |  | 131944 | 131944 |
| Citibank, N.A. | 2.738% | Fixed | CPI | Maturity | USD | 22000000 | 02/07/26 |  |  | 104102 | 104102 |
| Citibank, N.A. | 2.668% | Fixed | CPI | Maturity | USD | 25000000 | 06/25/28 |  |  | 79869 | 79869 |
| Citibank, N.A. | 2.638% | Fixed | CPI | Maturity | USD | 70000000 | 01/24/27 |  |  | 485790 | 485790 |
| Citibank, N.A. | 2.589% | Fixed | CPI | Maturity | USD | 57000000 | 06/30/28 |  |  | 306107 | 306107 |
| Citibank, N.A. | 2.548% | Fixed | CPI | Maturity | USD | 48000000 | 11/13/25 |  |  | 229376 | 229376 |
| Citibank, N.A. | 2.349% | Fixed | CPI | Maturity | USD | 50000000 | 10/21/25 |  |  | 271533 | 271533 |
| Citibank, N.A. | 2.348% | Fixed | CPI | Maturity | USD | 50000000 | 11/05/25 |  |  | 317260 | 317260 |
| Citibank, N.A. | 2.344% | Fixed | CPI | Maturity | USD | 50000000 | 11/06/25 |  |  | 321669 | 321669 |
| Citibank, N.A. | 2.030% | Fixed | CPI | Maturity | USD | 64000000 | 10/02/25 |  |  | 469651 | 469651 |
| Citibank, N.A. | 1.915% | Fixed | CPI | Maturity | USD | 44000000 | 08/28/25 |  |  | 312956 | 312956 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Deutsche Bank <br> AG<br>| 3.318% | Fixed | CPI | Maturity | USD | 25000000 | 11/29/25 |  |  | $1127769 | $1127769 |
| Deutsche Bank <br> AG<br>| 3.223% | Fixed | CPI | Maturity | USD | 20000000 | 12/01/25 |  |  | 987486 | 987486 |
| Deutsche Bank <br> AG<br>| 2.725% | Fixed | CPI | Maturity | USD | 22000000 | 11/16/25 |  |  | 240869 | 240869 |
| Deutsche Bank <br> AG<br>| 2.695% | Fixed | CPI | Maturity | USD | 32000000 | 09/24/25 |  |  | 2303974 | 2303974 |
| Deutsche Bank <br> AG<br>| 2.423% | Fixed | CPI | Maturity | USD | 45000000 | 03/08/26 |  |  | 5442787 | 5442787 |
| Deutsche Bank <br> AG<br>| 2.325% | Fixed | CPI | Maturity | USD | 42000000 | 03/02/26 |  |  | 5287969 | 5287969 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.777% | Fixed | CPI | Maturity | USD | 33000000 | 07/15/28 |  |  | 17261 | 17261 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.755% | Fixed | CPI | Maturity | USD | 56000000 | 11/25/25 |  |  | 187372 | 187372 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.707% | Fixed | CPI | Maturity | USD | 27000000 | 05/12/28 |  |  | 8309 | 8309 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.649% | Fixed | CPI | Maturity | USD | 82000000 | 05/23/29 |  |  | 53532 | 53532 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.642% | Fixed | CPI | Maturity | USD | 48000000 | 01/16/28 |  |  | 255805 | 255805 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.625% | Fixed | CPI | Maturity | USD | 30000000 | 12/09/25 |  |  | 149493 | 149493 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.624% | Fixed | CPI | Maturity | USD | 50000000 | 02/04/26 |  |  | 287941 | 287941 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.528% | Fixed | CPI | Maturity | USD | 34000000 | 05/07/29 |  |  | 144246 | 144246 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.247% | Fixed | CPI | Maturity | USD | 40000000 | 10/08/25 |  |  | 223250 | 223250 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.227% | Fixed | CPI | Maturity | USD | 21000000 | 10/10/25 |  |  | 124144 | 124144 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 1.902% | Fixed | CPI | Maturity | USD | 44000000 | 09/05/25 |  |  | 338864 | 338864 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 1.740% | Fixed | CPI | Maturity | USD | 30000000 | 08/07/25 |  |  | 202553 | 202553 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.970% | Fixed | CPI | Maturity | USD | 32000000 | 10/28/25 |  |  | 70999 | 70999 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.925% | Fixed | CPI | Maturity | USD | 34000000 | 03/04/26 |  |  | 95757 | 95757 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.789% | Fixed | CPI | Maturity | USD | 34000000 | 08/04/28 |  |  | 7017 | 7017 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.747% | Fixed | CPI | Maturity | USD | 60000000 | 07/02/27 |  |  | 234584 | 234584 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.713% | Fixed | CPI | Maturity | USD | 27000000 | 02/21/28 |  |  | 72390 | 72390 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.629% | Fixed | CPI | Maturity | USD | 65000000 | 06/12/28 |  |  | 262820 | 262820 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.614% | Fixed | CPI | Maturity | USD | 50000000 | 06/18/28 |  |  | $237882 | $237882 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.602% | Fixed | CPI | Maturity | USD | 27000000 | 01/29/26 |  |  | 159517 | 159517 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.580% | Fixed | CPI | Maturity | USD | 25000000 | 12/19/25 |  |  | 137162 | 137162 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.575% | Fixed | CPI | Maturity | USD | 55000000 | 03/24/28 |  |  | 231520 | 231520 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.564% | Fixed | CPI | Maturity | USD | 39000000 | 03/12/28 |  |  | 225869 | 225869 |
| **Total Appreciation** | **Total Appreciation** |  |  |  |  |  |  |  |  | **$28275337** | **$28275337** |
| Bank of America <br> Corp.<br>| 2.812% | Fixed | CPI | Maturity | USD | 60000000 | 07/28/28 |  |  | (23384)<br>| (23384)<br>|
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.805% | Fixed | CPI | Maturity | USD | 23000000 | 07/17/28 |  |  | (9028)<br>| (9028)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** |  |  |  |  |  |  |  |  | **$(32412)**<br>| **$(32412)**<br>|
| **Total Appreciation** <br> **(Depreciation)** | **Total Appreciation** <br> **(Depreciation)** |  |  |  |  |  |  |  |  | **$28242925** | **$28242925** |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $448,299,644 or 22.1% 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** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $7102927 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $7102927 |
| Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 120616253 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 120616253 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10335229 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10335229 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 84702940 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 84702940 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14413831 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14413831 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 23530057 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 23530057 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 85300256 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 85300256 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 103173595 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 103173595 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15168676 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15168676 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 18738164 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 18738164 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 42300531 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 42300531 |
| &nbsp;&nbsp;&nbsp;&nbsp; Luxembourg | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6942640 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6942640 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 59263020 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 59263020 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1212592 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1212592 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 26542311 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 26542311 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 20065800 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 20065800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 20625660 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 20625660 |
| &nbsp;&nbsp;&nbsp;&nbsp; Supranational Organization Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 187948354 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 187948354 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 47794689 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 47794689 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17481985 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17481985 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $57750969 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $57750969 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 617675279 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 617675279 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 120064940 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 120064940 |
| Commercial Paper | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 260729382 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 260729382 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11865029 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11865029 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1981345109 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1981345109 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10125839 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10125839 |
| &nbsp;&nbsp;&nbsp;&nbsp; Swap Agreements\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 28275337 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 28275337 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (1291275) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (1291275) |
| &nbsp;&nbsp;&nbsp;&nbsp; Swap Agreements\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (32412) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (32412) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $37077489 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $37077489 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA Municipal Real Return Portfolio**

**SCHEDULE OF INVESTMENTS**

**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%) | MUNICIPAL BONDS — (100.0%) |
| ALABAMA — (0.7%) | ALABAMA — (0.7%) | ALABAMA — (0.7%) | ALABAMA — (0.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alabama Federal Aid <br> Highway Finance <br> Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Alabama Federal Aid <br> Highway Finance <br> Authority (RB) Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 09/01/32 <br> (Pre-refunded @ <br> $100, 9/1/26)<br>| 1220 | &nbsp;&nbsp; $1251618 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 09/01/33 <br> (Pre-refunded @ <br> $100, 9/1/26)<br>| 2605 | &nbsp;&nbsp; 2672513 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 09/01/34 <br> (Pre-refunded @ <br> $100, 9/1/26)<br>| 4780 | &nbsp;&nbsp; 4903881 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tuscaloosa City Board of <br> Education (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Tuscaloosa City Board of <br> Education (RB)  |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/01/35 <br> (Pre-refunded @ <br> $100, 8/1/26)<br>| 780 | &nbsp;&nbsp; 798668 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/01/41 <br> (Pre-refunded @ <br> $100, 8/1/26)<br>| 1035 | &nbsp;&nbsp; 1059770 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tuscaloosa County Board <br> of Education (ST)  | &nbsp;&nbsp;&nbsp;&nbsp; Tuscaloosa County Board <br> of Education (ST)  |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 02/01/43 <br> (Pre-refunded @ <br> $100, 2/1/27)<br>| 1160 | &nbsp;&nbsp; 1203494 |
| TOTAL ALABAMA | TOTAL ALABAMA |  | &nbsp;&nbsp; 11889944 |
| ARIZONA — (3.1%) | ARIZONA — (3.1%) | ARIZONA — (3.1%) | ARIZONA — (3.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arizona Board of Regents <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Arizona Board of Regents <br> (RB) Series A |  |  |
|  | 5.000%, 07/01/28  | 1840 | &nbsp;&nbsp; 1842361 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arizona Board of Regents <br> (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Arizona Board of Regents <br> (RB) Series B |  |  |
|  | 5.000%, 06/01/27  | 1000 | &nbsp;&nbsp; 1043695 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Glendale Water & <br> Sewer Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Glendale Water & <br> Sewer Revenue (RB)  |  |  |
|  | 5.000%, 07/01/27  | 835 | &nbsp;&nbsp; 874825 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Mesa Utility System <br> Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Mesa Utility System <br> Revenue (RB)  |  |  |
|  | 4.000%, 07/01/31  | 1610 | &nbsp;&nbsp; 1618278 |
| City of Phoenix (GO)  | City of Phoenix (GO)  |  |  |
|  | 5.000%, 07/01/27  | 1700 | &nbsp;&nbsp; 1781734 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Scottsdale (GO) <br> Series 2025 | &nbsp;&nbsp;&nbsp;&nbsp; City of Scottsdale (GO) <br> Series 2025 |  |  |
|  | 5.000%, 07/01/27  | 1525 | &nbsp;&nbsp; 1598321 |
| City of Tempe (GO)  | City of Tempe (GO)  |  |  |
|  | 5.000%, 07/01/26  | 1750 | &nbsp;&nbsp; 1788658 |
|  | 5.000%, 07/01/27  | 975 | &nbsp;&nbsp; 1020942 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| ARIZONA — (Continued) | ARIZONA — (Continued) | ARIZONA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Tucson (GO) Series <br> 2018-B |  |  |
| 5.000%, 07/01/26  | 4160 | &nbsp;&nbsp; $4253422 |
| &nbsp;&nbsp;&nbsp;&nbsp; Coconino County Unified <br> School District No. <br> 1-Flagstaff (GO) Series <br> B |  |  |
| 4.000%, 07/01/27  | 1000 | &nbsp;&nbsp; 1028515 |
| &nbsp;&nbsp;&nbsp;&nbsp; Coconino County Unified <br> School District No. <br> 1-Flagstaff (GO) Series <br> C |  |  |
| 5.000%, 07/01/28  | 1250 | &nbsp;&nbsp; 1339503 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maricopa County Unified <br> School District No. 69 <br> Paradise Valley (GO)  |  |  |
| 5.000%, 07/01/26  | 1350 | &nbsp;&nbsp; 1381308 |
| 5.000%, 07/01/27  | 2940 | &nbsp;&nbsp; 3081353 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maricopa County Unified <br> School District No. 69 <br> Paradise Valley (GO) <br> Series A |  |  |
| 5.000%, 07/01/26  | 660 | &nbsp;&nbsp; 675306 |
| 5.000%, 07/01/27  | 2260 | &nbsp;&nbsp; 2368659 |
| &nbsp;&nbsp;&nbsp;&nbsp; Salt River Project <br> Agricultural Improvement <br> & Power District (RB) <br> Series A |  |  |
| 5.000%, 01/01/31  | 6115 | &nbsp;&nbsp; 6298317 |
| 5.000%, 01/01/34  | 2670 | &nbsp;&nbsp; 2734685 |
| 5.000%, 01/01/38  | 13785 | &nbsp;&nbsp; 13962304 |
| &nbsp;&nbsp;&nbsp;&nbsp; Salt River Project <br> Agricultural Improvement <br> & Power District (RB) <br> Series B |  |  |
| 5.000%, 01/01/26  | 2825 | &nbsp;&nbsp; 2853955 |
| Town of Gilbert (GO)  |  |  |
| 5.000%, 07/15/27  | 1525 | &nbsp;&nbsp; 1599837 |
| TOTAL ARIZONA |  | &nbsp;&nbsp; 53145978 |
| CALIFORNIA — (4.8%) | CALIFORNIA — (4.8%) | CALIFORNIA — (4.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series B |  |  |
| 5.000%, 05/01/28  | 1185 | &nbsp;&nbsp; 1266947 |
| &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series D |  |  |
| 5.000%, 04/01/27  | 940 | &nbsp;&nbsp; 966609 |
| 5.000%, 05/01/28  | 2235 | &nbsp;&nbsp; 2389559 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; California State University <br> (RB) Series A |  |  |
| 4.000%, 11/01/36  | 7000 | &nbsp;&nbsp; $6934194 |
| County of Riverside (RN)  |  |  |
| 5.000%, 06/30/26  | 4000 | &nbsp;&nbsp; 4094319 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Unified School <br> District (GO) Series A |  |  |
| 5.000%, 07/01/26  | 1065 | &nbsp;&nbsp; 1091854 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Unified School <br> District (GO) Series C |  |  |
| 5.000%, 07/01/26  | 1110 | &nbsp;&nbsp; 1137988 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Bay Area <br> Rapid Transit District <br> Sales Tax Revenue (RB) <br> Series A |  |  |
| 4.000%, 07/01/38  | 2160 | &nbsp;&nbsp; 2123519 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Unified <br> School District (GO)  |  |  |
| 5.000%, 06/15/28  | 5390 | &nbsp;&nbsp; 5758294 |
| State of California (GO)  |  |  |
| 5.000%, 10/01/25  | 1570 | &nbsp;&nbsp; 1574383 |
| 5.000%, 08/01/26  | 9015 | &nbsp;&nbsp; 9249005 |
| 5.000%, 12/01/26  | 5535 | &nbsp;&nbsp; 5726705 |
| 5.000%, 04/01/27  | 7000 | &nbsp;&nbsp; 7303628 |
| 5.000%, 03/01/28  | 1000 | &nbsp;&nbsp; 1066211 |
| 5.000%, 08/01/29  | 1000 | &nbsp;&nbsp; 1025369 |
| 5.000%, 10/01/29  | 1020 | &nbsp;&nbsp; 1037181 |
| 5.000%, 08/01/30  | 1570 | &nbsp;&nbsp; 1607788 |
| 5.000%, 09/01/31  | 2900 | &nbsp;&nbsp; 2970252 |
| 4.000%, 09/01/32  | 1000 | &nbsp;&nbsp; 1005839 |
| 5.000%, 08/01/33  | 1420 | &nbsp;&nbsp; 1446547 |
| 4.000%, 08/01/35  | 725 | &nbsp;&nbsp; 725145 |
| 5.000%, 08/01/35  | 8335 | &nbsp;&nbsp; 8345107 |
| 5.000%, 09/01/35  | 2315 | &nbsp;&nbsp; 2353722 |
| 4.000%, 08/01/37  | 3000 | &nbsp;&nbsp; 2950472 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of California (GO) <br> Series B |  |  |
| 5.000%, 09/01/25  | 3195 | &nbsp;&nbsp; 3201667 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series AY |  |  |
| 4.000%, 05/15/35  | 1895 | &nbsp;&nbsp; 1895889 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series BX |  |  |
| 5.000%, 05/15/26  | 2110 | &nbsp;&nbsp; 2154555 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series BZ |  |  |
| 5.000%, 05/15/28  | 2110 | &nbsp;&nbsp; 2264357 |
| TOTAL CALIFORNIA |  | &nbsp;&nbsp; 83667105 |
| COLORADO — (2.6%) | COLORADO — (2.6%) | COLORADO — (2.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Adams & Arapahoe <br> Counties Joint School <br> District 28J Aurora (GO) <br> (ST AID WITHHLDG)  |  |  |
| 5.500%, 12/01/26  | 1500 | &nbsp;&nbsp; 1560367 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| COLORADO — (Continued) | COLORADO — (Continued) | COLORADO — (Continued) | COLORADO — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Adams 12 Five Star <br> Schools (GO) (ST AID <br> WITHHLDG)  | &nbsp;&nbsp;&nbsp;&nbsp; Adams 12 Five Star <br> Schools (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/15/25  | 660 | &nbsp;&nbsp; $665775 |
|  | 5.000%, 12/15/26  | 7640 | &nbsp;&nbsp; 7904234 |
| &nbsp;&nbsp;&nbsp;&nbsp; Adams 12 Five Star <br> Schools (GO) (ST AID <br> WITHHLDG) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Adams 12 Five Star <br> Schools (GO) (ST AID <br> WITHHLDG) Series B |  |  |
|  | 5.000%, 12/15/30  | 1595 | &nbsp;&nbsp; 1639111 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arapahoe County School <br> District No. 5 Cherry <br> Creek (GO) (ST AID <br> WITHHLDG)  | &nbsp;&nbsp;&nbsp;&nbsp; Arapahoe County School <br> District No. 5 Cherry <br> Creek (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/15/25  | 3225 | &nbsp;&nbsp; 3255877 |
| &nbsp;&nbsp;&nbsp;&nbsp; Board of Water <br> Commissioners City & <br> County of Denver (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Board of Water <br> Commissioners City & <br> County of Denver (RB) <br> Series A |  |  |
|  | 5.000%, 12/15/26  | 3310 | &nbsp;&nbsp; 3419024 |
|  | 5.000%, 12/15/27  | 3450 | &nbsp;&nbsp; 3653695 |
| &nbsp;&nbsp;&nbsp;&nbsp; Boulder Larimer & Weld <br> Counties St. Vrain Valley <br> School District Re1J <br> (GO) (ST AID <br> WITHHLDG)  | &nbsp;&nbsp;&nbsp;&nbsp; Boulder Larimer & Weld <br> Counties St. Vrain Valley <br> School District Re1J <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/15/25  | 3915 | &nbsp;&nbsp; 3954098 |
| &nbsp;&nbsp;&nbsp;&nbsp; Boulder Larimer & Weld <br> Counties St. Vrain Valley <br> School District Re1J <br> (GO) (ST AID <br> WITHHLDG) Series C | &nbsp;&nbsp;&nbsp;&nbsp; Boulder Larimer & Weld <br> Counties St. Vrain Valley <br> School District Re1J <br> (GO) (ST AID <br> WITHHLDG) Series C |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 12/15/29 <br> (Pre-refunded @ <br> $100, 12/15/26)<br>| 3045 | &nbsp;&nbsp; 3149219 |
| &nbsp;&nbsp;&nbsp;&nbsp; Boulder Valley School <br> District No. Re-2 Boulder <br> (GO) (ST AID <br> WITHHLDG)  | &nbsp;&nbsp;&nbsp;&nbsp; Boulder Valley School <br> District No. Re-2 Boulder <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/01/35  | 1815 | &nbsp;&nbsp; 1817083 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Colorado Springs <br> Utilities System Revenue <br> (RB) Series A-1 | &nbsp;&nbsp;&nbsp;&nbsp; City of Colorado Springs <br> Utilities System Revenue <br> (RB) Series A-1 |  |  |
|  | 5.000%, 11/15/26  | 3275 | &nbsp;&nbsp; 3380468 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denver City & County <br> School District No. 1 <br> (GO) (ST AID <br> WITHHLDG) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Denver City & County <br> School District No. 1 <br> (GO) (ST AID <br> WITHHLDG) Series B |  |  |
|  | 5.000%, 12/01/25  | 3750 | &nbsp;&nbsp; 3780167 |
|  | 5.000%, 12/01/26  | 3175 | &nbsp;&nbsp; 3280383 |
| &nbsp;&nbsp;&nbsp;&nbsp; El Paso County School <br> District No. 2 Harrison <br> (GO) (ST AID <br> WITHHLDG)  | &nbsp;&nbsp;&nbsp;&nbsp; El Paso County School <br> District No. 2 Harrison <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/01/26  | 460 | &nbsp;&nbsp; 475452 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| COLORADO — (Continued) | COLORADO — (Continued) | COLORADO — (Continued) | COLORADO — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Garfield Pitkin & Eagle <br> Counties School District <br> No. Re-1 Roaring Fork <br> (GO) (ST AID <br> WITHHLDG) Series 1 | &nbsp;&nbsp;&nbsp;&nbsp; Garfield Pitkin & Eagle <br> Counties School District <br> No. Re-1 Roaring Fork <br> (GO) (ST AID <br> WITHHLDG) Series 1 |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 12/15/29 <br> (Pre-refunded @ <br> $100, 12/15/25)<br>| 710 | &nbsp;&nbsp; $716267 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metro Wastewater <br> Reclamation District <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Metro Wastewater <br> Reclamation District <br> (RB) Series A |  |  |
|  | 5.000%, 04/01/27  | 2570 | &nbsp;&nbsp; 2678123 |
| &nbsp;&nbsp;&nbsp;&nbsp; Weld County School <br> District No. 6 Greeley <br> (GO) (ST AID <br> WITHHLDG)  | &nbsp;&nbsp;&nbsp;&nbsp; Weld County School <br> District No. 6 Greeley <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/01/25  | 475 | &nbsp;&nbsp; 478885 |
| TOTAL COLORADO | TOTAL COLORADO |  | &nbsp;&nbsp; 45808228 |
| CONNECTICUT — (2.9%) | CONNECTICUT — (2.9%) | CONNECTICUT — (2.9%) | CONNECTICUT — (2.9%) |
| City of Danbury (GO)  | City of Danbury (GO)  |  |  |
|  | 4.000%, 02/23/26  | 15000 | &nbsp;&nbsp; 15108777 |
| Town of Cheshire (GO)  | Town of Cheshire (GO)  |  |  |
|  | 4.000%, 04/14/26  | 10000 | &nbsp;&nbsp; 10094362 |
| Town of Greenwich (GO)  | Town of Greenwich (GO)  |  |  |
|  | 4.000%, 02/05/26  | 17525 | &nbsp;&nbsp; 17646750 |
| Town of Madison (GO)  | Town of Madison (GO)  |  |  |
|  | 3.500%, 12/18/25  | 7355 | &nbsp;&nbsp; 7379674 |
| TOTAL CONNECTICUT | TOTAL CONNECTICUT |  | &nbsp;&nbsp; 50229563 |
| DISTRICT OF COLUMBIA — (1.0%) | DISTRICT OF COLUMBIA — (1.0%) | DISTRICT OF COLUMBIA — (1.0%) | DISTRICT OF COLUMBIA — (1.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; District of Columbia (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; District of Columbia (GO) <br> Series A |  |  |
|  | 5.000%, 06/01/34  | 2760 | &nbsp;&nbsp; 2836560 |
|  | 5.000%, 06/01/36  | 1000 | &nbsp;&nbsp; 1020583 |
| &nbsp;&nbsp;&nbsp;&nbsp; District of Columbia (GO) <br> Series D | &nbsp;&nbsp;&nbsp;&nbsp; District of Columbia (GO) <br> Series D |  |  |
|  | 5.000%, 06/01/35  | 5335 | &nbsp;&nbsp; 5463971 |
|  | 5.000%, 06/01/38  | 3965 | &nbsp;&nbsp; 4016254 |
| &nbsp;&nbsp;&nbsp;&nbsp; District of Columbia (GO) <br> Series E | &nbsp;&nbsp;&nbsp;&nbsp; District of Columbia (GO) <br> Series E |  |  |
|  | 5.000%, 06/01/26  | 2355 | &nbsp;&nbsp; 2404631 |
| &nbsp;&nbsp;&nbsp;&nbsp; District of Columbia <br> Income Tax Revenue <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; District of Columbia <br> Income Tax Revenue <br> (RB) Series A |  |  |
|  | 5.000%, 06/01/28  | 1000 | &nbsp;&nbsp; 1069085 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL DISTRICT OF <br> COLUMBIA | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL DISTRICT OF <br> COLUMBIA |  | &nbsp;&nbsp; 16811084 |
| FLORIDA — (3.7%) | FLORIDA — (3.7%) | FLORIDA — (3.7%) | FLORIDA — (3.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Tallahassee Energy <br> System Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Tallahassee Energy <br> System Revenue (RB)  |  |  |
|  | 5.000%, 10/01/27  | 455 | &nbsp;&nbsp; 479342 |
|  | 5.000%, 10/01/32  | 1080 | &nbsp;&nbsp; 1084295 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Tallahassee Utility <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/25  | 280 | &nbsp;&nbsp; $281105 |
| 5.000%, 10/01/26  | 180 | &nbsp;&nbsp; 185195 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Broward Water & <br> Sewer Utility Revenue <br> (RB) Series A |  |  |
| 5.000%, 10/01/30  | 1355 | &nbsp;&nbsp; 1360131 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Miami-Dade <br> (GO) Series A |  |  |
| 5.000%, 07/01/26  | 2445 | &nbsp;&nbsp; 2501856 |
| 5.000%, 07/01/27  | 1060 | &nbsp;&nbsp; 1110492 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Miami-Dade <br> Transit System (RB)  |  |  |
| 5.000%, 07/01/27  | 1340 | &nbsp;&nbsp; 1402440 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Seminole Water <br> & Sewer Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/27  | 715 | &nbsp;&nbsp; 752168 |
| &nbsp;&nbsp;&nbsp;&nbsp; Florida Keys Aqueduct <br> Authority (RB) Series B |  |  |
| 5.000%, 09/01/25  | 1450 | &nbsp;&nbsp; 1452801 |
| &nbsp;&nbsp;&nbsp;&nbsp; School District of Broward <br> County (RN)  |  |  |
| 4.000%, 06/25/26  | 18000 | &nbsp;&nbsp; 18223814 |
| &nbsp;&nbsp;&nbsp;&nbsp; School District of Broward <br> County (GO) (AG)  |  |  |
| 5.000%, 07/01/27  | 2000 | &nbsp;&nbsp; 2091051 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Florida (GO) <br> Series A |  |  |
| 5.000%, 06/01/26  | 8175 | &nbsp;&nbsp; 8347970 |
| 5.000%, 07/01/26  | 1135 | &nbsp;&nbsp; 1161393 |
| 5.000%, 07/01/27  | 1165 | &nbsp;&nbsp; 1192920 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Florida (GO) <br> Series C |  |  |
| 4.000%, 06/01/31  | 1275 | &nbsp;&nbsp; 1285030 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Florida <br> Department of <br> Transportation Turnpike <br> System Revenue (RB) <br> Series C |  |  |
| 5.000%, 07/01/26  | 1128 | &nbsp;&nbsp; 1154852 |
| 5.000%, 07/01/27  | 619 | &nbsp;&nbsp; 648755 |
| 5.000%, 07/01/28  | 2505 | &nbsp;&nbsp; 2681564 |
| 4.000%, 07/01/35  | 6726 | &nbsp;&nbsp; 6756799 |
| 4.000%, 07/01/36  | 6261 | &nbsp;&nbsp; 6280690 |
| Tampa Bay Water (RB)  |  |  |
| 5.000%, 10/01/27  | 3000 | &nbsp;&nbsp; 3158547 |
| TOTAL FLORIDA |  | &nbsp;&nbsp; 63593210 |
| GEORGIA — (2.8%) | GEORGIA — (2.8%) | GEORGIA — (2.8%) |
| City of Brookhaven (GO)  |  |  |
| 5.000%, 07/01/27  | 1600 | &nbsp;&nbsp; 1676521 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| GEORGIA — (Continued) | GEORGIA — (Continued) | GEORGIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Clarke County School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 09/01/27  | 3410 | &nbsp;&nbsp; $3585644 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gwinnett County School <br> District (GO) Series B |  |  |
| 5.000%, 08/01/27  | 25255 | &nbsp;&nbsp; 26546738 |
| &nbsp;&nbsp;&nbsp;&nbsp; Richmond County Board of <br> Education (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 10/01/25  | 1115 | &nbsp;&nbsp; 1119475 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Georgia (GO) <br> Series A |  |  |
| 5.000%, 07/01/26  | 1285 | &nbsp;&nbsp; 1316180 |
| 5.000%, 07/01/27  | 8200 | &nbsp;&nbsp; 8603196 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Georgia (GO) <br> Series C |  |  |
| 4.000%, 07/01/29  | 4000 | &nbsp;&nbsp; 4227782 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Georgia (GO) <br> Series F |  |  |
| 5.000%, 01/01/27  | 1350 | &nbsp;&nbsp; 1399697 |
| TOTAL GEORGIA |  | &nbsp;&nbsp; 48475233 |
| HAWAII — (2.2%) | HAWAII — (2.2%) | HAWAII — (2.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City & County of Honolulu <br> (GO) Series A |  |  |
| 5.000%, 11/01/25  | 3380 | &nbsp;&nbsp; 3400257 |
| 5.000%, 07/01/26  | 90 | &nbsp;&nbsp; 92046 |
| &nbsp;&nbsp;&nbsp;&nbsp; City & County of Honolulu <br> (GO) Series B |  |  |
| 5.000%, 10/01/25  | 500 | &nbsp;&nbsp; 501904 |
| 5.000%, 07/01/26  | 110 | &nbsp;&nbsp; 112500 |
| 5.000%, 10/01/26  | 700 | &nbsp;&nbsp; 702665 |
| &nbsp;&nbsp;&nbsp;&nbsp; City & County of Honolulu <br> (GO) Series E |  |  |
| 5.000%, 07/01/27  | 6475 | &nbsp;&nbsp; 6776376 |
| &nbsp;&nbsp;&nbsp;&nbsp; City & County of Honolulu <br> (GO) Series F |  |  |
| 5.000%, 07/01/27  | 7100 | &nbsp;&nbsp; 7430467 |
| County of Hawaii (GO)  |  |  |
| 5.000%, 09/01/27  | 195 | &nbsp;&nbsp; 204963 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Hawaii (GO) <br> Series A |  |  |
| 5.000%, 09/01/31  | 1130 | &nbsp;&nbsp; 1165744 |
| County of Kauai (GO)  |  |  |
| 5.000%, 08/01/25  | 520 | &nbsp;&nbsp; 520000 |
| County of Maui (GO)  |  |  |
| 5.000%, 09/01/27  | 2480 | &nbsp;&nbsp; 2604748 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Hawaii (GO) <br> Series FG |  |  |
| 5.000%, 10/01/28  | 3085 | &nbsp;&nbsp; 3166434 |
| 4.000%, 10/01/32  | 1740 | &nbsp;&nbsp; 1749678 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Hawaii (GO) <br> Series FH |  |  |
| 5.000%, 10/01/26  | 2000 | &nbsp;&nbsp; 2059354 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| HAWAII — (Continued) | HAWAII — (Continued) | HAWAII — (Continued) | HAWAII — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Hawaii (GO) <br> Series FK | &nbsp;&nbsp;&nbsp;&nbsp; State of Hawaii (GO) <br> Series FK |  |  |
|  | 4.000%, 05/01/32  | 7620 | &nbsp;&nbsp; $7706082 |
| TOTAL HAWAII | TOTAL HAWAII |  | &nbsp;&nbsp; 38193218 |
| ILLINOIS — (0.1%) | ILLINOIS — (0.1%) | ILLINOIS — (0.1%) | ILLINOIS — (0.1%) |
| County of Will (GO)  | County of Will (GO)  |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 11/15/34 <br> (Pre-refunded @ <br> $100, 11/15/25)<br>| 1060 | &nbsp;&nbsp; 1067366 |
| IOWA — (0.3%) | IOWA — (0.3%) | IOWA — (0.3%) | IOWA — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Sioux City (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; City of Sioux City (GO) <br> Series A |  |  |
|  | 3.000%, 06/01/27  | 1325 | &nbsp;&nbsp; 1331478 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Urbandale (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; City of Urbandale (GO) <br> Series A |  |  |
|  | 5.000%, 06/01/27  | 1040 | &nbsp;&nbsp; 1084491 |
| &nbsp;&nbsp;&nbsp;&nbsp; Iowa Valley Community <br> College District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Iowa Valley Community <br> College District (GO)  |  |  |
|  | 4.000%, 06/01/28  | 2890 | &nbsp;&nbsp; 3007913 |
| TOTAL IOWA | TOTAL IOWA |  | &nbsp;&nbsp; 5423882 |
| KANSAS — (1.2%) | KANSAS — (1.2%) | KANSAS — (1.2%) | KANSAS — (1.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Lawrence (GO) <br> Series I | &nbsp;&nbsp;&nbsp;&nbsp; City of Lawrence (GO) <br> Series I |  |  |
|  | 4.000%, 05/01/26  | 2000 | &nbsp;&nbsp; 2020603 |
| City of Merriam (GO)  | City of Merriam (GO)  |  |  |
|  | 5.000%, 10/01/25  | 350 | &nbsp;&nbsp; 351363 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Olathe (GO) Series <br> A | &nbsp;&nbsp;&nbsp;&nbsp; City of Olathe (GO) Series <br> A |  |  |
|  | 5.000%, 08/01/25  | 9290 | &nbsp;&nbsp; 9290000 |
|  | 5.000%, 09/01/26  | 5000 | &nbsp;&nbsp; 5119841 |
| &nbsp;&nbsp;&nbsp;&nbsp; Johnson County Unified <br> School District No. 229 <br> Blue Valley (GO) Series <br> A | &nbsp;&nbsp;&nbsp;&nbsp; Johnson County Unified <br> School District No. 229 <br> Blue Valley (GO) Series <br> A |  |  |
|  | 5.000%, 10/01/26  | 1525 | &nbsp;&nbsp; 1568654 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kansas Development <br> Finance Authority (RB) <br> Series D | &nbsp;&nbsp;&nbsp;&nbsp; Kansas Development <br> Finance Authority (RB) <br> Series D |  |  |
|  | 5.000%, 05/01/28  | 2000 | &nbsp;&nbsp; 2131591 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Kansas <br> Department of <br> Transportation (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; State of Kansas <br> Department of <br> Transportation (RB) <br> Series A |  |  |
|  | 5.000%, 09/01/28  | 600 | &nbsp;&nbsp; 644874 |
| TOTAL KANSAS | TOTAL KANSAS |  | &nbsp;&nbsp; 21126926 |
| KENTUCKY — (1.2%) | KENTUCKY — (1.2%) | KENTUCKY — (1.2%) | KENTUCKY — (1.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Louisville & Jefferson <br> County Metropolitan <br> Sewer District (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Louisville & Jefferson <br> County Metropolitan <br> Sewer District (RB)  |  |  |
|  | 4.000%, 05/15/31  | 1430 | &nbsp;&nbsp; 1432862 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| KENTUCKY — (Continued) | KENTUCKY — (Continued) | KENTUCKY — (Continued) |
| Louisville Water Co. (RB)  |  |  |
| 5.000%, 11/15/27  | 4035 | &nbsp;&nbsp; $4266218 |
| &nbsp;&nbsp;&nbsp;&nbsp; Louisville/Jefferson County <br> Metropolitan <br> Government (GO) Series <br> A |  |  |
| 5.000%, 12/01/25 | 6235 | &nbsp;&nbsp; 6287186 |
| 5.000%, 04/01/28  | 7885 | &nbsp;&nbsp; 8386907 |
| TOTAL KENTUCKY |  | &nbsp;&nbsp; 20373173 |
| LOUISIANA — (0.4%) | LOUISIANA — (0.4%) | LOUISIANA — (0.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp; St. Tammany Parish Wide <br> School District No. 12 <br> (GO) Series A |  |  |
| 5.000%, 03/01/28  | 1175 | &nbsp;&nbsp; 1247065 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Louisiana (GO) <br> Series B |  |  |
| 5.000%, 08/01/25  | 5025 | &nbsp;&nbsp; 5025000 |
| TOTAL LOUISIANA |  | &nbsp;&nbsp; 6272065 |
| MAINE — (0.2%) | MAINE — (0.2%) | MAINE — (0.2%) |
| City of Portland (GO)  |  |  |
| 5.000%, 05/01/27  | 1015 | &nbsp;&nbsp; 1060154 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maine Turnpike Authority <br> (RB)  |  |  |
| 5.000%, 07/01/27  | 2145 | &nbsp;&nbsp; 2247174 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Maine (GO) Series <br> D |  |  |
| 5.000%, 06/01/28  | 865 | &nbsp;&nbsp; 925985 |
| TOTAL MAINE |  | &nbsp;&nbsp; 4233313 |
| MARYLAND — (5.4%) | MARYLAND — (5.4%) | MARYLAND — (5.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Baltimore (GO) <br> Series A |  |  |
| 5.000%, 10/15/26  | 800 | &nbsp;&nbsp; 822896 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Anne Arundel <br> (GO)  |  |  |
| 5.000%, 04/01/26 | 6685 | &nbsp;&nbsp; 6797495 |
| 5.000%, 10/01/32  | 1925 | &nbsp;&nbsp; 1963925 |
| 5.000%, 10/01/27 | 5005 | &nbsp;&nbsp; 5279284 |
| County of Baltimore (GO)  |  |  |
| 5.000%, 07/01/26  | 1310 | &nbsp;&nbsp; 1340463 |
| 5.000%, 08/01/26  | 3850 | &nbsp;&nbsp; 3857071 |
| County of Charles (GO)  |  |  |
| 5.000%, 10/01/25  | 390 | &nbsp;&nbsp; 391585 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Howard (GO) <br> Series A |  |  |
| 5.000%, 02/15/27  | 2435 | &nbsp;&nbsp; 2529465 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Montgomery <br> (GO) Series C |  |  |
| 5.000%, 10/01/26  | 5640 | &nbsp;&nbsp; 5808698 |
| 5.000%, 10/01/27  | 6710 | &nbsp;&nbsp; 7080638 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MARYLAND — (Continued) | MARYLAND — (Continued) | MARYLAND — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Prince George's <br> (GO) Series A |  |  |
| 5.000%, 08/01/25  | 1265 | &nbsp;&nbsp; $1265000 |
| 5.000%, 08/01/27  | 2700 | &nbsp;&nbsp; 2838099 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Wicomico (GO) <br> Series A |  |  |
| 5.000%, 12/01/25  | 1000 | &nbsp;&nbsp; 1008437 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Maryland (GO) <br> Series 2ND |  |  |
| 5.000%, 08/01/26  | 1060 | &nbsp;&nbsp; 1087396 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Maryland (GO) <br> Series A |  |  |
| 5.000%, 08/01/25  | 2695 | &nbsp;&nbsp; 2695000 |
| 5.000%, 03/15/26  | 1230 | &nbsp;&nbsp; 1250293 |
| 4.000%, 08/01/26  | 5400 | &nbsp;&nbsp; 5410213 |
| 5.000%, 03/15/28  | 8100 | &nbsp;&nbsp; 8637235 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Maryland (GO) <br> Series B |  |  |
| 5.000%, 08/01/25  | 535 | &nbsp;&nbsp; 535000 |
| 5.000%, 08/01/26  | 5640 | &nbsp;&nbsp; 5785766 |
| 5.000%, 08/01/27  | 15065 | &nbsp;&nbsp; 15829502 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Maryland <br> Department of <br> Transportation (RB)  |  |  |
| 5.000%, 10/01/29  | 9000 | &nbsp;&nbsp; 9238851 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington Suburban <br> Sanitary Commission <br> (RB)  |  |  |
| 3.000%, 06/01/26  | 2160 | &nbsp;&nbsp; 2165682 |
| TOTAL MARYLAND |  | &nbsp;&nbsp; 93617994 |
| MASSACHUSETTS — (5.3%) | MASSACHUSETTS — (5.3%) | MASSACHUSETTS — (5.3%) |
| City of Peabody (GO)  |  |  |
| 4.000%, 07/10/26  | 5000 | &nbsp;&nbsp; 5059834 |
| City of Quincy (GO)  |  |  |
| 5.000%, 07/24/26  | 4294 | &nbsp;&nbsp; 4396416 |
| City of Revere (GO)  |  |  |
| 4.000%, 07/10/26  | 1377 | &nbsp;&nbsp; 1394393 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Massachusetts (GO) <br> Series A |  |  |
| 5.000%, 07/01/27  | 6215 | &nbsp;&nbsp; 6356525 |
| 5.000%, 07/01/28  | 1000 | &nbsp;&nbsp; 1074887 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Massachusetts (GO) <br> Series B |  |  |
| 5.000%, 07/01/32  | 800 | &nbsp;&nbsp; 814123 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Massachusetts (GO) <br> Series D |  |  |
| 5.000%, 07/01/26  | 740 | &nbsp;&nbsp; 757548 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Massachusetts (GO) <br> Series E |  |  |
| 5.000%, 11/01/27  | 1030 | &nbsp;&nbsp; 1090181 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Massachusetts (GO) <br> Series I |  |  |
| 5.000%, 12/01/31  | 1520 | &nbsp;&nbsp; $1560322 |
| 5.000%, 12/01/35  | 16550 | &nbsp;&nbsp; 16836178 |
| &nbsp;&nbsp;&nbsp;&nbsp; Massachusetts <br> Development Finance <br> Agency (RB) Series A |  |  |
| 5.000%, 10/15/25  | 2390 | &nbsp;&nbsp; 2401220 |
| 4.000%, 07/15/36  | 5375 | &nbsp;&nbsp; 5270647 |
| &nbsp;&nbsp;&nbsp;&nbsp; Massachusetts School <br> Building Authority (RB) <br> Series A |  |  |
| 5.000%, 11/15/25  | 3240 | &nbsp;&nbsp; 3262516 |
| Town of Easton (GO)  |  |  |
| 4.000%, 03/05/26  | 2019 | &nbsp;&nbsp; 2034662 |
| Town of Hingham (GO)  |  |  |
| 4.000%, 02/13/26  | 8870 | &nbsp;&nbsp; 8930540 |
| Town of Lexington (GO)  |  |  |
| 4.000%, 02/15/27  | 1000 | &nbsp;&nbsp; 1025919 |
| Town of Swampscott (GO)  |  |  |
| 4.000%, 03/05/26  | 1584 | &nbsp;&nbsp; 1597140 |
| Town of Westborough (GO)  |  |  |
| 4.000%, 03/27/26  | 16500 | &nbsp;&nbsp; 16639465 |
| &nbsp;&nbsp;&nbsp;&nbsp; Town of Winchester (GO) <br> Series B |  |  |
| 4.000%, 03/26/26  | 10500 | &nbsp;&nbsp; 10595271 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> MASSACHUSETTS |  | &nbsp;&nbsp; 91097787 |
| MICHIGAN — (0.2%) | MICHIGAN — (0.2%) | MICHIGAN — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Michigan State University <br> (RB) Series A |  |  |
| 5.000%, 08/15/25  | 1545 | &nbsp;&nbsp; 1546422 |
| 5.000%, 02/15/27  | 530 | &nbsp;&nbsp; 550071 |
| 5.000%, 08/15/27  | 750 | &nbsp;&nbsp; 787234 |
| TOTAL MICHIGAN |  | &nbsp;&nbsp; 2883727 |
| MINNESOTA — (3.8%) | MINNESOTA — (3.8%) | MINNESOTA — (3.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Hennepin (GO) <br> Series A |  |  |
| 5.000%, 12/01/31 | 4435 | &nbsp;&nbsp; 4593992 |
| 5.000%, 12/01/32  | 1185 | &nbsp;&nbsp; 1219595 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Hennepin (GO) <br> Series C |  |  |
| 5.000%, 12/01/31  | 1035 | &nbsp;&nbsp; 1065629 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Council (GO) <br> Series B |  |  |
| 5.000%, 12/01/25  | 1925 | &nbsp;&nbsp; 1942277 |
| 5.000%, 03/01/27  | 4360 | &nbsp;&nbsp; 4537469 |
| &nbsp;&nbsp;&nbsp;&nbsp; St. Louis Park Independent <br> School District No. 283 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/28  | 2610 | &nbsp;&nbsp; 2761780 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Minnesota (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; State of Minnesota (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/25 | 12195 | &nbsp;&nbsp; $12195000 |
|  | 5.000%, 09/01/25  | 2130 | &nbsp;&nbsp; 2134298 |
|  | 5.000%, 08/01/27  | 14360 | &nbsp;&nbsp; 15103124 |
|  | 5.000%, 08/01/28  | 6100 | &nbsp;&nbsp; 6558045 |
|  | 5.000%, 08/01/33  | 1065 | &nbsp;&nbsp; 1084319 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Minnesota (GO) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; State of Minnesota (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/25  | 5000 | &nbsp;&nbsp; 5000000 |
|  | 5.000%, 08/01/27  | 1950 | &nbsp;&nbsp; 2050912 |
|  | 4.000%, 08/01/32  | 3715 | &nbsp;&nbsp; 3716842 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Minnesota (GO) <br> Series D | &nbsp;&nbsp;&nbsp;&nbsp; State of Minnesota (GO) <br> Series D |  |  |
|  | 5.000%, 08/01/25  | 1715 | &nbsp;&nbsp; 1715000 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of Minnesota <br> (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp; University of Minnesota <br> (RB) Series B |  |  |
|  | 5.000%, 10/01/25  | 810 | &nbsp;&nbsp; 813278 |
| TOTAL MINNESOTA | TOTAL MINNESOTA |  | &nbsp;&nbsp; 66491560 |
| MISSISSIPPI — (0.6%) | MISSISSIPPI — (0.6%) | MISSISSIPPI — (0.6%) | MISSISSIPPI — (0.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Mississippi (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; State of Mississippi (GO) <br> Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/01/33 <br> (Pre-refunded @ <br> $100, 10/1/25)<br>| 5355 | &nbsp;&nbsp; 5368389 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 11/01/33 <br> (Pre-refunded @ <br> $100, 11/1/26)<br>| 4700 | &nbsp;&nbsp; 4843546 |
| TOTAL MISSISSIPPI | TOTAL MISSISSIPPI |  | &nbsp;&nbsp; 10211935 |
| MISSOURI — (0.5%) | MISSOURI — (0.5%) | MISSOURI — (0.5%) | MISSOURI — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Kansas City (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; City of Kansas City (GO) <br> Series A |  |  |
|  | 4.000%, 02/01/27  | 1110 | &nbsp;&nbsp; 1131272 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Kansas City Water <br> Revenue (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; City of Kansas City Water <br> Revenue (RB) Series A |  |  |
|  | 5.000%, 12/01/29  | 1835 | &nbsp;&nbsp; 1890552 |
| &nbsp;&nbsp;&nbsp;&nbsp; Curators of the University <br> of Missouri (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Curators of the University <br> of Missouri (RB)  |  |  |
|  | 5.000%, 11/01/25  | 3000 | &nbsp;&nbsp; 3017652 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan St. Louis <br> Sewer District (RB) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan St. Louis <br> Sewer District (RB) <br> Series B |  |  |
|  | 5.000%, 05/01/29  | 150 | &nbsp;&nbsp; 162899 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Kansas City School <br> District No. 74 (GO) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; North Kansas City School <br> District No. 74 (GO) <br> Series B |  |  |
|  | 4.000%, 03/01/26  | 2205 | &nbsp;&nbsp; 2223429 |
| TOTAL MISSOURI | TOTAL MISSOURI |  | &nbsp;&nbsp; 8425804 |
| NEBRASKA — (0.5%) | NEBRASKA — (0.5%) | NEBRASKA — (0.5%) | NEBRASKA — (0.5%) |
| County of Sarpy (GO)  | County of Sarpy (GO)  |  |  |
|  | 5.000%, 06/01/26  | 1110 | &nbsp;&nbsp; 1133300 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| NEBRASKA — (Continued) | NEBRASKA — (Continued) | NEBRASKA — (Continued) | NEBRASKA — (Continued) |
|  | 5.000%, 06/01/27  | 2535 | &nbsp;&nbsp; $2625867 |
| &nbsp;&nbsp;&nbsp;&nbsp; Douglas County School <br> District No. 17 (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Douglas County School <br> District No. 17 (GO)  |  |  |
|  | 4.000%, 12/15/26  | 3035 | &nbsp;&nbsp; 3096239 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omaha Public Power <br> District (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Omaha Public Power <br> District (RB) Series A |  |  |
|  | 5.000%, 02/01/31  | 1000 | &nbsp;&nbsp; 1010838 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omaha School District <br> (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Omaha School District <br> (GO)  |  |  |
|  | 5.000%, 12/15/25  | 1365 | &nbsp;&nbsp; 1377235 |
| TOTAL NEBRASKA | TOTAL NEBRASKA |  | &nbsp;&nbsp; 9243479 |
| NEVADA — (1.0%) | NEVADA — (1.0%) | NEVADA — (1.0%) | NEVADA — (1.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Clark County Water <br> Reclamation District <br> (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Clark County Water <br> Reclamation District <br> (GO)  |  |  |
|  | 4.000%, 07/01/34  | 1800 | &nbsp;&nbsp; 1804826 |
| &nbsp;&nbsp;&nbsp;&nbsp; Las Vegas Valley Water <br> District (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Las Vegas Valley Water <br> District (GO) Series A |  |  |
|  | 5.000%, 06/01/27  | 11700 | &nbsp;&nbsp; 12226934 |
|  | 5.000%, 06/01/33  | 1475 | &nbsp;&nbsp; 1496737 |
|  | 5.000%, 06/01/37  | 1005 | &nbsp;&nbsp; 1014766 |
| TOTAL NEVADA | TOTAL NEVADA |  | &nbsp;&nbsp; 16543263 |
| NEW JERSEY — (4.3%) | NEW JERSEY — (4.3%) | NEW JERSEY — (4.3%) | NEW JERSEY — (4.3%) |
| City of Hoboken (GO)  | City of Hoboken (GO)  |  |  |
|  | 3.000%, 02/01/27  | 1000 | &nbsp;&nbsp; 1007053 |
| City of Summit (GO)  | City of Summit (GO)  |  |  |
|  | 4.000%, 07/16/26  | 1790 | &nbsp;&nbsp; 1813946 |
| County of Hudson (GO)  | County of Hudson (GO)  |  |  |
|  | 4.000%, 02/26/26  | 10000 | &nbsp;&nbsp; 10074783 |
| County of Mercer (GO)  | County of Mercer (GO)  |  |  |
|  | 4.000%, 02/01/27  | 3430 | &nbsp;&nbsp; 3513553 |
|  | 4.000%, 02/01/28  | 3290 | &nbsp;&nbsp; 3416750 |
| &nbsp;&nbsp;&nbsp;&nbsp; Monmouth County <br> Improvement Authority <br> (RN)  | &nbsp;&nbsp;&nbsp;&nbsp; Monmouth County <br> Improvement Authority <br> (RN)  |  |  |
|  | 4.000%, 03/13/26  | 13500 | &nbsp;&nbsp; 13603725 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Jersey Economic <br> Development Authority <br> (RB) Series BBB | &nbsp;&nbsp;&nbsp;&nbsp; New Jersey Economic <br> Development Authority <br> (RB) Series BBB |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 06/15/30 <br> (Pre-refunded @ <br> $100, 12/15/26)<br>| 6075 | &nbsp;&nbsp; 6315274 |
| Princeton (GO)  | Princeton (GO)  |  |  |
|  | 4.000%, 02/19/26  | 13000 | &nbsp;&nbsp; 13095233 |
| &nbsp;&nbsp;&nbsp;&nbsp; Township of Livingston <br> (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Township of Livingston <br> (GO)  |  |  |
|  | 4.000%, 12/05/25  | 4000 | &nbsp;&nbsp; 4016724 |
| &nbsp;&nbsp;&nbsp;&nbsp; Township of <br> Parsippany-Troy Hills <br> (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Township of <br> Parsippany-Troy Hills <br> (GO)  |  |  |
|  | 4.000%, 10/29/25  | 9000 | &nbsp;&nbsp; 9026052 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW JERSEY — (Continued) | NEW JERSEY — (Continued) | NEW JERSEY — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Township of Toms River <br> (GO)  |  |  |
| 4.000%, 06/01/27  | 865 | &nbsp;&nbsp; $889286 |
| 4.000%, 06/01/28  | 1255 | &nbsp;&nbsp; 1307604 |
| &nbsp;&nbsp;&nbsp;&nbsp; Township of Woodbridge <br> (GO)  |  |  |
| 4.000%, 03/13/26  | 6640 | &nbsp;&nbsp; 6693090 |
| TOTAL NEW JERSEY |  | &nbsp;&nbsp; 74773073 |
| NEW MEXICO — (1.0%) | NEW MEXICO — (1.0%) | NEW MEXICO — (1.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Central New Mexico <br> Community College <br> (GO)  |  |  |
| 5.000%, 08/15/28  | 3370 | &nbsp;&nbsp; 3616632 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Albuquerque (GO) <br> Series A |  |  |
| 5.000%, 07/01/27  | 730 | &nbsp;&nbsp; 764397 |
| State of New Mexico (GO)  |  |  |
| 5.000%, 03/01/27  | 7000 | &nbsp;&nbsp; 7284928 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of New Mexico <br> Severance Tax <br> Permanent Fund (RB) <br> Series D |  |  |
| 5.000%, 07/01/26  | 5580 | &nbsp;&nbsp; 5710782 |
| TOTAL NEW MEXICO |  | &nbsp;&nbsp; 17376739 |
| NEW YORK — (9.5%) | NEW YORK — (9.5%) | NEW YORK — (9.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series A-1 |  |  |
| 5.000%, 09/01/27  | 1560 | &nbsp;&nbsp; 1641043 |
| 5.000%, 08/01/38  | 1885 | &nbsp;&nbsp; 1901835 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series A-4 |  |  |
| 2.750%, 09/01/49  | 5825 | &nbsp;&nbsp; 5825000 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series B-1 |  |  |
| 5.000%, 10/01/35  | 2600 | &nbsp;&nbsp; 2682069 |
| 5.000%, 12/01/38  | 1610 | &nbsp;&nbsp; 1628349 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series B-5 |  |  |
| 2.800%, 10/01/46  | 1025 | &nbsp;&nbsp; 1025000 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series C |  |  |
| 5.000%, 08/01/25  | 3095 | &nbsp;&nbsp; 3095000 |
| 5.000%, 08/01/26 | 4535 | &nbsp;&nbsp; 4651299 |
| 5.000%, 08/01/27  | 615 | &nbsp;&nbsp; 646456 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series E |  |  |
| 5.000%, 08/01/26  | 4035 | &nbsp;&nbsp; 4138477 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series F |  |  |
| 5.000%, 09/01/27  | 2920 | &nbsp;&nbsp; 3071696 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series F-1 |  |  |
| 5.000%, 06/01/34  | 5 | &nbsp;&nbsp; 5008 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series F-5 | &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series F-5 |  |  |
|  | 2.800%, 06/01/44  | 10345 | &nbsp;&nbsp; $10345000 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series H | &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series H |  |  |
|  | 5.000%, 01/01/27  | 1525 | &nbsp;&nbsp; 1580056 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Rochester (GO) <br> Series I | &nbsp;&nbsp;&nbsp;&nbsp; City of Rochester (GO) <br> Series I |  |  |
|  | 4.000%, 02/26/26  | 4920 | &nbsp;&nbsp; 4957068 |
| &nbsp;&nbsp;&nbsp;&nbsp; Corning City School District <br> (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Corning City School District <br> (GO) Series A |  |  |
|  | 4.000%, 06/18/26  | 3820 | &nbsp;&nbsp; 3869848 |
| &nbsp;&nbsp;&nbsp;&nbsp; Empire State Development <br> Corp. (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Empire State Development <br> Corp. (RB) Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 03/15/26 <br> (Pre-refunded @ <br> $100, 3/15/26)<br>| 1365 | &nbsp;&nbsp; 1386789 |
|  | 5.000%, 03/15/26  | 5645 | &nbsp;&nbsp; 5736869 |
|  | 5.000%, 03/15/32  | 2145 | &nbsp;&nbsp; 2211625 |
|  | 5.000%, 03/15/38  | 3675 | &nbsp;&nbsp; 3682009 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Transportation <br> Authority Dedicated Tax <br> Fund (ST) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Transportation <br> Authority Dedicated Tax <br> Fund (ST) Series A |  |  |
|  | 5.000%, 11/15/25  | 320 | &nbsp;&nbsp; 322333 |
|  | 5.000%, 11/15/26  | 255 | &nbsp;&nbsp; 263234 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series A |  |  |
|  | 5.000%, 03/15/26  | 1010 | &nbsp;&nbsp; 1026122 |
|  | 5.000%, 02/15/31  | 865 | &nbsp;&nbsp; 894100 |
|  | 5.000%, 03/15/32  | 7495 | &nbsp;&nbsp; 7922253 |
|  | 5.000%, 02/15/33  | 4970 | &nbsp;&nbsp; 5064301 |
|  | 5.000%, 03/15/35 | 5660 | &nbsp;&nbsp; 5756028 |
|  | 5.000%, 03/15/36  | 4395 | &nbsp;&nbsp; 4469898 |
|  | 5.000%, 02/15/37  | 2895 | &nbsp;&nbsp; 2953733 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series B |  |  |
|  | 5.000%, 02/15/32  | 1500 | &nbsp;&nbsp; 1561350 |
|  | 5.000%, 02/15/37  | 1790 | &nbsp;&nbsp; 1838158 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series C | &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series C |  |  |
|  | 5.000%, 03/15/27  | 9010 | &nbsp;&nbsp; 9398554 |
|  | 5.000%, 03/15/38  | 4000 | &nbsp;&nbsp; 4094733 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series E | &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series E |  |  |
|  | 5.000%, 03/15/27  | 7000 | &nbsp;&nbsp; 7301873 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Thruway <br> Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; New York State Thruway <br> Authority (RB) Series A |  |  |
|  | 5.000%, 03/15/27  | 7970 | &nbsp;&nbsp; 8299811 |
| &nbsp;&nbsp;&nbsp;&nbsp; Port Authority of New York <br> & New Jersey (RB) <br> Series 194 | &nbsp;&nbsp;&nbsp;&nbsp; Port Authority of New York <br> & New Jersey (RB) <br> Series 194 |  |  |
|  | 5.000%, 10/15/33  | 1845 | &nbsp;&nbsp; 1849881 |
|  | 5.000%, 10/15/35  | 5090 | &nbsp;&nbsp; 5103043 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Port Authority of New York <br> & New Jersey (RB) <br> Series 248 | &nbsp;&nbsp;&nbsp;&nbsp; Port Authority of New York <br> & New Jersey (RB) <br> Series 248 |  |  |
|  | 5.000%, 01/15/28  | 1000 | &nbsp;&nbsp; $1063572 |
| Town of Amherst (GO)  | Town of Amherst (GO)  |  |  |
|  | 4.000%, 10/30/25  | 6710 | &nbsp;&nbsp; 6730494 |
| &nbsp;&nbsp;&nbsp;&nbsp; Town of East Hampton <br> (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Town of East Hampton <br> (GO) Series A |  |  |
|  | 4.000%, 08/15/25  | 5025 | &nbsp;&nbsp; 5027541 |
| &nbsp;&nbsp;&nbsp;&nbsp; Town of North Hempstead <br> (GO) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Town of North Hempstead <br> (GO) Series B |  |  |
|  | 4.000%, 09/19/25  | 13000 | &nbsp;&nbsp; 13024285 |
| &nbsp;&nbsp;&nbsp;&nbsp; Triborough Bridge & Tunnel <br> Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Triborough Bridge & Tunnel <br> Authority (RB) Series A |  |  |
|  | 5.000%, 11/15/36  | 1160 | &nbsp;&nbsp; 1171197 |
| &nbsp;&nbsp;&nbsp;&nbsp; Triborough Bridge & Tunnel <br> Authority (RB) Series <br> A-2 | &nbsp;&nbsp;&nbsp;&nbsp; Triborough Bridge & Tunnel <br> Authority (RB) Series <br> A-2 |  |  |
|  | 5.000%, 11/15/25  | 775 | &nbsp;&nbsp; 780694 |
| &nbsp;&nbsp;&nbsp;&nbsp; Triborough Bridge & Tunnel <br> Authority (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Triborough Bridge & Tunnel <br> Authority (RB) Series B |  |  |
|  | 5.000%, 11/15/29  | 2530 | &nbsp;&nbsp; 2638341 |
|  | 5.000%, 11/15/30  | 1425 | &nbsp;&nbsp; 1482644 |
| TOTAL NEW YORK | TOTAL NEW YORK |  | &nbsp;&nbsp; 164118669 |
| NORTH CAROLINA — (1.3%) | NORTH CAROLINA — (1.3%) | NORTH CAROLINA — (1.3%) | NORTH CAROLINA — (1.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cape Fear Public Utility <br> Authority (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Cape Fear Public Utility <br> Authority (RB)  |  |  |
|  | 5.000%, 04/01/27  | 275 | &nbsp;&nbsp; 286096 |
|  | 5.000%, 04/01/28  | 300 | &nbsp;&nbsp; 319807 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Charlotte Water & <br> Sewer System Revenue <br> (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Charlotte Water & <br> Sewer System Revenue <br> (RB)  |  |  |
|  | 5.000%, 07/01/27 | 17015 | &nbsp;&nbsp; 17848363 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Cabarrus (RB) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; County of Cabarrus (RB) <br> Series B |  |  |
|  | 5.000%, 08/01/25  | 970 | &nbsp;&nbsp; 970000 |
| County of Gaston (GO)  | County of Gaston (GO)  |  |  |
|  | 5.000%, 02/01/26  | 2500 | &nbsp;&nbsp; 2531291 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Carolina Capital <br> Facilities Finance <br> Agency (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp; North Carolina Capital <br> Facilities Finance <br> Agency (RB) Series B |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 10/01/55 <br> (Pre-refunded @ <br> $100, 10/1/25)<br>| 575 | &nbsp;&nbsp; 577238 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL NORTH <br> CAROLINA | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL NORTH <br> CAROLINA |  | &nbsp;&nbsp; 22532795 |
| OHIO — (2.9%) | OHIO — (2.9%) | OHIO — (2.9%) | OHIO — (2.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Cincinnati (GO) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; City of Cincinnati (GO) <br> Series B |  |  |
|  | 5.000%, 12/01/25  | 1995 | &nbsp;&nbsp; 2011430 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| OHIO — (Continued) | OHIO — (Continued) | OHIO — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Columbus (GO) <br> Series 2017-1 |  |  |
| 4.000%, 04/01/27  | 4360 | &nbsp;&nbsp; $4474581 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Columbus (GO) <br> Series A |  |  |
| 4.000%, 08/15/25  | 3775 | &nbsp;&nbsp; 3776936 |
| 5.000%, 08/15/25  | 1405 | &nbsp;&nbsp; 1406260 |
| 5.000%, 04/01/27  | 2080 | &nbsp;&nbsp; 2168440 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ohio Higher Educational <br> Facility Commission <br> (RB)  |  |  |
| 2.750%, 01/01/43  | 7475 | &nbsp;&nbsp; 7475000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ohio State University (RB) <br> Series A |  |  |
| 5.000%, 12/01/25  | 1120 | &nbsp;&nbsp; 1128885 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Ohio (GO) Series <br> A |  |  |
| 5.000%, 09/15/25  | 2570 | &nbsp;&nbsp; 2577696 |
| 5.000%, 09/01/28  | 2520 | &nbsp;&nbsp; 2712272 |
| 5.000%, 02/01/32  | 1920 | &nbsp;&nbsp; 1939504 |
| 5.000%, 05/01/32  | 1080 | &nbsp;&nbsp; 1117003 |
| 5.000%, 02/01/33  | 1840 | &nbsp;&nbsp; 1857410 |
| 5.000%, 05/01/35  | 2630 | &nbsp;&nbsp; 2700183 |
| 5.000%, 02/01/36  | 2690 | &nbsp;&nbsp; 2709589 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Ohio (GO) Series <br> B |  |  |
| 5.000%, 08/01/25  | 2105 | &nbsp;&nbsp; 2105000 |
| 5.000%, 09/01/27  | 1115 | &nbsp;&nbsp; 1173595 |
| 5.000%, 09/15/27  | 3985 | &nbsp;&nbsp; 4198146 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Ohio (GO) Series <br> V |  |  |
| 5.000%, 05/01/34  | 2000 | &nbsp;&nbsp; 2094609 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Ohio (GO) Series <br> X |  |  |
| 5.000%, 05/01/29  | 665 | &nbsp;&nbsp; 724645 |
| &nbsp;&nbsp;&nbsp;&nbsp; Upper Arlington City <br> School District (GO) <br> Series A |  |  |
| 5.000%, 12/01/26  | 1585 | &nbsp;&nbsp; 1636695 |
| TOTAL OHIO |  | &nbsp;&nbsp; 49987879 |
| OKLAHOMA — (0.2%) | OKLAHOMA — (0.2%) | OKLAHOMA — (0.2%) |
| City of Bixby (GO) Series A |  |  |
| 4.000%, 06/01/26  | 790 | &nbsp;&nbsp; 798932 |
| 4.000%, 06/01/28  | 1790 | &nbsp;&nbsp; 1857059 |
| TOTAL OKLAHOMA |  | &nbsp;&nbsp; 2655991 |
| OREGON — (1.1%) | OREGON — (1.1%) | OREGON — (1.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Portland Water <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 04/01/27  | 780 | &nbsp;&nbsp; 812816 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Clackamas Community <br> College District (GO) <br> (SCH BD GTY)  | &nbsp;&nbsp;&nbsp;&nbsp; Clackamas Community <br> College District (GO) <br> (SCH BD GTY)  |  |  |
|  | 5.000%, 06/15/28  | 500 | &nbsp;&nbsp; $535424 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Washington <br> (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; County of Washington <br> (GO)  |  |  |
|  | 5.000%, 06/01/27  | 4110 | &nbsp;&nbsp; 4298120 |
|  | 5.000%, 06/01/28  | 3755 | &nbsp;&nbsp; 4022939 |
| &nbsp;&nbsp;&nbsp;&nbsp; Deschutes County <br> Administrative School <br> District No. 1 Bend-La <br> Pine (GO) (SCH BD <br> GTY)  | &nbsp;&nbsp;&nbsp;&nbsp; Deschutes County <br> Administrative School <br> District No. 1 Bend-La <br> Pine (GO) (SCH BD <br> GTY)  |  |  |
|  | 5.000%, 06/15/27  | 970 | &nbsp;&nbsp; 1014448 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lane & Douglas Counties <br> School District No. 28J <br> Fern Ridge (GO) (SCH <br> BD GTY) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Lane & Douglas Counties <br> School District No. 28J <br> Fern Ridge (GO) (SCH <br> BD GTY) Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 06/15/33 <br> (Pre-refunded @ <br> $100, 6/15/26)<br>| 2205 | &nbsp;&nbsp; 2252644 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 06/15/36 <br> (Pre-refunded @ <br> $100, 6/15/26)<br>| 1065 | &nbsp;&nbsp; 1088011 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portland Community <br> College District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Portland Community <br> College District (GO)  |  |  |
|  | 5.000%, 06/15/27  | 1375 | &nbsp;&nbsp; 1398828 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon (GO) <br> Series A |  |  |
|  | 5.000%, 05/01/27  | 695 | &nbsp;&nbsp; 725430 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon (GO) <br> Series F | &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon (GO) <br> Series F |  |  |
|  | 5.000%, 05/01/29  | 1075 | &nbsp;&nbsp; 1093037 |
| &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  | 1930 | &nbsp;&nbsp; 1992822 |
| TOTAL OREGON | TOTAL OREGON |  | &nbsp;&nbsp; 19234519 |
| PENNSYLVANIA — (0.7%) | PENNSYLVANIA — (0.7%) | PENNSYLVANIA — (0.7%) | PENNSYLVANIA — (0.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Chester (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; County of Chester (GO) <br> Series A |  |  |
|  | 4.000%, 07/15/28  | 5330 | &nbsp;&nbsp; 5405498 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Montgomery <br> (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; County of Montgomery <br> (GO)  |  |  |
|  | 5.000%, 07/01/28  | 5925 | &nbsp;&nbsp; 6354436 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pennsylvania Turnpike <br> Commission (RB) Series <br> A-1 | &nbsp;&nbsp;&nbsp;&nbsp; Pennsylvania Turnpike <br> Commission (RB) Series <br> A-1 |  |  |
|  | 5.000%, 12/01/31  | 685 | &nbsp;&nbsp; 696323 |
| TOTAL PENNSYLVANIA | TOTAL PENNSYLVANIA |  | &nbsp;&nbsp; 12456257 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| RHODE ISLAND — (0.2%) | RHODE ISLAND — (0.2%) | RHODE ISLAND — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Rhode Island (GO) <br> Series A |  |  |
| 5.000%, 04/01/27  | 1145 | &nbsp;&nbsp; $1191964 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Rhode Island (GO) <br> Series C |  |  |
| 5.000%, 08/01/27  | 2425 | &nbsp;&nbsp; 2544177 |
| TOTAL RHODE ISLAND |  | &nbsp;&nbsp; 3736141 |
| SOUTH CAROLINA — (1.0%) | SOUTH CAROLINA — (1.0%) | SOUTH CAROLINA — (1.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aiken County Consolidated <br> School District (GO)  |  |  |
| 5.000%, 04/01/26  | 3520 | &nbsp;&nbsp; 3575943 |
| 5.000%, 04/01/27  | 2800 | &nbsp;&nbsp; 2916715 |
| &nbsp;&nbsp;&nbsp;&nbsp; Beaufort County School <br> District (GO) Series A |  |  |
| 5.000%, 03/02/26  | 4000 | &nbsp;&nbsp; 4057178 |
| &nbsp;&nbsp;&nbsp;&nbsp; Beaufort County School <br> District (GO) Series B |  |  |
| 5.000%, 03/01/28  | 3000 | &nbsp;&nbsp; 3192212 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charleston County School <br> District (GO) Series A |  |  |
| 5.000%, 02/01/27  | 1670 | &nbsp;&nbsp; 1733148 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Beaufort (GO) <br> (ST AID WITHHLDG)  |  |  |
| 5.000%, 03/01/26  | 1475 | &nbsp;&nbsp; 1496497 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SOUTH <br> CAROLINA |  | &nbsp;&nbsp; 16971693 |
| TENNESSEE — (2.1%) | TENNESSEE — (2.1%) | TENNESSEE — (2.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Knoxville Electric <br> System Revenue (RB) <br> Series NN |  |  |
| 5.000%, 07/01/27  | 885 | &nbsp;&nbsp; 926307 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Memphis (GO) <br> Series A |  |  |
| 5.000%, 10/01/25  | 915 | &nbsp;&nbsp; 918672 |
| 5.000%, 04/01/26  | 1310 | &nbsp;&nbsp; 1331695 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Pigeon Forge (GO) <br> Series B |  |  |
| 5.000%, 06/01/27  | 1805 | &nbsp;&nbsp; 1884531 |
| City of Sevierville (GO)  |  |  |
| 5.000%, 06/01/29  | 3135 | &nbsp;&nbsp; 3415669 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Knox (GO) <br> Series C |  |  |
| 5.000%, 06/01/26  | 125 | &nbsp;&nbsp; 127634 |
| County of Rutherford (GO)  |  |  |
| 5.000%, 04/01/26  | 3570 | &nbsp;&nbsp; 3629598 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Rutherford (GO) <br> Series A |  |  |
| 5.000%, 04/01/26  | 2115 | &nbsp;&nbsp; 2150308 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Rutherford (GO) <br> Series B |  |  |
| 5.000%, 04/01/27  | 1735 | &nbsp;&nbsp; 1806164 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TENNESSEE — (Continued) | TENNESSEE — (Continued) | TENNESSEE — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Washington <br> (GO) Series A |  |  |
| 4.000%, 06/01/26  | 1805 | &nbsp;&nbsp; $1826156 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Government <br> of Nashville & Davidson <br> County (GO)  |  |  |
| 5.000%, 01/01/26  | 5390 | &nbsp;&nbsp; 5445624 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Government <br> of Nashville & Davidson <br> County (GO) Series A |  |  |
| 4.000%, 01/01/26  | 4000 | &nbsp;&nbsp; 4024818 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Government <br> of Nashville & Davidson <br> County Water & Sewer <br> Revenue (RB)  |  |  |
| 5.000%, 07/01/27  | 390 | &nbsp;&nbsp; 408727 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Tennessee (GO) <br> Series A |  |  |
| 5.000%, 08/01/27  | 2510 | &nbsp;&nbsp; 2514595 |
| 5.000%, 09/01/27  | 1900 | &nbsp;&nbsp; 2001531 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Tennessee (GO) <br> Series B |  |  |
| 5.000%, 08/01/30  | 3440 | &nbsp;&nbsp; 3516102 |
| TOTAL TENNESSEE |  | &nbsp;&nbsp; 35928131 |
| TEXAS — (18.8%) | TEXAS — (18.8%) | TEXAS — (18.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alvin Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/27  | 775 | &nbsp;&nbsp; 802720 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arlington Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1000 | &nbsp;&nbsp; 1014711 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austin Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/01/25  | 535 | &nbsp;&nbsp; 535000 |
| 5.000%, 08/01/26  | 2400 | &nbsp;&nbsp; 2461144 |
| &nbsp;&nbsp;&nbsp;&nbsp; Birdville Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/27  | 1395 | &nbsp;&nbsp; 1449402 |
| &nbsp;&nbsp;&nbsp;&nbsp; Board of Regents of the <br> University of Texas <br> System (RB) Series A |  |  |
| 5.000%, 08/15/25  | 2340 | &nbsp;&nbsp; 2342154 |
| 5.000%, 08/15/26  | 9870 | &nbsp;&nbsp; 10125723 |
| &nbsp;&nbsp;&nbsp;&nbsp; Board of Regents of the <br> University of Texas <br> System (RB) Series B |  |  |
| 5.000%, 08/15/27  | 470 | &nbsp;&nbsp; 493429 |
| &nbsp;&nbsp;&nbsp;&nbsp; Board of Regents of the <br> University of Texas <br> System (RB) Series J |  |  |
| 5.000%, 08/15/25  | 13090 | &nbsp;&nbsp; 13102049 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| City of Anna (GO)  |  |  |
| 4.000%, 02/15/28  | 1350 | &nbsp;&nbsp; $1389930 |
| City of Arlington (GO)  |  |  |
| 5.000%, 08/15/25  | 1175 | &nbsp;&nbsp; 1176055 |
| City of Austin (GO)  |  |  |
| 5.000%, 09/01/25 | 5845 | &nbsp;&nbsp; 5856511 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Austin Electric Utility <br> Revenue (RB)  |  |  |
| 5.000%, 11/15/32  | 530 | &nbsp;&nbsp; 541150 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Austin Electric Utility <br> Revenue (RB) Series A |  |  |
| 5.000%, 11/15/25  | 1285 | &nbsp;&nbsp; 1293778 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Austin Water & <br> Wastewater System <br> Revenue (RB)  |  |  |
| 5.000%, 11/15/27  | 1220 | &nbsp;&nbsp; 1287640 |
| 5.000%, 11/15/31  | 940 | &nbsp;&nbsp; 962481 |
| City of Carrollton (GO)  |  |  |
| 5.000%, 08/15/25  | 1390 | &nbsp;&nbsp; 1391243 |
| 5.000%, 08/15/26  | 1420 | &nbsp;&nbsp; 1455805 |
| City of Cedar Park (GO)  |  |  |
| 5.000%, 02/15/26  | 680 | &nbsp;&nbsp; 688719 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of College Station <br> (GO)  |  |  |
| 5.000%, 02/15/28  | 530 | &nbsp;&nbsp; 561522 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Corpus Christi (GO) <br> Series A |  |  |
| 5.000%, 03/01/26  | 1960 | &nbsp;&nbsp; 1988832 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Dallas (GO) Series <br> A |  |  |
| 5.000%, 08/15/25  | 3425 | &nbsp;&nbsp; 3427993 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB)  |  |  |
| 5.000%, 10/01/26  | 1275 | &nbsp;&nbsp; 1312886 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB) Series A |  |  |
| 5.000%, 10/01/28  | 1350 | &nbsp;&nbsp; 1354658 |
| City of Denton (GO)  |  |  |
| 5.000%, 02/15/28  | 2095 | &nbsp;&nbsp; 2219072 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of El Paso Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 03/01/26 | 930 | &nbsp;&nbsp; 942594 |
| 5.000%, 03/01/27 | 650 | &nbsp;&nbsp; 674328 |
| City of Fort Worth (GO)  |  |  |
| 5.000%, 03/01/27 | 5270 | &nbsp;&nbsp; 5452273 |
| 5.000%, 03/01/28  | 5015 | &nbsp;&nbsp; 5320772 |
| City of Frisco (GO)  |  |  |
| 5.000%, 02/15/26  | 1500 | &nbsp;&nbsp; 1520284 |
| City of Georgetown (GO)  |  |  |
| 5.000%, 08/15/25  | 2050 | &nbsp;&nbsp; 2051873 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Houston (GO) <br> Series A |  |  |
| 5.000%, 03/01/27  | 5670 | &nbsp;&nbsp; 5899280 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| City of Irving (GO)  |  |  |
| 5.000%, 09/15/27 | 5075 | &nbsp;&nbsp; $5337820 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Leander (GO) <br> Series A |  |  |
| 5.000%, 08/15/25  | 1355 | &nbsp;&nbsp; 1356233 |
| City of Lewisville (GO)  |  |  |
| 5.000%, 02/15/27  | 800 | &nbsp;&nbsp; 829474 |
| 5.000%, 02/15/28  | 745 | &nbsp;&nbsp; 788367 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Lewisville <br> Waterworks & Sewer <br> System Revenue (RB)  |  |  |
| 4.000%, 02/15/27  | 1120 | &nbsp;&nbsp; 1144468 |
| City of McKinney (GO)  |  |  |
| 5.000%, 08/15/25  | 3305 | &nbsp;&nbsp; 3308033 |
| City of Pflugerville (GO)  |  |  |
| 5.000%, 08/01/26 | 1190 | &nbsp;&nbsp; 1217582 |
| City of Plano (GO)  |  |  |
| 5.000%, 09/01/27  | 1535 | &nbsp;&nbsp; 1612466 |
| 5.000%, 09/01/28  | 2680 | &nbsp;&nbsp; 2876216 |
| City of Richardson (GO)  |  |  |
| 5.000%, 02/15/27  | 1750 | &nbsp;&nbsp; 1818786 |
| 5.000%, 02/15/28  | 2000 | &nbsp;&nbsp; 2116423 |
| City of San Angelo (GO)  |  |  |
| 3.000%, 02/15/28  | 1165 | &nbsp;&nbsp; 1173089 |
| City of San Antonio (GO)  |  |  |
| 5.000%, 02/01/26  | 3175 | &nbsp;&nbsp; 3214632 |
| 5.000%, 02/01/27  | 1005 | &nbsp;&nbsp; 1042146 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB)  |  |  |
| 5.000%, 02/01/26  | 3355 | &nbsp;&nbsp; 3398389 |
| 4.000%, 02/01/27  | 1885 | &nbsp;&nbsp; 1928203 |
| 4.000%, 02/01/28  | 1450 | &nbsp;&nbsp; 1466980 |
| 4.000%, 02/01/36  | 2775 | &nbsp;&nbsp; 2759591 |
| City of Temple (GO)  |  |  |
| 5.000%, 08/01/27  | 575 | &nbsp;&nbsp; 602147 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Temple (GO) Series <br> A |  |  |
| 5.000%, 08/01/28  | 185 | &nbsp;&nbsp; 197611 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Temple (GO) Series <br> B |  |  |
| 5.000%, 08/01/27  | 205 | &nbsp;&nbsp; 214678 |
| 5.000%, 08/01/28  | 165 | &nbsp;&nbsp; 176247 |
| &nbsp;&nbsp;&nbsp;&nbsp; Conroe Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/32  | 1025 | &nbsp;&nbsp; 1036172 |
| &nbsp;&nbsp;&nbsp;&nbsp; Conroe Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 02/15/26  | 8710 | &nbsp;&nbsp; 8827783 |
| 5.000%, 02/15/29  | 895 | &nbsp;&nbsp; 969748 |
| &nbsp;&nbsp;&nbsp;&nbsp; Corpus Christi Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/28  | 1515 | &nbsp;&nbsp; 1623170 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| County of Collin (GO)  | County of Collin (GO)  |  |  |
|  | 5.000%, 02/15/27  | 1000 | &nbsp;&nbsp; $1037435 |
|  | 5.000%, 02/15/28  | 1000 | &nbsp;&nbsp; 1060929 |
| County of Denton (GO)  | County of Denton (GO)  |  |  |
|  | 5.000%, 07/15/27  | 215 | &nbsp;&nbsp; 225298 |
|  | 5.000%, 07/15/28  | 500 | &nbsp;&nbsp; 534779 |
| County of Harris (GO)  | County of Harris (GO)  |  |  |
|  | 5.000%, 10/01/25  | 810 | &nbsp;&nbsp; 813351 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Harris (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; County of Harris (GO) <br> Series A |  |  |
|  | 5.000%, 09/15/25  | 485 | &nbsp;&nbsp; 486472 |
|  | 5.000%, 10/01/25  | 1495 | &nbsp;&nbsp; 1501185 |
|  | 5.000%, 10/01/30  | 2330 | &nbsp;&nbsp; 2337015 |
| County of Tarrant (GO)  | County of Tarrant (GO)  |  |  |
|  | 5.000%, 07/15/28  | 610 | &nbsp;&nbsp; 653691 |
|  | 5.000%, 07/15/29  | 365 | &nbsp;&nbsp; 398444 |
| County of Travis (GO)  | County of Travis (GO)  |  |  |
|  | 5.000%, 03/01/28  | 16330 | &nbsp;&nbsp; 17346729 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Travis (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; County of Travis (GO) <br> Series A |  |  |
|  | 5.000%, 03/01/26  | 1500 | &nbsp;&nbsp; 1522153 |
| County of Williamson (GO)  | County of Williamson (GO)  |  |  |
|  | 5.000%, 02/15/27 | 8855 | &nbsp;&nbsp; 9198964 |
|  | 4.000%, 02/15/36  | 2915 | &nbsp;&nbsp; 2885944 |
| &nbsp;&nbsp;&nbsp;&nbsp; Crowley Independent <br> School District (GO) <br> (PSF-GTD) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Crowley Independent <br> School District (GO) <br> (PSF-GTD) Series B |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/01/36 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 1040 | &nbsp;&nbsp; 1040000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dallas Area Rapid Transit <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Dallas Area Rapid Transit <br> (RB) Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 12/01/46 <br> (Pre-refunded @ <br> $100, 12/1/25)<br>| 2880 | &nbsp;&nbsp; 2902739 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dripping Springs <br> Independent School <br> District (GO) (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Dripping Springs <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/27  | 580 | &nbsp;&nbsp; 602887 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eagle Mountain & Saginaw <br> Independent School <br> District (GO) (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Mountain & Saginaw <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/25  | 1135 | &nbsp;&nbsp; 1136024 |
| &nbsp;&nbsp;&nbsp;&nbsp; El Paso Independent <br> School District (GO) <br> (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; El Paso Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/25  | 1295 | &nbsp;&nbsp; 1296168 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fort Bend Independent <br> School District (GO) <br> (PSF-GTD) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Fort Bend Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
|  | 5.000%, 08/15/27 | 1850 | &nbsp;&nbsp; 1942718 |
|  | 5.000%, 08/15/28  | 1000 | &nbsp;&nbsp; 1073219 |
| &nbsp;&nbsp;&nbsp;&nbsp; Frisco Independent School <br> District (GO) (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Frisco Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/27  | 1020 | &nbsp;&nbsp; 1059149 |
|  | 4.000%, 02/15/28  | 2045 | &nbsp;&nbsp; 2114696 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Frisco Independent School <br> District (GO) (PSF-GTD) <br> Series B |  |  |
| 5.000%, 02/15/28  | 1565 | &nbsp;&nbsp; $1662889 |
| &nbsp;&nbsp;&nbsp;&nbsp; Frisco Independent School <br> District (GO) Series A |  |  |
| 5.000%, 02/15/28  | 1075 | &nbsp;&nbsp; 1139482 |
| &nbsp;&nbsp;&nbsp;&nbsp; Galveston Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/01/26  | 375 | &nbsp;&nbsp; 379512 |
| 5.000%, 02/01/27  | 265 | &nbsp;&nbsp; 274755 |
| &nbsp;&nbsp;&nbsp;&nbsp; Garland Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 02/15/26  | 2010 | &nbsp;&nbsp; 2013812 |
| &nbsp;&nbsp;&nbsp;&nbsp; Goose Creek Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/27  | 3015 | &nbsp;&nbsp; 3134904 |
| &nbsp;&nbsp;&nbsp;&nbsp; Goose Creek Consolidated <br> Independent School <br> District (GO) (PSF-GTD) <br> Series A |  |  |
| 5.000%, 02/15/28  | 2000 | &nbsp;&nbsp; 2025016 |
| &nbsp;&nbsp;&nbsp;&nbsp; Harris County Flood <br> Control District (GO) <br> Series A |  |  |
| 5.000%, 10/01/25  | 535 | &nbsp;&nbsp; 536996 |
| &nbsp;&nbsp;&nbsp;&nbsp; Houston Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1155 | &nbsp;&nbsp; 1170806 |
| 5.000%, 02/15/27  | 1310 | &nbsp;&nbsp; 1359473 |
| &nbsp;&nbsp;&nbsp;&nbsp; Houston Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 02/15/26  | 1915 | &nbsp;&nbsp; 1941206 |
| &nbsp;&nbsp;&nbsp;&nbsp; Houston Independent <br> School District (GO) <br> (PSF-GTD) Series B |  |  |
| 5.000%, 02/15/27  | 1780 | &nbsp;&nbsp; 1847223 |
| 5.000%, 02/15/28  | 1000 | &nbsp;&nbsp; 1061787 |
| &nbsp;&nbsp;&nbsp;&nbsp; Humble Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/27  | 4000 | &nbsp;&nbsp; 4154143 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hutto Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/01/28  | 150 | &nbsp;&nbsp; 160544 |
| &nbsp;&nbsp;&nbsp;&nbsp; Katy Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/29  | 375 | &nbsp;&nbsp; 406717 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Klein Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/01/36  | 1925 | &nbsp;&nbsp; $1950991 |
| &nbsp;&nbsp;&nbsp;&nbsp; Leander Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 08/15/27  | 770 | &nbsp;&nbsp; 807179 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lewisville Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/27  | 600 | &nbsp;&nbsp; 629704 |
| &nbsp;&nbsp;&nbsp;&nbsp; Little Elm Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 2255 | &nbsp;&nbsp; 2313500 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lone Star College System <br> (GO) Series A |  |  |
| 5.000%, 02/15/26  | 7515 | &nbsp;&nbsp; 7616494 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mansfield Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 02/15/39  | 2880 | &nbsp;&nbsp; 2913311 |
| &nbsp;&nbsp;&nbsp;&nbsp; Midland Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 8575 | &nbsp;&nbsp; 8693271 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Caney Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 2600 | &nbsp;&nbsp; 2633757 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Texas Municipal <br> Water District Water <br> System Revenue (RB)  |  |  |
| 5.000%, 09/01/27  | 1025 | &nbsp;&nbsp; 1077369 |
| 5.000%, 09/01/31  | 2300 | &nbsp;&nbsp; 2349131 |
| 5.000%, 09/01/35  | 3385 | &nbsp;&nbsp; 3391250 |
| &nbsp;&nbsp;&nbsp;&nbsp; Permanent University Fund <br> - Texas A&M University <br> System (RB) Series A |  |  |
| 5.000%, 07/01/26  | 15725 | &nbsp;&nbsp; 16073353 |
| &nbsp;&nbsp;&nbsp;&nbsp; Permanent University Fund <br> - University of Texas <br> System (RB) Series A |  |  |
| 5.000%, 07/01/27  | 8035 | &nbsp;&nbsp; 8420821 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pflugerville Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1500 | &nbsp;&nbsp; 1520365 |
| &nbsp;&nbsp;&nbsp;&nbsp; Prosper Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/29  | 595 | &nbsp;&nbsp; 642806 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Richardson Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/27  | 235 | &nbsp;&nbsp; $243803 |
| 5.000%, 02/15/30  | 2500 | &nbsp;&nbsp; 2530328 |
| 5.000%, 02/15/31  | 2000 | &nbsp;&nbsp; 2022551 |
| &nbsp;&nbsp;&nbsp;&nbsp; Round Rock Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 08/01/26  | 4125 | &nbsp;&nbsp; 4229265 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Antonio Independent <br> School District (GO) <br> (PSF-GTD) Series B |  |  |
| 5.000%, 08/15/28  | 2045 | &nbsp;&nbsp; 2189772 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spring Branch Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/01/28  | 575 | &nbsp;&nbsp; 609155 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spring Independent School <br> District (GO) Series B |  |  |
| 5.000%, 08/15/26  | 900 | &nbsp;&nbsp; 923067 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Texas (GO) Series <br> A |  |  |
| 5.000%, 10/01/25  | 1190 | &nbsp;&nbsp; 1194856 |
| 5.000%, 10/01/26 | 4930 | &nbsp;&nbsp; 4956632 |
| 5.000%, 04/01/27  | 1480 | &nbsp;&nbsp; 1503760 |
| 5.000%, 10/01/31  | 3775 | &nbsp;&nbsp; 3947270 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Texas (GO) Series <br> B |  |  |
| 5.000%, 10/01/29  | 1535 | &nbsp;&nbsp; 1614023 |
| 5.000%, 10/01/31  | 3260 | &nbsp;&nbsp; 3408768 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Texas (GO) Series <br> C |  |  |
| 5.000%, 08/01/27  | 420 | &nbsp;&nbsp; 440221 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tarrant County College <br> District (GO)  |  |  |
| 5.000%, 08/15/28  | 1065 | &nbsp;&nbsp; 1138746 |
| &nbsp;&nbsp;&nbsp;&nbsp; Temple Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/01/28  | 570 | &nbsp;&nbsp; 602154 |
| &nbsp;&nbsp;&nbsp;&nbsp; Texas Department of <br> Transportation State <br> Highway Fund (RB)  |  |  |
| 5.000%, 10/01/25  | 4560 | &nbsp;&nbsp; 4578531 |
| &nbsp;&nbsp;&nbsp;&nbsp; Texas Tech University <br> System (RB) Series A |  |  |
| 5.000%, 02/15/27  | 625 | &nbsp;&nbsp; 648477 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trinity River Authority <br> Central Regional <br> Wastewater System <br> Revenue (RB)  |  |  |
| 5.000%, 08/01/27  | 515 | &nbsp;&nbsp; 539725 |
| 5.000%, 08/01/28  | 700 | &nbsp;&nbsp; 748761 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Trinity River Authority <br> Denton Creek <br> Wastewater Treatment <br> System Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Trinity River Authority <br> Denton Creek <br> Wastewater Treatment <br> System Revenue (RB)  |  |  |
|  | 5.000%, 02/01/26  | 230 | &nbsp;&nbsp; $232722 |
|  | 5.000%, 02/01/27  | 700 | &nbsp;&nbsp; 725348 |
| &nbsp;&nbsp;&nbsp;&nbsp; Waco Independent School <br> District (GO) (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Waco Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/27  | 325 | &nbsp;&nbsp; 341288 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wylie Independent School <br> District/Collin County <br> (GO) (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Wylie Independent School <br> District/Collin County <br> (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/26  | 890 | &nbsp;&nbsp; 912626 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ysleta Independent School <br> District (GO) (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Ysleta Independent School <br> District (GO) (PSF-GTD)  |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/15/32 <br> (Pre-refunded @ <br> $100, 8/15/25)<br>| 2355 | &nbsp;&nbsp; 2357213 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/15/38 <br> (Pre-refunded @ <br> $100, 8/15/25)<br>| 10000 | &nbsp;&nbsp; 10009398 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/15/40 <br> (Pre-refunded @ <br> $100, 8/15/25)<br>| 2495 | &nbsp;&nbsp; 2497345 |
| TOTAL TEXAS | TOTAL TEXAS |  | &nbsp;&nbsp; 324750826 |
| UTAH — (0.8%) | UTAH — (0.8%) | UTAH — (0.8%) | UTAH — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alpine School District (GO) <br> (SCH BD GTY)  | &nbsp;&nbsp;&nbsp;&nbsp; Alpine School District (GO) <br> (SCH BD GTY)  |  |  |
|  | 4.000%, 03/15/31  | 1590 | &nbsp;&nbsp; 1614320 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canyons School District <br> (GO) (SCH BD GTY)  | &nbsp;&nbsp;&nbsp;&nbsp; Canyons School District <br> (GO) (SCH BD GTY)  |  |  |
|  | 5.000%, 06/15/27  | 2205 | &nbsp;&nbsp; 2308078 |
| City of American Fork (GO)  | City of American Fork (GO)  |  |  |
|  | 5.000%, 05/01/26  | 1165 | &nbsp;&nbsp; 1185745 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Salt Lake City <br> Public Utilities Revenue <br> (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Salt Lake City <br> Public Utilities Revenue <br> (RB)  |  |  |
|  | 5.000%, 02/01/29  | 1490 | &nbsp;&nbsp; 1616329 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jordan Valley Water <br> Conservancy District <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Jordan Valley Water <br> Conservancy District <br> (RB) Series A |  |  |
|  | 5.000%, 10/01/25  | 765 | &nbsp;&nbsp; 768113 |
| State of Utah (GO)  | State of Utah (GO)  |  |  |
|  | 5.000%, 07/01/26  | 2325 | &nbsp;&nbsp; 2379065 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tooele County School <br> District (GO) (SCH BD <br> GTY)  | &nbsp;&nbsp;&nbsp;&nbsp; Tooele County School <br> District (GO) (SCH BD <br> GTY)  |  |  |
|  | 5.000%, 06/01/27  | 1275 | &nbsp;&nbsp; 1333593 |
|  | 5.000%, 06/01/28  | 1890 | &nbsp;&nbsp; 2022178 |
| Utah Transit Authority (RB)  | Utah Transit Authority (RB)  |  |  |
|  | 5.000%, 12/15/27  | 325 | &nbsp;&nbsp; 344189 |
| TOTAL UTAH | TOTAL UTAH |  | &nbsp;&nbsp; 13571610 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| VERMONT — (0.1%) | VERMONT — (0.1%) | VERMONT — (0.1%) | VERMONT — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Vermont (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; State of Vermont (GO) <br> Series A |  |  |
|  | 5.000%, 08/15/27  | 1270 | &nbsp;&nbsp; $1336680 |
| VIRGINIA — (1.8%) | VIRGINIA — (1.8%) | VIRGINIA — (1.8%) | VIRGINIA — (1.8%) |
| City of Lynchburg (GO)  | City of Lynchburg (GO)  |  |  |
|  | 5.000%, 02/01/26  | 1930 | &nbsp;&nbsp; 1954157 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Norfolk Water <br> Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Norfolk Water <br> Revenue (RB)  |  |  |
|  | 5.000%, 11/01/25  | 7940 | &nbsp;&nbsp; 7988326 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Roanoke (GO) (ST <br> AID WITHHLDG)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Roanoke (GO) (ST <br> AID WITHHLDG)  |  |  |
|  | 5.000%, 04/01/27  | 205 | &nbsp;&nbsp; 213579 |
|  | 5.000%, 04/01/28  | 730 | &nbsp;&nbsp; 778197 |
| County of Arlington (GO)  | County of Arlington (GO)  |  |  |
|  | 5.000%, 08/15/27 | 7925 | &nbsp;&nbsp; 8337851 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Chesterfield <br> (GO) (ST AID <br> WITHHLDG) Series B | &nbsp;&nbsp;&nbsp;&nbsp; County of Chesterfield <br> (GO) (ST AID <br> WITHHLDG) Series B |  |  |
|  | 5.000%, 01/01/26  | 2335 | &nbsp;&nbsp; 2361052 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Fairfax (GO) (ST <br> AID WITHHLDG) Series <br> A | &nbsp;&nbsp;&nbsp;&nbsp; County of Fairfax (GO) (ST <br> AID WITHHLDG) Series <br> A |  |  |
|  | 4.000%, 10/01/25  | 2295 | &nbsp;&nbsp; 2300588 |
|  | 5.000%, 10/01/25  | 2200 | &nbsp;&nbsp; 2208978 |
|  | 5.000%, 10/01/26  | 5620 | &nbsp;&nbsp; 5781530 |
| TOTAL VIRGINIA | TOTAL VIRGINIA |  | &nbsp;&nbsp; 31924258 |
| WASHINGTON — (8.4%) | WASHINGTON — (8.4%) | WASHINGTON — (8.4%) | WASHINGTON — (8.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Puget Sound <br> Regional Transit <br> Authority (RB) Series <br> S-1 | &nbsp;&nbsp;&nbsp;&nbsp; Central Puget Sound <br> Regional Transit <br> Authority (RB) Series <br> S-1 |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 11/01/35 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 5035 | &nbsp;&nbsp; 5067159 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 11/01/50 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 4875 | &nbsp;&nbsp; 4906137 |
| City of Seattle (GO)  | City of Seattle (GO)  |  |  |
|  | 5.000%, 06/01/27  | 5240 | &nbsp;&nbsp; 5485619 |
|  | 4.000%, 12/01/34  | 1165 | &nbsp;&nbsp; 1165113 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Seattle Drainage & <br> Wastewater Revenue <br> (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Seattle Drainage & <br> Wastewater Revenue <br> (RB)  |  |  |
|  | 5.000%, 05/01/27  | 685 | &nbsp;&nbsp; 715632 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Seattle Municipal <br> Light & Power Revenue <br> (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Seattle Municipal <br> Light & Power Revenue <br> (RB)  |  |  |
|  | 5.000%, 02/01/27  | 1670 | &nbsp;&nbsp; 1732477 |
|  | 5.000%, 07/01/28  | 6170 | &nbsp;&nbsp; 6608185 |
| City of Spokane (GO)  | City of Spokane (GO)  |  |  |
|  | 5.000%, 12/01/25  | 1240 | &nbsp;&nbsp; 1250017 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Clark County School <br> District No. 114 <br> Evergreen (GO) (SCH <br> BD GTY)  |  |  |
| 5.000%, 12/01/26  | 1580 | &nbsp;&nbsp; $1632021 |
| County of King (GO)  |  |  |
| 5.000%, 12/01/25  | 1625 | &nbsp;&nbsp; 1638291 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of King (GO) <br> Series A |  |  |
| 5.000%, 12/01/25 | 2840 | &nbsp;&nbsp; 2863228 |
| 5.000%, 12/01/26  | 5945 | &nbsp;&nbsp; 6145500 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of King (GO) <br> Series B |  |  |
| 5.000%, 12/01/25  | 1455 | &nbsp;&nbsp; 1466900 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of King Sewer <br> Revenue (RB) Series A |  |  |
| 5.000%, 01/01/26  | 410 | &nbsp;&nbsp; 414048 |
| 4.000%, 07/01/36  | 12275 | &nbsp;&nbsp; 12279061 |
| County of Spokane (GO)  |  |  |
| 5.000%, 12/01/26  | 4115 | &nbsp;&nbsp; 4250485 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy Northwest (RB) <br> Series A |  |  |
| 5.000%, 07/01/26  | 1405 | &nbsp;&nbsp; 1436382 |
| 5.000%, 07/01/28 | 6870 | &nbsp;&nbsp; 7356479 |
| &nbsp;&nbsp;&nbsp;&nbsp; King & Snohomish <br> Counties School District <br> No. 417 Northshore <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/26  | 2210 | &nbsp;&nbsp; 2283648 |
| &nbsp;&nbsp;&nbsp;&nbsp; King County School District <br> No. 401 Highline (GO) <br> (SCH BD GTY)  |  |  |
| 5.000%, 12/01/25  | 2300 | &nbsp;&nbsp; 2319585 |
| &nbsp;&nbsp;&nbsp;&nbsp; King County School District <br> No. 414 Lake <br> Washington (GO)  |  |  |
| 5.000%, 12/01/25  | 905 | &nbsp;&nbsp; 912737 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Thurston Public <br> Schools (GO) (SCH BD <br> GTY)  |  |  |
| 5.000%, 12/01/27  | 2240 | &nbsp;&nbsp; 2364940 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pierce County School <br> District No. 3 Puyallup <br> (GO) (SCH BD GTY) <br> Series B |  |  |
| 5.000%, 12/01/25  | 1215 | &nbsp;&nbsp; 1224488 |
| &nbsp;&nbsp;&nbsp;&nbsp; Snohomish County Public <br> Utility District No. 1 <br> Electric System Revenue <br> (RB) Series A |  |  |
| 5.000%, 12/01/27  | 455 | &nbsp;&nbsp; 481441 |
| 5.000%, 12/01/28  | 590 | &nbsp;&nbsp; 637682 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Snohomish County School <br> District No. 201 <br> Snohomish (GO) (SCH <br> BD GTY)  |  |  |
| 4.000%, 12/01/26  | 340 | &nbsp;&nbsp; $346674 |
| 5.000%, 12/01/29  | 3030 | &nbsp;&nbsp; 3329648 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spokane County School <br> District No. 81 Spokane <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/25  | 2830 | &nbsp;&nbsp; 2853907 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spokane County School <br> District No. 81 Spokane <br> (GO) (SCH BD GTY) <br> Series B |  |  |
| 4.000%, 12/01/30  | 6060 | &nbsp;&nbsp; 6200803 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series D |  |  |
| 5.000%, 02/01/35  | 1095 | &nbsp;&nbsp; 1103082 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series 2016-B |  |  |
| 5.000%, 08/01/36  | 2000 | &nbsp;&nbsp; 2000000 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series 2017-A |  |  |
| 5.000%, 08/01/26  | 1790 | &nbsp;&nbsp; 1835366 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series A |  |  |
| 5.000%, 08/01/26  | 3930 | &nbsp;&nbsp; 4029603 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series A-1 |  |  |
| 5.000%, 08/01/26  | 1795 | &nbsp;&nbsp; 1795000 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series B |  |  |
| 5.000%, 07/01/29  | 145 | &nbsp;&nbsp; 146362 |
| 5.000%, 08/01/29  | 1115 | &nbsp;&nbsp; 1139702 |
| 5.000%, 07/01/30  | 1100 | &nbsp;&nbsp; 1110010 |
| 5.000%, 07/01/31  | 10035 | &nbsp;&nbsp; 10121741 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series C |  |  |
| 5.000%, 06/01/38  | 2000 | &nbsp;&nbsp; 2014848 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series D |  |  |
| 5.000%, 06/01/26  | 2460 | &nbsp;&nbsp; 2511639 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2017A |  |  |
| 5.000%, 08/01/26  | 1090 | &nbsp;&nbsp; 1117625 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2018C |  |  |
| 5.000%, 08/01/27  | 2440 | &nbsp;&nbsp; 2562024 |
| 5.000%, 08/01/31  | 2860 | &nbsp;&nbsp; 2978411 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2022C |  |  |
| 4.000%, 07/01/27  | 4315 | &nbsp;&nbsp; 4441054 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2024C |  |  |
| 5.000%, 08/01/25  | 5605 | &nbsp;&nbsp; 5605000 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2025A |  |  |
| 4.000%, 07/01/26  | 3035 | &nbsp;&nbsp; $3077960 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2025B |  |  |
| 5.000%, 07/01/27  | 3750 | &nbsp;&nbsp; 3929346 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2025C |  |  |
| 5.000%, 07/01/27  | 3955 | &nbsp;&nbsp; 4144151 |
| TOTAL WASHINGTON |  | &nbsp;&nbsp; 145031211 |
| WEST VIRGINIA — (0.1%) | WEST VIRGINIA — (0.1%) | WEST VIRGINIA — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of West Virginia (GO) <br> Series B |  |  |
| 5.000%, 06/01/33  | 1605 | &nbsp;&nbsp; 1685621 |
| WISCONSIN — (1.2%) | WISCONSIN — (1.2%) | WISCONSIN — (1.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Madison (GO) <br> Series B |  |  |
| 5.000%, 10/01/25  | 3760 | &nbsp;&nbsp; 3775280 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germantown School <br> District (GO) Series A |  |  |
| 5.000%, 04/01/27  | 2215 | &nbsp;&nbsp; 2310247 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Milwaukee Metropolitan <br> Sewerage District (GO) <br> Series A |  |  |
| 5.000%, 10/01/27  | 995 | &nbsp;&nbsp; $1048206 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Wisconsin (GO) <br> Series 1 |  |  |
| 5.000%, 05/01/26  | 5040 | &nbsp;&nbsp; 5137202 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Wisconsin (GO) <br> Series 2 |  |  |
| 5.000%, 11/01/26  | 4355 | &nbsp;&nbsp; 4496257 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Wisconsin (GO) <br> Series B |  |  |
| 5.000%, 05/01/26  | 4140 | &nbsp;&nbsp; 4219844 |
| TOTAL WISCONSIN |  | &nbsp;&nbsp; 20987036 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL MUNICIPAL <br> BONDS <br>(Cost $1,724,794,084) |  | &nbsp;&nbsp; 1727884966 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $1,724,794,084)^^ |  | &nbsp;&nbsp; $1727884966 |

---

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

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty\*** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Bank of America <br> Corp.<br>| 3.272% | Fixed | CPI | Maturity | USD | 15000000 | 11/15/26 |  |  | $661456 | $661456 |
| Bank of America <br> Corp.<br>| 3.232% | Fixed | CPI | Maturity | USD | 17000000 | 12/01/25 |  |  | 831991 | 831991 |
| Bank of America <br> Corp.<br>| 3.150% | Fixed | CPI | Maturity | USD | 20000000 | 11/23/27 |  |  | 858848 | 858848 |
| Bank of America <br> Corp.<br>| 3.063% | Fixed | CPI | Maturity | USD | 9000000 | 11/08/26 |  |  | 500922 | 500922 |
| Bank of America <br> Corp.<br>| 3.050% | Fixed | CPI | Maturity | USD | 16000000 | 02/15/26 |  |  | 664005 | 664005 |
| Bank of America <br> Corp.<br>| 3.015% | Fixed | CPI | Maturity | USD | 14000000 | 01/11/26 |  |  | 676072 | 676072 |
| Bank of America <br> Corp.<br>| 2.975% | Fixed | CPI | Maturity | USD | 8000000 | 10/25/29 |  |  | 344260 | 344260 |
| Bank of America <br> Corp.<br>| 2.966% | Fixed | CPI | Maturity | USD | 31000000 | 12/13/26 |  |  | 1742216 | 1742216 |
| Bank of America <br> Corp.<br>| 2.956% | Fixed | CPI | Maturity | USD | 17000000 | 01/14/27 |  |  | 823455 | 823455 |
| Bank of America <br> Corp.<br>| 2.955% | Fixed | CPI | Maturity | USD | 8000000 | 11/02/28 |  |  | 404365 | 404365 |
| Bank of America <br> Corp.<br>| 2.929% | Fixed | CPI | Maturity | USD | 23000000 | 02/02/27 |  |  | 1055883 | 1055883 |
| Bank of America <br> Corp.<br>| 2.920% | Fixed | CPI | Maturity | USD | 19000000 | 12/30/26 |  |  | 1018257 | 1018257 |
| Bank of America <br> Corp.<br>| 2.909% | Fixed | CPI | Maturity | USD | 23000000 | 12/03/26 |  |  | 1431180 | 1431180 |
| Bank of America <br> Corp.<br>| 2.874% | Fixed | CPI | Maturity | USD | 18000000 | 10/14/26 |  |  | 1194594 | 1194594 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty\*** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Bank of America <br> Corp.<br>| 2.860% | Fixed | CPI | Maturity | USD | 9000000 | 12/17/26 |  |  | $545721 | $545721 |
| Bank of America <br> Corp.<br>| 2.826% | Fixed | CPI | Maturity | USD | 13000000 | 01/25/27 |  |  | 688808 | 688808 |
| Bank of America <br> Corp.<br>| 2.817% | Fixed | CPI | Maturity | USD | 10000000 | 05/19/26 |  |  | 964115 | 964115 |
| Bank of America <br> Corp.<br>| 2.746% | Fixed | CPI | Maturity | USD | 12000000 | 08/13/26 |  |  | 994603 | 994603 |
| Bank of America <br> Corp.<br>| 2.736% | Fixed | CPI | Maturity | USD | 12000000 | 07/29/26 |  |  | 1047881 | 1047881 |
| Bank of America <br> Corp.<br>| 2.719% | Fixed | CPI | Maturity | USD | 66000000 | 01/23/26 |  |  | 306727 | 306727 |
| Bank of America <br> Corp.<br>| 2.717% | Fixed | CPI | Maturity | USD | 8000000 | 05/25/26 |  |  | 810190 | 810190 |
| Bank of America <br> Corp.<br>| 2.679% | Fixed | CPI | Maturity | USD | 13000000 | 07/19/26 |  |  | 1203423 | 1203423 |
| Bank of America <br> Corp.<br>| 2.659% | Fixed | CPI | Maturity | USD | 31000000 | 06/02/28 |  |  | 95869 | 95869 |
| Bank of America <br> Corp.<br>| 2.585% | Fixed | CPI | Maturity | USD | 31000000 | 06/17/28 |  |  | 176462 | 176462 |
| Bank of America <br> Corp.<br>| 2.554% | Fixed | CPI | Maturity | USD | 10000000 | 06/10/29 |  |  | 1021237 | 1021237 |
| Bank of America <br> Corp.<br>| 2.545% | Fixed | CPI | Maturity | USD | 8000000 | 07/01/28 |  |  | 808799 | 808799 |
| Bank of America <br> Corp.<br>| 2.498% | Fixed | CPI | Maturity | USD | 10000000 | 06/24/29 |  |  | 1041013 | 1041013 |
| Bank of America <br> Corp.<br>| 2.490% | Fixed | CPI | Maturity | USD | 9000000 | 06/16/31 |  |  | 926248 | 926248 |
| Bank of America <br> Corp.<br>| 2.490% | Fixed | CPI | Maturity | USD | 17000000 | 06/30/31 |  |  | 1707291 | 1707291 |
| Bank of America <br> Corp.<br>| 2.373% | Fixed | CPI | Maturity | USD | 18000000 | 07/13/26 |  |  | 2007967 | 2007967 |
| Bank of America <br> Corp.<br>| 2.350% | Fixed | CPI | Maturity | USD | 14000000 | 09/20/26 |  |  | 1592824 | 1592824 |
| Bank of America <br> Corp.<br>| 2.349% | Fixed | CPI | Maturity | USD | 14000000 | 08/13/27 |  |  | 1595849 | 1595849 |
| Bank of America <br> Corp.<br>| 2.244% | Fixed | CPI | Maturity | USD | 15000000 | 11/01/27 |  |  | 1903155 | 1903155 |
| Bank of America <br> Corp.<br>| 2.187% | Fixed | CPI | Maturity | USD | 20000000 | 11/20/25 |  |  | 2440729 | 2440729 |
| Bank of America <br> Corp.<br>| 2.177% | Fixed | CPI | Maturity | USD | 11000000 | 09/20/27 |  |  | 1586073 | 1586073 |
| Bank of America <br> Corp.<br>| 2.149% | Fixed | CPI | Maturity | USD | 14000000 | 08/10/27 |  |  | 2035187 | 2035187 |
| Bank of America <br> Corp.<br>| 2.070% | Fixed | CPI | Maturity | USD | 37000000 | 09/27/25 |  |  | 254918 | 254918 |
| Citibank, N.A. | 2.781% | Fixed | CPI | Maturity | USD | 48000000 | 11/22/25 |  |  | 150944 | 150944 |
| Citibank, N.A. | 2.772% | Fixed | CPI | Maturity | USD | 42000000 | 02/25/27 |  |  | 153722 | 153722 |
| Citibank, N.A. | 2.736% | Fixed | CPI | Maturity | USD | 30000000 | 06/30/27 |  |  | 122531 | 122531 |
| Citibank, N.A. | 2.734% | Fixed | CPI | Maturity | USD | 70000000 | 01/15/26 |  |  | 304617 | 304617 |
| Citibank, N.A. | 2.721% | Fixed | CPI | Maturity | USD | 30000000 | 03/07/27 |  |  | 123751 | 123751 |
| Citibank, N.A. | 2.617% | Fixed | CPI | Maturity | USD | 46000000 | 01/10/26 |  |  | 248778 | 248778 |
| Citibank, N.A. | 2.610% | Fixed | CPI | Maturity | USD | 41000000 | 12/20/25 |  |  | 216709 | 216709 |
| Citibank, N.A. | 2.554% | Fixed | CPI | Maturity | USD | 69000000 | 11/14/25 |  |  | 328523 | 328523 |
| Citibank, N.A. | 2.539% | Fixed | CPI | Maturity | USD | 34000000 | 12/27/25 |  |  | 204866 | 204866 |
| Citibank, N.A. | 2.368% | Fixed | CPI | Maturity | USD | 10000000 | 05/04/28 |  |  | 1126121 | 1126121 |
| Citibank, N.A. | 2.313% | Fixed | CPI | Maturity | USD | 28000000 | 10/09/25 |  |  | 139944 | 139944 |
| Citibank, N.A. | 2.141% | Fixed | CPI | Maturity | USD | 17000000 | 04/16/28 |  |  | 2426606 | 2426606 |
| Citibank, N.A. | 2.103% | Fixed | CPI | Maturity | USD | 11000000 | 11/21/26 |  |  | 1589573 | 1589573 |
| Citibank, N.A. | 2.103% | Fixed | CPI | Maturity | USD | 52000000 | 10/04/25 |  |  | 360694 | 360694 |
| Citibank, N.A. | 2.100% | Fixed | CPI | Maturity | USD | 18000000 | 12/11/25 |  |  | 2433996 | 2433996 |
| Citibank, N.A. | 2.030% | Fixed | CPI | Maturity | USD | 34000000 | 10/02/25 |  |  | 249512 | 249512 |
| Citibank, N.A. | 2.005% | Fixed | CPI | Maturity | USD | 12000000 | 11/09/25 |  |  | 1785380 | 1785380 |
| Morgan Stanley <br> and Co. <br> International<br>| 3.550% | Fixed | CPI | Maturity | USD | 10000000 | 03/04/26 |  |  | 179801 | 179801 |
| Morgan Stanley <br> and Co. <br> International<br>| 3.090% | Fixed | CPI | Maturity | USD | 11000000 | 02/25/27 |  |  | 374815 | 374815 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty\*** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.865% | Fixed | CPI | Maturity | USD | 27000000 | 02/13/26 |  |  | $94696 | $94696 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.847% | Fixed | CPI | Maturity | USD | 51000000 | 07/18/26 |  |  | 1114331 | 1114331 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.709% | Fixed | CPI | Maturity | USD | 44000000 | 05/29/28 |  |  | 69294 | 69294 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.648% | Fixed | CPI | Maturity | USD | 29000000 | 05/09/28 |  |  | 51424 | 51424 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.323% | Fixed | CPI | Maturity | USD | 31000000 | 10/17/25 |  |  | 168243 | 168243 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.316% | Fixed | CPI | Maturity | USD | 47000000 | 10/22/25 |  |  | 273596 | 273596 |
| Morgan Stanley <br> and Co. <br> International<br>| 1.914% | Fixed | CPI | Maturity | USD | 26000000 | 08/14/25 |  |  | 148660 | 148660 |
| Morgan Stanley <br> and Co. <br> International<br>| 1.820% | Fixed | CPI | Maturity | USD | 33000000 | 08/23/25 |  |  | 260460 | 260460 |
| Morgan Stanley <br> and Co. <br> International<br>| 1.780% | Fixed | CPI | Maturity | USD | 37000000 | 09/11/25 |  |  | 337080 | 337080 |
| **Total Appreciation** | **Total Appreciation** |  |  |  |  |  |  |  |  | **$53001260** | **$53001260** |
| Bank of America <br> Corp.<br>| 2.734% | Fixed | CPI | Maturity | USD | 78000000 | 04/07/28 |  |  | (94847)<br>| (94847)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.857% | Fixed | CPI | Maturity | USD | 51000000 | 07/21/28 |  |  | (93224)<br>| (93224)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.844% | Fixed | CPI | Maturity | USD | 33000000 | 08/01/28 |  |  | (40410)<br>| (40410)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** |  |  |  |  |  |  |  |  | **$(228481)**<br>| **$(228481)**<br>|
| **Total Appreciation** <br> **(Depreciation)** | **Total Appreciation** <br> **(Depreciation)** |  |  |  |  |  |  |  |  | **$52772779** | **$52772779** |

---

\*

As of July 31, 2025, the counterparties had deposited in segregated accounts securities with a value of $55,756,736 in connection with open inflation swap contracts.

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; $1727884966 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1727884966 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1727884966 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1727884966 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Swap Agreements\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $53001260 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $53001260 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Swap Agreements\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (228481) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (228481) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $52772779 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $52772779 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (99.8%) | MUNICIPAL BONDS — (99.8%) | MUNICIPAL BONDS — (99.8%) |
| ALASKA — (0.1%) | ALASKA — (0.1%) | ALASKA — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Municipality of Anchorage <br> (GO) Series A |  |  |
| 5.000%, 09/01/33  | 315 | &nbsp;&nbsp; $329314 |
| ARIZONA — (0.8%) | ARIZONA — (0.8%) | ARIZONA — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Glendale Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 07/01/26  | 635 | &nbsp;&nbsp; 649377 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Mesa Utility System <br> Revenue (RB)  |  |  |
| 4.000%, 07/01/31  | 470 | &nbsp;&nbsp; 472417 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maricopa County High <br> School District No. 214 <br> Tolleson Union High <br> School (GO) Series B |  |  |
| 5.000%, 07/01/38  | 150 | &nbsp;&nbsp; 161971 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maricopa County Unified <br> School District No. 80 <br> Chandler (GO) Series C |  |  |
| 5.000%, 07/01/38  | 400 | &nbsp;&nbsp; 433344 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maricopa County Union <br> High School District No. <br> 210-Phoenix (GO) <br> Series A |  |  |
| 5.000%, 07/01/38  | 350 | &nbsp;&nbsp; 374251 |
| &nbsp;&nbsp;&nbsp;&nbsp; Salt River Project <br> Agricultural Improvement <br> & Power District (RB) <br> Series A |  |  |
| 5.000%, 01/01/31  | 1060 | &nbsp;&nbsp; 1091777 |
| &nbsp;&nbsp;&nbsp;&nbsp; Salt River Project <br> Agricultural Improvement <br> & Power District (RB) <br> Series B |  |  |
| 5.000%, 01/01/37  | 500 | &nbsp;&nbsp; 558043 |
| TOTAL ARIZONA |  | &nbsp;&nbsp; 3741180 |
| CALIFORNIA — (3.0%) | CALIFORNIA — (3.0%) | CALIFORNIA — (3.0%) |
| State of California (GO)  |  |  |
| 3.500%, 08/01/27  | 5000 | &nbsp;&nbsp; 5100357 |
| 5.000%, 08/01/27  | 270 | &nbsp;&nbsp; 284033 |
| 5.000%, 04/01/29  | 1000 | &nbsp;&nbsp; 1092448 |
| 4.000%, 09/01/32  | 1000 | &nbsp;&nbsp; 1005839 |
| 5.000%, 08/01/35  | 2000 | &nbsp;&nbsp; 2031208 |
| 4.000%, 09/01/35  | 1820 | &nbsp;&nbsp; 1820120 |
| 5.000%, 09/01/35  | 600 | &nbsp;&nbsp; 610036 |
| 4.000%, 10/01/36  | 1000 | &nbsp;&nbsp; 1000255 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of California (GO) <br> (BAM)  |  |  |
| 5.000%, 09/01/35  | 445 | &nbsp;&nbsp; 452443 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series AY |  |  |
| 4.000%, 05/15/35  | 575 | &nbsp;&nbsp; $575270 |
| TOTAL CALIFORNIA |  | &nbsp;&nbsp; 13972009 |
| COLORADO — (1.7%) | COLORADO — (1.7%) | COLORADO — (1.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Adams & Arapahoe <br> Counties Joint School <br> District 28J Aurora (GO) <br> (ST AID WITHHLDG)  |  |  |
| 5.500%, 12/01/25  | 1000 | &nbsp;&nbsp; 1009825 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arapahoe County School <br> District No. 5 Cherry <br> Creek (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.250%, 12/15/39  | 800 | &nbsp;&nbsp; 874864 |
| &nbsp;&nbsp;&nbsp;&nbsp; Board of Water <br> Commissioners City & <br> County of Denver (RB) <br> Series B |  |  |
| 5.000%, 09/15/26  | 350 | &nbsp;&nbsp; 359414 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Colorado Springs <br> Utilities System Revenue <br> (RB) Series B |  |  |
| 5.000%, 11/15/37  | 200 | &nbsp;&nbsp; 217316 |
| &nbsp;&nbsp;&nbsp;&nbsp; El Paso County School <br> District No. 2 Harrison <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/01/26  | 200 | &nbsp;&nbsp; 206719 |
| &nbsp;&nbsp;&nbsp;&nbsp; Weld County School <br> District No. 6 Greeley <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/01/25  | 320 | &nbsp;&nbsp; 322617 |
| 5.000%, 12/01/36  | 1090 | &nbsp;&nbsp; 1144591 |
| &nbsp;&nbsp;&nbsp;&nbsp; Weld County School <br> District No. RE-4 (GO) <br> (ST AID WITHHLDG)  |  |  |
| 5.000%, 12/01/29  | 680 | &nbsp;&nbsp; 746077 |
| &nbsp;&nbsp;&nbsp;&nbsp; Weld County School <br> District No. RE-7 Platte <br> Valley (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/01/38  | 2500 | &nbsp;&nbsp; 2728734 |
| TOTAL COLORADO |  | &nbsp;&nbsp; 7610157 |
| CONNECTICUT — (0.4%) | CONNECTICUT — (0.4%) | CONNECTICUT — (0.4%) |
| City of Danbury (GO)  |  |  |
| 4.000%, 02/23/26  | 2000 | &nbsp;&nbsp; 2014504 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| DISTRICT OF COLUMBIA — (0.1%) | DISTRICT OF COLUMBIA — (0.1%) | DISTRICT OF COLUMBIA — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; District of Columbia (GO) <br> Series B |  |  |
| 5.000%, 06/01/27  | 550 | &nbsp;&nbsp; $575041 |
| FLORIDA — (9.2%) | FLORIDA — (9.2%) | FLORIDA — (9.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Fort Lauderdale <br> (GO) Series A |  |  |
| 5.000%, 07/01/27  | 495 | &nbsp;&nbsp; 519054 |
| 5.000%, 07/01/28  | 435 | &nbsp;&nbsp; 466289 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Fort Lauderdale <br> Water & Sewer Revenue <br> (RB) Series A |  |  |
| 5.000%, 09/01/38  | 100 | &nbsp;&nbsp; 107181 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Fort Lauderdale <br> Water & Sewer Revenue <br> (RB) Series B |  |  |
| 5.000%, 09/01/38  | 115 | &nbsp;&nbsp; 123258 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Gainesville Utilities <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/31  | 1095 | &nbsp;&nbsp; 1142031 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Lakeland <br> Department of Electric <br> Utilities (RB)  |  |  |
| 5.000%, 10/01/25  | 1010 | &nbsp;&nbsp; 1013933 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Tallahassee Energy <br> System Revenue (RB)  |  |  |
| 5.000%, 10/01/26  | 255 | &nbsp;&nbsp; 262359 |
| 5.000%, 10/01/27  | 120 | &nbsp;&nbsp; 126420 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Tallahassee Utility <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/38  | 1500 | &nbsp;&nbsp; 1617298 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Miami-Dade <br> (GO) Series 2016-A |  |  |
| 5.000%, 07/01/28  | 10385 | &nbsp;&nbsp; 11122877 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Miami-Dade <br> (GO) Series A |  |  |
| 5.000%, 07/01/26  | 255 | &nbsp;&nbsp; 260930 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Orange Water <br> Utility System Revenue <br> (RB)  |  |  |
| 5.000%, 10/01/25  | 3315 | &nbsp;&nbsp; 3328472 |
| &nbsp;&nbsp;&nbsp;&nbsp; Florida Keys Aqueduct <br> Authority (RB) Series B |  |  |
| 5.000%, 09/01/25  | 1000 | &nbsp;&nbsp; 1001932 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hillsborough County <br> School Board (COP)  |  |  |
| 5.000%, 07/01/30  | 65 | &nbsp;&nbsp; 68993 |
| &nbsp;&nbsp;&nbsp;&nbsp; JEA Water & Sewer <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/38  | 125 | &nbsp;&nbsp; 133332 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Orlando Utilities <br> Commission (RB) Series <br> A |  |  |
| 4.000%, 10/01/31  | 4290 | &nbsp;&nbsp; $4344972 |
| 5.000%, 10/01/36  | 290 | &nbsp;&nbsp; 319668 |
| 5.000%, 10/01/39  | 200 | &nbsp;&nbsp; 214983 |
| &nbsp;&nbsp;&nbsp;&nbsp; Orlando Utilities <br> Commission (RB) Series <br> B |  |  |
| 5.000%, 10/01/38  | 1000 | &nbsp;&nbsp; 1084598 |
| &nbsp;&nbsp;&nbsp;&nbsp; School District of Broward <br> County (RN)  |  |  |
| 4.000%, 06/25/26  | 4750 | &nbsp;&nbsp; 4809062 |
| &nbsp;&nbsp;&nbsp;&nbsp; School District of Broward <br> County (GO) (AG)  |  |  |
| 5.000%, 07/01/26  | 1260 | &nbsp;&nbsp; 1287335 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Florida (GO) <br> Series A |  |  |
| 5.000%, 06/01/29  | 1255 | &nbsp;&nbsp; 1306955 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Florida (GO) <br> Series B |  |  |
| 5.000%, 06/01/29  | 2523 | &nbsp;&nbsp; 2758651 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Florida <br> Department of <br> Transportation Turnpike <br> System Revenue (RB) <br> Series C |  |  |
| 4.000%, 07/01/35  | 2034 | &nbsp;&nbsp; 2043314 |
| 4.000%, 07/01/36  | 1894 | &nbsp;&nbsp; 1899956 |
| Tampa Bay Water (RB)  |  |  |
| 5.000%, 10/01/26  | 980 | &nbsp;&nbsp; 1008053 |
| TOTAL FLORIDA |  | &nbsp;&nbsp; 42371906 |
| GEORGIA — (1.1%) | GEORGIA — (1.1%) | GEORGIA — (1.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Athens-Clarke County <br> Unified Government <br> (GO)  |  |  |
| 5.000%, 12/01/25  | 1025 | &nbsp;&nbsp; 1033338 |
| &nbsp;&nbsp;&nbsp;&nbsp; Effingham County School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 09/01/39  | 500 | &nbsp;&nbsp; 542629 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gwinnett County School <br> District (GO)  |  |  |
| 4.000%, 02/01/37  | 2185 | &nbsp;&nbsp; 2200152 |
| &nbsp;&nbsp;&nbsp;&nbsp; Private Colleges & <br> Universities Authority <br> (RB) Series B |  |  |
| 5.000%, 09/01/25  | 1080 | &nbsp;&nbsp; 1082132 |
| TOTAL GEORGIA |  | &nbsp;&nbsp; 4858251 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| HAWAII — (2.1%) | HAWAII — (2.1%) | HAWAII — (2.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Hawaii (GO) <br> Series D |  |  |
| 4.000%, 09/01/27  | 1100 | &nbsp;&nbsp; $1124039 |
| County of Maui (GO)  |  |  |
| 5.000%, 03/01/26  | 200 | &nbsp;&nbsp; 202860 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Hawaii (GO) <br> Series EY |  |  |
| 5.000%, 10/01/27  | 3220 | &nbsp;&nbsp; 3230960 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Hawaii (GO) <br> Series FE |  |  |
| 5.000%, 10/01/25  | 1010 | &nbsp;&nbsp; 1014070 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Hawaii (GO) <br> Series FH |  |  |
| 4.000%, 10/01/30  | 4000 | &nbsp;&nbsp; 4036559 |
| TOTAL HAWAII |  | &nbsp;&nbsp; 9608488 |
| ILLINOIS — (0.6%) | ILLINOIS — (0.6%) | ILLINOIS — (0.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cook County Community <br> Consolidated School <br> District No. 34 Glenview <br> (GO)  |  |  |
| 5.000%, 12/01/25  | 2000 | &nbsp;&nbsp; 2015463 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kane Cook & DuPage etc. <br> Counties Community <br> College District No. 509 <br> Elgin (GO) Series B |  |  |
| 4.000%, 12/15/25  | 600 | &nbsp;&nbsp; 603195 |
| TOTAL ILLINOIS |  | &nbsp;&nbsp; 2618658 |
| IOWA — (0.7%) | IOWA — (0.7%) | IOWA — (0.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Des Moines (GO) <br> Series A |  |  |
| 4.000%, 06/01/39  | 2610 | &nbsp;&nbsp; 2556623 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Sioux City (GO) <br> Series A |  |  |
| 3.000%, 06/01/26  | 155 | &nbsp;&nbsp; 155217 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Urbandale (GO) <br> Series A |  |  |
| 5.000%, 06/01/26  | 605 | &nbsp;&nbsp; 616942 |
| TOTAL IOWA |  | &nbsp;&nbsp; 3328782 |
| KANSAS — (1.2%) | KANSAS — (1.2%) | KANSAS — (1.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Leawood (GO) <br> Series A |  |  |
| 4.000%, 09/01/26  | 1135 | &nbsp;&nbsp; 1153360 |
| City of Merriam (GO)  |  |  |
| 5.000%, 10/01/25  | 800 | &nbsp;&nbsp; 803115 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Olathe (GO) Series <br> A |  |  |
| 5.000%, 09/01/26  | 2000 | &nbsp;&nbsp; 2047936 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| KANSAS — (Continued) | KANSAS — (Continued) | KANSAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Johnson County Unified <br> School District No. 229 <br> Blue Valley (GO) Series <br> A |  |  |
| 5.000%, 10/01/26  | 225 | &nbsp;&nbsp; $231441 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Kansas <br> Department of <br> Transportation (RB) <br> Series A |  |  |
| 5.000%, 09/01/26  | 1080 | &nbsp;&nbsp; 1109995 |
| TOTAL KANSAS |  | &nbsp;&nbsp; 5345847 |
| MAINE — (0.2%) | MAINE — (0.2%) | MAINE — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Maine Turnpike Authority <br> (RB)  |  |  |
| 5.000%, 07/01/27  | 415 | &nbsp;&nbsp; 434768 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Maine (GO) Series <br> B |  |  |
| 4.000%, 06/01/26  | 515 | &nbsp;&nbsp; 521634 |
| TOTAL MAINE |  | &nbsp;&nbsp; 956402 |
| MARYLAND — (7.5%) | MARYLAND — (7.5%) | MARYLAND — (7.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Baltimore (GO) <br> Series B |  |  |
| 5.000%, 10/15/27  | 2085 | &nbsp;&nbsp; 2202147 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Anne Arundel <br> (GO)  |  |  |
| 5.000%, 10/01/25  | 660 | &nbsp;&nbsp; 662548 |
| County of Baltimore (GO)  |  |  |
| 5.000%, 03/01/28  | 1335 | &nbsp;&nbsp; 1422302 |
| County of Charles (GO)  |  |  |
| 5.000%, 10/01/38  | 620 | &nbsp;&nbsp; 670740 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Frederick (GO) <br> Series A |  |  |
| 4.000%, 04/01/39  | 5000 | &nbsp;&nbsp; 4950954 |
| County of Harford (GO)  |  |  |
| 4.000%, 10/01/39  | 1605 | &nbsp;&nbsp; 1576908 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Harford (GO) <br> Series B |  |  |
| 5.000%, 01/15/29  | 1020 | &nbsp;&nbsp; 1107649 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Howard (GO) <br> Series A |  |  |
| 5.000%, 08/15/29  | 840 | &nbsp;&nbsp; 922708 |
| 5.000%, 08/15/36  | 1525 | &nbsp;&nbsp; 1682392 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Prince George's <br> (GO) Series A |  |  |
| 5.000%, 08/01/26  | 1030 | &nbsp;&nbsp; 1055384 |
| 5.000%, 07/15/29  | 3660 | &nbsp;&nbsp; 4012868 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Wicomico (GO) <br> Series A |  |  |
| 5.000%, 12/01/25  | 905 | &nbsp;&nbsp; 912636 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| MARYLAND — (Continued) | MARYLAND — (Continued) | MARYLAND — (Continued) | MARYLAND — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Maryland Stadium Authority <br> (RB) (ST INTERCEPT) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Maryland Stadium Authority <br> (RB) (ST INTERCEPT) <br> Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 05/01/47 <br> (Pre-refunded @ <br> $100, 5/1/28)<br>| 1715 | &nbsp;&nbsp; $1831528 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Maryland (GO) <br> Series 2ND | &nbsp;&nbsp;&nbsp;&nbsp; State of Maryland (GO) <br> Series 2ND |  |  |
|  | 5.000%, 08/01/27  | 730 | &nbsp;&nbsp; 767045 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Maryland (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; State of Maryland (GO) <br> Series A |  |  |
|  | 5.000%, 06/01/37  | 4490 | &nbsp;&nbsp; 4829975 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Maryland (GO) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; State of Maryland (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/27 | 1705 | &nbsp;&nbsp; 1791523 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Maryland (GO) <br> Series C | &nbsp;&nbsp;&nbsp;&nbsp; State of Maryland (GO) <br> Series C |  |  |
|  | 4.000%, 03/01/29  | 3045 | &nbsp;&nbsp; 3199498 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Maryland <br> Department of <br> Transportation (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; State of Maryland <br> Department of <br> Transportation (RB)  |  |  |
|  | 5.000%, 10/01/29  | 1000 | &nbsp;&nbsp; 1026539 |
| TOTAL MARYLAND | TOTAL MARYLAND |  | &nbsp;&nbsp; 34625344 |
| MASSACHUSETTS — (2.9%) | MASSACHUSETTS — (2.9%) | MASSACHUSETTS — (2.9%) | MASSACHUSETTS — (2.9%) |
| City of Quincy (GO)  | City of Quincy (GO)  |  |  |
|  | 5.000%, 07/24/26  | 1486 | &nbsp;&nbsp; 1521442 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Springfield (GO) <br> (ST AID WITHHLDG)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Springfield (GO) <br> (ST AID WITHHLDG)  |  |  |
|  | 5.000%, 03/01/29  | 1000 | &nbsp;&nbsp; 1088382 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Massachusetts (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Massachusetts (GO) <br> Series A |  |  |
|  | 5.000%, 05/01/38  | 220 | &nbsp;&nbsp; 236104 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Massachusetts (GO) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Massachusetts (GO) <br> Series B |  |  |
|  | 5.000%, 05/01/39  | 500 | &nbsp;&nbsp; 535676 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Massachusetts (GO) <br> Series C | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Massachusetts (GO) <br> Series C |  |  |
|  | 5.000%, 08/01/38  | 2000 | &nbsp;&nbsp; 2160547 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Massachusetts (GO) <br> Series D | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Massachusetts (GO) <br> Series D |  |  |
|  | 4.000%, 05/01/39  | 935 | &nbsp;&nbsp; 909503 |
| Town of Norwood (GO)  | Town of Norwood (GO)  |  |  |
|  | 5.000%, 03/15/29  | 340 | &nbsp;&nbsp; 372799 |
| Town of Westborough (GO)  | Town of Westborough (GO)  |  |  |
|  | 4.000%, 03/27/26  | 4000 | &nbsp;&nbsp; 4033810 |
| Town of Winchester (GO)  | Town of Winchester (GO)  |  |  |
|  | 4.000%, 07/17/26  | 666 | &nbsp;&nbsp; 675509 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Town of Winchester (GO) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; Town of Winchester (GO) <br> Series B |  |  |
|  | 4.000%, 03/26/26  | 2000 | &nbsp;&nbsp; $2018147 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> MASSACHUSETTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> MASSACHUSETTS |  | &nbsp;&nbsp; 13551919 |
| MICHIGAN — (0.5%) | MICHIGAN — (0.5%) | MICHIGAN — (0.5%) | MICHIGAN — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Michigan State University <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Michigan State University <br> (RB) Series A |  |  |
|  | 5.000%, 08/15/38  | 500 | &nbsp;&nbsp; 539654 |
| &nbsp;&nbsp;&nbsp;&nbsp; Troy School District (GO) <br> (Q-SBLF)  | &nbsp;&nbsp;&nbsp;&nbsp; Troy School District (GO) <br> (Q-SBLF)  |  |  |
|  | 5.000%, 05/01/29  | 1505 | &nbsp;&nbsp; 1638860 |
| TOTAL MICHIGAN | TOTAL MICHIGAN |  | &nbsp;&nbsp; 2178514 |
| MINNESOTA — (1.9%) | MINNESOTA — (1.9%) | MINNESOTA — (1.9%) | MINNESOTA — (1.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Burnsville (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; City of Burnsville (GO) <br> Series A |  |  |
|  | 5.000%, 12/20/26  | 405 | &nbsp;&nbsp; 419076 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of St. Paul (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; City of St. Paul (GO) <br> Series A |  |  |
|  | 5.000%, 09/01/29  | 1040 | &nbsp;&nbsp; 1142814 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastern Carver County <br> Schools Independent <br> School District No. 112 <br> (GO) (SD CRED PROG) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Carver County <br> Schools Independent <br> School District No. 112 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
|  | 4.000%, 02/01/38  | 2170 | &nbsp;&nbsp; 2134429 |
| &nbsp;&nbsp;&nbsp;&nbsp; Minneapolis Special School <br> District No. 1 (GO) (SD <br> CRED PROG) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Minneapolis Special School <br> District No. 1 (GO) (SD <br> CRED PROG) Series B |  |  |
|  | 5.000%, 02/01/39  | 1120 | &nbsp;&nbsp; 1206417 |
| &nbsp;&nbsp;&nbsp;&nbsp; South St. Paul Special <br> School District No. 6 <br> (GO) (SD CRED PROG) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; South St. Paul Special <br> School District No. 6 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
|  | 5.000%, 02/01/29  | 1905 | &nbsp;&nbsp; 2066592 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Minnesota (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; State of Minnesota (GO) <br> Series A |  |  |
|  | 5.000%, 09/01/29  | 1500 | &nbsp;&nbsp; 1647064 |
| TOTAL MINNESOTA | TOTAL MINNESOTA |  | &nbsp;&nbsp; 8616392 |
| MISSOURI — (1.1%) | MISSOURI — (1.1%) | MISSOURI — (1.1%) | MISSOURI — (1.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; St. Louis County <br> Reorganized School <br> District No. R-6 (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; St. Louis County <br> Reorganized School <br> District No. R-6 (GO)  |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 02/01/26 <br> (Pre-refunded @ <br> $100, 2/1/26)<br>| 2135 | &nbsp;&nbsp; 2159576 |
|  | 5.000%, 02/01/26  | 2955 | &nbsp;&nbsp; 2991100 |
| TOTAL MISSOURI | TOTAL MISSOURI |  | &nbsp;&nbsp; 5150676 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| NEBRASKA — (1.5%) | NEBRASKA — (1.5%) | NEBRASKA — (1.5%) | NEBRASKA — (1.5%) |
| City of Omaha (GO)  | City of Omaha (GO)  |  |  |
|  | 5.000%, 04/15/28  | 285 | &nbsp;&nbsp; $304085 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Utilities <br> District of Omaha Gas <br> System Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Utilities <br> District of Omaha Gas <br> System Revenue (RB)  |  |  |
|  | 5.000%, 12/01/28  | 1140 | &nbsp;&nbsp; 1231795 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omaha Public Power <br> District (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Omaha Public Power <br> District (RB) Series A |  |  |
|  | 5.000%, 02/01/33  | 1155 | &nbsp;&nbsp; 1198823 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omaha School District <br> (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Omaha School District <br> (GO)  |  |  |
|  | 5.000%, 12/15/25  | 2500 | &nbsp;&nbsp; 2522407 |
| &nbsp;&nbsp;&nbsp;&nbsp; Papillion-La Vista School <br> District No. 27 (GO) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; Papillion-La Vista School <br> District No. 27 (GO) <br> Series B |  |  |
|  | 4.000%, 12/01/25  | 600 | &nbsp;&nbsp; 602825 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sarpy County School <br> District No. 1 (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Sarpy County School <br> District No. 1 (GO)  |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 12/15/33 <br> (Pre-refunded @ <br> $100, 12/15/27)<br>| 1160 | &nbsp;&nbsp; 1227097 |
| TOTAL NEBRASKA | TOTAL NEBRASKA |  | &nbsp;&nbsp; 7087032 |
| NEVADA — (1.0%) | NEVADA — (1.0%) | NEVADA — (1.0%) | NEVADA — (1.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Washoe County School <br> District (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Washoe County School <br> District (GO) Series A |  |  |
|  | 5.000%, 10/01/29  | 1125 | &nbsp;&nbsp; 1233150 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washoe County School <br> District (GO) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Washoe County School <br> District (GO) Series B |  |  |
|  | 5.000%, 04/01/29  | 3010 | &nbsp;&nbsp; 3270297 |
| TOTAL NEVADA | TOTAL NEVADA |  | &nbsp;&nbsp; 4503447 |
| NEW JERSEY — (2.5%) | NEW JERSEY — (2.5%) | NEW JERSEY — (2.5%) | NEW JERSEY — (2.5%) |
| City of Summit (GO)  | City of Summit (GO)  |  |  |
|  | 4.000%, 07/16/26  | 470 | &nbsp;&nbsp; 476287 |
| County of Hudson (GO)  | County of Hudson (GO)  |  |  |
|  | 4.000%, 02/26/26  | 4000 | &nbsp;&nbsp; 4029913 |
| County of Union (GO)  | County of Union (GO)  |  |  |
|  | 4.000%, 06/12/26  | 3000 | &nbsp;&nbsp; 3035548 |
| &nbsp;&nbsp;&nbsp;&nbsp; Essex County <br> Improvement Authority <br> (RN)  | &nbsp;&nbsp;&nbsp;&nbsp; Essex County <br> Improvement Authority <br> (RN)  |  |  |
|  | 5.000%, 03/17/26  | 475 | &nbsp;&nbsp; 481989 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hudson County <br> Improvement Authority <br> (RN) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Hudson County <br> Improvement Authority <br> (RN) Series B |  |  |
|  | 4.000%, 06/24/26  | 945 | &nbsp;&nbsp; 955553 |
| Princeton (GO)  | Princeton (GO)  |  |  |
|  | 2.000%, 12/15/25  | 1815 | &nbsp;&nbsp; 1806979 |
| Township of Montville (GO)  | Township of Montville (GO)  |  |  |
|  | 3.000%, 10/01/25  | 500 | &nbsp;&nbsp; 500135 |
| TOTAL NEW JERSEY | TOTAL NEW JERSEY |  | &nbsp;&nbsp; 11286404 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW MEXICO — (1.3%) | NEW MEXICO — (1.3%) | NEW MEXICO — (1.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Albuquerque Municipal <br> School District No. 12 <br> (GO) (ST AID <br> WITHHLDG) Series A |  |  |
| 5.000%, 08/01/34  | 1950 | &nbsp;&nbsp; $2086601 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Albuquerque (GO) <br> Series A |  |  |
| 4.000%, 07/01/38  | 1245 | &nbsp;&nbsp; 1240921 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Albuquerque (GO) <br> Series B |  |  |
| 5.000%, 07/01/26  | 200 | &nbsp;&nbsp; 204510 |
| State of New Mexico (GO)  |  |  |
| 5.000%, 03/01/26  | 1200 | &nbsp;&nbsp; 1217700 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of New Mexico <br> Severance Tax <br> Permanent Fund (RB) <br> Series A |  |  |
| 5.000%, 07/01/27  | 1095 | &nbsp;&nbsp; 1149052 |
| TOTAL NEW MEXICO |  | &nbsp;&nbsp; 5898784 |
| NEW YORK — (6.8%) | NEW YORK — (6.8%) | NEW YORK — (6.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series A |  |  |
| 5.000%, 08/01/25  | 1700 | &nbsp;&nbsp; 1700000 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series A-1 |  |  |
| 5.000%, 09/01/27  | 405 | &nbsp;&nbsp; 426040 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series B-1 |  |  |
| 5.000%, 12/01/34  | 380 | &nbsp;&nbsp; 387302 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series C |  |  |
| 4.000%, 08/01/39  | 2500 | &nbsp;&nbsp; 2364980 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series E |  |  |
| 5.000%, 08/01/39  | 2000 | &nbsp;&nbsp; 2117113 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series E-5 |  |  |
| 2.750%, 03/01/48  | 485 | &nbsp;&nbsp; 485000 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series F-1 |  |  |
| 5.000%, 08/01/36  | 1225 | &nbsp;&nbsp; 1323897 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series F-5 |  |  |
| 2.800%, 06/01/44  | 1490 | &nbsp;&nbsp; 1490000 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Rochester (GO) <br> Series II |  |  |
| 4.000%, 07/30/26  | 1000 | &nbsp;&nbsp; 1014332 |
| &nbsp;&nbsp;&nbsp;&nbsp; Corning City School District <br> (GO) Series A |  |  |
| 4.000%, 06/18/26  | 1000 | &nbsp;&nbsp; 1013049 |
| &nbsp;&nbsp;&nbsp;&nbsp; Empire State Development <br> Corp. (RB) Series E |  |  |
| 4.000%, 03/15/34  | 500 | &nbsp;&nbsp; 504155 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kingston City School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 3.000%, 06/01/26  | 1530 | &nbsp;&nbsp; $1529616 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series A |  |  |
| 5.000%, 03/15/33  | 2200 | &nbsp;&nbsp; 2323940 |
| 4.000%, 03/15/37  | 1435 | &nbsp;&nbsp; 1418285 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series D |  |  |
| 4.000%, 02/15/38  | 1425 | &nbsp;&nbsp; 1393187 |
| 4.000%, 02/15/39  | 4240 | &nbsp;&nbsp; 4059582 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series E |  |  |
| 5.000%, 03/15/29  | 3000 | &nbsp;&nbsp; 3264526 |
| &nbsp;&nbsp;&nbsp;&nbsp; Port Authority of New York <br> & New Jersey (RB) <br> Series 243 |  |  |
| 5.000%, 12/01/37  | 295 | &nbsp;&nbsp; 319892 |
| &nbsp;&nbsp;&nbsp;&nbsp; Triborough Bridge & Tunnel <br> Authority (RB) Series <br> A-1 |  |  |
| 5.000%, 11/15/38  | 4000 | &nbsp;&nbsp; 4324393 |
| TOTAL NEW YORK |  | &nbsp;&nbsp; 31459289 |
| NORTH CAROLINA — (0.5%) | NORTH CAROLINA — (0.5%) | NORTH CAROLINA — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Charlotte Water & <br> Sewer System Revenue <br> (RB)  |  |  |
| 5.000%, 07/01/26  | 2000 | &nbsp;&nbsp; 2047059 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Raleigh Combined <br> Enterprise System <br> Revenue (RB)  |  |  |
| 5.000%, 09/01/37  | 100 | &nbsp;&nbsp; 109670 |
| County of Durham (GO)  |  |  |
| 5.000%, 06/01/37  | 210 | &nbsp;&nbsp; 230586 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL NORTH <br> CAROLINA |  | &nbsp;&nbsp; 2387315 |
| OHIO — (1.5%) | OHIO — (1.5%) | OHIO — (1.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Columbus (GO) <br> Series A |  |  |
| 5.000%, 04/01/29  | 2030 | &nbsp;&nbsp; 2212991 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Ohio (GO) Series <br> A |  |  |
| 5.000%, 03/01/28  | 610 | &nbsp;&nbsp; 649399 |
| 5.000%, 06/15/30  | 1460 | &nbsp;&nbsp; 1618699 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Ohio (GO) Series <br> C |  |  |
| 5.000%, 08/01/28  | 2120 | &nbsp;&nbsp; 2277842 |
| TOTAL OHIO |  | &nbsp;&nbsp; 6758931 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| OKLAHOMA — (1.0%) | OKLAHOMA — (1.0%) | OKLAHOMA — (1.0%) | OKLAHOMA — (1.0%) |
| City of Tulsa (GO)  | City of Tulsa (GO)  |  |  |
|  | 5.000%, 03/01/26  | 2780 | &nbsp;&nbsp; $2820192 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oklahoma City Water <br> Utilities Trust (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Oklahoma City Water <br> Utilities Trust (RB)  |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 07/01/34 <br> (Pre-refunded @ <br> $100, 7/1/26)<br>| 1885 | &nbsp;&nbsp; 1926219 |
| TOTAL OKLAHOMA | TOTAL OKLAHOMA |  | &nbsp;&nbsp; 4746411 |
| OREGON — (2.0%) | OREGON — (2.0%) | OREGON — (2.0%) | OREGON — (2.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Beaverton Water <br> Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Beaverton Water <br> Revenue (RB)  |  |  |
|  | 5.000%, 04/01/39  | 250 | &nbsp;&nbsp; 259113 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Eugene Electric <br> Utility System Revenue <br> (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Eugene Electric <br> Utility System Revenue <br> (RB)  |  |  |
|  | 5.000%, 08/01/38  | 265 | &nbsp;&nbsp; 288335 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Multnomah (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; County of Multnomah (GO) <br> Series A |  |  |
|  | 5.000%, 06/15/29  | 265 | &nbsp;&nbsp; 289344 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Washington <br> (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; County of Washington <br> (GO)  |  |  |
|  | 5.000%, 06/01/28  | 1375 | &nbsp;&nbsp; 1473114 |
| &nbsp;&nbsp;&nbsp;&nbsp; Multnomah County School <br> District No. 1J Portland <br> (GO) (SCH BD GTY)  | &nbsp;&nbsp;&nbsp;&nbsp; Multnomah County School <br> District No. 1J Portland <br> (GO) (SCH BD GTY)  |  |  |
|  | 5.000%, 06/15/29  | 4010 | &nbsp;&nbsp; 4381474 |
| &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>| 150 | &nbsp;&nbsp; 150296 |
| &nbsp;&nbsp;&nbsp;&nbsp; Water Environment <br> Services Sewer <br> Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Water Environment <br> Services Sewer <br> Revenue (RB)  |  |  |
|  | 5.000%, 06/01/29  | 2010 | &nbsp;&nbsp; 2192256 |
| TOTAL OREGON | TOTAL OREGON |  | &nbsp;&nbsp; 9033932 |
| PENNSYLVANIA — (0.1%) | PENNSYLVANIA — (0.1%) | PENNSYLVANIA — (0.1%) | PENNSYLVANIA — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Township of Lower Merion <br> (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Township of Lower Merion <br> (GO)  |  |  |
|  | 5.000%, 05/01/29  | 605 | &nbsp;&nbsp; 660626 |
| RHODE ISLAND — (0.5%) | RHODE ISLAND — (0.5%) | RHODE ISLAND — (0.5%) | RHODE ISLAND — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Rhode Island (GO) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; State of Rhode Island (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/29  | 2135 | &nbsp;&nbsp; 2232873 |
| SOUTH CAROLINA — (1.7%) | SOUTH CAROLINA — (1.7%) | SOUTH CAROLINA — (1.7%) | SOUTH CAROLINA — (1.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Beaufort County School <br> District (GO) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Beaufort County School <br> District (GO) Series B |  |  |
|  | 5.000%, 03/01/27  | 3000 | &nbsp;&nbsp; 3117829 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| SOUTH CAROLINA — (Continued) | SOUTH CAROLINA — (Continued) | SOUTH CAROLINA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Charleston County School <br> District (GO) Series A |  |  |
| 5.000%, 02/01/26  | 1200 | &nbsp;&nbsp; $1216342 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Spartanburg <br> (GO) (ST AID <br> WITHHLDG) Series A |  |  |
| 3.000%, 04/01/26  | 1500 | &nbsp;&nbsp; 1501984 |
| &nbsp;&nbsp;&nbsp;&nbsp; Richland County School <br> District No. 2 (GO) <br> Series A |  |  |
| 5.000%, 03/01/27  | 855 | &nbsp;&nbsp; 888852 |
| 5.000%, 03/01/38  | 1000 | &nbsp;&nbsp; 1070915 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SOUTH <br> CAROLINA |  | &nbsp;&nbsp; 7795922 |
| TENNESSEE — (3.8%) | TENNESSEE — (3.8%) | TENNESSEE — (3.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Knoxville Electric <br> System Revenue (RB) <br> Series NN |  |  |
| 5.000%, 07/01/26  | 865 | &nbsp;&nbsp; 885115 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Knoxville <br> Wastewater System <br> Revenue (RB) Series A |  |  |
| 5.000%, 04/01/29  | 3000 | &nbsp;&nbsp; 3261628 |
| City of Memphis (GO)  |  |  |
| 5.000%, 05/01/26  | 1020 | &nbsp;&nbsp; 1039058 |
| County of Knox (GO)  |  |  |
| 4.000%, 06/01/38  | 1000 | &nbsp;&nbsp; 986174 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Shelby (GO) <br> Series B |  |  |
| 4.000%, 04/01/37  | 1400 | &nbsp;&nbsp; 1388123 |
| 4.000%, 04/01/39  | 1025 | &nbsp;&nbsp; 999109 |
| County of Sumner (GO)  |  |  |
| 5.000%, 06/01/26  | 1500 | &nbsp;&nbsp; 1530986 |
| County of Williamson (GO)  |  |  |
| 5.000%, 04/01/29  | 3620 | &nbsp;&nbsp; 3933048 |
| &nbsp;&nbsp;&nbsp;&nbsp; Johnson City Energy <br> Authority (RB)  |  |  |
| 5.000%, 05/01/28  | 1000 | &nbsp;&nbsp; 1042015 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Government <br> of Nashville & Davidson <br> County (GO)  |  |  |
| 4.000%, 07/01/37  | 2000 | &nbsp;&nbsp; 1972716 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Government <br> of Nashville & Davidson <br> County Water & Sewer <br> Revenue (RB)  |  |  |
| 5.000%, 07/01/26  | 155 | &nbsp;&nbsp; 158533 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Government <br> of Nashville & Davidson <br> County Water & Sewer <br> Revenue (RB) Series A |  |  |
| 5.000%, 07/01/27  | 350 | &nbsp;&nbsp; 366806 |
| TOTAL TENNESSEE |  | &nbsp;&nbsp; 17563311 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (24.7%) | TEXAS — (24.7%) | TEXAS — (24.7%) | TEXAS — (24.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alvin Independent School <br> District (GO) (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Alvin Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/40  | 315 | &nbsp;&nbsp; $332491 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arlington Independent <br> School District (GO) <br> (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Arlington Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/37  | 215 | &nbsp;&nbsp; 231276 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austin Community College <br> District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Austin Community College <br> District (GO)  |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/01/30 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 210 | &nbsp;&nbsp; 210000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Azle Independent School <br> District (GO) (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Azle Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/38  | 500 | &nbsp;&nbsp; 535074 |
| &nbsp;&nbsp;&nbsp;&nbsp; Board of Regents of the <br> University of Texas <br> System (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Board of Regents of the <br> University of Texas <br> System (RB) Series B |  |  |
|  | 5.000%, 08/15/27  | 125 | &nbsp;&nbsp; 131231 |
| &nbsp;&nbsp;&nbsp;&nbsp; Board of Regents of the <br> University of Texas <br> System (RB) Series J | &nbsp;&nbsp;&nbsp;&nbsp; Board of Regents of the <br> University of Texas <br> System (RB) Series J |  |  |
|  | 5.000%, 08/15/25  | 3055 | &nbsp;&nbsp; 3057812 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cedar Hill Independent <br> School District (GO) <br> (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Cedar Hill Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/38  | 1000 | &nbsp;&nbsp; 1078007 |
|  | 5.000%, 02/15/39  | 1450 | &nbsp;&nbsp; 1548674 |
| City of Amarillo (GO)  | City of Amarillo (GO)  |  |  |
|  | 4.000%, 02/15/26  | 1685 | &nbsp;&nbsp; 1698372 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Arlington (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; City of Arlington (GO) <br> Series A |  |  |
|  | 5.000%, 08/15/37  | 1000 | &nbsp;&nbsp; 1089432 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Arlington Water & <br> Wastewater System <br> Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Arlington Water & <br> Wastewater System <br> Revenue (RB)  |  |  |
|  | 5.000%, 06/01/26  | 1025 | &nbsp;&nbsp; 1045688 |
| City of Austin (GO)  | City of Austin (GO)  |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 09/01/26 <br> (Pre-refunded @ <br> $100, 9/1/26)<br>| 10 | &nbsp;&nbsp; 10243 |
|  | 5.000%, 09/01/27  | 2255 | &nbsp;&nbsp; 2370211 |
|  | 5.000%, 09/01/38  | 270 | &nbsp;&nbsp; 287446 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Austin Electric Utility <br> Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Austin Electric Utility <br> Revenue (RB)  |  |  |
|  | 5.000%, 11/15/39  | 500 | &nbsp;&nbsp; 530857 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Austin Water & <br> Wastewater System <br> Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Austin Water & <br> Wastewater System <br> Revenue (RB)  |  |  |
|  | 5.000%, 11/15/26  | 550 | &nbsp;&nbsp; 567570 |
| City of Bedford (GO)  | City of Bedford (GO)  |  |  |
|  | 5.000%, 02/01/38  | 1180 | &nbsp;&nbsp; 1249094 |
| City of Carrollton (GO)  | City of Carrollton (GO)  |  |  |
|  | 5.000%, 08/15/25  | 1420 | &nbsp;&nbsp; 1421269 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| City of Cedar Park (GO)  |  |  |
| 5.000%, 02/15/33  | 1825 | &nbsp;&nbsp; $1903597 |
| City of Celina (GO)  |  |  |
| 4.125%, 09/01/25  | 1415 | &nbsp;&nbsp; 1416648 |
| 4.125%, 09/01/26  | 2520 | &nbsp;&nbsp; 2561755 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Dallas (GO) Series <br> A |  |  |
| 4.000%, 02/15/37  | 2115 | &nbsp;&nbsp; 2090714 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB) Series C |  |  |
| 4.000%, 10/01/34  | 810 | &nbsp;&nbsp; 825262 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB) Series A |  |  |
| 5.000%, 10/01/27  | 2660 | &nbsp;&nbsp; 2669583 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB) Series C |  |  |
| 5.000%, 10/01/25  | 520 | &nbsp;&nbsp; 522116 |
| City of Denton (GO)  |  |  |
| 5.000%, 02/15/35  | 1420 | &nbsp;&nbsp; 1555752 |
| 5.000%, 02/15/39  | 2000 | &nbsp;&nbsp; 2107881 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of El Paso Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 03/01/40  | 1210 | &nbsp;&nbsp; 1258450 |
| City of Fort Worth (GO)  |  |  |
| 5.000%, 03/01/28  | 2090 | &nbsp;&nbsp; 2117880 |
| 5.000%, 03/01/37  | 1000 | &nbsp;&nbsp; 1061386 |
| City of Frisco (GO)  |  |  |
| 5.000%, 02/15/28  | 3495 | &nbsp;&nbsp; 3706411 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Houston (GO) <br> Series A |  |  |
| 5.000%, 03/01/26  | 1035 | &nbsp;&nbsp; 1050709 |
| City of Irving (GO)  |  |  |
| 5.000%, 09/15/25  | 1820 | &nbsp;&nbsp; 1825095 |
| City of Lewisville (GO)  |  |  |
| 5.000%, 02/15/37  | 2415 | &nbsp;&nbsp; 2594383 |
| City of Pflugerville (GO)  |  |  |
| 5.000%, 08/01/37  | 350 | &nbsp;&nbsp; 371462 |
| City of Plano (GO)  |  |  |
| 5.000%, 09/01/26  | 495 | &nbsp;&nbsp; 507852 |
| 5.000%, 09/01/38  | 1000 | &nbsp;&nbsp; 1078494 |
| City of Richardson (GO)  |  |  |
| 5.000%, 02/15/39  | 750 | &nbsp;&nbsp; 791382 |
| City of San Antonio (GO)  |  |  |
| 4.000%, 08/01/36  | 1985 | &nbsp;&nbsp; 2005021 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB) Series <br> 2020 |  |  |
| 5.000%, 02/01/37  | 1615 | &nbsp;&nbsp; 1686052 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB) Series B |  |  |
| 5.000%, 02/01/39  | 500 | &nbsp;&nbsp; 526094 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cleburne Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/28  | 1000 | &nbsp;&nbsp; $1012939 |
| &nbsp;&nbsp;&nbsp;&nbsp; Conroe Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1010 | &nbsp;&nbsp; 1023658 |
| &nbsp;&nbsp;&nbsp;&nbsp; Corpus Christi Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/37  | 1370 | &nbsp;&nbsp; 1471360 |
| County of Bexar (GO)  |  |  |
| 4.000%, 06/15/26  | 650 | &nbsp;&nbsp; 658805 |
| 5.000%, 06/15/26  | 1690 | &nbsp;&nbsp; 1727383 |
| County of Collin (GO)  |  |  |
| 5.000%, 02/15/26  | 165 | &nbsp;&nbsp; 167175 |
| 5.000%, 02/15/38  | 365 | &nbsp;&nbsp; 390087 |
| County of Harris (GO)  |  |  |
| 5.000%, 10/01/26  | 495 | &nbsp;&nbsp; 509940 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Harris (GO) <br> Series A |  |  |
| 5.000%, 10/01/30  | 710 | &nbsp;&nbsp; 712138 |
| 5.000%, 09/15/38  | 1400 | &nbsp;&nbsp; 1509497 |
| County of Williamson (GO)  |  |  |
| 4.000%, 02/15/26  | 4010 | &nbsp;&nbsp; 4042252 |
| 5.000%, 02/15/26  | 230 | &nbsp;&nbsp; 233073 |
| 5.000%, 02/15/39  | 605 | &nbsp;&nbsp; 643877 |
| Dallas College (GO)  |  |  |
| 5.000%, 02/15/28  | 930 | &nbsp;&nbsp; 984842 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denton Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/37  | 985 | &nbsp;&nbsp; 1060390 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eanes Independent School <br> District (GO) (PSF-GTD) <br> Series A |  |  |
| 5.000%, 08/01/25  | 1505 | &nbsp;&nbsp; 1505000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fort Worth Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 545 | &nbsp;&nbsp; 552488 |
| &nbsp;&nbsp;&nbsp;&nbsp; Galveston Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/01/27  | 175 | &nbsp;&nbsp; 181442 |
| &nbsp;&nbsp;&nbsp;&nbsp; Garland Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 02/15/26  | 1000 | &nbsp;&nbsp; 1001897 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grapevine-Colleyville <br> Independent School <br> District (GO) (PSF-GTD) <br> Series A |  |  |
| 5.000%, 08/15/28  | 1000 | &nbsp;&nbsp; 1071399 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Grapevine-Colleyville <br> Independent School <br> District (GO) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Grapevine-Colleyville <br> Independent School <br> District (GO) Series B |  |  |
|  | 5.000%, 08/15/27  | 2570 | &nbsp;&nbsp; $2697755 |
| &nbsp;&nbsp;&nbsp;&nbsp; Harris County Flood <br> Control District (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Harris County Flood <br> Control District (GO) <br> Series A |  |  |
|  | 5.000%, 10/01/26  | 785 | &nbsp;&nbsp; 806493 |
| &nbsp;&nbsp;&nbsp;&nbsp; Houston Independent <br> School District (GO) <br> (PSF-GTD) Series <br> REF-A | &nbsp;&nbsp;&nbsp;&nbsp; Houston Independent <br> School District (GO) <br> (PSF-GTD) Series <br> REF-A |  |  |
|  | 5.000%, 02/15/39  | 525 | &nbsp;&nbsp; 571537 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hurst-Euless-Bedford <br> Independent School <br> District (GO) (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Hurst-Euless-Bedford <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/38  | 750 | &nbsp;&nbsp; 807133 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hurst-Euless-Bedford <br> Independent School <br> District (GO) (PSF-GTD) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; Hurst-Euless-Bedford <br> Independent School <br> District (GO) (PSF-GTD) <br> Series B |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/15/29 <br> (Pre-refunded @ <br> $100, 8/15/27)<br>| 640 | &nbsp;&nbsp; 670723 |
|  | 5.000%, 08/15/29  | 1195 | &nbsp;&nbsp; 1250207 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lamar Consolidated <br> Independent School <br> District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Lamar Consolidated <br> Independent School <br> District (GO)  |  |  |
|  | 5.000%, 02/15/29  | 2060 | &nbsp;&nbsp; 2224705 |
|  | 5.000%, 02/15/30  | 870 | &nbsp;&nbsp; 953425 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lewisville Independent <br> School District (GO) <br> (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Lewisville Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/26  | 125 | &nbsp;&nbsp; 128243 |
| &nbsp;&nbsp;&nbsp;&nbsp; Midland Independent <br> School District (GO) <br> (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Midland Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/38  | 1025 | &nbsp;&nbsp; 1093454 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Texas Municipal <br> Water District Upper <br> East Fork Wastewater <br> Interceptor System (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; North Texas Municipal <br> Water District Upper <br> East Fork Wastewater <br> Interceptor System (RB)  |  |  |
|  | 5.000%, 06/01/39  | 1275 | &nbsp;&nbsp; 1352435 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northside Independent <br> School District (GO) <br> (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Northside Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 08/01/37  | 400 | &nbsp;&nbsp; 429608 |
| &nbsp;&nbsp;&nbsp;&nbsp; Permanent University Fund <br> - Texas A&M University <br> System (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Permanent University Fund <br> - Texas A&M University <br> System (RB) Series A |  |  |
|  | 5.000%, 07/01/26  | 2010 | &nbsp;&nbsp; 2054527 |
| &nbsp;&nbsp;&nbsp;&nbsp; Permanent University Fund <br> - University of Texas <br> System (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Permanent University Fund <br> - University of Texas <br> System (RB) Series A |  |  |
|  | 5.000%, 07/01/38  | 500 | &nbsp;&nbsp; 539473 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; San Antonio Independent <br> School District (GO) <br> (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; San Antonio Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/26  | 880 | &nbsp;&nbsp; $901915 |
|  | 5.000%, 08/15/30  | 2850 | &nbsp;&nbsp; 2912153 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spring Independent School <br> District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Spring Independent School <br> District (GO)  |  |  |
|  | 5.000%, 08/15/29  | 1500 | &nbsp;&nbsp; 1631344 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Texas (GO) Series <br> A | &nbsp;&nbsp;&nbsp;&nbsp; State of Texas (GO) Series <br> A |  |  |
|  | 5.000%, 10/01/25  | 2485 | &nbsp;&nbsp; 2495141 |
|  | 5.000%, 10/01/31  | 985 | &nbsp;&nbsp; 1029950 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Texas (GO) Series <br> B | &nbsp;&nbsp;&nbsp;&nbsp; State of Texas (GO) Series <br> B |  |  |
|  | 5.000%, 08/01/25  | 350 | &nbsp;&nbsp; 350000 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Texas (GO) Series <br> C | &nbsp;&nbsp;&nbsp;&nbsp; State of Texas (GO) Series <br> C |  |  |
|  | 5.000%, 08/01/25  | 675 | &nbsp;&nbsp; 675000 |
|  | 5.000%, 08/01/26  | 1420 | &nbsp;&nbsp; 1456273 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB)  |  |  |
|  | 5.000%, 12/01/39  | 780 | &nbsp;&nbsp; 829532 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tarrant Regional Water <br> District (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Tarrant Regional Water <br> District (RB) Series A |  |  |
|  | 4.000%, 09/01/29  | 5760 | &nbsp;&nbsp; 6040248 |
| &nbsp;&nbsp;&nbsp;&nbsp; Texas Tech University <br> System (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Texas Tech University <br> System (RB) Series A |  |  |
|  | 5.000%, 02/15/40  | 1250 | &nbsp;&nbsp; 1332719 |
| &nbsp;&nbsp;&nbsp;&nbsp; Texas Transportation <br> Commission (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Texas Transportation <br> Commission (GO)  |  |  |
|  | 5.000%, 04/01/38  | 1010 | &nbsp;&nbsp; 1087372 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trinity River Authority <br> Denton Creek <br> Wastewater Treatment <br> System Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Trinity River Authority <br> Denton Creek <br> Wastewater Treatment <br> System Revenue (RB)  |  |  |
|  | 5.000%, 02/01/26  | 325 | &nbsp;&nbsp; 328846 |
| &nbsp;&nbsp;&nbsp;&nbsp; Waco Independent School <br> District (GO) (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Waco Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/28  | 375 | &nbsp;&nbsp; 402457 |
| &nbsp;&nbsp;&nbsp;&nbsp; Waxahachie Independent <br> School District (GO) <br> (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Waxahachie Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/39  | 315 | &nbsp;&nbsp; 335266 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wylie Independent School <br> District/Collin County <br> (GO) (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Wylie Independent School <br> District/Collin County <br> (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/38  | 750 | &nbsp;&nbsp; 801767 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ysleta Independent School <br> District (GO) (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Ysleta Independent School <br> District (GO) (PSF-GTD)  |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/15/41 <br> (Pre-refunded @ <br> $100, 8/15/25)<br>| 1200 | &nbsp;&nbsp; 1201128 |
| TOTAL TEXAS | TOTAL TEXAS |  | &nbsp;&nbsp; 113479197 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| UTAH — (1.8%) | UTAH — (1.8%) | UTAH — (1.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Valley Water <br> Reclamation Facility <br> (RB)  |  |  |
| 5.000%, 03/01/39  | 2000 | &nbsp;&nbsp; $2166074 |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Valley Water <br> Reclamation Facility <br> (RB) Series C |  |  |
| 4.000%, 03/01/38  | 3280 | &nbsp;&nbsp; 3229301 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jordan Valley Water <br> Conservancy District <br> (RB) Series A |  |  |
| 5.000%, 10/01/38  | 125 | &nbsp;&nbsp; 132577 |
| &nbsp;&nbsp;&nbsp;&nbsp; Timpanogos Special <br> Service District (RB)  |  |  |
| 5.000%, 06/01/39  | 750 | &nbsp;&nbsp; 811829 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tooele County School <br> District (GO) (SCH BD <br> GTY)  |  |  |
| 5.000%, 06/01/37  | 1645 | &nbsp;&nbsp; 1791001 |
| Utah Transit Authority (RB)  |  |  |
| 5.000%, 12/15/26  | 225 | &nbsp;&nbsp; 232710 |
| TOTAL UTAH |  | &nbsp;&nbsp; 8363492 |
| VIRGINIA — (1.6%) | VIRGINIA — (1.6%) | VIRGINIA — (1.6%) |
| City of Lynchburg (GO)  |  |  |
| 5.000%, 08/01/28  | 1935 | &nbsp;&nbsp; 2080231 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Richmond (GO) <br> Series A |  |  |
| 5.000%, 09/01/37  | 1000 | &nbsp;&nbsp; 1091508 |
| County of Arlington (GO)  |  |  |
| 5.000%, 06/15/37  | 2500 | &nbsp;&nbsp; 2706523 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Fairfax (GO) (ST <br> AID WITHHLDG) Series <br> A |  |  |
| 4.000%, 10/01/27  | 760 | &nbsp;&nbsp; 785354 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Loudoun (GO) <br> (ST AID WITHHLDG) <br> Series B |  |  |
| 5.000%, 12/01/25  | 500 | &nbsp;&nbsp; 504017 |
| TOTAL VIRGINIA |  | &nbsp;&nbsp; 7167633 |
| WASHINGTON — (9.1%) | WASHINGTON — (9.1%) | WASHINGTON — (9.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Auburn School District No. <br> 408 of King & Pierce <br> Counties (GO) (SCH BD <br> GTY)  |  |  |
| 5.000%, 12/01/25  | 1115 | &nbsp;&nbsp; 1124045 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Bellevue (GO) <br> Series A |  |  |
| 4.000%, 12/01/25  | 285 | &nbsp;&nbsp; 286364 |
| City of Seattle (GO)  |  |  |
| 5.000%, 06/01/26  | 2825 | &nbsp;&nbsp; 2884612 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Seattle Drainage & <br> Wastewater Revenue <br> (RB)  |  |  |
| 5.000%, 05/01/26  | 330 | &nbsp;&nbsp; $336348 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Seattle Municipal <br> Light & Power Revenue <br> (RB)  |  |  |
| 5.000%, 02/01/26  | 410 | &nbsp;&nbsp; 415487 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clark County School <br> District No. 37 <br> Vancouver (GO) (SCH <br> BD GTY)  |  |  |
| 4.000%, 12/01/26  | 1155 | &nbsp;&nbsp; 1178131 |
| County of King (GO)  |  |  |
| 5.000%, 12/01/35  | 4000 | &nbsp;&nbsp; 4434192 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of King (GO) <br> Series A |  |  |
| 4.000%, 01/01/26  | 725 | &nbsp;&nbsp; 729478 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of King (GO) <br> Series B |  |  |
| 5.000%, 12/01/37  | 1045 | &nbsp;&nbsp; 1139552 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of King (GO) <br> Series E |  |  |
| 5.000%, 12/01/25  | 480 | &nbsp;&nbsp; 483926 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of King Sewer <br> Revenue (RB) Series A |  |  |
| 4.000%, 07/01/39  | 2485 | &nbsp;&nbsp; 2378531 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of King Sewer <br> Revenue (RB) Series B |  |  |
| 5.000%, 07/01/28  | 1620 | &nbsp;&nbsp; 1651269 |
| County of Spokane (GO)  |  |  |
| 5.000%, 12/01/28  | 1365 | &nbsp;&nbsp; 1474405 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy Northwest (RB) <br> Series A |  |  |
| 5.000%, 07/01/36  | 3610 | &nbsp;&nbsp; 3930160 |
| 5.000%, 07/01/37  | 165 | &nbsp;&nbsp; 177904 |
| &nbsp;&nbsp;&nbsp;&nbsp; Franklin County School <br> District No. 1 Pasco <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/36  | 575 | &nbsp;&nbsp; 625564 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grant County Public Utility <br> District No. 2 Priest <br> Rapids Hydroelectric <br> Project (RB) Series B |  |  |
| 5.000%, 01/01/39  | 500 | &nbsp;&nbsp; 539329 |
| &nbsp;&nbsp;&nbsp;&nbsp; King County School District <br> No. 210 Federal Way <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/25  | 1000 | &nbsp;&nbsp; 1008011 |
| &nbsp;&nbsp;&nbsp;&nbsp; King County School District <br> No. 401 Highline (GO) <br> (SCH BD GTY)  |  |  |
| 5.000%, 12/01/37  | 285 | &nbsp;&nbsp; 306956 |
| 5.000%, 12/01/39  | 1000 | &nbsp;&nbsp; 1075935 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; King County School District <br> No. 405 Bellevue (GO) <br> (SCH BD GTY) Series B |  |  |
| 5.000%, 12/01/26  | 995 | &nbsp;&nbsp; $1028291 |
| &nbsp;&nbsp;&nbsp;&nbsp; King County School District <br> No. 414 Lake <br> Washington (GO) (SCH <br> BD GTY)  |  |  |
| 4.000%, 12/01/25  | 1425 | &nbsp;&nbsp; 1432488 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2023B |  |  |
| 5.000%, 07/01/35  | 1010 | &nbsp;&nbsp; 1115549 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series A |  |  |
| 5.000%, 08/01/36  | 1000 | &nbsp;&nbsp; 1072137 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series B |  |  |
| 5.000%, 07/01/32  | 1030 | &nbsp;&nbsp; 1038388 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series C |  |  |
| 5.000%, 02/01/34  | 2610 | &nbsp;&nbsp; 2631715 |
| 5.000%, 02/01/37  | 2155 | &nbsp;&nbsp; 2310547 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series D |  |  |
| 5.000%, 02/01/28  | 1110 | &nbsp;&nbsp; 1151398 |
| 4.000%, 06/01/37  | 1115 | &nbsp;&nbsp; 1113780 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2025B |  |  |
| 5.000%, 07/01/27  | 1750 | &nbsp;&nbsp; 1833695 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2025C |  |  |
| 5.000%, 07/01/27  | 1045 | &nbsp;&nbsp; 1094978 |
| TOTAL WASHINGTON |  | &nbsp;&nbsp; 42003165 |
| WEST VIRGINIA — (0.5%) | WEST VIRGINIA — (0.5%) | WEST VIRGINIA — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of West Virginia (GO) <br> Series A |  |  |
| 5.000%, 12/01/36  | 2055 | &nbsp;&nbsp; 2149851 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WISCONSIN — (2.8%) | WISCONSIN — (2.8%) | WISCONSIN — (2.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Appleton Area School <br> District (GO)  |  |  |
| 5.000%, 03/01/30  | 2350 | &nbsp;&nbsp; $2569468 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Waukesha (GO) <br> Series C |  |  |
| 5.000%, 10/01/25  | 200 | &nbsp;&nbsp; 200715 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Dane (GO) <br> Series B |  |  |
| 5.000%, 06/01/37  | 2000 | &nbsp;&nbsp; 2186048 |
| &nbsp;&nbsp;&nbsp;&nbsp; Milwaukee Metropolitan <br> Sewerage District (GO) <br> Series A |  |  |
| 5.000%, 10/01/25 | 3255 | &nbsp;&nbsp; 3268062 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Wisconsin (GO) <br> Series 1 |  |  |
| 5.000%, 05/01/29  | 1295 | &nbsp;&nbsp; 1414067 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Wisconsin (GO) <br> Series 2 |  |  |
| 5.000%, 05/01/37  | 555 | &nbsp;&nbsp; 598227 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Wisconsin (GO) <br> Series B |  |  |
| 5.000%, 05/01/37  | 2370 | &nbsp;&nbsp; 2542437 |
| TOTAL WISCONSIN |  | &nbsp;&nbsp; 12779024 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL MUNICIPAL <br> BONDS <br>(Cost $468,625,240) |  | &nbsp;&nbsp; 458810023 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| INVESTMENT COMPANIES — (0.2%) | INVESTMENT COMPANIES — (0.2%) | INVESTMENT COMPANIES — (0.2%) |
| &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 $1,037,596)<br>| 1037493 | &nbsp;&nbsp; 1037596 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $469,662,836)^^ |  | &nbsp;&nbsp; $459847619 |

---

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; $458810023 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $458810023 |
| Investment Companies | &nbsp;&nbsp;&nbsp; $1037596 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1037596 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $1037596 | &nbsp;&nbsp;&nbsp; $458810023 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $459847619 |

---

------

**World Core Equity 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 — (63.3%) | DOMESTIC EQUITIES — (63.3%) | DOMESTIC EQUITIES — (63.3%) |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 15580781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $718118186 |
| INTERNATIONAL EQUITIES — (36.7%) | INTERNATIONAL EQUITIES — (36.7%) | INTERNATIONAL EQUITIES — (36.7%) |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 15683171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 286061036 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 4900635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130356888 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 416417924 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $573,205,005) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $573,205,005) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1134536110 |
| 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 $338,543) | &nbsp;&nbsp;&nbsp;&nbsp; 338543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 338543 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $573,543,548)^^ | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $573,543,548)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1134874653 |

---

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; $1134536110 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1134536110 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 338543 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 338543 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $1134874653 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1134874653 |

---

------

**DFA LTIP 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 — (100.0%) | U.S. TREASURY OBLIGATIONS — (100.0%) | U.S. TREASURY OBLIGATIONS — (100.0%) |
| U.S. Treasury Inflation-Indexed Bonds |  |  |
| 0.250%, 02/15/50 | 203310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $115910972 |
| 0.125%, 02/15/51 | 217213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116135581 |
| 0.125%, 02/15/52 | 222154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116040062 |
| 1.500%, 02/15/53 | 63787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49595863 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY OBLIGATIONS <br>Cost ($563914829) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 397682478 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $563,914,829)^^ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $397682478 |

---

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; $397682478 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $397682478 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $397682478 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $397682478 |

---

------

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

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (98.8%) | COMMON STOCKS — (98.8%) | COMMON STOCKS — (98.8%) | COMMON STOCKS — (98.8%) |
| COMMUNICATION SERVICES — (10.4%) | COMMUNICATION SERVICES — (10.4%) | COMMUNICATION SERVICES — (10.4%) | COMMUNICATION SERVICES — (10.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alphabet, Inc. <br> (GOOG US), <br> Class C<br>| 179062 | &nbsp;&nbsp; $34533897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alphabet, Inc. <br> (GOOGL US), <br> Class A<br>| 215907 | &nbsp;&nbsp; 41432553 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Altice USA, Inc., <br> Class A<br>| 16327 | &nbsp;&nbsp; 42450 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AMC Networks, Inc., <br> Class A<br>| 3200 | &nbsp;&nbsp; 19168 |
| \* | Anterix, Inc. | 2629 | &nbsp;&nbsp; 58390 |
|  | AT&T, Inc. | 223282 | &nbsp;&nbsp; 6120160 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlanta Braves <br> Holdings, Inc. <br> (2291915D US), <br> Class A<br>| 363 | &nbsp;&nbsp; 17097 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlanta Braves <br> Holdings, Inc. <br> (2292098D US), <br> Class C<br>| 5360 | &nbsp;&nbsp; 238842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ATN International, <br> Inc.<br>| 2936 | &nbsp;&nbsp; 50352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bandwidth, Inc., <br> Class A<br>| 3555 | &nbsp;&nbsp; 49450 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Omaha Corp., <br> Class A<br>| 1467 | &nbsp;&nbsp; 19731 |
|  | Cable One, Inc. | 630 | &nbsp;&nbsp; 80627 |
| \* | Cargurus, Inc. | 12627 | &nbsp;&nbsp; 414418 |
| \* | Cars.com, Inc. | 7031 | &nbsp;&nbsp; 90489 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Charter <br> Communications, <br> Inc., Class A<br>| 10401 | &nbsp;&nbsp; 2801613 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cinemark Holdings, <br> Inc.<br>| 19740 | &nbsp;&nbsp; 530414 |
| \* | Cineverse Corp. | 3068 | &nbsp;&nbsp; 15463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Comcast Corp., <br> Class A<br>| 142562 | &nbsp;&nbsp; 4737335 |
| \* | DallasNews Corp. | 100 | &nbsp;&nbsp; 1482 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EchoStar Corp., <br> Class A<br>| 2890 | &nbsp;&nbsp; 94185 |
|  | Electronic Arts, Inc. | 10581 | &nbsp;&nbsp; 1613497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Entravision <br> Communications <br> Corp., Class A<br>| 4228 | &nbsp;&nbsp; 9344 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eventbrite, Inc., <br> Class A<br>| 6468 | &nbsp;&nbsp; 15782 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EverQuote, Inc., <br> Class A<br>| 1294 | &nbsp;&nbsp; 31819 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EW Scripps Co., <br> Class A<br>| 12883 | &nbsp;&nbsp; 38520 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fox Corp. (FOX US), <br> Class B<br>| 22365 | &nbsp;&nbsp; $1143746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fox Corp. (FOXA <br> US), Class A<br>| 21922 | &nbsp;&nbsp; 1222371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Frontier <br> Communications <br> Parent, Inc.<br>| 30219 | &nbsp;&nbsp; 1110246 |
| \* | fuboTV, Inc. | 15590 | &nbsp;&nbsp; 62048 |
| \* | Gaia, Inc. | 4112 | &nbsp;&nbsp; 17270 |
| \* | Gannett Co., Inc. | 21700 | &nbsp;&nbsp; 82677 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCI Liberty, Inc. <br> (GLBKV US), <br> Class C<br>| 2164 | &nbsp;&nbsp; 71953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCI Liberty, Inc. <br> (GLIBA US), <br> Class A<br>| 372 | &nbsp;&nbsp; 12291 |
| \* | Gogo, Inc. | 19177 | &nbsp;&nbsp; 304147 |
|  | Gray Media, Inc. | 16887 | &nbsp;&nbsp; 76160 |
| \* | Harte Hanks, Inc. | 1613 | &nbsp;&nbsp; 5500 |
|  | IDT Corp., Class B | 3200 | &nbsp;&nbsp; 188512 |
| \* | IMAX Corp. | 5208 | &nbsp;&nbsp; 134314 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integral Ad Science <br> Holding Corp.<br>| 17442 | &nbsp;&nbsp; 143024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interpublic Group of <br> Cos., Inc.<br>| 44421 | &nbsp;&nbsp; 1092757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iridium <br> Communications, <br> Inc.<br>| 11303 | &nbsp;&nbsp; 276471 |
| \* | IZEA Worldwide, Inc. | 5497 | &nbsp;&nbsp; 20504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 4487 | &nbsp;&nbsp; 173198 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 1864 | &nbsp;&nbsp; 113946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband <br> Corp. (LBRDK <br> US), Class C<br>| 10822 | &nbsp;&nbsp; 663605 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 16870 | &nbsp;&nbsp; 169037 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 20277 | &nbsp;&nbsp; 207434 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Latin America <br> Ltd. (LILA US), <br> Class A<br>| 12090 | &nbsp;&nbsp; 85235 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Latin America <br> Ltd. (LILAK US), <br> Class C<br>| 11097 | &nbsp;&nbsp; 79233 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONA US), <br> Class A<br>| 2380 | &nbsp;&nbsp; $214486 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONK US), <br> Class C<br>| 16793 | &nbsp;&nbsp; 1685178 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty Live <br> (LLYVA US), <br> Class A<br>| 1829 | &nbsp;&nbsp; 149612 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty Live <br> (LLYVK US), <br> Class C<br>| 4562 | &nbsp;&nbsp; 384257 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lionsgate Studios <br> Corp.<br>| 26074 | &nbsp;&nbsp; 154358 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Live Nation <br> Entertainment, Inc.<br>| 9139 | &nbsp;&nbsp; 1349830 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lumen Technologies, <br> Inc.<br>| 83793 | &nbsp;&nbsp; 372879 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Madison Square <br> Garden <br> Entertainment <br> Corp.<br>| 4462 | &nbsp;&nbsp; 168619 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Madison Square <br> Garden Sports <br> Corp.<br>| 2119 | &nbsp;&nbsp; 428250 |
| \* | Magnite, Inc. | 27185 | &nbsp;&nbsp; 625527 |
|  | Marcus Corp. | 4915 | &nbsp;&nbsp; 80459 |
|  | Match Group, Inc. | 13410 | &nbsp;&nbsp; 459561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meta Platforms, Inc., <br> Class A<br>| 90365 | &nbsp;&nbsp; 69891906 |
| \* | Netflix, Inc. | 6393 | &nbsp;&nbsp; 7412044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New York Times Co., <br> Class A<br>| 15361 | &nbsp;&nbsp; 797082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; News Corp. (NWS <br> US), Class B<br>| 15297 | &nbsp;&nbsp; 511226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; News Corp. (NWSA <br> US), Class A<br>| 34396 | &nbsp;&nbsp; 1008491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nexstar Media <br> Group, Inc.<br>| 4719 | &nbsp;&nbsp; 882972 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, <br> Inc.<br>| 16817 | &nbsp;&nbsp; 1211665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Global <br> (PARA US), <br> Class B<br>| 6813 | &nbsp;&nbsp; 85639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Global <br> (PARAA US), <br> Class A<br>| 1096 | &nbsp;&nbsp; 20923 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pinterest, Inc., <br> Class A<br>| 35044 | &nbsp;&nbsp; 1352698 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PubMatic, Inc., <br> Class A<br>| 5258 | &nbsp;&nbsp; $63149 |
| \* | QuinStreet, Inc. | 6652 | &nbsp;&nbsp; 109159 |
| \* | Reddit, Inc., Class A | 1000 | &nbsp;&nbsp; 160590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Reservoir Media, <br> Inc.<br>| 3267 | &nbsp;&nbsp; 25940 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ROBLOX Corp., <br> Class A<br>| 3481 | &nbsp;&nbsp; 479647 |
| \* | Roku, Inc. | 7422 | &nbsp;&nbsp; 698856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saga <br> Communications, <br> Inc., Class A<br>| 728 | &nbsp;&nbsp; 9173 |
|  | Scholastic Corp. | 3111 | &nbsp;&nbsp; 76748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenandoah <br> Telecommunications <br> Co.<br>| 7254 | &nbsp;&nbsp; 106489 |
|  | Shutterstock, Inc. | 2636 | &nbsp;&nbsp; 50506 |
|  | Sinclair, Inc. | 5284 | &nbsp;&nbsp; 76407 |
| \* | Snap, Inc., Class A | 46088 | &nbsp;&nbsp; 434610 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sphere Entertainment <br> Co.<br>| 4238 | &nbsp;&nbsp; 182446 |
|  | Spok Holdings, Inc. | 2587 | &nbsp;&nbsp; 47446 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Spotify Technology <br> SA<br>| 327 | &nbsp;&nbsp; 204879 |
| \* | Stagwell, Inc. | 23413 | &nbsp;&nbsp; 134157 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Starz Entertainment <br> Corp.<br>| 1737 | &nbsp;&nbsp; 25273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunrise <br> Communications <br> AG, ADR, Class A<br>| 6923 | &nbsp;&nbsp; 367334 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Take-Two Interactive <br> Software, Inc.<br>| 6852 | &nbsp;&nbsp; 1526146 |
| \* | TechTarget, Inc. | 3475 | &nbsp;&nbsp; 25159 |
|  | TEGNA, Inc. | 34128 | &nbsp;&nbsp; 569938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telephone & Data <br> Systems, Inc.<br>| 15952 | &nbsp;&nbsp; 622766 |
| \* | Thryv Holdings, Inc. | 3300 | &nbsp;&nbsp; 43428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TKO Group Holdings, <br> Inc.<br>| 3042 | &nbsp;&nbsp; 511086 |
|  | T-Mobile U.S., Inc. | 20652 | &nbsp;&nbsp; 4923643 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trade Desk, Inc., <br> Class A<br>| 4976 | &nbsp;&nbsp; 432713 |
| \* | Travelzoo | 2000 | &nbsp;&nbsp; 19980 |
| \* | TripAdvisor, Inc. | 11013 | &nbsp;&nbsp; 192617 |
| \* | U.S. Cellular Corp. | 7373 | &nbsp;&nbsp; 537713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Verizon <br> Communications, <br> Inc.<br>| 122706 | &nbsp;&nbsp; 5246909 |
| \* | Vimeo, Inc. | 25441 | &nbsp;&nbsp; 96421 |
|  | Walt Disney Co. | 34793 | &nbsp;&nbsp; 4144194 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Warner Bros <br> Discovery, Inc.<br>| 129430 | &nbsp;&nbsp; 1704593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Warner Music Group <br> Corp., Class A<br>| 10274 | &nbsp;&nbsp; 300617 |
| \* | WideOpenWest, Inc. | 11172 | &nbsp;&nbsp; 37650 |
| \* | Yelp, Inc. | 5182 | &nbsp;&nbsp; 178416 |
| \* | Zedge, Inc., Class B | 300 | &nbsp;&nbsp; 1206 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Ziff Davis, Inc. | 4622 | &nbsp;&nbsp; $143837 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ZoomInfo <br> Technologies, Inc.<br>| 7408 | &nbsp;&nbsp; 80229 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES |  | &nbsp;&nbsp; 214352489 |
| CONSUMER DISCRETIONARY — (11.1%) | CONSUMER DISCRETIONARY — (11.1%) | CONSUMER DISCRETIONARY — (11.1%) | CONSUMER DISCRETIONARY — (11.1%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; 1-800-Flowers.com, <br> Inc., Class A<br>| 5186 | &nbsp;&nbsp; 30649 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Abercrombie & Fitch <br> Co., Class A<br>| 10546 | &nbsp;&nbsp; 1012627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Academy Sports & <br> Outdoors, Inc.<br>| 7922 | &nbsp;&nbsp; 402358 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Acushnet Holdings <br> Corp.<br>| 10245 | &nbsp;&nbsp; 815707 |
| \* | Adient PLC | 8223 | &nbsp;&nbsp; 176301 |
|  | ADT, Inc. | 68936 | &nbsp;&nbsp; 575616 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adtalem Global <br> Education, Inc.<br>| 8366 | &nbsp;&nbsp; 955983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advance Auto Parts, <br> Inc.<br>| 2745 | &nbsp;&nbsp; 145677 |
| \* | Airbnb, Inc., Class A | 4773 | &nbsp;&nbsp; 631993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; A-Mark Precious <br> Metals, Inc.<br>| 3926 | &nbsp;&nbsp; 83545 |
| \* | Amazon.com, Inc. | 212268 | &nbsp;&nbsp; 49694061 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Axle & <br> Manufacturing <br> Holdings, Inc.<br>| 11539 | &nbsp;&nbsp; 51349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Eagle <br> Outfitters, Inc.<br>| 17550 | &nbsp;&nbsp; 189540 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Public <br> Education, Inc.<br>| 1609 | &nbsp;&nbsp; 47498 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; America's Car-Mart, <br> Inc.<br>| 1100 | &nbsp;&nbsp; 49544 |
| \* | Aptiv PLC | 15211 | &nbsp;&nbsp; 1044083 |
|  | Aramark | 25829 | &nbsp;&nbsp; 1099282 |
| #\* | Arhaus, Inc. | 6381 | &nbsp;&nbsp; 55898 |
|  | Arko Corp. | 3374 | &nbsp;&nbsp; 14070 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asbury Automotive <br> Group, Inc.<br>| 2558 | &nbsp;&nbsp; 568183 |
|  | Autoliv, Inc. | 12799 | &nbsp;&nbsp; 1427728 |
| \* | AutoNation, Inc. | 7876 | &nbsp;&nbsp; 1517233 |
| \* | AutoZone, Inc. | 402 | &nbsp;&nbsp; 1514889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bassett Furniture <br> Industries, Inc.<br>| 1200 | &nbsp;&nbsp; 18984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bath & Body Works, <br> Inc.<br>| 13702 | &nbsp;&nbsp; 396810 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beazer Homes USA, <br> Inc.<br>| 4424 | &nbsp;&nbsp; 103964 |
|  | Best Buy Co., Inc. | 22006 | &nbsp;&nbsp; 1431710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biglari Holdings, Inc. <br> (BH US), Class B<br>| 39 | &nbsp;&nbsp; 12024 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biglari Holdings, Inc. <br> (BH/A US), <br> Class A<br>| 42 | &nbsp;&nbsp; 62412 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Birkenstock Holding <br> PLC<br>| 6026 | &nbsp;&nbsp; 301842 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Booking Holdings, <br> Inc.<br>| 574 | &nbsp;&nbsp; $3159330 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boot Barn Holdings, <br> Inc.<br>| 3312 | &nbsp;&nbsp; 569333 |
|  | BorgWarner, Inc. | 23087 | &nbsp;&nbsp; 849602 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bright Horizons <br> Family Solutions, <br> Inc.<br>| 6918 | &nbsp;&nbsp; 782426 |
|  | Brunswick Corp. | 7757 | &nbsp;&nbsp; 452156 |
|  | Buckle, Inc. | 7748 | &nbsp;&nbsp; 382519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Build-A-Bear <br> Workshop, Inc.<br>| 1856 | &nbsp;&nbsp; 94118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Burlington Stores, <br> Inc.<br>| 6894 | &nbsp;&nbsp; 1881786 |
|  | Caleres, Inc. | 4646 | &nbsp;&nbsp; 63790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Camping World <br> Holdings, Inc., <br> Class A<br>| 4963 | &nbsp;&nbsp; 68688 |
| \* | Capri Holdings Ltd. | 7065 | &nbsp;&nbsp; 128512 |
| \* | CarMax, Inc. | 11974 | &nbsp;&nbsp; 677848 |
| \* | Carnival Corp. | 74528 | &nbsp;&nbsp; 2218699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carriage Services, <br> Inc.<br>| 2352 | &nbsp;&nbsp; 105652 |
|  | Carter's, Inc. | 3820 | &nbsp;&nbsp; 92597 |
| \* | Carvana Co. | 4734 | &nbsp;&nbsp; 1847065 |
| \* | Cava Group, Inc. | 2538 | &nbsp;&nbsp; 223369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cavco Industries, <br> Inc.<br>| 964 | &nbsp;&nbsp; 389138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Century <br> Communities, Inc.<br>| 4649 | &nbsp;&nbsp; 261692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Champion Homes, <br> Inc.<br>| 7662 | &nbsp;&nbsp; 466616 |
| \* | Chewy, Inc., Class A | 6104 | &nbsp;&nbsp; 224017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chipotle Mexican <br> Grill, Inc.<br>| 47450 | &nbsp;&nbsp; 2034656 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Choice Hotels <br> International, Inc.<br>| 3696 | &nbsp;&nbsp; 472016 |
| \* | Citi Trends, Inc. | 1812 | &nbsp;&nbsp; 55302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Sportswear <br> Co.<br>| 5631 | &nbsp;&nbsp; 318546 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cooper-Standard <br> Holdings, Inc.<br>| 2917 | &nbsp;&nbsp; 70300 |
| \* | Coupang, Inc. | 45250 | &nbsp;&nbsp; 1331707 |
| \* | Coursera, Inc. | 6523 | &nbsp;&nbsp; 82451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cracker Barrel Old <br> Country Store, Inc.<br>| 1300 | &nbsp;&nbsp; 80600 |
| \* | Crocs, Inc. | 5681 | &nbsp;&nbsp; 566566 |
|  | Crown Crafts, Inc. | 3514 | &nbsp;&nbsp; 9804 |
| \* | Culp, Inc. | 8100 | &nbsp;&nbsp; 34425 |
|  | Dana, Inc. | 14826 | &nbsp;&nbsp; 236030 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Deckers Outdoor <br> Corp.<br>| 13536 | &nbsp;&nbsp; 1437117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Designer Brands, <br> Inc., Class A<br>| 1992 | &nbsp;&nbsp; 5617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dick's Sporting <br> Goods, Inc.<br>| 8177 | &nbsp;&nbsp; 1729517 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dillard's, Inc., <br> Class A<br>| 1315 | &nbsp;&nbsp; $614013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dine Brands Global, <br> Inc.<br>| 1500 | &nbsp;&nbsp; 33915 |
|  | Domino's Pizza, Inc. | 1342 | &nbsp;&nbsp; 621628 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DoorDash, Inc., <br> Class A<br>| 7303 | &nbsp;&nbsp; 1827576 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dorman Products, <br> Inc.<br>| 3867 | &nbsp;&nbsp; 466438 |
|  | DR Horton, Inc. | 16225 | &nbsp;&nbsp; 2317579 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dream Finders <br> Homes, Inc., <br> Class A<br>| 1142 | &nbsp;&nbsp; 28915 |
| \* | Duolingo, Inc. | 217 | &nbsp;&nbsp; 75201 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dutch Bros, Inc., <br> Class A<br>| 3440 | &nbsp;&nbsp; 203889 |
|  | eBay, Inc. | 30399 | &nbsp;&nbsp; 2789108 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; El Pollo Loco <br> Holdings, Inc.<br>| 3355 | &nbsp;&nbsp; 34556 |
| \* | Envela Corp. | 5655 | &nbsp;&nbsp; 30650 |
|  | Escalade, Inc. | 1450 | &nbsp;&nbsp; 17821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ethan Allen Interiors, <br> Inc.<br>| 4083 | &nbsp;&nbsp; 121551 |
| \* | Etsy, Inc. | 7486 | &nbsp;&nbsp; 436209 |
|  | Expedia Group, Inc. | 8806 | &nbsp;&nbsp; 1587017 |
| \* | Figs, Inc., Class A | 16422 | &nbsp;&nbsp; 106743 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Watch <br> Restaurant Group, <br> Inc.<br>| 5169 | &nbsp;&nbsp; 89372 |
| \* | Five Below, Inc. | 3980 | &nbsp;&nbsp; 543350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flexsteel Industries, <br> Inc.<br>| 1153 | &nbsp;&nbsp; 39214 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Floor & Decor <br> Holdings, Inc., <br> Class A<br>| 7481 | &nbsp;&nbsp; 573344 |
| \* | Foot Locker, Inc. | 7900 | &nbsp;&nbsp; 197816 |
|  | Ford Motor Co. | 230505 | &nbsp;&nbsp; 2551690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fox Factory Holding <br> Corp.<br>| 3696 | &nbsp;&nbsp; 112248 |
| \* | Frontdoor, Inc. | 7736 | &nbsp;&nbsp; 452556 |
| \* | Funko, Inc., Class A | 4017 | &nbsp;&nbsp; 15425 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GameStop Corp., <br> Class A<br>| 2800 | &nbsp;&nbsp; 62860 |
|  | Gap, Inc. | 46468 | &nbsp;&nbsp; 904267 |
|  | Garmin Ltd. | 8856 | &nbsp;&nbsp; 1937339 |
|  | Garrett Motion, Inc. | 11534 | &nbsp;&nbsp; 150403 |
|  | General Motors Co. | 90575 | &nbsp;&nbsp; 4831270 |
| \* | Genesco, Inc. | 800 | &nbsp;&nbsp; 19248 |
|  | Gentex Corp. | 32760 | &nbsp;&nbsp; 865519 |
| \* | Gentherm, Inc. | 4760 | &nbsp;&nbsp; 152510 |
|  | Genuine Parts Co. | 12172 | &nbsp;&nbsp; 1568727 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; G-III Apparel Group <br> Ltd.<br>| 9986 | &nbsp;&nbsp; 235670 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Global Business <br> Travel Group I<br>| 3800 | &nbsp;&nbsp; 24434 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Good Times <br> Restaurants, Inc.<br>| 639 | &nbsp;&nbsp; 914 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Goodyear Tire & <br> Rubber Co.<br>| 35081 | &nbsp;&nbsp; $360633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Graham Holdings <br> Co., Class B<br>| 645 | &nbsp;&nbsp; 615446 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grand Canyon <br> Education, Inc.<br>| 3966 | &nbsp;&nbsp; 668787 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Green Brick Partners, <br> Inc.<br>| 5861 | &nbsp;&nbsp; 363030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Group 1 Automotive, <br> Inc.<br>| 1839 | &nbsp;&nbsp; 757944 |
|  | Guess?, Inc. | 5802 | &nbsp;&nbsp; 75426 |
|  | H&R Block, Inc. | 12911 | &nbsp;&nbsp; 701584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Beach <br> Brands Holding <br> Co., Class A<br>| 1000 | &nbsp;&nbsp; 15570 |
| \* | Hanesbrands, Inc. | 25434 | &nbsp;&nbsp; 104025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harley-Davidson, <br> Inc.<br>| 12970 | &nbsp;&nbsp; 315560 |
|  | Hasbro, Inc. | 13459 | &nbsp;&nbsp; 1011578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haverty Furniture <br> Cos., Inc. (HVT <br> US)<br>| 3679 | &nbsp;&nbsp; 75898 |
| \* | Helen of Troy Ltd. | 2950 | &nbsp;&nbsp; 64841 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hilton Grand <br> Vacations, Inc.<br>| 9683 | &nbsp;&nbsp; 433992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hilton Worldwide <br> Holdings, Inc.<br>| 6100 | &nbsp;&nbsp; 1635288 |
|  | Home Depot, Inc. | 32315 | &nbsp;&nbsp; 11876086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hooker Furnishings <br> Corp.<br>| 1478 | &nbsp;&nbsp; 13967 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hovnanian <br> Enterprises, Inc., <br> Class A<br>| 369 | &nbsp;&nbsp; 44084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyatt Hotels Corp., <br> Class A<br>| 3805 | &nbsp;&nbsp; 536391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Installed Building <br> Products, Inc.<br>| 3833 | &nbsp;&nbsp; 775378 |
|  | J Jill, Inc. | 763 | &nbsp;&nbsp; 11964 |
|  | JAKKS Pacific, Inc. | 706 | &nbsp;&nbsp; 12503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jerash Holdings U.S., <br> Inc.<br>| 681 | &nbsp;&nbsp; 2295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Outdoors, <br> Inc., Class A<br>| 1404 | &nbsp;&nbsp; 46613 |
|  | KB Home | 9866 | &nbsp;&nbsp; 545195 |
|  | Kohl's Corp. | 13574 | &nbsp;&nbsp; 147142 |
|  | Kontoor Brands, Inc. | 7419 | &nbsp;&nbsp; 412942 |
| # | Krispy Kreme, Inc. | 13223 | &nbsp;&nbsp; 47867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lakeland Industries, <br> Inc.<br>| 1000 | &nbsp;&nbsp; 13910 |
| \* | Lands' End, Inc. | 2914 | &nbsp;&nbsp; 34181 |
| \* | Latham Group, Inc. | 14706 | &nbsp;&nbsp; 99707 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Laureate Education, <br> Inc.<br>| 25916 | &nbsp;&nbsp; 585702 |
|  | La-Z-Boy, Inc. | 8766 | &nbsp;&nbsp; 315313 |
|  | LCI Industries | 2916 | &nbsp;&nbsp; 277020 |
|  | Lear Corp. | 5558 | &nbsp;&nbsp; 524064 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Legacy Housing <br> Corp.<br>| 3926 | &nbsp;&nbsp; $87864 |
|  | Leggett & Platt, Inc. | 7426 | &nbsp;&nbsp; 70918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lennar Corp. (LEN <br> US), Class A<br>| 11154 | &nbsp;&nbsp; 1251256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lennar Corp. (LENB <br> US), Class B<br>| 699 | &nbsp;&nbsp; 74919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Levi Strauss & Co., <br> Class A<br>| 9340 | &nbsp;&nbsp; 183905 |
| \* | LGI Homes, Inc. | 2381 | &nbsp;&nbsp; 126836 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Life Time Group <br> Holdings, Inc.<br>| 19907 | &nbsp;&nbsp; 571729 |
|  | Lifetime Brands, Inc. | 1970 | &nbsp;&nbsp; 8668 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln Educational <br> Services Corp.<br>| 3900 | &nbsp;&nbsp; 89193 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lindblad Expeditions <br> Holdings, Inc.<br>| 4594 | &nbsp;&nbsp; 54898 |
|  | Lithia Motors, Inc. | 2660 | &nbsp;&nbsp; 766080 |
|  | LKQ Corp. | 19340 | &nbsp;&nbsp; 569950 |
| \* | Lovesac Co. | 1399 | &nbsp;&nbsp; 25196 |
|  | Lowe's Cos., Inc. | 6441 | &nbsp;&nbsp; 1440014 |
| #\* | Lucid Group, Inc. | 68308 | &nbsp;&nbsp; 168038 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lululemon Athletica, <br> Inc.<br>| 7072 | &nbsp;&nbsp; 1418148 |
|  | Macy's, Inc. | 28918 | &nbsp;&nbsp; 365234 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Malibu Boats, Inc., <br> Class A<br>| 3621 | &nbsp;&nbsp; 120616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marine Products <br> Corp.<br>| 839 | &nbsp;&nbsp; 7207 |
| \* | MarineMax, Inc. | 1960 | &nbsp;&nbsp; 44453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marriott International, <br> Inc., Class A<br>| 1749 | &nbsp;&nbsp; 461439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marriott Vacations <br> Worldwide Corp.<br>| 4085 | &nbsp;&nbsp; 304210 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MasterCraft Boat <br> Holdings, Inc.<br>| 1200 | &nbsp;&nbsp; 23208 |
| \* | Mattel, Inc. | 33042 | &nbsp;&nbsp; 562044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matthews <br> International Corp., <br> Class A<br>| 3692 | &nbsp;&nbsp; 86725 |
|  | McDonald's Corp. | 9488 | &nbsp;&nbsp; 2847064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meritage Homes <br> Corp.<br>| 6570 | &nbsp;&nbsp; 442424 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mister Car Wash, <br> Inc.<br>| 20787 | &nbsp;&nbsp; 120045 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mobileye Global, Inc., <br> Class A<br>| 6631 | &nbsp;&nbsp; 94425 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Modine <br> Manufacturing Co.<br>| 6897 | &nbsp;&nbsp; 928060 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mohawk Industries, <br> Inc.<br>| 6034 | &nbsp;&nbsp; 690953 |
| # | Monro, Inc. | 4116 | &nbsp;&nbsp; 58015 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Motorcar Parts of <br> America, Inc.<br>| 2184 | &nbsp;&nbsp; 22648 |
|  | Movado Group, Inc. | 2400 | &nbsp;&nbsp; 37224 |
|  | Murphy USA, Inc. | 2038 | &nbsp;&nbsp; 738734 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nathan's Famous, <br> Inc.<br>| 600 | &nbsp;&nbsp; $57000 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Vision <br> Holdings, Inc.<br>| 7768 | &nbsp;&nbsp; 188452 |
|  | NIKE, Inc., Class B | 22067 | &nbsp;&nbsp; 1648184 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Norwegian Cruise <br> Line Holdings Ltd.<br>| 45586 | &nbsp;&nbsp; 1165178 |
| \* | NVR, Inc. | 279 | &nbsp;&nbsp; 2106308 |
| \* | ODP Corp. | 2878 | &nbsp;&nbsp; 51344 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ollie's Bargain Outlet <br> Holdings, Inc.<br>| 7308 | &nbsp;&nbsp; 998492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OneSpaWorld <br> Holdings Ltd.<br>| 15856 | &nbsp;&nbsp; 350735 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OneWater Marine, <br> Inc., Class A<br>| 1156 | &nbsp;&nbsp; 17733 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; O'Reilly Automotive, <br> Inc.<br>| 9360 | &nbsp;&nbsp; 920275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oxford Industries, <br> Inc.<br>| 1896 | &nbsp;&nbsp; 72389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Papa John's <br> International, Inc.<br>| 2371 | &nbsp;&nbsp; 100554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Patrick Industries, <br> Inc.<br>| 4400 | &nbsp;&nbsp; 427856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Penske Automotive <br> Group, Inc.<br>| 6155 | &nbsp;&nbsp; 1030409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perdoceo Education <br> Corp.<br>| 10364 | &nbsp;&nbsp; 298276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Petco Health & <br> Wellness Co., Inc.<br>| 16353 | &nbsp;&nbsp; 49223 |
|  | Phinia, Inc. | 5614 | &nbsp;&nbsp; 284630 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Planet Fitness, Inc., <br> Class A<br>| 7032 | &nbsp;&nbsp; 767824 |
|  | Polaris, Inc. | 5424 | &nbsp;&nbsp; 286984 |
|  | Pool Corp. | 2924 | &nbsp;&nbsp; 901001 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Portillo's, Inc., <br> Class A<br>| 3567 | &nbsp;&nbsp; 35527 |
| \* | Potbelly Corp. | 4618 | &nbsp;&nbsp; 55555 |
|  | PulteGroup, Inc. | 24354 | &nbsp;&nbsp; 2750054 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pursuit Attractions & <br> Hospitality, Inc.<br>| 2797 | &nbsp;&nbsp; 84581 |
|  | PVH Corp. | 5068 | &nbsp;&nbsp; 372093 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; QuantumScape <br> Corp.<br>| 45792 | &nbsp;&nbsp; 393811 |
|  | Ralph Lauren Corp. | 5141 | &nbsp;&nbsp; 1535874 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rave Restaurant <br> Group, Inc.<br>| 205 | &nbsp;&nbsp; 617 |
| \* | Revolve Group, Inc. | 5809 | &nbsp;&nbsp; 120537 |
| \* | RH | 1471 | &nbsp;&nbsp; 302467 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Rivian Automotive, <br> Inc., Class A<br>| 78852 | &nbsp;&nbsp; 1014825 |
|  | Rocky Brands, Inc. | 402 | &nbsp;&nbsp; 10516 |
|  | Ross Stores, Inc. | 20159 | &nbsp;&nbsp; 2752510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Royal Caribbean <br> Cruises Ltd.<br>| 23406 | &nbsp;&nbsp; 7440065 |
| \* | Sabre Corp. | 20921 | &nbsp;&nbsp; 63391 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sally Beauty <br> Holdings, Inc.<br>| 12184 | &nbsp;&nbsp; 118672 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Service Corp. <br> International<br>| 17753 | &nbsp;&nbsp; $1354731 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shake Shack, Inc., <br> Class A<br>| 3578 | &nbsp;&nbsp; 430577 |
| \* | SharkNinja, Inc. | 11583 | &nbsp;&nbsp; 1344786 |
|  | Shoe Carnival, Inc. | 5946 | &nbsp;&nbsp; 121655 |
| # | Signet Jewelers Ltd. | 8025 | &nbsp;&nbsp; 634777 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Skechers USA, Inc., <br> Class A<br>| 13168 | &nbsp;&nbsp; 832876 |
| \* | Sleep Number Corp. | 6099 | &nbsp;&nbsp; 44706 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Soho House & Co., <br> Inc.<br>| 300 | &nbsp;&nbsp; 1905 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Somnigroup <br> International, Inc.<br>| 18249 | &nbsp;&nbsp; 1320863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sonic Automotive, <br> Inc., Class A<br>| 4084 | &nbsp;&nbsp; 295477 |
| \* | Sonos, Inc. | 12142 | &nbsp;&nbsp; 131255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Motor <br> Products, Inc.<br>| 2454 | &nbsp;&nbsp; 74503 |
|  | Starbucks Corp. | 12324 | &nbsp;&nbsp; 1098808 |
|  | Steven Madden Ltd. | 9277 | &nbsp;&nbsp; 222694 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Stitch Fix, Inc., <br> Class A<br>| 19988 | &nbsp;&nbsp; 94543 |
| \* | Stoneridge, Inc. | 5645 | &nbsp;&nbsp; 43466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Strategic Education, <br> Inc.<br>| 5466 | &nbsp;&nbsp; 405277 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Strattec Security <br> Corp.<br>| 437 | &nbsp;&nbsp; 27732 |
| \* | Stride, Inc. | 7870 | &nbsp;&nbsp; 1009170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Superior Group of <br> Cos., Inc.<br>| 1686 | &nbsp;&nbsp; 16270 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sweetgreen, Inc., <br> Class A<br>| 8610 | &nbsp;&nbsp; 110897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tandy Leather <br> Factory, Inc.<br>| 2345 | &nbsp;&nbsp; 8254 |
|  | Tapestry, Inc. | 37120 | &nbsp;&nbsp; 4010074 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Target Hospitality <br> Corp.<br>| 3637 | &nbsp;&nbsp; 27605 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taylor Morrison <br> Home Corp.<br>| 18726 | &nbsp;&nbsp; 1110077 |
| \* | Tesla, Inc. | 23117 | &nbsp;&nbsp; 7126278 |
|  | Thor Industries, Inc. | 5523 | &nbsp;&nbsp; 502538 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tile Shop Holdings, <br> Inc.<br>| 8472 | &nbsp;&nbsp; 53458 |
|  | TJX Cos., Inc. | 44208 | &nbsp;&nbsp; 5505222 |
|  | Toll Brothers, Inc. | 12854 | &nbsp;&nbsp; 1521399 |
| \* | TopBuild Corp. | 3342 | &nbsp;&nbsp; 1237977 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Topgolf Callaway <br> Brands Corp.<br>| 15000 | &nbsp;&nbsp; 138750 |
|  | Tractor Supply Co. | 29175 | &nbsp;&nbsp; 1661516 |
|  | Travel & Leisure Co. | 5679 | &nbsp;&nbsp; 336481 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tri Pointe Homes, <br> Inc.<br>| 18514 | &nbsp;&nbsp; 570231 |
| \* | Ulta Beauty, Inc. | 4070 | &nbsp;&nbsp; 2096091 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Under Armour, Inc. <br> (UA US), Class C<br>| 34811 | &nbsp;&nbsp; 219309 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Under Armour, Inc. <br> (UAA US), Class A<br>| 8157 | &nbsp;&nbsp; $54162 |
| \* | Unifi, Inc. | 2302 | &nbsp;&nbsp; 10451 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Parks & <br> Resorts, Inc.<br>| 6487 | &nbsp;&nbsp; 307030 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Universal Electronics, <br> Inc.<br>| 1080 | &nbsp;&nbsp; 6556 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Universal Technical <br> Institute, Inc.<br>| 6933 | &nbsp;&nbsp; 223381 |
|  | Upbound Group, Inc. | 6266 | &nbsp;&nbsp; 129299 |
| \* | Urban Outfitters, Inc. | 15120 | &nbsp;&nbsp; 1138234 |
|  | Vail Resorts, Inc. | 3489 | &nbsp;&nbsp; 524257 |
| \* | Valvoline, Inc. | 15837 | &nbsp;&nbsp; 558254 |
| \* | Vera Bradley, Inc. | 3191 | &nbsp;&nbsp; 6159 |
|  | VF Corp. | 34113 | &nbsp;&nbsp; 399804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Victoria's Secret & <br> Co.<br>| 9405 | &nbsp;&nbsp; 176814 |
| \* | Visteon Corp. | 3195 | &nbsp;&nbsp; 355124 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Warby Parker, Inc., <br> Class A<br>| 8945 | &nbsp;&nbsp; 214233 |
|  | Wendy's Co. | 24810 | &nbsp;&nbsp; 244378 |
|  | Weyco Group, Inc. | 1047 | &nbsp;&nbsp; 30447 |
| # | Whirlpool Corp. | 5778 | &nbsp;&nbsp; 479805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Williams-Sonoma, <br> Inc.<br>| 10623 | &nbsp;&nbsp; 1987032 |
|  | Wingstop, Inc. | 2160 | &nbsp;&nbsp; 815054 |
|  | Winmark Corp. | 350 | &nbsp;&nbsp; 132097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Winnebago <br> Industries, Inc.<br>| 3180 | &nbsp;&nbsp; 94510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wolverine World <br> Wide, Inc.<br>| 7020 | &nbsp;&nbsp; 158512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wyndham Hotels & <br> Resorts, Inc.<br>| 9110 | &nbsp;&nbsp; 783460 |
| \* | YETI Holdings, Inc. | 8555 | &nbsp;&nbsp; 314311 |
|  | Yum! Brands, Inc. | 9314 | &nbsp;&nbsp; 1342613 |
| \* | Zumiez, Inc. | 1507 | &nbsp;&nbsp; 20661 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY |  | &nbsp;&nbsp; 227883226 |
| CONSUMER STAPLES — (5.1%) | CONSUMER STAPLES — (5.1%) | CONSUMER STAPLES — (5.1%) | CONSUMER STAPLES — (5.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albertsons Cos., Inc., <br> Class A<br>| 55200 | &nbsp;&nbsp; 1060944 |
|  | Alico, Inc. | 1900 | &nbsp;&nbsp; 61332 |
|  | Andersons, Inc. | 5770 | &nbsp;&nbsp; 207258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Archer-Daniels-Midland <br> Co.<br>| 25633 | &nbsp;&nbsp; 1388796 |
|  | B&G Foods, Inc. | 7703 | &nbsp;&nbsp; 31582 |
| \* | BellRing Brands, Inc. | 13094 | &nbsp;&nbsp; 714671 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BJ's Wholesale Club <br> Holdings, Inc.<br>| 18829 | &nbsp;&nbsp; 1993991 |
|  | Bunge Global SA | 12980 | &nbsp;&nbsp; 1035285 |
|  | Calavo Growers, Inc. | 2336 | &nbsp;&nbsp; 61437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cal-Maine Foods, <br> Inc.<br>| 6197 | &nbsp;&nbsp; 688735 |
|  | Campbell's Co. | 24406 | &nbsp;&nbsp; 779040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Casey's General <br> Stores, Inc.<br>| 3887 | &nbsp;&nbsp; 2021745 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Celsius Holdings, <br> Inc.<br>| 11371 | &nbsp;&nbsp; $515561 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Central Garden & Pet <br> Co. (CENT US)<br>| 1889 | &nbsp;&nbsp; 73709 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Central Garden & Pet <br> Co. (CENTA US), <br> Class A<br>| 10697 | &nbsp;&nbsp; 379957 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chefs' Warehouse, <br> Inc.<br>| 5711 | &nbsp;&nbsp; 391546 |
|  | Clorox Co. | 7855 | &nbsp;&nbsp; 986274 |
|  | Coca-Cola Co. | 145178 | &nbsp;&nbsp; 9856134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola <br> Consolidated, Inc.<br>| 9510 | &nbsp;&nbsp; 1062742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colgate-Palmolive <br> Co.<br>| 29086 | &nbsp;&nbsp; 2438861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Conagra Brands, <br> Inc.<br>| 25544 | &nbsp;&nbsp; 466433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Costco Wholesale <br> Corp.<br>| 13699 | &nbsp;&nbsp; 12872128 |
| \* | Coty, Inc., Class A | 78311 | &nbsp;&nbsp; 379808 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Darling Ingredients, <br> Inc.<br>| 15023 | &nbsp;&nbsp; 486445 |
|  | Dole PLC | 9230 | &nbsp;&nbsp; 131435 |
|  | Dollar General Corp. | 17888 | &nbsp;&nbsp; 1876451 |
| \* | Dollar Tree, Inc. | 18233 | &nbsp;&nbsp; 2070357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Edgewell Personal <br> Care Co.<br>| 5967 | &nbsp;&nbsp; 150547 |
| \* | elf Beauty, Inc. | 1825 | &nbsp;&nbsp; 221172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Energizer Holdings, <br> Inc.<br>| 6887 | &nbsp;&nbsp; 155095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Estee Lauder Cos., <br> Inc., Class A<br>| 20768 | &nbsp;&nbsp; 1938485 |
|  | Flowers Foods, Inc. | 20618 | &nbsp;&nbsp; 326795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fresh Del Monte <br> Produce, Inc.<br>| 6820 | &nbsp;&nbsp; 256364 |
| \*» | Fresh Market, Inc. | 3200 | &nbsp;&nbsp; 0 |
| \* | Freshpet, Inc. | 4228 | &nbsp;&nbsp; 288857 |
|  | General Mills, Inc. | 24155 | &nbsp;&nbsp; 1183112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grocery Outlet <br> Holding Corp.<br>| 9446 | &nbsp;&nbsp; 124404 |
| \* | Herbalife Ltd. | 2000 | &nbsp;&nbsp; 18400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HF Foods Group, <br> Inc.<br>| 3658 | &nbsp;&nbsp; 9913 |
| \* | Honest Co., Inc. | 12352 | &nbsp;&nbsp; 56943 |
|  | Hormel Foods Corp. | 35931 | &nbsp;&nbsp; 1009302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ingles Markets, Inc., <br> Class A<br>| 2804 | &nbsp;&nbsp; 176456 |
|  | Ingredion, Inc. | 8097 | &nbsp;&nbsp; 1065079 |
|  | Interparfums, Inc. | 3484 | &nbsp;&nbsp; 420170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J&J Snack Foods <br> Corp.<br>| 1979 | &nbsp;&nbsp; 223409 |
|  | J.M. Smucker Co. | 7774 | &nbsp;&nbsp; 834461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; John B Sanfilippo & <br> Son, Inc.<br>| 1372 | &nbsp;&nbsp; 86861 |
|  | Kenvue, Inc. | 63300 | &nbsp;&nbsp; 1357152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keurig Dr. Pepper, <br> Inc.<br>| 59795 | &nbsp;&nbsp; 1952307 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Kimberly-Clark Corp. | 13146 | &nbsp;&nbsp; $1638255 |
|  | Kraft Heinz Co. | 40543 | &nbsp;&nbsp; 1113311 |
|  | Kroger Co. | 79338 | &nbsp;&nbsp; 5561594 |
| \* | Laird Superfood, Inc. | 1600 | &nbsp;&nbsp; 11120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lamb Weston <br> Holdings, Inc.<br>| 8426 | &nbsp;&nbsp; 480872 |
|  | Lifevantage Corp. | 2233 | &nbsp;&nbsp; 28024 |
| \* | Lifeway Foods, Inc. | 2012 | &nbsp;&nbsp; 50743 |
|  | Limoneira Co. | 1403 | &nbsp;&nbsp; 20596 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mama's Creations, <br> Inc.<br>| 3339 | &nbsp;&nbsp; 27580 |
| \* | Maplebear, Inc. | 12328 | &nbsp;&nbsp; 591374 |
|  | Marzetti Co. | 3245 | &nbsp;&nbsp; 576831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; McCormick & Co., <br> Inc. (MKC US)<br>| 16577 | &nbsp;&nbsp; 1170833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; McCormick & Co., <br> Inc. (MKC/V US)<br>| 180 | &nbsp;&nbsp; 12733 |
| \* | Medifast, Inc. | 1536 | &nbsp;&nbsp; 21151 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mission Produce, <br> Inc.<br>| 9248 | &nbsp;&nbsp; 114120 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Monster Beverage <br> Corp.<br>| 45146 | &nbsp;&nbsp; 2652327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Beverage <br> Corp.<br>| 7302 | &nbsp;&nbsp; 334578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Natural Grocers by <br> Vitamin Cottage, <br> Inc.<br>| 2911 | &nbsp;&nbsp; 110298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Natural Health <br> Trends Corp.<br>| 2028 | &nbsp;&nbsp; 9450 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nature's Sunshine <br> Products, Inc.<br>| 1300 | &nbsp;&nbsp; 18213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nu Skin Enterprises, <br> Inc., Class A<br>| 949 | &nbsp;&nbsp; 7953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oil-Dri Corp. of <br> America<br>| 1754 | &nbsp;&nbsp; 98926 |
|  | PepsiCo, Inc. | 50623 | &nbsp;&nbsp; 6981924 |
|  | Pilgrim's Pride Corp. | 13041 | &nbsp;&nbsp; 618013 |
| \* | Post Holdings, Inc. | 7992 | &nbsp;&nbsp; 845634 |
|  | PriceSmart, Inc. | 4335 | &nbsp;&nbsp; 466012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reynolds Consumer <br> Products, Inc.<br>| 16881 | &nbsp;&nbsp; 379654 |
|  | Seaboard Corp. | 96 | &nbsp;&nbsp; 304049 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seneca Foods Corp. <br> (SENEA US), <br> Class A<br>| 1000 | &nbsp;&nbsp; 104730 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; Seneca Foods Corp. <br> (SENEB US), <br> Class B<br>| 302 | &nbsp;&nbsp; 32157 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Simply Good Foods <br> Co.<br>| 12954 | &nbsp;&nbsp; 394579 |
|  | SpartanNash Co. | 3246 | &nbsp;&nbsp; 86149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Spectrum Brands <br> Holdings, Inc.<br>| 3764 | &nbsp;&nbsp; 201412 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sprouts Farmers <br> Market, Inc.<br>| 16988 | &nbsp;&nbsp; 2574362 |
|  | Sysco Corp. | 28563 | &nbsp;&nbsp; 2273615 |
|  | Target Corp. | 22217 | &nbsp;&nbsp; 2232808 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tootsie Roll <br> Industries, Inc.<br>| 5242 | &nbsp;&nbsp; $198829 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TreeHouse Foods, <br> Inc.<br>| 5903 | &nbsp;&nbsp; 113456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tyson Foods, Inc., <br> Class A<br>| 18930 | &nbsp;&nbsp; 990039 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Foods Holding <br> Corp.<br>| 31803 | &nbsp;&nbsp; 2650144 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Natural <br> Foods, Inc.<br>| 5924 | &nbsp;&nbsp; 163739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United-Guardian, <br> Inc.<br>| 2622 | &nbsp;&nbsp; 20845 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; USANA Health <br> Sciences, Inc.<br>| 2400 | &nbsp;&nbsp; 70536 |
|  | Utz Brands, Inc. | 5589 | &nbsp;&nbsp; 72825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Village Super Market, <br> Inc., Class A<br>| 770 | &nbsp;&nbsp; 26488 |
| \* | Vita Coco Co., Inc. | 7460 | &nbsp;&nbsp; 263040 |
| \* | Vital Farms, Inc. | 4758 | &nbsp;&nbsp; 176998 |
|  | Walmart, Inc. | 125282 | &nbsp;&nbsp; 12275130 |
|  | WD-40 Co. | 1559 | &nbsp;&nbsp; 334250 |
|  | Weis Markets, Inc. | 4404 | &nbsp;&nbsp; 318894 |
|  | WK Kellogg Co. | 7986 | &nbsp;&nbsp; 184077 |
| \* | Zevia PBC, Class A | 6596 | &nbsp;&nbsp; 20448 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES |  | &nbsp;&nbsp; 105913659 |
| ENERGY — (1.8%) | ENERGY — (1.8%) | ENERGY — (1.8%) | ENERGY — (1.8%) |
|  | Archrock, Inc. | 27974 | &nbsp;&nbsp; 653473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aris Water Solutions, <br> Inc., Class A<br>| 3910 | &nbsp;&nbsp; 83166 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Energy <br> Solutions, Inc.<br>| 13825 | &nbsp;&nbsp; 179725 |
|  | Baker Hughes Co. | 71609 | &nbsp;&nbsp; 3225985 |
| \* | Bristow Group, Inc. | 3445 | &nbsp;&nbsp; 119094 |
|  | Cactus, Inc., Class A | 5931 | &nbsp;&nbsp; 250941 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Centrus Energy <br> Corp., Class A<br>| 3218 | &nbsp;&nbsp; 693157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cheniere Energy, <br> Inc.<br>| 16062 | &nbsp;&nbsp; 3788705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Core Laboratories, <br> Inc.<br>| 6595 | &nbsp;&nbsp; 72149 |
|  | CVR Energy, Inc. | 9474 | &nbsp;&nbsp; 253714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delek U.S. Holdings, <br> Inc.<br>| 5290 | &nbsp;&nbsp; 118337 |
| \* | DMC Global, Inc. | 2624 | &nbsp;&nbsp; 21228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Energy Services of <br> America Corp.<br>| 1620 | &nbsp;&nbsp; 17707 |
|  | Epsilon Energy Ltd. | 14303 | &nbsp;&nbsp; 89394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evolution Petroleum <br> Corp.<br>| 4751 | &nbsp;&nbsp; 22947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Excelerate Energy, <br> Inc., Class A<br>| 2693 | &nbsp;&nbsp; 69102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Expro Group <br> Holdings NV<br>| 11434 | &nbsp;&nbsp; 123259 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forum Energy <br> Technologies, Inc.<br>| 1425 | &nbsp;&nbsp; 28087 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | FutureFuel Corp. | 3578 | &nbsp;&nbsp; $14491 |
| \* | Green Plains, Inc. | 4083 | &nbsp;&nbsp; 33766 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Island <br> Fabrication, Inc.<br>| 11379 | &nbsp;&nbsp; 76467 |
|  | Halliburton Co. | 50992 | &nbsp;&nbsp; 1142221 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Helix Energy <br> Solutions Group, <br> Inc.<br>| 15623 | &nbsp;&nbsp; 92644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helmerich & Payne, <br> Inc.<br>| 11350 | &nbsp;&nbsp; 183984 |
|  | HF Sinclair Corp. | 20211 | &nbsp;&nbsp; 888071 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Innovex International, <br> Inc.<br>| 2594 | &nbsp;&nbsp; 42593 |
|  | Kinetik Holdings, Inc. | 2731 | &nbsp;&nbsp; 118471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kodiak Gas Services, <br> Inc.<br>| 7584 | &nbsp;&nbsp; 245191 |
|  | Liberty Energy, Inc. | 20081 | &nbsp;&nbsp; 247800 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mammoth Energy <br> Services, Inc.<br>| 3046 | &nbsp;&nbsp; 7920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marathon Petroleum <br> Corp.<br>| 14554 | &nbsp;&nbsp; 2476945 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MIND Technology, <br> Inc.<br>| 2772 | &nbsp;&nbsp; 26195 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nabors Industries <br> Ltd.<br>| 580 | &nbsp;&nbsp; 20172 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Natural Gas Services <br> Group, Inc.<br>| 1338 | &nbsp;&nbsp; 32232 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NCS Multistage <br> Holdings, Inc.<br>| 17 | &nbsp;&nbsp; 518 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; New Fortress Energy, <br> Inc.<br>| 24882 | &nbsp;&nbsp; 67803 |
|  | Noble Corp. PLC | 13259 | &nbsp;&nbsp; 355474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nordic American <br> Tankers Ltd.<br>| 11852 | &nbsp;&nbsp; 33067 |
|  | NOV, Inc. | 38744 | &nbsp;&nbsp; 487400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oceaneering <br> International, Inc.<br>| 22527 | &nbsp;&nbsp; 488836 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oil States <br> International, Inc.<br>| 8483 | &nbsp;&nbsp; 42330 |
|  | ONEOK, Inc. | 34473 | &nbsp;&nbsp; 2830578 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OPAL Fuels, Inc., <br> Class A<br>| 5068 | &nbsp;&nbsp; 12011 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Par Pacific Holdings, <br> Inc.<br>| 7346 | &nbsp;&nbsp; 230518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Patterson-UTI <br> Energy, Inc.<br>| 6487 | &nbsp;&nbsp; 38338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PBF Energy, Inc., <br> Class A<br>| 12005 | &nbsp;&nbsp; 271313 |
|  | Phillips 66 | 20283 | &nbsp;&nbsp; 2506573 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ProFrac Holding <br> Corp., Class A<br>| 2646 | &nbsp;&nbsp; 18575 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ProPetro Holding <br> Corp.<br>| 14964 | &nbsp;&nbsp; 80207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ranger Energy <br> Services, Inc., <br> Class A<br>| 700 | &nbsp;&nbsp; 9373 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; REX American <br> Resources Corp.<br>| 2810 | &nbsp;&nbsp; $146907 |
|  | RPC, Inc. | 26585 | &nbsp;&nbsp; 123620 |
|  | Schlumberger NV | 91025 | &nbsp;&nbsp; 3076645 |
| \* | Seadrill Ltd. | 6995 | &nbsp;&nbsp; 203974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Select Water <br> Solutions, Inc.<br>| 18142 | &nbsp;&nbsp; 174707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sitio Royalties Corp., <br> Class A<br>| 8001 | &nbsp;&nbsp; 145378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Solaris Energy <br> Infrastructure, Inc.<br>| 4135 | &nbsp;&nbsp; 135090 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Stabilis Solutions, <br> Inc.<br>| 600 | &nbsp;&nbsp; 2760 |
| \*»†† | &nbsp;&nbsp;&nbsp;&nbsp; Strongbridge <br> Biopharma<br>| 6381 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Targa Resources <br> Corp.<br>| 16402 | &nbsp;&nbsp; 2729457 |
|  | TechnipFMC PLC | 63942 | &nbsp;&nbsp; 2325571 |
|  | Teekay Corp. Ltd. | 14083 | &nbsp;&nbsp; 101398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teekay Tankers Ltd., <br> Class A<br>| 1224 | &nbsp;&nbsp; 51836 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TETRA Technologies, <br> Inc.<br>| 20544 | &nbsp;&nbsp; 84230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texas Pacific Land <br> Corp.<br>| 1548 | &nbsp;&nbsp; 1498665 |
| #\* | Transocean Ltd. | 88233 | &nbsp;&nbsp; 257640 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Uranium Energy <br> Corp.<br>| 41992 | &nbsp;&nbsp; 364071 |
| \* | Valaris Ltd. | 6921 | &nbsp;&nbsp; 336568 |
|  | Valero Energy Corp. | 17983 | &nbsp;&nbsp; 2469246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weatherford <br> International PLC<br>| 7101 | &nbsp;&nbsp; 401562 |
|  | World Kinect Corp. | 7079 | &nbsp;&nbsp; 193044 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp; 37754616 |
| FINANCIALS — (18.9%) | FINANCIALS — (18.9%) | FINANCIALS — (18.9%) | FINANCIALS — (18.9%) |
|  | 1st Source Corp. | 4346 | &nbsp;&nbsp; 259978 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acacia Research <br> Corp.<br>| 3887 | &nbsp;&nbsp; 13760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Acadian Asset <br> Management, Inc.<br>| 5920 | &nbsp;&nbsp; 247397 |
|  | ACNB Corp. | 719 | &nbsp;&nbsp; 30270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Managers <br> Group, Inc.<br>| 5675 | &nbsp;&nbsp; 1191012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Affinity Bancshares, <br> Inc.<br>| 836 | &nbsp;&nbsp; 15884 |
| \* | Affirm Holdings, Inc. | 12631 | &nbsp;&nbsp; 865981 |
|  | Aflac, Inc. | 25498 | &nbsp;&nbsp; 2533481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alerus Financial <br> Corp.<br>| 296 | &nbsp;&nbsp; 6257 |
|  | Allstate Corp. | 12199 | &nbsp;&nbsp; 2479447 |
|  | Ally Financial, Inc. | 35484 | &nbsp;&nbsp; 1343069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amalgamated <br> Financial Corp.<br>| 6957 | &nbsp;&nbsp; 201683 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ambac Financial <br> Group, Inc.<br>| 6317 | &nbsp;&nbsp; 53063 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amerant Bancorp, <br> Inc.<br>| 4494 | &nbsp;&nbsp; $86734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Coastal <br> Insurance Corp.<br>| 2127 | &nbsp;&nbsp; 22142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Express <br> Co.<br>| 24847 | &nbsp;&nbsp; 7436956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Financial <br> Group, Inc.<br>| 9291 | &nbsp;&nbsp; 1160446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American <br> International <br> Group, Inc.<br>| 31687 | &nbsp;&nbsp; 2459862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ameriprise Financial, <br> Inc.<br>| 7848 | &nbsp;&nbsp; 4066755 |
|  | Ameris Bancorp | 9907 | &nbsp;&nbsp; 677143 |
|  | AMERISAFE, Inc. | 2201 | &nbsp;&nbsp; 98561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AmeriServ Financial, <br> Inc.<br>| 300 | &nbsp;&nbsp; 843 |
|  | Ames National Corp. | 629 | &nbsp;&nbsp; 11353 |
|  | Aon PLC, Class A | 5340 | &nbsp;&nbsp; 1899491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apollo Global <br> Management, Inc.<br>| 8763 | &nbsp;&nbsp; 1273439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arch Capital Group <br> Ltd.<br>| 21896 | &nbsp;&nbsp; 1884370 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ARES Management <br> Corp., Class A<br>| 3884 | &nbsp;&nbsp; 720599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arrow Financial <br> Corp.<br>| 2582 | &nbsp;&nbsp; 69198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arthur J Gallagher & <br> Co.<br>| 4120 | &nbsp;&nbsp; 1183470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Artisan Partners <br> Asset <br> Management, Inc., <br> Class A<br>| 8713 | &nbsp;&nbsp; 394263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated <br> Banc-Corp.<br>| 17195 | &nbsp;&nbsp; 425404 |
|  | Assurant, Inc. | 5558 | &nbsp;&nbsp; 1041013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Assured Guaranty <br> Ltd.<br>| 7136 | &nbsp;&nbsp; 603563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlantic Union <br> Bankshares Corp.<br>| 23470 | &nbsp;&nbsp; 743999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlanticus Holdings <br> Corp.<br>| 1700 | &nbsp;&nbsp; 84371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Auburn National <br> BanCorp, Inc.<br>| 506 | &nbsp;&nbsp; 14148 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AvidXchange <br> Holdings, Inc.<br>| 19523 | &nbsp;&nbsp; 192497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Axis Capital Holdings <br> Ltd.<br>| 14024 | &nbsp;&nbsp; 1316012 |
| \* | Axos Financial, Inc. | 7410 | &nbsp;&nbsp; 639853 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Baldwin Insurance <br> Group, Inc.<br>| 6123 | &nbsp;&nbsp; 225571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banc of California, <br> Inc.<br>| 20030 | &nbsp;&nbsp; 290836 |
|  | BancFirst Corp. | 5329 | &nbsp;&nbsp; 663567 |
| \* | Bancorp, Inc. | 11054 | &nbsp;&nbsp; 698171 |
|  | Bank First Corp. | 239 | &nbsp;&nbsp; 28398 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of America <br> Corp.<br>| 191203 | &nbsp;&nbsp; $9038166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Hawaii <br> Corp.<br>| 5737 | &nbsp;&nbsp; 355006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Marin <br> Bancorp<br>| 927 | &nbsp;&nbsp; 20997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of New York <br> Mellon Corp.<br>| 37803 | &nbsp;&nbsp; 3835114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of NT <br> Butterfield & Son <br> Ltd.<br>| 4506 | &nbsp;&nbsp; 205068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of the James <br> Financial Group, <br> Inc.<br>| 1236 | &nbsp;&nbsp; 16933 |
|  | Bank OZK | 18352 | &nbsp;&nbsp; 904754 |
|  | Bank7 Corp. | 1736 | &nbsp;&nbsp; 76887 |
|  | BankFinancial Corp. | 2924 | &nbsp;&nbsp; 32515 |
|  | BankUnited, Inc. | 8806 | &nbsp;&nbsp; 321155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bankwell Financial <br> Group, Inc.<br>| 700 | &nbsp;&nbsp; 27930 |
|  | Banner Corp. | 5895 | &nbsp;&nbsp; 365932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bar Harbor <br> Bankshares<br>| 1390 | &nbsp;&nbsp; 40366 |
|  | BayCom Corp. | 742 | &nbsp;&nbsp; 20041 |
|  | BCB Bancorp, Inc. | 1023 | &nbsp;&nbsp; 8552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hills <br> Bancorp, Inc.<br>| 6234 | &nbsp;&nbsp; 153606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BGC Group, Inc., <br> Class A<br>| 49135 | &nbsp;&nbsp; 455481 |
|  | Blackrock, Inc. | 3651 | &nbsp;&nbsp; 4038043 |
|  | Blackstone, Inc. | 11010 | &nbsp;&nbsp; 1904290 |
| \* | Block, Inc. | 19424 | &nbsp;&nbsp; 1500698 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Foundry <br> Bancorp<br>| 2607 | &nbsp;&nbsp; 22290 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Ridge <br> Bankshares, Inc.<br>| 549 | &nbsp;&nbsp; 2015 |
|  | BOK Financial Corp. | 9387 | &nbsp;&nbsp; 953062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bread Financial <br> Holdings, Inc.<br>| 7310 | &nbsp;&nbsp; 448103 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bridgewater <br> Bancshares, Inc.<br>| 3552 | &nbsp;&nbsp; 55269 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brighthouse <br> Financial, Inc.<br>| 9622 | &nbsp;&nbsp; 460413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookline Bancorp, <br> Inc.<br>| 9931 | &nbsp;&nbsp; 102488 |
|  | Brown & Brown, Inc. | 13262 | &nbsp;&nbsp; 1211749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Burke & Herbert <br> Financial Services <br> Corp.<br>| 812 | &nbsp;&nbsp; 47088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Business First <br> Bancshares, Inc.<br>| 3511 | &nbsp;&nbsp; 83386 |
| \* | BV Financial, Inc. | 732 | &nbsp;&nbsp; 11448 |
|  | Byline Bancorp, Inc. | 5176 | &nbsp;&nbsp; 136129 |
|  | C&F Financial Corp. | 500 | &nbsp;&nbsp; 31925 |
|  | Cadence Bank | 25145 | &nbsp;&nbsp; 876303 |
| \* | California BanCorp | 1165 | &nbsp;&nbsp; 17463 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Camden National <br> Corp.<br>| 3149 | &nbsp;&nbsp; $118749 |
|  | Capital Bancorp, Inc. | 758 | &nbsp;&nbsp; 23862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capital City Bank <br> Group, Inc.<br>| 2300 | &nbsp;&nbsp; 91057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial <br> Corp.<br>| 33071 | &nbsp;&nbsp; 7110265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capitol Federal <br> Financial, Inc.<br>| 17901 | &nbsp;&nbsp; 107764 |
|  | Carlyle Group, Inc. | 20661 | &nbsp;&nbsp; 1253296 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Carter Bankshares, <br> Inc.<br>| 2267 | &nbsp;&nbsp; 39400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cass Information <br> Systems, Inc.<br>| 1795 | &nbsp;&nbsp; 71818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay General <br> Bancorp<br>| 11277 | &nbsp;&nbsp; 509946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CB Financial <br> Services, Inc.<br>| 824 | &nbsp;&nbsp; 26084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cboe Global Markets, <br> Inc.<br>| 4819 | &nbsp;&nbsp; 1161572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Pacific <br> Financial Corp.<br>| 5527 | &nbsp;&nbsp; 147350 |
|  | CF Bankshares, Inc. | 840 | &nbsp;&nbsp; 19824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charles Schwab <br> Corp.<br>| 46611 | &nbsp;&nbsp; 4555293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chemung Financial <br> Corp.<br>| 400 | &nbsp;&nbsp; 20240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ChoiceOne Financial <br> Services, Inc.<br>| 447 | &nbsp;&nbsp; 13142 |
|  | Chubb Ltd. | 11212 | &nbsp;&nbsp; 2982840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cincinnati Financial <br> Corp.<br>| 8325 | &nbsp;&nbsp; 1228021 |
|  | Citigroup, Inc. | 51458 | &nbsp;&nbsp; 4821615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens & Northern <br> Corp.<br>| 1891 | &nbsp;&nbsp; 35967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Community <br> Bancorp, Inc.<br>| 816 | &nbsp;&nbsp; 12028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial <br> Group, Inc.<br>| 28951 | &nbsp;&nbsp; 1381542 |
|  | City Holding Co. | 2529 | &nbsp;&nbsp; 308791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Civista Bancshares, <br> Inc.<br>| 1100 | &nbsp;&nbsp; 21417 |
|  | CME Group, Inc. | 6383 | &nbsp;&nbsp; 1776261 |
|  | CNB Financial Corp. | 3605 | &nbsp;&nbsp; 82735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNO Financial <br> Group, Inc.<br>| 8350 | &nbsp;&nbsp; 307614 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coastal Financial <br> Corp.<br>| 1994 | &nbsp;&nbsp; 191823 |
|  | Cohen & Steers, Inc. | 7636 | &nbsp;&nbsp; 561704 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coinbase Global, <br> Inc., Class A<br>| 12989 | &nbsp;&nbsp; 4906725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colony Bankcorp, <br> Inc.<br>| 790 | &nbsp;&nbsp; 12948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking <br> System, Inc.<br>| 4004 | &nbsp;&nbsp; 95295 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Financial, <br> Inc.<br>| 10217 | &nbsp;&nbsp; 147023 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Comerica, Inc. | 9560 | &nbsp;&nbsp; $645969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commerce <br> Bancshares, Inc.<br>| 15543 | &nbsp;&nbsp; 951232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community Financial <br> System, Inc.<br>| 5705 | &nbsp;&nbsp; 300653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community Trust <br> Bancorp, Inc.<br>| 3416 | &nbsp;&nbsp; 184396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community West <br> Bancshares<br>| 1784 | &nbsp;&nbsp; 34342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ConnectOne <br> Bancorp, Inc.<br>| 5520 | &nbsp;&nbsp; 127126 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Consumer Portfolio <br> Services, Inc.<br>| 4008 | &nbsp;&nbsp; 31663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corebridge Financial, <br> Inc.<br>| 53762 | &nbsp;&nbsp; 1911777 |
| \* | Corpay, Inc. | 6456 | &nbsp;&nbsp; 2085611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crawford & Co. <br> (CRD/A US), <br> Class A<br>| 2549 | &nbsp;&nbsp; 24394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crawford & Co. <br> (CRD/B US), <br> Class B<br>| 3450 | &nbsp;&nbsp; 31775 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Credit Acceptance <br> Corp.<br>| 1774 | &nbsp;&nbsp; 869757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cullen/Frost Bankers, <br> Inc.<br>| 6459 | &nbsp;&nbsp; 822941 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Customers Bancorp, <br> Inc.<br>| 5789 | &nbsp;&nbsp; 369049 |
|  | CVB Financial Corp. | 14932 | &nbsp;&nbsp; 279079 |
| \* | Dave, Inc. | 1716 | &nbsp;&nbsp; 404633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diamond Hill <br> Investment Group, <br> Inc.<br>| 340 | &nbsp;&nbsp; 46094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DigitalBridge Group, <br> Inc.<br>| 15432 | &nbsp;&nbsp; 165740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dime Community <br> Bancshares, Inc.<br>| 5618 | &nbsp;&nbsp; 155675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 5426 | &nbsp;&nbsp; 93056 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Donnelley Financial <br> Solutions, Inc.<br>| 5910 | &nbsp;&nbsp; 312994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Bancorp <br> Montana, Inc.<br>| 700 | &nbsp;&nbsp; 11284 |
|  | Eagle Bancorp, Inc. | 4278 | &nbsp;&nbsp; 68833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; East West Bancorp, <br> Inc.<br>| 16498 | &nbsp;&nbsp; 1653924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Bankshares, <br> Inc.<br>| 7722 | &nbsp;&nbsp; 119305 |
| \* | eHealth, Inc. | 1615 | &nbsp;&nbsp; 5491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Employers Holdings, <br> Inc.<br>| 4714 | &nbsp;&nbsp; 194594 |
|  | Enact Holdings, Inc. | 7302 | &nbsp;&nbsp; 253818 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Encore Capital <br> Group, Inc.<br>| 3038 | &nbsp;&nbsp; 112041 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enova International, <br> Inc.<br>| 5833 | &nbsp;&nbsp; 609898 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enterprise Financial <br> Services Corp.<br>| 6138 | &nbsp;&nbsp; $338756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Equitable Holdings, <br> Inc.<br>| 46606 | &nbsp;&nbsp; 2393218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Equity Bancshares, <br> Inc., Class A<br>| 2425 | &nbsp;&nbsp; 91132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Erie Indemnity Co., <br> Class A<br>| 2067 | &nbsp;&nbsp; 736348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Esquire Financial <br> Holdings, Inc.<br>| 1120 | &nbsp;&nbsp; 107386 |
|  | Essent Group Ltd. | 16067 | &nbsp;&nbsp; 899591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Euronet Worldwide, <br> Inc.<br>| 5225 | &nbsp;&nbsp; 507765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evercore, Inc., <br> Class A<br>| 3691 | &nbsp;&nbsp; 1111508 |
|  | Everest Group Ltd. | 2821 | &nbsp;&nbsp; 947292 |
|  | EVERTEC, Inc. | 11376 | &nbsp;&nbsp; 411242 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EZCORP, Inc., <br> Class A<br>| 8301 | &nbsp;&nbsp; 118870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; F&G Annuities & Life, <br> Inc.<br>| 3005 | &nbsp;&nbsp; 95890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FactSet Research <br> Systems, Inc.<br>| 3095 | &nbsp;&nbsp; 1246975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farmers & Merchants <br> Bancorp, Inc.<br>| 978 | &nbsp;&nbsp; 23482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farmers National <br> Banc Corp.<br>| 4026 | &nbsp;&nbsp; 54512 |
|  | FB Financial Corp. | 8390 | &nbsp;&nbsp; 409096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Agricultural <br> Mortgage Corp. <br> (AGM US), <br> Class C<br>| 1334 | &nbsp;&nbsp; 229808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Federated Hermes, <br> Inc.<br>| 15549 | &nbsp;&nbsp; 770764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelis Insurance <br> Holdings Ltd.<br>| 8647 | &nbsp;&nbsp; 130656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity D&D <br> Bancorp, Inc.<br>| 535 | &nbsp;&nbsp; 21635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Financial, Inc.<br>| 22945 | &nbsp;&nbsp; 1294786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Information <br> Services, Inc.<br>| 33627 | &nbsp;&nbsp; 2670320 |
|  | Fifth Third Bancorp | 41462 | &nbsp;&nbsp; 1723575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Financial Institutions, <br> Inc.<br>| 2921 | &nbsp;&nbsp; 74456 |
|  | Finward Bancorp | 365 | &nbsp;&nbsp; 10121 |
| \* | Finwise Bancorp | 1129 | &nbsp;&nbsp; 20175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First American <br> Financial Corp.<br>| 12730 | &nbsp;&nbsp; 764436 |
|  | First BanCorp | 36242 | &nbsp;&nbsp; 754921 |
|  | First Bancorp, Inc. | 1481 | &nbsp;&nbsp; 37336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First <br> Bancorp/Southern <br> Pines NC<br>| 7528 | &nbsp;&nbsp; 377078 |
|  | First Bank | 916 | &nbsp;&nbsp; 13648 |
|  | First Busey Corp. | 12743 | &nbsp;&nbsp; 284424 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Business <br> Financial Services, <br> Inc.<br>| 989 | &nbsp;&nbsp; $47096 |
|  | First Capital, Inc. | 510 | &nbsp;&nbsp; 18115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Citizens <br> BancShares, Inc., <br> Class A<br>| 836 | &nbsp;&nbsp; 1667619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Commonwealth <br> Financial Corp.<br>| 19240 | &nbsp;&nbsp; 317652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Community <br> Bankshares, Inc.<br>| 3590 | &nbsp;&nbsp; 131035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Community <br> Corp.<br>| 2429 | &nbsp;&nbsp; 60178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Bancorp<br>| 24442 | &nbsp;&nbsp; 592474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Bankshares, Inc.<br>| 15209 | &nbsp;&nbsp; 526536 |
|  | First Financial Corp. | 2421 | &nbsp;&nbsp; 129645 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Northwest, Inc.<br>| 720 | &nbsp;&nbsp; 864 |
|  | First Hawaiian, Inc. | 9192 | &nbsp;&nbsp; 222906 |
|  | First Horizon Corp. | 71727 | &nbsp;&nbsp; 1564366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Internet <br> Bancorp<br>| 637 | &nbsp;&nbsp; 13969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Interstate <br> BancSystem, Inc., <br> Class A<br>| 6609 | &nbsp;&nbsp; 190273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Merchants <br> Corp.<br>| 8183 | &nbsp;&nbsp; 311936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Mid Bancshares, <br> Inc.<br>| 2802 | &nbsp;&nbsp; 106392 |
|  | First National Corp. | 673 | &nbsp;&nbsp; 14537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Savings <br> Financial Group, <br> Inc.<br>| 516 | &nbsp;&nbsp; 13199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First <br> U.S. Bancshares, <br> Inc.<br>| 1038 | &nbsp;&nbsp; 13681 |
|  | First United Corp. | 1505 | &nbsp;&nbsp; 49469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Western <br> Financial, Inc.<br>| 1204 | &nbsp;&nbsp; 26061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FirstCash Holdings, <br> Inc.<br>| 6303 | &nbsp;&nbsp; 840127 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Firstsun Capital <br> Bancorp<br>| 599 | &nbsp;&nbsp; 21294 |
| \* | Fiserv, Inc. | 16167 | &nbsp;&nbsp; 2246243 |
|  | Five Star Bancorp | 1778 | &nbsp;&nbsp; 53500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flagstar Financial, <br> Inc.<br>| 26093 | &nbsp;&nbsp; 294590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flushing Financial <br> Corp.<br>| 5263 | &nbsp;&nbsp; 63103 |
|  | FNB Corp. | 64949 | &nbsp;&nbsp; 995019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Financial <br> Services Corp.<br>| 385 | &nbsp;&nbsp; 15477 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Resources, <br> Inc.<br>| 28998 | &nbsp;&nbsp; 695952 |
|  | FS Bancorp, Inc. | 850 | &nbsp;&nbsp; 33227 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fulton Financial <br> Corp.<br>| 21837 | &nbsp;&nbsp; $391974 |
| \* | FVCBankcorp, Inc. | 1089 | &nbsp;&nbsp; 13950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GCM Grosvenor, Inc., <br> Class A<br>| 2754 | &nbsp;&nbsp; 32470 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genworth Financial, <br> Inc.<br>| 46605 | &nbsp;&nbsp; 366315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; German American <br> Bancorp, Inc.<br>| 5088 | &nbsp;&nbsp; 195481 |
|  | Glacier Bancorp, Inc. | 13400 | &nbsp;&nbsp; 587322 |
|  | Glen Burnie Bancorp | 1200 | &nbsp;&nbsp; 5364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Payments, <br> Inc.<br>| 12293 | &nbsp;&nbsp; 982825 |
|  | Globe Life, Inc. | 8651 | &nbsp;&nbsp; 1215206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs <br> Group, Inc.<br>| 10045 | &nbsp;&nbsp; 7268462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goosehead <br> Insurance, Inc., <br> Class A<br>| 1923 | &nbsp;&nbsp; 174820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Southern <br> Bancorp, Inc.<br>| 2505 | &nbsp;&nbsp; 142635 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Green Dot Corp., <br> Class A<br>| 5362 | &nbsp;&nbsp; 54263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greene County <br> Bancorp, Inc.<br>| 1200 | &nbsp;&nbsp; 28428 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Greenlight Capital Re <br> Ltd., Class A<br>| 3313 | &nbsp;&nbsp; 43069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guaranty <br> Bancshares, Inc.<br>| 1320 | &nbsp;&nbsp; 57565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Lane, Inc., <br> Class A<br>| 4429 | &nbsp;&nbsp; 674537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hancock Whitney <br> Corp.<br>| 12778 | &nbsp;&nbsp; 763102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanmi Financial <br> Corp.<br>| 6753 | &nbsp;&nbsp; 154036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanover Bancorp, <br> Inc.<br>| 118 | &nbsp;&nbsp; 2456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanover Insurance <br> Group, Inc.<br>| 5119 | &nbsp;&nbsp; 878574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HarborOne Bancorp, <br> Inc.<br>| 7463 | &nbsp;&nbsp; 88287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hartford Insurance <br> Group, Inc.<br>| 30878 | &nbsp;&nbsp; 3840914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hawthorn <br> Bancshares, Inc.<br>| 933 | &nbsp;&nbsp; 26609 |
|  | HBT Financial, Inc. | 2197 | &nbsp;&nbsp; 54639 |
|  | HCI Group, Inc. | 1487 | &nbsp;&nbsp; 208239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Commerce <br> Corp.<br>| 6696 | &nbsp;&nbsp; 61938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Financial <br> Corp.<br>| 3262 | &nbsp;&nbsp; 73525 |
| \* | Heritage Global, Inc. | 650 | &nbsp;&nbsp; 1398 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Insurance <br> Holdings, Inc.<br>| 1200 | &nbsp;&nbsp; 25308 |
|  | Hilltop Holdings, Inc. | 12037 | &nbsp;&nbsp; 356295 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hingham Institution <br> For Savings<br>| 290 | &nbsp;&nbsp; 71015 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Hippo Holdings, Inc. | 2763 | &nbsp;&nbsp; $71396 |
|  | Home Bancorp, Inc. | 1154 | &nbsp;&nbsp; 60343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Home BancShares, <br> Inc.<br>| 30476 | &nbsp;&nbsp; 858204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Home Federal <br> Bancorp, Inc. of <br> Louisiana<br>| 208 | &nbsp;&nbsp; 2758 |
| \* | HomeStreet, Inc. | 439 | &nbsp;&nbsp; 5742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HomeTrust <br> Bancshares, Inc.<br>| 3038 | &nbsp;&nbsp; 118057 |
|  | Hope Bancorp, Inc. | 14344 | &nbsp;&nbsp; 143297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Horace Mann <br> Educators Corp.<br>| 6034 | &nbsp;&nbsp; 256626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Horizon Bancorp, <br> Inc.<br>| 6336 | &nbsp;&nbsp; 98145 |
|  | Houlihan Lokey, Inc. | 6126 | &nbsp;&nbsp; 1167983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huntington <br> Bancshares, Inc.<br>| 98130 | &nbsp;&nbsp; 1612276 |
|  | IF Bancorp, Inc. | 515 | &nbsp;&nbsp; 12875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank <br> Corp. (IBCP US)<br>| 4359 | &nbsp;&nbsp; 133167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank <br> Corp. (INDB US)<br>| 4715 | &nbsp;&nbsp; 299638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interactive Brokers <br> Group, Inc., <br> Class A<br>| 3308 | &nbsp;&nbsp; 216872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intercontinental <br> Exchange, Inc.<br>| 11802 | &nbsp;&nbsp; 2181364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Bancshares Corp.<br>| 10585 | &nbsp;&nbsp; 721685 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; International Money <br> Express, Inc.<br>| 2646 | &nbsp;&nbsp; 23788 |
|  | Invesco Ltd. | 39558 | &nbsp;&nbsp; 831114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Investar Holding <br> Corp.<br>| 909 | &nbsp;&nbsp; 19725 |
|  | Investors Title Co. | 166 | &nbsp;&nbsp; 35063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jack Henry & <br> Associates, Inc.<br>| 9054 | &nbsp;&nbsp; 1537505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jackson Financial, <br> Inc., Class A<br>| 9942 | &nbsp;&nbsp; 870522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Janus Henderson <br> Group PLC<br>| 26159 | &nbsp;&nbsp; 1132685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jefferies Financial <br> Group, Inc.<br>| 24349 | &nbsp;&nbsp; 1403963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase & <br> Co.<br>| 96524 | &nbsp;&nbsp; 28594270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kearny Financial <br> Corp.<br>| 8353 | &nbsp;&nbsp; 49533 |
|  | Kemper Corp. | 7256 | &nbsp;&nbsp; 446897 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kentucky First <br> Federal Bancorp<br>| 682 | &nbsp;&nbsp; 2182 |
|  | KeyCorp | 73384 | &nbsp;&nbsp; 1315041 |
| \* | Kingstone Cos., Inc. | 3700 | &nbsp;&nbsp; 60643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinsale Capital <br> Group, Inc.<br>| 1927 | &nbsp;&nbsp; 849210 |
|  | KKR & Co., Inc. | 15755 | &nbsp;&nbsp; 2309368 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lake Shore Bancorp, <br> Inc.<br>| 230 | &nbsp;&nbsp; $2831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lakeland Financial <br> Corp.<br>| 4557 | &nbsp;&nbsp; 288777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Landmark Bancorp, <br> Inc.<br>| 728 | &nbsp;&nbsp; 17683 |
|  | Lazard, Inc. | 12247 | &nbsp;&nbsp; 636599 |
|  | LCNB Corp. | 700 | &nbsp;&nbsp; 10332 |
| \* | Lemonade, Inc. | 1049 | &nbsp;&nbsp; 39526 |
| \* | LendingClub Corp. | 13416 | &nbsp;&nbsp; 209155 |
| \* | LendingTree, Inc. | 1874 | &nbsp;&nbsp; 87478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln National <br> Corp.<br>| 21545 | &nbsp;&nbsp; 821080 |
|  | LINKBANCORP, Inc. | 1774 | &nbsp;&nbsp; 12205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Live Oak <br> Bancshares, Inc.<br>| 4756 | &nbsp;&nbsp; 150337 |
|  | Loews Corp. | 16173 | &nbsp;&nbsp; 1464303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LPL Financial <br> Holdings, Inc.<br>| 6551 | &nbsp;&nbsp; 2592427 |
|  | M&T Bank Corp. | 9279 | &nbsp;&nbsp; 1750947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magyar Bancorp, <br> Inc.<br>| 1027 | &nbsp;&nbsp; 17336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MainStreet <br> Bancshares, Inc.<br>| 550 | &nbsp;&nbsp; 11110 |
| \* | Markel Group, Inc. | 744 | &nbsp;&nbsp; 1494168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MarketAxess <br> Holdings, Inc.<br>| 1931 | &nbsp;&nbsp; 396820 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Marqeta, Inc., <br> Class A<br>| 35275 | &nbsp;&nbsp; 201068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marsh & McLennan <br> Cos., Inc.<br>| 14875 | &nbsp;&nbsp; 2963100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mastercard, Inc., <br> Class A<br>| 28039 | &nbsp;&nbsp; 15883252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercantile Bank <br> Corp.<br>| 2926 | &nbsp;&nbsp; 133689 |
|  | Merchants Bancorp | 5547 | &nbsp;&nbsp; 162527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercury General <br> Corp.<br>| 7544 | &nbsp;&nbsp; 522422 |
|  | Meridian Corp. | 2200 | &nbsp;&nbsp; 32406 |
|  | MetLife, Inc. | 40601 | &nbsp;&nbsp; 3083646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metrocity <br> Bankshares, Inc.<br>| 2733 | &nbsp;&nbsp; 75431 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Bank <br> Holding Corp.<br>| 1696 | &nbsp;&nbsp; 119636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MGIC Investment <br> Corp.<br>| 42161 | &nbsp;&nbsp; 1091970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mid Penn Bancorp, <br> Inc.<br>| 1448 | &nbsp;&nbsp; 39748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Middlefield Banc <br> Corp.<br>| 507 | &nbsp;&nbsp; 14120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Midland States <br> Bancorp, Inc.<br>| 3115 | &nbsp;&nbsp; 52830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MidWestOne <br> Financial Group, <br> Inc.<br>| 2900 | &nbsp;&nbsp; 79866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Moelis & Co., <br> Class A<br>| 6667 | &nbsp;&nbsp; 467623 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Moody's Corp. | 3992 | &nbsp;&nbsp; $2058794 |
|  | Morgan Stanley | 39147 | &nbsp;&nbsp; 5576882 |
|  | Morningstar, Inc. | 3451 | &nbsp;&nbsp; 954063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mr. Cooper Group, <br> Inc.<br>| 14074 | &nbsp;&nbsp; 2191603 |
|  | MSCI, Inc. | 1830 | &nbsp;&nbsp; 1027289 |
|  | MVB Financial Corp. | 1500 | &nbsp;&nbsp; 34110 |
|  | Nasdaq, Inc. | 26124 | &nbsp;&nbsp; 2513651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank <br> Holdings Corp., <br> Class A<br>| 7228 | &nbsp;&nbsp; 267870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bankshares, <br> Inc.<br>| 518 | &nbsp;&nbsp; 14380 |
|  | Navient Corp. | 23939 | &nbsp;&nbsp; 309771 |
|  | NBT Bancorp, Inc. | 8357 | &nbsp;&nbsp; 345813 |
| \* | NCR Atleos Corp. | 12026 | &nbsp;&nbsp; 367996 |
|  | Nelnet, Inc., Class A | 3729 | &nbsp;&nbsp; 465267 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NerdWallet, Inc., <br> Class A<br>| 5234 | &nbsp;&nbsp; 55428 |
| \* | NI Holdings, Inc. | 1752 | &nbsp;&nbsp; 22320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nicolet Bankshares, <br> Inc.<br>| 2562 | &nbsp;&nbsp; 330498 |
| \* | NMI Holdings, Inc. | 11846 | &nbsp;&nbsp; 442093 |
|  | Northeast Bank | 772 | &nbsp;&nbsp; 76559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast Community <br> Bancorp, Inc.<br>| 1235 | &nbsp;&nbsp; 25515 |
|  | Northern Trust Corp. | 15041 | &nbsp;&nbsp; 1955330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northfield Bancorp, <br> Inc.<br>| 4776 | &nbsp;&nbsp; 50864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northrim BanCorp, <br> Inc.<br>| 900 | &nbsp;&nbsp; 75177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northwest <br> Bancshares, Inc.<br>| 17704 | &nbsp;&nbsp; 207137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Norwood Financial <br> Corp.<br>| 216 | &nbsp;&nbsp; 5236 |
|  | Oak Valley Bancorp | 1680 | &nbsp;&nbsp; 44772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OceanFirst Financial <br> Corp.<br>| 13247 | &nbsp;&nbsp; 222285 |
|  | OFG Bancorp | 9654 | &nbsp;&nbsp; 411453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ohio Valley Banc <br> Corp.<br>| 237 | &nbsp;&nbsp; 7641 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Old Market Capital <br> Corp.<br>| 801 | &nbsp;&nbsp; 4614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old National <br> Bancorp<br>| 43118 | &nbsp;&nbsp; 910221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Point Financial <br> Corp.<br>| 421 | &nbsp;&nbsp; 16903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Republic <br> International Corp.<br>| 33486 | &nbsp;&nbsp; 1211189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Second Bancorp, <br> Inc.<br>| 5387 | &nbsp;&nbsp; 91417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OneMain Holdings, <br> Inc.<br>| 17435 | &nbsp;&nbsp; 1007569 |
| \* | Onity Group, Inc. | 1900 | &nbsp;&nbsp; 71668 |
|  | OP Bancorp | 1874 | &nbsp;&nbsp; 23987 |
| \* | Open Lending Corp. | 11552 | &nbsp;&nbsp; 25299 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oportun Financial <br> Corp.<br>| 5989 | &nbsp;&nbsp; $36713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 2271 | &nbsp;&nbsp; 172165 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OptimumBank <br> Holdings, Inc.<br>| 2800 | &nbsp;&nbsp; 12600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orange County <br> Bancorp, Inc.<br>| 434 | &nbsp;&nbsp; 10846 |
|  | Origin Bancorp, Inc. | 3487 | &nbsp;&nbsp; 127450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orrstown Financial <br> Services, Inc.<br>| 1462 | &nbsp;&nbsp; 48041 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Oscar Health, Inc., <br> Class A<br>| 20028 | &nbsp;&nbsp; 281393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Premier <br> Bancorp, Inc.<br>| 9877 | &nbsp;&nbsp; 214035 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Palomar Holdings, <br> Inc.<br>| 3351 | &nbsp;&nbsp; 443974 |
|  | Park National Corp. | 2477 | &nbsp;&nbsp; 400952 |
|  | Parke Bancorp, Inc. | 944 | &nbsp;&nbsp; 19494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pathward Financial, <br> Inc.<br>| 5524 | &nbsp;&nbsp; 417752 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paymentus Holdings, <br> Inc., Class A<br>| 4088 | &nbsp;&nbsp; 113973 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Payoneer Global, <br> Inc.<br>| 33740 | &nbsp;&nbsp; 221672 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PayPal Holdings, <br> Inc.<br>| 30923 | &nbsp;&nbsp; 2126265 |
| \* | PB Bankshares, Inc. | 100 | &nbsp;&nbsp; 1831 |
|  | PCB Bancorp | 783 | &nbsp;&nbsp; 16005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peapack-Gladstone <br> Financial Corp.<br>| 2762 | &nbsp;&nbsp; 70376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PennyMac Financial <br> Services, Inc.<br>| 7216 | &nbsp;&nbsp; 672098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Bancorp of <br> North Carolina, <br> Inc.<br>| 800 | &nbsp;&nbsp; 22968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Bancorp, <br> Inc.<br>| 6903 | &nbsp;&nbsp; 197702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Financial <br> Services Corp.<br>| 400 | &nbsp;&nbsp; 19484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pinnacle Financial <br> Partners, Inc.<br>| 9208 | &nbsp;&nbsp; 809291 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pioneer Bancorp, <br> Inc.<br>| 1077 | &nbsp;&nbsp; 13215 |
|  | Piper Sandler Cos. | 2600 | &nbsp;&nbsp; 819832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PJT Partners, Inc., <br> Class A<br>| 1669 | &nbsp;&nbsp; 298117 |
|  | Plumas Bancorp | 618 | &nbsp;&nbsp; 25499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PNC Financial <br> Services Group, <br> Inc.<br>| 18136 | &nbsp;&nbsp; 3450737 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ponce Financial <br> Group, Inc.<br>| 1534 | &nbsp;&nbsp; 21553 |
|  | Popular, Inc. | 9157 | &nbsp;&nbsp; 1049209 |
| \* | PRA Group, Inc. | 4169 | &nbsp;&nbsp; 63369 |
|  | Preferred Bank | 2056 | &nbsp;&nbsp; 186726 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Primerica, Inc. | 4299 | &nbsp;&nbsp; $1141943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primis Financial <br> Corp.<br>| 1500 | &nbsp;&nbsp; 16785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Princeton Bancorp, <br> Inc.<br>| 613 | &nbsp;&nbsp; 18506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Principal Financial <br> Group, Inc.<br>| 21023 | &nbsp;&nbsp; 1636220 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Priority Technology <br> Holdings, Inc.<br>| 4823 | &nbsp;&nbsp; 33038 |
| \* | ProAssurance Corp. | 8341 | &nbsp;&nbsp; 198182 |
|  | PROG Holdings, Inc. | 7851 | &nbsp;&nbsp; 249976 |
|  | Progressive Corp. | 20206 | &nbsp;&nbsp; 4890660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prosperity <br> Bancshares, Inc.<br>| 9339 | &nbsp;&nbsp; 622164 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Provident Bancorp, <br> Inc.<br>| 1022 | &nbsp;&nbsp; 12479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Provident Financial <br> Holdings, Inc.<br>| 1300 | &nbsp;&nbsp; 19923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Provident Financial <br> Services, Inc.<br>| 10286 | &nbsp;&nbsp; 187411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prudential Financial, <br> Inc.<br>| 17208 | &nbsp;&nbsp; 1782405 |
|  | QCR Holdings, Inc. | 2992 | &nbsp;&nbsp; 212432 |
|  | Radian Group, Inc. | 20031 | &nbsp;&nbsp; 653211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raymond James <br> Financial, Inc.<br>| 13610 | &nbsp;&nbsp; 2274639 |
|  | RBB Bancorp | 2116 | &nbsp;&nbsp; 38321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Red River <br> Bancshares, Inc.<br>| 800 | &nbsp;&nbsp; 48136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regional <br> Management <br> Corp.<br>| 1515 | &nbsp;&nbsp; 50359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regions Financial <br> Corp.<br>| 63594 | &nbsp;&nbsp; 1610836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reinsurance Group <br> of America, Inc.<br>| 6078 | &nbsp;&nbsp; 1169711 |
| \* | Remitly Global, Inc. | 13043 | &nbsp;&nbsp; 215210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RenaissanceRe <br> Holdings Ltd.<br>| 5264 | &nbsp;&nbsp; 1283047 |
|  | Renasant Corp. | 11604 | &nbsp;&nbsp; 425171 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Repay Holdings <br> Corp.<br>| 7678 | &nbsp;&nbsp; 37776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Republic Bancorp, <br> Inc., Class A<br>| 3438 | &nbsp;&nbsp; 236741 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rhinebeck Bancorp, <br> Inc.<br>| 1100 | &nbsp;&nbsp; 13959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richmond Mutual <br> BanCorp, Inc.<br>| 807 | &nbsp;&nbsp; 11169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riverview Bancorp, <br> Inc.<br>| 100 | &nbsp;&nbsp; 493 |
|  | RLI Corp. | 11172 | &nbsp;&nbsp; 737240 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Robinhood Markets, <br> Inc., Class A<br>| 45283 | &nbsp;&nbsp; 4666413 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc., <br> Class A<br>| 3417 | &nbsp;&nbsp; 50469 |
| \* | Root, Inc., Class A | 708 | &nbsp;&nbsp; 85689 |
|  | S&P Global, Inc. | 5091 | &nbsp;&nbsp; 2805650 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | S&T Bancorp, Inc. | 7189 | &nbsp;&nbsp; $263405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Safety Insurance <br> Group, Inc.<br>| 2330 | &nbsp;&nbsp; 163916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SB Financial Group, <br> Inc.<br>| 1000 | &nbsp;&nbsp; 18810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seacoast Banking <br> Corp. of Florida<br>| 10594 | &nbsp;&nbsp; 298645 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Security National <br> Financial Corp., <br> Class A<br>| 3788 | &nbsp;&nbsp; 32122 |
|  | SEI Investments Co. | 15022 | &nbsp;&nbsp; 1323739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Selective Insurance <br> Group, Inc.<br>| 8732 | &nbsp;&nbsp; 680834 |
| \* | Selectquote, Inc. | 23909 | &nbsp;&nbsp; 42080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ServisFirst <br> Bancshares, Inc.<br>| 7036 | &nbsp;&nbsp; 553381 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Shift4 Payments, <br> Inc., Class A<br>| 7419 | &nbsp;&nbsp; 764157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shore Bancshares, <br> Inc.<br>| 2792 | &nbsp;&nbsp; 43304 |
|  | Sierra Bancorp | 1944 | &nbsp;&nbsp; 56998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Silvercrest Asset <br> Management <br> Group, Inc., <br> Class A<br>| 800 | &nbsp;&nbsp; 13088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simmons First <br> National Corp., <br> Class A<br>| 20047 | &nbsp;&nbsp; 384301 |
| \* | SiriusPoint Ltd. | 5989 | &nbsp;&nbsp; 117444 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Skyward Specialty <br> Insurance Group, <br> Inc.<br>| 3270 | &nbsp;&nbsp; 165397 |
|  | SLM Corp. | 41993 | &nbsp;&nbsp; 1335377 |
|  | SmartFinancial, Inc. | 1389 | &nbsp;&nbsp; 47587 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SoFi Technologies, <br> Inc.<br>| 65071 | &nbsp;&nbsp; 1469303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sound Financial <br> Bancorp, Inc.<br>| 600 | &nbsp;&nbsp; 27630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; South Plains <br> Financial, Inc.<br>| 1322 | &nbsp;&nbsp; 49059 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Southern First <br> Bancshares, Inc.<br>| 700 | &nbsp;&nbsp; 29092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Missouri <br> Bancorp, Inc.<br>| 1213 | &nbsp;&nbsp; 65611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southside <br> Bancshares, Inc.<br>| 3772 | &nbsp;&nbsp; 111048 |
|  | SouthState Corp. | 11888 | &nbsp;&nbsp; 1119493 |
|  | SR Bancorp, Inc. | 874 | &nbsp;&nbsp; 12166 |
|  | State Street Corp. | 17636 | &nbsp;&nbsp; 1970823 |
|  | Stellar Bancorp, Inc. | 4848 | &nbsp;&nbsp; 143161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stewart Information <br> Services Corp.<br>| 4362 | &nbsp;&nbsp; 283225 |
|  | Stifel Financial Corp. | 11171 | &nbsp;&nbsp; 1274835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stock Yards Bancorp, <br> Inc.<br>| 3713 | &nbsp;&nbsp; 277584 |
| \* | StoneX Group, Inc. | 7800 | &nbsp;&nbsp; 758472 |
|  | SWK Holdings Corp. | 730 | &nbsp;&nbsp; 10870 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Synchrony Financial | 34918 | &nbsp;&nbsp; $2432737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Synovus Financial <br> Corp.<br>| 21201 | &nbsp;&nbsp; 1001535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; T. Rowe Price Group, <br> Inc.<br>| 20365 | &nbsp;&nbsp; 2066029 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Texas Capital <br> Bancshares, Inc.<br>| 6742 | &nbsp;&nbsp; 566126 |
|  | TFS Financial Corp. | 13213 | &nbsp;&nbsp; 173222 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Third Coast <br> Bancshares, Inc.<br>| 582 | &nbsp;&nbsp; 21912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Timberland Bancorp, <br> Inc.<br>| 500 | &nbsp;&nbsp; 15645 |
|  | Tiptree, Inc. | 5339 | &nbsp;&nbsp; 110944 |
| \* | Toast, Inc., Class A | 8037 | &nbsp;&nbsp; 392527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tompkins Financial <br> Corp.<br>| 2047 | &nbsp;&nbsp; 132400 |
|  | Towne Bank | 9679 | &nbsp;&nbsp; 339055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tradeweb Markets, <br> Inc., Class A<br>| 4604 | &nbsp;&nbsp; 637884 |
|  | Travelers Cos., Inc. | 21083 | &nbsp;&nbsp; 5486640 |
|  | TriCo Bancshares | 5850 | &nbsp;&nbsp; 240552 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Triumph Financial, <br> Inc.<br>| 3989 | &nbsp;&nbsp; 226256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Truist Financial <br> Corp.<br>| 48126 | &nbsp;&nbsp; 2103587 |
| \* | Trupanion, Inc. | 4699 | &nbsp;&nbsp; 222780 |
|  | TrustCo Bank Corp. | 2732 | &nbsp;&nbsp; 91686 |
|  | Trustmark Corp. | 12421 | &nbsp;&nbsp; 462682 |
|  | U.S. Bancorp | 58066 | &nbsp;&nbsp; 2610647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Global <br> Investors, Inc., <br> Class A<br>| 4324 | &nbsp;&nbsp; 10334 |
|  | UMB Financial Corp. | 10605 | &nbsp;&nbsp; 1166444 |
|  | United Bancorp, Inc. | 685 | &nbsp;&nbsp; 9631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Bancshares, <br> Inc.<br>| 436 | &nbsp;&nbsp; 12797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Bankshares, <br> Inc.<br>| 34957 | &nbsp;&nbsp; 1241673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Community <br> Banks, Inc.<br>| 13167 | &nbsp;&nbsp; 401593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Fire Group, <br> Inc.<br>| 4360 | &nbsp;&nbsp; 115758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Security <br> Bancshares<br>| 402 | &nbsp;&nbsp; 3437 |
|  | Unity Bancorp, Inc. | 471 | &nbsp;&nbsp; 23131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Insurance <br> Holdings, Inc.<br>| 4600 | &nbsp;&nbsp; 108744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Univest Financial <br> Corp.<br>| 7001 | &nbsp;&nbsp; 201909 |
|  | Unum Group | 27292 | &nbsp;&nbsp; 1959839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; USCB Financial <br> Holdings, Inc.<br>| 1231 | &nbsp;&nbsp; 20484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valley National <br> Bancorp<br>| 56120 | &nbsp;&nbsp; 520232 |
|  | Value Line, Inc. | 213 | &nbsp;&nbsp; 7911 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Velocity Financial, <br> Inc.<br>| 3071 | &nbsp;&nbsp; 50979 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Veritex Holdings, Inc. | 6725 | &nbsp;&nbsp; $213317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Victory Capital <br> Holdings, Inc., <br> Class A<br>| 6090 | &nbsp;&nbsp; 419662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virtu Financial, Inc., <br> Class A<br>| 12280 | &nbsp;&nbsp; 542039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virtus Investment <br> Partners, Inc.<br>| 822 | &nbsp;&nbsp; 158901 |
|  | Visa, Inc., Class A | 55598 | &nbsp;&nbsp; 19207441 |
|  | Voya Financial, Inc. | 12824 | &nbsp;&nbsp; 897680 |
|  | W.R. Berkley Corp. | 17455 | &nbsp;&nbsp; 1201079 |
|  | WaFd, Inc. | 13049 | &nbsp;&nbsp; 379791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walker & Dunlop, <br> Inc.<br>| 5376 | &nbsp;&nbsp; 403254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Washington Trust <br> Bancorp, Inc.<br>| 3552 | &nbsp;&nbsp; 95691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waterstone Financial, <br> Inc.<br>| 4026 | &nbsp;&nbsp; 53586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Webster Financial <br> Corp.<br>| 18016 | &nbsp;&nbsp; 1038622 |
|  | Wells Fargo & Co. | 99238 | &nbsp;&nbsp; 8001560 |
|  | WesBanco, Inc. | 15058 | &nbsp;&nbsp; 453698 |
|  | West BanCorp, Inc. | 1799 | &nbsp;&nbsp; 32364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westamerica <br> BanCorp<br>| 3301 | &nbsp;&nbsp; 158118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Alliance <br> Bancorp<br>| 9644 | &nbsp;&nbsp; 747989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western New <br> England Bancorp, <br> Inc.<br>| 3241 | &nbsp;&nbsp; 34517 |
| # | Western Union Co. | 32251 | &nbsp;&nbsp; 259621 |
| \* | WEX, Inc. | 3357 | &nbsp;&nbsp; 569616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; White Mountains <br> Insurance Group <br> Ltd.<br>| 520 | &nbsp;&nbsp; 929656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Willis Towers Watson <br> PLC<br>| 6479 | &nbsp;&nbsp; 2046133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wintrust Financial <br> Corp.<br>| 9293 | &nbsp;&nbsp; 1189318 |
|  | WisdomTree, Inc. | 27166 | &nbsp;&nbsp; 360493 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; World Acceptance <br> Corp.<br>| 1196 | &nbsp;&nbsp; 188155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WSFS Financial <br> Corp.<br>| 9479 | &nbsp;&nbsp; 519828 |
|  | Zions Bancorp NA | 17665 | &nbsp;&nbsp; 947197 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp; 389003663 |
| HEALTH CARE — (4.0%) | HEALTH CARE — (4.0%) | HEALTH CARE — (4.0%) | HEALTH CARE — (4.0%) |
| \* | 89bio, Inc. | 4665 | &nbsp;&nbsp; 44317 |
| »†† | Abiomed, Inc. | 1121 | &nbsp;&nbsp; 17499 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acadia Healthcare <br> Co., Inc.<br>| 9094 | &nbsp;&nbsp; 197976 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACADIA <br> Pharmaceuticals, <br> Inc.<br>| 18802 | &nbsp;&nbsp; 448052 |
| \* | AdaptHealth Corp. | 14192 | &nbsp;&nbsp; 127302 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Addus HomeCare <br> Corp.<br>| 2688 | &nbsp;&nbsp; $287025 |
| \* | ADMA Biologics, Inc. | 19413 | &nbsp;&nbsp; 363023 |
| \* | agilon health, Inc. | 18182 | &nbsp;&nbsp; 32546 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Akero Therapeutics, <br> Inc.<br>| 2273 | &nbsp;&nbsp; 111036 |
| »†† | Albireo Pharma, Inc. | 2691 | &nbsp;&nbsp; 16550 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Align Technology, <br> Inc.<br>| 3680 | &nbsp;&nbsp; 474757 |
| \* | Alkermes PLC | 15985 | &nbsp;&nbsp; 423443 |
| \* | Amedisys, Inc. | 700 | &nbsp;&nbsp; 69020 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Shared <br> Hospital Services<br>| 2300 | &nbsp;&nbsp; 5796 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AMN Healthcare <br> Services, Inc.<br>| 4567 | &nbsp;&nbsp; 83759 |
| \* | AngioDynamics, Inc. | 4532 | &nbsp;&nbsp; 40154 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anika Therapeutics, <br> Inc.<br>| 2097 | &nbsp;&nbsp; 17311 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arcturus Therapeutics <br> Holdings, Inc.<br>| 4003 | &nbsp;&nbsp; 48877 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arcus Biosciences, <br> Inc.<br>| 8959 | &nbsp;&nbsp; 81796 |
| \* | Artivion, Inc. | 5963 | &nbsp;&nbsp; 184316 |
| \* | Arvinas, Inc. | 8559 | &nbsp;&nbsp; 63679 |
| \* | Astrana Health, Inc. | 4906 | &nbsp;&nbsp; 117057 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atea <br> Pharmaceuticals, <br> Inc.<br>| 5020 | &nbsp;&nbsp; 18273 |
| \* | AtriCure, Inc. | 4026 | &nbsp;&nbsp; 141313 |
| \* | aTyr Pharma, Inc. | 5261 | &nbsp;&nbsp; 24832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aura Biosciences, <br> Inc.<br>| 2600 | &nbsp;&nbsp; 17914 |
| \* | Avanos Medical, Inc. | 5968 | &nbsp;&nbsp; 66663 |
| \* | Avantor, Inc. | 46017 | &nbsp;&nbsp; 618468 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Avidity Biosciences, <br> Inc.<br>| 708 | &nbsp;&nbsp; 25991 |
| \* | Axogen, Inc. | 3119 | &nbsp;&nbsp; 40828 |
| \* | Azenta, Inc. | 5399 | &nbsp;&nbsp; 176547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baxter International, <br> Inc.<br>| 34319 | &nbsp;&nbsp; 746781 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beam Therapeutics, <br> Inc.<br>| 5981 | &nbsp;&nbsp; 117885 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BioLife Solutions, <br> Inc.<br>| 6025 | &nbsp;&nbsp; 128091 |
| \* | Biote Corp., Class A | 2427 | &nbsp;&nbsp; 9878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bioventus, Inc., <br> Class A<br>| 11160 | &nbsp;&nbsp; 72763 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Scientific <br> Corp.<br>| 34401 | &nbsp;&nbsp; 3609353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brookdale Senior <br> Living, Inc.<br>| 32479 | &nbsp;&nbsp; 251712 |
|  | Bruker Corp. | 14778 | &nbsp;&nbsp; 567919 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadrenal <br> Therapeutics, Inc.<br>| 711 | &nbsp;&nbsp; 7409 |
|  | Cardinal Health, Inc. | 11318 | &nbsp;&nbsp; 1756780 |
| \* | CareDx, Inc. | 6401 | &nbsp;&nbsp; 78636 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Castle Biosciences, <br> Inc.<br>| 4119 | &nbsp;&nbsp; $62403 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Catalyst <br> Pharmaceuticals, <br> Inc.<br>| 12779 | &nbsp;&nbsp; 272576 |
|  | Cencora, Inc. | 9994 | &nbsp;&nbsp; 2859084 |
| \* | Centene Corp. | 17446 | &nbsp;&nbsp; 454817 |
| \* | Certara, Inc. | 20394 | &nbsp;&nbsp; 200677 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Champions Oncology, <br> Inc.<br>| 2279 | &nbsp;&nbsp; 14403 |
|  | Chemed Corp. | 1762 | &nbsp;&nbsp; 726473 |
| \*»†† | &nbsp;&nbsp;&nbsp;&nbsp; Chinook <br> Therapeutics, Inc.<br>| 7288 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Collegium <br> Pharmaceutical, <br> Inc.<br>| 5115 | &nbsp;&nbsp; 152734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concentra Group <br> Holdings Parent, <br> Inc.<br>| 16920 | &nbsp;&nbsp; 337892 |
|  | CONMED Corp. | 3021 | &nbsp;&nbsp; 154524 |
| \* | CorVel Corp. | 6074 | &nbsp;&nbsp; 538156 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CRISPR <br> Therapeutics AG<br>| 9846 | &nbsp;&nbsp; 553936 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cross Country <br> Healthcare, Inc.<br>| 7273 | &nbsp;&nbsp; 97822 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cullinan <br> Therapeutics, Inc.<br>| 6890 | &nbsp;&nbsp; 53535 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cumberland <br> Pharmaceuticals, <br> Inc.<br>| 331 | &nbsp;&nbsp; 1142 |
|  | CVS Health Corp. | 30517 | &nbsp;&nbsp; 1895106 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cytek Biosciences, <br> Inc.<br>| 11152 | &nbsp;&nbsp; 40147 |
| \* | DaVita, Inc. | 13037 | &nbsp;&nbsp; 1830004 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Day One <br> Biopharmaceuticals, <br> Inc.<br>| 10188 | &nbsp;&nbsp; 68361 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Denali Therapeutics, <br> Inc.<br>| 16014 | &nbsp;&nbsp; 221474 |
|  | Dentsply Sirona, Inc. | 1000 | &nbsp;&nbsp; 14310 |
| \* | Dexcom, Inc. | 2618 | &nbsp;&nbsp; 211456 |
| \* | Disc Medicine, Inc. | 1425 | &nbsp;&nbsp; 85158 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Doximity, Inc., <br> Class A<br>| 8334 | &nbsp;&nbsp; 489622 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dynavax <br> Technologies <br> Corp.<br>| 12642 | &nbsp;&nbsp; 138809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Edgewise <br> Therapeutics, Inc.<br>| 8157 | &nbsp;&nbsp; 116319 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Edwards Lifesciences <br> Corp.<br>| 17477 | &nbsp;&nbsp; 1386101 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Elanco Animal <br> Health, Inc.<br>| 38253 | &nbsp;&nbsp; 523301 |
| \* | Electromed, Inc. | 2532 | &nbsp;&nbsp; 46108 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eledon <br> Pharmaceuticals, <br> Inc.<br>| 3760 | &nbsp;&nbsp; 11844 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elevance Health, <br> Inc.<br>| 7087 | &nbsp;&nbsp; $2006188 |
|  | Embecta Corp. | 4974 | &nbsp;&nbsp; 50536 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Emergent <br> BioSolutions, Inc.<br>| 4000 | &nbsp;&nbsp; 23520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Encompass Health <br> Corp.<br>| 13306 | &nbsp;&nbsp; 1465124 |
| \* | Enhabit, Inc. | 10645 | &nbsp;&nbsp; 71534 |
| \* | Enovis Corp. | 6649 | &nbsp;&nbsp; 178193 |
|  | Ensign Group, Inc. | 8218 | &nbsp;&nbsp; 1232700 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Entrada <br> Therapeutics, Inc.<br>| 343 | &nbsp;&nbsp; 2017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Envista Holdings <br> Corp.<br>| 17275 | &nbsp;&nbsp; 326325 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Evolent Health, Inc., <br> Class A<br>| 14475 | &nbsp;&nbsp; 145474 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Exact Sciences <br> Corp.<br>| 5003 | &nbsp;&nbsp; 234891 |
| \* | Exelixis, Inc. | 29289 | &nbsp;&nbsp; 1060848 |
| \* | FONAR Corp. | 1392 | &nbsp;&nbsp; 21729 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forte Biosciences, <br> Inc.<br>| 1859 | &nbsp;&nbsp; 18553 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fortrea Holdings, <br> Inc.<br>| 6933 | &nbsp;&nbsp; 39795 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fulcrum <br> Therapeutics, Inc.<br>| 8094 | &nbsp;&nbsp; 54473 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fulgent Genetics, <br> Inc.<br>| 1712 | &nbsp;&nbsp; 29412 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Globus Medical, Inc., <br> Class A<br>| 9475 | &nbsp;&nbsp; 498669 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoodRx Holdings, <br> Inc., Class A<br>| 9207 | &nbsp;&nbsp; 44102 |
| \* | Haemonetics Corp. | 4379 | &nbsp;&nbsp; 324221 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Halozyme <br> Therapeutics, Inc.<br>| 13388 | &nbsp;&nbsp; 802878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harmony Biosciences <br> Holdings, Inc.<br>| 5209 | &nbsp;&nbsp; 183253 |
| \* | HealthEquity, Inc. | 7876 | &nbsp;&nbsp; 763972 |
|  | HealthStream, Inc. | 4104 | &nbsp;&nbsp; 107361 |
| \* | Henry Schein, Inc. | 11572 | &nbsp;&nbsp; 782846 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hims & Hers Health, <br> Inc.<br>| 13953 | &nbsp;&nbsp; 923410 |
| \* | Hologic, Inc. | 15034 | &nbsp;&nbsp; 1004572 |
|  | Humana, Inc. | 4200 | &nbsp;&nbsp; 1049454 |
| \* | ICON PLC | 3748 | &nbsp;&nbsp; 634124 |
| \* | ICU Medical, Inc. | 2561 | &nbsp;&nbsp; 328858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IDEXX Laboratories, <br> Inc.<br>| 3053 | &nbsp;&nbsp; 1631248 |
| \* | ImmuCell Corp. | 2105 | &nbsp;&nbsp; 13135 |
| \* | Immunovant, Inc. | 477 | &nbsp;&nbsp; 7670 |
| \* | Incyte Corp. | 11384 | &nbsp;&nbsp; 852548 |
| \* | Innoviva, Inc. | 12963 | &nbsp;&nbsp; 235538 |
| \* | Insmed, Inc. | 1929 | &nbsp;&nbsp; 206943 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Inspire Medical <br> Systems, Inc.<br>| 2250 | &nbsp;&nbsp; 280215 |
| \* | Instil Bio, Inc. | 806 | &nbsp;&nbsp; 19344 |
| \* | Insulet Corp. | 1839 | &nbsp;&nbsp; 530368 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integer Holdings <br> Corp.<br>| 5238 | &nbsp;&nbsp; $568375 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integra LifeSciences <br> Holdings Corp.<br>| 5295 | &nbsp;&nbsp; 69576 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Intellia Therapeutics, <br> Inc.<br>| 4713 | &nbsp;&nbsp; 54859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Intuitive Surgical, <br> Inc.<br>| 1966 | &nbsp;&nbsp; 945823 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Iovance <br> Biotherapeutics, <br> Inc.<br>| 26559 | &nbsp;&nbsp; 68257 |
| \* | IQVIA Holdings, Inc. | 7620 | &nbsp;&nbsp; 1416253 |
|  | iRadimed Corp. | 1040 | &nbsp;&nbsp; 60674 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; iTeos Therapeutics, <br> Inc.<br>| 3190 | &nbsp;&nbsp; 32347 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jasper Therapeutics, <br> Inc.<br>| 820 | &nbsp;&nbsp; 2378 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kewaunee Scientific <br> Corp.<br>| 263 | &nbsp;&nbsp; 14554 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kiniksa <br> Pharmaceuticals <br> International PLC<br>| 5011 | &nbsp;&nbsp; 151633 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kodiak Sciences, <br> Inc.<br>| 5861 | &nbsp;&nbsp; 38536 |
| \* | Krystal Biotech, Inc. | 3235 | &nbsp;&nbsp; 497769 |
| \* | Kura Oncology, Inc. | 2487 | &nbsp;&nbsp; 15046 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kymera Therapeutics, <br> Inc.<br>| 3232 | &nbsp;&nbsp; 141400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Labcorp Holdings, <br> Inc.<br>| 5445 | &nbsp;&nbsp; 1416136 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lantheus Holdings, <br> Inc.<br>| 9250 | &nbsp;&nbsp; 658507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LeMaitre Vascular, <br> Inc.<br>| 2200 | &nbsp;&nbsp; 178728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LifeStance Health <br> Group, Inc.<br>| 39928 | &nbsp;&nbsp; 158913 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ligand <br> Pharmaceuticals, <br> Inc.<br>| 2957 | &nbsp;&nbsp; 389082 |
| \* | Lipocine, Inc. | 2730 | &nbsp;&nbsp; 8818 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lisata Therapeutics, <br> Inc.<br>| 2185 | &nbsp;&nbsp; 5419 |
| \* | LivaNova PLC | 5530 | &nbsp;&nbsp; 233311 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lyra Therapeutics, <br> Inc.<br>| 919 | &nbsp;&nbsp; 6157 |
| \* | MannKind Corp. | 22327 | &nbsp;&nbsp; 84396 |
| \* | Masimo Corp. | 331 | &nbsp;&nbsp; 50904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Medpace Holdings, <br> Inc.<br>| 2855 | &nbsp;&nbsp; 1219656 |
|  | Medtronic PLC | 25470 | &nbsp;&nbsp; 2298413 |
| #\* | MEI Pharma, Inc. | 559 | &nbsp;&nbsp; 2879 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Merit Medical <br> Systems, Inc.<br>| 6770 | &nbsp;&nbsp; 574502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mesa Laboratories, <br> Inc.<br>| 700 | &nbsp;&nbsp; 53536 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mettler-Toledo <br> International, Inc.<br>| 695 | &nbsp;&nbsp; 857408 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Molina Healthcare, <br> Inc.<br>| 4686 | &nbsp;&nbsp; $739779 |
| \* | Myriad Genetics, Inc. | 9336 | &nbsp;&nbsp; 35850 |
| \* | Natera, Inc. | 2672 | &nbsp;&nbsp; 357140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National HealthCare <br> Corp.<br>| 2964 | &nbsp;&nbsp; 284633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Research <br> Corp.<br>| 2585 | &nbsp;&nbsp; 32312 |
| \* | Neogen Corp. | 16877 | &nbsp;&nbsp; 78478 |
| \* | NeoGenomics, Inc. | 11504 | &nbsp;&nbsp; 55679 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Neurocrine <br> Biosciences, Inc.<br>| 6759 | &nbsp;&nbsp; 866707 |
| \* | Nexgel, Inc. | 1225 | &nbsp;&nbsp; 2781 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Niagen Bioscience, <br> Inc.<br>| 5350 | &nbsp;&nbsp; 50022 |
| \* | Nuvation Bio, Inc. | 4506 | &nbsp;&nbsp; 10634 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Olema <br> Pharmaceuticals, <br> Inc.<br>| 4274 | &nbsp;&nbsp; 21968 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. <br> (2200963D US)<br>| 977 | &nbsp;&nbsp; 0 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. <br> (2200964D US)<br>| 977 | &nbsp;&nbsp; 0 |
| \* | Omnicell, Inc. | 5151 | &nbsp;&nbsp; 159732 |
| #\*»†† | &nbsp;&nbsp;&nbsp;&nbsp; Opiant <br> Pharmaceuticals, <br> Inc.<br>| 1079 | &nbsp;&nbsp; 0 |
| \* | OptimizeRx Corp. | 1931 | &nbsp;&nbsp; 24369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Option Care Health, <br> Inc.<br>| 19327 | &nbsp;&nbsp; 567247 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oramed <br> Pharmaceuticals, <br> Inc.<br>| 4929 | &nbsp;&nbsp; 10597 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OraSure <br> Technologies, Inc.<br>| 11009 | &nbsp;&nbsp; 35009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Organogenesis <br> Holdings, Inc.<br>| 22325 | &nbsp;&nbsp; 103141 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ORIC <br> Pharmaceuticals, <br> Inc.<br>| 8829 | &nbsp;&nbsp; 88025 |
| \* | Orthofix Medical, Inc. | 2849 | &nbsp;&nbsp; 31453 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OrthoPediatrics <br> Corp.<br>| 3849 | &nbsp;&nbsp; 79751 |
| \* | Owens & Minor, Inc. | 11029 | &nbsp;&nbsp; 76431 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pacira BioSciences, <br> Inc.<br>| 5458 | &nbsp;&nbsp; 115109 |
| #\*»†† | PDL BioPharma, Inc. | 20904 | &nbsp;&nbsp; 8780 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pediatrix Medical <br> Group, Inc.<br>| 11024 | &nbsp;&nbsp; 135044 |
| \* | Pennant Group, Inc. | 4180 | &nbsp;&nbsp; 92671 |
| \* | Penumbra, Inc. | 862 | &nbsp;&nbsp; 217457 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Performant <br> Healthcare, Inc.<br>| 10905 | &nbsp;&nbsp; 38713 |
| \* | Personalis, Inc. | 7748 | &nbsp;&nbsp; 42459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phibro Animal Health <br> Corp., Class A<br>| 3877 | &nbsp;&nbsp; 102740 |
| \* | Phreesia, Inc. | 4390 | &nbsp;&nbsp; 118354 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Precipio, Inc. | 410 | &nbsp;&nbsp; $5797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premier, Inc., <br> Class A<br>| 10276 | &nbsp;&nbsp; 220728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Prestige Consumer <br> Healthcare, Inc.<br>| 8493 | &nbsp;&nbsp; 628057 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Privia Health Group, <br> Inc.<br>| 11081 | &nbsp;&nbsp; 216301 |
| \* | Pro-Dex, Inc. | 640 | &nbsp;&nbsp; 32032 |
| \* | Progyny, Inc. | 8383 | &nbsp;&nbsp; 197084 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Protagonist <br> Therapeutics, Inc.<br>| 1543 | &nbsp;&nbsp; 83106 |
| \* | Prothena Corp. PLC | 5964 | &nbsp;&nbsp; 40973 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PTC Therapeutics, <br> Inc.<br>| 4333 | &nbsp;&nbsp; 225793 |
| \* | Pulmonx Corp. | 3378 | &nbsp;&nbsp; 6216 |
| \* | Quanterix Corp. | 1794 | &nbsp;&nbsp; 10656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quest Diagnostics, <br> Inc.<br>| 11211 | &nbsp;&nbsp; 1876833 |
| \* | QuidelOrtho Corp. | 7427 | &nbsp;&nbsp; 170970 |
| \* | RadNet, Inc. | 7849 | &nbsp;&nbsp; 429576 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rafael Holdings, Inc., <br> Class B<br>| 1879 | &nbsp;&nbsp; 3176 |
| \* | Repligen Corp. | 4562 | &nbsp;&nbsp; 534073 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Replimune Group, <br> Inc.<br>| 9525 | &nbsp;&nbsp; 66961 |
| # | ResMed, Inc. | 7241 | &nbsp;&nbsp; 1969118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rigel <br> Pharmaceuticals, <br> Inc.<br>| 1707 | &nbsp;&nbsp; 35949 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Roivant Sciences <br> Ltd.<br>| 63867 | &nbsp;&nbsp; 725529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Royalty Pharma PLC, <br> Class A<br>| 27375 | &nbsp;&nbsp; 1007400 |
| \* | RxSight, Inc. | 1049 | &nbsp;&nbsp; 8161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Select Medical <br> Holdings Corp.<br>| 20968 | &nbsp;&nbsp; 310117 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Semler Scientific, <br> Inc.<br>| 675 | &nbsp;&nbsp; 24199 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sensus Healthcare, <br> Inc.<br>| 2152 | &nbsp;&nbsp; 12030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIGA Technologies, <br> Inc.<br>| 3400 | &nbsp;&nbsp; 22474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simulations Plus, <br> Inc.<br>| 1640 | &nbsp;&nbsp; 21353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solid Biosciences, <br> Inc.<br>| 520 | &nbsp;&nbsp; 3557 |
| \* | Sotera Health Co. | 28537 | &nbsp;&nbsp; 327890 |
| \* | STAAR Surgical Co. | 4512 | &nbsp;&nbsp; 80832 |
|  | STERIS PLC | 6661 | &nbsp;&nbsp; 1508650 |
|  | Stryker Corp. | 5139 | &nbsp;&nbsp; 2018239 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Supernus <br> Pharmaceuticals, <br> Inc.<br>| 5477 | &nbsp;&nbsp; 192243 |
| \* | Surmodics, Inc. | 2518 | &nbsp;&nbsp; 90396 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tactile Systems <br> Technology, Inc.<br>| 1970 | &nbsp;&nbsp; 19661 |
| \* | Talkspace, Inc. | 18113 | &nbsp;&nbsp; 44015 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tarsus <br> Pharmaceuticals, <br> Inc.<br>| 730 | &nbsp;&nbsp; $28339 |
| \* | Teladoc Health, Inc. | 7300 | &nbsp;&nbsp; 52633 |
|  | Teleflex, Inc. | 4026 | &nbsp;&nbsp; 481107 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Terns <br> Pharmaceuticals, <br> Inc.<br>| 8504 | &nbsp;&nbsp; 49578 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Theravance <br> Biopharma, Inc.<br>| 1483 | &nbsp;&nbsp; 16550 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Third Harmonic Bio, <br> Inc.<br>| 2266 | &nbsp;&nbsp; 12180 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TransMedics Group, <br> Inc.<br>| 593 | &nbsp;&nbsp; 70549 |
| \* | TruBridge, Inc. | 1404 | &nbsp;&nbsp; 29231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Physical <br> Therapy, Inc.<br>| 1478 | &nbsp;&nbsp; 108116 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; UFP Technologies, <br> Inc.<br>| 884 | &nbsp;&nbsp; 200129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Utah Medical <br> Products, Inc.<br>| 296 | &nbsp;&nbsp; 16458 |
| \* | Varex Imaging Corp. | 2678 | &nbsp;&nbsp; 19496 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Veeva Systems, Inc., <br> Class A<br>| 4620 | &nbsp;&nbsp; 1313004 |
| \* | Vericel Corp. | 3106 | &nbsp;&nbsp; 108524 |
| »†† | &nbsp;&nbsp;&nbsp;&nbsp; Verve Therapeutics, <br> Inc.<br>| 6317 | &nbsp;&nbsp; 3980 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vicarious Surgical, <br> Inc., Class A<br>| 1493 | &nbsp;&nbsp; 13228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vir Biotechnology, <br> Inc.<br>| 13414 | &nbsp;&nbsp; 68009 |
| \* | Waters Corp. | 4559 | &nbsp;&nbsp; 1316457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; West Pharmaceutical <br> Services, Inc.<br>| 3432 | &nbsp;&nbsp; 821140 |
| \* | Xencor, Inc. | 6336 | &nbsp;&nbsp; 52716 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xenon <br> Pharmaceuticals, <br> Inc.<br>| 3049 | &nbsp;&nbsp; 93116 |
| \* | XOMA Royalty Corp. | 476 | &nbsp;&nbsp; 11843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zimmer Biomet <br> Holdings, Inc.<br>| 12870 | &nbsp;&nbsp; 1179535 |
| \* | Zimvie, Inc. | 3415 | &nbsp;&nbsp; 64168 |
|  | Zoetis, Inc. | 15369 | &nbsp;&nbsp; 2240646 |
| \* | Zymeworks, Inc. | 9258 | &nbsp;&nbsp; 116280 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp; 81992129 |
| INDUSTRIALS — (13.7%) | INDUSTRIALS — (13.7%) | INDUSTRIALS — (13.7%) | INDUSTRIALS — (13.7%) |
|  | A.O. Smith Corp. | 14567 | &nbsp;&nbsp; 1031198 |
|  | AAON, Inc. | 5365 | &nbsp;&nbsp; 447977 |
|  | ABM Industries, Inc. | 11937 | &nbsp;&nbsp; 550654 |
|  | ACCO Brands Corp. | 10854 | &nbsp;&nbsp; 40702 |
|  | Acme United Corp. | 700 | &nbsp;&nbsp; 28126 |
|  | Acuity, Inc. | 3101 | &nbsp;&nbsp; 965496 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACV Auctions, Inc., <br> Class A<br>| 9511 | &nbsp;&nbsp; 135151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Drainage <br> Systems, Inc.<br>| 8712 | &nbsp;&nbsp; 999702 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aebi Schmidt Holding <br> AG<br>| 4835 | &nbsp;&nbsp; $49800 |
|  | AECOM | 11491 | &nbsp;&nbsp; 1295495 |
| \* | AerSale Corp. | 8958 | &nbsp;&nbsp; 54106 |
|  | AGCO Corp. | 9879 | &nbsp;&nbsp; 1165426 |
| \* | Air Industries Group | 1705 | &nbsp;&nbsp; 5899 |
|  | Air Lease Corp. | 25058 | &nbsp;&nbsp; 1388213 |
|  | Alamo Group, Inc. | 1571 | &nbsp;&nbsp; 349673 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alaska Air Group, <br> Inc.<br>| 19118 | &nbsp;&nbsp; 1012489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albany International <br> Corp., Class A<br>| 4589 | &nbsp;&nbsp; 248678 |
|  | Alight, Inc., Class A | 51818 | &nbsp;&nbsp; 277744 |
| \* | Allegiant Travel Co. | 1956 | &nbsp;&nbsp; 101008 |
|  | Allegion PLC | 9338 | &nbsp;&nbsp; 1549361 |
|  | Allient, Inc. | 2437 | &nbsp;&nbsp; 98235 |
| \* | Alpha Pro Tech Ltd. | 2405 | &nbsp;&nbsp; 11688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alta Equipment <br> Group, Inc.<br>| 2593 | &nbsp;&nbsp; 20122 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ameresco, Inc., <br> Class A<br>| 2313 | &nbsp;&nbsp; 39136 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Airlines <br> Group, Inc.<br>| 39602 | &nbsp;&nbsp; 455027 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Woodmark <br> Corp.<br>| 1754 | &nbsp;&nbsp; 92278 |
|  | AMETEK, Inc. | 10621 | &nbsp;&nbsp; 1963292 |
| \* | API Group Corp. | 33373 | &nbsp;&nbsp; 1203764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apogee Enterprises, <br> Inc.<br>| 3280 | &nbsp;&nbsp; 137727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Applied Industrial <br> Technologies, Inc.<br>| 3687 | &nbsp;&nbsp; 1001020 |
|  | ArcBest Corp. | 4841 | &nbsp;&nbsp; 354022 |
|  | Arcosa, Inc. | 6353 | &nbsp;&nbsp; 545596 |
|  | Argan, Inc. | 2682 | &nbsp;&nbsp; 657036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Armstrong World <br> Industries, Inc.<br>| 6729 | &nbsp;&nbsp; 1266196 |
|  | Astec Industries, Inc. | 2962 | &nbsp;&nbsp; 117473 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Astronics Corp. <br> (ATRO US)<br>| 5860 | &nbsp;&nbsp; 211663 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Astronics Corp. <br> (ATROB US), <br> Class B<br>| 835 | &nbsp;&nbsp; 30185 |
| \* | Asure Software, Inc. | 4001 | &nbsp;&nbsp; 38810 |
| \* | ATI, Inc. | 16576 | &nbsp;&nbsp; 1275357 |
|  | Atkore, Inc. | 5251 | &nbsp;&nbsp; 404432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atmus Filtration <br> Technologies, Inc.<br>| 6807 | &nbsp;&nbsp; 264860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Automatic Data <br> Processing, Inc.<br>| 15139 | &nbsp;&nbsp; 4685520 |
|  | AZZ, Inc. | 3732 | &nbsp;&nbsp; 408654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barrett Business <br> Services, Inc.<br>| 4980 | &nbsp;&nbsp; 228931 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BlackSky Technology, <br> Inc.<br>| 2083 | &nbsp;&nbsp; 40077 |
| \* | Blue Bird Corp. | 3575 | &nbsp;&nbsp; 160124 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BlueLinx Holdings, <br> Inc.<br>| 1267 | &nbsp;&nbsp; 92833 |
|  | Boise Cascade Co. | 6896 | &nbsp;&nbsp; 577954 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Booz Allen Hamilton <br> Holding Corp.<br>| 11644 | &nbsp;&nbsp; $1249751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bowman Consulting <br> Group Ltd.<br>| 675 | &nbsp;&nbsp; 23409 |
|  | Brady Corp., Class A | 6607 | &nbsp;&nbsp; 466256 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BrightView Holdings, <br> Inc.<br>| 10622 | &nbsp;&nbsp; 169421 |
|  | Brink's Co. | 6787 | &nbsp;&nbsp; 592777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Broadridge Financial <br> Solutions, Inc.<br>| 5925 | &nbsp;&nbsp; 1466497 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Builders FirstSource, <br> Inc.<br>| 12850 | &nbsp;&nbsp; 1633620 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Byrna Technologies, <br> Inc.<br>| 1958 | &nbsp;&nbsp; 43487 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CACI International, <br> Inc., Class A<br>| 2544 | &nbsp;&nbsp; 1171690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadeler AS (CDLR <br> US), ADR<br>| 3216 | &nbsp;&nbsp; 67407 |
|  | Cadre Holdings, Inc. | 3427 | &nbsp;&nbsp; 113331 |
|  | Carlisle Cos., Inc. | 4505 | &nbsp;&nbsp; 1597969 |
|  | Carrier Global Corp. | 27107 | &nbsp;&nbsp; 1860082 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Casella Waste <br> Systems, Inc., <br> Class A<br>| 5164 | &nbsp;&nbsp; 561482 |
|  | Caterpillar, Inc. | 22053 | &nbsp;&nbsp; 9659655 |
| \* | CBIZ, Inc. | 563 | &nbsp;&nbsp; 34411 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CECO Environmental <br> Corp.<br>| 4856 | &nbsp;&nbsp; 218277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CH Robinson <br> Worldwide, Inc.<br>| 12585 | &nbsp;&nbsp; 1451302 |
| \* | Chart Industries, Inc. | 4297 | &nbsp;&nbsp; 854373 |
| \* | Cimpress PLC | 1976 | &nbsp;&nbsp; 109293 |
|  | Cintas Corp. | 9992 | &nbsp;&nbsp; 2223720 |
|  | Civeo Corp. | 743 | &nbsp;&nbsp; 18568 |
| \* | Clarivate PLC | 57878 | &nbsp;&nbsp; 222830 |
| \* | Clean Harbors, Inc. | 7483 | &nbsp;&nbsp; 1764566 |
|  | CNH Industrial NV | 142294 | &nbsp;&nbsp; 1844130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbus McKinnon <br> Corp.<br>| 4597 | &nbsp;&nbsp; 67346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Comfort Systems <br> USA, Inc.<br>| 3984 | &nbsp;&nbsp; 2801947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CompX International, <br> Inc.<br>| 811 | &nbsp;&nbsp; 18896 |
|  | Concentrix Corp. | 947 | &nbsp;&nbsp; 49216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concrete Pumping <br> Holdings, Inc.<br>| 2727 | &nbsp;&nbsp; 18625 |
| \* | Conduent, Inc. | 20948 | &nbsp;&nbsp; 55722 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Construction <br> Partners, Inc., <br> Class A<br>| 3553 | &nbsp;&nbsp; 358320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Copa Holdings SA, <br> Class A<br>| 3829 | &nbsp;&nbsp; 423717 |
| \* | Copart, Inc. | 21790 | &nbsp;&nbsp; 987741 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Core & Main, Inc., <br> Class A<br>| 17195 | &nbsp;&nbsp; 1094290 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| #»†† | &nbsp;&nbsp;&nbsp;&nbsp; Costa <br> Communications, <br> Inc.<br>| 99 | &nbsp;&nbsp; $12 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Covenant Logistics <br> Group, Inc.<br>| 4800 | &nbsp;&nbsp; 115920 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CPI Aerostructures, <br> Inc.<br>| 2525 | &nbsp;&nbsp; 8635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CRA International, <br> Inc.<br>| 1047 | &nbsp;&nbsp; 184963 |
|  | Crane Co. | 6315 | &nbsp;&nbsp; 1236288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSG Systems <br> International, Inc.<br>| 5476 | &nbsp;&nbsp; 342031 |
|  | CSW Industrials, Inc. | 1931 | &nbsp;&nbsp; 501056 |
|  | CSX Corp. | 133714 | &nbsp;&nbsp; 4752196 |
|  | Cummins, Inc. | 8566 | &nbsp;&nbsp; 3149033 |
|  | Curtiss-Wright Corp. | 1489 | &nbsp;&nbsp; 729938 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Custom Truck One <br> Source, Inc.<br>| 17163 | &nbsp;&nbsp; 106239 |
| \* | Dayforce, Inc. | 8498 | &nbsp;&nbsp; 490080 |
|  | Deere & Co. | 13509 | &nbsp;&nbsp; 7083714 |
|  | Delta Air Lines, Inc. | 63505 | &nbsp;&nbsp; 3379101 |
|  | Deluxe Corp. | 4918 | &nbsp;&nbsp; 79180 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Distribution Solutions <br> Group, Inc.<br>| 2652 | &nbsp;&nbsp; 79480 |
| \* | DLH Holdings Corp. | 1100 | &nbsp;&nbsp; 6171 |
| \* | DNOW, Inc. | 18221 | &nbsp;&nbsp; 283519 |
|  | Donaldson Co., Inc. | 17549 | &nbsp;&nbsp; 1263002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Douglas Dynamics, <br> Inc.<br>| 3080 | &nbsp;&nbsp; 88088 |
|  | Dover Corp. | 8318 | &nbsp;&nbsp; 1506723 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Driven Brands <br> Holdings, Inc.<br>| 7795 | &nbsp;&nbsp; 131735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dun & Bradstreet <br> Holdings, Inc.<br>| 34496 | &nbsp;&nbsp; 313914 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DXP Enterprises, <br> Inc.<br>| 2319 | &nbsp;&nbsp; 262650 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dycom Industries, <br> Inc.<br>| 3764 | &nbsp;&nbsp; 1011801 |
|  | Eastern Co. | 312 | &nbsp;&nbsp; 7192 |
|  | Eaton Corp. PLC | 9499 | &nbsp;&nbsp; 3654455 |
|  | EMCOR Group, Inc. | 4418 | &nbsp;&nbsp; 2772251 |
|  | Emerson Electric Co. | 13508 | &nbsp;&nbsp; 1965549 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Energy Recovery, <br> Inc.<br>| 4025 | &nbsp;&nbsp; 54136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enerpac Tool Group <br> Corp.<br>| 8520 | &nbsp;&nbsp; 328105 |
|  | EnerSys | 6282 | &nbsp;&nbsp; 580268 |
|  | Ennis, Inc. | 3943 | &nbsp;&nbsp; 70185 |
|  | Enpro, Inc. | 3788 | &nbsp;&nbsp; 804609 |
| \* | Enviri Corp. | 7026 | &nbsp;&nbsp; 63234 |
|  | Equifax, Inc. | 5520 | &nbsp;&nbsp; 1326070 |
|  | Esab Corp. | 5184 | &nbsp;&nbsp; 695537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ESCO Technologies, <br> Inc.<br>| 4269 | &nbsp;&nbsp; 826905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Espey Mfg. & <br> Electronics Corp.<br>| 419 | &nbsp;&nbsp; 18436 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Everus Construction <br> Group, Inc.<br>| 4290 | &nbsp;&nbsp; 318575 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | EVI Industries, Inc. | 123 | &nbsp;&nbsp; $2742 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ExlService Holdings, <br> Inc.<br>| 10399 | &nbsp;&nbsp; 451629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Expeditors <br> International of <br> Washington, Inc.<br>| 14498 | &nbsp;&nbsp; 1685248 |
|  | Exponent, Inc. | 3661 | &nbsp;&nbsp; 252463 |
|  | Fastenal Co. | 62020 | &nbsp;&nbsp; 2860983 |
|  | Federal Signal Corp. | 6612 | &nbsp;&nbsp; 836881 |
|  | FedEx Corp. | 15656 | &nbsp;&nbsp; 3498959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ferguson <br> Enterprises, Inc.<br>| 15823 | &nbsp;&nbsp; 3533751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Advantage <br> Corp.<br>| 5586 | &nbsp;&nbsp; 96582 |
|  | Flowserve Corp. | 12579 | &nbsp;&nbsp; 704927 |
| \* | Fluor Corp. | 17180 | &nbsp;&nbsp; 975309 |
|  | Fortive Corp. | 21448 | &nbsp;&nbsp; 1028003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fortune Brands <br> Innovations, Inc.<br>| 9726 | &nbsp;&nbsp; 530456 |
| \* | Franklin Covey Co. | 2340 | &nbsp;&nbsp; 46121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Electric Co., <br> Inc.<br>| 6549 | &nbsp;&nbsp; 615279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FreightCar America, <br> Inc.<br>| 3484 | &nbsp;&nbsp; 35397 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Frontier Group <br> Holdings, Inc.<br>| 16801 | &nbsp;&nbsp; 73588 |
|  | FTAI Aviation Ltd. | 6133 | &nbsp;&nbsp; 843962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FTAI Infrastructure, <br> Inc.<br>| 8675 | &nbsp;&nbsp; 54392 |
| \* | FTI Consulting, Inc. | 4598 | &nbsp;&nbsp; 764877 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gates Industrial <br> Corp. PLC<br>| 34057 | &nbsp;&nbsp; 844614 |
|  | GATX Corp. | 5801 | &nbsp;&nbsp; 885755 |
|  | GE Vernova, Inc. | 1662 | &nbsp;&nbsp; 1097402 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gencor Industries, <br> Inc.<br>| 1048 | &nbsp;&nbsp; 15280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Generac Holdings, <br> Inc.<br>| 5104 | &nbsp;&nbsp; 993698 |
|  | Genpact Ltd. | 21889 | &nbsp;&nbsp; 964210 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gibraltar Industries, <br> Inc.<br>| 5712 | &nbsp;&nbsp; 377163 |
|  | Global Industrial Co. | 4216 | &nbsp;&nbsp; 143597 |
| \* | GMS, Inc. | 6537 | &nbsp;&nbsp; 716717 |
|  | Gorman-Rupp Co. | 3516 | &nbsp;&nbsp; 144719 |
|  | Graco, Inc. | 12465 | &nbsp;&nbsp; 1046811 |
| \* | Graham Corp. | 467 | &nbsp;&nbsp; 26689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Granite Construction, <br> Inc.<br>| 9618 | &nbsp;&nbsp; 908612 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Great Lakes Dredge <br> & Dock Corp.<br>| 8897 | &nbsp;&nbsp; 98579 |
|  | Greenbrier Cos., Inc. | 4718 | &nbsp;&nbsp; 214669 |
|  | Griffon Corp. | 5469 | &nbsp;&nbsp; 444466 |
| \* | GXO Logistics, Inc. | 12803 | &nbsp;&nbsp; 636437 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hayward Holdings, <br> Inc.<br>| 23079 | &nbsp;&nbsp; 354955 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Services <br> Group, Inc.<br>| 5072 | &nbsp;&nbsp; 65987 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heartland Express, <br> Inc.<br>| 10100 | &nbsp;&nbsp; $78982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HEICO Corp. (HEI <br> US)<br>| 2300 | &nbsp;&nbsp; 751640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HEICO Corp. (HEIA <br> US), Class A<br>| 2448 | &nbsp;&nbsp; 631804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heidrick & Struggles <br> International, Inc.<br>| 3052 | &nbsp;&nbsp; 135906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helios Technologies, <br> Inc.<br>| 3588 | &nbsp;&nbsp; 131644 |
|  | Herc Holdings, Inc. | 5540 | &nbsp;&nbsp; 647127 |
|  | Hexcel Corp. | 8621 | &nbsp;&nbsp; 516484 |
|  | Hillenbrand, Inc. | 7088 | &nbsp;&nbsp; 146792 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hillman Solutions <br> Corp.<br>| 19912 | &nbsp;&nbsp; 157106 |
|  | HireQuest, Inc. | 1219 | &nbsp;&nbsp; 12470 |
|  | HNI Corp. | 6420 | &nbsp;&nbsp; 330245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honeywell <br> International, Inc.<br>| 20831 | &nbsp;&nbsp; 4631773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Howmet Aerospace, <br> Inc.<br>| 22815 | &nbsp;&nbsp; 4101453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hub Group, Inc., <br> Class A<br>| 10478 | &nbsp;&nbsp; 366940 |
|  | Hubbell, Inc. | 4852 | &nbsp;&nbsp; 2122653 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hudson <br> Technologies, Inc.<br>| 6390 | &nbsp;&nbsp; 60002 |
| \* | Hurco Cos., Inc. | 876 | &nbsp;&nbsp; 16837 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Huron Consulting <br> Group, Inc.<br>| 3291 | &nbsp;&nbsp; 434675 |
|  | Hyster-Yale, Inc. | 1643 | &nbsp;&nbsp; 69022 |
| \* | IBEX Holdings Ltd. | 2196 | &nbsp;&nbsp; 64936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ICF International, <br> Inc.<br>| 2697 | &nbsp;&nbsp; 226251 |
|  | IDEX Corp. | 5022 | &nbsp;&nbsp; 821147 |
| \* | IES Holdings, Inc. | 2879 | &nbsp;&nbsp; 1016489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Illinois Tool Works, <br> Inc.<br>| 11263 | &nbsp;&nbsp; 2882990 |
|  | Ingersoll Rand, Inc. | 18887 | &nbsp;&nbsp; 1598407 |
| \* | Innodata, Inc. | 4000 | &nbsp;&nbsp; 219600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Innovative Solutions <br> & Support, Inc.<br>| 400 | &nbsp;&nbsp; 6216 |
|  | Insperity, Inc. | 3427 | &nbsp;&nbsp; 204181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Insteel Industries, <br> Inc.<br>| 2607 | &nbsp;&nbsp; 94113 |
|  | Interface, Inc. | 9368 | &nbsp;&nbsp; 193168 |
|  | ITT, Inc. | 7681 | &nbsp;&nbsp; 1305463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jacobs Solutions, <br> Inc.<br>| 7932 | &nbsp;&nbsp; 1125313 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Janus International <br> Group, Inc.<br>| 14818 | &nbsp;&nbsp; 126990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JB Hunt Transport <br> Services, Inc.<br>| 9422 | &nbsp;&nbsp; 1357239 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JELD-WEN Holding, <br> Inc.<br>| 12376 | &nbsp;&nbsp; 55692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Controls <br> International PLC<br>| 45220 | &nbsp;&nbsp; 4748100 |
|  | Kadant, Inc. | 1292 | &nbsp;&nbsp; 429939 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Karat Packaging, <br> Inc.<br>| 1611 | &nbsp;&nbsp; $43868 |
|  | KBR, Inc. | 12874 | &nbsp;&nbsp; 601731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kelly Services, Inc., <br> Class A<br>| 5090 | &nbsp;&nbsp; 62352 |
|  | Kennametal, Inc. | 8725 | &nbsp;&nbsp; 216031 |
|  | Kforce, Inc. | 3986 | &nbsp;&nbsp; 138912 |
| \* | Kirby Corp. | 9704 | &nbsp;&nbsp; 924888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Knight-Swift <br> Transportation <br> Holdings, Inc.<br>| 19235 | &nbsp;&nbsp; 817487 |
|  | Korn Ferry | 8932 | &nbsp;&nbsp; 633011 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; L.B. Foster Co., <br> Class A<br>| 876 | &nbsp;&nbsp; 20586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Landstar System, <br> Inc.<br>| 4726 | &nbsp;&nbsp; 630307 |
| \* | Legalzoom.com, Inc. | 13579 | &nbsp;&nbsp; 122075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lennox International, <br> Inc.<br>| 2259 | &nbsp;&nbsp; 1375731 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Limbach Holdings, <br> Inc.<br>| 1470 | &nbsp;&nbsp; 201390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln Electric <br> Holdings, Inc.<br>| 6532 | &nbsp;&nbsp; 1590542 |
|  | Lindsay Corp. | 1070 | &nbsp;&nbsp; 146066 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liquidity Services, <br> Inc.<br>| 3459 | &nbsp;&nbsp; 82601 |
|  | LSI Industries, Inc. | 3205 | &nbsp;&nbsp; 58651 |
|  | Luxfer Holdings PLC | 1401 | &nbsp;&nbsp; 16840 |
| \* | Lyft, Inc., Class A | 16411 | &nbsp;&nbsp; 230739 |
| \* | Manitowoc Co., Inc. | 5633 | &nbsp;&nbsp; 71821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ManpowerGroup, <br> Inc.<br>| 5103 | &nbsp;&nbsp; 210499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marten Transport <br> Ltd.<br>| 9721 | &nbsp;&nbsp; 118207 |
|  | Masco Corp. | 9187 | &nbsp;&nbsp; 625910 |
| \* | MasTec, Inc. | 7482 | &nbsp;&nbsp; 1415669 |
| \* | Mastech Digital, Inc. | 1950 | &nbsp;&nbsp; 14079 |
| \* | Masterbrand, Inc. | 24063 | &nbsp;&nbsp; 265415 |
| \* | Matrix Service Co. | 5354 | &nbsp;&nbsp; 81809 |
|  | Matson, Inc. | 7363 | &nbsp;&nbsp; 786221 |
|  | Maximus, Inc. | 7837 | &nbsp;&nbsp; 578841 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mayville Engineering <br> Co., Inc.<br>| 932 | &nbsp;&nbsp; 15630 |
|  | McGrath RentCorp | 842 | &nbsp;&nbsp; 105073 |
| \* | Middleby Corp. | 5430 | &nbsp;&nbsp; 788436 |
|  | Miller Industries, Inc. | 1864 | &nbsp;&nbsp; 75958 |
|  | MillerKnoll, Inc. | 7969 | &nbsp;&nbsp; 151252 |
| \* | Mistras Group, Inc. | 2600 | &nbsp;&nbsp; 20644 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mobile Infrastructure <br> Corp.<br>| 2837 | &nbsp;&nbsp; 10440 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Montrose <br> Environmental <br> Group, Inc.<br>| 3965 | &nbsp;&nbsp; 89966 |
| \* | MRC Global, Inc. | 11394 | &nbsp;&nbsp; 167264 |
|  | MSA Safety, Inc. | 3825 | &nbsp;&nbsp; 680353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MSC Industrial Direct <br> Co., Inc., Class A<br>| 4919 | &nbsp;&nbsp; 426084 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mueller Industries, <br> Inc.<br>| 13224 | &nbsp;&nbsp; $1128933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mueller Water <br> Products, Inc., <br> Class A<br>| 18020 | &nbsp;&nbsp; 446175 |
| \* | MYR Group, Inc. | 2344 | &nbsp;&nbsp; 453564 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NEXTracker, Inc., <br> Class A<br>| 9716 | &nbsp;&nbsp; 566054 |
|  | NL Industries, Inc. | 7700 | &nbsp;&nbsp; 47509 |
|  | Nordson Corp. | 3283 | &nbsp;&nbsp; 703251 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NPK International, <br> Inc.<br>| 14184 | &nbsp;&nbsp; 127940 |
| \* | NV5 Global, Inc. | 6371 | &nbsp;&nbsp; 143029 |
|  | nVent Electric PLC | 17239 | &nbsp;&nbsp; 1351882 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NWPX Infrastructure, <br> Inc.<br>| 1465 | &nbsp;&nbsp; 61208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Dominion Freight <br> Line, Inc.<br>| 9298 | &nbsp;&nbsp; 1387726 |
|  | Omega Flex, Inc. | 981 | &nbsp;&nbsp; 31294 |
| \* | OPENLANE, Inc. | 17417 | &nbsp;&nbsp; 429155 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orion Group <br> Holdings, Inc.<br>| 4820 | &nbsp;&nbsp; 35716 |
|  | Otis Worldwide Corp. | 14948 | &nbsp;&nbsp; 1280894 |
|  | Owens Corning | 13917 | &nbsp;&nbsp; 1940447 |
|  | PACCAR, Inc. | 26651 | &nbsp;&nbsp; 2632053 |
| \* | PAMT Corp. | 3004 | &nbsp;&nbsp; 34035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pangaea Logistics <br> Solutions Ltd.<br>| 3295 | &nbsp;&nbsp; 16047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Park Aerospace <br> Corp.<br>| 1437 | &nbsp;&nbsp; 25895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Parker-Hannifin <br> Corp.<br>| 3739 | &nbsp;&nbsp; 2736574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Park-Ohio Holdings <br> Corp.<br>| 1783 | &nbsp;&nbsp; 29241 |
| \* | Parsons Corp. | 12580 | &nbsp;&nbsp; 933436 |
|  | Paychex, Inc. | 19384 | &nbsp;&nbsp; 2797693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paycom Software, <br> Inc.<br>| 4702 | &nbsp;&nbsp; 1088701 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paylocity Holding <br> Corp.<br>| 2880 | &nbsp;&nbsp; 532454 |
|  | Pentair PLC | 13278 | &nbsp;&nbsp; 1357012 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perma-Fix <br> Environmental <br> Services, Inc.<br>| 1138 | &nbsp;&nbsp; 13110 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perma-Pipe <br> International <br> Holdings, Inc.<br>| 980 | &nbsp;&nbsp; 21717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pioneer Power <br> Solutions, Inc.<br>| 4039 | &nbsp;&nbsp; 12602 |
|  | Pitney Bowes, Inc. | 6691 | &nbsp;&nbsp; 76010 |
| \* | Planet Labs PBC | 30582 | &nbsp;&nbsp; 191137 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Powell Industries, <br> Inc.<br>| 1301 | &nbsp;&nbsp; 308467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Preformed Line <br> Products Co.<br>| 889 | &nbsp;&nbsp; 137199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primoris Services <br> Corp.<br>| 8827 | &nbsp;&nbsp; 831239 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Proto Labs, Inc. | 4392 | &nbsp;&nbsp; $189383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quanex Building <br> Products Corp.<br>| 3315 | &nbsp;&nbsp; 64576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quanta Services, <br> Inc.<br>| 5143 | &nbsp;&nbsp; 2088727 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Radiant Logistics, <br> Inc.<br>| 4889 | &nbsp;&nbsp; 28894 |
| \* | RBC Bearings, Inc. | 1865 | &nbsp;&nbsp; 722389 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RCM Technologies, <br> Inc.<br>| 1905 | &nbsp;&nbsp; 45930 |
|  | Regal Rexnord Corp. | 8462 | &nbsp;&nbsp; 1293671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Republic Services, <br> Inc.<br>| 9323 | &nbsp;&nbsp; 2150350 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Resideo <br> Technologies, Inc.<br>| 11980 | &nbsp;&nbsp; 327054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Resources <br> Connection, Inc.<br>| 5098 | &nbsp;&nbsp; 25796 |
|  | REV Group, Inc. | 9603 | &nbsp;&nbsp; 475829 |
|  | Robert Half, Inc. | 8841 | &nbsp;&nbsp; 326321 |
| #\* | Rocket Lab Corp. | 32290 | &nbsp;&nbsp; 1482757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockwell Automation, <br> Inc.<br>| 5616 | &nbsp;&nbsp; 1975203 |
|  | Rollins, Inc. | 17303 | &nbsp;&nbsp; 990943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rush Enterprises, <br> Inc. (RUSHA US), <br> Class A<br>| 10360 | &nbsp;&nbsp; 560890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rush Enterprises, <br> Inc. (RUSHB US), <br> Class B<br>| 2925 | &nbsp;&nbsp; 158857 |
| \* | RXO, Inc. | 10941 | &nbsp;&nbsp; 169038 |
|  | Ryder System, Inc. | 8414 | &nbsp;&nbsp; 1495252 |
| \* | Saia, Inc. | 1931 | &nbsp;&nbsp; 583625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schneider National, <br> Inc., Class B<br>| 9578 | &nbsp;&nbsp; 234182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sensata Technologies <br> Holding PLC<br>| 11043 | &nbsp;&nbsp; 339683 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SIFCO Industries, <br> Inc.<br>| 1584 | &nbsp;&nbsp; 7698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simpson <br> Manufacturing Co., <br> Inc.<br>| 5786 | &nbsp;&nbsp; 1038182 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SiteOne Landscape <br> Supply, Inc.<br>| 4790 | &nbsp;&nbsp; 660206 |
|  | Snap-on, Inc. | 4102 | &nbsp;&nbsp; 1317521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southwest Airlines <br> Co.<br>| 40312 | &nbsp;&nbsp; 1246850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SPX Technologies, <br> Inc.<br>| 5136 | &nbsp;&nbsp; 936755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SS&C Technologies <br> Holdings, Inc.<br>| 12250 | &nbsp;&nbsp; 1047130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standex International <br> Corp.<br>| 1553 | &nbsp;&nbsp; 255841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Black & <br> Decker, Inc.<br>| 7633 | &nbsp;&nbsp; 516372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Steelcase, Inc., <br> Class A<br>| 10807 | &nbsp;&nbsp; 111636 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sterling <br> Infrastructure, Inc.<br>| 3957 | &nbsp;&nbsp; $1058854 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sun Country Airlines <br> Holdings, Inc.<br>| 9275 | &nbsp;&nbsp; 107497 |
| \* | Sunrun, Inc. | 14549 | &nbsp;&nbsp; 149273 |
| \* | Symbotic, Inc. | 777 | &nbsp;&nbsp; 41919 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TaskUS, Inc., <br> Class A<br>| 1750 | &nbsp;&nbsp; 29890 |
| \* | Taylor Devices, Inc. | 619 | &nbsp;&nbsp; 27917 |
| \* | TechPrecision Corp. | 1825 | &nbsp;&nbsp; 7847 |
|  | Tecnoglass, Inc. | 6489 | &nbsp;&nbsp; 506337 |
|  | Tennant Co. | 3041 | &nbsp;&nbsp; 251004 |
|  | Terex Corp. | 9959 | &nbsp;&nbsp; 506515 |
|  | Tetra Tech, Inc. | 21515 | &nbsp;&nbsp; 790461 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Thermon Group <br> Holdings, Inc.<br>| 5028 | &nbsp;&nbsp; 142192 |
|  | Timken Co. | 9488 | &nbsp;&nbsp; 721942 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Titan International, <br> Inc.<br>| 9194 | &nbsp;&nbsp; 77781 |
| \* | Titan Machinery, Inc. | 4124 | &nbsp;&nbsp; 79676 |
|  | Toro Co. | 10062 | &nbsp;&nbsp; 747103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trane Technologies <br> PLC<br>| 5705 | &nbsp;&nbsp; 2499246 |
| \* | Transcat, Inc. | 665 | &nbsp;&nbsp; 50826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TransDigm Group, <br> Inc.<br>| 645 | &nbsp;&nbsp; 1037457 |
|  | TransUnion | 8471 | &nbsp;&nbsp; 806354 |
| \* | Trex Co., Inc. | 12672 | &nbsp;&nbsp; 814049 |
|  | TriNet Group, Inc. | 4840 | &nbsp;&nbsp; 328200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trinity Industries, <br> Inc.<br>| 16456 | &nbsp;&nbsp; 383425 |
| \* | TrueBlue, Inc. | 2700 | &nbsp;&nbsp; 19494 |
| \* | TTEC Holdings, Inc. | 5275 | &nbsp;&nbsp; 26269 |
| \* | Tutor Perini Corp. | 11511 | &nbsp;&nbsp; 554255 |
|  | Twin Disc, Inc. | 300 | &nbsp;&nbsp; 2595 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Uber Technologies, <br> Inc.<br>| 21477 | &nbsp;&nbsp; 1884607 |
|  | UFP Industries, Inc. | 8608 | &nbsp;&nbsp; 843584 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. <br> (UHAL US)<br>| 1803 | &nbsp;&nbsp; 104322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. <br> (UHAL/B US)<br>| 14983 | &nbsp;&nbsp; 779116 |
| \* | Ultralife Corp. | 900 | &nbsp;&nbsp; 7173 |
|  | UniFirst Corp. | 1651 | &nbsp;&nbsp; 282371 |
|  | Union Pacific Corp. | 24638 | &nbsp;&nbsp; 5468897 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Airlines <br> Holdings, Inc.<br>| 29860 | &nbsp;&nbsp; 2636937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Parcel <br> Service, Inc., <br> Class B<br>| 25132 | &nbsp;&nbsp; 2165373 |
|  | United Rentals, Inc. | 4431 | &nbsp;&nbsp; 3912307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Logistics <br> Holdings, Inc.<br>| 3779 | &nbsp;&nbsp; 90431 |
| \* | Upwork, Inc. | 19919 | &nbsp;&nbsp; 238231 |
| \* | V2X, Inc. | 3679 | &nbsp;&nbsp; 174311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valmont Industries, <br> Inc.<br>| 2887 | &nbsp;&nbsp; 1050724 |
|  | Veralto Corp. | 12799 | &nbsp;&nbsp; 1341719 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Verisk Analytics, Inc. | 8825 | &nbsp;&nbsp; $2459616 |
| \* | Verra Mobility Corp. | 19952 | &nbsp;&nbsp; 503988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vertiv Holdings Co., <br> Class A<br>| 14652 | &nbsp;&nbsp; 2133331 |
| \* | Vicor Corp. | 3727 | &nbsp;&nbsp; 165628 |
|  | Virco Mfg. Corp. | 4104 | &nbsp;&nbsp; 31765 |
|  | VSE Corp. | 220 | &nbsp;&nbsp; 34439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wabash National <br> Corp.<br>| 6958 | &nbsp;&nbsp; 69302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waste Management, <br> Inc.<br>| 18296 | &nbsp;&nbsp; 4192711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Watsco, Inc. (WSO <br> US)<br>| 2924 | &nbsp;&nbsp; 1318373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Watts Water <br> Technologies, Inc., <br> Class A<br>| 3258 | &nbsp;&nbsp; 854639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Werner Enterprises, <br> Inc.<br>| 9253 | &nbsp;&nbsp; 256493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WESCO <br> International, Inc.<br>| 5500 | &nbsp;&nbsp; 1138280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westinghouse Air <br> Brake Technologies <br> Corp.<br>| 9503 | &nbsp;&nbsp; 1825051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wilhelmina <br> International, Inc.<br>| 2699 | &nbsp;&nbsp; 8340 |
| \* | Willdan Group, Inc. | 2029 | &nbsp;&nbsp; 173074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Willis Lease Finance <br> Corp.<br>| 856 | &nbsp;&nbsp; 121192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WillScot Holdings <br> Corp.<br>| 22925 | &nbsp;&nbsp; 672849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worthington <br> Enterprises, Inc.<br>| 6215 | &nbsp;&nbsp; 385144 |
|  | WW Grainger, Inc. | 3272 | &nbsp;&nbsp; 3401375 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xometry, Inc., <br> Class A<br>| 3803 | &nbsp;&nbsp; 122989 |
| \* | XPO, Inc. | 14411 | &nbsp;&nbsp; 1733499 |
|  | Xylem, Inc. | 12883 | &nbsp;&nbsp; 1863139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zurn Elkay Water <br> Solutions Corp.<br>| 14653 | &nbsp;&nbsp; 648395 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp; 282908120 |
| INFORMATION TECHNOLOGY — (29.2%) | INFORMATION TECHNOLOGY — (29.2%) | INFORMATION TECHNOLOGY — (29.2%) | INFORMATION TECHNOLOGY — (29.2%) |
| \* | 908 Devices, Inc. | 2993 | &nbsp;&nbsp; 19604 |
|  | A10 Networks, Inc. | 8666 | &nbsp;&nbsp; 159628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accenture PLC, <br> Class A<br>| 21101 | &nbsp;&nbsp; 5636077 |
| \* | ACI Worldwide, Inc. | 12506 | &nbsp;&nbsp; 532255 |
|  | Adeia, Inc. | 15083 | &nbsp;&nbsp; 195325 |
| \* | Adobe, Inc. | 10300 | &nbsp;&nbsp; 3684207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Energy <br> Industries, Inc.<br>| 4534 | &nbsp;&nbsp; 629863 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Micro <br> Devices, Inc.<br>| 26105 | &nbsp;&nbsp; 4602573 |
| \* | Agilysys, Inc. | 1456 | &nbsp;&nbsp; 166100 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Akamai Technologies, <br> Inc.<br>| 10509 | &nbsp;&nbsp; 801942 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alarm.com Holdings, <br> Inc.<br>| 4698 | &nbsp;&nbsp; $256652 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Allegro <br> MicroSystems, <br> Inc.<br>| 17058 | &nbsp;&nbsp; 535792 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alpha & Omega <br> Semiconductor <br> Ltd.<br>| 3451 | &nbsp;&nbsp; 87897 |
| \* | Ambarella, Inc. | 3098 | &nbsp;&nbsp; 204747 |
|  | Amdocs Ltd. | 9624 | &nbsp;&nbsp; 821505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amkor Technology, <br> Inc.<br>| 39490 | &nbsp;&nbsp; 890894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amphenol Corp., <br> Class A<br>| 18191 | &nbsp;&nbsp; 1937523 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amtech Systems, <br> Inc.<br>| 531 | &nbsp;&nbsp; 2498 |
|  | Analog Devices, Inc. | 12059 | &nbsp;&nbsp; 2708813 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Appfolio, Inc., <br> Class A<br>| 865 | &nbsp;&nbsp; 231284 |
|  | Apple, Inc. | 413306 | &nbsp;&nbsp; 85789926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Applied Materials, <br> Inc.<br>| 19380 | &nbsp;&nbsp; 3489563 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Applied <br> Optoelectronics, <br> Inc.<br>| 9009 | &nbsp;&nbsp; 206036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AppLovin Corp., <br> Class A<br>| 11893 | &nbsp;&nbsp; 4646595 |
| \* | Arista Networks, Inc. | 8634 | &nbsp;&nbsp; 1063881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arrow Electronics, <br> Inc.<br>| 7162 | &nbsp;&nbsp; 830792 |
| \* | ASGN, Inc. | 5295 | &nbsp;&nbsp; 265491 |
| \* | Astera Labs, Inc. | 1035 | &nbsp;&nbsp; 141516 |
| \* | AstroNova, Inc. | 760 | &nbsp;&nbsp; 8588 |
| \* | Astrotech Corp. | 1677 | &nbsp;&nbsp; 9358 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlassian Corp., <br> Class A<br>| 622 | &nbsp;&nbsp; 119287 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aurora Innovation, <br> Inc.<br>| 89937 | &nbsp;&nbsp; 522534 |
| \* | Autodesk, Inc. | 7262 | &nbsp;&nbsp; 2201185 |
| \* | AvePoint, Inc. | 11542 | &nbsp;&nbsp; 220221 |
| \* | Aviat Networks, Inc. | 1998 | &nbsp;&nbsp; 43157 |
|  | Avnet, Inc. | 15306 | &nbsp;&nbsp; 810300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Axcelis Technologies, <br> Inc.<br>| 5425 | &nbsp;&nbsp; 367218 |
|  | Badger Meter, Inc. | 1916 | &nbsp;&nbsp; 361664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bel Fuse, Inc. <br> (BELFA US), <br> Class A<br>| 230 | &nbsp;&nbsp; 26342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bel Fuse, Inc. <br> (BELFB US), <br> Class B<br>| 1646 | &nbsp;&nbsp; 214046 |
|  | Belden, Inc. | 7461 | &nbsp;&nbsp; 922553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Benchmark <br> Electronics, Inc.<br>| 5652 | &nbsp;&nbsp; 217602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bentley Systems, <br> Inc., Class B<br>| 10991 | &nbsp;&nbsp; 637258 |
| \* | Bill Holdings, Inc. | 5085 | &nbsp;&nbsp; 217892 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BK Technologies <br> Corp.<br>| 438 | &nbsp;&nbsp; $17012 |
| \* | Blackbaud, Inc. | 4814 | &nbsp;&nbsp; 324560 |
| \* | BlackLine, Inc. | 3104 | &nbsp;&nbsp; 166933 |
| \* | Box, Inc., Class A | 14613 | &nbsp;&nbsp; 469077 |
|  | Broadcom, Inc. | 65131 | &nbsp;&nbsp; 19128975 |
| \* | C3.ai, Inc., Class A | 14109 | &nbsp;&nbsp; 332408 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadence Design <br> Systems, Inc.<br>| 2210 | &nbsp;&nbsp; 805700 |
| \* | Calix, Inc. | 5648 | &nbsp;&nbsp; 320185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CCC Intelligent <br> Solutions Holdings, <br> Inc.<br>| 39051 | &nbsp;&nbsp; 377623 |
|  | CDW Corp. | 10020 | &nbsp;&nbsp; 1747288 |
| \* | Cerence, Inc. | 4314 | &nbsp;&nbsp; 37100 |
| \* | CEVA, Inc. | 3555 | &nbsp;&nbsp; 75970 |
| \* | Ciena Corp. | 15108 | &nbsp;&nbsp; 1402627 |
| \* | Cirrus Logic, Inc. | 6880 | &nbsp;&nbsp; 692885 |
|  | Cisco Systems, Inc. | 177380 | &nbsp;&nbsp; 12076030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clear Secure, Inc., <br> Class A<br>| 6009 | &nbsp;&nbsp; 176725 |
| \* | Clearfield, Inc. | 1682 | &nbsp;&nbsp; 73688 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Clearwater Analytics <br> Holdings, Inc., <br> Class A<br>| 1015 | &nbsp;&nbsp; 20564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Climb Global <br> Solutions, Inc.<br>| 650 | &nbsp;&nbsp; 76700 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cloudflare, Inc., <br> Class A<br>| 1700 | &nbsp;&nbsp; 353056 |
|  | Cognex Corp. | 11163 | &nbsp;&nbsp; 455115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cognizant <br> Technology <br> Solutions Corp., <br> Class A<br>| 23206 | &nbsp;&nbsp; 1665263 |
| \* | Coherent Corp. | 12213 | &nbsp;&nbsp; 1314119 |
| \* | Cohu, Inc. | 4549 | &nbsp;&nbsp; 81245 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CommScope Holding <br> Co., Inc.<br>| 1105 | &nbsp;&nbsp; 9061 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Commvault Systems, <br> Inc.<br>| 1431 | &nbsp;&nbsp; 271818 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Consensus Cloud <br> Solutions, Inc.<br>| 2448 | &nbsp;&nbsp; 49401 |
| \* | CoreCard Corp. | 622 | &nbsp;&nbsp; 18007 |
| \* | Corsair Gaming, Inc. | 11100 | &nbsp;&nbsp; 100566 |
| \* | CPI Card Group, Inc. | 578 | &nbsp;&nbsp; 11219 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Credo Technology <br> Group Holding <br> Ltd.<br>| 16721 | &nbsp;&nbsp; 1865228 |
| \* | Crexendo, Inc. | 1953 | &nbsp;&nbsp; 10878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Crowdstrike Holdings, <br> Inc., Class A<br>| 593 | &nbsp;&nbsp; 269560 |
| \* | CS Disco, Inc. | 9206 | &nbsp;&nbsp; 36548 |
|  | CSP, Inc. | 2700 | &nbsp;&nbsp; 27702 |
|  | CTS Corp. | 5074 | &nbsp;&nbsp; 198850 |
| \* | Daily Journal Corp. | 277 | &nbsp;&nbsp; 110684 |
| \* | Daktronics, Inc. | 7928 | &nbsp;&nbsp; 128592 |
| \* | Data I/O Corp. | 1818 | &nbsp;&nbsp; 5890 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Datadog, Inc., <br> Class A<br>| 2827 | &nbsp;&nbsp; $395723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dell Technologies, <br> Inc., Class C<br>| 4859 | &nbsp;&nbsp; 644741 |
| \* | Diebold Nixdorf, Inc. | 3521 | &nbsp;&nbsp; 198197 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Digi International, <br> Inc.<br>| 4771 | &nbsp;&nbsp; 155582 |
| \* | Digital Turbine, Inc. | 24004 | &nbsp;&nbsp; 130822 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DigitalOcean <br> Holdings, Inc.<br>| 5484 | &nbsp;&nbsp; 152784 |
| \* | Diodes, Inc. | 6214 | &nbsp;&nbsp; 306785 |
| \* | Docusign, Inc. | 8602 | &nbsp;&nbsp; 650655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dolby Laboratories, <br> Inc., Class A<br>| 5761 | &nbsp;&nbsp; 434034 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dropbox, Inc., <br> Class A<br>| 10573 | &nbsp;&nbsp; 287268 |
| \* | DXC Technology Co. | 19677 | &nbsp;&nbsp; 267804 |
| \* | Dynatrace, Inc. | 14801 | &nbsp;&nbsp; 778681 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; E2open Parent <br> Holdings, Inc.<br>| 18850 | &nbsp;&nbsp; 62205 |
| \* | Eastman Kodak Co. | 10610 | &nbsp;&nbsp; 71087 |
| \* | eGain Corp. | 6656 | &nbsp;&nbsp; 41134 |
| \* | Electro-Sensors, Inc. | 1706 | &nbsp;&nbsp; 7566 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enphase Energy, <br> Inc.<br>| 4282 | &nbsp;&nbsp; 138566 |
| # | Entegris, Inc. | 9093 | &nbsp;&nbsp; 713437 |
| \* | EPAM Systems, Inc. | 2925 | &nbsp;&nbsp; 461302 |
| \* | ePlus, Inc. | 3675 | &nbsp;&nbsp; 238066 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Everspin <br> Technologies, Inc.<br>| 2288 | &nbsp;&nbsp; 13865 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Expensify, Inc., <br> Class A<br>| 4897 | &nbsp;&nbsp; 9941 |
| \* | F5, Inc. | 5895 | &nbsp;&nbsp; 1847611 |
| \* | Fabrinet | 3186 | &nbsp;&nbsp; 1031404 |
| \* | Fair Isaac Corp. | 766 | &nbsp;&nbsp; 1100528 |
| \* | First Solar, Inc. | 6484 | &nbsp;&nbsp; 1132949 |
| \* | Flex Ltd. | 36408 | &nbsp;&nbsp; 1815667 |
| \* | FormFactor, Inc. | 10578 | &nbsp;&nbsp; 300521 |
| \* | Fortinet, Inc. | 17098 | &nbsp;&nbsp; 1708090 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Wireless <br> Corp.<br>| 2368 | &nbsp;&nbsp; 9212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Frequency <br> Electronics, Inc.<br>| 400 | &nbsp;&nbsp; 10640 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Freshworks, Inc., <br> Class A<br>| 15433 | &nbsp;&nbsp; 200475 |
| \* | Gartner, Inc. | 3429 | &nbsp;&nbsp; 1161231 |
|  | Gen Digital, Inc. | 68131 | &nbsp;&nbsp; 2009183 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; GLOBALFOUNDRIES, <br> Inc.<br>| 11948 | &nbsp;&nbsp; 446736 |
| \* | Globant SA | 3619 | &nbsp;&nbsp; 304937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoDaddy, Inc., <br> Class A<br>| 8613 | &nbsp;&nbsp; 1391689 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grid Dynamics <br> Holdings, Inc.<br>| 10112 | &nbsp;&nbsp; 95963 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guidewire Software, <br> Inc.<br>| 4215 | &nbsp;&nbsp; 953517 |
|  | Hackett Group, Inc. | 4484 | &nbsp;&nbsp; 104881 |
| \* | Harmonic, Inc. | 15531 | &nbsp;&nbsp; 132169 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hewlett Packard <br> Enterprise Co.<br>| 77801 | &nbsp;&nbsp; $1609703 |
|  | HP, Inc. | 31351 | &nbsp;&nbsp; 777505 |
| \* | HubSpot, Inc. | 457 | &nbsp;&nbsp; 237480 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; I3 Verticals, Inc., <br> Class A<br>| 2726 | &nbsp;&nbsp; 76273 |
| \* | Ichor Holdings Ltd. | 3973 | &nbsp;&nbsp; 78626 |
| \* | Identiv, Inc. | 3087 | &nbsp;&nbsp; 11206 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Informatica, Inc., <br> Class A<br>| 10105 | &nbsp;&nbsp; 249593 |
| \* | Inseego Corp. | 1459 | &nbsp;&nbsp; 9659 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Insight Enterprises, <br> Inc.<br>| 3541 | &nbsp;&nbsp; 419892 |
| \* | Intapp, Inc. | 1178 | &nbsp;&nbsp; 47179 |
|  | Intel Corp. | 74711 | &nbsp;&nbsp; 1479278 |
| \* | Intellinetics, Inc. | 872 | &nbsp;&nbsp; 10508 |
|  | InterDigital, Inc. | 6851 | &nbsp;&nbsp; 1768928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Business Machines <br> Corp.<br>| 43593 | &nbsp;&nbsp; 11035568 |
| \* | inTEST Corp. | 5028 | &nbsp;&nbsp; 35146 |
|  | Intuit, Inc. | 3967 | &nbsp;&nbsp; 3114611 |
| \* | IPG Photonics Corp. | 3608 | &nbsp;&nbsp; 270203 |
| \* | Itron, Inc. | 7757 | &nbsp;&nbsp; 966057 |
|  | Jabil, Inc. | 11056 | &nbsp;&nbsp; 2467368 |
| \* | Jamf Holding Corp. | 9944 | &nbsp;&nbsp; 78955 |
| \* | JFrog Ltd. | 10374 | &nbsp;&nbsp; 450335 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Keysight <br> Technologies, Inc.<br>| 11593 | &nbsp;&nbsp; 1900209 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kimball Electronics, <br> Inc.<br>| 4412 | &nbsp;&nbsp; 82769 |
|  | KLA Corp. | 4302 | &nbsp;&nbsp; 3781587 |
| \* | Knowles Corp. | 20867 | &nbsp;&nbsp; 423809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kulicke & Soffa <br> Industries, Inc.<br>| 7371 | &nbsp;&nbsp; 241474 |
| \* | KVH Industries, Inc. | 6300 | &nbsp;&nbsp; 33327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kyndryl Holdings, <br> Inc.<br>| 29915 | &nbsp;&nbsp; 1129890 |
|  | Lam Research Corp. | 42270 | &nbsp;&nbsp; 4008887 |
| \* | Lantronix, Inc. | 3593 | &nbsp;&nbsp; 11534 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lattice <br> Semiconductor <br> Corp.<br>| 5181 | &nbsp;&nbsp; 258169 |
| \* | LGL Group, Inc. | 276 | &nbsp;&nbsp; 2008 |
| #\* | Life360, Inc. | 2482 | &nbsp;&nbsp; 190096 |
|  | Littelfuse, Inc. | 2515 | &nbsp;&nbsp; 647185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LiveRamp Holdings, <br> Inc.<br>| 7883 | &nbsp;&nbsp; 258720 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lumentum Holdings, <br> Inc.<br>| 3938 | &nbsp;&nbsp; 433495 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MACOM Technology <br> Solutions Holdings, <br> Inc.<br>| 5322 | &nbsp;&nbsp; 729859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Magnachip <br> Semiconductor <br> Corp.<br>| 3475 | &nbsp;&nbsp; 14247 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Manhattan <br> Associates, Inc.<br>| 3939 | &nbsp;&nbsp; 865241 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marvell Technology, <br> Inc.<br>| 35647 | &nbsp;&nbsp; $2864949 |
| \* | MaxLinear, Inc. | 8581 | &nbsp;&nbsp; 135751 |
| \* | Meridianlink, Inc. | 8344 | &nbsp;&nbsp; 133337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Methode Electronics, <br> Inc.<br>| 3301 | &nbsp;&nbsp; 21655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Microchip <br> Technology, Inc.<br>| 19191 | &nbsp;&nbsp; 1297120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micron Technology, <br> Inc.<br>| 30146 | &nbsp;&nbsp; 3290134 |
|  | Microsoft Corp. | 236540 | &nbsp;&nbsp; 126194090 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mirion Technologies, <br> Inc.<br>| 29221 | &nbsp;&nbsp; 653089 |
| \* | Mitek Systems, Inc. | 6206 | &nbsp;&nbsp; 55978 |
|  | MKS, Inc. | 5471 | &nbsp;&nbsp; 520730 |
| \* | MongoDB, Inc. | 3297 | &nbsp;&nbsp; 784323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monolithic Power <br> Systems, Inc.<br>| 1170 | &nbsp;&nbsp; 832151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motorola Solutions, <br> Inc.<br>| 5910 | &nbsp;&nbsp; 2594372 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; M-Tron Industries, <br> Inc.<br>| 138 | &nbsp;&nbsp; 6069 |
| \* | N-able, Inc. | 14654 | &nbsp;&nbsp; 118404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Napco Security <br> Technologies, Inc.<br>| 1980 | &nbsp;&nbsp; 60449 |
| \* | nCino, Inc. | 9837 | &nbsp;&nbsp; 274698 |
| \* | NCR Voyix Corp. | 14556 | &nbsp;&nbsp; 198253 |
|  | NetApp, Inc. | 17550 | &nbsp;&nbsp; 1827481 |
| \* | NETGEAR, Inc. | 3401 | &nbsp;&nbsp; 79073 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NetScout Systems, <br> Inc.<br>| 7631 | &nbsp;&nbsp; 163456 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NetSol Technologies, <br> Inc.<br>| 1773 | &nbsp;&nbsp; 7216 |
| \* | nLight, Inc. | 5265 | &nbsp;&nbsp; 110618 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nortech Systems, <br> Inc.<br>| 3549 | &nbsp;&nbsp; 29847 |
| \* | Novanta, Inc. | 2582 | &nbsp;&nbsp; 317638 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nutanix, Inc., <br> Class A<br>| 11704 | &nbsp;&nbsp; 879790 |
|  | NVE Corp. | 473 | &nbsp;&nbsp; 29955 |
|  | NVIDIA Corp. | 809969 | &nbsp;&nbsp; 144069023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NXP Semiconductors <br> NV<br>| 11611 | &nbsp;&nbsp; 2482083 |
| \* | Okta, Inc. | 14404 | &nbsp;&nbsp; 1408711 |
| \* | Olo, Inc., Class A | 13458 | &nbsp;&nbsp; 141040 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ON Semiconductor <br> Corp.<br>| 30525 | &nbsp;&nbsp; 1720389 |
| \* | ON24, Inc. | 5345 | &nbsp;&nbsp; 26511 |
|  | OneSpan, Inc. | 5413 | &nbsp;&nbsp; 79842 |
| \* | Onto Innovation, Inc. | 3664 | &nbsp;&nbsp; 347164 |
| \* | Ooma, Inc. | 1000 | &nbsp;&nbsp; 11380 |
| \* | Optical Cable Corp. | 2889 | &nbsp;&nbsp; 12943 |
|  | Oracle Corp. | 57873 | &nbsp;&nbsp; 14686431 |
| \* | OSI Systems, Inc. | 2331 | &nbsp;&nbsp; 515174 |
| \* | Ouster, Inc. | 3306 | &nbsp;&nbsp; 77294 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Palantir Technologies, <br> Inc., Class A<br>| 17833 | &nbsp;&nbsp; 2823856 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, <br> Inc.<br>| 3924 | &nbsp;&nbsp; $681206 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PAR Technology <br> Corp.<br>| 3271 | &nbsp;&nbsp; 198811 |
|  | PC Connection, Inc. | 3863 | &nbsp;&nbsp; 237922 |
| \* | PDF Solutions, Inc. | 5280 | &nbsp;&nbsp; 117374 |
|  | Pegasystems, Inc. | 15842 | &nbsp;&nbsp; 930084 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Penguin Solutions, <br> Inc.<br>| 6946 | &nbsp;&nbsp; 163717 |
| \* | Photronics, Inc. | 9051 | &nbsp;&nbsp; 184278 |
| \*» | Pivotal Software, Inc. | 5539 | &nbsp;&nbsp; 0 |
| \* | Plexus Corp. | 4564 | &nbsp;&nbsp; 581910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Integrations, <br> Inc.<br>| 5310 | &nbsp;&nbsp; 257641 |
| \* | Powerfleet, Inc. NJ | 12987 | &nbsp;&nbsp; 52727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Progress Software <br> Corp.<br>| 5456 | &nbsp;&nbsp; 262324 |
| \* | PTC, Inc. | 5222 | &nbsp;&nbsp; 1121738 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pure Storage, Inc., <br> Class A<br>| 8392 | &nbsp;&nbsp; 499492 |
| \* | Q2 Holdings, Inc. | 3553 | &nbsp;&nbsp; 288504 |
| \* | Qorvo, Inc. | 8781 | &nbsp;&nbsp; 734092 |
|  | QUALCOMM, Inc. | 46083 | &nbsp;&nbsp; 6763141 |
| \* | Qualys, Inc. | 3722 | &nbsp;&nbsp; 495287 |
| \* | Ralliant Corp. | 7149 | &nbsp;&nbsp; 326852 |
| \* | Rambus, Inc. | 12364 | &nbsp;&nbsp; 914071 |
|  | Red Violet, Inc. | 1843 | &nbsp;&nbsp; 81700 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Research Solutions, <br> Inc.<br>| 2175 | &nbsp;&nbsp; 5796 |
| \* | RF Industries Ltd. | 4019 | &nbsp;&nbsp; 33117 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ribbon <br> Communications, <br> Inc.<br>| 18693 | &nbsp;&nbsp; 70286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richardson <br> Electronics Ltd.<br>| 900 | &nbsp;&nbsp; 9072 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RingCentral, Inc., <br> Class A<br>| 4170 | &nbsp;&nbsp; 106293 |
| \* | Riot Platforms, Inc. | 15917 | &nbsp;&nbsp; 213447 |
| \* | Rogers Corp. | 2176 | &nbsp;&nbsp; 142702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Roper Technologies, <br> Inc.<br>| 3130 | &nbsp;&nbsp; 1722752 |
|  | Salesforce, Inc. | 21111 | &nbsp;&nbsp; 5453605 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Samsara, Inc., <br> Class A<br>| 1489 | &nbsp;&nbsp; 56627 |
| \* | Sandisk Corp. | 6057 | &nbsp;&nbsp; 259966 |
| \* | Sanmina Corp. | 7773 | &nbsp;&nbsp; 901979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sapiens International <br> Corp. NV<br>| 6295 | &nbsp;&nbsp; 172546 |
| \* | ScanSource, Inc. | 6325 | &nbsp;&nbsp; 245663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seagate Technology <br> Holdings PLC<br>| 11231 | &nbsp;&nbsp; 1763379 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SEMrush Holdings, <br> Inc., Class A<br>| 10695 | &nbsp;&nbsp; 95827 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SentinelOne, Inc., <br> Class A<br>| 21233 | &nbsp;&nbsp; 389413 |
| \* | ServiceNow, Inc. | 1272 | &nbsp;&nbsp; 1199649 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Silicon Laboratories, <br> Inc.<br>| 2753 | &nbsp;&nbsp; 362763 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | SiTime Corp. | 1376 | &nbsp;&nbsp; $279122 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SkyWater <br> Technology, Inc.<br>| 5481 | &nbsp;&nbsp; 49055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skyworks Solutions, <br> Inc.<br>| 10153 | &nbsp;&nbsp; 695887 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Snowflake, Inc., <br> Class A<br>| 3909 | &nbsp;&nbsp; 873661 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SolarEdge <br> Technologies, Inc.<br>| 1447 | &nbsp;&nbsp; 37130 |
| #\* | Sono-Tek Corp. | 1854 | &nbsp;&nbsp; 6137 |
| \* | SoundThinking, Inc. | 695 | &nbsp;&nbsp; 7930 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sprinklr, Inc., <br> Class A<br>| 12858 | &nbsp;&nbsp; 115851 |
| \* | SPS Commerce, Inc. | 2405 | &nbsp;&nbsp; 261820 |
| \* | Synaptics, Inc. | 4261 | &nbsp;&nbsp; 267165 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Synchronoss <br> Technologies, Inc.<br>| 1264 | &nbsp;&nbsp; 9252 |
| \* | Synopsys, Inc. | 1177 | &nbsp;&nbsp; 745594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taitron Components, <br> Inc., Class A<br>| 908 | &nbsp;&nbsp; 1970 |
|  | TD SYNNEX Corp. | 7767 | &nbsp;&nbsp; 1121477 |
|  | TE Connectivity PLC | 14289 | &nbsp;&nbsp; 2939962 |
| \* | Telos Corp. | 5291 | &nbsp;&nbsp; 13598 |
| \* | Teradata Corp. | 7808 | &nbsp;&nbsp; 163421 |
|  | Teradyne, Inc. | 11627 | &nbsp;&nbsp; 1249089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texas Instruments, <br> Inc.<br>| 19970 | &nbsp;&nbsp; 3615768 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TransAct <br> Technologies, Inc.<br>| 3396 | &nbsp;&nbsp; 12803 |
| \* | Trimble, Inc. | 11569 | &nbsp;&nbsp; 970523 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trio-Tech <br> International<br>| 100 | &nbsp;&nbsp; 544 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TTM Technologies, <br> Inc.<br>| 21137 | &nbsp;&nbsp; 998723 |
| \* | Twilio, Inc., Class A | 15846 | &nbsp;&nbsp; 2044134 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tyler Technologies, <br> Inc.<br>| 1230 | &nbsp;&nbsp; 719009 |
| \* | UiPath, Inc., Class A | 28455 | &nbsp;&nbsp; 334346 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ultra Clean Holdings, <br> Inc.<br>| 4592 | &nbsp;&nbsp; 103412 |
| \* | Unisys Corp. | 4980 | &nbsp;&nbsp; 20567 |
| \* | Unity Software, Inc. | 14696 | &nbsp;&nbsp; 490259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Display <br> Corp.<br>| 3827 | &nbsp;&nbsp; 552619 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Veeco Instruments, <br> Inc.<br>| 6990 | &nbsp;&nbsp; 145252 |
| \* | Verint Systems, Inc. | 6720 | &nbsp;&nbsp; 143002 |
|  | VeriSign, Inc. | 3157 | &nbsp;&nbsp; 848823 |
| \* | Vertex, Inc., Class A | 3411 | &nbsp;&nbsp; 113143 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Viant Technology, <br> Inc., Class A<br>| 2000 | &nbsp;&nbsp; 29000 |
| \* | Viavi Solutions, Inc. | 18540 | &nbsp;&nbsp; 186327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; VirnetX Holding <br> Corp.<br>| 704 | &nbsp;&nbsp; 10271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vishay <br> Intertechnology, <br> Inc.<br>| 12559 | &nbsp;&nbsp; 205842 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vishay Precision <br> Group, Inc.<br>| 1676 | &nbsp;&nbsp; $44448 |
|  | Vontier Corp. | 21776 | &nbsp;&nbsp; 903051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Digital <br> Corp.<br>| 35100 | &nbsp;&nbsp; 2762019 |
| \* | WidePoint Corp. | 1192 | &nbsp;&nbsp; 3588 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Workday, Inc., <br> Class A<br>| 3174 | &nbsp;&nbsp; 728052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xerox Holdings <br> Corp.<br>| 15597 | &nbsp;&nbsp; 63168 |
| \* | Xperi, Inc. | 5663 | &nbsp;&nbsp; 34091 |
| \* | Yext, Inc. | 14477 | &nbsp;&nbsp; 117553 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zebra Technologies <br> Corp., Class A<br>| 3681 | &nbsp;&nbsp; 1247933 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zeta Global Holdings <br> Corp., Class A<br>| 7393 | &nbsp;&nbsp; 115700 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zoom <br> Communications, <br> Inc.<br>| 16838 | &nbsp;&nbsp; 1246854 |
| \* | Zscaler, Inc. | 1433 | &nbsp;&nbsp; 409207 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY |  | &nbsp;&nbsp; 602905635 |
| MATERIALS — (3.1%) | MATERIALS — (3.1%) | MATERIALS — (3.1%) | MATERIALS — (3.1%) |
|  | Albemarle Corp. | 6034 | &nbsp;&nbsp; 409407 |
|  | Amcor PLC | 295105 | &nbsp;&nbsp; 2759232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Vanguard <br> Corp.<br>| 4707 | &nbsp;&nbsp; 18169 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ampco-Pittsburgh <br> Corp.<br>| 5501 | &nbsp;&nbsp; 17768 |
|  | AptarGroup, Inc. | 7061 | &nbsp;&nbsp; 1109566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ardagh Metal <br> Packaging SA<br>| 15588 | &nbsp;&nbsp; 61729 |
|  | Ashland, Inc. | 4470 | &nbsp;&nbsp; 230473 |
| \* | Aspen Aerogels, Inc. | 6775 | &nbsp;&nbsp; 51897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avery Dennison <br> Corp.<br>| 8103 | &nbsp;&nbsp; 1359440 |
|  | Avient Corp. | 9312 | &nbsp;&nbsp; 293980 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Axalta Coating <br> Systems Ltd.<br>| 22216 | &nbsp;&nbsp; 629157 |
|  | Balchem Corp. | 3669 | &nbsp;&nbsp; 559412 |
|  | Ball Corp. | 18207 | &nbsp;&nbsp; 1042533 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bioceres Crop <br> Solutions Corp.<br>| 1800 | &nbsp;&nbsp; 6156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caledonia Mining <br> Corp. PLC<br>| 858 | &nbsp;&nbsp; 16894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carpenter Technology <br> Corp.<br>| 6731 | &nbsp;&nbsp; 1678644 |
|  | Celanese Corp. | 7945 | &nbsp;&nbsp; 414967 |
|  | Chemours Co. | 6237 | &nbsp;&nbsp; 74719 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Clearwater Paper <br> Corp.<br>| 2420 | &nbsp;&nbsp; 54595 |
| \* | Coeur Mining, Inc. | 55648 | &nbsp;&nbsp; 483581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Metals <br> Co.<br>| 17936 | &nbsp;&nbsp; 930161 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Compass Minerals <br> International, Inc.<br>| 2432 | &nbsp;&nbsp; 48470 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Core Molding <br> Technologies, Inc.<br>| 1483 | &nbsp;&nbsp; $24677 |
|  | Corteva, Inc. | 32710 | &nbsp;&nbsp; 2359372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CRH PLC (CRHCF <br> US)<br>| 20930 | &nbsp;&nbsp; 1997769 |
|  | Crown Holdings, Inc. | 15246 | &nbsp;&nbsp; 1514843 |
|  | Dow, Inc. | 35233 | &nbsp;&nbsp; 820577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DuPont de Nemours, <br> Inc.<br>| 14902 | &nbsp;&nbsp; 1071454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastman Chemical <br> Co.<br>| 10449 | &nbsp;&nbsp; 758702 |
|  | Ecolab, Inc. | 5534 | &nbsp;&nbsp; 1448580 |
| \* | Ecovyst, Inc. | 15043 | &nbsp;&nbsp; 129520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Element Solutions, <br> Inc.<br>| 39809 | &nbsp;&nbsp; 939492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flexible Solutions <br> International, Inc.<br>| 3352 | &nbsp;&nbsp; 17873 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Flotek Industries, <br> Inc.<br>| 1526 | &nbsp;&nbsp; 18388 |
|  | FMC Corp. | 7230 | &nbsp;&nbsp; 282259 |
|  | Fortitude Gold Corp. | 2144 | &nbsp;&nbsp; 7547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Graphic Packaging <br> Holding Co.<br>| 41883 | &nbsp;&nbsp; 936504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greif, Inc. (GEF US), <br> Class A<br>| 3210 | &nbsp;&nbsp; 203610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greif, Inc. (GEF/B <br> US), Class B<br>| 1032 | &nbsp;&nbsp; 67751 |
|  | Hawkins, Inc. | 3498 | &nbsp;&nbsp; 571153 |
|  | HB Fuller Co. | 8435 | &nbsp;&nbsp; 474047 |
|  | Hecla Mining Co. | 72126 | &nbsp;&nbsp; 414003 |
|  | Huntsman Corp. | 17191 | &nbsp;&nbsp; 166753 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Idaho Strategic <br> Resources, Inc.<br>| 1730 | &nbsp;&nbsp; 28372 |
| \* | Ingevity Corp. | 3805 | &nbsp;&nbsp; 159011 |
|  | Innospec, Inc. | 3617 | &nbsp;&nbsp; 288998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Flavors <br> & Fragrances, Inc.<br>| 14041 | &nbsp;&nbsp; 997332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Paper <br> Co.<br>| 34842 | &nbsp;&nbsp; 1628515 |
| \* | Intrepid Potash, Inc. | 2450 | &nbsp;&nbsp; 81536 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; James Hardie <br> Industries PLC<br>| 14021 | &nbsp;&nbsp; 363705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaiser Aluminum <br> Corp.<br>| 1846 | &nbsp;&nbsp; 142714 |
| \* | Knife River Corp. | 5135 | &nbsp;&nbsp; 423535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koppers Holdings, <br> Inc.<br>| 2707 | &nbsp;&nbsp; 88952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kronos Worldwide, <br> Inc.<br>| 6757 | &nbsp;&nbsp; 36150 |
|  | Linde PLC | 473 | &nbsp;&nbsp; 217703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Louisiana-Pacific <br> Corp.<br>| 9623 | &nbsp;&nbsp; 870015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LyondellBasell <br> Industries NV, <br> Class A<br>| 19965 | &nbsp;&nbsp; 1156573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Martin Marietta <br> Materials, Inc.<br>| 2807 | &nbsp;&nbsp; 1613688 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Materion Corp. | 3754 | &nbsp;&nbsp; $395296 |
| \* | Metallus, Inc. | 5715 | &nbsp;&nbsp; 90297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Minerals <br> Technologies, Inc.<br>| 4401 | &nbsp;&nbsp; 255918 |
|  | Mosaic Co. | 24802 | &nbsp;&nbsp; 893120 |
| \* | MP Materials Corp. | 3174 | &nbsp;&nbsp; 195201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Myers Industries, <br> Inc.<br>| 5581 | &nbsp;&nbsp; 81762 |
|  | NewMarket Corp. | 1553 | &nbsp;&nbsp; 1066911 |
|  | Newmont Corp. | 58173 | &nbsp;&nbsp; 3612543 |
|  | Nexa Resources SA | 11001 | &nbsp;&nbsp; 53245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern <br> Technologies <br> International Corp.<br>| 1079 | &nbsp;&nbsp; 8308 |
|  | Nucor Corp. | 21412 | &nbsp;&nbsp; 3063415 |
| \* | O-I Glass, Inc. | 11203 | &nbsp;&nbsp; 145751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Packaging Corp. of <br> America<br>| 8759 | &nbsp;&nbsp; 1697056 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perimeter Solutions, <br> Inc.<br>| 7733 | &nbsp;&nbsp; 124733 |
|  | PPG Industries, Inc. | 10759 | &nbsp;&nbsp; 1135075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quaker Chemical <br> Corp.<br>| 1172 | &nbsp;&nbsp; 134100 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ranpak Holdings <br> Corp.<br>| 9250 | &nbsp;&nbsp; 33763 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rayonier Advanced <br> Materials, Inc.<br>| 12807 | &nbsp;&nbsp; 49179 |
|  | Reliance, Inc. | 5364 | &nbsp;&nbsp; 1556257 |
| »†† | &nbsp;&nbsp;&nbsp;&nbsp; Resolute Forest <br> Products, Inc.<br>| 12553 | &nbsp;&nbsp; 3343 |
|  | Royal Gold, Inc. | 5346 | &nbsp;&nbsp; 809491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RPM International, <br> Inc.<br>| 13525 | &nbsp;&nbsp; 1587970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding <br> Corp.<br>| 3589 | &nbsp;&nbsp; 73933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Scotts Miracle-Gro <br> Co.<br>| 4002 | &nbsp;&nbsp; 250765 |
|  | Sealed Air Corp. | 15314 | &nbsp;&nbsp; 448241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sensient <br> Technologies <br> Corp.<br>| 6028 | &nbsp;&nbsp; 676884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sherwin-Williams <br> Co.<br>| 8420 | &nbsp;&nbsp; 2786010 |
|  | Silgan Holdings, Inc. | 18127 | &nbsp;&nbsp; 843449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smurfit WestRock <br> PLC<br>| 23655 | &nbsp;&nbsp; 1049809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sonoco Products <br> Co.<br>| 11660 | &nbsp;&nbsp; 525516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Copper <br> Corp.<br>| 5730 | &nbsp;&nbsp; 539537 |
|  | Steel Dynamics, Inc. | 18048 | &nbsp;&nbsp; 2302203 |
|  | Stepan Co. | 2698 | &nbsp;&nbsp; 136978 |
|  | Sylvamo Corp. | 5906 | &nbsp;&nbsp; 272089 |
| \* | Tredegar Corp. | 2020 | &nbsp;&nbsp; 17594 |
|  | TriMas Corp. | 6422 | &nbsp;&nbsp; 229458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Lime & <br> Minerals, Inc.<br>| 3000 | &nbsp;&nbsp; 298740 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Vulcan Materials Co. | 6953 | &nbsp;&nbsp; $1909781 |
|  | Westlake Corp. | 3759 | &nbsp;&nbsp; 298089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worthington Steel, <br> Inc.<br>| 9015 | &nbsp;&nbsp; 275138 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp; 64499571 |
| REAL ESTATE — (0.5%) | REAL ESTATE — (0.5%) | REAL ESTATE — (0.5%) | REAL ESTATE — (0.5%) |
| \* | AMREP Corp. | 1504 | &nbsp;&nbsp; 33464 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anywhere Real <br> Estate, Inc.<br>| 7200 | &nbsp;&nbsp; 33264 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CBRE Group, Inc., <br> Class A<br>| 14192 | &nbsp;&nbsp; 2210262 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc., <br> Class A<br>| 55723 | &nbsp;&nbsp; 442441 |
| \* | CoStar Group, Inc. | 13553 | &nbsp;&nbsp; 1290110 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cushman & <br> Wakefield PLC<br>| 34988 | &nbsp;&nbsp; 426504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; eXp World Holdings, <br> Inc.<br>| 5362 | &nbsp;&nbsp; 57802 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Five Point <br> Holdings LLC, <br> Class A<br>| 105 | &nbsp;&nbsp; 560 |
| \* | Forestar Group, Inc. | 6215 | &nbsp;&nbsp; 154132 |
| \* | FRP Holdings, Inc. | 2900 | &nbsp;&nbsp; 76560 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Howard Hughes <br> Holdings, Inc.<br>| 6943 | &nbsp;&nbsp; 477192 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jones Lang LaSalle, <br> Inc.<br>| 5248 | &nbsp;&nbsp; 1418849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kennedy-Wilson <br> Holdings, Inc.<br>| 17255 | &nbsp;&nbsp; 126307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marcus & Millichap, <br> Inc.<br>| 5649 | &nbsp;&nbsp; 176023 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Maui Land & <br> Pineapple Co., <br> Inc.<br>| 848 | &nbsp;&nbsp; 14424 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Millrose Properties, <br> Inc.<br>| 1300 | &nbsp;&nbsp; 38987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Newmark Group, <br> Inc., Class A<br>| 29807 | &nbsp;&nbsp; 452172 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RE/MAX Holdings, <br> Inc., Class A<br>| 1315 | &nbsp;&nbsp; 10112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RMR Group, Inc., <br> Class A<br>| 1332 | &nbsp;&nbsp; 21392 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seaport <br> Entertainment <br> Group, Inc.<br>| 1748 | &nbsp;&nbsp; 40326 |
|  | St. Joe Co. | 7661 | &nbsp;&nbsp; 386881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Stratus Properties, <br> Inc.<br>| 889 | &nbsp;&nbsp; 14166 |
| \* | Tejon Ranch Co. | 3436 | &nbsp;&nbsp; 61711 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zillow Group, Inc. (Z <br> US), Class C<br>| 17587 | &nbsp;&nbsp; 1399046 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zillow Group, Inc. <br> (ZG US), Class A<br>| 5612 | &nbsp;&nbsp; 430721 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp; 9793408 |

---

------

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

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| UTILITIES — (1.0%) | UTILITIES — (1.0%) | UTILITIES — (1.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; American States <br> Water Co.<br>| 4161 | &nbsp;&nbsp; $306208 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Water <br> Works Co., Inc.<br>| 6505 | &nbsp;&nbsp; 912261 |
| &nbsp;&nbsp;&nbsp;&nbsp; Artesian Resources <br> Corp., Class A<br>| 900 | &nbsp;&nbsp; 29385 |
| Atmos Energy Corp. | 6376 | &nbsp;&nbsp; 994146 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Water <br> Service Group<br>| 4692 | &nbsp;&nbsp; 213345 |
| &nbsp;&nbsp;&nbsp;&nbsp; CenterPoint Energy, <br> Inc.<br>| 26711 | &nbsp;&nbsp; 1036921 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chesapeake Utilities <br> Corp.<br>| 1966 | &nbsp;&nbsp; 235684 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clearway Energy, Inc. <br> (CWEN US), <br> Class C<br>| 7141 | &nbsp;&nbsp; 233011 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clearway Energy, Inc. <br> (CWENA US), <br> Class A<br>| 4357 | &nbsp;&nbsp; 134109 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Edison, <br> Inc.<br>| 11925 | &nbsp;&nbsp; 1234238 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Water <br> Co. Ltd.<br>| 959 | &nbsp;&nbsp; 27897 |
| &nbsp;&nbsp;&nbsp;&nbsp; Constellation Energy <br> Corp.<br>| 5311 | &nbsp;&nbsp; 1847378 |
| Edison International | 11404 | &nbsp;&nbsp; 594377 |
| &nbsp;&nbsp;&nbsp;&nbsp; Essential Utilities, <br> Inc.<br>| 11738 | &nbsp;&nbsp; 431958 |
| Eversource Energy | 14271 | &nbsp;&nbsp; 943313 |
| Exelon Corp. | 30258 | &nbsp;&nbsp; 1359795 |
| &nbsp;&nbsp;&nbsp;&nbsp; Genie Energy Ltd., <br> Class B<br>| 2801 | &nbsp;&nbsp; 56916 |
| &nbsp;&nbsp;&nbsp;&nbsp; Global Water <br> Resources, Inc.<br>| 1359 | &nbsp;&nbsp; 12978 |
| H2O America | 2694 | &nbsp;&nbsp; 130093 |
| &nbsp;&nbsp;&nbsp;&nbsp; MDU Resources <br> Group, Inc.<br>| 19456 | &nbsp;&nbsp; 335616 |
| Middlesex Water Co. | 1498 | &nbsp;&nbsp; 77297 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Jersey <br> Resources Corp.<br>| 14903 | &nbsp;&nbsp; 684197 |
| NiSource, Inc. | 5961 | &nbsp;&nbsp; 253044 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northwest Natural <br> Holding Co.<br>| 3500 | &nbsp;&nbsp; 139720 |
| NRG Energy, Inc. | 24899 | &nbsp;&nbsp; 4163113 |
| ONE Gas, Inc. | 3622 | &nbsp;&nbsp; 263319 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ormat Technologies, <br> Inc.<br>| 6506 | &nbsp;&nbsp; 581702 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Public Service <br> Enterprise Group, <br> Inc.<br>| 15919 | &nbsp;&nbsp; $1429367 |
| \* | Pure Cycle Corp. | 2551 | &nbsp;&nbsp; 25000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RGC Resources, <br> Inc.<br>| 150 | &nbsp;&nbsp; 3021 |
|  | Sempra | 19399 | &nbsp;&nbsp; 1584510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southwest Gas <br> Holdings, Inc.<br>| 5174 | &nbsp;&nbsp; 404296 |
|  | Spire, Inc. | 4326 | &nbsp;&nbsp; 322157 |
|  | UGI Corp. | 6815 | &nbsp;&nbsp; 246567 |
|  | Unitil Corp. | 1532 | &nbsp;&nbsp; 79021 |
|  | York Water Co. | 1162 | &nbsp;&nbsp; 35162 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp; 21361122 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 2038367638 |
| 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; M-Tron Industries, <br> Inc. Warrants <br> 03/11/2028<br>| 138 | &nbsp;&nbsp; 249 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS |  | &nbsp;&nbsp; 249 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $892,685,774) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $892,685,774) |  | &nbsp;&nbsp; 2038367887 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp; State Street <br> Institutional <br> U.S. Government <br> Money Market <br> Fund 4.250%<br>| 3261626 | &nbsp;&nbsp; 3261626 |
| 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>| 1915821 | &nbsp;&nbsp; 22160298 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $918,107,359)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $918,107,359)^^ |  | &nbsp;&nbsp; $2063789811 |

---

------

**U.S. Social Core Equity 2 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; $214352489 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $214352489 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | &nbsp;&nbsp;&nbsp; 227883226 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 227883226 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | &nbsp;&nbsp;&nbsp; 105881502 | &nbsp;&nbsp;&nbsp; $32157 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 105913659 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy | &nbsp;&nbsp;&nbsp; 37754616 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 37754616 |
| &nbsp;&nbsp;&nbsp;&nbsp; Financials | &nbsp;&nbsp;&nbsp; 389002799 | &nbsp;&nbsp;&nbsp; 864 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 389003663 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care | &nbsp;&nbsp;&nbsp; 81933140 | &nbsp;&nbsp;&nbsp; 12180 | &nbsp;&nbsp;&nbsp; $46809 | &nbsp;&nbsp;&nbsp; 81992129 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrials | &nbsp;&nbsp;&nbsp; 282899473 | &nbsp;&nbsp;&nbsp; 8635 | &nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp; 282908120 |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | &nbsp;&nbsp;&nbsp; 602905635 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 602905635 |
| &nbsp;&nbsp;&nbsp;&nbsp; Materials | &nbsp;&nbsp;&nbsp; 64496228 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3343 | &nbsp;&nbsp;&nbsp; 64499571 |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Estate | &nbsp;&nbsp;&nbsp; 9793408 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9793408 |
| &nbsp;&nbsp;&nbsp;&nbsp; Utilities | &nbsp;&nbsp;&nbsp; 21361122 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 21361122 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 249 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 249 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 3261626 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3261626 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 22160298 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 22160298 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $2041525264 | &nbsp;&nbsp;&nbsp; $22214383 | &nbsp;&nbsp;&nbsp; $50,164˂˃ | &nbsp;&nbsp;&nbsp; $2063789811 |

---

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

---

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

---

------

**U.S. Sustainability Core 1 Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (98.2%) | COMMON STOCKS — (98.2%) | COMMON STOCKS — (98.2%) | COMMON STOCKS — (98.2%) |
| COMMUNICATION SERVICES — (10.1%) | COMMUNICATION SERVICES — (10.1%) | COMMUNICATION SERVICES — (10.1%) | COMMUNICATION SERVICES — (10.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alphabet, Inc. (GOOG <br> US), Class C<br>| 633075 | &nbsp;&nbsp; $122094844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alphabet, Inc. <br> (GOOGL US), <br> Class A<br>| 781101 | &nbsp;&nbsp; 149893282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AMC Networks, Inc., <br> Class A<br>| 11720 | &nbsp;&nbsp; 70203 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlanta Braves <br> Holdings, Inc. <br> (2291915D US), <br> Class A<br>| 505 | &nbsp;&nbsp; 23786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlanta Braves <br> Holdings, Inc. <br> (2292098D US), <br> Class C<br>| 7502 | &nbsp;&nbsp; 334289 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bandwidth, Inc., <br> Class A<br>| 7440 | &nbsp;&nbsp; 103490 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Omaha Corp., <br> Class A<br>| 12683 | &nbsp;&nbsp; 170586 |
| \* | Bumble, Inc., Class A | 31032 | &nbsp;&nbsp; 241429 |
| \* | Cargurus, Inc. | 25092 | &nbsp;&nbsp; 823519 |
| \* | Cars.com, Inc. | 38098 | &nbsp;&nbsp; 490321 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Charter <br> Communications, <br> Inc., Class A<br>| 27932 | &nbsp;&nbsp; 7523764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cinemark Holdings, <br> Inc.<br>| 18091 | &nbsp;&nbsp; 486105 |
| \* | Cineverse Corp. | 3509 | &nbsp;&nbsp; 17685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Comcast Corp., <br> Class A<br>| 578715 | &nbsp;&nbsp; 19230699 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DoubleVerify Holdings, <br> Inc.<br>| 43738 | &nbsp;&nbsp; 670066 |
|  | Electronic Arts, Inc. | 49195 | &nbsp;&nbsp; 7501746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Entravision <br> Communications <br> Corp., Class A<br>| 22631 | &nbsp;&nbsp; 50015 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eventbrite, Inc., <br> Class A<br>| 23633 | &nbsp;&nbsp; 57665 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EverQuote, Inc., <br> Class A<br>| 9016 | &nbsp;&nbsp; 221703 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EW Scripps Co., <br> Class A<br>| 1353 | &nbsp;&nbsp; 4045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fox Corp. (FOX US), <br> Class B<br>| 93048 | &nbsp;&nbsp; 4758475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fox Corp. (FOXA US), <br> Class A<br>| 84539 | &nbsp;&nbsp; 4713895 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCI Liberty, Inc. <br> (GLBKV US), <br> Class C<br>| 4296 | &nbsp;&nbsp; 142842 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCI Liberty, Inc. <br> (GLIBA US), <br> Class A<br>| 695 | &nbsp;&nbsp; $22963 |
|  | Gray Media, Inc. | 33919 | &nbsp;&nbsp; 152975 |
| \* | Harte Hanks, Inc. | 2751 | &nbsp;&nbsp; 9381 |
| \* | IMAX Corp. | 15868 | &nbsp;&nbsp; 409236 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integral Ad Science <br> Holding Corp.<br>| 39809 | &nbsp;&nbsp; 326434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interpublic Group of <br> Cos., Inc.<br>| 169705 | &nbsp;&nbsp; 4174743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iridium <br> Communications, <br> Inc.<br>| 40340 | &nbsp;&nbsp; 986716 |
| \* | IZEA Worldwide, Inc. | 3667 | &nbsp;&nbsp; 13678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 20601 | &nbsp;&nbsp; 795199 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 3478 | &nbsp;&nbsp; 212610 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband <br> Corp. (LBRDK US), <br> Class C<br>| 21483 | &nbsp;&nbsp; 1317338 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 67880 | &nbsp;&nbsp; 680158 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 57231 | &nbsp;&nbsp; 585473 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONA US), <br> Class A<br>| 7494 | &nbsp;&nbsp; 675359 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONK US), <br> Class C<br>| 75174 | &nbsp;&nbsp; 7543711 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty Live <br> (LLYVA US), <br> Class A<br>| 5315 | &nbsp;&nbsp; 434767 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty Live <br> (LLYVK US), <br> Class C<br>| 12804 | &nbsp;&nbsp; 1078481 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lionsgate Studios <br> Corp.<br>| 9320 | &nbsp;&nbsp; 55174 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Live Nation <br> Entertainment, Inc.<br>| 21055 | &nbsp;&nbsp; 3109823 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Madison Square <br> Garden <br> Entertainment <br> Corp.<br>| 3901 | &nbsp;&nbsp; $147419 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Madison Square <br> Garden Sports <br> Corp.<br>| 2528 | &nbsp;&nbsp; 510909 |
| \* | Magnite, Inc. | 62773 | &nbsp;&nbsp; 1444407 |
|  | Match Group, Inc. | 108850 | &nbsp;&nbsp; 3730289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meta Platforms, Inc., <br> Class A<br>| 399150 | &nbsp;&nbsp; 308718576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National CineMedia, <br> Inc.<br>| 3203 | &nbsp;&nbsp; 15406 |
| \* | Netflix, Inc. | 47504 | &nbsp;&nbsp; 55076138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New York Times Co., <br> Class A<br>| 49129 | &nbsp;&nbsp; 2549304 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; News Corp. (NWS <br> US), Class B<br>| 53151 | &nbsp;&nbsp; 1776306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; News Corp. (NWSA <br> US), Class A<br>| 111568 | &nbsp;&nbsp; 3271174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nexstar Media Group, <br> Inc.<br>| 17313 | &nbsp;&nbsp; 3239435 |
| # | Omnicom Group, Inc. | 76745 | &nbsp;&nbsp; 5529477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Global <br> (PARA US), <br> Class B<br>| 127312 | &nbsp;&nbsp; 1600312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Global <br> (PARAA US), <br> Class A<br>| 1311 | &nbsp;&nbsp; 25027 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pinterest, Inc., <br> Class A<br>| 166315 | &nbsp;&nbsp; 6419759 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PubMatic, Inc., <br> Class A<br>| 24857 | &nbsp;&nbsp; 298533 |
| \* | QuinStreet, Inc. | 17179 | &nbsp;&nbsp; 281907 |
| \* | Reddit, Inc., Class A | 25174 | &nbsp;&nbsp; 4042693 |
| \* | Reservoir Media, Inc. | 7410 | &nbsp;&nbsp; 58835 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ROBLOX Corp., <br> Class A<br>| 38058 | &nbsp;&nbsp; 5244012 |
| \* | Roku, Inc. | 18516 | &nbsp;&nbsp; 1743467 |
|  | Scholastic Corp. | 12297 | &nbsp;&nbsp; 303367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenandoah <br> Telecommunications <br> Co.<br>| 4587 | &nbsp;&nbsp; 67337 |
|  | Shutterstock, Inc. | 13380 | &nbsp;&nbsp; 256361 |
|  | Sinclair, Inc. | 23023 | &nbsp;&nbsp; 332913 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sirius XM Holdings, <br> Inc.<br>| 44732 | &nbsp;&nbsp; 944740 |
| \* | Snap, Inc., Class A | 360398 | &nbsp;&nbsp; 3398553 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sphere Entertainment <br> Co.<br>| 8869 | &nbsp;&nbsp; 381810 |
|  | Spok Holdings, Inc. | 1735 | &nbsp;&nbsp; 31820 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Spotify Technology <br> SA<br>| 21828 | &nbsp;&nbsp; 13676115 |
| \* | Stagwell, Inc. | 94859 | &nbsp;&nbsp; 543542 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Starz Entertainment <br> Corp.<br>| 621 | &nbsp;&nbsp; 9036 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunrise <br> Communications <br> AG, ADR, Class A<br>| 14507 | &nbsp;&nbsp; $769741 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Take-Two Interactive <br> Software, Inc.<br>| 24539 | &nbsp;&nbsp; 5465571 |
| \* | Teads Holding Co. | 2425 | &nbsp;&nbsp; 6135 |
| \* | TechTarget, Inc. | 6809 | &nbsp;&nbsp; 49297 |
|  | TEGNA, Inc. | 37675 | &nbsp;&nbsp; 629173 |
| \* | Thryv Holdings, Inc. | 16195 | &nbsp;&nbsp; 213126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TKO Group Holdings, <br> Inc.<br>| 6435 | &nbsp;&nbsp; 1081144 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trade Desk, Inc., <br> Class A<br>| 33855 | &nbsp;&nbsp; 2944031 |
| \* | Travelzoo | 800 | &nbsp;&nbsp; 7992 |
| \* | TripAdvisor, Inc. | 39760 | &nbsp;&nbsp; 695402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Verizon <br> Communications, <br> Inc.<br>| 384117 | &nbsp;&nbsp; 16424843 |
| \* | Vimeo, Inc. | 62477 | &nbsp;&nbsp; 236788 |
|  | Walt Disney Co. | 145942 | &nbsp;&nbsp; 17383152 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Warner Bros <br> Discovery, Inc.<br>| 523452 | &nbsp;&nbsp; 6893863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Warner Music Group <br> Corp., Class A<br>| 36986 | &nbsp;&nbsp; 1082210 |
| \* | WideOpenWest, Inc. | 15337 | &nbsp;&nbsp; 51686 |
| \* | Yelp, Inc. | 23492 | &nbsp;&nbsp; 808830 |
| \* | Zedge, Inc., Class B | 148 | &nbsp;&nbsp; 595 |
| \* | Ziff Davis, Inc. | 20403 | &nbsp;&nbsp; 634941 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ZoomInfo <br> Technologies, Inc.<br>| 152126 | &nbsp;&nbsp; 1647525 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES |  | &nbsp;&nbsp; 824903697 |
| CONSUMER DISCRETIONARY — (12.0%) | CONSUMER DISCRETIONARY — (12.0%) | CONSUMER DISCRETIONARY — (12.0%) | CONSUMER DISCRETIONARY — (12.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; 1-800-Flowers.com, <br> Inc., Class A<br>| 16230 | &nbsp;&nbsp; 95919 |
| \* | 1stdibs.com, Inc. | 2009 | &nbsp;&nbsp; 5545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Abercrombie & Fitch <br> Co., Class A<br>| 23223 | &nbsp;&nbsp; 2229872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Academy Sports & <br> Outdoors, Inc.<br>| 32906 | &nbsp;&nbsp; 1671296 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Acushnet Holdings <br> Corp.<br>| 27826 | &nbsp;&nbsp; 2215506 |
| \* | Adient PLC | 36199 | &nbsp;&nbsp; 776107 |
|  | ADT, Inc. | 363352 | &nbsp;&nbsp; 3033989 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adtalem Global <br> Education, Inc.<br>| 19656 | &nbsp;&nbsp; 2246091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advance Auto Parts, <br> Inc.<br>| 10170 | &nbsp;&nbsp; 539722 |
| \* | Airbnb, Inc., Class A | 53929 | &nbsp;&nbsp; 7140739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; A-Mark Precious <br> Metals, Inc.<br>| 9904 | &nbsp;&nbsp; 210757 |
| \* | Amazon.com, Inc. | 966853 | &nbsp;&nbsp; 226349956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Eagle <br> Outfitters, Inc.<br>| 72558 | &nbsp;&nbsp; 783626 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Public <br> Education, Inc.<br>| 7366 | &nbsp;&nbsp; 217444 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; America's Car-Mart, <br> Inc.<br>| 3515 | &nbsp;&nbsp; $158316 |
| \* | Aptiv PLC | 68538 | &nbsp;&nbsp; 4704448 |
|  | Aramark | 70364 | &nbsp;&nbsp; 2994692 |
|  | Arko Corp. | 5315 | &nbsp;&nbsp; 22164 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asbury Automotive <br> Group, Inc.<br>| 9577 | &nbsp;&nbsp; 2127243 |
|  | Autoliv, Inc. | 20475 | &nbsp;&nbsp; 2283986 |
| \* | AutoNation, Inc. | 21551 | &nbsp;&nbsp; 4151585 |
| \* | AutoZone, Inc. | 2132 | &nbsp;&nbsp; 8034186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bassett Furniture <br> Industries, Inc.<br>| 1000 | &nbsp;&nbsp; 15820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bath & Body Works, <br> Inc.<br>| 59968 | &nbsp;&nbsp; 1736673 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beazer Homes USA, <br> Inc.<br>| 14436 | &nbsp;&nbsp; 339246 |
|  | Best Buy Co., Inc. | 95240 | &nbsp;&nbsp; 6196314 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Birkenstock Holding <br> PLC<br>| 19034 | &nbsp;&nbsp; 953413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Booking Holdings, <br> Inc.<br>| 6994 | &nbsp;&nbsp; 38495396 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boot Barn Holdings, <br> Inc.<br>| 9843 | &nbsp;&nbsp; 1692012 |
|  | BorgWarner, Inc. | 82428 | &nbsp;&nbsp; 3033350 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bright Horizons Family <br> Solutions, Inc.<br>| 15822 | &nbsp;&nbsp; 1789468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brightstar Lottery <br> PLC<br>| 41844 | &nbsp;&nbsp; 620965 |
|  | Brunswick Corp. | 18788 | &nbsp;&nbsp; 1095152 |
|  | Buckle, Inc. | 25077 | &nbsp;&nbsp; 1238051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Build-A-Bear <br> Workshop, Inc.<br>| 10909 | &nbsp;&nbsp; 553195 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Burlington Stores, <br> Inc.<br>| 18386 | &nbsp;&nbsp; 5018643 |
|  | Caleres, Inc. | 13712 | &nbsp;&nbsp; 188266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Camping World <br> Holdings, Inc., <br> Class A<br>| 21998 | &nbsp;&nbsp; 304452 |
| \* | Capri Holdings Ltd. | 71183 | &nbsp;&nbsp; 1294819 |
| \* | CarMax, Inc. | 60363 | &nbsp;&nbsp; 3417149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carriage Services, <br> Inc.<br>| 8915 | &nbsp;&nbsp; 400462 |
|  | Carter's, Inc. | 17393 | &nbsp;&nbsp; 421606 |
| #\* | Carvana Co. | 21574 | &nbsp;&nbsp; 8417528 |
|  | Cato Corp., Class A | 7874 | &nbsp;&nbsp; 22205 |
| \* | Cavco Industries, Inc. | 3956 | &nbsp;&nbsp; 1596918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Century Communities, <br> Inc.<br>| 18410 | &nbsp;&nbsp; 1036299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Champion Homes, <br> Inc.<br>| 20941 | &nbsp;&nbsp; 1275307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cheesecake Factory, <br> Inc.<br>| 3813 | &nbsp;&nbsp; 243689 |
| \* | Chewy, Inc., Class A | 42401 | &nbsp;&nbsp; 1556117 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chipotle Mexican Grill, <br> Inc.<br>| 130085 | &nbsp;&nbsp; 5578045 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Choice Hotels <br> International, Inc.<br>| 3377 | &nbsp;&nbsp; 431277 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Citi Trends, Inc. | 4712 | &nbsp;&nbsp; $143810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Sportswear <br> Co.<br>| 26447 | &nbsp;&nbsp; 1496107 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ContextLogic, Inc., <br> Class A<br>| 11775 | &nbsp;&nbsp; 88195 |
| \* | Coupang, Inc. | 182470 | &nbsp;&nbsp; 5370092 |
| \* | Coursera, Inc. | 93866 | &nbsp;&nbsp; 1186466 |
| #\* | Crocs, Inc. | 31903 | &nbsp;&nbsp; 3181686 |
|  | Crown Crafts, Inc. | 1603 | &nbsp;&nbsp; 4472 |
|  | Dana, Inc. | 36627 | &nbsp;&nbsp; 583102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Deckers Outdoor <br> Corp.<br>| 81991 | &nbsp;&nbsp; 8704984 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Designer Brands, Inc., <br> Class A<br>| 23730 | &nbsp;&nbsp; 66919 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Destination XL Group, <br> Inc.<br>| 39690 | &nbsp;&nbsp; 51597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dick's Sporting <br> Goods, Inc.<br>| 24989 | &nbsp;&nbsp; 5285423 |
| # | Dillard's, Inc., Class A | 5372 | &nbsp;&nbsp; 2508348 |
|  | Domino's Pizza, Inc. | 5390 | &nbsp;&nbsp; 2496702 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DoorDash, Inc., <br> Class A<br>| 53380 | &nbsp;&nbsp; 13358345 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dorman Products, <br> Inc.<br>| 9684 | &nbsp;&nbsp; 1168084 |
|  | DR Horton, Inc. | 102854 | &nbsp;&nbsp; 14691665 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DraftKings, Inc., <br> Class A<br>| 3888 | &nbsp;&nbsp; 175115 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dream Finders <br> Homes, Inc., <br> Class A<br>| 9383 | &nbsp;&nbsp; 237578 |
| \* | Duolingo, Inc. | 3062 | &nbsp;&nbsp; 1061136 |
|  | eBay, Inc. | 141985 | &nbsp;&nbsp; 13027124 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; El Pollo Loco <br> Holdings, Inc.<br>| 8900 | &nbsp;&nbsp; 91670 |
|  | Escalade, Inc. | 1044 | &nbsp;&nbsp; 12831 |
| \* | Etsy, Inc. | 45455 | &nbsp;&nbsp; 2648663 |
|  | Expedia Group, Inc. | 61298 | &nbsp;&nbsp; 11047126 |
| \* | Figs, Inc., Class A | 55198 | &nbsp;&nbsp; 358787 |
| \* | Five Below, Inc. | 14838 | &nbsp;&nbsp; 2025684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flanigan's <br> Enterprises, Inc.<br>| 8 | &nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flexsteel Industries, <br> Inc.<br>| 1661 | &nbsp;&nbsp; 56491 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Floor & Decor <br> Holdings, Inc., <br> Class A<br>| 28457 | &nbsp;&nbsp; 2180944 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Flutter Entertainment <br> PLC<br>| 39115 | &nbsp;&nbsp; 11822900 |
| \* | Foot Locker, Inc. | 49333 | &nbsp;&nbsp; 1235298 |
|  | Ford Motor Co. | 1116514 | &nbsp;&nbsp; 12359810 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fox Factory Holding <br> Corp.<br>| 4772 | &nbsp;&nbsp; 144926 |
| \* | Frontdoor, Inc. | 21292 | &nbsp;&nbsp; 1245582 |
| \* | Funko, Inc., Class A | 29673 | &nbsp;&nbsp; 113944 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; GameStop Corp., <br> Class A<br>| 64876 | &nbsp;&nbsp; 1456466 |
|  | Gap, Inc. | 175880 | &nbsp;&nbsp; 3422625 |
|  | Garmin Ltd. | 33720 | &nbsp;&nbsp; 7376587 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Garrett Motion, Inc. | 59560 | &nbsp;&nbsp; $776662 |
|  | General Motors Co. | 350255 | &nbsp;&nbsp; 18682602 |
| \* | Genesco, Inc. | 5487 | &nbsp;&nbsp; 132017 |
|  | Gentex Corp. | 47928 | &nbsp;&nbsp; 1266258 |
| \* | Gentherm, Inc. | 13696 | &nbsp;&nbsp; 438820 |
|  | Genuine Parts Co. | 54014 | &nbsp;&nbsp; 6961324 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; G-III Apparel Group <br> Ltd.<br>| 17412 | &nbsp;&nbsp; 410923 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Global Business <br> Travel Group I<br>| 18277 | &nbsp;&nbsp; 117521 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Good Times <br> Restaurants, Inc.<br>| 3851 | &nbsp;&nbsp; 5507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Graham Holdings Co., <br> Class B<br>| 615 | &nbsp;&nbsp; 586821 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grand Canyon <br> Education, Inc.<br>| 5104 | &nbsp;&nbsp; 860687 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Green Brick Partners, <br> Inc.<br>| 19788 | &nbsp;&nbsp; 1225669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Group 1 Automotive, <br> Inc.<br>| 9387 | &nbsp;&nbsp; 3868852 |
|  | Guess?, Inc. | 32446 | &nbsp;&nbsp; 421798 |
|  | H&R Block, Inc. | 36473 | &nbsp;&nbsp; 1981943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Beach <br> Brands Holding Co., <br> Class A<br>| 2900 | &nbsp;&nbsp; 45153 |
| \* | Hanesbrands, Inc. | 72533 | &nbsp;&nbsp; 296660 |
|  | Harley-Davidson, Inc. | 49499 | &nbsp;&nbsp; 1204311 |
|  | Hasbro, Inc. | 75312 | &nbsp;&nbsp; 5660450 |
| \* | Helen of Troy Ltd. | 7531 | &nbsp;&nbsp; 165531 |
|  | Home Depot, Inc. | 163348 | &nbsp;&nbsp; 60032023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hooker Furnishings <br> Corp.<br>| 4239 | &nbsp;&nbsp; 40059 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hovnanian <br> Enterprises, Inc., <br> Class A<br>| 1200 | &nbsp;&nbsp; 143364 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Installed Building <br> Products, Inc.<br>| 5851 | &nbsp;&nbsp; 1183599 |
|  | J Jill, Inc. | 3245 | &nbsp;&nbsp; 50882 |
|  | JAKKS Pacific, Inc. | 6498 | &nbsp;&nbsp; 115080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Outdoors, <br> Inc., Class A<br>| 4369 | &nbsp;&nbsp; 145051 |
|  | KB Home | 47050 | &nbsp;&nbsp; 2599983 |
| # | Kohl's Corp. | 55052 | &nbsp;&nbsp; 596764 |
|  | Kontoor Brands, Inc. | 20717 | &nbsp;&nbsp; 1153108 |
| \* | Koss Corp. | 2113 | &nbsp;&nbsp; 11157 |
| # | Krispy Kreme, Inc. | 20413 | &nbsp;&nbsp; 73895 |
| \* | Lands' End, Inc. | 15955 | &nbsp;&nbsp; 187152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Las Vegas Sands <br> Corp.<br>| 87799 | &nbsp;&nbsp; 4600668 |
| \* | Latham Group, Inc. | 5809 | &nbsp;&nbsp; 39385 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Laureate Education, <br> Inc.<br>| 33931 | &nbsp;&nbsp; 766841 |
|  | La-Z-Boy, Inc. | 20910 | &nbsp;&nbsp; 752133 |
|  | LCI Industries | 10194 | &nbsp;&nbsp; 968430 |
|  | Lear Corp. | 20731 | &nbsp;&nbsp; 1954726 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Legacy Housing <br> Corp.<br>| 4151 | &nbsp;&nbsp; 92899 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lennar Corp. (LEN <br> US), Class A<br>| 70155 | &nbsp;&nbsp; $7869988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lennar Corp. (LENB <br> US), Class B<br>| 6006 | &nbsp;&nbsp; 643723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Levi Strauss & Co., <br> Class A<br>| 33542 | &nbsp;&nbsp; 660442 |
| \* | LGI Homes, Inc. | 11406 | &nbsp;&nbsp; 607598 |
|  | Lifetime Brands, Inc. | 8691 | &nbsp;&nbsp; 38240 |
| \* | Light & Wonder, Inc. | 8548 | &nbsp;&nbsp; 823343 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln Educational <br> Services Corp.<br>| 8065 | &nbsp;&nbsp; 184447 |
| # | Lithia Motors, Inc. | 11701 | &nbsp;&nbsp; 3369888 |
|  | LKQ Corp. | 78125 | &nbsp;&nbsp; 2302344 |
| \* | Lovesac Co. | 13762 | &nbsp;&nbsp; 247854 |
|  | Lowe's Cos., Inc. | 60779 | &nbsp;&nbsp; 13588361 |
| #\* | Lucid Group, Inc. | 263266 | &nbsp;&nbsp; 647634 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lululemon Athletica, <br> Inc.<br>| 51370 | &nbsp;&nbsp; 10301226 |
| \* | M/I Homes, Inc. | 4720 | &nbsp;&nbsp; 567297 |
|  | Macy's, Inc. | 144821 | &nbsp;&nbsp; 1829089 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Malibu Boats, Inc., <br> Class A<br>| 7718 | &nbsp;&nbsp; 257087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marine Products <br> Corp.<br>| 15321 | &nbsp;&nbsp; 131607 |
| \* | MarineMax, Inc. | 11036 | &nbsp;&nbsp; 250296 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MasterCraft Boat <br> Holdings, Inc.<br>| 8081 | &nbsp;&nbsp; 156287 |
| \* | Mattel, Inc. | 87566 | &nbsp;&nbsp; 1489498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matthews International <br> Corp., Class A<br>| 9754 | &nbsp;&nbsp; 229121 |
|  | McDonald's Corp. | 75135 | &nbsp;&nbsp; 22545759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meritage Homes <br> Corp.<br>| 14026 | &nbsp;&nbsp; 944511 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MGM Resorts <br> International<br>| 39579 | &nbsp;&nbsp; 1442655 |
| \* | Mister Car Wash, Inc. | 70273 | &nbsp;&nbsp; 405827 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mobileye Global, Inc., <br> Class A<br>| 30168 | &nbsp;&nbsp; 429592 |
| # | Monro, Inc. | 16085 | &nbsp;&nbsp; 226718 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Motorcar Parts of <br> America, Inc.<br>| 1259 | &nbsp;&nbsp; 13056 |
|  | Movado Group, Inc. | 6505 | &nbsp;&nbsp; 100893 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Vision <br> Holdings, Inc.<br>| 35815 | &nbsp;&nbsp; 868872 |
|  | Newell Brands, Inc. | 154964 | &nbsp;&nbsp; 869348 |
|  | NIKE, Inc., Class B | 287109 | &nbsp;&nbsp; 21444171 |
| \* | NVR, Inc. | 1335 | &nbsp;&nbsp; 10078569 |
| \* | ODP Corp. | 14226 | &nbsp;&nbsp; 253792 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ollie's Bargain Outlet <br> Holdings, Inc.<br>| 18614 | &nbsp;&nbsp; 2543231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OneSpaWorld <br> Holdings Ltd.<br>| 18352 | &nbsp;&nbsp; 405946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OneWater Marine, <br> Inc., Class A<br>| 3499 | &nbsp;&nbsp; 53675 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; O'Reilly Automotive, <br> Inc.<br>| 55155 | &nbsp;&nbsp; 5422840 |
|  | Oxford Industries, Inc. | 6265 | &nbsp;&nbsp; 239198 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Papa John's <br> International, Inc.<br>| 6127 | &nbsp;&nbsp; $259846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Penske Automotive <br> Group, Inc.<br>| 36841 | &nbsp;&nbsp; 6167552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perdoceo Education <br> Corp.<br>| 22173 | &nbsp;&nbsp; 638139 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Petco Health & <br> Wellness Co., Inc.<br>| 109788 | &nbsp;&nbsp; 330462 |
| \* | PetMed Express, Inc. | 3207 | &nbsp;&nbsp; 10006 |
|  | Phinia, Inc. | 8382 | &nbsp;&nbsp; 424967 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Planet Fitness, Inc., <br> Class A<br>| 13639 | &nbsp;&nbsp; 1489242 |
|  | Polaris, Inc. | 24191 | &nbsp;&nbsp; 1279946 |
|  | Pool Corp. | 11686 | &nbsp;&nbsp; 3600924 |
| \* | Potbelly Corp. | 2653 | &nbsp;&nbsp; 31916 |
|  | PulteGroup, Inc. | 80153 | &nbsp;&nbsp; 9050877 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pursuit Attractions & <br> Hospitality, Inc.<br>| 7595 | &nbsp;&nbsp; 229673 |
|  | PVH Corp. | 23221 | &nbsp;&nbsp; 1704886 |
|  | Ralph Lauren Corp. | 15199 | &nbsp;&nbsp; 4540701 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rave Restaurant <br> Group, Inc.<br>| 2343 | &nbsp;&nbsp; 7052 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rent the Runway, <br> Inc., Class A<br>| 319 | &nbsp;&nbsp; 1554 |
| \* | Revolve Group, Inc. | 17746 | &nbsp;&nbsp; 368229 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rivian Automotive, <br> Inc., Class A<br>| 182043 | &nbsp;&nbsp; 2342893 |
|  | Rocky Brands, Inc. | 2430 | &nbsp;&nbsp; 63569 |
|  | Ross Stores, Inc. | 80186 | &nbsp;&nbsp; 10948596 |
| \* | Sabre Corp. | 185386 | &nbsp;&nbsp; 561720 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sally Beauty Holdings, <br> Inc.<br>| 54172 | &nbsp;&nbsp; 527635 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Savers Value Village, <br> Inc.<br>| 13012 | &nbsp;&nbsp; 135455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Service Corp. <br> International<br>| 28810 | &nbsp;&nbsp; 2198491 |
| \* | SharkNinja, Inc. | 72847 | &nbsp;&nbsp; 8457537 |
| # | Shoe Carnival, Inc. | 14453 | &nbsp;&nbsp; 295708 |
| # | Signet Jewelers Ltd. | 17900 | &nbsp;&nbsp; 1415890 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Skechers USA, Inc., <br> Class A<br>| 44778 | &nbsp;&nbsp; 2832208 |
| \* | Sleep Number Corp. | 6945 | &nbsp;&nbsp; 50907 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Soho House & Co., <br> Inc.<br>| 2267 | &nbsp;&nbsp; 14395 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Somnigroup <br> International, Inc.<br>| 57575 | &nbsp;&nbsp; 4167278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sonic Automotive, <br> Inc., Class A<br>| 14445 | &nbsp;&nbsp; 1045096 |
| \* | Sonos, Inc. | 63464 | &nbsp;&nbsp; 686046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Motor <br> Products, Inc.<br>| 9214 | &nbsp;&nbsp; 279737 |
|  | Starbucks Corp. | 60374 | &nbsp;&nbsp; 5382946 |
| # | Steven Madden Ltd. | 35041 | &nbsp;&nbsp; 841159 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Stitch Fix, Inc., <br> Class A<br>| 60518 | &nbsp;&nbsp; 286250 |
| \* | Stoneridge, Inc. | 8307 | &nbsp;&nbsp; 63964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Strategic Education, <br> Inc.<br>| 2305 | &nbsp;&nbsp; 170904 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Strattec Security <br> Corp.<br>| 717 | &nbsp;&nbsp; $45501 |
| \* | Stride, Inc. | 11967 | &nbsp;&nbsp; 1534528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Superior Group of <br> Cos., Inc.<br>| 2597 | &nbsp;&nbsp; 25061 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sweetgreen, Inc., <br> Class A<br>| 26468 | &nbsp;&nbsp; 340908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tandy Leather <br> Factory, Inc.<br>| 129 | &nbsp;&nbsp; 454 |
|  | Tapestry, Inc. | 124113 | &nbsp;&nbsp; 13407927 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taylor Morrison Home <br> Corp.<br>| 85510 | &nbsp;&nbsp; 5069033 |
| \* | Tesla, Inc. | 215387 | &nbsp;&nbsp; 66397350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texas Roadhouse, <br> Inc.<br>| 11153 | &nbsp;&nbsp; 2064755 |
| # | Thor Industries, Inc. | 21735 | &nbsp;&nbsp; 1977668 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tile Shop Holdings, <br> Inc.<br>| 27025 | &nbsp;&nbsp; 170528 |
| #\* | Tilly's, Inc., Class A | 9617 | &nbsp;&nbsp; 17214 |
|  | TJX Cos., Inc. | 159841 | &nbsp;&nbsp; 19905000 |
|  | Toll Brothers, Inc. | 45066 | &nbsp;&nbsp; 5334012 |
| \* | TopBuild Corp. | 12569 | &nbsp;&nbsp; 4655935 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Topgolf Callaway <br> Brands Corp.<br>| 44910 | &nbsp;&nbsp; 415417 |
|  | Tractor Supply Co. | 113320 | &nbsp;&nbsp; 6453574 |
|  | Travel & Leisure Co. | 11102 | &nbsp;&nbsp; 657793 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tri Pointe Homes, <br> Inc.<br>| 74908 | &nbsp;&nbsp; 2307166 |
| \* | Ulta Beauty, Inc. | 17524 | &nbsp;&nbsp; 9025035 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Under Armour, Inc. <br> (UA US), Class C<br>| 100890 | &nbsp;&nbsp; 635607 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Under Armour, Inc. <br> (UAA US), Class A<br>| 100273 | &nbsp;&nbsp; 665813 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Parks & <br> Resorts, Inc.<br>| 8096 | &nbsp;&nbsp; 383184 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Universal Electronics, <br> Inc.<br>| 3365 | &nbsp;&nbsp; 20426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Universal Technical <br> Institute, Inc.<br>| 13937 | &nbsp;&nbsp; 449050 |
|  | Upbound Group, Inc. | 25061 | &nbsp;&nbsp; 517134 |
| #\* | Urban Outfitters, Inc. | 54605 | &nbsp;&nbsp; 4110664 |
| \* | Valvoline, Inc. | 44467 | &nbsp;&nbsp; 1567462 |
| \* | Vera Bradley, Inc. | 10964 | &nbsp;&nbsp; 21161 |
|  | VF Corp. | 118923 | &nbsp;&nbsp; 1393778 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Victoria's Secret & <br> Co.<br>| 38989 | &nbsp;&nbsp; 732993 |
| \* | Visteon Corp. | 9352 | &nbsp;&nbsp; 1039475 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Warby Parker, Inc., <br> Class A<br>| 33037 | &nbsp;&nbsp; 791236 |
| \* | Wayfair, Inc., Class A | 2163 | &nbsp;&nbsp; 141979 |
|  | Wendy's Co. | 74732 | &nbsp;&nbsp; 736110 |
|  | Weyco Group, Inc. | 3454 | &nbsp;&nbsp; 100442 |
| # | Whirlpool Corp. | 19689 | &nbsp;&nbsp; 1634975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Williams-Sonoma, <br> Inc.<br>| 51004 | &nbsp;&nbsp; 9540298 |
|  | Wingstop, Inc. | 5853 | &nbsp;&nbsp; 2208571 |
|  | Winmark Corp. | 1315 | &nbsp;&nbsp; 496307 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Winnebago Industries, <br> Inc.<br>| 14597 | &nbsp;&nbsp; $433823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wolverine World <br> Wide, Inc.<br>| 1418 | &nbsp;&nbsp; 32018 |
|  | Wynn Resorts Ltd. | 10355 | &nbsp;&nbsp; 1129006 |
| \* | YETI Holdings, Inc. | 52458 | &nbsp;&nbsp; 1927307 |
|  | Yum! Brands, Inc. | 37862 | &nbsp;&nbsp; 5457807 |
| \* | Zumiez, Inc. | 11415 | &nbsp;&nbsp; 156500 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY |  | &nbsp;&nbsp; 977575638 |
| 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>| 207328 | &nbsp;&nbsp; 3984844 |
|  | Andersons, Inc. | 7747 | &nbsp;&nbsp; 278272 |
|  | B&G Foods, Inc. | 19668 | &nbsp;&nbsp; 80639 |
| \* | BellRing Brands, Inc. | 53474 | &nbsp;&nbsp; 2918611 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BJ's Wholesale Club <br> Holdings, Inc.<br>| 54784 | &nbsp;&nbsp; 5801626 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Beer Co., Inc. <br> , Class A<br>| 2479 | &nbsp;&nbsp; 513351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brown-Forman Corp. <br> (BF/A US), Class A<br>| 12676 | &nbsp;&nbsp; 363041 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brown-Forman Corp. <br> (BFB US), Class B<br>| 82361 | &nbsp;&nbsp; 2376115 |
|  | Bunge Global SA | 4517 | &nbsp;&nbsp; 360276 |
|  | Calavo Growers, Inc. | 6792 | &nbsp;&nbsp; 178630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Casey's General <br> Stores, Inc.<br>| 11943 | &nbsp;&nbsp; 6211913 |
| \* | Celsius Holdings, Inc. | 34780 | &nbsp;&nbsp; 1576925 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Central Garden & Pet <br> Co. (CENTA US), <br> Class A<br>| 2116 | &nbsp;&nbsp; 75160 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chefs' Warehouse, <br> Inc.<br>| 13090 | &nbsp;&nbsp; 897450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Church & Dwight Co., <br> Inc.<br>| 51928 | &nbsp;&nbsp; 4869289 |
|  | Clorox Co. | 28028 | &nbsp;&nbsp; 3519196 |
|  | Coca-Cola Co. | 562180 | &nbsp;&nbsp; 38166400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola <br> Consolidated, Inc.<br>| 17630 | &nbsp;&nbsp; 1970153 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coffee Holding Co., <br> Inc.<br>| 3144 | &nbsp;&nbsp; 12922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colgate-Palmolive <br> Co.<br>| 120430 | &nbsp;&nbsp; 10098056 |
|  | Conagra Brands, Inc. | 64158 | &nbsp;&nbsp; 1171525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Constellation Brands, <br> Inc., Class A<br>| 43094 | &nbsp;&nbsp; 7198422 |
| \* | Coty, Inc., Class A | 447499 | &nbsp;&nbsp; 2170370 |
|  | Dollar General Corp. | 65484 | &nbsp;&nbsp; 6869272 |
| #\* | Dollar Tree, Inc. | 79999 | &nbsp;&nbsp; 9083886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Edgewell Personal <br> Care Co.<br>| 22532 | &nbsp;&nbsp; 568482 |
| \* | elf Beauty, Inc. | 23894 | &nbsp;&nbsp; 2895714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Energizer Holdings, <br> Inc.<br>| 20067 | &nbsp;&nbsp; 451909 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Estee Lauder Cos., <br> Inc., Class A<br>| 45938 | &nbsp;&nbsp; $4287853 |
| \* | FitLife Brands, Inc. | 654 | &nbsp;&nbsp; 8175 |
|  | Flowers Foods, Inc. | 28277 | &nbsp;&nbsp; 448190 |
| \*» | Fresh Market, Inc. | 1517 | &nbsp;&nbsp; 0 |
| #\* | Freshpet, Inc. | 8244 | &nbsp;&nbsp; 563230 |
| # | General Mills, Inc. | 138525 | &nbsp;&nbsp; 6784955 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Grocery Outlet <br> Holding Corp.<br>| 41183 | &nbsp;&nbsp; 542380 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hain Celestial Group, <br> Inc.<br>| 22336 | &nbsp;&nbsp; 35068 |
| \* | Herbalife Ltd. | 51567 | &nbsp;&nbsp; 474416 |
| \* | HF Foods Group, Inc. | 4268 | &nbsp;&nbsp; 11566 |
| \* | Honest Co., Inc. | 53203 | &nbsp;&nbsp; 245266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ingles Markets, Inc., <br> Class A<br>| 6895 | &nbsp;&nbsp; 433902 |
| # | Interparfums, Inc. | 14569 | &nbsp;&nbsp; 1757021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J&J Snack Foods <br> Corp.<br>| 6539 | &nbsp;&nbsp; 738188 |
|  | J.M. Smucker Co. | 34758 | &nbsp;&nbsp; 3730924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; John B Sanfilippo & <br> Son, Inc.<br>| 3357 | &nbsp;&nbsp; 212532 |
|  | Kenvue, Inc. | 544394 | &nbsp;&nbsp; 11671807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keurig Dr. Pepper, <br> Inc.<br>| 240466 | &nbsp;&nbsp; 7851215 |
|  | Kraft Heinz Co. | 209682 | &nbsp;&nbsp; 5757868 |
|  | Kroger Co. | 234479 | &nbsp;&nbsp; 16436978 |
| # | Lifevantage Corp. | 2374 | &nbsp;&nbsp; 29794 |
| \* | Lifeway Foods, Inc. | 1321 | &nbsp;&nbsp; 33316 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mama's Creations, <br> Inc.<br>| 2572 | &nbsp;&nbsp; 21245 |
| \* | Mannatech, Inc. | 805 | &nbsp;&nbsp; 6601 |
| \* | Maplebear, Inc. | 89588 | &nbsp;&nbsp; 4297536 |
|  | Marzetti Co. | 5245 | &nbsp;&nbsp; 932351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; McCormick & Co., Inc. <br> (MKC US)<br>| 86728 | &nbsp;&nbsp; 6125599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; McCormick & Co., Inc. <br> (MKC/V US)<br>| 400 | &nbsp;&nbsp; 28296 |
| \* | Mission Produce, Inc. | 8172 | &nbsp;&nbsp; 100842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Molson Coors <br> Beverage Co., <br> Class B<br>| 2000 | &nbsp;&nbsp; 97440 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Monster Beverage <br> Corp.<br>| 287530 | &nbsp;&nbsp; 16892387 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Beverage <br> Corp.<br>| 12967 | &nbsp;&nbsp; 594148 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Natural Alternatives <br> International, Inc.<br>| 1014 | &nbsp;&nbsp; 3701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Natural Grocers by <br> Vitamin Cottage, <br> Inc.<br>| 14236 | &nbsp;&nbsp; 539402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Natural Health Trends <br> Corp.<br>| 187 | &nbsp;&nbsp; 871 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nature's Sunshine <br> Products, Inc.<br>| 6479 | &nbsp;&nbsp; 90771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nu Skin Enterprises, <br> Inc., Class A<br>| 27073 | &nbsp;&nbsp; 226872 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oil-Dri Corp. of <br> America<br>| 2366 | &nbsp;&nbsp; $133442 |
|  | PepsiCo, Inc. | 147064 | &nbsp;&nbsp; 20283067 |
|  | PriceSmart, Inc. | 12402 | &nbsp;&nbsp; 1333215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Procter & Gamble <br> Co.<br>| 234524 | &nbsp;&nbsp; 35288826 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Simply Good Foods <br> Co.<br>| 62903 | &nbsp;&nbsp; 1916025 |
|  | SpartanNash Co. | 4517 | &nbsp;&nbsp; 119881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Spectrum Brands <br> Holdings, Inc.<br>| 11255 | &nbsp;&nbsp; 602255 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sprouts Farmers <br> Market, Inc.<br>| 58387 | &nbsp;&nbsp; 8847966 |
|  | Sysco Corp. | 122899 | &nbsp;&nbsp; 9782760 |
|  | Target Corp. | 147711 | &nbsp;&nbsp; 14844955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tootsie Roll Industries, <br> Inc.<br>| 4399 | &nbsp;&nbsp; 166854 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TreeHouse Foods, <br> Inc.<br>| 1733 | &nbsp;&nbsp; 33308 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Foods Holding <br> Corp.<br>| 90037 | &nbsp;&nbsp; 7502783 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Natural Foods, <br> Inc.<br>| 35839 | &nbsp;&nbsp; 990590 |
|  | United-Guardian, Inc. | 1797 | &nbsp;&nbsp; 14286 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; USANA Health <br> Sciences, Inc.<br>| 10221 | &nbsp;&nbsp; 300395 |
|  | Utz Brands, Inc. | 9526 | &nbsp;&nbsp; 124124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Village Super Market, <br> Inc., Class A<br>| 2601 | &nbsp;&nbsp; 89474 |
| \* | Vita Coco Co., Inc. | 9423 | &nbsp;&nbsp; 332255 |
| \* | Vital Farms, Inc. | 17300 | &nbsp;&nbsp; 643560 |
|  | Walmart, Inc. | 615320 | &nbsp;&nbsp; 60289054 |
|  | WD-40 Co. | 5032 | &nbsp;&nbsp; 1078861 |
|  | Weis Markets, Inc. | 13792 | &nbsp;&nbsp; 998679 |
|  | WK Kellogg Co. | 3002 | &nbsp;&nbsp; 69196 |
| \* | Zevia PBC, Class A | 6995 | &nbsp;&nbsp; 21685 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES |  | &nbsp;&nbsp; 372482651 |
| ENERGY — (1.4%) | ENERGY — (1.4%) | ENERGY — (1.4%) | ENERGY — (1.4%) |
|  | Archrock, Inc. | 169989 | &nbsp;&nbsp; 3970943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aris Water Solutions, <br> Inc., Class A<br>| 3497 | &nbsp;&nbsp; 74381 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Energy <br> Solutions, Inc.<br>| 21760 | &nbsp;&nbsp; 282880 |
|  | Baker Hughes Co. | 298165 | &nbsp;&nbsp; 13432333 |
| \* | Bristow Group, Inc. | 13175 | &nbsp;&nbsp; 455460 |
|  | Cactus, Inc., Class A | 26090 | &nbsp;&nbsp; 1103868 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Centrus Energy Corp., <br> Class A<br>| 8197 | &nbsp;&nbsp; 1765634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Core Laboratories, <br> Inc.<br>| 22033 | &nbsp;&nbsp; 241041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delek U.S. Holdings, <br> Inc.<br>| 18229 | &nbsp;&nbsp; 407783 |
| \* | DMC Global, Inc. | 20221 | &nbsp;&nbsp; 163588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Energy Services of <br> America Corp.<br>| 5812 | &nbsp;&nbsp; 63525 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Expro Group Holdings <br> NV<br>| 61978 | &nbsp;&nbsp; $668123 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forum Energy <br> Technologies, Inc.<br>| 10231 | &nbsp;&nbsp; 201653 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Geospace <br> Technologies Corp.<br>| 3600 | &nbsp;&nbsp; 58356 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Island <br> Fabrication, Inc.<br>| 8500 | &nbsp;&nbsp; 57120 |
|  | Halliburton Co. | 288257 | &nbsp;&nbsp; 6456957 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Helix Energy Solutions <br> Group, Inc.<br>| 101210 | &nbsp;&nbsp; 600175 |
|  | HF Sinclair Corp. | 22156 | &nbsp;&nbsp; 973535 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Innovex International, <br> Inc.<br>| 11710 | &nbsp;&nbsp; 192278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kodiak Gas Services, <br> Inc.<br>| 58310 | &nbsp;&nbsp; 1885162 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mammoth Energy <br> Services, Inc.<br>| 2903 | &nbsp;&nbsp; 7548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marathon Petroleum <br> Corp.<br>| 31408 | &nbsp;&nbsp; 5345327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MIND Technology, <br> Inc.<br>| 2233 | &nbsp;&nbsp; 21102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Natural Gas Services <br> Group, Inc.<br>| 14200 | &nbsp;&nbsp; 342078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NCS Multistage <br> Holdings, Inc.<br>| 500 | &nbsp;&nbsp; 15225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Fortress Energy, <br> Inc.<br>| 33694 | &nbsp;&nbsp; 91816 |
|  | Noble Corp. PLC | 13047 | &nbsp;&nbsp; 349790 |
|  | NOV, Inc. | 181494 | &nbsp;&nbsp; 2283194 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oceaneering <br> International, Inc.<br>| 64732 | &nbsp;&nbsp; 1404684 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oil States <br> International, Inc.<br>| 58080 | &nbsp;&nbsp; 289819 |
|  | ONEOK, Inc. | 53626 | &nbsp;&nbsp; 4403231 |
|  | Phillips 66 | 69725 | &nbsp;&nbsp; 8616615 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ProFrac Holding <br> Corp., Class A<br>| 8893 | &nbsp;&nbsp; 62429 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ProPetro Holding <br> Corp.<br>| 15410 | &nbsp;&nbsp; 82598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ranger Energy <br> Services, Inc., <br> Class A<br>| 2845 | &nbsp;&nbsp; 38095 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; REX American <br> Resources Corp.<br>| 11882 | &nbsp;&nbsp; 621191 |
|  | RPC, Inc. | 130308 | &nbsp;&nbsp; 605932 |
|  | Schlumberger NV | 602440 | &nbsp;&nbsp; 20362472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Select Water <br> Solutions, Inc.<br>| 62039 | &nbsp;&nbsp; 597436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Solaris Energy <br> Infrastructure, Inc.<br>| 15130 | &nbsp;&nbsp; 494297 |
| \* | Stabilis Solutions, Inc. | 1422 | &nbsp;&nbsp; 6541 |
|  | TechnipFMC PLC | 273545 | &nbsp;&nbsp; 9948832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TETRA Technologies, <br> Inc.<br>| 73498 | &nbsp;&nbsp; 301342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texas Pacific Land <br> Corp.<br>| 7586 | &nbsp;&nbsp; 7344234 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| #\* | Transocean Ltd. | 145500 | &nbsp;&nbsp; $424860 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Uranium Energy <br> Corp.<br>| 202697 | &nbsp;&nbsp; 1757383 |
|  | Valero Energy Corp. | 97300 | &nbsp;&nbsp; 13360263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weatherford <br> International PLC<br>| 49221 | &nbsp;&nbsp; 2783448 |
|  | World Kinect Corp. | 48709 | &nbsp;&nbsp; 1328294 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp; 116344871 |
| FINANCIALS — (17.9%) | FINANCIALS — (17.9%) | FINANCIALS — (17.9%) | FINANCIALS — (17.9%) |
|  | 1st Source Corp. | 11484 | &nbsp;&nbsp; 686973 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acacia Research <br> Corp.<br>| 3512 | &nbsp;&nbsp; 12432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Acadian Asset <br> Management, Inc.<br>| 9378 | &nbsp;&nbsp; 391907 |
|  | ACNB Corp. | 674 | &nbsp;&nbsp; 28375 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Managers <br> Group, Inc.<br>| 18294 | &nbsp;&nbsp; 3839362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Affinity Bancshares, <br> Inc.<br>| 498 | &nbsp;&nbsp; 9462 |
| \* | Affirm Holdings, Inc. | 79484 | &nbsp;&nbsp; 5449423 |
|  | Aflac, Inc. | 130944 | &nbsp;&nbsp; 13010596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alerus Financial <br> Corp.<br>| 750 | &nbsp;&nbsp; 15855 |
|  | Allstate Corp. | 55755 | &nbsp;&nbsp; 11332204 |
|  | Ally Financial, Inc. | 136692 | &nbsp;&nbsp; 5173792 |
| \* | AlTi Global, Inc. | 3745 | &nbsp;&nbsp; 15317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amalgamated <br> Financial Corp.<br>| 19123 | &nbsp;&nbsp; 554376 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ambac Financial <br> Group, Inc.<br>| 31288 | &nbsp;&nbsp; 262819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amerant Bancorp, <br> Inc.<br>| 15767 | &nbsp;&nbsp; 304303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Coastal <br> Insurance Corp.<br>| 1774 | &nbsp;&nbsp; 18467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Express <br> Co.<br>| 87992 | &nbsp;&nbsp; 26336886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Financial <br> Group, Inc.<br>| 29278 | &nbsp;&nbsp; 3656822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American International <br> Group, Inc.<br>| 189889 | &nbsp;&nbsp; 14741083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ameriprise Financial, <br> Inc.<br>| 26276 | &nbsp;&nbsp; 13615960 |
|  | Ameris Bancorp | 26226 | &nbsp;&nbsp; 1792547 |
|  | AMERISAFE, Inc. | 7337 | &nbsp;&nbsp; 328551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AmeriServ Financial, <br> Inc.<br>| 3000 | &nbsp;&nbsp; 8430 |
|  | Ames National Corp. | 1387 | &nbsp;&nbsp; 25035 |
|  | Aon PLC, Class A | 24485 | &nbsp;&nbsp; 8709559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apollo Global <br> Management, Inc.<br>| 73632 | &nbsp;&nbsp; 10700202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arch Capital Group <br> Ltd.<br>| 113990 | &nbsp;&nbsp; 9809979 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ARES Management <br> Corp., Class A<br>| 19661 | &nbsp;&nbsp; 3647705 |
|  | Arrow Financial Corp. | 6059 | &nbsp;&nbsp; 162381 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arthur J Gallagher & <br> Co.<br>| 19934 | &nbsp;&nbsp; $5726042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Artisan Partners Asset <br> Management, Inc., <br> Class A<br>| 26761 | &nbsp;&nbsp; 1210935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated <br> Banc-Corp.<br>| 14907 | &nbsp;&nbsp; 368799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated Capital <br> Group, Inc., <br> Class A<br>| 670 | &nbsp;&nbsp; 24803 |
|  | Assurant, Inc. | 20505 | &nbsp;&nbsp; 3840587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Assured Guaranty <br> Ltd.<br>| 31153 | &nbsp;&nbsp; 2634921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlantic Union <br> Bankshares Corp.<br>| 39744 | &nbsp;&nbsp; 1259885 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlanticus Holdings <br> Corp.<br>| 6885 | &nbsp;&nbsp; 341703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Axis Capital Holdings <br> Ltd.<br>| 54623 | &nbsp;&nbsp; 5125822 |
| \* | Axos Financial, Inc. | 19845 | &nbsp;&nbsp; 1713616 |
| #\* | B Riley Financial, Inc. | 9799 | &nbsp;&nbsp; 52621 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Baldwin Insurance <br> Group, Inc.<br>| 8637 | &nbsp;&nbsp; 318187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banc of California, <br> Inc.<br>| 33351 | &nbsp;&nbsp; 484257 |
|  | BancFirst Corp. | 11358 | &nbsp;&nbsp; 1414298 |
| \* | Bancorp, Inc. | 28459 | &nbsp;&nbsp; 1797470 |
|  | Bank First Corp. | 192 | &nbsp;&nbsp; 22813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of America <br> Corp.<br>| 770659 | &nbsp;&nbsp; 36429051 |
|  | Bank of Hawaii Corp. | 9496 | &nbsp;&nbsp; 587612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Marin <br> Bancorp<br>| 4276 | &nbsp;&nbsp; 96851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of New York <br> Mellon Corp.<br>| 134198 | &nbsp;&nbsp; 13614387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of NT Butterfield <br> & Son Ltd.<br>| 17367 | &nbsp;&nbsp; 790372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of the James <br> Financial Group, <br> Inc.<br>| 4 | &nbsp;&nbsp; 55 |
|  | Bank OZK | 31281 | &nbsp;&nbsp; 1542153 |
|  | Bank7 Corp. | 640 | &nbsp;&nbsp; 28346 |
|  | BankFinancial Corp. | 1550 | &nbsp;&nbsp; 17236 |
|  | BankUnited, Inc. | 17776 | &nbsp;&nbsp; 648291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bankwell Financial <br> Group, Inc.<br>| 459 | &nbsp;&nbsp; 18314 |
|  | Banner Corp. | 26042 | &nbsp;&nbsp; 1616557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bar Harbor <br> Bankshares<br>| 5537 | &nbsp;&nbsp; 160794 |
|  | BayCom Corp. | 470 | &nbsp;&nbsp; 12695 |
|  | BCB Bancorp, Inc. | 5700 | &nbsp;&nbsp; 47652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hills <br> Bancorp, Inc.<br>| 25083 | &nbsp;&nbsp; 618045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BGC Group, Inc., <br> Class A<br>| 122947 | &nbsp;&nbsp; 1139719 |
|  | Blackrock, Inc. | 14963 | &nbsp;&nbsp; 16549228 |
|  | Blackstone, Inc. | 90812 | &nbsp;&nbsp; 15706844 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Block, Inc. | 133686 | &nbsp;&nbsp; $10328580 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Foundry <br> Bancorp<br>| 1158 | &nbsp;&nbsp; 9901 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Ridge <br> Bankshares, Inc.<br>| 4047 | &nbsp;&nbsp; 14852 |
|  | BOK Financial Corp. | 20162 | &nbsp;&nbsp; 2047048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bread Financial <br> Holdings, Inc.<br>| 20048 | &nbsp;&nbsp; 1228942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bridge Investment <br> Group Holdings, <br> Inc., Class A<br>| 2254 | &nbsp;&nbsp; 23081 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bridgewater <br> Bancshares, Inc.<br>| 6348 | &nbsp;&nbsp; 98775 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brighthouse Financial, <br> Inc.<br>| 42897 | &nbsp;&nbsp; 2052621 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Broadway Financial <br> Corp.<br>| 132 | &nbsp;&nbsp; 1081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookline Bancorp, <br> Inc.<br>| 50753 | &nbsp;&nbsp; 523771 |
|  | Brown & Brown, Inc. | 30598 | &nbsp;&nbsp; 2795739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Business First <br> Bancshares, Inc.<br>| 3343 | &nbsp;&nbsp; 79396 |
| \* | BV Financial, Inc. | 887 | &nbsp;&nbsp; 13873 |
|  | Byline Bancorp, Inc. | 10918 | &nbsp;&nbsp; 287143 |
|  | C&F Financial Corp. | 215 | &nbsp;&nbsp; 13728 |
|  | Cadence Bank | 42848 | &nbsp;&nbsp; 1493253 |
| \* | California BanCorp | 1248 | &nbsp;&nbsp; 18708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Camden National <br> Corp.<br>| 5650 | &nbsp;&nbsp; 213062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capital City Bank <br> Group, Inc.<br>| 7273 | &nbsp;&nbsp; 287938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial <br> Corp.<br>| 133649 | &nbsp;&nbsp; 28734535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capitol Federal <br> Financial, Inc.<br>| 41795 | &nbsp;&nbsp; 251606 |
|  | Carlyle Group, Inc. | 128678 | &nbsp;&nbsp; 7805607 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Carter Bankshares, <br> Inc.<br>| 561 | &nbsp;&nbsp; 9750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cass Information <br> Systems, Inc.<br>| 3680 | &nbsp;&nbsp; 147237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay General <br> Bancorp<br>| 24046 | &nbsp;&nbsp; 1087360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CB Financial Services, <br> Inc.<br>| 318 | &nbsp;&nbsp; 10066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cboe Global Markets, <br> Inc.<br>| 28710 | &nbsp;&nbsp; 6920258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Pacific <br> Financial Corp.<br>| 1800 | &nbsp;&nbsp; 47988 |
|  | CF Bankshares, Inc. | 1038 | &nbsp;&nbsp; 24497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charles Schwab <br> Corp.<br>| 187781 | &nbsp;&nbsp; 18351837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chemung Financial <br> Corp.<br>| 316 | &nbsp;&nbsp; 15990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ChoiceOne Financial <br> Services, Inc.<br>| 484 | &nbsp;&nbsp; 14230 |
|  | Chubb Ltd. | 62752 | &nbsp;&nbsp; 16694542 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cincinnati Financial <br> Corp.<br>| 40359 | &nbsp;&nbsp; $5953356 |
|  | Citigroup, Inc. | 203528 | &nbsp;&nbsp; 19070574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens & Northern <br> Corp.<br>| 11409 | &nbsp;&nbsp; 216999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Community <br> Bancorp, Inc.<br>| 4179 | &nbsp;&nbsp; 61598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial <br> Group, Inc.<br>| 126965 | &nbsp;&nbsp; 6058770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial <br> Services, Inc.<br>| 152 | &nbsp;&nbsp; 8161 |
| #\* | Citizens, Inc. | 4745 | &nbsp;&nbsp; 18126 |
|  | City Holding Co. | 5990 | &nbsp;&nbsp; 731379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Civista Bancshares, <br> Inc.<br>| 800 | &nbsp;&nbsp; 15576 |
|  | CME Group, Inc. | 33222 | &nbsp;&nbsp; 9245018 |
|  | CNB Financial Corp. | 11504 | &nbsp;&nbsp; 264017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNO Financial Group, <br> Inc.<br>| 35165 | &nbsp;&nbsp; 1295479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coastal Financial <br> Corp.<br>| 3619 | &nbsp;&nbsp; 348148 |
|  | Cohen & Steers, Inc. | 17390 | &nbsp;&nbsp; 1279208 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coinbase Global, Inc., <br> Class A<br>| 21210 | &nbsp;&nbsp; 8012290 |
|  | Colony Bankcorp, Inc. | 1529 | &nbsp;&nbsp; 25060 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Financial, <br> Inc.<br>| 25991 | &nbsp;&nbsp; 374010 |
|  | Comerica, Inc. | 12353 | &nbsp;&nbsp; 834692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commerce <br> Bancshares, Inc.<br>| 28656 | &nbsp;&nbsp; 1753747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community Financial <br> System, Inc.<br>| 17580 | &nbsp;&nbsp; 926466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community Trust <br> Bancorp, Inc.<br>| 9403 | &nbsp;&nbsp; 507574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community West <br> Bancshares<br>| 1166 | &nbsp;&nbsp; 22446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ConnectOne Bancorp, <br> Inc.<br>| 19617 | &nbsp;&nbsp; 451780 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Consumer Portfolio <br> Services, Inc.<br>| 570 | &nbsp;&nbsp; 4503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corebridge Financial, <br> Inc.<br>| 272628 | &nbsp;&nbsp; 9694652 |
| \* | Corpay, Inc. | 3111 | &nbsp;&nbsp; 1005009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crawford & Co. <br> (CRD/A US), <br> Class A<br>| 2485 | &nbsp;&nbsp; 23781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crawford & Co. <br> (CRD/B US), <br> Class B<br>| 33605 | &nbsp;&nbsp; 309502 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Credit Acceptance <br> Corp.<br>| 3733 | &nbsp;&nbsp; 1830215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cullen/Frost Bankers, <br> Inc.<br>| 13748 | &nbsp;&nbsp; 1751633 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Customers Bancorp, <br> Inc.<br>| 11853 | &nbsp;&nbsp; 755629 |
|  | CVB Financial Corp. | 33527 | &nbsp;&nbsp; 626620 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diamond Hill <br> Investment Group, <br> Inc.<br>| 1753 | &nbsp;&nbsp; $237654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dime Community <br> Bancshares, Inc.<br>| 10182 | &nbsp;&nbsp; 282143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 18392 | &nbsp;&nbsp; 315423 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Donnelley Financial <br> Solutions, Inc.<br>| 6423 | &nbsp;&nbsp; 340162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Bancorp <br> Montana, Inc.<br>| 956 | &nbsp;&nbsp; 15411 |
|  | Eagle Bancorp, Inc. | 7356 | &nbsp;&nbsp; 118358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Financial <br> Services, Inc.<br>| 362 | &nbsp;&nbsp; 11950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; East West Bancorp, <br> Inc.<br>| 28824 | &nbsp;&nbsp; 2889606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Bankshares, <br> Inc.<br>| 44552 | &nbsp;&nbsp; 688328 |
| \* | eHealth, Inc. | 11013 | &nbsp;&nbsp; 37444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Employers Holdings, <br> Inc.<br>| 19411 | &nbsp;&nbsp; 801286 |
|  | Enact Holdings, Inc. | 7312 | &nbsp;&nbsp; 254165 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Encore Capital Group, <br> Inc.<br>| 9985 | &nbsp;&nbsp; 368247 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enova International, <br> Inc.<br>| 15456 | &nbsp;&nbsp; 1616079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enterprise Financial <br> Services Corp.<br>| 14151 | &nbsp;&nbsp; 780994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Equitable Holdings, <br> Inc.<br>| 138690 | &nbsp;&nbsp; 7121731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Equity Bancshares, <br> Inc., Class A<br>| 7700 | &nbsp;&nbsp; 289366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Erie Indemnity Co., <br> Class A<br>| 10571 | &nbsp;&nbsp; 3765813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Esquire Financial <br> Holdings, Inc.<br>| 2258 | &nbsp;&nbsp; 216497 |
|  | Essent Group Ltd. | 62094 | &nbsp;&nbsp; 3476643 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Euronet Worldwide, <br> Inc.<br>| 6853 | &nbsp;&nbsp; 665975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evercore, Inc., <br> Class A<br>| 12439 | &nbsp;&nbsp; 3745880 |
|  | Everest Group Ltd. | 20770 | &nbsp;&nbsp; 6974566 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EZCORP, Inc., <br> Class A<br>| 22641 | &nbsp;&nbsp; 324219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; F&G Annuities & Life, <br> Inc.<br>| 14226 | &nbsp;&nbsp; 453952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FactSet Research <br> Systems, Inc.<br>| 7353 | &nbsp;&nbsp; 2962524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farmers & Merchants <br> Bancorp, Inc.<br>| 406 | &nbsp;&nbsp; 9748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farmers National <br> Banc Corp.<br>| 1526 | &nbsp;&nbsp; 20662 |
|  | FB Financial Corp. | 16307 | &nbsp;&nbsp; 795129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Agricultural <br> Mortgage Corp. <br> (AGM US), Class C<br>| 5226 | &nbsp;&nbsp; 900283 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Federated Hermes, <br> Inc.<br>| 37678 | &nbsp;&nbsp; $1867698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelis Insurance <br> Holdings Ltd.<br>| 16353 | &nbsp;&nbsp; 247094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Financial, Inc.<br>| 153244 | &nbsp;&nbsp; 8647559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Information <br> Services, Inc.<br>| 55664 | &nbsp;&nbsp; 4420278 |
|  | Fifth Third Bancorp | 75046 | &nbsp;&nbsp; 3119662 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Finance of America <br> Cos., Inc., Class A<br>| 674 | &nbsp;&nbsp; 14511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Financial Institutions, <br> Inc.<br>| 3311 | &nbsp;&nbsp; 84397 |
|  | Finward Bancorp | 166 | &nbsp;&nbsp; 4603 |
| \* | Finwise Bancorp | 1434 | &nbsp;&nbsp; 25626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First American <br> Financial Corp.<br>| 42310 | &nbsp;&nbsp; 2540716 |
|  | First BanCorp | 69795 | &nbsp;&nbsp; 1453830 |
|  | First Bancorp, Inc. | 623 | &nbsp;&nbsp; 15706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First <br> Bancorp/Southern <br> Pines NC<br>| 13056 | &nbsp;&nbsp; 653975 |
|  | First Bank | 14059 | &nbsp;&nbsp; 209479 |
|  | First Busey Corp. | 37315 | &nbsp;&nbsp; 832871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Business <br> Financial Services, <br> Inc.<br>| 800 | &nbsp;&nbsp; 38096 |
|  | First Capital, Inc. | 400 | &nbsp;&nbsp; 14208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Citizens <br> BancShares, Inc., <br> Class A<br>| 1538 | &nbsp;&nbsp; 3067941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Commonwealth <br> Financial Corp.<br>| 50241 | &nbsp;&nbsp; 829479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Community <br> Bankshares, Inc.<br>| 6768 | &nbsp;&nbsp; 247032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Community <br> Corp.<br>| 1016 | &nbsp;&nbsp; 25171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Bancorp<br>| 49652 | &nbsp;&nbsp; 1203564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Bankshares, Inc.<br>| 26317 | &nbsp;&nbsp; 911095 |
|  | First Financial Corp. | 4517 | &nbsp;&nbsp; 241885 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Northwest, Inc.<br>| 1300 | &nbsp;&nbsp; 1560 |
| \* | First Foundation, Inc. | 25586 | &nbsp;&nbsp; 124604 |
|  | First Hawaiian, Inc. | 30488 | &nbsp;&nbsp; 739334 |
|  | First Horizon Corp. | 106926 | &nbsp;&nbsp; 2332056 |
|  | First Internet Bancorp | 909 | &nbsp;&nbsp; 19934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Interstate <br> BancSystem, Inc., <br> Class A<br>| 24920 | &nbsp;&nbsp; 717447 |
|  | First Merchants Corp. | 14255 | &nbsp;&nbsp; 543401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Mid Bancshares, <br> Inc.<br>| 9963 | &nbsp;&nbsp; 378295 |
|  | First National Corp. | 671 | &nbsp;&nbsp; 14494 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Northwest <br> Bancorp<br>| 1253 | &nbsp;&nbsp; $9585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Savings Financial <br> Group, Inc.<br>| 2022 | &nbsp;&nbsp; 51723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First U.S. Bancshares, <br> Inc.<br>| 626 | &nbsp;&nbsp; 8251 |
|  | First United Corp. | 402 | &nbsp;&nbsp; 13214 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Western <br> Financial, Inc.<br>| 900 | &nbsp;&nbsp; 19481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FirstCash Holdings, <br> Inc.<br>| 16757 | &nbsp;&nbsp; 2233541 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Firstsun Capital <br> Bancorp<br>| 1557 | &nbsp;&nbsp; 55351 |
| \* | Fiserv, Inc. | 41030 | &nbsp;&nbsp; 5700708 |
|  | Five Star Bancorp | 1408 | &nbsp;&nbsp; 42367 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Flagstar Financial, <br> Inc.<br>| 92351 | &nbsp;&nbsp; 1042643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flushing Financial <br> Corp.<br>| 12042 | &nbsp;&nbsp; 144384 |
| \* | Flywire Corp. | 19884 | &nbsp;&nbsp; 216537 |
|  | FNB Corp. | 121552 | &nbsp;&nbsp; 1862177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Financial <br> Services Corp.<br>| 387 | &nbsp;&nbsp; 15557 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Resources, <br> Inc.<br>| 141434 | &nbsp;&nbsp; 3394416 |
|  | FS Bancorp, Inc. | 1212 | &nbsp;&nbsp; 47377 |
|  | Fulton Financial Corp. | 43358 | &nbsp;&nbsp; 778276 |
| \* | FVCBankcorp, Inc. | 522 | &nbsp;&nbsp; 6687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GCM Grosvenor, Inc., <br> Class A<br>| 15969 | &nbsp;&nbsp; 188275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genworth Financial, <br> Inc.<br>| 310878 | &nbsp;&nbsp; 2443501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; German American <br> Bancorp, Inc.<br>| 16733 | &nbsp;&nbsp; 642882 |
|  | Glacier Bancorp, Inc. | 26968 | &nbsp;&nbsp; 1182007 |
|  | Glen Burnie Bancorp | 192 | &nbsp;&nbsp; 858 |
|  | Global Payments, Inc. | 40175 | &nbsp;&nbsp; 3211991 |
|  | Globe Life, Inc. | 36926 | &nbsp;&nbsp; 5186995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs <br> Group, Inc.<br>| 60155 | &nbsp;&nbsp; 43527556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goosehead Insurance, <br> Inc., Class A<br>| 2796 | &nbsp;&nbsp; 254184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Southern <br> Bancorp, Inc.<br>| 2993 | &nbsp;&nbsp; 170421 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Green Dot Corp., <br> Class A<br>| 28239 | &nbsp;&nbsp; 285779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greene County <br> Bancorp, Inc.<br>| 3957 | &nbsp;&nbsp; 93741 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Greenlight Capital Re <br> Ltd., Class A<br>| 17379 | &nbsp;&nbsp; 225927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guaranty Bancshares, <br> Inc.<br>| 485 | &nbsp;&nbsp; 21151 |
| \* | Hagerty, Inc., Class A | 948 | &nbsp;&nbsp; 9632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Insurance <br> Group Ltd., <br> Class B<br>| 2036 | &nbsp;&nbsp; 43754 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Lane, Inc., <br> Class A<br>| 13480 | &nbsp;&nbsp; $2053004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hancock Whitney <br> Corp.<br>| 19258 | &nbsp;&nbsp; 1150088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanmi Financial <br> Corp.<br>| 11684 | &nbsp;&nbsp; 266512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanover Bancorp, <br> Inc.<br>| 891 | &nbsp;&nbsp; 18542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanover Insurance <br> Group, Inc.<br>| 16291 | &nbsp;&nbsp; 2796024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HarborOne Bancorp, <br> Inc.<br>| 17022 | &nbsp;&nbsp; 201370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hartford Insurance <br> Group, Inc.<br>| 140951 | &nbsp;&nbsp; 17532895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hawthorn Bancshares, <br> Inc.<br>| 713 | &nbsp;&nbsp; 20335 |
|  | HBT Financial, Inc. | 898 | &nbsp;&nbsp; 22333 |
|  | HCI Group, Inc. | 4982 | &nbsp;&nbsp; 697679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hennessy Advisors, <br> Inc.<br>| 1267 | &nbsp;&nbsp; 15787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Commerce <br> Corp.<br>| 21289 | &nbsp;&nbsp; 196923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Financial <br> Corp.<br>| 11021 | &nbsp;&nbsp; 248413 |
| \* | Heritage Global, Inc. | 5845 | &nbsp;&nbsp; 12567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Insurance <br> Holdings, Inc.<br>| 9963 | &nbsp;&nbsp; 210120 |
|  | Hilltop Holdings, Inc. | 10662 | &nbsp;&nbsp; 315595 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hingham Institution <br> For Savings<br>| 585 | &nbsp;&nbsp; 143255 |
| \* | Hippo Holdings, Inc. | 10666 | &nbsp;&nbsp; 275609 |
|  | Home Bancorp, Inc. | 898 | &nbsp;&nbsp; 46956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Home BancShares, <br> Inc.<br>| 60447 | &nbsp;&nbsp; 1702188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Home Federal <br> Bancorp, Inc. of <br> Louisiana<br>| 12 | &nbsp;&nbsp; 159 |
| \* | HomeStreet, Inc. | 1466 | &nbsp;&nbsp; 19175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HomeTrust <br> Bancshares, Inc.<br>| 3167 | &nbsp;&nbsp; 123070 |
|  | Hope Bancorp, Inc. | 30219 | &nbsp;&nbsp; 301888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Horace Mann <br> Educators Corp.<br>| 20290 | &nbsp;&nbsp; 862934 |
|  | Horizon Bancorp, Inc. | 10721 | &nbsp;&nbsp; 166068 |
|  | Houlihan Lokey, Inc. | 17383 | &nbsp;&nbsp; 3314243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huntington <br> Bancshares, Inc.<br>| 248959 | &nbsp;&nbsp; 4090396 |
|  | IF Bancorp, Inc. | 1300 | &nbsp;&nbsp; 32500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank <br> Corp. (IBCP US)<br>| 6401 | &nbsp;&nbsp; 195551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank <br> Corp. (INDB US)<br>| 13301 | &nbsp;&nbsp; 845279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interactive Brokers <br> Group, Inc., <br> Class A<br>| 41668 | &nbsp;&nbsp; 2731754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intercontinental <br> Exchange, Inc.<br>| 31977 | &nbsp;&nbsp; 5910309 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Bancshares Corp.<br>| 22832 | &nbsp;&nbsp; $1556686 |
|  | Invesco Ltd. | 177284 | &nbsp;&nbsp; 3724737 |
|  | Investors Title Co. | 794 | &nbsp;&nbsp; 167709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jack Henry & <br> Associates, Inc.<br>| 1780 | &nbsp;&nbsp; 302271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jackson Financial, <br> Inc., Class A<br>| 35889 | &nbsp;&nbsp; 3142441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; James River Group <br> Holdings Ltd.<br>| 21155 | &nbsp;&nbsp; 120584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Janus Henderson <br> Group PLC<br>| 84862 | &nbsp;&nbsp; 3674525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jefferies Financial <br> Group, Inc.<br>| 56976 | &nbsp;&nbsp; 3285236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase & <br> Co.<br>| 447085 | &nbsp;&nbsp; 132444460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kearny Financial <br> Corp.<br>| 26285 | &nbsp;&nbsp; 155870 |
|  | Kemper Corp. | 30748 | &nbsp;&nbsp; 1893769 |
|  | KeyCorp | 324154 | &nbsp;&nbsp; 5808840 |
| \* | Kingstone Cos., Inc. | 9273 | &nbsp;&nbsp; 151984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinsale Capital Group, <br> Inc.<br>| 7512 | &nbsp;&nbsp; 3310463 |
|  | KKR & Co., Inc. | 77643 | &nbsp;&nbsp; 11380911 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lake Shore Bancorp, <br> Inc.<br>| 898 | &nbsp;&nbsp; 11054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lakeland Financial <br> Corp.<br>| 7837 | &nbsp;&nbsp; 496631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Landmark Bancorp, <br> Inc.<br>| 579 | &nbsp;&nbsp; 14064 |
|  | Lazard, Inc. | 36596 | &nbsp;&nbsp; 1902260 |
| \* | Lemonade, Inc. | 2673 | &nbsp;&nbsp; 100719 |
| \* | LendingClub Corp. | 43453 | &nbsp;&nbsp; 677432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln National <br> Corp.<br>| 92824 | &nbsp;&nbsp; 3537523 |
|  | LINKBANCORP, Inc. | 1873 | &nbsp;&nbsp; 12886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Live Oak Bancshares, <br> Inc.<br>| 12055 | &nbsp;&nbsp; 381059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LPL Financial <br> Holdings, Inc.<br>| 32370 | &nbsp;&nbsp; 12809780 |
|  | M&T Bank Corp. | 28111 | &nbsp;&nbsp; 5304546 |
|  | Magyar Bancorp, Inc. | 1343 | &nbsp;&nbsp; 22670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MainStreet <br> Bancshares, Inc.<br>| 515 | &nbsp;&nbsp; 10403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MarketAxess <br> Holdings, Inc.<br>| 11982 | &nbsp;&nbsp; 2462301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marsh & McLennan <br> Cos., Inc.<br>| 55454 | &nbsp;&nbsp; 11046437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mastercard, Inc., <br> Class A<br>| 114180 | &nbsp;&nbsp; 64679545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercantile Bank <br> Corp.<br>| 6280 | &nbsp;&nbsp; 286933 |
|  | Merchants Bancorp | 10662 | &nbsp;&nbsp; 312397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercury General <br> Corp.<br>| 29074 | &nbsp;&nbsp; 2013375 |
|  | Meridian Corp. | 2100 | &nbsp;&nbsp; 30933 |
|  | MetLife, Inc. | 256792 | &nbsp;&nbsp; 19503352 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metrocity Bankshares, <br> Inc.<br>| 1072 | &nbsp;&nbsp; $29587 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Bank <br> Holding Corp.<br>| 2400 | &nbsp;&nbsp; 169296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MGIC Investment <br> Corp.<br>| 160478 | &nbsp;&nbsp; 4156380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mid Penn Bancorp, <br> Inc.<br>| 13679 | &nbsp;&nbsp; 375489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Middlefield Banc <br> Corp.<br>| 25 | &nbsp;&nbsp; 696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Midland States <br> Bancorp, Inc.<br>| 8032 | &nbsp;&nbsp; 136223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MidWestOne Financial <br> Group, Inc.<br>| 5831 | &nbsp;&nbsp; 160586 |
|  | Moelis & Co., Class A | 25539 | &nbsp;&nbsp; 1791305 |
|  | Moody's Corp. | 21596 | &nbsp;&nbsp; 11137705 |
|  | Morgan Stanley | 195438 | &nbsp;&nbsp; 27842097 |
|  | Morningstar, Inc. | 12666 | &nbsp;&nbsp; 3501642 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mr. Cooper Group, <br> Inc.<br>| 33693 | &nbsp;&nbsp; 5246674 |
|  | MSCI, Inc. | 15147 | &nbsp;&nbsp; 8502920 |
|  | MVB Financial Corp. | 8282 | &nbsp;&nbsp; 188333 |
|  | Nasdaq, Inc. | 100547 | &nbsp;&nbsp; 9674632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank <br> Holdings Corp., <br> Class A<br>| 17216 | &nbsp;&nbsp; 638025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bankshares, <br> Inc.<br>| 507 | &nbsp;&nbsp; 14074 |
|  | Navient Corp. | 88511 | &nbsp;&nbsp; 1145332 |
|  | NBT Bancorp, Inc. | 13822 | &nbsp;&nbsp; 571954 |
| \* | NCR Atleos Corp. | 17069 | &nbsp;&nbsp; 522311 |
|  | Nelnet, Inc., Class A | 11354 | &nbsp;&nbsp; 1416639 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NerdWallet, Inc., <br> Class A<br>| 28448 | &nbsp;&nbsp; 301264 |
| \* | NI Holdings, Inc. | 2397 | &nbsp;&nbsp; 30538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nicolet Bankshares, <br> Inc.<br>| 4257 | &nbsp;&nbsp; 549153 |
| \* | NMI Holdings, Inc. | 44940 | &nbsp;&nbsp; 1677161 |
|  | Northeast Bank | 1100 | &nbsp;&nbsp; 109087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast Community <br> Bancorp, Inc.<br>| 1191 | &nbsp;&nbsp; 24606 |
|  | Northern Trust Corp. | 50538 | &nbsp;&nbsp; 6569940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northfield Bancorp, <br> Inc.<br>| 15762 | &nbsp;&nbsp; 167865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northrim BanCorp, <br> Inc.<br>| 480 | &nbsp;&nbsp; 40094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northwest <br> Bancshares, Inc.<br>| 37821 | &nbsp;&nbsp; 442506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Norwood Financial <br> Corp.<br>| 600 | &nbsp;&nbsp; 14544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OceanFirst Financial <br> Corp.<br>| 20138 | &nbsp;&nbsp; 337916 |
|  | OFG Bancorp | 16491 | &nbsp;&nbsp; 702846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ohio Valley Banc <br> Corp.<br>| 243 | &nbsp;&nbsp; 7834 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Old Market Capital <br> Corp.<br>| 2510 | &nbsp;&nbsp; 14458 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Old National Bancorp | 99307 | &nbsp;&nbsp; $2096371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Point Financial <br> Corp.<br>| 614 | &nbsp;&nbsp; 24652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Republic <br> International Corp.<br>| 157302 | &nbsp;&nbsp; 5689613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Second Bancorp, <br> Inc.<br>| 14321 | &nbsp;&nbsp; 243027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OneMain Holdings, <br> Inc.<br>| 49318 | &nbsp;&nbsp; 2850087 |
| \* | Onity Group, Inc. | 3051 | &nbsp;&nbsp; 115084 |
|  | OP Bancorp | 965 | &nbsp;&nbsp; 12352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oportun Financial <br> Corp.<br>| 1980 | &nbsp;&nbsp; 12137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 4778 | &nbsp;&nbsp; 362220 |
|  | OppFi, Inc. | 2742 | &nbsp;&nbsp; 29175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OptimumBank <br> Holdings, Inc.<br>| 2226 | &nbsp;&nbsp; 10017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orange County <br> Bancorp, Inc.<br>| 492 | &nbsp;&nbsp; 12295 |
|  | Origin Bancorp, Inc. | 7350 | &nbsp;&nbsp; 268643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orrstown Financial <br> Services, Inc.<br>| 2 | &nbsp;&nbsp; 66 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Oscar Health, Inc., <br> Class A<br>| 78768 | &nbsp;&nbsp; 1106690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Premier <br> Bancorp, Inc.<br>| 40646 | &nbsp;&nbsp; 880799 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Palomar Holdings, <br> Inc.<br>| 14019 | &nbsp;&nbsp; 1857377 |
|  | Park National Corp. | 4220 | &nbsp;&nbsp; 683091 |
|  | Parke Bancorp, Inc. | 2561 | &nbsp;&nbsp; 52885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pathfinder Bancorp, <br> Inc.<br>| 900 | &nbsp;&nbsp; 13167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pathward Financial, <br> Inc.<br>| 14908 | &nbsp;&nbsp; 1127418 |
| \* | Payoneer Global, Inc. | 113291 | &nbsp;&nbsp; 744322 |
| \* | PayPal Holdings, Inc. | 299862 | &nbsp;&nbsp; 20618511 |
| \* | Paysafe Ltd. | 7757 | &nbsp;&nbsp; 94248 |
| \* | Paysign, Inc. | 3895 | &nbsp;&nbsp; 28979 |
| \* | PB Bankshares, Inc. | 705 | &nbsp;&nbsp; 12909 |
|  | PCB Bancorp | 724 | &nbsp;&nbsp; 14799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peapack-Gladstone <br> Financial Corp.<br>| 9037 | &nbsp;&nbsp; 230263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PennyMac Financial <br> Services, Inc.<br>| 25311 | &nbsp;&nbsp; 2357467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Bancorp of <br> North Carolina, Inc.<br>| 1287 | &nbsp;&nbsp; 36950 |
|  | Peoples Bancorp, Inc. | 8688 | &nbsp;&nbsp; 248824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Financial <br> Services Corp.<br>| 321 | &nbsp;&nbsp; 15636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perella Weinberg <br> Partners<br>| 2952 | &nbsp;&nbsp; 58863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pinnacle Financial <br> Partners, Inc.<br>| 19316 | &nbsp;&nbsp; 1697683 |
| \* | Pioneer Bancorp, Inc. | 1058 | &nbsp;&nbsp; 12982 |
|  | Piper Sandler Cos. | 5473 | &nbsp;&nbsp; 1725746 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; PJT Partners, Inc., <br> Class A<br>| 3356 | &nbsp;&nbsp; $599449 |
|  | Plumas Bancorp | 230 | &nbsp;&nbsp; 9490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PNC Financial <br> Services Group, <br> Inc.<br>| 31766 | &nbsp;&nbsp; 6044117 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ponce Financial <br> Group, Inc.<br>| 1223 | &nbsp;&nbsp; 17183 |
|  | Popular, Inc. | 21565 | &nbsp;&nbsp; 2470918 |
| \* | PRA Group, Inc. | 13951 | &nbsp;&nbsp; 212055 |
|  | Preferred Bank | 5666 | &nbsp;&nbsp; 514586 |
|  | Primerica, Inc. | 18291 | &nbsp;&nbsp; 4858638 |
|  | Primis Financial Corp. | 3200 | &nbsp;&nbsp; 35808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Princeton Bancorp, <br> Inc.<br>| 272 | &nbsp;&nbsp; 8212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Principal Financial <br> Group, Inc.<br>| 88156 | &nbsp;&nbsp; 6861181 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Priority Technology <br> Holdings, Inc.<br>| 2039 | &nbsp;&nbsp; 13967 |
| \* | ProAssurance Corp. | 30967 | &nbsp;&nbsp; 735776 |
|  | PROG Holdings, Inc. | 27992 | &nbsp;&nbsp; 891265 |
|  | Progressive Corp. | 83610 | &nbsp;&nbsp; 20236964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prosperity <br> Bancshares, Inc.<br>| 22655 | &nbsp;&nbsp; 1509276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Provident Bancorp, <br> Inc.<br>| 1077 | &nbsp;&nbsp; 13150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Provident Financial <br> Holdings, Inc.<br>| 415 | &nbsp;&nbsp; 6360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Provident Financial <br> Services, Inc.<br>| 31109 | &nbsp;&nbsp; 566806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prudential Financial, <br> Inc.<br>| 145342 | &nbsp;&nbsp; 15054524 |
|  | QCR Holdings, Inc. | 7184 | &nbsp;&nbsp; 510064 |
|  | Radian Group, Inc. | 59705 | &nbsp;&nbsp; 1946980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raymond James <br> Financial, Inc.<br>| 42169 | &nbsp;&nbsp; 7047705 |
|  | RBB Bancorp | 574 | &nbsp;&nbsp; 10395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Red River <br> Bancshares, Inc.<br>| 148 | &nbsp;&nbsp; 8905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regional Management <br> Corp.<br>| 504 | &nbsp;&nbsp; 16753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regions Financial <br> Corp.<br>| 153621 | &nbsp;&nbsp; 3891220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reinsurance Group of <br> America, Inc.<br>| 29244 | &nbsp;&nbsp; 5628008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RenaissanceRe <br> Holdings Ltd.<br>| 29117 | &nbsp;&nbsp; 7096978 |
| # | Renasant Corp. | 46483 | &nbsp;&nbsp; 1703137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Republic Bancorp, <br> Inc., Class A<br>| 2971 | &nbsp;&nbsp; 204583 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rhinebeck Bancorp, <br> Inc.<br>| 919 | &nbsp;&nbsp; 11662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richmond Mutual <br> BanCorp, Inc.<br>| 1351 | &nbsp;&nbsp; 18698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riverview Bancorp, <br> Inc.<br>| 8460 | &nbsp;&nbsp; 41708 |
|  | RLI Corp. | 45619 | &nbsp;&nbsp; 3010398 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Robinhood Markets, <br> Inc., Class A<br>| 254180 | &nbsp;&nbsp; $26193249 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc., <br> Class A<br>| 10424 | &nbsp;&nbsp; 153962 |
|  | S&P Global, Inc. | 25249 | &nbsp;&nbsp; 13914724 |
|  | S&T Bancorp, Inc. | 17418 | &nbsp;&nbsp; 638196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Safety Insurance <br> Group, Inc.<br>| 8465 | &nbsp;&nbsp; 595513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SB Financial Group, <br> Inc.<br>| 1702 | &nbsp;&nbsp; 32015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seacoast Banking <br> Corp. of Florida<br>| 18946 | &nbsp;&nbsp; 534088 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Security National <br> Financial Corp., <br> Class A<br>| 1208 | &nbsp;&nbsp; 10244 |
|  | SEI Investments Co. | 41800 | &nbsp;&nbsp; 3683416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Selective Insurance <br> Group, Inc.<br>| 26664 | &nbsp;&nbsp; 2078992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ServisFirst <br> Bancshares, Inc.<br>| 11268 | &nbsp;&nbsp; 886228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shore Bancshares, <br> Inc.<br>| 835 | &nbsp;&nbsp; 12951 |
|  | Sierra Bancorp | 1779 | &nbsp;&nbsp; 52160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Silvercrest Asset <br> Management <br> Group, Inc., <br> Class A<br>| 953 | &nbsp;&nbsp; 15591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simmons First <br> National Corp., <br> Class A<br>| 43658 | &nbsp;&nbsp; 836924 |
| \* | SiriusPoint Ltd. | 94856 | &nbsp;&nbsp; 1860126 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Skyward Specialty <br> Insurance Group, <br> Inc.<br>| 15871 | &nbsp;&nbsp; 802755 |
|  | SLM Corp. | 135042 | &nbsp;&nbsp; 4294336 |
|  | SmartFinancial, Inc. | 2470 | &nbsp;&nbsp; 84622 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; SoFi Technologies, <br> Inc.<br>| 426847 | &nbsp;&nbsp; 9638205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sound Financial <br> Bancorp, Inc.<br>| 200 | &nbsp;&nbsp; 9210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; South Plains <br> Financial, Inc.<br>| 1718 | &nbsp;&nbsp; 63755 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Southern First <br> Bancshares, Inc.<br>| 550 | &nbsp;&nbsp; 22858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Missouri <br> Bancorp, Inc.<br>| 1543 | &nbsp;&nbsp; 83461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southside <br> Bancshares, Inc.<br>| 9309 | &nbsp;&nbsp; 274057 |
|  | SouthState Corp. | 47967 | &nbsp;&nbsp; 4517052 |
|  | SR Bancorp, Inc. | 714 | &nbsp;&nbsp; 9939 |
|  | State Street Corp. | 49944 | &nbsp;&nbsp; 5581242 |
|  | Stellar Bancorp, Inc. | 6481 | &nbsp;&nbsp; 191384 |
| \*†† | Sterling Bancorp, Inc. | 817 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stewart Information <br> Services Corp.<br>| 13510 | &nbsp;&nbsp; 877204 |
|  | Stifel Financial Corp. | 37403 | &nbsp;&nbsp; 4268430 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stock Yards Bancorp, <br> Inc.<br>| 10561 | &nbsp;&nbsp; $789540 |
| \* | StoneX Group, Inc. | 19037 | &nbsp;&nbsp; 1851158 |
|  | Summit State Bank | 922 | &nbsp;&nbsp; 11285 |
|  | SWK Holdings Corp. | 691 | &nbsp;&nbsp; 10289 |
|  | Synchrony Financial | 156719 | &nbsp;&nbsp; 10918613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Synovus Financial <br> Corp.<br>| 31059 | &nbsp;&nbsp; 1467227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; T. Rowe Price Group, <br> Inc.<br>| 68484 | &nbsp;&nbsp; 6947702 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Texas Capital <br> Bancshares, Inc.<br>| 15656 | &nbsp;&nbsp; 1314634 |
|  | TFS Financial Corp. | 44125 | &nbsp;&nbsp; 578479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Third Coast <br> Bancshares, Inc.<br>| 659 | &nbsp;&nbsp; 24811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Timberland Bancorp, <br> Inc.<br>| 618 | &nbsp;&nbsp; 19337 |
|  | Tiptree, Inc. | 18783 | &nbsp;&nbsp; 390311 |
| \* | Toast, Inc., Class A | 100209 | &nbsp;&nbsp; 4894208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tompkins Financial <br> Corp.<br>| 4792 | &nbsp;&nbsp; 309947 |
|  | Towne Bank | 31019 | &nbsp;&nbsp; 1086596 |
|  | TPG, Inc. | 23085 | &nbsp;&nbsp; 1317461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tradeweb Markets, <br> Inc., Class A<br>| 16600 | &nbsp;&nbsp; 2299930 |
|  | Travelers Cos., Inc. | 100675 | &nbsp;&nbsp; 26199662 |
|  | TriCo Bancshares | 8028 | &nbsp;&nbsp; 330111 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Triumph Financial, <br> Inc.<br>| 7191 | &nbsp;&nbsp; 407874 |
|  | Truist Financial Corp. | 189561 | &nbsp;&nbsp; 8285711 |
| \* | Trupanion, Inc. | 10726 | &nbsp;&nbsp; 508520 |
|  | TrustCo Bank Corp. | 5755 | &nbsp;&nbsp; 193138 |
|  | Trustmark Corp. | 41190 | &nbsp;&nbsp; 1534328 |
|  | U.S. Bancorp | 138421 | &nbsp;&nbsp; 6223408 |
|  | UMB Financial Corp. | 30421 | &nbsp;&nbsp; 3346006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Bankshares, <br> Inc.<br>| 304 | &nbsp;&nbsp; 8272 |
|  | United Bancorp, Inc. | 1200 | &nbsp;&nbsp; 16872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Bancshares, <br> Inc.<br>| 300 | &nbsp;&nbsp; 8805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Bankshares, <br> Inc.<br>| 61785 | &nbsp;&nbsp; 2194603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Community <br> Banks, Inc.<br>| 28404 | &nbsp;&nbsp; 866322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Fire Group, <br> Inc.<br>| 14283 | &nbsp;&nbsp; 379214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Security <br> Bancshares<br>| 442 | &nbsp;&nbsp; 3779 |
|  | Unity Bancorp, Inc. | 961 | &nbsp;&nbsp; 47195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Insurance <br> Holdings, Inc.<br>| 15356 | &nbsp;&nbsp; 363016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Univest Financial <br> Corp.<br>| 11777 | &nbsp;&nbsp; 339649 |
|  | Unum Group | 90874 | &nbsp;&nbsp; 6525662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; USCB Financial <br> Holdings, Inc.<br>| 1422 | &nbsp;&nbsp; 23662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valley National <br> Bancorp<br>| 134843 | &nbsp;&nbsp; 1249995 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Velocity Financial, <br> Inc.<br>| 574 | &nbsp;&nbsp; $9528 |
|  | Veritex Holdings, Inc. | 12612 | &nbsp;&nbsp; 400053 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Victory Capital <br> Holdings, Inc., <br> Class A<br>| 30993 | &nbsp;&nbsp; 2135728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virginia National <br> Bankshares Corp.<br>| 51 | &nbsp;&nbsp; 1880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virtu Financial, Inc., <br> Class A<br>| 40532 | &nbsp;&nbsp; 1789082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virtus Investment <br> Partners, Inc.<br>| 3569 | &nbsp;&nbsp; 689923 |
|  | Visa, Inc., Class A | 220203 | &nbsp;&nbsp; 76073530 |
|  | Voya Financial, Inc. | 47539 | &nbsp;&nbsp; 3327730 |
|  | W.R. Berkley Corp. | 79448 | &nbsp;&nbsp; 5466817 |
|  | WaFd, Inc. | 20545 | &nbsp;&nbsp; 597962 |
|  | Walker & Dunlop, Inc. | 13911 | &nbsp;&nbsp; 1043464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Washington Trust <br> Bancorp, Inc.<br>| 7092 | &nbsp;&nbsp; 191058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waterstone Financial, <br> Inc.<br>| 8901 | &nbsp;&nbsp; 118472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Webster Financial <br> Corp.<br>| 37019 | &nbsp;&nbsp; 2134145 |
|  | Wells Fargo & Co. | 284793 | &nbsp;&nbsp; 22962860 |
|  | WesBanco, Inc. | 61461 | &nbsp;&nbsp; 1851820 |
|  | West BanCorp, Inc. | 2186 | &nbsp;&nbsp; 39326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westamerica <br> BanCorp<br>| 6351 | &nbsp;&nbsp; 304213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Alliance <br> Bancorp<br>| 19963 | &nbsp;&nbsp; 1548330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western New England <br> Bancorp, Inc.<br>| 2300 | &nbsp;&nbsp; 24495 |
| # | Western Union Co. | 171816 | &nbsp;&nbsp; 1383119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westwood Holdings <br> Group, Inc.<br>| 1000 | &nbsp;&nbsp; 17480 |
| \* | WEX, Inc. | 16862 | &nbsp;&nbsp; 2861144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; White Mountains <br> Insurance Group <br> Ltd.<br>| 1380 | &nbsp;&nbsp; 2467164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Willis Towers Watson <br> PLC<br>| 29008 | &nbsp;&nbsp; 9161016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wintrust Financial <br> Corp.<br>| 14736 | &nbsp;&nbsp; 1885913 |
| # | WisdomTree, Inc. | 68656 | &nbsp;&nbsp; 911065 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; World Acceptance <br> Corp.<br>| 2607 | &nbsp;&nbsp; 410133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WSFS Financial <br> Corp.<br>| 20119 | &nbsp;&nbsp; 1103326 |
|  | WVS Financial Corp. | 100 | &nbsp;&nbsp; 1216 |
|  | Zions Bancorp NA | 35169 | &nbsp;&nbsp; 1885762 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp; 1461845806 |
| HEALTH CARE — (9.6%) | HEALTH CARE — (9.6%) | HEALTH CARE — (9.6%) | HEALTH CARE — (9.6%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; 10X Genomics, Inc., <br> Class A<br>| 16759 | &nbsp;&nbsp; 225409 |
|  | Abbott Laboratories | 109541 | &nbsp;&nbsp; 13822979 |
|  | AbbVie, Inc. | 257703 | &nbsp;&nbsp; 48711021 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| †† | Abiomed, Inc. | 5835 | &nbsp;&nbsp; $91084 |
| \* | AdaptHealth Corp. | 68669 | &nbsp;&nbsp; 615961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agilent Technologies, <br> Inc.<br>| 50093 | &nbsp;&nbsp; 5751177 |
| \* | agilon health, Inc. | 78062 | &nbsp;&nbsp; 139731 |
| †† | Albireo Pharma, Inc. | 3349 | &nbsp;&nbsp; 20596 |
| \* | Align Technology, Inc. | 15922 | &nbsp;&nbsp; 2054097 |
| \* | Alkermes PLC | 29596 | &nbsp;&nbsp; 783998 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alnylam <br> Pharmaceuticals, <br> Inc.<br>| 9192 | &nbsp;&nbsp; 3605470 |
| \* | Amedisys, Inc. | 2407 | &nbsp;&nbsp; 237330 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Shared <br> Hospital Services<br>| 603 | &nbsp;&nbsp; 1520 |
|  | Amgen, Inc. | 87500 | &nbsp;&nbsp; 25821250 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AMN Healthcare <br> Services, Inc.<br>| 21352 | &nbsp;&nbsp; 391596 |
| \* | AngioDynamics, Inc. | 20215 | &nbsp;&nbsp; 179105 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ANI Pharmaceuticals, <br> Inc.<br>| 589 | &nbsp;&nbsp; 37313 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anika Therapeutics, <br> Inc.<br>| 5680 | &nbsp;&nbsp; 46888 |
| \* | Artivion, Inc. | 2384 | &nbsp;&nbsp; 73689 |
| \* | Astrana Health, Inc. | 16845 | &nbsp;&nbsp; 401922 |
| \* | AtriCure, Inc. | 14933 | &nbsp;&nbsp; 524148 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aura Biosciences, <br> Inc.<br>| 2240 | &nbsp;&nbsp; 15434 |
| \* | Avanos Medical, Inc. | 12200 | &nbsp;&nbsp; 136274 |
| \* | Avantor, Inc. | 233272 | &nbsp;&nbsp; 3135176 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aveanna Healthcare <br> Holdings, Inc.<br>| 2189 | &nbsp;&nbsp; 8690 |
| \* | Axogen, Inc. | 9935 | &nbsp;&nbsp; 130049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Becton Dickinson & <br> Co.<br>| 30113 | &nbsp;&nbsp; 5367642 |
| \* | Biogen, Inc. | 25719 | &nbsp;&nbsp; 3292032 |
| #\* | BioLife Solutions, Inc. | 9105 | &nbsp;&nbsp; 193572 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BioMarin <br> Pharmaceutical, <br> Inc.<br>| 53134 | &nbsp;&nbsp; 3073802 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bio-Rad Laboratories, <br> Inc., Class A<br>| 6766 | &nbsp;&nbsp; 1637034 |
| \* | Biote Corp., Class A | 13313 | &nbsp;&nbsp; 54184 |
|  | Bio-Techne Corp. | 47196 | &nbsp;&nbsp; 2583037 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Scientific <br> Corp.<br>| 127190 | &nbsp;&nbsp; 13344775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bristol-Myers Squibb <br> Co.<br>| 527169 | &nbsp;&nbsp; 22831689 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brookdale Senior <br> Living, Inc.<br>| 46178 | &nbsp;&nbsp; 357880 |
|  | Bruker Corp. | 59270 | &nbsp;&nbsp; 2277746 |
|  | Cardinal Health, Inc. | 63999 | &nbsp;&nbsp; 9933925 |
| \* | CareDx, Inc. | 11257 | &nbsp;&nbsp; 138292 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Castle Biosciences, <br> Inc.<br>| 13600 | &nbsp;&nbsp; 206040 |
|  | Cencora, Inc. | 49655 | &nbsp;&nbsp; 14205302 |
| \* | Centene Corp. | 142712 | &nbsp;&nbsp; 3720502 |
| \* | Certara, Inc. | 83543 | &nbsp;&nbsp; 822063 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Champions Oncology, <br> Inc.<br>| 1220 | &nbsp;&nbsp; $7710 |
|  | Chemed Corp. | 2731 | &nbsp;&nbsp; 1125991 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Chinook Therapeutics, <br> Inc.<br>| 11306 | &nbsp;&nbsp; 0 |
|  | Cigna Group | 68560 | &nbsp;&nbsp; 18331573 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Community Health <br> Systems, Inc.<br>| 6196 | &nbsp;&nbsp; 16110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concentra Group <br> Holdings Parent, <br> Inc.<br>| 13614 | &nbsp;&nbsp; 271872 |
|  | CONMED Corp. | 10283 | &nbsp;&nbsp; 525975 |
| \* | Cooper Cos., Inc. | 33062 | &nbsp;&nbsp; 2337153 |
| \* | CorVel Corp. | 17695 | &nbsp;&nbsp; 1567777 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coya Therapeutics, <br> Inc.<br>| 195 | &nbsp;&nbsp; 1160 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cross Country <br> Healthcare, Inc.<br>| 23224 | &nbsp;&nbsp; 312363 |
| \* | CryoPort, Inc. | 19005 | &nbsp;&nbsp; 139307 |
|  | CVS Health Corp. | 163259 | &nbsp;&nbsp; 10138384 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cytek Biosciences, <br> Inc.<br>| 43008 | &nbsp;&nbsp; 154829 |
|  | Danaher Corp. | 57877 | &nbsp;&nbsp; 11411029 |
| \* | DaVita, Inc. | 21110 | &nbsp;&nbsp; 2963211 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Definitive Healthcare <br> Corp.<br>| 38735 | &nbsp;&nbsp; 151067 |
|  | Dentsply Sirona, Inc. | 75481 | &nbsp;&nbsp; 1080133 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Design Therapeutics, <br> Inc.<br>| 2193 | &nbsp;&nbsp; 8487 |
| \* | Dexcom, Inc. | 55536 | &nbsp;&nbsp; 4485643 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Doximity, Inc., <br> Class A<br>| 62922 | &nbsp;&nbsp; 3696667 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dynavax Technologies <br> Corp.<br>| 19778 | &nbsp;&nbsp; 217162 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Edwards Lifesciences <br> Corp.<br>| 88415 | &nbsp;&nbsp; 7012194 |
| \* | Electromed, Inc. | 2300 | &nbsp;&nbsp; 41883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eledon <br> Pharmaceuticals, <br> Inc.<br>| 3722 | &nbsp;&nbsp; 11724 |
|  | Elevance Health, Inc. | 56252 | &nbsp;&nbsp; 15923816 |
|  | Eli Lilly & Co. | 111619 | &nbsp;&nbsp; 82605873 |
|  | Embecta Corp. | 15701 | &nbsp;&nbsp; 159522 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Emergent <br> BioSolutions, Inc.<br>| 9237 | &nbsp;&nbsp; 54314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Encompass Health <br> Corp.<br>| 21885 | &nbsp;&nbsp; 2409757 |
| \* | Enhabit, Inc. | 12300 | &nbsp;&nbsp; 82656 |
| \* | Enovis Corp. | 4140 | &nbsp;&nbsp; 110952 |
|  | Ensign Group, Inc. | 3764 | &nbsp;&nbsp; 564600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Envista Holdings <br> Corp.<br>| 69192 | &nbsp;&nbsp; 1307037 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Evolent Health, Inc., <br> Class A<br>| 44287 | &nbsp;&nbsp; 445084 |
| \* | Exact Sciences Corp. | 54662 | &nbsp;&nbsp; 2566381 |
| \* | Exagen, Inc. | 755 | &nbsp;&nbsp; 6342 |
| \* | FONAR Corp. | 776 | &nbsp;&nbsp; 12113 |
| \* | Forian, Inc. | 487 | &nbsp;&nbsp; 974 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Fortrea Holdings, Inc. | 26676 | &nbsp;&nbsp; $153120 |
| \* | Fulgent Genetics, Inc. | 9606 | &nbsp;&nbsp; 165031 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GE HealthCare <br> Technologies, Inc.<br>| 83724 | &nbsp;&nbsp; 5971196 |
|  | Gilead Sciences, Inc. | 255081 | &nbsp;&nbsp; 28643045 |
| \* | Glaukos Corp. | 5220 | &nbsp;&nbsp; 449390 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Globus Medical, Inc., <br> Class A<br>| 38432 | &nbsp;&nbsp; 2022676 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoodRx Holdings, <br> Inc., Class A<br>| 47924 | &nbsp;&nbsp; 229556 |
| #\* | GRAIL, Inc. | 3414 | &nbsp;&nbsp; 116793 |
| \* | Haemonetics Corp. | 9557 | &nbsp;&nbsp; 707600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Halozyme <br> Therapeutics, Inc.<br>| 15073 | &nbsp;&nbsp; 903928 |
|  | HCA Healthcare, Inc. | 12611 | &nbsp;&nbsp; 4464168 |
| \* | Health Catalyst, Inc. | 37632 | &nbsp;&nbsp; 137357 |
| \* | HealthEquity, Inc. | 28074 | &nbsp;&nbsp; 2723178 |
|  | HealthStream, Inc. | 14850 | &nbsp;&nbsp; 388476 |
| \* | Henry Schein, Inc. | 50583 | &nbsp;&nbsp; 3421940 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hims & Hers Health, <br> Inc.<br>| 40757 | &nbsp;&nbsp; 2697298 |
| \* | Hologic, Inc. | 86284 | &nbsp;&nbsp; 5765497 |
|  | Humana, Inc. | 33772 | &nbsp;&nbsp; 8438610 |
| \* | ICON PLC | 29233 | &nbsp;&nbsp; 4945931 |
| \* | ICU Medical, Inc. | 8370 | &nbsp;&nbsp; 1074792 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IDEXX Laboratories, <br> Inc.<br>| 14239 | &nbsp;&nbsp; 7608040 |
| \* | Illumina, Inc. | 32161 | &nbsp;&nbsp; 3303256 |
| \* | Incyte Corp. | 67123 | &nbsp;&nbsp; 5026841 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; InfuSystem Holdings, <br> Inc.<br>| 2116 | &nbsp;&nbsp; 11850 |
| \* | Inogen, Inc. | 5653 | &nbsp;&nbsp; 35670 |
| \* | Insmed, Inc. | 20990 | &nbsp;&nbsp; 2251807 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Inspire Medical <br> Systems, Inc.<br>| 6870 | &nbsp;&nbsp; 855590 |
| \* | Insulet Corp. | 19464 | &nbsp;&nbsp; 5613418 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integer Holdings <br> Corp.<br>| 13826 | &nbsp;&nbsp; 1500259 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integra LifeSciences <br> Holdings Corp.<br>| 18636 | &nbsp;&nbsp; 244877 |
| \* | Intuitive Surgical, Inc. | 21491 | &nbsp;&nbsp; 10339105 |
| \* | IQVIA Holdings, Inc. | 52408 | &nbsp;&nbsp; 9740551 |
|  | iRadimed Corp. | 1652 | &nbsp;&nbsp; 96378 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jazz Pharmaceuticals <br> PLC<br>| 991 | &nbsp;&nbsp; 113598 |
|  | Johnson & Johnson | 407036 | &nbsp;&nbsp; 67055111 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kewaunee Scientific <br> Corp.<br>| 2477 | &nbsp;&nbsp; 137077 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kymera Therapeutics, <br> Inc.<br>| 2093 | &nbsp;&nbsp; 91569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Labcorp Holdings, <br> Inc.<br>| 17811 | &nbsp;&nbsp; 4632285 |
| \* | Lantern Pharma, Inc. | 2216 | &nbsp;&nbsp; 9839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LeMaitre Vascular, <br> Inc.<br>| 6941 | &nbsp;&nbsp; 563887 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LifeStance Health <br> Group, Inc.<br>| 88960 | &nbsp;&nbsp; 354061 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lisata Therapeutics, <br> Inc.<br>| 1157 | &nbsp;&nbsp; $2869 |
| \* | LivaNova PLC | 13700 | &nbsp;&nbsp; 578003 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Maravai LifeSciences <br> Holdings, Inc., <br> Class A<br>| 52971 | &nbsp;&nbsp; 123952 |
| #\* | Masimo Corp. | 4100 | &nbsp;&nbsp; 630539 |
| \* | MaxCyte, Inc. | 20830 | &nbsp;&nbsp; 42910 |
|  | McKesson Corp. | 22124 | &nbsp;&nbsp; 15343879 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Medpace Holdings, <br> Inc.<br>| 10625 | &nbsp;&nbsp; 4539000 |
|  | Medtronic PLC | 164237 | &nbsp;&nbsp; 14820747 |
|  | Merck & Co., Inc. | 224347 | &nbsp;&nbsp; 17525988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Merit Medical <br> Systems, Inc.<br>| 18161 | &nbsp;&nbsp; 1541142 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Merrimack <br> Pharmaceuticals, <br> Inc.<br>| 2200 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mesa Laboratories, <br> Inc.<br>| 1010 | &nbsp;&nbsp; 77245 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mettler-Toledo <br> International, Inc.<br>| 3528 | &nbsp;&nbsp; 4352423 |
| \* | MiMedx Group, Inc. | 48100 | &nbsp;&nbsp; 345839 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Mirati Therapeutics, <br> Inc.<br>| 8088 | &nbsp;&nbsp; 24830 |
| #\* | Moderna, Inc. | 99759 | &nbsp;&nbsp; 2948876 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Molina Healthcare, <br> Inc.<br>| 32531 | &nbsp;&nbsp; 5135669 |
| \* | Mural Oncology PLC | 5110 | &nbsp;&nbsp; 11498 |
| \* | Myriad Genetics, Inc. | 50735 | &nbsp;&nbsp; 194822 |
| \* | Natera, Inc. | 25177 | &nbsp;&nbsp; 3365158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National HealthCare <br> Corp.<br>| 4105 | &nbsp;&nbsp; 394203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Research <br> Corp.<br>| 4399 | &nbsp;&nbsp; 54988 |
| \* | NeoGenomics, Inc. | 54380 | &nbsp;&nbsp; 263199 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Niagen Bioscience, <br> Inc.<br>| 3862 | &nbsp;&nbsp; 36110 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. (OABI <br> UQ)<br>| 65816 | &nbsp;&nbsp; 125709 |
| \* | Omnicell, Inc. | 23182 | &nbsp;&nbsp; 718874 |
| \* | OptimizeRx Corp. | 4481 | &nbsp;&nbsp; 56550 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Option Care Health, <br> Inc.<br>| 49144 | &nbsp;&nbsp; 1442376 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orchestra BioMed <br> Holdings, Inc.<br>| 3893 | &nbsp;&nbsp; 11913 |
|  | Organon & Co. | 82044 | &nbsp;&nbsp; 795827 |
| \* | Orthofix Medical, Inc. | 120 | &nbsp;&nbsp; 1325 |
| \* | Owens & Minor, Inc. | 39920 | &nbsp;&nbsp; 276646 |
| #\*†† | PDL BioPharma, Inc. | 17391 | &nbsp;&nbsp; 7304 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pediatrix Medical <br> Group, Inc.<br>| 35058 | &nbsp;&nbsp; 429461 |
| \* | Pennant Group, Inc. | 7526 | &nbsp;&nbsp; 166851 |
| \* | Penumbra, Inc. | 4568 | &nbsp;&nbsp; 1152369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Performant <br> Healthcare, Inc.<br>| 4894 | &nbsp;&nbsp; 17374 |
|  | Perrigo Co. PLC | 33259 | &nbsp;&nbsp; 887018 |
| #\* | Personalis, Inc. | 10588 | &nbsp;&nbsp; 58022 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Pfizer, Inc. | 492931 | &nbsp;&nbsp; $11480363 |
| \* | Phreesia, Inc. | 4923 | &nbsp;&nbsp; 132724 |
| # | Premier, Inc., Class A | 53836 | &nbsp;&nbsp; 1156397 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Prestige Consumer <br> Healthcare, Inc.<br>| 4746 | &nbsp;&nbsp; 350967 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Privia Health Group, <br> Inc.<br>| 37755 | &nbsp;&nbsp; 736978 |
| \* | Pro-Dex, Inc. | 1452 | &nbsp;&nbsp; 72673 |
| \* | Progyny, Inc. | 34674 | &nbsp;&nbsp; 815186 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Protara Therapeutics, <br> Inc.<br>| 4068 | &nbsp;&nbsp; 12611 |
| \* | Quanterix Corp. | 19606 | &nbsp;&nbsp; 116460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quest Diagnostics, <br> Inc.<br>| 14772 | &nbsp;&nbsp; 2472981 |
| \* | QuidelOrtho Corp. | 7502 | &nbsp;&nbsp; 172696 |
| \* | RadNet, Inc. | 20288 | &nbsp;&nbsp; 1110362 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rafael Holdings, Inc., <br> Class B<br>| 781 | &nbsp;&nbsp; 1320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regeneron <br> Pharmaceuticals, <br> Inc.<br>| 12687 | &nbsp;&nbsp; 6920251 |
| \* | Repligen Corp. | 19422 | &nbsp;&nbsp; 2273734 |
| # | ResMed, Inc. | 34828 | &nbsp;&nbsp; 9471126 |
| # | Revvity, Inc. | 39821 | &nbsp;&nbsp; 3500266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Royalty Pharma PLC, <br> Class A<br>| 59886 | &nbsp;&nbsp; 2203805 |
| \* | Schrodinger, Inc. | 17742 | &nbsp;&nbsp; 360695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Select Medical <br> Holdings Corp.<br>| 26511 | &nbsp;&nbsp; 392098 |
| #\* | Semler Scientific, Inc. | 1424 | &nbsp;&nbsp; 51050 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sensus Healthcare, <br> Inc.<br>| 2529 | &nbsp;&nbsp; 14137 |
| \* | Sight Sciences, Inc. | 1259 | &nbsp;&nbsp; 4192 |
|  | Simulations Plus, Inc. | 4415 | &nbsp;&nbsp; 57483 |
| \* | Solventum Corp. | 5592 | &nbsp;&nbsp; 399045 |
| \* | Sotera Health Co. | 22457 | &nbsp;&nbsp; 258031 |
| \* | STAAR Surgical Co. | 5882 | &nbsp;&nbsp; 105376 |
|  | STERIS PLC | 14225 | &nbsp;&nbsp; 3221820 |
|  | Stryker Corp. | 29392 | &nbsp;&nbsp; 11543120 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Summit Therapeutics, <br> Inc.<br>| 17104 | &nbsp;&nbsp; 451032 |
| \* | Talkspace, Inc. | 39092 | &nbsp;&nbsp; 94994 |
| \* | Teladoc Health, Inc. | 71273 | &nbsp;&nbsp; 513878 |
|  | Teleflex, Inc. | 11518 | &nbsp;&nbsp; 1376401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tenet Healthcare <br> Corp.<br>| 14882 | &nbsp;&nbsp; 2400169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thermo Fisher <br> Scientific, Inc.<br>| 26995 | &nbsp;&nbsp; 12625022 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; Third Harmonic Bio, <br> Inc.<br>| 903 | &nbsp;&nbsp; 4854 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TransMedics Group, <br> Inc.<br>| 3274 | &nbsp;&nbsp; 389508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Treace Medical <br> Concepts, Inc.<br>| 3814 | &nbsp;&nbsp; 20481 |
| \* | TruBridge, Inc. | 7089 | &nbsp;&nbsp; 147593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Physical <br> Therapy, Inc.<br>| 3407 | &nbsp;&nbsp; 249222 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UnitedHealth Group, <br> Inc.<br>| 147569 | &nbsp;&nbsp; $36827320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Health <br> Services, Inc., <br> Class B<br>| 10663 | &nbsp;&nbsp; 1774856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Utah Medical <br> Products, Inc.<br>| 407 | &nbsp;&nbsp; 22629 |
| \* | Varex Imaging Corp. | 14775 | &nbsp;&nbsp; 107562 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Veeva Systems, Inc., <br> Class A<br>| 30492 | &nbsp;&nbsp; 8665826 |
| \* | Veracyte, Inc. | 41340 | &nbsp;&nbsp; 971903 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vertex <br> Pharmaceuticals, <br> Inc.<br>| 26492 | &nbsp;&nbsp; 12103400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vicarious Surgical, <br> Inc., Class A<br>| 1311 | &nbsp;&nbsp; 11615 |
| \* | Waters Corp. | 17328 | &nbsp;&nbsp; 5003633 |
| \* | XOMA Royalty Corp. | 586 | &nbsp;&nbsp; 14580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zimmer Biomet <br> Holdings, Inc.<br>| 54328 | &nbsp;&nbsp; 4979161 |
| \* | Zimvie, Inc. | 8156 | &nbsp;&nbsp; 153251 |
|  | Zoetis, Inc. | 35806 | &nbsp;&nbsp; 5220157 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp; 788303402 |
| INDUSTRIALS — (12.9%) | INDUSTRIALS — (12.9%) | INDUSTRIALS — (12.9%) | INDUSTRIALS — (12.9%) |
|  | 3M Co. | 46849 | &nbsp;&nbsp; 6990808 |
|  | A.O. Smith Corp. | 36485 | &nbsp;&nbsp; 2582773 |
| # | AAON, Inc. | 25528 | &nbsp;&nbsp; 2131588 |
| \* | AAR Corp. | 12924 | &nbsp;&nbsp; 965552 |
|  | ABM Industries, Inc. | 38932 | &nbsp;&nbsp; 1795933 |
|  | ACCO Brands Corp. | 60624 | &nbsp;&nbsp; 227340 |
|  | Acme United Corp. | 500 | &nbsp;&nbsp; 20090 |
|  | Acuity, Inc. | 9944 | &nbsp;&nbsp; 3096064 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACV Auctions, Inc., <br> Class A<br>| 35590 | &nbsp;&nbsp; 505734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Drainage <br> Systems, Inc.<br>| 14676 | &nbsp;&nbsp; 1684071 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aebi Schmidt Holding <br> AG<br>| 9518 | &nbsp;&nbsp; 98035 |
| # | AECOM | 68108 | &nbsp;&nbsp; 7678496 |
| \* | AeroVironment, Inc. | 7310 | &nbsp;&nbsp; 1956448 |
| \* | AerSale Corp. | 2003 | &nbsp;&nbsp; 12098 |
|  | AGCO Corp. | 34492 | &nbsp;&nbsp; 4069021 |
| \* | Air Industries Group | 2099 | &nbsp;&nbsp; 7263 |
|  | Air Lease Corp. | 78701 | &nbsp;&nbsp; 4360035 |
|  | Alamo Group, Inc. | 4755 | &nbsp;&nbsp; 1058368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albany International <br> Corp., Class A<br>| 9939 | &nbsp;&nbsp; 538594 |
|  | Alight, Inc., Class A | 135339 | &nbsp;&nbsp; 725417 |
|  | Allegion PLC | 29714 | &nbsp;&nbsp; 4930147 |
|  | Allient, Inc. | 4558 | &nbsp;&nbsp; 183733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allison Transmission <br> Holdings, Inc.<br>| 27843 | &nbsp;&nbsp; 2507819 |
| \* | Alpha Pro Tech Ltd. | 1109 | &nbsp;&nbsp; 5390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alta Equipment <br> Group, Inc.<br>| 6300 | &nbsp;&nbsp; 48888 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amentum Holdings, <br> Inc.<br>| 49866 | &nbsp;&nbsp; $1245154 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ameresco, Inc., <br> Class A<br>| 6493 | &nbsp;&nbsp; 109862 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American <br> Superconductor <br> Corp.<br>| 7237 | &nbsp;&nbsp; 411423 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Woodmark <br> Corp.<br>| 4726 | &nbsp;&nbsp; 248635 |
|  | AMETEK, Inc. | 40434 | &nbsp;&nbsp; 7474225 |
| \* | API Group Corp. | 149730 | &nbsp;&nbsp; 5400761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apogee Enterprises, <br> Inc.<br>| 7743 | &nbsp;&nbsp; 325129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Applied Industrial <br> Technologies, Inc.<br>| 13457 | &nbsp;&nbsp; 3653575 |
|  | ArcBest Corp. | 5324 | &nbsp;&nbsp; 389344 |
|  | Arcosa, Inc. | 8448 | &nbsp;&nbsp; 725514 |
|  | Argan, Inc. | 6356 | &nbsp;&nbsp; 1557093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Armstrong World <br> Industries, Inc.<br>| 6878 | &nbsp;&nbsp; 1294233 |
|  | Astec Industries, Inc. | 9809 | &nbsp;&nbsp; 389025 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Astronics Corp. <br> (ATRO US)<br>| 8357 | &nbsp;&nbsp; 301855 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Astronics Corp. <br> (ATROB US), <br> Class B<br>| 988 | &nbsp;&nbsp; 35716 |
| \* | Asure Software, Inc. | 16620 | &nbsp;&nbsp; 161214 |
| \* | ATI, Inc. | 32780 | &nbsp;&nbsp; 2522093 |
|  | Atkore, Inc. | 13712 | &nbsp;&nbsp; 1056098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atmus Filtration <br> Technologies, Inc.<br>| 13398 | &nbsp;&nbsp; 521316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Automatic Data <br> Processing, Inc.<br>| 89749 | &nbsp;&nbsp; 27777315 |
|  | AZZ, Inc. | 6951 | &nbsp;&nbsp; 761135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barrett Business <br> Services, Inc.<br>| 16800 | &nbsp;&nbsp; 772296 |
| \* | BGSF, Inc. | 2055 | &nbsp;&nbsp; 12597 |
| \* | Blue Bird Corp. | 7351 | &nbsp;&nbsp; 329251 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BlueLinx Holdings, <br> Inc.<br>| 3822 | &nbsp;&nbsp; 280038 |
|  | Boise Cascade Co. | 13711 | &nbsp;&nbsp; 1149119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Booz Allen Hamilton <br> Holding Corp.<br>| 67032 | &nbsp;&nbsp; 7194545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bowman Consulting <br> Group Ltd.<br>| 562 | &nbsp;&nbsp; 19490 |
|  | Brady Corp., Class A | 13278 | &nbsp;&nbsp; 937028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BrightView Holdings, <br> Inc.<br>| 24550 | &nbsp;&nbsp; 391573 |
|  | Brink's Co. | 8720 | &nbsp;&nbsp; 761605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Broadridge Financial <br> Solutions, Inc.<br>| 25671 | &nbsp;&nbsp; 6353829 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Builders FirstSource, <br> Inc.<br>| 52646 | &nbsp;&nbsp; 6692886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BWX Technologies, <br> Inc.<br>| 19005 | &nbsp;&nbsp; 2887430 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Byrna Technologies, <br> Inc.<br>| 3684 | &nbsp;&nbsp; 81822 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CACI International, <br> Inc., Class A<br>| 10640 | &nbsp;&nbsp; $4900465 |
|  | Cadre Holdings, Inc. | 5404 | &nbsp;&nbsp; 178710 |
|  | Carlisle Cos., Inc. | 16022 | &nbsp;&nbsp; 5683164 |
|  | Carrier Global Corp. | 152496 | &nbsp;&nbsp; 10464276 |
|  | Caterpillar, Inc. | 81425 | &nbsp;&nbsp; 35665778 |
| \* | CBIZ, Inc. | 1065 | &nbsp;&nbsp; 65093 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CECO Environmental <br> Corp.<br>| 8369 | &nbsp;&nbsp; 376187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CH Robinson <br> Worldwide, Inc.<br>| 58147 | &nbsp;&nbsp; 6705512 |
| \* | Chart Industries, Inc. | 13393 | &nbsp;&nbsp; 2662930 |
| \* | Cimpress PLC | 8369 | &nbsp;&nbsp; 462889 |
|  | Cintas Corp. | 27637 | &nbsp;&nbsp; 6150614 |
|  | Civeo Corp. | 3841 | &nbsp;&nbsp; 95987 |
| \* | Clarivate PLC | 335599 | &nbsp;&nbsp; 1292056 |
| \* | Clean Harbors, Inc. | 1023 | &nbsp;&nbsp; 241234 |
|  | CNH Industrial NV | 623814 | &nbsp;&nbsp; 8084629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbus McKinnon <br> Corp.<br>| 12349 | &nbsp;&nbsp; 180913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Comfort Systems <br> USA, Inc.<br>| 12768 | &nbsp;&nbsp; 8979734 |
|  | Concentrix Corp. | 12177 | &nbsp;&nbsp; 632839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concrete Pumping <br> Holdings, Inc.<br>| 3180 | &nbsp;&nbsp; 21719 |
| \* | Conduent, Inc. | 126948 | &nbsp;&nbsp; 337682 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Construction Partners, <br> Inc., Class A<br>| 10874 | &nbsp;&nbsp; 1096643 |
| \* | Copart, Inc. | 126851 | &nbsp;&nbsp; 5750156 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Core & Main, Inc., <br> Class A<br>| 80137 | &nbsp;&nbsp; 5099919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Covenant Logistics <br> Group, Inc.<br>| 7938 | &nbsp;&nbsp; 191703 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; CPI Aerostructures, <br> Inc.<br>| 3057 | &nbsp;&nbsp; 10455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CRA International, <br> Inc.<br>| 4534 | &nbsp;&nbsp; 800976 |
|  | Crane Co. | 16188 | &nbsp;&nbsp; 3169125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSG Systems <br> International, Inc.<br>| 12997 | &nbsp;&nbsp; 811793 |
|  | CSW Industrials, Inc. | 2666 | &nbsp;&nbsp; 691774 |
|  | CSX Corp. | 132133 | &nbsp;&nbsp; 4696007 |
|  | Cummins, Inc. | 31867 | &nbsp;&nbsp; 11714947 |
|  | Curtiss-Wright Corp. | 11861 | &nbsp;&nbsp; 5814499 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Custom Truck One <br> Source, Inc.<br>| 4700 | &nbsp;&nbsp; 29093 |
| \* | Dayforce, Inc. | 69827 | &nbsp;&nbsp; 4026923 |
|  | Deere & Co. | 42641 | &nbsp;&nbsp; 22359661 |
|  | Deluxe Corp. | 14964 | &nbsp;&nbsp; 240920 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Distribution Solutions <br> Group, Inc.<br>| 5762 | &nbsp;&nbsp; 172687 |
| \* | DLH Holdings Corp. | 3807 | &nbsp;&nbsp; 21357 |
| \* | DNOW, Inc. | 50289 | &nbsp;&nbsp; 782497 |
|  | Donaldson Co., Inc. | 41807 | &nbsp;&nbsp; 3008850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Douglas Dynamics, <br> Inc.<br>| 9728 | &nbsp;&nbsp; 278221 |
|  | Dover Corp. | 25416 | &nbsp;&nbsp; 4603854 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Driven Brands <br> Holdings, Inc.<br>| 51740 | &nbsp;&nbsp; $874406 |
| \* | Ducommun, Inc. | 6150 | &nbsp;&nbsp; 559527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dun & Bradstreet <br> Holdings, Inc.<br>| 203069 | &nbsp;&nbsp; 1847928 |
| \* | DXP Enterprises, Inc. | 8736 | &nbsp;&nbsp; 989439 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dycom Industries, <br> Inc.<br>| 6688 | &nbsp;&nbsp; 1797801 |
|  | Eastern Co. | 406 | &nbsp;&nbsp; 9358 |
|  | Eaton Corp. PLC | 40786 | &nbsp;&nbsp; 15691190 |
|  | EMCOR Group, Inc. | 17726 | &nbsp;&nbsp; 11122888 |
|  | Emerson Electric Co. | 58637 | &nbsp;&nbsp; 8532270 |
| \* | Energy Recovery, Inc. | 16964 | &nbsp;&nbsp; 228166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enerpac Tool Group <br> Corp.<br>| 18237 | &nbsp;&nbsp; 702307 |
|  | EnerSys | 11142 | &nbsp;&nbsp; 1029187 |
|  | Ennis, Inc. | 9841 | &nbsp;&nbsp; 175170 |
|  | Enpro, Inc. | 7904 | &nbsp;&nbsp; 1678889 |
| \* | Enviri Corp. | 18453 | &nbsp;&nbsp; 166077 |
|  | Equifax, Inc. | 36753 | &nbsp;&nbsp; 8829173 |
|  | Esab Corp. | 17073 | &nbsp;&nbsp; 2290684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ESCO Technologies, <br> Inc.<br>| 10261 | &nbsp;&nbsp; 1987556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Espey Mfg. & <br> Electronics Corp.<br>| 1085 | &nbsp;&nbsp; 47740 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Everus Construction <br> Group, Inc.<br>| 17809 | &nbsp;&nbsp; 1322496 |
|  | EVI Industries, Inc. | 546 | &nbsp;&nbsp; 12170 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ExlService Holdings, <br> Inc.<br>| 54191 | &nbsp;&nbsp; 2353515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Expeditors <br> International of <br> Washington, Inc.<br>| 73596 | &nbsp;&nbsp; 8554799 |
| # | Exponent, Inc. | 19713 | &nbsp;&nbsp; 1359408 |
|  | Fastenal Co. | 233128 | &nbsp;&nbsp; 10754195 |
|  | Federal Signal Corp. | 20117 | &nbsp;&nbsp; 2546209 |
|  | FedEx Corp. | 37040 | &nbsp;&nbsp; 8278070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ferguson Enterprises, <br> Inc.<br>| 62919 | &nbsp;&nbsp; 14051700 |
| \* | First Advantage Corp. | 3204 | &nbsp;&nbsp; 55397 |
|  | Flowserve Corp. | 50725 | &nbsp;&nbsp; 2842629 |
| \* | Fluor Corp. | 96657 | &nbsp;&nbsp; 5487218 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forrester Research, <br> Inc.<br>| 6479 | &nbsp;&nbsp; 63105 |
|  | Fortive Corp. | 88757 | &nbsp;&nbsp; 4254123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fortune Brands <br> Innovations, Inc.<br>| 50482 | &nbsp;&nbsp; 2753288 |
| \* | Franklin Covey Co. | 1000 | &nbsp;&nbsp; 19710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Electric Co., <br> Inc.<br>| 15053 | &nbsp;&nbsp; 1414229 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FreightCar America, <br> Inc.<br>| 1380 | &nbsp;&nbsp; 14021 |
|  | FTAI Aviation Ltd. | 22983 | &nbsp;&nbsp; 3162691 |
| \* | FTI Consulting, Inc. | 19975 | &nbsp;&nbsp; 3322841 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gates Industrial Corp. <br> PLC<br>| 57234 | &nbsp;&nbsp; 1419403 |
|  | GATX Corp. | 14179 | &nbsp;&nbsp; 2164992 |
|  | GE Vernova, Inc. | 15933 | &nbsp;&nbsp; 10520401 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gencor Industries, <br> Inc.<br>| 1295 | &nbsp;&nbsp; $18881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Generac Holdings, <br> Inc.<br>| 19276 | &nbsp;&nbsp; 3752844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; General Dynamics <br> Corp.<br>| 36473 | &nbsp;&nbsp; 11365352 |
|  | General Electric Co. | 77199 | &nbsp;&nbsp; 20927105 |
|  | Genpact Ltd. | 65648 | &nbsp;&nbsp; 2891794 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gibraltar Industries, <br> Inc.<br>| 11471 | &nbsp;&nbsp; 757430 |
|  | Global Industrial Co. | 13866 | &nbsp;&nbsp; 472276 |
| \* | GMS, Inc. | 23585 | &nbsp;&nbsp; 2585859 |
|  | Gorman-Rupp Co. | 10775 | &nbsp;&nbsp; 443499 |
|  | Graco, Inc. | 50160 | &nbsp;&nbsp; 4212437 |
| \* | Graham Corp. | 890 | &nbsp;&nbsp; 50864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Granite Construction, <br> Inc.<br>| 10461 | &nbsp;&nbsp; 988251 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Great Lakes Dredge & <br> Dock Corp.<br>| 43551 | &nbsp;&nbsp; 482545 |
|  | Greenbrier Cos., Inc. | 14425 | &nbsp;&nbsp; 656338 |
|  | Griffon Corp. | 14568 | &nbsp;&nbsp; 1183941 |
| \* | GXO Logistics, Inc. | 42772 | &nbsp;&nbsp; 2126196 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hayward Holdings, <br> Inc.<br>| 72539 | &nbsp;&nbsp; 1115650 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Services <br> Group, Inc.<br>| 17115 | &nbsp;&nbsp; 222666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heartland Express, <br> Inc.<br>| 21648 | &nbsp;&nbsp; 169287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HEICO Corp. (HEI <br> US)<br>| 7495 | &nbsp;&nbsp; 2449366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HEICO Corp. (HEIA <br> US), Class A<br>| 11431 | &nbsp;&nbsp; 2950227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heidrick & Struggles <br> International, Inc.<br>| 16069 | &nbsp;&nbsp; 715553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helios Technologies, <br> Inc.<br>| 12985 | &nbsp;&nbsp; 476420 |
|  | Herc Holdings, Inc. | 13669 | &nbsp;&nbsp; 1596676 |
|  | Hexcel Corp. | 14470 | &nbsp;&nbsp; 866898 |
|  | Hillenbrand, Inc. | 30207 | &nbsp;&nbsp; 625587 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hillman Solutions <br> Corp.<br>| 76674 | &nbsp;&nbsp; 604958 |
|  | HireQuest, Inc. | 835 | &nbsp;&nbsp; 8542 |
|  | HNI Corp. | 12569 | &nbsp;&nbsp; 646549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honeywell <br> International, Inc.<br>| 64598 | &nbsp;&nbsp; 14363365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Howmet Aerospace, <br> Inc.<br>| 44416 | &nbsp;&nbsp; 7984664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hub Group, Inc., <br> Class A<br>| 25147 | &nbsp;&nbsp; 880648 |
|  | Hubbell, Inc. | 17212 | &nbsp;&nbsp; 7529906 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hudson Technologies, <br> Inc.<br>| 20363 | &nbsp;&nbsp; 191209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huntington Ingalls <br> Industries, Inc.<br>| 13194 | &nbsp;&nbsp; 3679279 |
| \* | Hurco Cos., Inc. | 600 | &nbsp;&nbsp; 11532 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Huron Consulting <br> Group, Inc.<br>| 14310 | &nbsp;&nbsp; 1890065 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Hyster-Yale, Inc. | 6410 | &nbsp;&nbsp; $269284 |
| \* | IBEX Holdings Ltd. | 2261 | &nbsp;&nbsp; 66858 |
|  | ICF International, Inc. | 11598 | &nbsp;&nbsp; 972956 |
| \* | Ideal Power, Inc. | 1218 | &nbsp;&nbsp; 5846 |
|  | IDEX Corp. | 19690 | &nbsp;&nbsp; 3219512 |
| #\* | IES Holdings, Inc. | 8832 | &nbsp;&nbsp; 3118314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Illinois Tool Works, <br> Inc.<br>| 51313 | &nbsp;&nbsp; 13134589 |
|  | Ingersoll Rand, Inc. | 57599 | &nbsp;&nbsp; 4874603 |
| \* | Innodata, Inc. | 2967 | &nbsp;&nbsp; 162888 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Innovative Solutions & <br> Support, Inc.<br>| 2956 | &nbsp;&nbsp; 45936 |
|  | Insperity, Inc. | 11743 | &nbsp;&nbsp; 699648 |
|  | Insteel Industries, Inc. | 6002 | &nbsp;&nbsp; 216672 |
|  | Interface, Inc. | 32941 | &nbsp;&nbsp; 679243 |
|  | ITT, Inc. | 17398 | &nbsp;&nbsp; 2956964 |
|  | Jacobs Solutions, Inc. | 53889 | &nbsp;&nbsp; 7645232 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Janus International <br> Group, Inc.<br>| 31465 | &nbsp;&nbsp; 269655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JB Hunt Transport <br> Services, Inc.<br>| 22305 | &nbsp;&nbsp; 3213035 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JELD-WEN Holding, <br> Inc.<br>| 23906 | &nbsp;&nbsp; 107577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Controls <br> International PLC<br>| 103866 | &nbsp;&nbsp; 10905930 |
| # | Kadant, Inc. | 3836 | &nbsp;&nbsp; 1276506 |
|  | KBR, Inc. | 82358 | &nbsp;&nbsp; 3849413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kelly Services, Inc., <br> Class A<br>| 25820 | &nbsp;&nbsp; 316295 |
|  | Kennametal, Inc. | 17998 | &nbsp;&nbsp; 445630 |
|  | Kforce, Inc. | 12033 | &nbsp;&nbsp; 419350 |
| \* | Kirby Corp. | 6080 | &nbsp;&nbsp; 579485 |
|  | Korn Ferry | 33969 | &nbsp;&nbsp; 2407383 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Kratos Defense & <br> Security Solutions, <br> Inc.<br>| 50196 | &nbsp;&nbsp; 2946505 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; L.B. Foster Co., <br> Class A<br>| 1777 | &nbsp;&nbsp; 41760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; L3Harris <br> Technologies, Inc.<br>| 37381 | &nbsp;&nbsp; 10273046 |
|  | Landstar System, Inc. | 18182 | &nbsp;&nbsp; 2424933 |
| \* | Legalzoom.com, Inc. | 65106 | &nbsp;&nbsp; 585303 |
|  | Leidos Holdings, Inc. | 58683 | &nbsp;&nbsp; 9368741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lennox International, <br> Inc.<br>| 6175 | &nbsp;&nbsp; 3760575 |
|  | Leonardo DRS, Inc. | 43788 | &nbsp;&nbsp; 1821581 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Limbach Holdings, <br> Inc.<br>| 5502 | &nbsp;&nbsp; 753774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln Electric <br> Holdings, Inc.<br>| 11675 | &nbsp;&nbsp; 2842862 |
|  | Lindsay Corp. | 4477 | &nbsp;&nbsp; 611155 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liquidity Services, <br> Inc.<br>| 12769 | &nbsp;&nbsp; 304924 |
| \* | Loar Holdings, Inc. | 2960 | &nbsp;&nbsp; 218774 |
|  | LSI Industries, Inc. | 11378 | &nbsp;&nbsp; 208217 |
|  | Luxfer Holdings PLC | 2637 | &nbsp;&nbsp; 31697 |
| \* | Lyft, Inc., Class A | 113815 | &nbsp;&nbsp; 1600239 |
| \* | Manitowoc Co., Inc. | 19017 | &nbsp;&nbsp; 242467 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | ManpowerGroup, Inc. | 28144 | &nbsp;&nbsp; $1160940 |
|  | Marten Transport Ltd. | 18264 | &nbsp;&nbsp; 222090 |
|  | Masco Corp. | 60201 | &nbsp;&nbsp; 4101494 |
| \* | MasTec, Inc. | 25388 | &nbsp;&nbsp; 4803663 |
| \* | Mastech Digital, Inc. | 667 | &nbsp;&nbsp; 4816 |
| \* | Masterbrand, Inc. | 30355 | &nbsp;&nbsp; 334816 |
| \* | Matrix Service Co. | 11781 | &nbsp;&nbsp; 180014 |
|  | Maximus, Inc. | 34201 | &nbsp;&nbsp; 2526086 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mayville Engineering <br> Co., Inc.<br>| 3376 | &nbsp;&nbsp; 56616 |
|  | McGrath RentCorp | 11724 | &nbsp;&nbsp; 1463038 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mercury Systems, <br> Inc.<br>| 21623 | &nbsp;&nbsp; 1137154 |
| \* | Middleby Corp. | 22960 | &nbsp;&nbsp; 3333792 |
|  | Miller Industries, Inc. | 3803 | &nbsp;&nbsp; 154972 |
|  | MillerKnoll, Inc. | 28960 | &nbsp;&nbsp; 549661 |
| \* | Mistras Group, Inc. | 7899 | &nbsp;&nbsp; 62718 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mobile Infrastructure <br> Corp.<br>| 2836 | &nbsp;&nbsp; 10436 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Montrose <br> Environmental <br> Group, Inc.<br>| 11869 | &nbsp;&nbsp; 269308 |
|  | Moog, Inc., Class A | 9335 | &nbsp;&nbsp; 1807069 |
| \* | MRC Global, Inc. | 41573 | &nbsp;&nbsp; 610292 |
|  | MSA Safety, Inc. | 13202 | &nbsp;&nbsp; 2348240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MSC Industrial Direct <br> Co., Inc., Class A<br>| 24596 | &nbsp;&nbsp; 2130506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mueller Industries, <br> Inc.<br>| 21548 | &nbsp;&nbsp; 1839553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mueller Water <br> Products, Inc., <br> Class A<br>| 29792 | &nbsp;&nbsp; 737650 |
| \* | MYR Group, Inc. | 7133 | &nbsp;&nbsp; 1380236 |
| \* | Nephros, Inc. | 3337 | &nbsp;&nbsp; 11846 |
| \* | Net Power, Inc. | 4038 | &nbsp;&nbsp; 11629 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NEXTracker, Inc., <br> Class A<br>| 85500 | &nbsp;&nbsp; 4981230 |
|  | NL Industries, Inc. | 3400 | &nbsp;&nbsp; 20978 |
| \* | NN, Inc. | 3823 | &nbsp;&nbsp; 7455 |
|  | Nordson Corp. | 19567 | &nbsp;&nbsp; 4191447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northrop Grumman <br> Corp.<br>| 23199 | &nbsp;&nbsp; 13376775 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NPK International, <br> Inc.<br>| 88168 | &nbsp;&nbsp; 795275 |
| \* | NV5 Global, Inc. | 27400 | &nbsp;&nbsp; 615130 |
|  | nVent Electric PLC | 50940 | &nbsp;&nbsp; 3994715 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NWPX Infrastructure, <br> Inc.<br>| 1100 | &nbsp;&nbsp; 45958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Dominion Freight <br> Line, Inc.<br>| 21807 | &nbsp;&nbsp; 3254695 |
|  | Omega Flex, Inc. | 4891 | &nbsp;&nbsp; 156023 |
| \* | OPENLANE, Inc. | 51154 | &nbsp;&nbsp; 1260435 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Optex Systems <br> Holdings, Inc.<br>| 711 | &nbsp;&nbsp; 8404 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orion Group Holdings, <br> Inc.<br>| 4256 | &nbsp;&nbsp; 31537 |
|  | Oshkosh Corp. | 24608 | &nbsp;&nbsp; 3113650 |
|  | Otis Worldwide Corp. | 57097 | &nbsp;&nbsp; 4892642 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Owens Corning | 1053 | &nbsp;&nbsp; $146820 |
|  | PACCAR, Inc. | 127644 | &nbsp;&nbsp; 12606121 |
| \* | PAMT Corp. | 6042 | &nbsp;&nbsp; 68456 |
|  | Park Aerospace Corp. | 14265 | &nbsp;&nbsp; 257055 |
|  | Parker-Hannifin Corp. | 5938 | &nbsp;&nbsp; 4346022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Park-Ohio Holdings <br> Corp.<br>| 3500 | &nbsp;&nbsp; 57400 |
| #\* | Parsons Corp. | 56697 | &nbsp;&nbsp; 4206917 |
|  | Paychex, Inc. | 100929 | &nbsp;&nbsp; 14567083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paycom Software, <br> Inc.<br>| 12208 | &nbsp;&nbsp; 2826640 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paylocity Holding <br> Corp.<br>| 23206 | &nbsp;&nbsp; 4290325 |
|  | Pentair PLC | 53787 | &nbsp;&nbsp; 5497031 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perma-Pipe <br> International <br> Holdings, Inc.<br>| 804 | &nbsp;&nbsp; 17817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pioneer Power <br> Solutions, Inc.<br>| 3818 | &nbsp;&nbsp; 11912 |
|  | Pitney Bowes, Inc. | 34383 | &nbsp;&nbsp; 390591 |
| \* | Planet Labs PBC | 160562 | &nbsp;&nbsp; 1003513 |
| # | Powell Industries, Inc. | 4248 | &nbsp;&nbsp; 1007201 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Power Solutions <br> International, Inc.<br>| 2037 | &nbsp;&nbsp; 190969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Preformed Line <br> Products Co.<br>| 1786 | &nbsp;&nbsp; 275633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primoris Services <br> Corp.<br>| 25253 | &nbsp;&nbsp; 2378075 |
| \* | Proto Labs, Inc. | 12400 | &nbsp;&nbsp; 534688 |
|  | Quad/Graphics, Inc. | 7409 | &nbsp;&nbsp; 39490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quanex Building <br> Products Corp.<br>| 3969 | &nbsp;&nbsp; 77316 |
|  | Quanta Services, Inc. | 12053 | &nbsp;&nbsp; 4895085 |
| \* | Radiant Logistics, Inc. | 10535 | &nbsp;&nbsp; 62262 |
| \* | RBC Bearings, Inc. | 8762 | &nbsp;&nbsp; 3393873 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RCM Technologies, <br> Inc.<br>| 4300 | &nbsp;&nbsp; 103673 |
|  | Regal Rexnord Corp. | 11978 | &nbsp;&nbsp; 1831197 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Resideo Technologies, <br> Inc.<br>| 72923 | &nbsp;&nbsp; 1990798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Resources <br> Connection, Inc.<br>| 25615 | &nbsp;&nbsp; 129612 |
|  | REV Group, Inc. | 27233 | &nbsp;&nbsp; 1349395 |
|  | Robert Half, Inc. | 52513 | &nbsp;&nbsp; 1938255 |
| #\* | Rocket Lab Corp. | 45436 | &nbsp;&nbsp; 2086421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockwell Automation, <br> Inc.<br>| 26037 | &nbsp;&nbsp; 9157473 |
|  | Rollins, Inc. | 46343 | &nbsp;&nbsp; 2654064 |
|  | RTX Corp. | 167010 | &nbsp;&nbsp; 26315766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rush Enterprises, Inc. <br> (RUSHA US), <br> Class A<br>| 34148 | &nbsp;&nbsp; 1848773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rush Enterprises, Inc. <br> (RUSHB US), <br> Class B<br>| 9332 | &nbsp;&nbsp; 506821 |
| \* | RXO, Inc. | 13761 | &nbsp;&nbsp; 212607 |
|  | Ryder System, Inc. | 12008 | &nbsp;&nbsp; 2133942 |
| \* | Saia, Inc. | 3772 | &nbsp;&nbsp; 1140049 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schneider National, <br> Inc., Class B<br>| 24897 | &nbsp;&nbsp; $608732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Science Applications <br> International Corp.<br>| 32190 | &nbsp;&nbsp; 3588541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sensata Technologies <br> Holding PLC<br>| 36028 | &nbsp;&nbsp; 1108221 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shoals Technologies <br> Group, Inc., <br> Class A<br>| 51561 | &nbsp;&nbsp; 277914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simpson <br> Manufacturing Co., <br> Inc.<br>| 14508 | &nbsp;&nbsp; 2603170 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SiteOne Landscape <br> Supply, Inc.<br>| 13929 | &nbsp;&nbsp; 1919834 |
| \* | Skillsoft Corp. | 103 | &nbsp;&nbsp; 1469 |
|  | Snap-on, Inc. | 14497 | &nbsp;&nbsp; 4656291 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SPX Technologies, <br> Inc.<br>| 14335 | &nbsp;&nbsp; 2614561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SS&C Technologies <br> Holdings, Inc.<br>| 88272 | &nbsp;&nbsp; 7545491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standex International <br> Corp.<br>| 4182 | &nbsp;&nbsp; 688943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Black & <br> Decker, Inc.<br>| 45559 | &nbsp;&nbsp; 3082066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Steelcase, Inc., <br> Class A<br>| 38338 | &nbsp;&nbsp; 396032 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sterling Infrastructure, <br> Inc.<br>| 9785 | &nbsp;&nbsp; 2618368 |
| \* | Stratasys Ltd. | 17391 | &nbsp;&nbsp; 188345 |
| #\* | Sunrun, Inc. | 68635 | &nbsp;&nbsp; 704195 |
| #\* | Symbotic, Inc. | 8226 | &nbsp;&nbsp; 443793 |
| \* | TaskUS, Inc., Class A | 6019 | &nbsp;&nbsp; 102805 |
| \* | Taylor Devices, Inc. | 260 | &nbsp;&nbsp; 11726 |
| \* | Team, Inc. | 331 | &nbsp;&nbsp; 5438 |
| \* | TechPrecision Corp. | 3904 | &nbsp;&nbsp; 16787 |
|  | Tecnoglass, Inc. | 8735 | &nbsp;&nbsp; 681592 |
|  | Tennant Co. | 6351 | &nbsp;&nbsp; 524212 |
|  | Terex Corp. | 26702 | &nbsp;&nbsp; 1358064 |
|  | Tetra Tech, Inc. | 81819 | &nbsp;&nbsp; 3006030 |
|  | Textron, Inc. | 63236 | &nbsp;&nbsp; 4917864 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Thermon Group <br> Holdings, Inc.<br>| 15854 | &nbsp;&nbsp; 448351 |
|  | Timken Co. | 16646 | &nbsp;&nbsp; 1266594 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Titan International, <br> Inc.<br>| 19800 | &nbsp;&nbsp; 167508 |
| \* | Titan Machinery, Inc. | 12204 | &nbsp;&nbsp; 235781 |
|  | Toro Co. | 36446 | &nbsp;&nbsp; 2706116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trane Technologies <br> PLC<br>| 28702 | &nbsp;&nbsp; 12573772 |
| \* | Transcat, Inc. | 2388 | &nbsp;&nbsp; 182515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TransDigm Group, <br> Inc.<br>| 6038 | &nbsp;&nbsp; 9711881 |
|  | TransUnion | 81600 | &nbsp;&nbsp; 7767504 |
| \* | Trex Co., Inc. | 18825 | &nbsp;&nbsp; 1209318 |
|  | TriNet Group, Inc. | 15778 | &nbsp;&nbsp; 1069906 |
|  | Trinity Industries, Inc. | 46807 | &nbsp;&nbsp; 1090603 |
| \* | TrueBlue, Inc. | 26951 | &nbsp;&nbsp; 194586 |
| \* | TTEC Holdings, Inc. | 34998 | &nbsp;&nbsp; 174290 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Tutor Perini Corp. | 27914 | &nbsp;&nbsp; $1344059 |
|  | Twin Disc, Inc. | 3200 | &nbsp;&nbsp; 27680 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Uber Technologies, <br> Inc.<br>| 253492 | &nbsp;&nbsp; 22243923 |
|  | UFP Industries, Inc. | 21281 | &nbsp;&nbsp; 2085538 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. <br> (UHAL US)<br>| 9888 | &nbsp;&nbsp; 572120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. <br> (UHAL/B US)<br>| 76160 | &nbsp;&nbsp; 3960320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UL Solutions, Inc., <br> Class A<br>| 13386 | &nbsp;&nbsp; 978784 |
| \* | Ultralife Corp. | 1376 | &nbsp;&nbsp; 10967 |
|  | UniFirst Corp. | 3569 | &nbsp;&nbsp; 610406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Parcel Service, <br> Inc., Class B<br>| 65776 | &nbsp;&nbsp; 5667260 |
|  | United Rentals, Inc. | 22220 | &nbsp;&nbsp; 19618927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Logistics <br> Holdings, Inc.<br>| 7757 | &nbsp;&nbsp; 185625 |
| \* | Upwork, Inc. | 61455 | &nbsp;&nbsp; 735002 |
| \* | V2X, Inc. | 8132 | &nbsp;&nbsp; 385294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valmont Industries, <br> Inc.<br>| 4853 | &nbsp;&nbsp; 1766249 |
|  | Veralto Corp. | 47149 | &nbsp;&nbsp; 4942630 |
|  | Verisk Analytics, Inc. | 47467 | &nbsp;&nbsp; 13229528 |
| \* | Verra Mobility Corp. | 74744 | &nbsp;&nbsp; 1888033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vertiv Holdings Co., <br> Class A<br>| 60372 | &nbsp;&nbsp; 8790163 |
|  | Vestis Corp. | 30696 | &nbsp;&nbsp; 186018 |
| \* | Vicor Corp. | 3380 | &nbsp;&nbsp; 150207 |
|  | Virco Mfg. Corp. | 1602 | &nbsp;&nbsp; 12399 |
| \* | VirTra, Inc. | 3125 | &nbsp;&nbsp; 22156 |
| # | VSE Corp. | 7084 | &nbsp;&nbsp; 1108929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wabash National <br> Corp.<br>| 13445 | &nbsp;&nbsp; 133912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Watsco, Inc. (WSO <br> US)<br>| 11059 | &nbsp;&nbsp; 4986282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Watts Water <br> Technologies, Inc., <br> Class A<br>| 9849 | &nbsp;&nbsp; 2583590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WESCO International, <br> Inc.<br>| 28735 | &nbsp;&nbsp; 5946996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westinghouse Air <br> Brake Technologies <br> Corp.<br>| 35139 | &nbsp;&nbsp; 6748445 |
| \* | Willdan Group, Inc. | 5179 | &nbsp;&nbsp; 441769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Willis Lease Finance <br> Corp.<br>| 4099 | &nbsp;&nbsp; 580336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WillScot Holdings <br> Corp.<br>| 93246 | &nbsp;&nbsp; 2736770 |
|  | Woodward, Inc. | 16317 | &nbsp;&nbsp; 4194774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worthington <br> Enterprises, Inc.<br>| 8300 | &nbsp;&nbsp; 514351 |
|  | WW Grainger, Inc. | 10298 | &nbsp;&nbsp; 10705183 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xometry, Inc., <br> Class A<br>| 6805 | &nbsp;&nbsp; 220074 |
| \* | XPO, Inc. | 24638 | &nbsp;&nbsp; 2963705 |
|  | Xylem, Inc. | 38012 | &nbsp;&nbsp; 5497295 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zurn Elkay Water <br> Solutions Corp.<br>| 32016 | &nbsp;&nbsp; $1416708 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp; 1059238523 |
| INFORMATION TECHNOLOGY — (26.1%) | INFORMATION TECHNOLOGY — (26.1%) | INFORMATION TECHNOLOGY — (26.1%) | INFORMATION TECHNOLOGY — (26.1%) |
|  | A10 Networks, Inc. | 23192 | &nbsp;&nbsp; 427197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accenture PLC, <br> Class A<br>| 75290 | &nbsp;&nbsp; 20109959 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACCESS Newswire, <br> Inc.<br>| 1103 | &nbsp;&nbsp; 13071 |
| \* | ACI Worldwide, Inc. | 40380 | &nbsp;&nbsp; 1718573 |
|  | Adeia, Inc. | 43637 | &nbsp;&nbsp; 565099 |
| \* | Adobe, Inc. | 53251 | &nbsp;&nbsp; 19047350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Energy <br> Industries, Inc.<br>| 8783 | &nbsp;&nbsp; 1220134 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Micro <br> Devices, Inc.<br>| 130422 | &nbsp;&nbsp; 22994703 |
| \* | Agilysys, Inc. | 6275 | &nbsp;&nbsp; 715852 |
| \* | Airgain, Inc. | 1196 | &nbsp;&nbsp; 5334 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alarm.com Holdings, <br> Inc.<br>| 14108 | &nbsp;&nbsp; 770720 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alkami Technology, <br> Inc.<br>| 19008 | &nbsp;&nbsp; 423688 |
| \* | Ambarella, Inc. | 1946 | &nbsp;&nbsp; 128611 |
|  | Amdocs Ltd. | 35445 | &nbsp;&nbsp; 3025585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amphenol Corp., <br> Class A<br>| 96274 | &nbsp;&nbsp; 10254144 |
| \* | Amtech Systems, Inc. | 2892 | &nbsp;&nbsp; 13607 |
|  | Analog Devices, Inc. | 22305 | &nbsp;&nbsp; 5010372 |
| \* | Appfolio, Inc., Class A | 5650 | &nbsp;&nbsp; 1510697 |
|  | Apple, Inc. | 1989308 | &nbsp;&nbsp; 412920481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Applied Materials, <br> Inc.<br>| 98382 | &nbsp;&nbsp; 17714663 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AppLovin Corp., <br> Class A<br>| 50092 | &nbsp;&nbsp; 19570944 |
| \* | Arista Networks, Inc. | 91537 | &nbsp;&nbsp; 11279189 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arrow Electronics, <br> Inc.<br>| 24568 | &nbsp;&nbsp; 2849888 |
| \* | ASGN, Inc. | 18356 | &nbsp;&nbsp; 920370 |
| \* | AstroNova, Inc. | 663 | &nbsp;&nbsp; 7492 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlassian Corp., <br> Class A<br>| 10969 | &nbsp;&nbsp; 2103635 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Aurora Innovation, <br> Inc.<br>| 231463 | &nbsp;&nbsp; 1344800 |
| \* | Autodesk, Inc. | 40517 | &nbsp;&nbsp; 12281108 |
| \* | AvePoint, Inc. | 25788 | &nbsp;&nbsp; 492035 |
| \* | Aviat Networks, Inc. | 3288 | &nbsp;&nbsp; 71021 |
|  | Avnet, Inc. | 51732 | &nbsp;&nbsp; 2738692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Axcelis Technologies, <br> Inc.<br>| 5242 | &nbsp;&nbsp; 354831 |
|  | Badger Meter, Inc. | 4896 | &nbsp;&nbsp; 924169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bel Fuse, Inc. (BELFA <br> US), Class A<br>| 158 | &nbsp;&nbsp; 18096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bel Fuse, Inc. (BELFB <br> US), Class B<br>| 2606 | &nbsp;&nbsp; 338884 |
|  | Belden, Inc. | 8794 | &nbsp;&nbsp; 1087378 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Benchmark <br> Electronics, Inc.<br>| 15479 | &nbsp;&nbsp; $595942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bentley Systems, Inc., <br> Class B<br>| 77821 | &nbsp;&nbsp; 4512062 |
| \* | Bill Holdings, Inc. | 37513 | &nbsp;&nbsp; 1607432 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BK Technologies <br> Corp.<br>| 207 | &nbsp;&nbsp; 8040 |
| \* | Blackbaud, Inc. | 12890 | &nbsp;&nbsp; 869044 |
| #\* | BlackLine, Inc. | 13324 | &nbsp;&nbsp; 716565 |
| \* | Box, Inc., Class A | 43941 | &nbsp;&nbsp; 1410506 |
|  | Broadcom, Inc. | 485056 | &nbsp;&nbsp; 142460947 |
| \* | C3.ai, Inc., Class A | 36007 | &nbsp;&nbsp; 848325 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadence Design <br> Systems, Inc.<br>| 28691 | &nbsp;&nbsp; 10459878 |
| \* | Calix, Inc. | 11297 | &nbsp;&nbsp; 640427 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CCC Intelligent <br> Solutions Holdings, <br> Inc.<br>| 192370 | &nbsp;&nbsp; 1860218 |
|  | CDW Corp. | 35846 | &nbsp;&nbsp; 6250825 |
| \* | Cerence, Inc. | 21011 | &nbsp;&nbsp; 180695 |
| \* | CEVA, Inc. | 9381 | &nbsp;&nbsp; 200472 |
| \* | Ciena Corp. | 42877 | &nbsp;&nbsp; 3980701 |
| #\* | Cipher Mining, Inc. | 81388 | &nbsp;&nbsp; 444378 |
| \* | Cirrus Logic, Inc. | 16433 | &nbsp;&nbsp; 1654967 |
|  | Cisco Systems, Inc. | 538922 | &nbsp;&nbsp; 36689810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clear Secure, Inc., <br> Class A<br>| 25796 | &nbsp;&nbsp; 758660 |
| \* | Clearfield, Inc. | 2900 | &nbsp;&nbsp; 127049 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Clearwater Analytics <br> Holdings, Inc., <br> Class A<br>| 5371 | &nbsp;&nbsp; 108816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Climb Global <br> Solutions, Inc.<br>| 233 | &nbsp;&nbsp; 27494 |
|  | Cognex Corp. | 39957 | &nbsp;&nbsp; 1629047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cognizant Technology <br> Solutions Corp., <br> Class A<br>| 91418 | &nbsp;&nbsp; 6560156 |
| \* | Cohu, Inc. | 10806 | &nbsp;&nbsp; 192995 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Commvault Systems, <br> Inc.<br>| 6010 | &nbsp;&nbsp; 1141600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Comtech <br> Telecommunications <br> Corp.<br>| 5008 | &nbsp;&nbsp; 10867 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Consensus Cloud <br> Solutions, Inc.<br>| 5537 | &nbsp;&nbsp; 111737 |
| \* | Corsair Gaming, Inc. | 33081 | &nbsp;&nbsp; 299714 |
| # | Crane NXT Co. | 8403 | &nbsp;&nbsp; 498634 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Credo Technology <br> Group Holding Ltd.<br>| 26279 | &nbsp;&nbsp; 2931422 |
| \* | Crexendo, Inc. | 3157 | &nbsp;&nbsp; 17584 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Crowdstrike Holdings, <br> Inc., Class A<br>| 8724 | &nbsp;&nbsp; 3965669 |
| \* | CS Disco, Inc. | 7679 | &nbsp;&nbsp; 30486 |
|  | CSP, Inc. | 1100 | &nbsp;&nbsp; 11286 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CVD Equipment <br> Corp.<br>| 115 | &nbsp;&nbsp; 444 |
| \* | Daily Journal Corp. | 490 | &nbsp;&nbsp; 195794 |
| \* | Daktronics, Inc. | 24371 | &nbsp;&nbsp; 395298 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Data I/O Corp. | 4622 | &nbsp;&nbsp; $14975 |
| \* | Data Storage Corp. | 848 | &nbsp;&nbsp; 4003 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Datadog, Inc., <br> Class A<br>| 32401 | &nbsp;&nbsp; 4535492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dell Technologies, <br> Inc., Class C<br>| 35057 | &nbsp;&nbsp; 4651713 |
| \* | Diebold Nixdorf, Inc. | 6843 | &nbsp;&nbsp; 385192 |
| \* | Digi International, Inc. | 22292 | &nbsp;&nbsp; 726942 |
| \* | Digital Turbine, Inc. | 31674 | &nbsp;&nbsp; 172623 |
| \* | Docusign, Inc. | 39405 | &nbsp;&nbsp; 2980594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dolby Laboratories, <br> Inc., Class A<br>| 16919 | &nbsp;&nbsp; 1274677 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dropbox, Inc., <br> Class A<br>| 60938 | &nbsp;&nbsp; 1655685 |
| \* | DXC Technology Co. | 53632 | &nbsp;&nbsp; 729932 |
| \* | Dynatrace, Inc. | 100701 | &nbsp;&nbsp; 5297880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; E2open Parent <br> Holdings, Inc.<br>| 94249 | &nbsp;&nbsp; 311022 |
| \* | Eastman Kodak Co. | 16868 | &nbsp;&nbsp; 113016 |
| \* | eGain Corp. | 5400 | &nbsp;&nbsp; 33372 |
| \* | Electro-Sensors, Inc. | 1026 | &nbsp;&nbsp; 4550 |
| \* | Enphase Energy, Inc. | 2943 | &nbsp;&nbsp; 95235 |
| # | Entegris, Inc. | 12112 | &nbsp;&nbsp; 950308 |
| \* | EPAM Systems, Inc. | 19586 | &nbsp;&nbsp; 3088908 |
| \* | ePlus, Inc. | 10393 | &nbsp;&nbsp; 673259 |
| \* | EverCommerce, Inc. | 109 | &nbsp;&nbsp; 1170 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Evolv Technologies <br> Holdings, Inc.<br>| 4190 | &nbsp;&nbsp; 27465 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Exodus Movement, <br> Inc., Class A<br>| 648 | &nbsp;&nbsp; 19984 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Expensify, Inc., <br> Class A<br>| 3177 | &nbsp;&nbsp; 6449 |
| \* | F5, Inc. | 20962 | &nbsp;&nbsp; 6569910 |
| \* | Fair Isaac Corp. | 3517 | &nbsp;&nbsp; 5052944 |
| \* | Five9, Inc. | 5368 | &nbsp;&nbsp; 138655 |
| \* | Flex Ltd. | 72882 | &nbsp;&nbsp; 3634625 |
| \* | FormFactor, Inc. | 18445 | &nbsp;&nbsp; 524022 |
| \* | Fortinet, Inc. | 107422 | &nbsp;&nbsp; 10731458 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Wireless <br> Corp.<br>| 1509 | &nbsp;&nbsp; 5870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Frequency <br> Electronics, Inc.<br>| 619 | &nbsp;&nbsp; 16465 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Freshworks, Inc., <br> Class A<br>| 70506 | &nbsp;&nbsp; 915873 |
| \* | Gartner, Inc. | 15965 | &nbsp;&nbsp; 5406547 |
|  | Gen Digital, Inc. | 213934 | &nbsp;&nbsp; 6308914 |
| \* | Globant SA | 19547 | &nbsp;&nbsp; 1647030 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoDaddy, Inc., <br> Class A<br>| 25788 | &nbsp;&nbsp; 4166825 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grid Dynamics <br> Holdings, Inc.<br>| 37052 | &nbsp;&nbsp; 351623 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guidewire Software, <br> Inc.<br>| 16161 | &nbsp;&nbsp; 3655941 |
|  | Hackett Group, Inc. | 13798 | &nbsp;&nbsp; 322735 |
| \* | Harmonic, Inc. | 37729 | &nbsp;&nbsp; 321074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hewlett Packard <br> Enterprise Co.<br>| 470660 | &nbsp;&nbsp; 9737955 |
|  | HP, Inc. | 155240 | &nbsp;&nbsp; 3849952 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | HubSpot, Inc. | 5315 | &nbsp;&nbsp; $2761940 |
| \* | Ichor Holdings Ltd. | 8681 | &nbsp;&nbsp; 171797 |
| \* | Identiv, Inc. | 2402 | &nbsp;&nbsp; 8719 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; indie Semiconductor, <br> Inc., Class A<br>| 72735 | &nbsp;&nbsp; 284394 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Informatica, Inc., <br> Class A<br>| 38444 | &nbsp;&nbsp; 949567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Information Services <br> Group, Inc.<br>| 10339 | &nbsp;&nbsp; 44561 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Insight Enterprises, <br> Inc.<br>| 12393 | &nbsp;&nbsp; 1469562 |
| \* | Intapp, Inc. | 5524 | &nbsp;&nbsp; 221236 |
|  | Intel Corp. | 286734 | &nbsp;&nbsp; 5677333 |
| \* | Intellicheck, Inc. | 3718 | &nbsp;&nbsp; 18404 |
| \* | Intellinetics, Inc. | 379 | &nbsp;&nbsp; 4567 |
| # | InterDigital, Inc. | 14728 | &nbsp;&nbsp; 3802770 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Interlink Electronics, <br> Inc.<br>| 231 | &nbsp;&nbsp; 1508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Business <br> Machines Corp.<br>| 152154 | &nbsp;&nbsp; 38517785 |
|  | Intuit, Inc. | 27257 | &nbsp;&nbsp; 21400288 |
| \* | Inuvo, Inc. | 1870 | &nbsp;&nbsp; 9126 |
| #\* | IonQ, Inc. | 18007 | &nbsp;&nbsp; 717939 |
| \* | Itron, Inc. | 14668 | &nbsp;&nbsp; 1826753 |
| \* | Jamf Holding Corp. | 30550 | &nbsp;&nbsp; 242567 |
| \* | JFrog Ltd. | 28585 | &nbsp;&nbsp; 1240875 |
| \* | Key Tronic Corp. | 5838 | &nbsp;&nbsp; 17164 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Keysight <br> Technologies, Inc.<br>| 18937 | &nbsp;&nbsp; 3103964 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kimball Electronics, <br> Inc.<br>| 1207 | &nbsp;&nbsp; 22643 |
|  | KLA Corp. | 18615 | &nbsp;&nbsp; 16363143 |
| \* | Klaviyo, Inc., Class A | 11615 | &nbsp;&nbsp; 361227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kulicke & Soffa <br> Industries, Inc.<br>| 16168 | &nbsp;&nbsp; 529664 |
| \* | KVH Industries, Inc. | 1119 | &nbsp;&nbsp; 5920 |
| \* | Kyndryl Holdings, Inc. | 55335 | &nbsp;&nbsp; 2090003 |
|  | Lam Research Corp. | 95115 | &nbsp;&nbsp; 9020707 |
| \* | Lantronix, Inc. | 3255 | &nbsp;&nbsp; 10449 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lattice Semiconductor <br> Corp.<br>| 22535 | &nbsp;&nbsp; 1122919 |
| \* | LGL Group, Inc. | 400 | &nbsp;&nbsp; 2910 |
| #\* | Life360, Inc. | 10515 | &nbsp;&nbsp; 805344 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LiveRamp Holdings, <br> Inc.<br>| 31641 | &nbsp;&nbsp; 1038458 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lumentum Holdings, <br> Inc.<br>| 1 | &nbsp;&nbsp; 110 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MACOM Technology <br> Solutions Holdings, <br> Inc.<br>| 7805 | &nbsp;&nbsp; 1070378 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Manhattan Associates, <br> Inc.<br>| 12996 | &nbsp;&nbsp; 2854701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marvell Technology, <br> Inc.<br>| 119520 | &nbsp;&nbsp; 9605822 |
| \* | MaxLinear, Inc. | 24201 | &nbsp;&nbsp; 382860 |
| \* | Meridianlink, Inc. | 17764 | &nbsp;&nbsp; 283869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Methode Electronics, <br> Inc.<br>| 16000 | &nbsp;&nbsp; 104960 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | Microsoft Corp. | 427560 | &nbsp;&nbsp; $228103260 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mirion Technologies, <br> Inc.<br>| 80775 | &nbsp;&nbsp; 1805321 |
| \* | Mitek Systems, Inc. | 19733 | &nbsp;&nbsp; 177992 |
|  | MKS, Inc. | 12033 | &nbsp;&nbsp; 1145301 |
| \* | MongoDB, Inc. | 17508 | &nbsp;&nbsp; 4164978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monolithic Power <br> Systems, Inc.<br>| 2448 | &nbsp;&nbsp; 1741116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motorola Solutions, <br> Inc.<br>| 24583 | &nbsp;&nbsp; 10791445 |
| \* | N-able, Inc. | 60486 | &nbsp;&nbsp; 488727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Napco Security <br> Technologies, Inc.<br>| 7858 | &nbsp;&nbsp; 239905 |
| \* | nCino, Inc. | 37974 | &nbsp;&nbsp; 1060424 |
| \* | NCR Voyix Corp. | 10124 | &nbsp;&nbsp; 137889 |
|  | NetApp, Inc. | 64864 | &nbsp;&nbsp; 6754288 |
| \* | NETGEAR, Inc. | 11673 | &nbsp;&nbsp; 271397 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NetScout Systems, <br> Inc.<br>| 26543 | &nbsp;&nbsp; 568551 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NetSol Technologies, <br> Inc.<br>| 26556 | &nbsp;&nbsp; 108083 |
| \* | Nortech Systems, Inc. | 126 | &nbsp;&nbsp; 1060 |
| \* | Novanta, Inc. | 9669 | &nbsp;&nbsp; 1189480 |
| \* | Nutanix, Inc., Class A | 70027 | &nbsp;&nbsp; 5263930 |
|  | NVIDIA Corp. | 3243880 | &nbsp;&nbsp; 576988936 |
| \* | Okta, Inc. | 55708 | &nbsp;&nbsp; 5448242 |
| \* | ON24, Inc. | 32970 | &nbsp;&nbsp; 163531 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; One Stop Systems, <br> Inc.<br>| 3548 | &nbsp;&nbsp; 19124 |
|  | OneSpan, Inc. | 14569 | &nbsp;&nbsp; 214893 |
| \* | Onto Innovation, Inc. | 3608 | &nbsp;&nbsp; 341858 |
| \* | Optical Cable Corp. | 1610 | &nbsp;&nbsp; 7213 |
|  | Oracle Corp. | 190145 | &nbsp;&nbsp; 48253097 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Palantir Technologies, <br> Inc., Class A<br>| 104386 | &nbsp;&nbsp; 16529523 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, <br> Inc.<br>| 72181 | &nbsp;&nbsp; 12530622 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PAR Technology <br> Corp.<br>| 13916 | &nbsp;&nbsp; 845814 |
|  | PC Connection, Inc. | 13067 | &nbsp;&nbsp; 804797 |
| \* | PDF Solutions, Inc. | 9700 | &nbsp;&nbsp; 215631 |
|  | Pegasystems, Inc. | 52808 | &nbsp;&nbsp; 3100358 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Penguin Solutions, <br> Inc.<br>| 24297 | &nbsp;&nbsp; 572680 |
| \* | Perfect Corp. | 3929 | &nbsp;&nbsp; 7701 |
| \* | Photronics, Inc. | 24055 | &nbsp;&nbsp; 489760 |
| \*» | Pivotal Software, Inc. | 6142 | &nbsp;&nbsp; 0 |
| \* | Plexus Corp. | 7348 | &nbsp;&nbsp; 936870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Integrations, <br> Inc.<br>| 14868 | &nbsp;&nbsp; 721395 |
| \* | Powerfleet, Inc. NJ | 40837 | &nbsp;&nbsp; 165798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Procore Technologies, <br> Inc.<br>| 19528 | &nbsp;&nbsp; 1398791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Progress Software <br> Corp.<br>| 21830 | &nbsp;&nbsp; 1049586 |
| \* | PTC, Inc. | 26806 | &nbsp;&nbsp; 5758197 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pure Storage, Inc., <br> Class A<br>| 52181 | &nbsp;&nbsp; 3105813 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Q2 Holdings, Inc. | 10502 | &nbsp;&nbsp; $852762 |
|  | QUALCOMM, Inc. | 193091 | &nbsp;&nbsp; 28338035 |
| \* | Qualys, Inc. | 7529 | &nbsp;&nbsp; 1001884 |
| \* | Ralliant Corp. | 29585 | &nbsp;&nbsp; 1352626 |
| \* | Rambus, Inc. | 31354 | &nbsp;&nbsp; 2318001 |
|  | Red Violet, Inc. | 1433 | &nbsp;&nbsp; 63525 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Research Solutions, <br> Inc.<br>| 1852 | &nbsp;&nbsp; 4936 |
| \* | RF Industries Ltd. | 3146 | &nbsp;&nbsp; 25923 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ribbon <br> Communications, <br> Inc.<br>| 11503 | &nbsp;&nbsp; 43251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richardson <br> Electronics Ltd.<br>| 500 | &nbsp;&nbsp; 5040 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RingCentral, Inc., <br> Class A<br>| 22898 | &nbsp;&nbsp; 583670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Roper Technologies, <br> Inc.<br>| 15316 | &nbsp;&nbsp; 8429926 |
|  | Salesforce, Inc. | 90094 | &nbsp;&nbsp; 23273983 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Samsara, Inc., <br> Class A<br>| 19671 | &nbsp;&nbsp; 748088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sapiens International <br> Corp. NV<br>| 19558 | &nbsp;&nbsp; 536085 |
| \* | ScanSource, Inc. | 10764 | &nbsp;&nbsp; 418074 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SEMrush Holdings, <br> Inc., Class A<br>| 29843 | &nbsp;&nbsp; 267393 |
| \* | Semtech Corp. | 3358 | &nbsp;&nbsp; 171594 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SentinelOne, Inc., <br> Class A<br>| 79907 | &nbsp;&nbsp; 1465494 |
| \* | ServiceNow, Inc. | 13978 | &nbsp;&nbsp; 13182931 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Silicon Laboratories, <br> Inc.<br>| 8102 | &nbsp;&nbsp; 1067601 |
| \* | SiTime Corp. | 4276 | &nbsp;&nbsp; 867387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skyworks Solutions, <br> Inc.<br>| 26331 | &nbsp;&nbsp; 1804727 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; SolarEdge <br> Technologies, Inc.<br>| 22090 | &nbsp;&nbsp; 566829 |
| \* | SoundThinking, Inc. | 2086 | &nbsp;&nbsp; 23801 |
| \* | Sprinklr, Inc., Class A | 33445 | &nbsp;&nbsp; 301339 |
| \* | SPS Commerce, Inc. | 8128 | &nbsp;&nbsp; 884855 |
| \* | Synaptics, Inc. | 14903 | &nbsp;&nbsp; 934418 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Synchronoss <br> Technologies, Inc.<br>| 12000 | &nbsp;&nbsp; 87840 |
| \* | Synopsys, Inc. | 13408 | &nbsp;&nbsp; 8493566 |
|  | TD SYNNEX Corp. | 30383 | &nbsp;&nbsp; 4387001 |
|  | TE Connectivity PLC | 28590 | &nbsp;&nbsp; 5882393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Teledyne <br> Technologies, Inc.<br>| 7412 | &nbsp;&nbsp; 4084160 |
| \* | Telos Corp. | 10632 | &nbsp;&nbsp; 27324 |
| \* | Teradata Corp. | 27074 | &nbsp;&nbsp; 566659 |
|  | Teradyne, Inc. | 47370 | &nbsp;&nbsp; 5088959 |
| #\* | Terawulf, Inc. | 33030 | &nbsp;&nbsp; 170435 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TransAct <br> Technologies, Inc.<br>| 300 | &nbsp;&nbsp; 1131 |
| \* | Trimble, Inc. | 69639 | &nbsp;&nbsp; 5842016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trio-Tech <br> International<br>| 1792 | &nbsp;&nbsp; 9748 |
| \* | Twilio, Inc., Class A | 55937 | &nbsp;&nbsp; 7215873 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tyler Technologies, <br> Inc.<br>| 6533 | &nbsp;&nbsp; $3818930 |
| \* | UiPath, Inc., Class A | 106997 | &nbsp;&nbsp; 1257215 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ultra Clean Holdings, <br> Inc.<br>| 11669 | &nbsp;&nbsp; 262786 |
| \* | Unisys Corp. | 24085 | &nbsp;&nbsp; 99471 |
| #\* | Unity Software, Inc. | 146398 | &nbsp;&nbsp; 4883837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Display <br> Corp.<br>| 13224 | &nbsp;&nbsp; 1909546 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Veeco Instruments, <br> Inc.<br>| 3623 | &nbsp;&nbsp; 75286 |
| \* | Verint Systems, Inc. | 25544 | &nbsp;&nbsp; 543576 |
| \* | Vertex, Inc., Class A | 18063 | &nbsp;&nbsp; 599150 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Viant Technology, Inc., <br> Class A<br>| 1806 | &nbsp;&nbsp; 26187 |
| \* | Viasat, Inc. | 5260 | &nbsp;&nbsp; 86422 |
| \* | Viavi Solutions, Inc. | 40117 | &nbsp;&nbsp; 403176 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vishay Precision <br> Group, Inc.<br>| 335 | &nbsp;&nbsp; 8884 |
|  | Vontier Corp. | 69072 | &nbsp;&nbsp; 2864416 |
| \* | WidePoint Corp. | 3408 | &nbsp;&nbsp; 10258 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Workday, Inc., <br> Class A<br>| 14333 | &nbsp;&nbsp; 3287704 |
|  | Xerox Holdings Corp. | 36283 | &nbsp;&nbsp; 146946 |
| \* | Xperi, Inc. | 22459 | &nbsp;&nbsp; 135203 |
| \* | Yext, Inc. | 35168 | &nbsp;&nbsp; 285564 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zebra Technologies <br> Corp., Class A<br>| 18078 | &nbsp;&nbsp; 6128804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zeta Global Holdings <br> Corp., Class A<br>| 32133 | &nbsp;&nbsp; 502881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zoom <br> Communications, <br> Inc.<br>| 53211 | &nbsp;&nbsp; 3940275 |
| \* | Zscaler, Inc. | 7378 | &nbsp;&nbsp; 2106862 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY |  | &nbsp;&nbsp; 2137118167 |
| MATERIALS — (2.4%) | MATERIALS — (2.4%) | MATERIALS — (2.4%) | MATERIALS — (2.4%) |
|  | Albemarle Corp. | 18782 | &nbsp;&nbsp; 1274359 |
|  | Amcor PLC | 874068 | &nbsp;&nbsp; 8172536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Vanguard <br> Corp.<br>| 32321 | &nbsp;&nbsp; 124759 |
|  | AptarGroup, Inc. | 25418 | &nbsp;&nbsp; 3994185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ardagh Metal <br> Packaging SA<br>| 41916 | &nbsp;&nbsp; 165987 |
|  | Ashland, Inc. | 9923 | &nbsp;&nbsp; 511630 |
| \* | Aspen Aerogels, Inc. | 24830 | &nbsp;&nbsp; 190198 |
|  | Avery Dennison Corp. | 33516 | &nbsp;&nbsp; 5622979 |
|  | Avient Corp. | 43603 | &nbsp;&nbsp; 1376547 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Axalta Coating <br> Systems Ltd.<br>| 120982 | &nbsp;&nbsp; 3426210 |
|  | Balchem Corp. | 11386 | &nbsp;&nbsp; 1736023 |
|  | Ball Corp. | 103840 | &nbsp;&nbsp; 5945878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bioceres Crop <br> Solutions Corp.<br>| 2888 | &nbsp;&nbsp; 9877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caledonia Mining <br> Corp. PLC<br>| 1217 | &nbsp;&nbsp; 23963 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carpenter Technology <br> Corp.<br>| 17405 | &nbsp;&nbsp; $4340633 |
|  | Celanese Corp. | 22389 | &nbsp;&nbsp; 1169377 |
| \* | Coeur Mining, Inc. | 45578 | &nbsp;&nbsp; 396073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Metals <br> Co.<br>| 23386 | &nbsp;&nbsp; 1212798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Compass Minerals <br> International, Inc.<br>| 6323 | &nbsp;&nbsp; 126017 |
|  | Corteva, Inc. | 140491 | &nbsp;&nbsp; 10133616 |
|  | Crown Holdings, Inc. | 54092 | &nbsp;&nbsp; 5374581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DuPont de Nemours, <br> Inc.<br>| 74802 | &nbsp;&nbsp; 5378264 |
|  | Ecolab, Inc. | 35286 | &nbsp;&nbsp; 9236463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Element Solutions, <br> Inc.<br>| 146782 | &nbsp;&nbsp; 3464055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flexible Solutions <br> International, Inc.<br>| 3279 | &nbsp;&nbsp; 17484 |
| \* | Flotek Industries, Inc. | 2421 | &nbsp;&nbsp; 29173 |
|  | FMC Corp. | 43715 | &nbsp;&nbsp; 1706634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Graphic Packaging <br> Holding Co.<br>| 95737 | &nbsp;&nbsp; 2140679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greif, Inc. (GEF US), <br> Class A<br>| 13296 | &nbsp;&nbsp; 843365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greif, Inc. (GEF/B <br> US), Class B<br>| 1339 | &nbsp;&nbsp; 87905 |
|  | Hawkins, Inc. | 11697 | &nbsp;&nbsp; 1909886 |
|  | HB Fuller Co. | 26607 | &nbsp;&nbsp; 1495313 |
|  | Hecla Mining Co. | 246700 | &nbsp;&nbsp; 1416058 |
|  | Huntsman Corp. | 71859 | &nbsp;&nbsp; 697032 |
| \* | Ingevity Corp. | 8756 | &nbsp;&nbsp; 365913 |
|  | Innospec, Inc. | 11994 | &nbsp;&nbsp; 958321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Flavors & <br> Fragrances, Inc.<br>| 70783 | &nbsp;&nbsp; 5027716 |
| \* | Intrepid Potash, Inc. | 1876 | &nbsp;&nbsp; 62433 |
| \* | Ivanhoe Electric, Inc. | 1297 | &nbsp;&nbsp; 12399 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; James Hardie <br> Industries PLC<br>| 28054 | &nbsp;&nbsp; 727721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaiser Aluminum <br> Corp.<br>| 4150 | &nbsp;&nbsp; 320837 |
| \* | Knife River Corp. | 15698 | &nbsp;&nbsp; 1294771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koppers Holdings, <br> Inc.<br>| 7836 | &nbsp;&nbsp; 257491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Louisiana-Pacific <br> Corp.<br>| 27192 | &nbsp;&nbsp; 2458429 |
|  | Materion Corp. | 8010 | &nbsp;&nbsp; 843453 |
| \* | McEwen, Inc. | 1454 | &nbsp;&nbsp; 14773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Minerals <br> Technologies, Inc.<br>| 17358 | &nbsp;&nbsp; 1009368 |
|  | Mosaic Co. | 50523 | &nbsp;&nbsp; 1819333 |
| #\* | MP Materials Corp. | 38889 | &nbsp;&nbsp; 2391674 |
|  | Myers Industries, Inc. | 11436 | &nbsp;&nbsp; 167537 |
|  | NewMarket Corp. | 3038 | &nbsp;&nbsp; 2087106 |
|  | Newmont Corp. | 118892 | &nbsp;&nbsp; 7383193 |
|  | Nexa Resources SA | 1219 | &nbsp;&nbsp; 5900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern Technologies <br> International Corp.<br>| 2004 | &nbsp;&nbsp; 15431 |
|  | Nucor Corp. | 22524 | &nbsp;&nbsp; 3222509 |
|  | Olympic Steel, Inc. | 6698 | &nbsp;&nbsp; 208308 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Packaging Corp. of <br> America<br>| 18075 | &nbsp;&nbsp; $3502031 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perimeter Solutions, <br> Inc.<br>| 65395 | &nbsp;&nbsp; 1054821 |
|  | PPG Industries, Inc. | 56234 | &nbsp;&nbsp; 5932687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quaker Chemical <br> Corp.<br>| 3209 | &nbsp;&nbsp; 367174 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ranpak Holdings <br> Corp.<br>| 39464 | &nbsp;&nbsp; 144044 |
|  | Reliance, Inc. | 31395 | &nbsp;&nbsp; 9108631 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Resolute Forest <br> Products, Inc.<br>| 1960 | &nbsp;&nbsp; 522 |
|  | Royal Gold, Inc. | 33152 | &nbsp;&nbsp; 5019876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RPM International, <br> Inc.<br>| 73311 | &nbsp;&nbsp; 8607445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding <br> Corp.<br>| 23312 | &nbsp;&nbsp; 480227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Scotts Miracle-Gro <br> Co.<br>| 20077 | &nbsp;&nbsp; 1258025 |
|  | Sealed Air Corp. | 66640 | &nbsp;&nbsp; 1950553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sensient Technologies <br> Corp.<br>| 13086 | &nbsp;&nbsp; 1469427 |
|  | Sherwin-Williams Co. | 63108 | &nbsp;&nbsp; 20881175 |
|  | Silgan Holdings, Inc. | 43954 | &nbsp;&nbsp; 2045180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smurfit WestRock <br> PLC<br>| 45857 | &nbsp;&nbsp; 2035134 |
|  | Sonoco Products Co. | 33695 | &nbsp;&nbsp; 1518634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Copper <br> Corp.<br>| 6270 | &nbsp;&nbsp; 590383 |
|  | Steel Dynamics, Inc. | 26868 | &nbsp;&nbsp; 3427282 |
|  | Stepan Co. | 10334 | &nbsp;&nbsp; 524657 |
|  | Sylvamo Corp. | 21420 | &nbsp;&nbsp; 986819 |
|  | TriMas Corp. | 29612 | &nbsp;&nbsp; 1058037 |
|  | Vulcan Materials Co. | 22594 | &nbsp;&nbsp; 6205894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worthington Steel, <br> Inc.<br>| 23049 | &nbsp;&nbsp; 703455 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp; 193277266 |
| REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) |
| \* | AMREP Corp. | 308 | &nbsp;&nbsp; 6853 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CBRE Group, Inc., <br> Class A<br>| 53952 | &nbsp;&nbsp; 8402484 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc., <br> Class A<br>| 129635 | &nbsp;&nbsp; 1029302 |
| \* | CoStar Group, Inc. | 58933 | &nbsp;&nbsp; 5609832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cushman & Wakefield <br> PLC<br>| 93135 | &nbsp;&nbsp; 1135316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; eXp World Holdings, <br> Inc.<br>| 14656 | &nbsp;&nbsp; 157992 |
| \* | Forestar Group, Inc. | 5260 | &nbsp;&nbsp; 130448 |
| \* | FRP Holdings, Inc. | 237 | &nbsp;&nbsp; 6257 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Howard Hughes <br> Holdings, Inc.<br>| 12620 | &nbsp;&nbsp; 867373 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jones Lang LaSalle, <br> Inc.<br>| 21099 | &nbsp;&nbsp; 5704326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marcus & Millichap, <br> Inc.<br>| 13045 | &nbsp;&nbsp; 406482 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Maui Land & <br> Pineapple Co., Inc.<br>| 154 | &nbsp;&nbsp; $2619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Newmark Group, Inc., <br> Class A<br>| 63825 | &nbsp;&nbsp; 968225 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RE/MAX Holdings, <br> Inc., Class A<br>| 6670 | &nbsp;&nbsp; 51292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RMR Group, Inc., <br> Class A<br>| 4376 | &nbsp;&nbsp; 70279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seaport Entertainment <br> Group, Inc.<br>| 3179 | &nbsp;&nbsp; 73339 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zillow Group, Inc. (Z <br> US), Class C<br>| 70680 | &nbsp;&nbsp; 5622594 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zillow Group, Inc. (ZG <br> US), Class A<br>| 11800 | &nbsp;&nbsp; 905650 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp; 31150663 |
| UTILITIES — (0.8%) | UTILITIES — (0.8%) | UTILITIES — (0.8%) | UTILITIES — (0.8%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American States <br> Water Co.<br>| 16212 | &nbsp;&nbsp; 1193041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Water <br> Works Co., Inc.<br>| 40969 | &nbsp;&nbsp; 5745492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Artesian Resources <br> Corp., Class A<br>| 381 | &nbsp;&nbsp; 12440 |
|  | Atmos Energy Corp. | 34858 | &nbsp;&nbsp; 5435059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; California Water <br> Service Group<br>| 24812 | &nbsp;&nbsp; 1128202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chesapeake Utilities <br> Corp.<br>| 3888 | &nbsp;&nbsp; 466093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Edison, <br> Inc.<br>| 53991 | &nbsp;&nbsp; 5588068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Water <br> Co. Ltd.<br>| 2963 | &nbsp;&nbsp; 86194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Constellation Energy <br> Corp.<br>| 15832 | &nbsp;&nbsp; 5507003 |
|  | Edison International | 137439 | &nbsp;&nbsp; 7163321 |
|  | Essential Utilities, Inc. | 46702 | &nbsp;&nbsp; 1718634 |
|  | Eversource Energy | 130267 | &nbsp;&nbsp; 8610649 |
|  | Exelon Corp. | 150192 | &nbsp;&nbsp; 6749628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genie Energy Ltd., <br> Class B<br>| 21350 | &nbsp;&nbsp; 433832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Water <br> Resources, Inc.<br>| 1296 | &nbsp;&nbsp; 12377 |
|  | H2O America | 15217 | &nbsp;&nbsp; 734829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MDU Resources <br> Group, Inc.<br>| 24657 | &nbsp;&nbsp; 425333 |
|  | Middlesex Water Co. | 7528 | &nbsp;&nbsp; 388445 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Montauk Renewables, <br> Inc.<br>| 5801 | &nbsp;&nbsp; 12588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Jersey <br> Resources Corp.<br>| 62660 | &nbsp;&nbsp; 2876721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northwest Natural <br> Holding Co.<br>| 17207 | &nbsp;&nbsp; 686903 |
|  | ONE Gas, Inc. | 18334 | &nbsp;&nbsp; 1332882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ormat Technologies, <br> Inc.<br>| 14747 | &nbsp;&nbsp; 1318529 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Public Service <br> Enterprise Group, <br> Inc.<br>| 22258 | &nbsp;&nbsp; $1998546 |
| \* | Pure Cycle Corp. | 11593 | &nbsp;&nbsp; 113611 |
|  | RGC Resources, Inc. | 517 | &nbsp;&nbsp; 10412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southwest Gas <br> Holdings, Inc.<br>| 29363 | &nbsp;&nbsp; 2294425 |
|  | Spire, Inc. | 21510 | &nbsp;&nbsp; 1601850 |
|  | UGI Corp. | 91076 | &nbsp;&nbsp; 3295130 |
|  | Unitil Corp. | 4502 | &nbsp;&nbsp; 232213 |
|  | York Water Co. | 1961 | &nbsp;&nbsp; 59340 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp; 67231790 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS <br>Cost ($4194352875) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS <br>Cost ($4194352875) |  | &nbsp;&nbsp; 8029472474 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| 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>| 14788617 | &nbsp;&nbsp; $14788617 |
| 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>| 11594486 | &nbsp;&nbsp; 134113421 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $4,343,250,519)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $4,343,250,519)^^ |  | &nbsp;&nbsp; $8178374512 |

---

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; $824903697 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $824903697 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | &nbsp;&nbsp;&nbsp; 977575638 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 977575638 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | &nbsp;&nbsp;&nbsp; 372482651 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 372482651 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy | &nbsp;&nbsp;&nbsp; 116344871 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 116344871 |
| &nbsp;&nbsp;&nbsp;&nbsp; Financials | &nbsp;&nbsp;&nbsp; 1461844246 | &nbsp;&nbsp;&nbsp; $1560 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1461845806 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care | &nbsp;&nbsp;&nbsp; 788154734 | &nbsp;&nbsp;&nbsp; 4854 | &nbsp;&nbsp;&nbsp; $143814 | &nbsp;&nbsp;&nbsp; 788303402 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrials | &nbsp;&nbsp;&nbsp; 1059228068 | &nbsp;&nbsp;&nbsp; 10455 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1059238523 |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | &nbsp;&nbsp;&nbsp; 2137118167 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2137118167 |
| &nbsp;&nbsp;&nbsp;&nbsp; Materials | &nbsp;&nbsp;&nbsp; 193276744 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 522 | &nbsp;&nbsp;&nbsp; 193277266 |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Estate | &nbsp;&nbsp;&nbsp; 31150663 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 31150663 |
| &nbsp;&nbsp;&nbsp;&nbsp; Utilities | &nbsp;&nbsp;&nbsp; 67231790 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 67231790 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 14788617 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14788617 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 134113421 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 134113421 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $8044099886 | &nbsp;&nbsp;&nbsp; $134130290 | &nbsp;&nbsp;&nbsp; $144,336˂˃ | &nbsp;&nbsp;&nbsp; $8178374512 |

---

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

---

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

---

------

**U.S. Sustainability Targeted Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (97.7%) | COMMON STOCKS — (97.7%) | COMMON STOCKS — (97.7%) | COMMON STOCKS — (97.7%) |
| COMMUNICATION SERVICES — (4.2%) | COMMUNICATION SERVICES — (4.2%) | COMMUNICATION SERVICES — (4.2%) | COMMUNICATION SERVICES — (4.2%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advantage Solutions, <br> Inc.<br>| 18086 | &nbsp;&nbsp; $24778 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AMC Networks, Inc., <br> Class A<br>| 10306 | &nbsp;&nbsp; 61733 |
| \* | Angi, Inc. | 14689 | &nbsp;&nbsp; 238256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ATN International, <br> Inc.<br>| 4582 | &nbsp;&nbsp; 78581 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bandwidth, Inc., <br> Class A<br>| 8289 | &nbsp;&nbsp; 115300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Omaha Corp., <br> Class A<br>| 8898 | &nbsp;&nbsp; 119678 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bumble, Inc., <br> Class A<br>| 28410 | &nbsp;&nbsp; 221030 |
|  | Cable One, Inc. | 770 | &nbsp;&nbsp; 98545 |
| \* | Cars.com, Inc. | 20124 | &nbsp;&nbsp; 258996 |
| \* | DHI Group, Inc. | 11057 | &nbsp;&nbsp; 29412 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DoubleVerify <br> Holdings, Inc.<br>| 23135 | &nbsp;&nbsp; 354428 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EchoStar Corp., <br> Class A<br>| 2537 | &nbsp;&nbsp; 82681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Entravision <br> Communications <br> Corp., Class A<br>| 16255 | &nbsp;&nbsp; 35924 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eventbrite, Inc., <br> Class A<br>| 5338 | &nbsp;&nbsp; 13025 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EW Scripps Co., <br> Class A<br>| 22501 | &nbsp;&nbsp; 67278 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Frontier <br> Communications <br> Parent, Inc.<br>| 52610 | &nbsp;&nbsp; 1932891 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gambling.com Group <br> Ltd.<br>| 5426 | &nbsp;&nbsp; 57353 |
| \* | Gannett Co., Inc. | 15544 | &nbsp;&nbsp; 59223 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCI Liberty, Inc. <br> (GLBKV US), <br> Class C<br>| 5470 | &nbsp;&nbsp; 181877 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCI Liberty, Inc. <br> (GLIBA US), <br> Class A<br>| 883 | &nbsp;&nbsp; 29174 |
|  | Gray Media, Inc. | 28773 | &nbsp;&nbsp; 129766 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integral Ad Science <br> Holding Corp.<br>| 42067 | &nbsp;&nbsp; 344949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interpublic Group of <br> Cos., Inc.<br>| 70426 | &nbsp;&nbsp; 1732480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 9401 | &nbsp;&nbsp; 362879 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 4419 | &nbsp;&nbsp; 270133 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband <br> Corp. (LBRDK <br> US), Class C<br>| 27351 | &nbsp;&nbsp; $1677163 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 44033 | &nbsp;&nbsp; 441211 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 43038 | &nbsp;&nbsp; 440279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Latin America <br> Ltd. (LILA US), <br> Class A<br>| 9626 | &nbsp;&nbsp; 67863 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Latin America <br> Ltd. (LILAK US), <br> Class C<br>| 48846 | &nbsp;&nbsp; 348760 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty Live <br> (LLYVA US), <br> Class A<br>| 2178 | &nbsp;&nbsp; 178160 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty Live <br> (LLYVK US), <br> Class C<br>| 1982 | &nbsp;&nbsp; 166944 |
| \* | Magnite, Inc. | 32536 | &nbsp;&nbsp; 748653 |
|  | Marcus Corp. | 7615 | &nbsp;&nbsp; 124658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National CineMedia, <br> Inc.<br>| 17642 | &nbsp;&nbsp; 84858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nexstar Media <br> Group, Inc.<br>| 9244 | &nbsp;&nbsp; 1729645 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nextdoor Holdings, <br> Inc.<br>| 13367 | &nbsp;&nbsp; 23392 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, <br> Inc.<br>| 10938 | &nbsp;&nbsp; 788083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Global <br> (PARA US), <br> Class B<br>| 36864 | &nbsp;&nbsp; 463380 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Global <br> (PARAA US), <br> Class A<br>| 4246 | &nbsp;&nbsp; 81056 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PubMatic, Inc., <br> Class A<br>| 11087 | &nbsp;&nbsp; 133155 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Reservoir Media, <br> Inc.<br>| 9072 | &nbsp;&nbsp; 72032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saga <br> Communications, <br> Inc., Class A<br>| 900 | &nbsp;&nbsp; 11340 |
|  | Scholastic Corp. | 9082 | &nbsp;&nbsp; 224053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenandoah <br> Telecommunications <br> Co.<br>| 15301 | &nbsp;&nbsp; 224619 |
|  | Shutterstock, Inc. | 4436 | &nbsp;&nbsp; 84994 |
|  | Sinclair, Inc. | 3295 | &nbsp;&nbsp; 47646 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sirius XM Holdings, <br> Inc.<br>| 2315 | &nbsp;&nbsp; $48893 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sphere Entertainment <br> Co.<br>| 8832 | &nbsp;&nbsp; 380218 |
|  | Spok Holdings, Inc. | 3568 | &nbsp;&nbsp; 65437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunrise <br> Communications <br> AG, ADR, Class A<br>| 9421 | &nbsp;&nbsp; 499878 |
| \* | Teads Holding Co. | 2244 | &nbsp;&nbsp; 5677 |
| \* | TechTarget, Inc. | 2108 | &nbsp;&nbsp; 15262 |
|  | TEGNA, Inc. | 46978 | &nbsp;&nbsp; 784533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telephone & Data <br> Systems, Inc.<br>| 28931 | &nbsp;&nbsp; 1129466 |
| \* | TripAdvisor, Inc. | 21699 | &nbsp;&nbsp; 379515 |
| \* | TrueCar, Inc. | 1711 | &nbsp;&nbsp; 3131 |
| \* | U.S. Cellular Corp. | 15565 | &nbsp;&nbsp; 1135155 |
| \* | Vimeo, Inc. | 47066 | &nbsp;&nbsp; 178380 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vivid Seats, Inc., <br> Class A<br>| 22764 | &nbsp;&nbsp; 35284 |
| \* | WideOpenWest, Inc. | 6256 | &nbsp;&nbsp; 21083 |
| \* | Yelp, Inc. | 11851 | &nbsp;&nbsp; 408030 |
| \* | Ziff Davis, Inc. | 11082 | &nbsp;&nbsp; 344872 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ZoomInfo <br> Technologies, Inc.<br>| 52410 | &nbsp;&nbsp; 567600 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES |  | &nbsp;&nbsp; 21064728 |
| CONSUMER DISCRETIONARY — (16.3%) | CONSUMER DISCRETIONARY — (16.3%) | CONSUMER DISCRETIONARY — (16.3%) | CONSUMER DISCRETIONARY — (16.3%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; 1-800-Flowers.com, <br> Inc., Class A<br>| 12741 | &nbsp;&nbsp; 75299 |
| \* | 1stdibs.com, Inc. | 6833 | &nbsp;&nbsp; 18859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Abercrombie & Fitch <br> Co., Class A<br>| 8986 | &nbsp;&nbsp; 862836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Academy Sports & <br> Outdoors, Inc.<br>| 21145 | &nbsp;&nbsp; 1073955 |
| \* | Adient PLC | 21740 | &nbsp;&nbsp; 466106 |
|  | ADT, Inc. | 146394 | &nbsp;&nbsp; 1222390 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adtalem Global <br> Education, Inc.<br>| 15236 | &nbsp;&nbsp; 1741018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advance Auto Parts, <br> Inc.<br>| 13169 | &nbsp;&nbsp; 698879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; A-Mark Precious <br> Metals, Inc.<br>| 6700 | &nbsp;&nbsp; 142576 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Axle & <br> Manufacturing <br> Holdings, Inc.<br>| 34590 | &nbsp;&nbsp; 153926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Eagle <br> Outfitters, Inc.<br>| 51762 | &nbsp;&nbsp; 559030 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Public <br> Education, Inc.<br>| 5674 | &nbsp;&nbsp; 167497 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; America's Car-Mart, <br> Inc.<br>| 2589 | &nbsp;&nbsp; 116609 |
| \* | Aptiv PLC | 42091 | &nbsp;&nbsp; 2889126 |
|  | Aramark | 34616 | &nbsp;&nbsp; 1473257 |
|  | Arko Corp. | 24049 | &nbsp;&nbsp; 100284 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asbury Automotive <br> Group, Inc.<br>| 5412 | &nbsp;&nbsp; 1202113 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Autoliv, Inc. | 7799 | &nbsp;&nbsp; $869978 |
| \* | AutoNation, Inc. | 10667 | &nbsp;&nbsp; 2054891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bassett Furniture <br> Industries, Inc.<br>| 2964 | &nbsp;&nbsp; 46891 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beazer Homes USA, <br> Inc.<br>| 9699 | &nbsp;&nbsp; 227927 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biglari Holdings, Inc. <br> (BH US), Class B<br>| 62 | &nbsp;&nbsp; 19116 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Birkenstock Holding <br> PLC<br>| 10081 | &nbsp;&nbsp; 504957 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BJ's Restaurants, <br> Inc.<br>| 7274 | &nbsp;&nbsp; 257718 |
|  | BorgWarner, Inc. | 64192 | &nbsp;&nbsp; 2362266 |
|  | Brunswick Corp. | 15355 | &nbsp;&nbsp; 895043 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Caesars <br> Entertainment, Inc.<br>| 44221 | &nbsp;&nbsp; 1179816 |
|  | Caleres, Inc. | 9310 | &nbsp;&nbsp; 127826 |
| \* | Capri Holdings Ltd. | 9512 | &nbsp;&nbsp; 173023 |
| \* | CarMax, Inc. | 2241 | &nbsp;&nbsp; 126863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carriage Services, <br> Inc.<br>| 3320 | &nbsp;&nbsp; 149134 |
|  | Carter's, Inc. | 9555 | &nbsp;&nbsp; 231613 |
|  | Cato Corp., Class A | 6492 | &nbsp;&nbsp; 18307 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cavco Industries, <br> Inc.<br>| 162 | &nbsp;&nbsp; 65395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Century <br> Communities, Inc.<br>| 9462 | &nbsp;&nbsp; 532616 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Champion Homes, <br> Inc.<br>| 3012 | &nbsp;&nbsp; 183431 |
| \* | Citi Trends, Inc. | 2972 | &nbsp;&nbsp; 90705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Sportswear <br> Co.<br>| 10353 | &nbsp;&nbsp; 585669 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ContextLogic, Inc., <br> Class A<br>| 5427 | &nbsp;&nbsp; 40648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cracker Barrel Old <br> Country Store, Inc.<br>| 4189 | &nbsp;&nbsp; 259718 |
|  | Cricut, Inc., Class A | 5847 | &nbsp;&nbsp; 28650 |
| \* | Crocs, Inc. | 4282 | &nbsp;&nbsp; 427044 |
| \* | Culp, Inc. | 4000 | &nbsp;&nbsp; 17000 |
|  | Dana, Inc. | 41049 | &nbsp;&nbsp; 653500 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Designer Brands, <br> Inc., Class A<br>| 14068 | &nbsp;&nbsp; 39672 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Destination XL <br> Group, Inc.<br>| 7398 | &nbsp;&nbsp; 9617 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dillard's, Inc., <br> Class A<br>| 533 | &nbsp;&nbsp; 248874 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dorman Products, <br> Inc.<br>| 6099 | &nbsp;&nbsp; 735661 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dream Finders <br> Homes, Inc., <br> Class A<br>| 5191 | &nbsp;&nbsp; 131436 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; El Pollo Loco <br> Holdings, Inc.<br>| 10787 | &nbsp;&nbsp; 111106 |
|  | Escalade, Inc. | 2840 | &nbsp;&nbsp; 34904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ethan Allen Interiors, <br> Inc.<br>| 8291 | &nbsp;&nbsp; 246823 |
| \* | Figs, Inc., Class A | 34411 | &nbsp;&nbsp; 223672 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Watch <br> Restaurant Group, <br> Inc.<br>| 16339 | &nbsp;&nbsp; $282501 |
| \* | Five Below, Inc. | 2164 | &nbsp;&nbsp; 295429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flexsteel Industries, <br> Inc.<br>| 1294 | &nbsp;&nbsp; 44009 |
| \* | Foot Locker, Inc. | 26731 | &nbsp;&nbsp; 669344 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fox Factory Holding <br> Corp.<br>| 2914 | &nbsp;&nbsp; 88498 |
| \* | Funko, Inc., Class A | 11017 | &nbsp;&nbsp; 42305 |
|  | Gap, Inc. | 92358 | &nbsp;&nbsp; 1797287 |
| \* | Genesco, Inc. | 3333 | &nbsp;&nbsp; 80192 |
|  | Gentex Corp. | 34977 | &nbsp;&nbsp; 924092 |
| \* | Gentherm, Inc. | 7165 | &nbsp;&nbsp; 229567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; G-III Apparel Group <br> Ltd.<br>| 13642 | &nbsp;&nbsp; 321951 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Global Business <br> Travel Group I<br>| 5859 | &nbsp;&nbsp; 37673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden <br> Entertainment, Inc.<br>| 3441 | &nbsp;&nbsp; 96761 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Goodyear Tire & <br> Rubber Co.<br>| 75715 | &nbsp;&nbsp; 778350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Graham Holdings <br> Co., Class B<br>| 1065 | &nbsp;&nbsp; 1016202 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Green Brick Partners, <br> Inc.<br>| 12789 | &nbsp;&nbsp; 792151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Group 1 Automotive, <br> Inc.<br>| 4074 | &nbsp;&nbsp; 1679099 |
|  | Guess?, Inc. | 15971 | &nbsp;&nbsp; 207623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Beach <br> Brands Holding <br> Co., Class A<br>| 3030 | &nbsp;&nbsp; 47177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harley-Davidson, <br> Inc.<br>| 37314 | &nbsp;&nbsp; 907850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haverty Furniture <br> Cos., Inc. (HVT <br> US)<br>| 4883 | &nbsp;&nbsp; 100736 |
| \* | Helen of Troy Ltd. | 3370 | &nbsp;&nbsp; 74073 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hilton Grand <br> Vacations, Inc.<br>| 22673 | &nbsp;&nbsp; 1016204 |
| \* | Holley, Inc. | 35043 | &nbsp;&nbsp; 72889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hooker Furnishings <br> Corp.<br>| 3752 | &nbsp;&nbsp; 35456 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hovnanian <br> Enterprises, Inc., <br> Class A<br>| 1507 | &nbsp;&nbsp; 180041 |
|  | J Jill, Inc. | 1922 | &nbsp;&nbsp; 30137 |
|  | JAKKS Pacific, Inc. | 2878 | &nbsp;&nbsp; 50969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Outdoors, <br> Inc., Class A<br>| 2844 | &nbsp;&nbsp; 94421 |
|  | KB Home | 19444 | &nbsp;&nbsp; 1074475 |
| # | Kohl's Corp. | 15848 | &nbsp;&nbsp; 171792 |
| # | Krispy Kreme, Inc. | 22106 | &nbsp;&nbsp; 80024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lakeland Industries, <br> Inc.<br>| 2662 | &nbsp;&nbsp; 37028 |
| \* | Lands' End, Inc. | 8069 | &nbsp;&nbsp; 94649 |
| \* | Latham Group, Inc. | 20733 | &nbsp;&nbsp; 140570 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Laureate Education, <br> Inc.<br>| 22510 | &nbsp;&nbsp; $508726 |
|  | La-Z-Boy, Inc. | 12947 | &nbsp;&nbsp; 465704 |
|  | LCI Industries | 6571 | &nbsp;&nbsp; 624245 |
|  | Lear Corp. | 15737 | &nbsp;&nbsp; 1483842 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Legacy Housing <br> Corp.<br>| 6651 | &nbsp;&nbsp; 148849 |
| \* | LGI Homes, Inc. | 6773 | &nbsp;&nbsp; 360798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Life Time Group <br> Holdings, Inc.<br>| 38202 | &nbsp;&nbsp; 1097161 |
|  | Lifetime Brands, Inc. | 6271 | &nbsp;&nbsp; 27592 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln Educational <br> Services Corp.<br>| 9167 | &nbsp;&nbsp; 209649 |
|  | Lithia Motors, Inc. | 6979 | &nbsp;&nbsp; 2009952 |
|  | LKQ Corp. | 50904 | &nbsp;&nbsp; 1500141 |
| \* | Lovesac Co. | 4311 | &nbsp;&nbsp; 77641 |
|  | Macy's, Inc. | 85319 | &nbsp;&nbsp; 1077579 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Malibu Boats, Inc., <br> Class A<br>| 5929 | &nbsp;&nbsp; 197495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marine Products <br> Corp.<br>| 4814 | &nbsp;&nbsp; 41352 |
| \* | MarineMax, Inc. | 6679 | &nbsp;&nbsp; 151480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marriott Vacations <br> Worldwide Corp.<br>| 10340 | &nbsp;&nbsp; 770020 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MasterCraft Boat <br> Holdings, Inc.<br>| 4007 | &nbsp;&nbsp; 77495 |
| \* | Mattel, Inc. | 56584 | &nbsp;&nbsp; 962494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matthews <br> International Corp., <br> Class A<br>| 8137 | &nbsp;&nbsp; 191138 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MGM Resorts <br> International<br>| 4892 | &nbsp;&nbsp; 178313 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mister Car Wash, <br> Inc.<br>| 43904 | &nbsp;&nbsp; 253546 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mobileye Global, Inc., <br> Class A<br>| 28131 | &nbsp;&nbsp; 400585 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mohawk Industries, <br> Inc.<br>| 17220 | &nbsp;&nbsp; 1971862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monarch Casino & <br> Resort, Inc.<br>| 1391 | &nbsp;&nbsp; 143217 |
| # | Monro, Inc. | 7492 | &nbsp;&nbsp; 105600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Motorcar Parts of <br> America, Inc.<br>| 5047 | &nbsp;&nbsp; 52337 |
|  | Movado Group, Inc. | 5303 | &nbsp;&nbsp; 82250 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Vision <br> Holdings, Inc.<br>| 21814 | &nbsp;&nbsp; 529208 |
|  | Newell Brands, Inc. | 117233 | &nbsp;&nbsp; 657677 |
| \* | ODP Corp. | 8840 | &nbsp;&nbsp; 157706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OneSpaWorld <br> Holdings Ltd.<br>| 14112 | &nbsp;&nbsp; 312157 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OneWater Marine, <br> Inc., Class A<br>| 3425 | &nbsp;&nbsp; 52540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oxford Industries, <br> Inc.<br>| 3663 | &nbsp;&nbsp; 139853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Patrick Industries, <br> Inc.<br>| 10439 | &nbsp;&nbsp; 1015088 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Penn Entertainment, <br> Inc.<br>| 17997 | &nbsp;&nbsp; $325026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Penske Automotive <br> Group, Inc.<br>| 14043 | &nbsp;&nbsp; 2350939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perdoceo Education <br> Corp.<br>| 20573 | &nbsp;&nbsp; 592091 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Petco Health & <br> Wellness Co., Inc.<br>| 57671 | &nbsp;&nbsp; 173590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PetMed Express, <br> Inc.<br>| 3703 | &nbsp;&nbsp; 11553 |
|  | Phinia, Inc. | 12294 | &nbsp;&nbsp; 623306 |
|  | Polaris, Inc. | 7733 | &nbsp;&nbsp; 409153 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Portillo's, Inc., <br> Class A<br>| 15113 | &nbsp;&nbsp; 150526 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pursuit Attractions & <br> Hospitality, Inc.<br>| 2812 | &nbsp;&nbsp; 85035 |
|  | PVH Corp. | 15087 | &nbsp;&nbsp; 1107688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RCI Hospitality <br> Holdings, Inc.<br>| 1296 | &nbsp;&nbsp; 46436 |
|  | Rocky Brands, Inc. | 2544 | &nbsp;&nbsp; 66551 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sally Beauty <br> Holdings, Inc.<br>| 29185 | &nbsp;&nbsp; 284262 |
|  | Shoe Carnival, Inc. | 9081 | &nbsp;&nbsp; 185797 |
| # | Signet Jewelers Ltd. | 11767 | &nbsp;&nbsp; 930770 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Skechers USA, Inc., <br> Class A<br>| 20139 | &nbsp;&nbsp; 1273792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sonic Automotive, <br> Inc., Class A<br>| 7204 | &nbsp;&nbsp; 521209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Motor <br> Products, Inc.<br>| 6747 | &nbsp;&nbsp; 204839 |
|  | Steven Madden Ltd. | 13150 | &nbsp;&nbsp; 315666 |
| \* | Stoneridge, Inc. | 5429 | &nbsp;&nbsp; 41803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Strategic Education, <br> Inc.<br>| 7143 | &nbsp;&nbsp; 529618 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Strattec Security <br> Corp.<br>| 1052 | &nbsp;&nbsp; 66760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Superior Group of <br> Cos., Inc.<br>| 3288 | &nbsp;&nbsp; 31729 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Target Hospitality <br> Corp.<br>| 13643 | &nbsp;&nbsp; 103550 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taylor Morrison <br> Home Corp.<br>| 29782 | &nbsp;&nbsp; 1765477 |
|  | Thor Industries, Inc. | 14697 | &nbsp;&nbsp; 1337280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tile Shop Holdings, <br> Inc.<br>| 11776 | &nbsp;&nbsp; 74307 |
| #\* | Tilly's, Inc., Class A | 7075 | &nbsp;&nbsp; 12664 |
|  | Toll Brothers, Inc. | 28980 | &nbsp;&nbsp; 3430073 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Topgolf Callaway <br> Brands Corp.<br>| 46821 | &nbsp;&nbsp; 433094 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tri Pointe Homes, <br> Inc.<br>| 27021 | &nbsp;&nbsp; 832247 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Under Armour, Inc. <br> (UA US), Class C<br>| 56566 | &nbsp;&nbsp; 356366 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Under Armour, Inc. <br> (UAA US), Class A<br>| 51824 | &nbsp;&nbsp; 344111 |
| \* | Unifi, Inc. | 6055 | &nbsp;&nbsp; 27490 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Universal Electronics, <br> Inc.<br>| 3207 | &nbsp;&nbsp; $19467 |
|  | Upbound Group, Inc. | 14779 | &nbsp;&nbsp; 304965 |
| #\* | Urban Outfitters, Inc. | 25412 | &nbsp;&nbsp; 1913015 |
| \* | Vera Bradley, Inc. | 3367 | &nbsp;&nbsp; 6498 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Victoria's Secret & <br> Co.<br>| 10454 | &nbsp;&nbsp; 196535 |
| \* | Visteon Corp. | 5507 | &nbsp;&nbsp; 612103 |
|  | Weyco Group, Inc. | 3084 | &nbsp;&nbsp; 89683 |
| # | Whirlpool Corp. | 9052 | &nbsp;&nbsp; 751678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Winnebago <br> Industries, Inc.<br>| 8471 | &nbsp;&nbsp; 251758 |
| \* | Zumiez, Inc. | 6138 | &nbsp;&nbsp; 84152 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY |  | &nbsp;&nbsp; 81776739 |
| CONSUMER STAPLES — (4.3%) | CONSUMER STAPLES — (4.3%) | CONSUMER STAPLES — (4.3%) | CONSUMER STAPLES — (4.3%) |
|  | Andersons, Inc. | 10801 | &nbsp;&nbsp; 387972 |
|  | B&G Foods, Inc. | 23175 | &nbsp;&nbsp; 95018 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Beer Co., Inc. <br> , Class A<br>| 1696 | &nbsp;&nbsp; 351208 |
|  | Bunge Global SA | 19842 | &nbsp;&nbsp; 1582598 |
|  | Calavo Growers, Inc. | 4813 | &nbsp;&nbsp; 126582 |
| # | Campbell's Co. | 40939 | &nbsp;&nbsp; 1306773 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Central Garden & Pet <br> Co. (CENT US)<br>| 3200 | &nbsp;&nbsp; 124864 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Central Garden & Pet <br> Co. (CENTA US), <br> Class A<br>| 15767 | &nbsp;&nbsp; 560044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Conagra Brands, <br> Inc.<br>| 81043 | &nbsp;&nbsp; 1479845 |
| \* | Coty, Inc., Class A | 90378 | &nbsp;&nbsp; 438333 |
|  | Dole PLC | 24502 | &nbsp;&nbsp; 348908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Edgewell Personal <br> Care Co.<br>| 14529 | &nbsp;&nbsp; 366567 |
|  | Flowers Foods, Inc. | 26999 | &nbsp;&nbsp; 427934 |
| \* | Freshpet, Inc. | 345 | &nbsp;&nbsp; 23570 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grocery Outlet <br> Holding Corp.<br>| 21621 | &nbsp;&nbsp; 284749 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hain Celestial Group, <br> Inc.<br>| 22082 | &nbsp;&nbsp; 34669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ingles Markets, Inc., <br> Class A<br>| 4152 | &nbsp;&nbsp; 261285 |
|  | Ingredion, Inc. | 16778 | &nbsp;&nbsp; 2206978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J&J Snack Foods <br> Corp.<br>| 2404 | &nbsp;&nbsp; 271388 |
|  | J.M. Smucker Co. | 27536 | &nbsp;&nbsp; 2955714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; John B Sanfilippo & <br> Son, Inc.<br>| 2247 | &nbsp;&nbsp; 142258 |
|  | Limoneira Co. | 3134 | &nbsp;&nbsp; 46007 |
| \* | Medifast, Inc. | 755 | &nbsp;&nbsp; 10396 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mission Produce, <br> Inc.<br>| 18175 | &nbsp;&nbsp; 224280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Molson Coors <br> Beverage Co., <br> Class B<br>| 52744 | &nbsp;&nbsp; 2569688 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nature's Sunshine <br> Products, Inc.<br>| 5004 | &nbsp;&nbsp; $70106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nu Skin Enterprises, <br> Inc., Class A<br>| 9371 | &nbsp;&nbsp; 78529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oil-Dri Corp. of <br> America<br>| 4158 | &nbsp;&nbsp; 234511 |
|  | PriceSmart, Inc. | 8462 | &nbsp;&nbsp; 909665 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seneca Foods Corp. <br> (SENEA US), <br> Class A<br>| 1783 | &nbsp;&nbsp; 186734 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Simply Good Foods <br> Co.<br>| 24138 | &nbsp;&nbsp; 735243 |
|  | SpartanNash Co. | 10163 | &nbsp;&nbsp; 269726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Spectrum Brands <br> Holdings, Inc.<br>| 7588 | &nbsp;&nbsp; 406034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tootsie Roll <br> Industries, Inc.<br>| 6546 | &nbsp;&nbsp; 248290 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TreeHouse Foods, <br> Inc.<br>| 14211 | &nbsp;&nbsp; 273135 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Natural <br> Foods, Inc.<br>| 17075 | &nbsp;&nbsp; 471953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; USANA Health <br> Sciences, Inc.<br>| 5100 | &nbsp;&nbsp; 149889 |
|  | Utz Brands, Inc. | 7011 | &nbsp;&nbsp; 91353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Village Super Market, <br> Inc., Class A<br>| 3681 | &nbsp;&nbsp; 126626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walgreens Boots <br> Alliance, Inc.<br>| 18138 | &nbsp;&nbsp; 211126 |
| # | Weis Markets, Inc. | 7829 | &nbsp;&nbsp; 566898 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES |  | &nbsp;&nbsp; 21657446 |
| ENERGY — (3.1%) | ENERGY — (3.1%) | ENERGY — (3.1%) | ENERGY — (3.1%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Antero Resources <br> Corp.<br>| 59944 | &nbsp;&nbsp; 2093844 |
|  | Archrock, Inc. | 32404 | &nbsp;&nbsp; 756957 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Energy <br> Solutions, Inc.<br>| 20781 | &nbsp;&nbsp; 270153 |
| \* | Bristow Group, Inc. | 8628 | &nbsp;&nbsp; 298270 |
|  | Cactus, Inc., Class A | 5765 | &nbsp;&nbsp; 243917 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Clean Energy Fuels <br> Corp.<br>| 64734 | &nbsp;&nbsp; 131410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Core Laboratories, <br> Inc.<br>| 11534 | &nbsp;&nbsp; 126182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delek U.S. Holdings, <br> Inc.<br>| 7682 | &nbsp;&nbsp; 171846 |
| \* | DMC Global, Inc. | 7150 | &nbsp;&nbsp; 57844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Energy Services of <br> America Corp.<br>| 3774 | &nbsp;&nbsp; 41250 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Expro Group <br> Holdings NV<br>| 33282 | &nbsp;&nbsp; 358780 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forum Energy <br> Technologies, Inc.<br>| 3806 | &nbsp;&nbsp; 75016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Geospace <br> Technologies <br> Corp.<br>| 3758 | &nbsp;&nbsp; 60917 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Island <br> Fabrication, Inc.<br>| 6400 | &nbsp;&nbsp; $43008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Helix Energy <br> Solutions Group, <br> Inc.<br>| 47280 | &nbsp;&nbsp; 280370 |
|  | HF Sinclair Corp. | 49727 | &nbsp;&nbsp; 2185004 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Innovex International, <br> Inc.<br>| 10690 | &nbsp;&nbsp; 175530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kodiak Gas Services, <br> Inc.<br>| 16886 | &nbsp;&nbsp; 545924 |
| \* | Kosmos Energy Ltd. | 76896 | &nbsp;&nbsp; 165326 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mammoth Energy <br> Services, Inc.<br>| 8954 | &nbsp;&nbsp; 23280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nabors Industries <br> Ltd.<br>| 2005 | &nbsp;&nbsp; 69734 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Energy <br> Services Reunited <br> Corp.<br>| 14261 | &nbsp;&nbsp; 95121 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Natural Gas Services <br> Group, Inc.<br>| 4461 | &nbsp;&nbsp; 107466 |
|  | Noble Corp. PLC | 12022 | &nbsp;&nbsp; 322310 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Northern Oil & Gas, <br> Inc.<br>| 27429 | &nbsp;&nbsp; 772401 |
|  | NOV, Inc. | 103011 | &nbsp;&nbsp; 1295878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oceaneering <br> International, Inc.<br>| 27718 | &nbsp;&nbsp; 601481 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oil States <br> International, Inc.<br>| 15718 | &nbsp;&nbsp; 78433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Patterson-UTI <br> Energy, Inc.<br>| 120394 | &nbsp;&nbsp; 711529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PBF Energy, Inc., <br> Class A<br>| 22568 | &nbsp;&nbsp; 510037 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ProPetro Holding <br> Corp.<br>| 5455 | &nbsp;&nbsp; 29239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Range Resources <br> Corp.<br>| 214 | &nbsp;&nbsp; 7858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ranger Energy <br> Services, Inc., <br> Class A<br>| 6338 | &nbsp;&nbsp; 84866 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; REX American <br> Resources Corp.<br>| 5981 | &nbsp;&nbsp; 312687 |
|  | RPC, Inc. | 64111 | &nbsp;&nbsp; 298116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Select Water <br> Solutions, Inc.<br>| 32037 | &nbsp;&nbsp; 308516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sitio Royalties Corp., <br> Class A<br>| 13642 | &nbsp;&nbsp; 247875 |
|  | TechnipFMC PLC | 14887 | &nbsp;&nbsp; 541440 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TETRA Technologies, <br> Inc.<br>| 29010 | &nbsp;&nbsp; 118941 |
| #\* | Transocean Ltd. | 91808 | &nbsp;&nbsp; 268079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weatherford <br> International PLC<br>| 1704 | &nbsp;&nbsp; 96361 |
|  | World Kinect Corp. | 22121 | &nbsp;&nbsp; 603240 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp; 15586436 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (28.8%) | FINANCIALS — (28.8%) | FINANCIALS — (28.8%) | FINANCIALS — (28.8%) |
|  | 1st Source Corp. | 5188 | &nbsp;&nbsp; $310346 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acacia Research <br> Corp.<br>| 17209 | &nbsp;&nbsp; 60920 |
|  | ACNB Corp. | 2280 | &nbsp;&nbsp; 95988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Managers <br> Group, Inc.<br>| 7249 | &nbsp;&nbsp; 1521348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alerus Financial <br> Corp.<br>| 5021 | &nbsp;&nbsp; 106144 |
|  | Ally Financial, Inc. | 70800 | &nbsp;&nbsp; 2679780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amalgamated <br> Financial Corp.<br>| 7220 | &nbsp;&nbsp; 209308 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ambac Financial <br> Group, Inc.<br>| 13700 | &nbsp;&nbsp; 115080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amerant Bancorp, <br> Inc.<br>| 7815 | &nbsp;&nbsp; 150830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Coastal <br> Insurance Corp.<br>| 6698 | &nbsp;&nbsp; 69726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Financial <br> Group, Inc.<br>| 4900 | &nbsp;&nbsp; 612010 |
|  | Ameris Bancorp | 15570 | &nbsp;&nbsp; 1064209 |
|  | Ames National Corp. | 2367 | &nbsp;&nbsp; 42724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arrow Financial <br> Corp.<br>| 3500 | &nbsp;&nbsp; 93800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated <br> Banc-Corp.<br>| 37857 | &nbsp;&nbsp; 936582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated Capital <br> Group, Inc., <br> Class A<br>| 306 | &nbsp;&nbsp; 11328 |
|  | Assurant, Inc. | 2464 | &nbsp;&nbsp; 461507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Assured Guaranty <br> Ltd.<br>| 13489 | &nbsp;&nbsp; 1140900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlantic Union <br> Bankshares Corp.<br>| 32124 | &nbsp;&nbsp; 1018331 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlanticus Holdings <br> Corp.<br>| 3806 | &nbsp;&nbsp; 188892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Axis Capital Holdings <br> Ltd.<br>| 20660 | &nbsp;&nbsp; 1938734 |
| \* | Axos Financial, Inc. | 14261 | &nbsp;&nbsp; 1231437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banc of California, <br> Inc.<br>| 17955 | &nbsp;&nbsp; 260707 |
|  | Bank First Corp. | 1396 | &nbsp;&nbsp; 165873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Hawaii <br> Corp.<br>| 3106 | &nbsp;&nbsp; 192199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Marin <br> Bancorp<br>| 3417 | &nbsp;&nbsp; 77395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of NT <br> Butterfield & Son <br> Ltd.<br>| 7131 | &nbsp;&nbsp; 324532 |
|  | Bank OZK | 25115 | &nbsp;&nbsp; 1238169 |
|  | Bank7 Corp. | 1903 | &nbsp;&nbsp; 84284 |
|  | BankFinancial Corp. | 3100 | &nbsp;&nbsp; 34472 |
|  | BankUnited, Inc. | 16474 | &nbsp;&nbsp; 600807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bankwell Financial <br> Group, Inc.<br>| 1826 | &nbsp;&nbsp; 72857 |
|  | Banner Corp. | 7594 | &nbsp;&nbsp; 471398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bar Harbor <br> Bankshares<br>| 4147 | &nbsp;&nbsp; 120429 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | BayCom Corp. | 3607 | &nbsp;&nbsp; $97425 |
|  | BCB Bancorp, Inc. | 4329 | &nbsp;&nbsp; 36190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hills <br> Bancorp, Inc.<br>| 10733 | &nbsp;&nbsp; 264461 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Foundry <br> Bancorp<br>| 4624 | &nbsp;&nbsp; 39535 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Ridge <br> Bankshares, Inc.<br>| 16260 | &nbsp;&nbsp; 59674 |
|  | BOK Financial Corp. | 13894 | &nbsp;&nbsp; 1410658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bread Financial <br> Holdings, Inc.<br>| 10820 | &nbsp;&nbsp; 663266 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bridgewater <br> Bancshares, Inc.<br>| 5951 | &nbsp;&nbsp; 92598 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brighthouse <br> Financial, Inc.<br>| 14152 | &nbsp;&nbsp; 677173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookline Bancorp, <br> Inc.<br>| 19919 | &nbsp;&nbsp; 205564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Burke & Herbert <br> Financial Services <br> Corp.<br>| 1631 | &nbsp;&nbsp; 94582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Business First <br> Bancshares, Inc.<br>| 6189 | &nbsp;&nbsp; 146989 |
| \* | BV Financial, Inc. | 912 | &nbsp;&nbsp; 14264 |
|  | Byline Bancorp, Inc. | 9356 | &nbsp;&nbsp; 246063 |
|  | C&F Financial Corp. | 728 | &nbsp;&nbsp; 46483 |
|  | Cadence Bank | 41688 | &nbsp;&nbsp; 1452827 |
| \* | California BanCorp | 5023 | &nbsp;&nbsp; 75295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Camden National <br> Corp.<br>| 3847 | &nbsp;&nbsp; 145070 |
|  | Capital Bancorp, Inc. | 2331 | &nbsp;&nbsp; 73380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capital City Bank <br> Group, Inc.<br>| 5210 | &nbsp;&nbsp; 206264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capitol Federal <br> Financial, Inc.<br>| 30094 | &nbsp;&nbsp; 181166 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Carter Bankshares, <br> Inc.<br>| 6178 | &nbsp;&nbsp; 107374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cass Information <br> Systems, Inc.<br>| 2575 | &nbsp;&nbsp; 103026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay General <br> Bancorp<br>| 17782 | &nbsp;&nbsp; 804102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Pacific <br> Financial Corp.<br>| 7383 | &nbsp;&nbsp; 196831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chemung Financial <br> Corp.<br>| 1081 | &nbsp;&nbsp; 54699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ChoiceOne Financial <br> Services, Inc.<br>| 2282 | &nbsp;&nbsp; 67091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens & Northern <br> Corp.<br>| 3770 | &nbsp;&nbsp; 71705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial <br> Services, Inc.<br>| 298 | &nbsp;&nbsp; 16000 |
|  | City Holding Co. | 1843 | &nbsp;&nbsp; 225030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Civista Bancshares, <br> Inc.<br>| 3868 | &nbsp;&nbsp; 75310 |
|  | CNB Financial Corp. | 4521 | &nbsp;&nbsp; 103757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNO Financial <br> Group, Inc.<br>| 21516 | &nbsp;&nbsp; 792649 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coastal Financial <br> Corp.<br>| 1706 | &nbsp;&nbsp; $164117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colony Bankcorp, <br> Inc.<br>| 4760 | &nbsp;&nbsp; 78016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking <br> System, Inc.<br>| 37230 | &nbsp;&nbsp; 886074 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Financial, <br> Inc.<br>| 13551 | &nbsp;&nbsp; 194999 |
|  | Comerica, Inc. | 29493 | &nbsp;&nbsp; 1992842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commerce <br> Bancshares, Inc.<br>| 12091 | &nbsp;&nbsp; 739969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community Financial <br> System, Inc.<br>| 10768 | &nbsp;&nbsp; 567474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community Trust <br> Bancorp, Inc.<br>| 5338 | &nbsp;&nbsp; 288145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community West <br> Bancshares<br>| 3839 | &nbsp;&nbsp; 73901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ConnectOne <br> Bancorp, Inc.<br>| 13389 | &nbsp;&nbsp; 308349 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Consumer Portfolio <br> Services, Inc.<br>| 5067 | &nbsp;&nbsp; 40029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cullen/Frost Bankers, <br> Inc.<br>| 8865 | &nbsp;&nbsp; 1129490 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Customers Bancorp, <br> Inc.<br>| 6870 | &nbsp;&nbsp; 437963 |
|  | CVB Financial Corp. | 33015 | &nbsp;&nbsp; 617050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diamond Hill <br> Investment Group, <br> Inc.<br>| 377 | &nbsp;&nbsp; 51110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DigitalBridge Group, <br> Inc.<br>| 15355 | &nbsp;&nbsp; 164913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dime Community <br> Bancshares, Inc.<br>| 10819 | &nbsp;&nbsp; 299794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 7840 | &nbsp;&nbsp; 134456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Bancorp <br> Montana, Inc.<br>| 1400 | &nbsp;&nbsp; 22568 |
|  | Eagle Bancorp, Inc. | 7731 | &nbsp;&nbsp; 124392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; East West Bancorp, <br> Inc.<br>| 21537 | &nbsp;&nbsp; 2159084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Bankshares, <br> Inc.<br>| 44994 | &nbsp;&nbsp; 695157 |
| \* | eHealth, Inc. | 4688 | &nbsp;&nbsp; 15939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Employers Holdings, <br> Inc.<br>| 7389 | &nbsp;&nbsp; 305018 |
|  | Enact Holdings, Inc. | 14464 | &nbsp;&nbsp; 502769 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Encore Capital <br> Group, Inc.<br>| 5833 | &nbsp;&nbsp; 215121 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enova International, <br> Inc.<br>| 9073 | &nbsp;&nbsp; 948673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enterprise Financial <br> Services Corp.<br>| 8183 | &nbsp;&nbsp; 451620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Equity Bancshares, <br> Inc., Class A<br>| 4772 | &nbsp;&nbsp; 179332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Esquire Financial <br> Holdings, Inc.<br>| 1185 | &nbsp;&nbsp; 113618 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Essent Group Ltd. | 23911 | &nbsp;&nbsp; $1338777 |
|  | Everest Group Ltd. | 454 | &nbsp;&nbsp; 152453 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EZCORP, Inc., <br> Class A<br>| 12979 | &nbsp;&nbsp; 185859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; F&G Annuities & Life, <br> Inc.<br>| 5898 | &nbsp;&nbsp; 188205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farmers & Merchants <br> Bancorp, Inc.<br>| 2596 | &nbsp;&nbsp; 62330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farmers National <br> Banc Corp.<br>| 9576 | &nbsp;&nbsp; 129659 |
|  | FB Financial Corp. | 11375 | &nbsp;&nbsp; 554645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Agricultural <br> Mortgage Corp. <br> (AGM US), <br> Class C<br>| 2063 | &nbsp;&nbsp; 355393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelis Insurance <br> Holdings Ltd.<br>| 7532 | &nbsp;&nbsp; 113809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Finance of America <br> Cos., Inc., Class A<br>| 1438 | &nbsp;&nbsp; 30960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Financial Institutions, <br> Inc.<br>| 5106 | &nbsp;&nbsp; 130152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First American <br> Financial Corp.<br>| 22790 | &nbsp;&nbsp; 1368539 |
|  | First BanCorp | 40277 | &nbsp;&nbsp; 838970 |
|  | First Bancorp, Inc. | 2747 | &nbsp;&nbsp; 69252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First <br> Bancorp/Southern <br> Pines NC<br>| 9111 | &nbsp;&nbsp; 456370 |
|  | First Bank | 5876 | &nbsp;&nbsp; 87552 |
|  | First Busey Corp. | 21238 | &nbsp;&nbsp; 474032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Business <br> Financial Services, <br> Inc.<br>| 2501 | &nbsp;&nbsp; 119098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Commonwealth <br> Financial Corp.<br>| 21455 | &nbsp;&nbsp; 354222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Community <br> Bankshares, Inc.<br>| 4987 | &nbsp;&nbsp; 182026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Community <br> Corp.<br>| 1482 | &nbsp;&nbsp; 36717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Bancorp<br>| 25997 | &nbsp;&nbsp; 630167 |
|  | First Financial Corp. | 3398 | &nbsp;&nbsp; 181963 |
| \* | First Foundation, Inc. | 18604 | &nbsp;&nbsp; 90601 |
|  | First Hawaiian, Inc. | 28186 | &nbsp;&nbsp; 683510 |
|  | First Horizon Corp. | 118822 | &nbsp;&nbsp; 2591508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Internet <br> Bancorp<br>| 2330 | &nbsp;&nbsp; 51097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Interstate <br> BancSystem, Inc., <br> Class A<br>| 23116 | &nbsp;&nbsp; 665510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Merchants <br> Corp.<br>| 12819 | &nbsp;&nbsp; 488660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Mid Bancshares, <br> Inc.<br>| 5521 | &nbsp;&nbsp; 209632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Northwest <br> Bancorp<br>| 1286 | &nbsp;&nbsp; 9838 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Savings <br> Financial Group, <br> Inc.<br>| 471 | &nbsp;&nbsp; $12048 |
|  | First United Corp. | 1585 | &nbsp;&nbsp; 52099 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Western <br> Financial, Inc.<br>| 1560 | &nbsp;&nbsp; 33766 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Firstsun Capital <br> Bancorp<br>| 411 | &nbsp;&nbsp; 14611 |
|  | Five Star Bancorp | 3302 | &nbsp;&nbsp; 99357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flushing Financial <br> Corp.<br>| 8161 | &nbsp;&nbsp; 97850 |
| \* | Flywire Corp. | 8953 | &nbsp;&nbsp; 97498 |
|  | FNB Corp. | 80047 | &nbsp;&nbsp; 1226320 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Resources, <br> Inc.<br>| 94878 | &nbsp;&nbsp; 2277072 |
|  | FS Bancorp, Inc. | 2327 | &nbsp;&nbsp; 90962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fulton Financial <br> Corp.<br>| 39963 | &nbsp;&nbsp; 717336 |
| \* | FVCBankcorp, Inc. | 731 | &nbsp;&nbsp; 9364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genworth Financial, <br> Inc.<br>| 110404 | &nbsp;&nbsp; 867775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; German American <br> Bancorp, Inc.<br>| 6638 | &nbsp;&nbsp; 255032 |
|  | Glacier Bancorp, Inc. | 2279 | &nbsp;&nbsp; 99889 |
|  | Globe Life, Inc. | 11732 | &nbsp;&nbsp; 1647994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Southern <br> Bancorp, Inc.<br>| 3335 | &nbsp;&nbsp; 189895 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Green Dot Corp., <br> Class A<br>| 7048 | &nbsp;&nbsp; 71326 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Greenlight Capital Re <br> Ltd., Class A<br>| 8700 | &nbsp;&nbsp; 113100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guaranty <br> Bancshares, Inc.<br>| 2732 | &nbsp;&nbsp; 119143 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Insurance <br> Group Ltd., <br> Class B<br>| 4328 | &nbsp;&nbsp; 93009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hancock Whitney <br> Corp.<br>| 19027 | &nbsp;&nbsp; 1136292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanmi Financial <br> Corp.<br>| 8841 | &nbsp;&nbsp; 201663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanover Insurance <br> Group, Inc.<br>| 346 | &nbsp;&nbsp; 59384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HarborOne Bancorp, <br> Inc.<br>| 9845 | &nbsp;&nbsp; 116466 |
|  | HBT Financial, Inc. | 6139 | &nbsp;&nbsp; 152677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Commerce <br> Corp.<br>| 13437 | &nbsp;&nbsp; 124292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Financial <br> Corp.<br>| 7764 | &nbsp;&nbsp; 175001 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Insurance <br> Holdings, Inc.<br>| 5262 | &nbsp;&nbsp; 110976 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hingham Institution <br> For Savings<br>| 293 | &nbsp;&nbsp; 71750 |
| \* | Hippo Holdings, Inc. | 3054 | &nbsp;&nbsp; 78915 |
|  | Home Bancorp, Inc. | 2324 | &nbsp;&nbsp; 121522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Home BancShares, <br> Inc.<br>| 34883 | &nbsp;&nbsp; 982305 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | HomeStreet, Inc. | 3100 | &nbsp;&nbsp; $40548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HomeTrust <br> Bancshares, Inc.<br>| 3920 | &nbsp;&nbsp; 152331 |
|  | Hope Bancorp, Inc. | 28605 | &nbsp;&nbsp; 285764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Horace Mann <br> Educators Corp.<br>| 8820 | &nbsp;&nbsp; 375115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Horizon Bancorp, <br> Inc.<br>| 10969 | &nbsp;&nbsp; 169910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank <br> Corp. (IBCP US)<br>| 6289 | &nbsp;&nbsp; 192129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank <br> Corp. (INDB US)<br>| 11090 | &nbsp;&nbsp; 704769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Bancshares Corp.<br>| 14332 | &nbsp;&nbsp; 977156 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; International Money <br> Express, Inc.<br>| 5193 | &nbsp;&nbsp; 46685 |
|  | Invesco Ltd. | 100016 | &nbsp;&nbsp; 2101336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Investar Holding <br> Corp.<br>| 2295 | &nbsp;&nbsp; 49802 |
|  | Investors Title Co. | 499 | &nbsp;&nbsp; 105399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jackson Financial, <br> Inc., Class A<br>| 18669 | &nbsp;&nbsp; 1634658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; James River Group <br> Holdings Ltd.<br>| 10540 | &nbsp;&nbsp; 60078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Janus Henderson <br> Group PLC<br>| 35256 | &nbsp;&nbsp; 1526585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jefferies Financial <br> Group, Inc.<br>| 16803 | &nbsp;&nbsp; 968861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kearny Financial <br> Corp.<br>| 13977 | &nbsp;&nbsp; 82884 |
|  | Kemper Corp. | 13896 | &nbsp;&nbsp; 855855 |
| \* | Kingstone Cos., Inc. | 2445 | &nbsp;&nbsp; 40074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lakeland Financial <br> Corp.<br>| 3400 | &nbsp;&nbsp; 215458 |
|  | LCNB Corp. | 2465 | &nbsp;&nbsp; 36383 |
| \* | LendingClub Corp. | 24990 | &nbsp;&nbsp; 389594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln National <br> Corp.<br>| 5852 | &nbsp;&nbsp; 223020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Live Oak <br> Bancshares, Inc.<br>| 8537 | &nbsp;&nbsp; 269855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MainStreet <br> Bancshares, Inc.<br>| 866 | &nbsp;&nbsp; 17493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercantile Bank <br> Corp.<br>| 4671 | &nbsp;&nbsp; 213418 |
|  | Merchants Bancorp | 9013 | &nbsp;&nbsp; 264081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercury General <br> Corp.<br>| 12707 | &nbsp;&nbsp; 879960 |
|  | Meridian Corp. | 1862 | &nbsp;&nbsp; 27427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metrocity <br> Bankshares, Inc.<br>| 4512 | &nbsp;&nbsp; 124531 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Bank <br> Holding Corp.<br>| 2679 | &nbsp;&nbsp; 188977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MGIC Investment <br> Corp.<br>| 60822 | &nbsp;&nbsp; 1575290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mid Penn Bancorp, <br> Inc.<br>| 3685 | &nbsp;&nbsp; 101153 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Midland States <br> Bancorp, Inc.<br>| 5990 | &nbsp;&nbsp; $101590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MidWestOne <br> Financial Group, <br> Inc.<br>| 5037 | &nbsp;&nbsp; 138719 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mr. Cooper Group, <br> Inc.<br>| 10331 | &nbsp;&nbsp; 1608743 |
|  | MVB Financial Corp. | 2600 | &nbsp;&nbsp; 59124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank <br> Holdings Corp., <br> Class A<br>| 8544 | &nbsp;&nbsp; 316641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bankshares, <br> Inc.<br>| 833 | &nbsp;&nbsp; 23124 |
|  | Navient Corp. | 31054 | &nbsp;&nbsp; 401839 |
|  | NBT Bancorp, Inc. | 11717 | &nbsp;&nbsp; 484849 |
|  | Nelnet, Inc., Class A | 6405 | &nbsp;&nbsp; 799152 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NerdWallet, Inc., <br> Class A<br>| 7900 | &nbsp;&nbsp; 83661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nicolet Bankshares, <br> Inc.<br>| 3733 | &nbsp;&nbsp; 481557 |
| \* | NMI Holdings, Inc. | 22575 | &nbsp;&nbsp; 842499 |
|  | Northeast Bank | 2260 | &nbsp;&nbsp; 224124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast Community <br> Bancorp, Inc.<br>| 3060 | &nbsp;&nbsp; 63220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northfield Bancorp, <br> Inc.<br>| 10583 | &nbsp;&nbsp; 112709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northrim BanCorp, <br> Inc.<br>| 1563 | &nbsp;&nbsp; 130557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northwest <br> Bancshares, Inc.<br>| 35011 | &nbsp;&nbsp; 409629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Norwood Financial <br> Corp.<br>| 406 | &nbsp;&nbsp; 9841 |
|  | Oak Valley Bancorp | 1180 | &nbsp;&nbsp; 31447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OceanFirst Financial <br> Corp.<br>| 16078 | &nbsp;&nbsp; 269789 |
|  | OFG Bancorp | 12504 | &nbsp;&nbsp; 532920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old National <br> Bancorp<br>| 75769 | &nbsp;&nbsp; 1599484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Republic <br> International Corp.<br>| 55350 | &nbsp;&nbsp; 2002009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Second Bancorp, <br> Inc.<br>| 11444 | &nbsp;&nbsp; 194205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OneMain Holdings, <br> Inc.<br>| 28245 | &nbsp;&nbsp; 1632279 |
| \* | Onity Group, Inc. | 2286 | &nbsp;&nbsp; 86228 |
|  | OP Bancorp | 4129 | &nbsp;&nbsp; 52851 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oportun Financial <br> Corp.<br>| 9172 | &nbsp;&nbsp; 56224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 2246 | &nbsp;&nbsp; 170269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orange County <br> Bancorp, Inc.<br>| 1775 | &nbsp;&nbsp; 44357 |
|  | Origin Bancorp, Inc. | 6569 | &nbsp;&nbsp; 240097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orrstown Financial <br> Services, Inc.<br>| 5375 | &nbsp;&nbsp; 176623 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Premier <br> Bancorp, Inc.<br>| 23746 | &nbsp;&nbsp; $514576 |
|  | Park National Corp. | 3780 | &nbsp;&nbsp; 611869 |
|  | Parke Bancorp, Inc. | 2375 | &nbsp;&nbsp; 49044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pathward Financial, <br> Inc.<br>| 5084 | &nbsp;&nbsp; 384478 |
| \* | Paysafe Ltd. | 13319 | &nbsp;&nbsp; 161826 |
|  | PCB Bancorp | 3867 | &nbsp;&nbsp; 79041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peapack-Gladstone <br> Financial Corp.<br>| 4526 | &nbsp;&nbsp; 115322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PennyMac Financial <br> Services, Inc.<br>| 12809 | &nbsp;&nbsp; 1193030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Bancorp of <br> North Carolina, <br> Inc.<br>| 700 | &nbsp;&nbsp; 20097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Bancorp, <br> Inc.<br>| 8875 | &nbsp;&nbsp; 254180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Financial <br> Services Corp.<br>| 2077 | &nbsp;&nbsp; 101171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pinnacle Financial <br> Partners, Inc.<br>| 15606 | &nbsp;&nbsp; 1371611 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ponce Financial <br> Group, Inc.<br>| 5951 | &nbsp;&nbsp; 83612 |
|  | Popular, Inc. | 16010 | &nbsp;&nbsp; 1834426 |
| \* | PRA Group, Inc. | 6174 | &nbsp;&nbsp; 93845 |
|  | Preferred Bank | 3603 | &nbsp;&nbsp; 327224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primis Financial <br> Corp.<br>| 6655 | &nbsp;&nbsp; 74469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Princeton Bancorp, <br> Inc.<br>| 25 | &nbsp;&nbsp; 755 |
| \* | ProAssurance Corp. | 11478 | &nbsp;&nbsp; 272717 |
|  | PROG Holdings, Inc. | 1719 | &nbsp;&nbsp; 54733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prosperity <br> Bancshares, Inc.<br>| 21303 | &nbsp;&nbsp; 1419206 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Provident Bancorp, <br> Inc.<br>| 3770 | &nbsp;&nbsp; 46032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Provident Financial <br> Services, Inc.<br>| 29907 | &nbsp;&nbsp; 544906 |
|  | QCR Holdings, Inc. | 4338 | &nbsp;&nbsp; 307998 |
|  | Radian Group, Inc. | 31438 | &nbsp;&nbsp; 1025193 |
|  | RBB Bancorp | 4729 | &nbsp;&nbsp; 85642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Red River <br> Bancshares, Inc.<br>| 1569 | &nbsp;&nbsp; 94407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regional <br> Management <br> Corp.<br>| 2260 | &nbsp;&nbsp; 75122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reinsurance Group <br> of America, Inc.<br>| 9365 | &nbsp;&nbsp; 1802294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RenaissanceRe <br> Holdings Ltd.<br>| 7730 | &nbsp;&nbsp; 1884110 |
|  | Renasant Corp. | 22274 | &nbsp;&nbsp; 816119 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Repay Holdings <br> Corp.<br>| 21002 | &nbsp;&nbsp; 103330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Republic Bancorp, <br> Inc., Class A<br>| 4245 | &nbsp;&nbsp; 292311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richmond Mutual <br> BanCorp, Inc.<br>| 550 | &nbsp;&nbsp; 7612 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riverview Bancorp, <br> Inc.<br>| 4900 | &nbsp;&nbsp; $24157 |
|  | S&T Bancorp, Inc. | 9881 | &nbsp;&nbsp; 362040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Safety Insurance <br> Group, Inc.<br>| 3522 | &nbsp;&nbsp; 247773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seacoast Banking <br> Corp. of Florida<br>| 18358 | &nbsp;&nbsp; 517512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Security National <br> Financial Corp., <br> Class A<br>| 2984 | &nbsp;&nbsp; 25304 |
| \* | Selectquote, Inc. | 34717 | &nbsp;&nbsp; 61102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shore Bancshares, <br> Inc.<br>| 7289 | &nbsp;&nbsp; 113052 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Siebert Financial <br> Corp.<br>| 2700 | &nbsp;&nbsp; 10989 |
|  | Sierra Bancorp | 4635 | &nbsp;&nbsp; 135898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simmons First <br> National Corp., <br> Class A<br>| 28963 | &nbsp;&nbsp; 555221 |
| \* | SiriusPoint Ltd. | 40518 | &nbsp;&nbsp; 794558 |
|  | SmartFinancial, Inc. | 4132 | &nbsp;&nbsp; 141562 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SoFi Technologies, <br> Inc.<br>| 86266 | &nbsp;&nbsp; 1947886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; South Plains <br> Financial, Inc.<br>| 3123 | &nbsp;&nbsp; 115895 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Southern First <br> Bancshares, Inc.<br>| 1200 | &nbsp;&nbsp; 49872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Missouri <br> Bancorp, Inc.<br>| 2534 | &nbsp;&nbsp; 137064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southside <br> Bancshares, Inc.<br>| 6632 | &nbsp;&nbsp; 195246 |
|  | SouthState Corp. | 22551 | &nbsp;&nbsp; 2123628 |
|  | Stellar Bancorp, Inc. | 8101 | &nbsp;&nbsp; 239223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stewart Information <br> Services Corp.<br>| 6712 | &nbsp;&nbsp; 435810 |
|  | Stifel Financial Corp. | 4249 | &nbsp;&nbsp; 484896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stock Yards Bancorp, <br> Inc.<br>| 3787 | &nbsp;&nbsp; 283116 |
| \* | StoneX Group, Inc. | 10606 | &nbsp;&nbsp; 1031327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Synovus Financial <br> Corp.<br>| 20264 | &nbsp;&nbsp; 957271 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Texas Capital <br> Bancshares, Inc.<br>| 12830 | &nbsp;&nbsp; 1077335 |
|  | TFS Financial Corp. | 24338 | &nbsp;&nbsp; 319071 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Third Coast <br> Bancshares, Inc.<br>| 2091 | &nbsp;&nbsp; 78726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Timberland Bancorp, <br> Inc.<br>| 2200 | &nbsp;&nbsp; 68838 |
|  | Tiptree, Inc. | 10446 | &nbsp;&nbsp; 217068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tompkins Financial <br> Corp.<br>| 2820 | &nbsp;&nbsp; 182398 |
|  | Towne Bank | 16686 | &nbsp;&nbsp; 584511 |
|  | TriCo Bancshares | 7053 | &nbsp;&nbsp; 290019 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Triumph Financial, <br> Inc.<br>| 3826 | &nbsp;&nbsp; 217011 |
|  | TrustCo Bank Corp. | 5545 | &nbsp;&nbsp; 186090 |
|  | Trustmark Corp. | 13392 | &nbsp;&nbsp; 498852 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | UMB Financial Corp. | 12476 | &nbsp;&nbsp; $1372235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Bankshares, <br> Inc.<br>| 32483 | &nbsp;&nbsp; 1153796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Community <br> Banks, Inc.<br>| 26291 | &nbsp;&nbsp; 801875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Fire Group, <br> Inc.<br>| 6077 | &nbsp;&nbsp; 161344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Security <br> Bancshares<br>| 1700 | &nbsp;&nbsp; 14535 |
|  | Unity Bancorp, Inc. | 2451 | &nbsp;&nbsp; 120369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Insurance <br> Holdings, Inc.<br>| 7418 | &nbsp;&nbsp; 175362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Univest Financial <br> Corp.<br>| 7243 | &nbsp;&nbsp; 208888 |
|  | Unum Group | 25524 | &nbsp;&nbsp; 1832878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; USCB Financial <br> Holdings, Inc.<br>| 1170 | &nbsp;&nbsp; 19469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valley National <br> Bancorp<br>| 121658 | &nbsp;&nbsp; 1127770 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Velocity Financial, <br> Inc.<br>| 4705 | &nbsp;&nbsp; 78103 |
|  | Veritex Holdings, Inc. | 11619 | &nbsp;&nbsp; 368555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virginia National <br> Bankshares Corp.<br>| 813 | &nbsp;&nbsp; 29975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virtus Investment <br> Partners, Inc.<br>| 1211 | &nbsp;&nbsp; 234098 |
|  | Voya Financial, Inc. | 9287 | &nbsp;&nbsp; 650090 |
|  | WaFd, Inc. | 17936 | &nbsp;&nbsp; 522027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walker & Dunlop, <br> Inc.<br>| 7218 | &nbsp;&nbsp; 541422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Washington Trust <br> Bancorp, Inc.<br>| 4693 | &nbsp;&nbsp; 126429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waterstone Financial, <br> Inc.<br>| 3929 | &nbsp;&nbsp; 52295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Webster Financial <br> Corp.<br>| 37711 | &nbsp;&nbsp; 2174039 |
|  | WesBanco, Inc. | 24512 | &nbsp;&nbsp; 738547 |
|  | West BanCorp, Inc. | 4789 | &nbsp;&nbsp; 86154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westamerica <br> BanCorp<br>| 3878 | &nbsp;&nbsp; 185756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Alliance <br> Bancorp<br>| 17417 | &nbsp;&nbsp; 1350863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western New <br> England Bancorp, <br> Inc.<br>| 5200 | &nbsp;&nbsp; 55380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westwood Holdings <br> Group, Inc.<br>| 546 | &nbsp;&nbsp; 9544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; White Mountains <br> Insurance Group <br> Ltd.<br>| 584 | &nbsp;&nbsp; 1044075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wintrust Financial <br> Corp.<br>| 15229 | &nbsp;&nbsp; 1949007 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; World Acceptance <br> Corp.<br>| 1270 | &nbsp;&nbsp; 199796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WSFS Financial <br> Corp.<br>| 14092 | &nbsp;&nbsp; 772805 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Zions Bancorp NA | 33088 | &nbsp;&nbsp; $1774179 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp; 143820952 |
| HEALTH CARE — (8.1%) | HEALTH CARE — (8.1%) | HEALTH CARE — (8.1%) | HEALTH CARE — (8.1%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acadia Healthcare <br> Co., Inc.<br>| 9818 | &nbsp;&nbsp; 213738 |
| \* | AdaptHealth Corp. | 32479 | &nbsp;&nbsp; 291337 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Addus HomeCare <br> Corp.<br>| 4928 | &nbsp;&nbsp; 526212 |
| \* | Alector, Inc. | 7785 | &nbsp;&nbsp; 11600 |
| \* | Alkermes PLC | 10750 | &nbsp;&nbsp; 284767 |
| \* | Amedisys, Inc. | 5253 | &nbsp;&nbsp; 517946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Well Corp., <br> Class A<br>| 1391 | &nbsp;&nbsp; 10224 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AMN Healthcare <br> Services, Inc.<br>| 4966 | &nbsp;&nbsp; 91076 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amphastar <br> Pharmaceuticals, <br> Inc.<br>| 10164 | &nbsp;&nbsp; 212936 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amylyx <br> Pharmaceuticals, <br> Inc.<br>| 338 | &nbsp;&nbsp; 2714 |
| \* | AngioDynamics, Inc. | 10541 | &nbsp;&nbsp; 93393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ANI Pharmaceuticals, <br> Inc.<br>| 1471 | &nbsp;&nbsp; 93188 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anika Therapeutics, <br> Inc.<br>| 3278 | &nbsp;&nbsp; 27060 |
| \* | Annexon, Inc. | 14161 | &nbsp;&nbsp; 33986 |
| \* | Astrana Health, Inc. | 3228 | &nbsp;&nbsp; 77020 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atea <br> Pharmaceuticals, <br> Inc.<br>| 21815 | &nbsp;&nbsp; 79407 |
| \* | Avanos Medical, Inc. | 14601 | &nbsp;&nbsp; 163093 |
| \* | Avantor, Inc. | 150288 | &nbsp;&nbsp; 2019871 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Avidity Biosciences, <br> Inc.<br>| 2571 | &nbsp;&nbsp; 94381 |
| \* | Azenta, Inc. | 15168 | &nbsp;&nbsp; 495994 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bio-Rad Laboratories, <br> Inc., Class A<br>| 6381 | &nbsp;&nbsp; 1543883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Black Diamond <br> Therapeutics, Inc.<br>| 4571 | &nbsp;&nbsp; 12159 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BrightSpring Health <br> Services, Inc.<br>| 10274 | &nbsp;&nbsp; 212158 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brookdale Senior <br> Living, Inc.<br>| 20019 | &nbsp;&nbsp; 155147 |
| \* | CareDx, Inc. | 2122 | &nbsp;&nbsp; 26069 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Castle Biosciences, <br> Inc.<br>| 8835 | &nbsp;&nbsp; 133850 |
| \* | Centene Corp. | 7848 | &nbsp;&nbsp; 204597 |
| \* | Certara, Inc. | 53118 | &nbsp;&nbsp; 522681 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Charles River <br> Laboratories <br> International, Inc.<br>| 9443 | &nbsp;&nbsp; 1601911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concentra Group <br> Holdings Parent, <br> Inc.<br>| 7504 | &nbsp;&nbsp; 149855 |
|  | CONMED Corp. | 4453 | &nbsp;&nbsp; 227771 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cross Country <br> Healthcare, Inc.<br>| 9662 | &nbsp;&nbsp; $129954 |
| \* | CryoPort, Inc. | 11104 | &nbsp;&nbsp; 81392 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cullinan <br> Therapeutics, Inc.<br>| 17497 | &nbsp;&nbsp; 135952 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cytek Biosciences, <br> Inc.<br>| 32597 | &nbsp;&nbsp; 117349 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Day One <br> Biopharmaceuticals, <br> Inc.<br>| 18850 | &nbsp;&nbsp; 126484 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Definitive Healthcare <br> Corp.<br>| 11795 | &nbsp;&nbsp; 46001 |
|  | Dentsply Sirona, Inc. | 40817 | &nbsp;&nbsp; 584091 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Design Therapeutics, <br> Inc.<br>| 5303 | &nbsp;&nbsp; 20523 |
| \* | DocGo, Inc. | 16942 | &nbsp;&nbsp; 23041 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dynavax <br> Technologies <br> Corp.<br>| 15134 | &nbsp;&nbsp; 166171 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Elanco Animal <br> Health, Inc.<br>| 138982 | &nbsp;&nbsp; 1901274 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Emergent <br> BioSolutions, Inc.<br>| 15077 | &nbsp;&nbsp; 88653 |
| \* | Enhabit, Inc. | 14914 | &nbsp;&nbsp; 100222 |
| \* | Enovis Corp. | 16514 | &nbsp;&nbsp; 442575 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Entrada <br> Therapeutics, Inc.<br>| 5442 | &nbsp;&nbsp; 31999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Envista Holdings <br> Corp.<br>| 48992 | &nbsp;&nbsp; 925459 |
| \* | Erasca, Inc. | 39690 | &nbsp;&nbsp; 56161 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Evolent Health, Inc., <br> Class A<br>| 16409 | &nbsp;&nbsp; 164910 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fate Therapeutics, <br> Inc.<br>| 11159 | &nbsp;&nbsp; 12275 |
| \* | FONAR Corp. | 1044 | &nbsp;&nbsp; 16297 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fulcrum <br> Therapeutics, Inc.<br>| 9621 | &nbsp;&nbsp; 64749 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fulgent Genetics, <br> Inc.<br>| 10134 | &nbsp;&nbsp; 174102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoodRx Holdings, <br> Inc., Class A<br>| 14514 | &nbsp;&nbsp; 69522 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harmony Biosciences <br> Holdings, Inc.<br>| 5652 | &nbsp;&nbsp; 198837 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harvard Bioscience, <br> Inc.<br>| 1007 | &nbsp;&nbsp; 469 |
| \* | Health Catalyst, Inc. | 9996 | &nbsp;&nbsp; 36485 |
|  | HealthStream, Inc. | 8084 | &nbsp;&nbsp; 211477 |
| \* | ICON PLC | 2651 | &nbsp;&nbsp; 448523 |
| #\* | ICU Medical, Inc. | 3357 | &nbsp;&nbsp; 431072 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; InfuSystem Holdings, <br> Inc.<br>| 3612 | &nbsp;&nbsp; 20227 |
| \* | Innoviva, Inc. | 23400 | &nbsp;&nbsp; 425178 |
| \* | Inogen, Inc. | 6700 | &nbsp;&nbsp; 42277 |
| \* | Instil Bio, Inc. | 1129 | &nbsp;&nbsp; 27096 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integer Holdings <br> Corp.<br>| 8105 | &nbsp;&nbsp; 879474 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integra LifeSciences <br> Holdings Corp.<br>| 16736 | &nbsp;&nbsp; $219911 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Intellia Therapeutics, <br> Inc.<br>| 18157 | &nbsp;&nbsp; 211347 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; iTeos Therapeutics, <br> Inc.<br>| 8657 | &nbsp;&nbsp; 87782 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Janux Therapeutics, <br> Inc.<br>| 4922 | &nbsp;&nbsp; 118202 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jazz Pharmaceuticals <br> PLC<br>| 11311 | &nbsp;&nbsp; 1296580 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kewaunee Scientific <br> Corp.<br>| 778 | &nbsp;&nbsp; 43055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kodiak Sciences, <br> Inc.<br>| 14592 | &nbsp;&nbsp; 95942 |
| \* | Kura Oncology, Inc. | 9492 | &nbsp;&nbsp; 57427 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LifeStance Health <br> Group, Inc.<br>| 64442 | &nbsp;&nbsp; 256479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ligand <br> Pharmaceuticals, <br> Inc.<br>| 2448 | &nbsp;&nbsp; 322108 |
| \* | LivaNova PLC | 6863 | &nbsp;&nbsp; 289550 |
| \* | MacroGenics, Inc. | 1996 | &nbsp;&nbsp; 3114 |
| \* | MaxCyte, Inc. | 22438 | &nbsp;&nbsp; 46222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mesa Laboratories, <br> Inc.<br>| 669 | &nbsp;&nbsp; 51165 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Molina Healthcare, <br> Inc.<br>| 4612 | &nbsp;&nbsp; 728096 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Monte Rosa <br> Therapeutics, Inc.<br>| 8803 | &nbsp;&nbsp; 43575 |
| \* | Myriad Genetics, Inc. | 16857 | &nbsp;&nbsp; 64731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National HealthCare <br> Corp.<br>| 5192 | &nbsp;&nbsp; 498588 |
| \* | Neogen Corp. | 53861 | &nbsp;&nbsp; 250454 |
| \* | NeoGenomics, Inc. | 27938 | &nbsp;&nbsp; 135220 |
| \* | Nkarta, Inc. | 10722 | &nbsp;&nbsp; 23267 |
| #\* | Nuvation Bio, Inc. | 54541 | &nbsp;&nbsp; 128717 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Olema <br> Pharmaceuticals, <br> Inc.<br>| 11243 | &nbsp;&nbsp; 57789 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. <br> (2200963D US)<br>| 907 | &nbsp;&nbsp; 0 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. <br> (2200964D US)<br>| 907 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. (OABI <br> UQ)<br>| 30768 | &nbsp;&nbsp; 58767 |
| \* | Omnicell, Inc. | 13043 | &nbsp;&nbsp; 404463 |
| \* | OptimizeRx Corp. | 4689 | &nbsp;&nbsp; 59175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OraSure <br> Technologies, Inc.<br>| 20002 | &nbsp;&nbsp; 63606 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Organogenesis <br> Holdings, Inc.<br>| 30657 | &nbsp;&nbsp; 141635 |
| \* | Orthofix Medical, Inc. | 11879 | &nbsp;&nbsp; 131144 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; OrthoPediatrics <br> Corp.<br>| 7157 | &nbsp;&nbsp; 148293 |
| \* | Owens & Minor, Inc. | 25614 | &nbsp;&nbsp; 177505 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pacira BioSciences, <br> Inc.<br>| 15010 | &nbsp;&nbsp; 316561 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| #\*»†† | PDL BioPharma, Inc. | 11311 | &nbsp;&nbsp; $4751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pediatrix Medical <br> Group, Inc.<br>| 19634 | &nbsp;&nbsp; 240516 |
| \* | Pennant Group, Inc. | 3780 | &nbsp;&nbsp; 83803 |
|  | Perrigo Co. PLC | 39740 | &nbsp;&nbsp; 1059866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phibro Animal Health <br> Corp., Class A<br>| 3200 | &nbsp;&nbsp; 84800 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Premier, Inc., <br> Class A<br>| 28241 | &nbsp;&nbsp; 606617 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Prestige Consumer <br> Healthcare, Inc.<br>| 10022 | &nbsp;&nbsp; 741127 |
| \* | Prothena Corp. PLC | 10821 | &nbsp;&nbsp; 74340 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Puma Biotechnology, <br> Inc.<br>| 13575 | &nbsp;&nbsp; 42218 |
| \* | Quanterix Corp. | 7488 | &nbsp;&nbsp; 44479 |
| \* | QuidelOrtho Corp. | 9628 | &nbsp;&nbsp; 221637 |
| \* | REGENXBIO, Inc. | 11500 | &nbsp;&nbsp; 97865 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Relay Therapeutics, <br> Inc.<br>| 26222 | &nbsp;&nbsp; 92301 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Replimune Group, <br> Inc.<br>| 8149 | &nbsp;&nbsp; 57287 |
|  | Revvity, Inc. | 19132 | &nbsp;&nbsp; 1681703 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; Sage Therapeutics, <br> Inc.<br>| 7876 | &nbsp;&nbsp; 68364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sagimet Biosciences, <br> Inc., Class A<br>| 4432 | &nbsp;&nbsp; 38514 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sarepta <br> Therapeutics, Inc.<br>| 527 | &nbsp;&nbsp; 8653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Select Medical <br> Holdings Corp.<br>| 31404 | &nbsp;&nbsp; 464465 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sensus Healthcare, <br> Inc.<br>| 2727 | &nbsp;&nbsp; 15244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIGA Technologies, <br> Inc.<br>| 13013 | &nbsp;&nbsp; 86016 |
| \* | Sight Sciences, Inc. | 4200 | &nbsp;&nbsp; 13986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simulations Plus, <br> Inc.<br>| 2700 | &nbsp;&nbsp; 35154 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solid Biosciences, <br> Inc.<br>| 5367 | &nbsp;&nbsp; 36710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Supernus <br> Pharmaceuticals, <br> Inc.<br>| 15452 | &nbsp;&nbsp; 542365 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Surgery Partners, <br> Inc.<br>| 26469 | &nbsp;&nbsp; 580995 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sutro Biopharma, <br> Inc.<br>| 11232 | &nbsp;&nbsp; 9045 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tactile Systems <br> Technology, Inc.<br>| 6755 | &nbsp;&nbsp; 67415 |
| \* | Teladoc Health, Inc. | 45970 | &nbsp;&nbsp; 331444 |
|  | Teleflex, Inc. | 6738 | &nbsp;&nbsp; 805191 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Terns <br> Pharmaceuticals, <br> Inc.<br>| 22833 | &nbsp;&nbsp; 133116 |
| \* | Tourmaline Bio, Inc. | 5392 | &nbsp;&nbsp; 119325 |
| \* | TruBridge, Inc. | 4455 | &nbsp;&nbsp; 92753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Physical <br> Therapy, Inc.<br>| 1509 | &nbsp;&nbsp; 110383 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Therapeutics <br> Corp.<br>| 5122 | &nbsp;&nbsp; $1407013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Health <br> Services, Inc., <br> Class B<br>| 10444 | &nbsp;&nbsp; 1738404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Utah Medical <br> Products, Inc.<br>| 904 | &nbsp;&nbsp; 50262 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vanda <br> Pharmaceuticals, <br> Inc.<br>| 17253 | &nbsp;&nbsp; 73498 |
| \* | Varex Imaging Corp. | 11638 | &nbsp;&nbsp; 84725 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ventyx Biosciences, <br> Inc.<br>| 17612 | &nbsp;&nbsp; 49314 |
| \* | Veracyte, Inc. | 20468 | &nbsp;&nbsp; 481203 |
| »†† | &nbsp;&nbsp;&nbsp;&nbsp; Verve Therapeutics, <br> Inc.<br>| 14476 | &nbsp;&nbsp; 9120 |
|  | Viatris, Inc. | 301921 | &nbsp;&nbsp; 2638790 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vir Biotechnology, <br> Inc.<br>| 33339 | &nbsp;&nbsp; 169029 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Voyager <br> Therapeutics, Inc.<br>| 13775 | &nbsp;&nbsp; 43942 |
| \* | Xencor, Inc. | 12558 | &nbsp;&nbsp; 104483 |
| \* | Zimvie, Inc. | 7431 | &nbsp;&nbsp; 139628 |
| \* | Zymeworks, Inc. | 613 | &nbsp;&nbsp; 7699 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp; 40550323 |
| INDUSTRIALS — (18.3%) | INDUSTRIALS — (18.3%) | INDUSTRIALS — (18.3%) | INDUSTRIALS — (18.3%) |
| #\* | 3D Systems Corp. | 38500 | &nbsp;&nbsp; 62755 |
| \* | AAR Corp. | 11705 | &nbsp;&nbsp; 874481 |
|  | ABM Industries, Inc. | 17763 | &nbsp;&nbsp; 819407 |
|  | ACCO Brands Corp. | 28063 | &nbsp;&nbsp; 105236 |
|  | Acme United Corp. | 800 | &nbsp;&nbsp; 32144 |
|  | Acuity, Inc. | 4107 | &nbsp;&nbsp; 1278714 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aebi Schmidt Holding <br> AG<br>| 9897 | &nbsp;&nbsp; 101939 |
| \* | AerSale Corp. | 10098 | &nbsp;&nbsp; 60992 |
|  | AGCO Corp. | 18509 | &nbsp;&nbsp; 2183507 |
|  | Air Lease Corp. | 37705 | &nbsp;&nbsp; 2088857 |
|  | Alamo Group, Inc. | 3558 | &nbsp;&nbsp; 791940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albany International <br> Corp., Class A<br>| 5059 | &nbsp;&nbsp; 274147 |
|  | Alight, Inc., Class A | 150175 | &nbsp;&nbsp; 804938 |
|  | Allient, Inc. | 4747 | &nbsp;&nbsp; 191352 |
| \* | Alpha Pro Tech Ltd. | 1796 | &nbsp;&nbsp; 8729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alta Equipment <br> Group, Inc.<br>| 5038 | &nbsp;&nbsp; 39095 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amentum Holdings, <br> Inc.<br>| 3137 | &nbsp;&nbsp; 78331 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ameresco, Inc., <br> Class A<br>| 8612 | &nbsp;&nbsp; 145715 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Woodmark <br> Corp.<br>| 4573 | &nbsp;&nbsp; 240586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apogee Enterprises, <br> Inc.<br>| 6087 | &nbsp;&nbsp; 255593 |
|  | ArcBest Corp. | 7233 | &nbsp;&nbsp; 528949 |
|  | Arcosa, Inc. | 13644 | &nbsp;&nbsp; 1171747 |
|  | Astec Industries, Inc. | 6597 | &nbsp;&nbsp; 261637 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Astronics Corp. <br> (ATRO US)<br>| 2224 | &nbsp;&nbsp; $80331 |
| \* | Asure Software, Inc. | 7807 | &nbsp;&nbsp; 75728 |
|  | Atkore, Inc. | 1500 | &nbsp;&nbsp; 115530 |
|  | AZZ, Inc. | 6862 | &nbsp;&nbsp; 751389 |
| \* | BGSF, Inc. | 1600 | &nbsp;&nbsp; 9808 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BlueLinx Holdings, <br> Inc.<br>| 2911 | &nbsp;&nbsp; 213289 |
|  | Boise Cascade Co. | 11682 | &nbsp;&nbsp; 979068 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bowman Consulting <br> Group Ltd.<br>| 3915 | &nbsp;&nbsp; 135772 |
|  | Brady Corp., Class A | 9439 | &nbsp;&nbsp; 666110 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BrightView Holdings, <br> Inc.<br>| 26888 | &nbsp;&nbsp; 428864 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CACI International, <br> Inc., Class A<br>| 2646 | &nbsp;&nbsp; 1218668 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadeler AS (CDLR <br> US), ADR<br>| 1049 | &nbsp;&nbsp; 21987 |
| \* | Chart Industries, Inc. | 5402 | &nbsp;&nbsp; 1074080 |
|  | Civeo Corp. | 3828 | &nbsp;&nbsp; 95662 |
| \* | Clarivate PLC | 177030 | &nbsp;&nbsp; 681565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbus McKinnon <br> Corp.<br>| 9205 | &nbsp;&nbsp; 134853 |
| # | Concentrix Corp. | 14336 | &nbsp;&nbsp; 745042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concrete Pumping <br> Holdings, Inc.<br>| 13849 | &nbsp;&nbsp; 94589 |
| \* | Conduent, Inc. | 55327 | &nbsp;&nbsp; 147170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Covenant Logistics <br> Group, Inc.<br>| 6408 | &nbsp;&nbsp; 154753 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Custom Truck One <br> Source, Inc.<br>| 47578 | &nbsp;&nbsp; 294508 |
|  | Deluxe Corp. | 12913 | &nbsp;&nbsp; 207899 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Distribution Solutions <br> Group, Inc.<br>| 4036 | &nbsp;&nbsp; 120959 |
| \* | DLH Holdings Corp. | 2945 | &nbsp;&nbsp; 16521 |
| \* | DNOW, Inc. | 35551 | &nbsp;&nbsp; 553174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Douglas Dynamics, <br> Inc.<br>| 4907 | &nbsp;&nbsp; 140340 |
| \* | Ducommun, Inc. | 5134 | &nbsp;&nbsp; 467091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dun & Bradstreet <br> Holdings, Inc.<br>| 123902 | &nbsp;&nbsp; 1127508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DXP Enterprises, <br> Inc.<br>| 5281 | &nbsp;&nbsp; 598126 |
|  | Eastern Co. | 1614 | &nbsp;&nbsp; 37203 |
|  | EnerSys | 8910 | &nbsp;&nbsp; 823017 |
|  | Ennis, Inc. | 8289 | &nbsp;&nbsp; 147544 |
|  | Enpro, Inc. | 5592 | &nbsp;&nbsp; 1187797 |
| \* | Enviri Corp. | 24248 | &nbsp;&nbsp; 218232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ESCO Technologies, <br> Inc.<br>| 3302 | &nbsp;&nbsp; 639597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Espey Mfg. & <br> Electronics Corp.<br>| 439 | &nbsp;&nbsp; 19316 |
|  | EVI Industries, Inc. | 201 | &nbsp;&nbsp; 4480 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Advantage <br> Corp.<br>| 24226 | &nbsp;&nbsp; 418868 |
|  | Flowserve Corp. | 4745 | &nbsp;&nbsp; 265910 |
| \* | Fluor Corp. | 3110 | &nbsp;&nbsp; 176555 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forrester Research, <br> Inc.<br>| 4277 | &nbsp;&nbsp; $41658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fortune Brands <br> Innovations, Inc.<br>| 11404 | &nbsp;&nbsp; 621974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FTAI Infrastructure, <br> Inc.<br>| 19615 | &nbsp;&nbsp; 122986 |
| \* | FTI Consulting, Inc. | 4054 | &nbsp;&nbsp; 674383 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gates Industrial <br> Corp. PLC<br>| 42206 | &nbsp;&nbsp; 1046709 |
| # | GATX Corp. | 7870 | &nbsp;&nbsp; 1201670 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gencor Industries, <br> Inc.<br>| 3292 | &nbsp;&nbsp; 47997 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Generac Holdings, <br> Inc.<br>| 6961 | &nbsp;&nbsp; 1355237 |
|  | Genpact Ltd. | 4851 | &nbsp;&nbsp; 213687 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gibraltar Industries, <br> Inc.<br>| 8491 | &nbsp;&nbsp; 560661 |
|  | Global Industrial Co. | 4382 | &nbsp;&nbsp; 149251 |
| \* | GMS, Inc. | 10857 | &nbsp;&nbsp; 1190361 |
|  | Gorman-Rupp Co. | 7266 | &nbsp;&nbsp; 299069 |
| \* | Graham Corp. | 3300 | &nbsp;&nbsp; 188595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Granite Construction, <br> Inc.<br>| 5824 | &nbsp;&nbsp; 550193 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Great Lakes Dredge <br> & Dock Corp.<br>| 21061 | &nbsp;&nbsp; 233356 |
|  | Greenbrier Cos., Inc. | 9305 | &nbsp;&nbsp; 423377 |
| \* | GXO Logistics, Inc. | 7075 | &nbsp;&nbsp; 351698 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hayward Holdings, <br> Inc.<br>| 39366 | &nbsp;&nbsp; 605449 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Services <br> Group, Inc.<br>| 17632 | &nbsp;&nbsp; 229392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heartland Express, <br> Inc.<br>| 23523 | &nbsp;&nbsp; 183950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heidrick & Struggles <br> International, Inc.<br>| 7441 | &nbsp;&nbsp; 331348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helios Technologies, <br> Inc.<br>| 9131 | &nbsp;&nbsp; 335016 |
|  | Herc Holdings, Inc. | 4686 | &nbsp;&nbsp; 547372 |
|  | Hexcel Corp. | 4602 | &nbsp;&nbsp; 275706 |
|  | Hillenbrand, Inc. | 17850 | &nbsp;&nbsp; 369673 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hillman Solutions <br> Corp.<br>| 51798 | &nbsp;&nbsp; 408686 |
|  | HNI Corp. | 9979 | &nbsp;&nbsp; 513320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hub Group, Inc., <br> Class A<br>| 17199 | &nbsp;&nbsp; 602309 |
| \* | Hudson Global, Inc. | 783 | &nbsp;&nbsp; 7008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hudson <br> Technologies, Inc.<br>| 13777 | &nbsp;&nbsp; 129366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huntington Ingalls <br> Industries, Inc.<br>| 6454 | &nbsp;&nbsp; 1799762 |
| \* | Hurco Cos., Inc. | 1672 | &nbsp;&nbsp; 32136 |
|  | Hyster-Yale, Inc. | 3155 | &nbsp;&nbsp; 132542 |
| \* | IBEX Holdings Ltd. | 3896 | &nbsp;&nbsp; 115205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ICF International, <br> Inc.<br>| 4756 | &nbsp;&nbsp; 398981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Insteel Industries, <br> Inc.<br>| 6591 | &nbsp;&nbsp; 237935 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Interface, Inc. | 18398 | &nbsp;&nbsp; $379367 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Janus International <br> Group, Inc.<br>| 26034 | &nbsp;&nbsp; 223111 |
|  | JBT Marel Corp. | 859 | &nbsp;&nbsp; 118370 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JELD-WEN Holding, <br> Inc.<br>| 9019 | &nbsp;&nbsp; 40586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kelly Services, Inc., <br> Class A<br>| 9787 | &nbsp;&nbsp; 119891 |
|  | Kennametal, Inc. | 25752 | &nbsp;&nbsp; 637620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Knight-Swift <br> Transportation <br> Holdings, Inc.<br>| 108 | &nbsp;&nbsp; 4590 |
|  | Korn Ferry | 15978 | &nbsp;&nbsp; 1132361 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; L.B. Foster Co., <br> Class A<br>| 3570 | &nbsp;&nbsp; 83895 |
|  | Lindsay Corp. | 1012 | &nbsp;&nbsp; 138148 |
|  | LSI Industries, Inc. | 8254 | &nbsp;&nbsp; 151048 |
|  | Luxfer Holdings PLC | 7317 | &nbsp;&nbsp; 87950 |
| \* | Manitowoc Co., Inc. | 10482 | &nbsp;&nbsp; 133646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ManpowerGroup, <br> Inc.<br>| 13187 | &nbsp;&nbsp; 543964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marten Transport <br> Ltd.<br>| 23976 | &nbsp;&nbsp; 291548 |
| \* | Mastech Digital, Inc. | 560 | &nbsp;&nbsp; 4043 |
| \* | Masterbrand, Inc. | 35086 | &nbsp;&nbsp; 386999 |
| \* | Matrix Service Co. | 4679 | &nbsp;&nbsp; 71495 |
|  | Maximus, Inc. | 9073 | &nbsp;&nbsp; 670132 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mayville Engineering <br> Co., Inc.<br>| 6491 | &nbsp;&nbsp; 108854 |
|  | McGrath RentCorp | 5486 | &nbsp;&nbsp; 684598 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mercury Systems, <br> Inc.<br>| 14439 | &nbsp;&nbsp; 759347 |
| \* | Middleby Corp. | 8362 | &nbsp;&nbsp; 1214162 |
|  | Miller Industries, Inc. | 3650 | &nbsp;&nbsp; 148738 |
|  | MillerKnoll, Inc. | 19276 | &nbsp;&nbsp; 365858 |
| \* | Mistras Group, Inc. | 9639 | &nbsp;&nbsp; 76534 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Montrose <br> Environmental <br> Group, Inc.<br>| 4218 | &nbsp;&nbsp; 95706 |
|  | Moog, Inc., Class A | 3268 | &nbsp;&nbsp; 632619 |
| \* | MRC Global, Inc. | 19737 | &nbsp;&nbsp; 289739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MSC Industrial Direct <br> Co., Inc., Class A<br>| 3155 | &nbsp;&nbsp; 273286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mueller Industries, <br> Inc.<br>| 15511 | &nbsp;&nbsp; 1324174 |
| \* | MYR Group, Inc. | 1185 | &nbsp;&nbsp; 229297 |
| \* | Net Power, Inc. | 12372 | &nbsp;&nbsp; 35631 |
|  | NL Industries, Inc. | 5312 | &nbsp;&nbsp; 32775 |
| \* | NN, Inc. | 10605 | &nbsp;&nbsp; 20680 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NPK International, <br> Inc.<br>| 31317 | &nbsp;&nbsp; 282479 |
| \* | NV5 Global, Inc. | 15531 | &nbsp;&nbsp; 348671 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NWPX Infrastructure, <br> Inc.<br>| 3517 | &nbsp;&nbsp; 146940 |
| \* | OPENLANE, Inc. | 33467 | &nbsp;&nbsp; 824627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orion Group <br> Holdings, Inc.<br>| 10645 | &nbsp;&nbsp; 78879 |
|  | Oshkosh Corp. | 17288 | &nbsp;&nbsp; 2187451 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Owens Corning | 9576 | &nbsp;&nbsp; $1335182 |
| \* | PAMT Corp. | 4920 | &nbsp;&nbsp; 55744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Park Aerospace <br> Corp.<br>| 5583 | &nbsp;&nbsp; 100606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Park-Ohio Holdings <br> Corp.<br>| 3791 | &nbsp;&nbsp; 62172 |
| \* | Parsons Corp. | 1754 | &nbsp;&nbsp; 130147 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perma-Pipe <br> International <br> Holdings, Inc.<br>| 526 | &nbsp;&nbsp; 11656 |
| \* | Planet Labs PBC | 37443 | &nbsp;&nbsp; 234019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Preformed Line <br> Products Co.<br>| 1615 | &nbsp;&nbsp; 249243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primoris Services <br> Corp.<br>| 16818 | &nbsp;&nbsp; 1583751 |
| \* | Proto Labs, Inc. | 7511 | &nbsp;&nbsp; 323874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quanex Building <br> Products Corp.<br>| 10484 | &nbsp;&nbsp; 204228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Radiant Logistics, <br> Inc.<br>| 14977 | &nbsp;&nbsp; 88514 |
|  | Regal Rexnord Corp. | 15667 | &nbsp;&nbsp; 2395171 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Resideo <br> Technologies, Inc.<br>| 44973 | &nbsp;&nbsp; 1227763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Resources <br> Connection, Inc.<br>| 9959 | &nbsp;&nbsp; 50393 |
|  | REV Group, Inc. | 57 | &nbsp;&nbsp; 2824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rush Enterprises, <br> Inc. (RUSHA US), <br> Class A<br>| 18587 | &nbsp;&nbsp; 1006300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rush Enterprises, <br> Inc. (RUSHB US), <br> Class B<br>| 4081 | &nbsp;&nbsp; 221639 |
|  | Ryder System, Inc. | 11366 | &nbsp;&nbsp; 2019852 |
| \* | Saia, Inc. | 1590 | &nbsp;&nbsp; 480562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schneider National, <br> Inc., Class B<br>| 29545 | &nbsp;&nbsp; 722375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Science Applications <br> International Corp.<br>| 1035 | &nbsp;&nbsp; 115382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sensata Technologies <br> Holding PLC<br>| 35241 | &nbsp;&nbsp; 1084013 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shoals Technologies <br> Group, Inc., <br> Class A<br>| 8677 | &nbsp;&nbsp; 46769 |
| \* | Skillsoft Corp. | 1357 | &nbsp;&nbsp; 19351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standex International <br> Corp.<br>| 1151 | &nbsp;&nbsp; 189616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Black & <br> Decker, Inc.<br>| 35524 | &nbsp;&nbsp; 2403199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Steelcase, Inc., <br> Class A<br>| 27585 | &nbsp;&nbsp; 284953 |
| \* | Stratasys Ltd. | 1052 | &nbsp;&nbsp; 11393 |
| #\* | Sunrun, Inc. | 63810 | &nbsp;&nbsp; 654691 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TaskUS, Inc., <br> Class A<br>| 4974 | &nbsp;&nbsp; 84956 |
| \* | Taylor Devices, Inc. | 698 | &nbsp;&nbsp; 31480 |
|  | Tennant Co. | 2596 | &nbsp;&nbsp; 214274 |
|  | Terex Corp. | 19285 | &nbsp;&nbsp; 980835 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Thermon Group <br> Holdings, Inc.<br>| 10515 | &nbsp;&nbsp; $297364 |
|  | Timken Co. | 13601 | &nbsp;&nbsp; 1034900 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Titan International, <br> Inc.<br>| 18619 | &nbsp;&nbsp; 157517 |
| \* | Titan Machinery, Inc. | 6985 | &nbsp;&nbsp; 134950 |
| \* | Transcat, Inc. | 1451 | &nbsp;&nbsp; 110900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trinity Industries, <br> Inc.<br>| 22199 | &nbsp;&nbsp; 517237 |
| \* | TrueBlue, Inc. | 9044 | &nbsp;&nbsp; 65298 |
| \* | TTEC Holdings, Inc. | 9407 | &nbsp;&nbsp; 46847 |
| \* | Tutor Perini Corp. | 14838 | &nbsp;&nbsp; 714450 |
|  | Twin Disc, Inc. | 4046 | &nbsp;&nbsp; 34998 |
|  | UFP Industries, Inc. | 12828 | &nbsp;&nbsp; 1257144 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. <br> (UHAL US)<br>| 4292 | &nbsp;&nbsp; 248335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. <br> (UHAL/B US)<br>| 38038 | &nbsp;&nbsp; 1977976 |
| \* | Ultralife Corp. | 4895 | &nbsp;&nbsp; 39013 |
|  | UniFirst Corp. | 4062 | &nbsp;&nbsp; 694724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Logistics <br> Holdings, Inc.<br>| 7152 | &nbsp;&nbsp; 171147 |
| \* | V2X, Inc. | 8018 | &nbsp;&nbsp; 379893 |
|  | Vestis Corp. | 19971 | &nbsp;&nbsp; 121024 |
|  | Virco Mfg. Corp. | 2762 | &nbsp;&nbsp; 21378 |
| \* | VirTra, Inc. | 1814 | &nbsp;&nbsp; 12861 |
| # | VSE Corp. | 4587 | &nbsp;&nbsp; 718049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wabash National <br> Corp.<br>| 7723 | &nbsp;&nbsp; 76921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Werner Enterprises, <br> Inc.<br>| 16863 | &nbsp;&nbsp; 467442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WESCO <br> International, Inc.<br>| 13716 | &nbsp;&nbsp; 2838663 |
| \* | Willdan Group, Inc. | 4391 | &nbsp;&nbsp; 374552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Willis Lease Finance <br> Corp.<br>| 1128 | &nbsp;&nbsp; 159702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worthington <br> Enterprises, Inc.<br>| 12627 | &nbsp;&nbsp; 782495 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp; 91680228 |
| INFORMATION TECHNOLOGY — (9.3%) | INFORMATION TECHNOLOGY — (9.3%) | INFORMATION TECHNOLOGY — (9.3%) | INFORMATION TECHNOLOGY — (9.3%) |
| \* | 8x8, Inc. | 28880 | &nbsp;&nbsp; 56027 |
| \* | 908 Devices, Inc. | 8901 | &nbsp;&nbsp; 58302 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Akamai Technologies, <br> Inc.<br>| 24306 | &nbsp;&nbsp; 1854791 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alpha & Omega <br> Semiconductor <br> Ltd.<br>| 8300 | &nbsp;&nbsp; 211401 |
|  | Amdocs Ltd. | 18656 | &nbsp;&nbsp; 1592476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amkor Technology, <br> Inc.<br>| 67342 | &nbsp;&nbsp; 1519236 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amtech Systems, <br> Inc.<br>| 200 | &nbsp;&nbsp; 941 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arrow Electronics, <br> Inc.<br>| 18273 | &nbsp;&nbsp; 2119668 |
| \* | ASGN, Inc. | 10933 | &nbsp;&nbsp; 548181 |
| \* | AstroNova, Inc. | 670 | &nbsp;&nbsp; 7571 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Aviat Networks, Inc. | 3869 | &nbsp;&nbsp; $83570 |
|  | Avnet, Inc. | 33784 | &nbsp;&nbsp; 1788525 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Axcelis Technologies, <br> Inc.<br>| 2974 | &nbsp;&nbsp; 201310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bel Fuse, Inc. <br> (BELFB US), <br> Class B<br>| 3300 | &nbsp;&nbsp; 429132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Benchmark <br> Electronics, Inc.<br>| 12099 | &nbsp;&nbsp; 465812 |
| \* | Bill Holdings, Inc. | 9141 | &nbsp;&nbsp; 391692 |
| \* | Bit Digital, Inc. | 13543 | &nbsp;&nbsp; 39410 |
| \* | Cerence, Inc. | 5447 | &nbsp;&nbsp; 46844 |
| \* | CEVA, Inc. | 5343 | &nbsp;&nbsp; 114180 |
| \* | Cipher Mining, Inc. | 38996 | &nbsp;&nbsp; 212918 |
| \* | Cirrus Logic, Inc. | 6696 | &nbsp;&nbsp; 674354 |
| \* | Cleanspark, Inc. | 20352 | &nbsp;&nbsp; 231402 |
| \* | Clearfield, Inc. | 2357 | &nbsp;&nbsp; 103260 |
| \* | Coherent Corp. | 17017 | &nbsp;&nbsp; 1831029 |
| \* | Cohu, Inc. | 13254 | &nbsp;&nbsp; 236716 |
| \* | Corsair Gaming, Inc. | 16152 | &nbsp;&nbsp; 146337 |
|  | Crane NXT Co. | 7698 | &nbsp;&nbsp; 456799 |
| \* | Crexendo, Inc. | 6459 | &nbsp;&nbsp; 35977 |
|  | CTS Corp. | 7488 | &nbsp;&nbsp; 293455 |
| \* | Daily Journal Corp. | 335 | &nbsp;&nbsp; 133859 |
| \* | Daktronics, Inc. | 13790 | &nbsp;&nbsp; 223674 |
| \* | Diebold Nixdorf, Inc. | 4753 | &nbsp;&nbsp; 267546 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Digi International, <br> Inc.<br>| 10179 | &nbsp;&nbsp; 331937 |
| \* | Diodes, Inc. | 12096 | &nbsp;&nbsp; 597180 |
| \* | DXC Technology Co. | 53114 | &nbsp;&nbsp; 722882 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; E2open Parent <br> Holdings, Inc.<br>| 59163 | &nbsp;&nbsp; 195238 |
| \* | Eastman Kodak Co. | 23528 | &nbsp;&nbsp; 157638 |
| \* | eGain Corp. | 5430 | &nbsp;&nbsp; 33557 |
| \* | ePlus, Inc. | 7258 | &nbsp;&nbsp; 470173 |
| \* | EverCommerce, Inc. | 353 | &nbsp;&nbsp; 3788 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Everspin <br> Technologies, Inc.<br>| 6741 | &nbsp;&nbsp; 40850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Expensify, Inc., <br> Class A<br>| 7334 | &nbsp;&nbsp; 14888 |
| #\* | Fastly, Inc., Class A | 35646 | &nbsp;&nbsp; 242036 |
| \* | Five9, Inc. | 797 | &nbsp;&nbsp; 20587 |
| \* | Flex Ltd. | 40813 | &nbsp;&nbsp; 2035344 |
| \* | FormFactor, Inc. | 9285 | &nbsp;&nbsp; 263787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Frequency <br> Electronics, Inc.<br>| 756 | &nbsp;&nbsp; 20110 |
| \* | Globant SA | 287 | &nbsp;&nbsp; 24183 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grid Dynamics <br> Holdings, Inc.<br>| 5181 | &nbsp;&nbsp; 49168 |
| \* | Harmonic, Inc. | 8419 | &nbsp;&nbsp; 71646 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; I3 Verticals, Inc., <br> Class A<br>| 2160 | &nbsp;&nbsp; 60437 |
| \* | Ichor Holdings Ltd. | 10822 | &nbsp;&nbsp; 214167 |
| \* | Identiv, Inc. | 2730 | &nbsp;&nbsp; 9910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Information Services <br> Group, Inc.<br>| 17853 | &nbsp;&nbsp; 76946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Insight Enterprises, <br> Inc.<br>| 4102 | &nbsp;&nbsp; 486415 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | inTEST Corp. | 3000 | &nbsp;&nbsp; $20970 |
| \* | IPG Photonics Corp. | 9592 | &nbsp;&nbsp; 718345 |
| \* | Jamf Holding Corp. | 13898 | &nbsp;&nbsp; 110350 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kimball Electronics, <br> Inc.<br>| 7123 | &nbsp;&nbsp; 133628 |
| \* | Knowles Corp. | 31372 | &nbsp;&nbsp; 637165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kulicke & Soffa <br> Industries, Inc.<br>| 10807 | &nbsp;&nbsp; 354037 |
| \* | KVH Industries, Inc. | 4701 | &nbsp;&nbsp; 24868 |
| \* | Lantronix, Inc. | 9117 | &nbsp;&nbsp; 29266 |
|  | Littelfuse, Inc. | 2170 | &nbsp;&nbsp; 558406 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LiveRamp Holdings, <br> Inc.<br>| 16901 | &nbsp;&nbsp; 554691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Methode Electronics, <br> Inc.<br>| 5087 | &nbsp;&nbsp; 33371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mirion Technologies, <br> Inc.<br>| 27463 | &nbsp;&nbsp; 613798 |
| \* | Mitek Systems, Inc. | 10716 | &nbsp;&nbsp; 96658 |
|  | MKS, Inc. | 7044 | &nbsp;&nbsp; 670448 |
| \* | N-able, Inc. | 15202 | &nbsp;&nbsp; 122832 |
| \* | nCino, Inc. | 11661 | &nbsp;&nbsp; 325633 |
| \* | NCR Voyix Corp. | 32557 | &nbsp;&nbsp; 443426 |
| \* | NETGEAR, Inc. | 8022 | &nbsp;&nbsp; 186512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NetScout Systems, <br> Inc.<br>| 19824 | &nbsp;&nbsp; 424630 |
| \* | nLight, Inc. | 2196 | &nbsp;&nbsp; 46138 |
| \* | Olo, Inc., Class A | 17012 | &nbsp;&nbsp; 178286 |
| \* | ON24, Inc. | 12540 | &nbsp;&nbsp; 62198 |
|  | OneSpan, Inc. | 9660 | &nbsp;&nbsp; 142485 |
|  | PC Connection, Inc. | 8964 | &nbsp;&nbsp; 552093 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Penguin Solutions, <br> Inc.<br>| 10755 | &nbsp;&nbsp; 253495 |
| \* | Photronics, Inc. | 19774 | &nbsp;&nbsp; 402599 |
| \* | Plexus Corp. | 7987 | &nbsp;&nbsp; 1018343 |
| \* | Powerfleet, Inc. NJ | 31943 | &nbsp;&nbsp; 129689 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ribbon <br> Communications, <br> Inc.<br>| 38799 | &nbsp;&nbsp; 145884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richardson <br> Electronics Ltd.<br>| 4279 | &nbsp;&nbsp; 43132 |
| \* | Riot Platforms, Inc. | 57633 | &nbsp;&nbsp; 772859 |
| \* | Rogers Corp. | 4853 | &nbsp;&nbsp; 318260 |
| \* | Sanmina Corp. | 17147 | &nbsp;&nbsp; 1989738 |
| \* | ScanSource, Inc. | 9180 | &nbsp;&nbsp; 356551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skyworks Solutions, <br> Inc.<br>| 5060 | &nbsp;&nbsp; 346812 |
| \* | SoundThinking, Inc. | 2566 | &nbsp;&nbsp; 29278 |
| \* | Synaptics, Inc. | 7524 | &nbsp;&nbsp; 471755 |
|  | TD SYNNEX Corp. | 22872 | &nbsp;&nbsp; 3302488 |
| \* | Telos Corp. | 21737 | &nbsp;&nbsp; 55864 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TTM Technologies, <br> Inc.<br>| 36410 | &nbsp;&nbsp; 1720373 |
| \* | Twilio, Inc., Class A | 23683 | &nbsp;&nbsp; 3055107 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ultra Clean Holdings, <br> Inc.<br>| 13537 | &nbsp;&nbsp; 304853 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Veeco Instruments, <br> Inc.<br>| 13048 | &nbsp;&nbsp; 271137 |
| \* | Verint Systems, Inc. | 15190 | &nbsp;&nbsp; 323243 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Viasat, Inc. | 22126 | &nbsp;&nbsp; $363530 |
| \* | Viavi Solutions, Inc. | 30943 | &nbsp;&nbsp; 310977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vishay <br> Intertechnology, <br> Inc.<br>| 33564 | &nbsp;&nbsp; 550114 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vishay Precision <br> Group, Inc.<br>| 4379 | &nbsp;&nbsp; 116131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xerox Holdings <br> Corp.<br>| 31541 | &nbsp;&nbsp; 127741 |
| \* | Xperi, Inc. | 12774 | &nbsp;&nbsp; 76899 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY |  | &nbsp;&nbsp; 46416348 |
| MATERIALS — (3.7%) | MATERIALS — (3.7%) | MATERIALS — (3.7%) | MATERIALS — (3.7%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Vanguard <br> Corp.<br>| 7188 | &nbsp;&nbsp; 27746 |
| \* | Arq, Inc. | 4841 | &nbsp;&nbsp; 25899 |
|  | Ashland, Inc. | 13057 | &nbsp;&nbsp; 673219 |
| \* | Aspen Aerogels, Inc. | 14420 | &nbsp;&nbsp; 110457 |
|  | Avient Corp. | 25575 | &nbsp;&nbsp; 807403 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Axalta Coating <br> Systems Ltd.<br>| 11851 | &nbsp;&nbsp; 335620 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bioceres Crop <br> Solutions Corp.<br>| 2405 | &nbsp;&nbsp; 8225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caledonia Mining <br> Corp. PLC<br>| 3949 | &nbsp;&nbsp; 77756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Metals <br> Co.<br>| 32834 | &nbsp;&nbsp; 1702771 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Flotek Industries, <br> Inc.<br>| 6313 | &nbsp;&nbsp; 76072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Graphic Packaging <br> Holding Co.<br>| 49852 | &nbsp;&nbsp; 1114691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greif, Inc. (GEF US), <br> Class A<br>| 7728 | &nbsp;&nbsp; 490187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greif, Inc. (GEF/B <br> US), Class B<br>| 3492 | &nbsp;&nbsp; 229250 |
|  | HB Fuller Co. | 11101 | &nbsp;&nbsp; 623876 |
|  | Hecla Mining Co. | 170422 | &nbsp;&nbsp; 978222 |
|  | Huntsman Corp. | 25024 | &nbsp;&nbsp; 242733 |
|  | Innospec, Inc. | 6895 | &nbsp;&nbsp; 550911 |
| \* | Intrepid Potash, Inc. | 2723 | &nbsp;&nbsp; 90622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaiser Aluminum <br> Corp.<br>| 3836 | &nbsp;&nbsp; 296561 |
| \* | Knife River Corp. | 1923 | &nbsp;&nbsp; 158609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koppers Holdings, <br> Inc.<br>| 5912 | &nbsp;&nbsp; 194268 |
| \* | Magnera Corp. | 2722 | &nbsp;&nbsp; 33889 |
|  | Materion Corp. | 5724 | &nbsp;&nbsp; 602737 |
| \* | McEwen, Inc. | 12448 | &nbsp;&nbsp; 126472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercer International, <br> Inc.<br>| 18226 | &nbsp;&nbsp; 67619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Minerals <br> Technologies, Inc.<br>| 9081 | &nbsp;&nbsp; 528060 |
|  | Mosaic Co. | 68902 | &nbsp;&nbsp; 2481161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Myers Industries, <br> Inc.<br>| 8989 | &nbsp;&nbsp; 131689 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern <br> Technologies <br> International Corp.<br>| 2067 | &nbsp;&nbsp; $15916 |
|  | Olympic Steel, Inc. | 3097 | &nbsp;&nbsp; 96317 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perimeter Solutions, <br> Inc.<br>| 39572 | &nbsp;&nbsp; 638296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quaker Chemical <br> Corp.<br>| 4320 | &nbsp;&nbsp; 494294 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ranpak Holdings <br> Corp.<br>| 21511 | &nbsp;&nbsp; 78515 |
|  | Royal Gold, Inc. | 879 | &nbsp;&nbsp; 133098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding <br> Corp.<br>| 9825 | &nbsp;&nbsp; 202395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sensient <br> Technologies <br> Corp.<br>| 7267 | &nbsp;&nbsp; 816011 |
|  | Silgan Holdings, Inc. | 22745 | &nbsp;&nbsp; 1058325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sonoco Products <br> Co.<br>| 18530 | &nbsp;&nbsp; 835147 |
|  | Stepan Co. | 6391 | &nbsp;&nbsp; 324471 |
|  | Sylvamo Corp. | 6354 | &nbsp;&nbsp; 292729 |
|  | TriMas Corp. | 12503 | &nbsp;&nbsp; 446732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worthington Steel, <br> Inc.<br>| 13016 | &nbsp;&nbsp; 397248 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp; 18616219 |
| REAL ESTATE — (1.2%) | REAL ESTATE — (1.2%) | REAL ESTATE — (1.2%) | REAL ESTATE — (1.2%) |
| \* | AMREP Corp. | 1060 | &nbsp;&nbsp; 23585 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anywhere Real <br> Estate, Inc.<br>| 33226 | &nbsp;&nbsp; 153504 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cushman & <br> Wakefield PLC<br>| 64801 | &nbsp;&nbsp; 789924 |
| \* | Douglas Elliman, Inc. | 18914 | &nbsp;&nbsp; 52014 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Five Point <br> Holdings LLC, <br> Class A<br>| 13799 | &nbsp;&nbsp; 73549 |
| \* | Forestar Group, Inc. | 14830 | &nbsp;&nbsp; 367784 |
| \* | FRP Holdings, Inc. | 5276 | &nbsp;&nbsp; 139286 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Howard Hughes <br> Holdings, Inc.<br>| 13550 | &nbsp;&nbsp; 931291 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jones Lang LaSalle, <br> Inc.<br>| 6457 | &nbsp;&nbsp; 1745715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kennedy-Wilson <br> Holdings, Inc.<br>| 40399 | &nbsp;&nbsp; 295721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marcus & Millichap, <br> Inc.<br>| 9068 | &nbsp;&nbsp; 282559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Newmark Group, <br> Inc., Class A<br>| 39079 | &nbsp;&nbsp; 592828 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RE/MAX Holdings, <br> Inc., Class A<br>| 4179 | &nbsp;&nbsp; 32137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RMR Group, Inc., <br> Class A<br>| 4411 | &nbsp;&nbsp; 70841 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seaport <br> Entertainment <br> Group, Inc.<br>| 3412 | &nbsp;&nbsp; 78715 |
| \* | Star Holdings | 1928 | &nbsp;&nbsp; 13862 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Stratus Properties, <br> Inc.<br>| 1919 | &nbsp;&nbsp; $30579 |
| \* | Tejon Ranch Co. | 9668 | &nbsp;&nbsp; 173637 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp; 5847531 |
| UTILITIES — (0.4%) | UTILITIES — (0.4%) | UTILITIES — (0.4%) | UTILITIES — (0.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genie Energy Ltd., <br> Class B<br>| 4514 | &nbsp;&nbsp; 91724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Jersey <br> Resources Corp.<br>| 19776 | &nbsp;&nbsp; 907916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ormat Technologies, <br> Inc.<br>| 10343 | &nbsp;&nbsp; 924768 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp; 1924408 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS <br>Cost ($417694595) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS <br>Cost ($417694595) |  | &nbsp;&nbsp; 488941358 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| 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 <br> Fund 4.250%<br>| 949011 | &nbsp;&nbsp; $949011 |
| 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>| 898121 | &nbsp;&nbsp; 10388564 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $429,031,965)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $429,031,965)^^ |  | &nbsp;&nbsp; $500278933 |

---

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; $21064728 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $21064728 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | &nbsp;&nbsp;&nbsp; 81776739 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 81776739 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | &nbsp;&nbsp;&nbsp; 21657446 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 21657446 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy | &nbsp;&nbsp;&nbsp; 15586436 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15586436 |
| &nbsp;&nbsp;&nbsp;&nbsp; Financials | &nbsp;&nbsp;&nbsp; 143820952 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 143820952 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care | &nbsp;&nbsp;&nbsp; 40468088 | &nbsp;&nbsp;&nbsp; $68364 | &nbsp;&nbsp;&nbsp; $13871 | &nbsp;&nbsp;&nbsp; 40550323 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrials | &nbsp;&nbsp;&nbsp; 91680228 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 91680228 |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | &nbsp;&nbsp;&nbsp; 46416348 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 46416348 |
| &nbsp;&nbsp;&nbsp;&nbsp; Materials | &nbsp;&nbsp;&nbsp; 18616219 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 18616219 |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Estate | &nbsp;&nbsp;&nbsp; 5847531 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5847531 |
| &nbsp;&nbsp;&nbsp;&nbsp; Utilities | &nbsp;&nbsp;&nbsp; 1924408 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1924408 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 949011 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 949011 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10388564 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10388564 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $489808134 | &nbsp;&nbsp;&nbsp; $10456928 | &nbsp;&nbsp;&nbsp; $13871 | &nbsp;&nbsp;&nbsp; $500278933 |

---

------

**International Sustainability Core 1 Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (95.3%) | COMMON STOCKS — (95.3%) | COMMON STOCKS — (95.3%) | COMMON STOCKS — (95.3%) |
| AUSTRALIA — (5.2%) | AUSTRALIA — (5.2%) | AUSTRALIA — (5.2%) | AUSTRALIA — (5.2%) |
|  | Accent Group Ltd. | 218106 | &nbsp;&nbsp; $207762 |
|  | Acrow Ltd. | 102616 | &nbsp;&nbsp; 70429 |
| # | Adairs Ltd. | 89569 | &nbsp;&nbsp; 117661 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ainsworth Game <br> Technology Ltd.<br>| 22621 | &nbsp;&nbsp; 14505 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alkane Resources <br> Ltd.<br>| 63205 | &nbsp;&nbsp; 28843 |
|  | ALS Ltd. | 120912 | &nbsp;&nbsp; 1405660 |
|  | Amotiv Ltd. | 61164 | &nbsp;&nbsp; 344248 |
|  | AMP Ltd. | 1218515 | &nbsp;&nbsp; 1246680 |
| # | Ampol Ltd. | 140049 | &nbsp;&nbsp; 2448596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ANZ Group Holdings <br> Ltd.<br>| 306695 | &nbsp;&nbsp; 6018428 |
| #\* | Appen Ltd. | 95865 | &nbsp;&nbsp; 54256 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Arafura Rare Earths <br> Ltd. (ARU AU)<br>| 218267 | &nbsp;&nbsp; 24323 |
| # | ARB Corp. Ltd. | 19706 | &nbsp;&nbsp; 422590 |
|  | Aristocrat Leisure Ltd. | 107647 | &nbsp;&nbsp; 4820096 |
| # | ARN Media Ltd. | 113080 | &nbsp;&nbsp; 34152 |
| \* | Articore Group Ltd. | 50418 | &nbsp;&nbsp; 6485 |
|  | Atlas Arteria Ltd. | 234015 | &nbsp;&nbsp; 772994 |
| \* | Aurelia Metals Ltd. | 203048 | &nbsp;&nbsp; 22749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aussie Broadband <br> Ltd.<br>| 70152 | &nbsp;&nbsp; 202264 |
| \* | Austal Ltd. | 168865 | &nbsp;&nbsp; 708652 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Austin Engineering <br> Ltd.<br>| 59853 | &nbsp;&nbsp; 13634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Australian Clinical <br> Labs Ltd.<br>| 79712 | &nbsp;&nbsp; 141097 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Australian Ethical <br> Investment Ltd.<br>| 60020 | &nbsp;&nbsp; 300949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Australian Finance <br> Group Ltd.<br>| 149104 | &nbsp;&nbsp; 212235 |
| # | Autosports Group Ltd. | 7525 | &nbsp;&nbsp; 12160 |
| #†† | AVZ Minerals Ltd. | 69347 | &nbsp;&nbsp; 7271 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baby Bunting Group <br> Ltd.<br>| 51599 | &nbsp;&nbsp; 59532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Queensland <br> Ltd.<br>| 247038 | &nbsp;&nbsp; 1203528 |
|  | Bapcor Ltd. | 114291 | &nbsp;&nbsp; 282030 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Beacon Lighting <br> Group Ltd.<br>| 40361 | &nbsp;&nbsp; 93911 |
|  | Bega Cheese Ltd. | 78096 | &nbsp;&nbsp; 260033 |
| \* | Bellevue Gold Ltd. | 227047 | &nbsp;&nbsp; 117039 |
|  | Brambles Ltd. | 414055 | &nbsp;&nbsp; 6334811 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bravura Solutions <br> Ltd.<br>| 125536 | &nbsp;&nbsp; 172288 |
| # | Breville Group Ltd. | 60307 | &nbsp;&nbsp; 1261232 |
| \* | Capricorn Metals Ltd. | 111750 | &nbsp;&nbsp; 640087 |
|  | CAR Group Ltd. | 49768 | &nbsp;&nbsp; 1211329 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Carnarvon Energy <br> Ltd.<br>| 83876 | &nbsp;&nbsp; 5356 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Catapult Group <br> International Ltd.<br>| 40885 | &nbsp;&nbsp; $173078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cedar Woods <br> Properties Ltd.<br>| 38041 | &nbsp;&nbsp; 181135 |
| #\* | Cettire Ltd. | 116586 | &nbsp;&nbsp; 19277 |
|  | Challenger Ltd. | 288452 | &nbsp;&nbsp; 1515991 |
|  | Champion Iron Ltd. | 147992 | &nbsp;&nbsp; 391033 |
| \* | Chrysos Corp. Ltd. | 4376 | &nbsp;&nbsp; 14193 |
|  | Civmec Australia Ltd. | 50600 | &nbsp;&nbsp; 37287 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Coast Entertainment <br> Holdings Ltd.<br>| 69563 | &nbsp;&nbsp; 16765 |
|  | Cochlear Ltd. | 17567 | &nbsp;&nbsp; 3586356 |
|  | Codan Ltd. | 45688 | &nbsp;&nbsp; 610858 |
| #\* | Cogstate Ltd. | 11856 | &nbsp;&nbsp; 13147 |
|  | Coles Group Ltd. | 168615 | &nbsp;&nbsp; 2244934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank <br> of Australia<br>| 114370 | &nbsp;&nbsp; 12984371 |
|  | Computershare Ltd. | 176357 | &nbsp;&nbsp; 4747425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Credit Corp. Group <br> Ltd.<br>| 18729 | &nbsp;&nbsp; 184573 |
|  | CSL Ltd. | 27712 | &nbsp;&nbsp; 4793738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalrymple Bay <br> Infrastructure Ltd.<br>| 110805 | &nbsp;&nbsp; 318474 |
|  | Data#3 Ltd. | 90027 | &nbsp;&nbsp; 433153 |
| \* | Deep Yellow Ltd. | 239329 | &nbsp;&nbsp; 228029 |
|  | Deterra Royalties Ltd. | 100607 | &nbsp;&nbsp; 266404 |
| \* | Develop Global Ltd. | 5983 | &nbsp;&nbsp; 16386 |
|  | Dicker Data Ltd. | 24552 | &nbsp;&nbsp; 136917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Domain Holdings <br> Australia Ltd.<br>| 79465 | &nbsp;&nbsp; 224731 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Domino's Pizza <br> Enterprises Ltd.<br>| 4385 | &nbsp;&nbsp; 51179 |
|  | Downer EDI Ltd. | 180376 | &nbsp;&nbsp; 795390 |
| #\* | DUG Technology Ltd. | 6526 | &nbsp;&nbsp; 5590 |
|  | Duratec Ltd. | 24684 | &nbsp;&nbsp; 23108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagers Automotive <br> Ltd.<br>| 66134 | &nbsp;&nbsp; 828243 |
| \* | Emeco Holdings Ltd. | 137528 | &nbsp;&nbsp; 78365 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Emerald Resources <br> NL<br>| 183401 | &nbsp;&nbsp; 402544 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Endeavour Group <br> Ltd.<br>| 346148 | &nbsp;&nbsp; 906452 |
|  | EQT Holdings Ltd. | 6775 | &nbsp;&nbsp; 141277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eureka Group <br> Holdings Ltd. (EGH <br> AU)<br>| 48015 | &nbsp;&nbsp; 17276 |
|  | Evolution Mining Ltd. | 288124 | &nbsp;&nbsp; 1303968 |
|  | Fiducian Group Ltd. | 4858 | &nbsp;&nbsp; 34946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FleetPartners Group <br> Ltd.<br>| 137030 | &nbsp;&nbsp; 241031 |
| # | Fleetwood Ltd. | 63521 | &nbsp;&nbsp; 107518 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Flight Centre Travel <br> Group Ltd.<br>| 55939 | &nbsp;&nbsp; 426634 |
|  | Fortescue Ltd. | 387914 | &nbsp;&nbsp; 4388958 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | G8 Education Ltd. | 368199 | &nbsp;&nbsp; $212266 |
| \* | Genesis Minerals Ltd. | 125351 | &nbsp;&nbsp; 294419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gold Road Resources <br> Ltd.<br>| 470581 | &nbsp;&nbsp; 942714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GR Engineering <br> Services Ltd.<br>| 74581 | &nbsp;&nbsp; 177526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GrainCorp Ltd., <br> Class A<br>| 105630 | &nbsp;&nbsp; 512595 |
|  | GWA Group Ltd. | 119306 | &nbsp;&nbsp; 193564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansen Technologies <br> Ltd.<br>| 34616 | &nbsp;&nbsp; 132973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harvey Norman <br> Holdings Ltd.<br>| 132091 | &nbsp;&nbsp; 489772 |
|  | Healius Ltd. | 425809 | &nbsp;&nbsp; 208883 |
|  | Helia Group Ltd. | 256449 | &nbsp;&nbsp; 830255 |
|  | HUB24 Ltd. | 25406 | &nbsp;&nbsp; 1724436 |
| # | IDP Education Ltd. | 44197 | &nbsp;&nbsp; 99994 |
| # | IGO Ltd. | 207731 | &nbsp;&nbsp; 584382 |
|  | Imdex Ltd. | 304982 | &nbsp;&nbsp; 592214 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Immutep Ltd. (IMM <br> AU)<br>| 246179 | &nbsp;&nbsp; 42623 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Immutep Ltd. (IMMP <br> US), Sponsored <br> ADR<br>| 4300 | &nbsp;&nbsp; 7482 |
|  | Infomedia Ltd. | 158228 | &nbsp;&nbsp; 131574 |
| \* | Insignia Financial Ltd. | 468153 | &nbsp;&nbsp; 1348646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Insurance Australia <br> Group Ltd.<br>| 701309 | &nbsp;&nbsp; 3936742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Integral Diagnostics <br> Ltd.<br>| 71449 | &nbsp;&nbsp; 122390 |
| \* | ioneer Ltd. | 120906 | &nbsp;&nbsp; 8855 |
|  | IPH Ltd. | 123999 | &nbsp;&nbsp; 416096 |
|  | IRESS Ltd. | 70934 | &nbsp;&nbsp; 359889 |
|  | IVE Group Ltd. | 54371 | &nbsp;&nbsp; 103039 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; James Hardie <br> Industries PLC <br> (JHX AU), CDI<br>| 112438 | &nbsp;&nbsp; 2951208 |
|  | JB Hi-Fi Ltd. | 40944 | &nbsp;&nbsp; 2916114 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Johns Lyng Group <br> Ltd.<br>| 93322 | &nbsp;&nbsp; 232227 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Judo Capital Holdings <br> Ltd.<br>| 234084 | &nbsp;&nbsp; 225759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jumbo Interactive <br> Ltd.<br>| 3096 | &nbsp;&nbsp; 20823 |
|  | Jupiter Mines Ltd. | 273843 | &nbsp;&nbsp; 36924 |
| # | Kogan.com Ltd. | 31341 | &nbsp;&nbsp; 77577 |
|  | Lendlease Corp. Ltd. | 296294 | &nbsp;&nbsp; 995846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Financial <br> Group Ltd.<br>| 4265 | &nbsp;&nbsp; 10580 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lifestyle Communities <br> Ltd.<br>| 34756 | &nbsp;&nbsp; 98312 |
|  | Lindsay Australia Ltd. | 56728 | &nbsp;&nbsp; 26719 |
|  | Lottery Corp. Ltd.  | 385259 | &nbsp;&nbsp; 1336225 |
|  | Lovisa Holdings Ltd. | 29476 | &nbsp;&nbsp; 640271 |
| # | Lycopodium Ltd. | 16294 | &nbsp;&nbsp; 119214 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lynas Rare Earths <br> Ltd.<br>| 122512 | &nbsp;&nbsp; 823207 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macmahon Holdings <br> Ltd.<br>| 632150 | &nbsp;&nbsp; $121570 |
|  | Macquarie Group Ltd. | 34775 | &nbsp;&nbsp; 4815861 |
| # | Mader Group Ltd. | 4543 | &nbsp;&nbsp; 21489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magellan Financial <br> Group Ltd.<br>| 95284 | &nbsp;&nbsp; 647937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; McMillan Shakespeare <br> Ltd.<br>| 44304 | &nbsp;&nbsp; 506763 |
| \* | McPherson's Ltd. | 32460 | &nbsp;&nbsp; 6377 |
|  | Medibank Pvt Ltd. | 846153 | &nbsp;&nbsp; 2765569 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mesoblast Ltd. (MSB <br> AU)<br>| 173604 | &nbsp;&nbsp; 262422 |
| \* | Metals X Ltd. | 132918 | &nbsp;&nbsp; 49230 |
|  | Metcash Ltd. | 829804 | &nbsp;&nbsp; 2071610 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Michael Hill <br> International Ltd. <br> (MHJ AU)<br>| 39511 | &nbsp;&nbsp; 10440 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mineral Resources <br> Ltd.<br>| 59247 | &nbsp;&nbsp; 1070131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monadelphous Group <br> Ltd.<br>| 39190 | &nbsp;&nbsp; 488608 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Monash IVF Group <br> Ltd.<br>| 140227 | &nbsp;&nbsp; 71699 |
|  | Myer Holdings Ltd. | 540195 | &nbsp;&nbsp; 208523 |
|  | MyState Ltd. | 57883 | &nbsp;&nbsp; 159893 |
| \* | Nanosonics Ltd. | 23645 | &nbsp;&nbsp; 61242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Australia <br> Bank Ltd.<br>| 368289 | &nbsp;&nbsp; 9139697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Navigator Global <br> Investments Ltd.<br>| 117612 | &nbsp;&nbsp; 144384 |
|  | Netwealth Group Ltd. | 66300 | &nbsp;&nbsp; 1582211 |
|  | nib holdings Ltd. | 323631 | &nbsp;&nbsp; 1536522 |
| # | Nick Scali Ltd. | 24349 | &nbsp;&nbsp; 299095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern Star <br> Resources Ltd.<br>| 106709 | &nbsp;&nbsp; 1060189 |
| #\* | Novonix Ltd. | 27728 | &nbsp;&nbsp; 7949 |
| \* | Nufarm Ltd. | 249445 | &nbsp;&nbsp; 411918 |
| \* | Nuix Ltd. | 62171 | &nbsp;&nbsp; 93540 |
|  | Objective Corp. Ltd. | 12027 | &nbsp;&nbsp; 146929 |
| #\* | OFX Group Ltd. | 91001 | &nbsp;&nbsp; 48415 |
|  | Orica Ltd. | 135838 | &nbsp;&nbsp; 1855011 |
|  | Orora Ltd. | 664667 | &nbsp;&nbsp; 882156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Current Group <br> Ltd.<br>| 18366 | &nbsp;&nbsp; 130052 |
| #\* | Paragon Care Ltd. | 56430 | &nbsp;&nbsp; 14391 |
|  | Peet Ltd. | 185175 | &nbsp;&nbsp; 200879 |
|  | Perenti Ltd. | 657127 | &nbsp;&nbsp; 737241 |
|  | Perpetual Ltd. | 37311 | &nbsp;&nbsp; 501057 |
|  | Perseus Mining Ltd. | 673318 | &nbsp;&nbsp; 1405691 |
| \* | PEXA Group Ltd. | 64718 | &nbsp;&nbsp; 657185 |
| \* | Pilbara Minerals Ltd. | 669105 | &nbsp;&nbsp; 678946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pinnacle Investment <br> Management Group <br> Ltd.<br>| 5059 | &nbsp;&nbsp; 71788 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Platinum Asset <br> Management Ltd.<br>| 248522 | &nbsp;&nbsp; 105972 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PointsBet Holdings <br> Ltd.<br>| 16644 | &nbsp;&nbsp; 13064 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| # | Praemium Ltd. | 78103 | &nbsp;&nbsp; $35103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premier Investments <br> Ltd.<br>| 43618 | &nbsp;&nbsp; 589815 |
|  | Pro Medicus Ltd. | 31434 | &nbsp;&nbsp; 6455116 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Propel Funeral <br> Partners Ltd.<br>| 4529 | &nbsp;&nbsp; 13524 |
| # | PWR Holdings Ltd. | 14264 | &nbsp;&nbsp; 71481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; QBE Insurance Group <br> Ltd.<br>| 493676 | &nbsp;&nbsp; 7323297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramelius Resources <br> Ltd.<br>| 319189 | &nbsp;&nbsp; 513537 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ramsay Health Care <br> Ltd.<br>| 41111 | &nbsp;&nbsp; 1017690 |
|  | REA Group Ltd. | 18274 | &nbsp;&nbsp; 2783696 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ReadyTech Holdings <br> Ltd.<br>| 14937 | &nbsp;&nbsp; 21732 |
| # | Reece Ltd. | 46136 | &nbsp;&nbsp; 399472 |
| \* | Regis Resources Ltd. | 272998 | &nbsp;&nbsp; 711875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Worldwide <br> Corp. Ltd.<br>| 282440 | &nbsp;&nbsp; 776427 |
| \* | Resolute Mining Ltd. | 353804 | &nbsp;&nbsp; 139477 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Retail Food Group <br> Ltd.<br>| 22684 | &nbsp;&nbsp; 28783 |
|  | Rio Tinto Ltd. | 5460 | &nbsp;&nbsp; 388304 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RPMGlobal Holdings <br> Ltd.<br>| 69599 | &nbsp;&nbsp; 150083 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sandfire Resources <br> Ltd.<br>| 218869 | &nbsp;&nbsp; 1472457 |
|  | SEEK Ltd. | 85191 | &nbsp;&nbsp; 1314128 |
|  | Servcorp Ltd. | 6571 | &nbsp;&nbsp; 24919 |
|  | Service Stream Ltd. | 250257 | &nbsp;&nbsp; 318157 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Seven West Media <br> Ltd.<br>| 342179 | &nbsp;&nbsp; 30747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shaver Shop Group <br> Ltd.<br>| 39601 | &nbsp;&nbsp; 37586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sigma Healthcare <br> Ltd.<br>| 1828981 | &nbsp;&nbsp; 3378339 |
|  | Sims Ltd. (SGM AU) | 83375 | &nbsp;&nbsp; 809021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sims Ltd. (SMSMY <br> US), Sponsored <br> ADR<br>| 419 | &nbsp;&nbsp; 4056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SmartGroup Corp. <br> Ltd.<br>| 85938 | &nbsp;&nbsp; 434868 |
|  | Sonic Healthcare Ltd. | 94424 | &nbsp;&nbsp; 1667418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Cross <br> Electrical <br> Engineering Ltd.<br>| 30707 | &nbsp;&nbsp; 34829 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Southern Cross Media <br> Group Ltd.<br>| 66545 | &nbsp;&nbsp; 25482 |
|  | SRG Global Ltd. | 118317 | &nbsp;&nbsp; 125876 |
| #\* | St Barbara Ltd. | 265679 | &nbsp;&nbsp; 45743 |
|  | Steadfast Group Ltd. | 344133 | &nbsp;&nbsp; 1309729 |
|  | Suncorp Group Ltd. | 226030 | &nbsp;&nbsp; 3029878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Super Retail Group <br> Ltd.<br>| 66041 | &nbsp;&nbsp; 645983 |
|  | Supply Network Ltd. | 531 | &nbsp;&nbsp; 12684 |
| #\* | Syrah Resources Ltd. | 69307 | &nbsp;&nbsp; 16925 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Tabcorp Holdings Ltd. | 717135 | &nbsp;&nbsp; $354270 |
|  | Technology One Ltd. | 148017 | &nbsp;&nbsp; 3871907 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Telix Pharmaceuticals <br> Ltd.<br>| 23876 | &nbsp;&nbsp; 319871 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Temple & Webster <br> Group Ltd.<br>| 6467 | &nbsp;&nbsp; 100793 |
|  | Transurban Group | 226449 | &nbsp;&nbsp; 2004033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Treasury Wine <br> Estates Ltd.<br>| 217504 | &nbsp;&nbsp; 1051768 |
| #\* | Tyro Payments Ltd. | 162309 | &nbsp;&nbsp; 98922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Store <br> Holdings Ltd.<br>| 2327 | &nbsp;&nbsp; 12598 |
| \* | Vault Minerals Ltd. | 1602607 | &nbsp;&nbsp; 371002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ventia Services Group <br> Pty. Ltd.<br>| 377683 | &nbsp;&nbsp; 1257604 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Viva Energy Group <br> Ltd.<br>| 706485 | &nbsp;&nbsp; 945435 |
|  | Vulcan Steel Ltd. | 2324 | &nbsp;&nbsp; 8968 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; WEB Travel Group <br> Ltd.<br>| 105200 | &nbsp;&nbsp; 300367 |
| #\* | Webjet Group Ltd. | 105200 | &nbsp;&nbsp; 60056 |
|  | Wesfarmers Ltd. | 115152 | &nbsp;&nbsp; 6298756 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; West African <br> Resources Ltd.<br>| 230109 | &nbsp;&nbsp; 344519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westgold Resources <br> Ltd.<br>| 242539 | &nbsp;&nbsp; 396487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking <br> Corp.<br>| 388958 | &nbsp;&nbsp; 8397653 |
|  | WiseTech Global Ltd. | 31800 | &nbsp;&nbsp; 2408537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woolworths Group <br> Ltd.<br>| 167116 | &nbsp;&nbsp; 3373754 |
|  | Worley Ltd. | 165271 | &nbsp;&nbsp; 1406470 |
| \* | Xero Ltd. | 47714 | &nbsp;&nbsp; 5494771 |
|  | XRF Scientific Ltd. | 26910 | &nbsp;&nbsp; 33373 |
| #\* | Zip Co. Ltd. | 222234 | &nbsp;&nbsp; 450683 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp; 208759444 |
| AUSTRIA — (0.4%) | AUSTRIA — (0.4%) | AUSTRIA — (0.4%) | AUSTRIA — (0.4%) |
|  | ANDRITZ AG | 28047 | &nbsp;&nbsp; 1951816 |
| Ω | BAWAG Group AG | 38902 | &nbsp;&nbsp; 4909722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CA Immobilien <br> Anlagen AG<br>| 7538 | &nbsp;&nbsp; 200755 |
| \* | CPI Europe AG | 8306 | &nbsp;&nbsp; 172533 |
| \* | DO & Co. AG | 1810 | &nbsp;&nbsp; 408337 |
|  | Erste Group Bank AG | 47996 | &nbsp;&nbsp; 4388940 |
| \* | Eurotelesites AG | 17066 | &nbsp;&nbsp; 100068 |
|  | EVN AG | 6689 | &nbsp;&nbsp; 180759 |
| \* | FACC AG | 2711 | &nbsp;&nbsp; 22232 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Immofinanz AG (IIA <br> AV)<br>| 25524 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oesterreichische Post <br> AG<br>| 11975 | &nbsp;&nbsp; 417696 |
|  | Palfinger AG | 6724 | &nbsp;&nbsp; 279656 |
|  | Porr AG | 7322 | &nbsp;&nbsp; 246164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raiffeisen Bank <br> International AG<br>| 27193 | &nbsp;&nbsp; 785182 |
|  | SBO AG | 5941 | &nbsp;&nbsp; 196605 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) |
|  | Strabag SE (STR AV) | 2037 | &nbsp;&nbsp; $191498 |
|  | Telekom Austria AG | 25959 | &nbsp;&nbsp; 275107 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; UBM Development <br> AG<br>| 2066 | &nbsp;&nbsp; 48260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UNIQA Insurance <br> Group AG<br>| 47884 | &nbsp;&nbsp; 689850 |
|  | Verbund AG | 15436 | &nbsp;&nbsp; 1149356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vienna Insurance <br> Group AG Wiener <br> Versicherung <br> Gruppe<br>| 11240 | &nbsp;&nbsp; 593074 |
|  | Wienerberger AG | 10086 | &nbsp;&nbsp; 338107 |
|  | Zumtobel Group AG | 11802 | &nbsp;&nbsp; 61154 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp; 17606871 |
| BELGIUM — (1.1%) | BELGIUM — (1.1%) | BELGIUM — (1.1%) | BELGIUM — (1.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ackermans & van <br> Haaren NV<br>| 3534 | &nbsp;&nbsp; 866877 |
|  | Ageas SA | 86834 | &nbsp;&nbsp; 5904040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anheuser-Busch <br> InBev SA (ABI BB)<br>| 67971 | &nbsp;&nbsp; 3907833 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Argenx SE (ARGX <br> BB)<br>| 3256 | &nbsp;&nbsp; 2186824 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Argenx SE (ARGX <br> US), ADR<br>| 4228 | &nbsp;&nbsp; 2834155 |
| # | Azelis Group NV | 79938 | &nbsp;&nbsp; 1241964 |
|  | Barco NV | 18894 | &nbsp;&nbsp; 294479 |
|  | Bekaert SA | 14482 | &nbsp;&nbsp; 596475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie <br> d'Entreprises CFE<br>| 3294 | &nbsp;&nbsp; 36841 |
|  | Colruyt Group NV | 32915 | &nbsp;&nbsp; 1406025 |
|  | Deceuninck NV | 24834 | &nbsp;&nbsp; 61571 |
|  | D'ieteren Group | 5071 | &nbsp;&nbsp; 1001690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Econocom Group SA <br> NV<br>| 47983 | &nbsp;&nbsp; 100888 |
|  | Elia Group SA | 14653 | &nbsp;&nbsp; 1690564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EVS Broadcast <br> Equipment SA<br>| 5830 | &nbsp;&nbsp; 251874 |
|  | Fagron | 36632 | &nbsp;&nbsp; 905795 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Galapagos NV (GLPG <br> BB)<br>| 9005 | &nbsp;&nbsp; 294680 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Galapagos NV (GLPG <br> NA)<br>| 110 | &nbsp;&nbsp; 3600 |
|  | Gimv NV | 14409 | &nbsp;&nbsp; 690450 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hyloris <br> Pharmaceuticals <br> SA<br>| 1301 | &nbsp;&nbsp; 10022 |
| \* | Immobel SA | 2162 | &nbsp;&nbsp; 61557 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ion Beam <br> Applications<br>| 5863 | &nbsp;&nbsp; 80724 |
|  | KBC Group NV | 65550 | &nbsp;&nbsp; 6837119 |
|  | Lotus Bakeries NV | 173 | &nbsp;&nbsp; 1462614 |
|  | Melexis NV | 6028 | &nbsp;&nbsp; 461050 |
|  | Proximus SADP | 41876 | &nbsp;&nbsp; 347936 |
| # | Recticel SA | 18862 | &nbsp;&nbsp; 229524 |
|  | Syensqo SA | 11109 | &nbsp;&nbsp; 880453 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tessenderlo Group <br> SA<br>| 8253 | &nbsp;&nbsp; $245514 |
|  | UCB SA | 33374 | &nbsp;&nbsp; 7170565 |
|  | Umicore SA | 62080 | &nbsp;&nbsp; 981098 |
| # | Van de Velde NV | 2854 | &nbsp;&nbsp; 108912 |
|  | VGP NV | 5105 | &nbsp;&nbsp; 536840 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp; 43690553 |
| CANADA — (10.1%) | CANADA — (10.1%) | CANADA — (10.1%) | CANADA — (10.1%) |
| \* | 5N Plus, Inc. | 56299 | &nbsp;&nbsp; 502612 |
|  | Acadian Timber Corp. | 3700 | &nbsp;&nbsp; 47959 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACT Energy <br> Technologies Ltd.<br>| 11457 | &nbsp;&nbsp; 40599 |
|  | ADENTRA, Inc. | 10229 | &nbsp;&nbsp; 217115 |
|  | Aecon Group, Inc. | 17217 | &nbsp;&nbsp; 232981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ag Growth <br> International, Inc.<br>| 8224 | &nbsp;&nbsp; 248334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AGF Management <br> Ltd., Class B<br>| 16300 | &nbsp;&nbsp; 144460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agnico Eagle Mines <br> Ltd. (AEM CN)<br>| 4051 | &nbsp;&nbsp; 502877 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Agnico Eagle Mines <br> Ltd. (AEM US)<br>| 75659 | &nbsp;&nbsp; 9408969 |
| #\* | Aimia, Inc. | 19431 | &nbsp;&nbsp; 42632 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AirBoss of America <br> Corp.<br>| 3500 | &nbsp;&nbsp; 12377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alamos Gold, Inc. <br> (AGI CN), Class A<br>| 24882 | &nbsp;&nbsp; 604631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alamos Gold, Inc. <br> (AGI US), Class A<br>| 148317 | &nbsp;&nbsp; 3604103 |
|  | AltaGas Ltd. | 66634 | &nbsp;&nbsp; 1967377 |
|  | Altus Group Ltd. | 10457 | &nbsp;&nbsp; 436664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amerigo Resources <br> Ltd.<br>| 17500 | &nbsp;&nbsp; 27154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Andrew Peller Ltd., <br> Class A<br>| 11700 | &nbsp;&nbsp; 45598 |
| \* | Aritzia, Inc. | 44981 | &nbsp;&nbsp; 2414288 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arizona Sonoran <br> Copper Co., Inc.<br>| 9500 | &nbsp;&nbsp; 15221 |
| \* | Ascot Resources Ltd. | 48000 | &nbsp;&nbsp; 2425 |
|  | Atco Ltd., Class I | 26256 | &nbsp;&nbsp; 950870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AtkinsRealis Group, <br> Inc.<br>| 68615 | &nbsp;&nbsp; 4858413 |
| \* | ATS Corp. (ATS CN) | 17221 | &nbsp;&nbsp; 522621 |
| \* | ATS Corp. (ATS US) | 1217 | &nbsp;&nbsp; 36936 |
|  | Aura Minerals, Inc. | 2700 | &nbsp;&nbsp; 65649 |
| \* | AutoCanada, Inc. | 2455 | &nbsp;&nbsp; 46970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B2Gold Corp. (BTG <br> US)<br>| 132950 | &nbsp;&nbsp; 448042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B2Gold Corp. (BTO <br> CN)<br>| 69987 | &nbsp;&nbsp; 235379 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Ballard Power <br> Systems, Inc. <br> (BLDP CN)<br>| 1927 | &nbsp;&nbsp; 3532 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Ballard Power <br> Systems, Inc. <br> (BLDP US)<br>| 55814 | &nbsp;&nbsp; 102140 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal <br> (BMO CN)<br>| 40616 | &nbsp;&nbsp; $4483120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal <br> (BMO US)<br>| 67757 | &nbsp;&nbsp; 7483083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Nova Scotia <br> (BNS CN)<br>| 100854 | &nbsp;&nbsp; 5611168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Nova Scotia <br> (BNS US)<br>| 75921 | &nbsp;&nbsp; 4221967 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bausch & Lomb <br> Corp.<br>| 4972 | &nbsp;&nbsp; 67768 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bausch Health Cos., <br> Inc. (BHC CN)<br>| 4900 | &nbsp;&nbsp; 28892 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bausch Health Cos., <br> Inc. (BHC US)<br>| 44950 | &nbsp;&nbsp; 264756 |
|  | BCE, Inc. (BCE US) | 21361 | &nbsp;&nbsp; 498352 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bird Construction, <br> Inc.<br>| 35657 | &nbsp;&nbsp; 742425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Black Diamond Group <br> Ltd.<br>| 19500 | &nbsp;&nbsp; 166628 |
| #\* | BlackBerry Ltd. | 26747 | &nbsp;&nbsp; 98696 |
|  | BMTC Group, Inc. | 1803 | &nbsp;&nbsp; 17781 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bombardier, Inc. <br> (BBD/A CN), <br> Class A<br>| 1100 | &nbsp;&nbsp; 128093 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bombardier, Inc. <br> (BBD/B CN), <br> Class B<br>| 35712 | &nbsp;&nbsp; 4164252 |
|  | Boralex, Inc., Class A | 48106 | &nbsp;&nbsp; 1088773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boyd Group Services, <br> Inc.<br>| 6792 | &nbsp;&nbsp; 941400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bragg Gaming Group, <br> Inc.<br>| 7442 | &nbsp;&nbsp; 29619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Corp. (BN <br> US)<br>| 154957 | &nbsp;&nbsp; 10389867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield <br> Infrastructure Corp., <br> Class A<br>| 30680 | &nbsp;&nbsp; 1197661 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Renewable <br> Corp.<br>| 23600 | &nbsp;&nbsp; 864468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Wealth <br> Solutions Ltd.<br>| 470 | &nbsp;&nbsp; 31457 |
| # | BRP, Inc. (DOO CN) | 8687 | &nbsp;&nbsp; 439240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BRP, Inc. (DOOO <br> US)<br>| 2100 | &nbsp;&nbsp; 106071 |
| \* | CAE, Inc. (CAE US) | 78330 | &nbsp;&nbsp; 2234755 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Calfrac Well Services <br> Ltd.<br>| 21100 | &nbsp;&nbsp; 60303 |
|  | Calian Group Ltd. | 3442 | &nbsp;&nbsp; 125448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cameco Corp. (CCJ <br> US)<br>| 39737 | &nbsp;&nbsp; 2977493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canaccord Genuity <br> Group, Inc.<br>| 33549 | &nbsp;&nbsp; 260528 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Canada Goose <br> Holdings, Inc. <br> (GOOS CN)<br>| 14965 | &nbsp;&nbsp; 163626 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial <br> Bank of Commerce <br> (CM CN)<br>| 74337 | &nbsp;&nbsp; $5312928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial <br> Bank of Commerce <br> (CM US)<br>| 55673 | &nbsp;&nbsp; 3977279 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Tire Corp. <br> Ltd., Class A<br>| 23303 | &nbsp;&nbsp; 3121082 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Utilities Ltd., <br> Class A<br>| 37735 | &nbsp;&nbsp; 1050676 |
| \* | Canfor Corp. | 24048 | &nbsp;&nbsp; 235690 |
|  | Cascades, Inc. | 30019 | &nbsp;&nbsp; 195635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CCL Industries, Inc., <br> Class B<br>| 78499 | &nbsp;&nbsp; 4387809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Celestica, Inc. (CLS <br> CN)<br>| 10522 | &nbsp;&nbsp; 2103565 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Celestica, Inc. (CLS <br> US)<br>| 33617 | &nbsp;&nbsp; 6718694 |
|  | Centerra Gold, Inc. | 114460 | &nbsp;&nbsp; 778980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CES Energy Solutions <br> Corp.<br>| 162478 | &nbsp;&nbsp; 850148 |
|  | CGI, Inc. (GIB US) | 41426 | &nbsp;&nbsp; 3994709 |
|  | CGI, Inc. (GIBA CN) | 14620 | &nbsp;&nbsp; 1409454 |
|  | CI Financial Corp. | 71306 | &nbsp;&nbsp; 1643188 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cipher <br> Pharmaceuticals, <br> Inc.<br>| 6600 | &nbsp;&nbsp; 57398 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cogeco <br> Communications, <br> Inc.<br>| 5425 | &nbsp;&nbsp; 244274 |
|  | Cogeco, Inc. | 1429 | &nbsp;&nbsp; 60363 |
| \* | Colabor Group, Inc. | 30300 | &nbsp;&nbsp; 17057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colliers International <br> Group, Inc. (CIGI <br> CN)<br>| 1837 | &nbsp;&nbsp; 277022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colliers International <br> Group, Inc. (CIGI <br> US)<br>| 20322 | &nbsp;&nbsp; 3062729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Computer Modelling <br> Group Ltd.<br>| 30323 | &nbsp;&nbsp; 173105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Constellation <br> Software, Inc.<br>| 3958 | &nbsp;&nbsp; 13654986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corby Spirit & Wine <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 42292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Definity Financial <br> Corp.<br>| 51172 | &nbsp;&nbsp; 2756921 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; dentalcorp Holdings <br> Ltd.<br>| 17804 | &nbsp;&nbsp; 103694 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Descartes Systems <br> Group, Inc. (DSG <br> CN)<br>| 600 | &nbsp;&nbsp; 63391 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Descartes Systems <br> Group, Inc. (DSGX <br> US)<br>| 14620 | &nbsp;&nbsp; 1546211 |
| \* | Docebo, Inc. | 4236 | &nbsp;&nbsp; 128431 |
|  | Dollarama, Inc. | 68197 | &nbsp;&nbsp; 9320979 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Doman Building <br> Materials Group <br> Ltd.<br>| 38876 | &nbsp;&nbsp; $239889 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dorel Industries, Inc., <br> Class B<br>| 9728 | &nbsp;&nbsp; 10391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DREAM Unlimited <br> Corp., Class A<br>| 11846 | &nbsp;&nbsp; 178511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dundee Precious <br> Metals, Inc.<br>| 33886 | &nbsp;&nbsp; 547811 |
| # | Dye & Durham Ltd. | 8956 | &nbsp;&nbsp; 72328 |
|  | Dynacor Group, Inc. | 4300 | &nbsp;&nbsp; 14741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; E-L Financial Corp. <br> Ltd.<br>| 60000 | &nbsp;&nbsp; 636114 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eldorado Gold Corp. <br> (EGO US)<br>| 56162 | &nbsp;&nbsp; 1151321 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eldorado Gold Corp. <br> (ELD CN)<br>| 38945 | &nbsp;&nbsp; 797965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Element Fleet <br> Management Corp.<br>| 327791 | &nbsp;&nbsp; 8525973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empire Co. Ltd., <br> Class A<br>| 79878 | &nbsp;&nbsp; 3181054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc. (ENB <br> CN)<br>| 857 | &nbsp;&nbsp; 38823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc. (ENB <br> US)<br>| 135809 | &nbsp;&nbsp; 6150790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Endeavour Mining <br> PLC<br>| 67055 | &nbsp;&nbsp; 2013186 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Endeavour Silver <br> Corp. (EDR CN)<br>| 26913 | &nbsp;&nbsp; 136352 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Endeavour Silver <br> Corp. (EXK US)<br>| 22917 | &nbsp;&nbsp; 116189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enerflex Ltd. (EFX <br> CN)<br>| 44158 | &nbsp;&nbsp; 352155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enerflex Ltd. (EFXT <br> US)<br>| 34318 | &nbsp;&nbsp; 273858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enghouse Systems <br> Ltd.<br>| 18886 | &nbsp;&nbsp; 312813 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ensign Energy <br> Services, Inc.<br>| 14114 | &nbsp;&nbsp; 23021 |
| # | EQB, Inc. | 16583 | &nbsp;&nbsp; 1232714 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Equinox Gold Corp. <br> (EQX CN)<br>| 2987 | &nbsp;&nbsp; 18194 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Equinox Gold Corp. <br> (EQX US)<br>| 116340 | &nbsp;&nbsp; 709674 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ERO Copper Corp. <br> (ERO CN)<br>| 27628 | &nbsp;&nbsp; 373863 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ERO Copper Corp. <br> (ERO US)<br>| 23233 | &nbsp;&nbsp; 314110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evertz Technologies <br> Ltd.<br>| 8130 | &nbsp;&nbsp; 70703 |
|  | Extendicare, Inc. | 19675 | &nbsp;&nbsp; 175081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fairfax Financial <br> Holdings Ltd.<br>| 2624 | &nbsp;&nbsp; 4641162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Finning International, <br> Inc.<br>| 84789 | &nbsp;&nbsp; 3694832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Firan Technology <br> Group Corp.<br>| 8000 | &nbsp;&nbsp; 66166 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Majestic Silver <br> Corp. (AG US)<br>| 96771 | &nbsp;&nbsp; $769329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Majestic Silver <br> Corp. (FR CN)<br>| 8237 | &nbsp;&nbsp; 65511 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; First National <br> Financial Corp.<br>| 9343 | &nbsp;&nbsp; 325211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FirstService Corp. <br> (FSV CN)<br>| 1298 | &nbsp;&nbsp; 255853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FirstService Corp. <br> (FSV US)<br>| 10383 | &nbsp;&nbsp; 2047735 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Foraco International <br> SA<br>| 33964 | &nbsp;&nbsp; 39219 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Fortuna Mining Corp. <br> (FSM US)<br>| 110451 | &nbsp;&nbsp; 712409 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fortuna Mining Corp. <br> (FVI CN)<br>| 34368 | &nbsp;&nbsp; 221745 |
| \* | Galiano Gold, Inc. | 52 | &nbsp;&nbsp; 69 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GDI Integrated Facility <br> Services, Inc.<br>| 2338 | &nbsp;&nbsp; 54502 |
|  | George Weston Ltd. | 17760 | &nbsp;&nbsp; 3374733 |
|  | Gibson Energy, Inc. | 126457 | &nbsp;&nbsp; 2279804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoGold Resources, <br> Inc.<br>| 53771 | &nbsp;&nbsp; 78390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great-West Lifeco, <br> Inc.<br>| 35564 | &nbsp;&nbsp; 1335447 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Haivision Systems, <br> Inc.<br>| 6900 | &nbsp;&nbsp; 24799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hammond <br> Manufacturing Co. <br> Ltd., Class A<br>| 600 | &nbsp;&nbsp; 4465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hammond Power <br> Solutions, Inc.<br>| 4267 | &nbsp;&nbsp; 381677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; High Liner Foods, <br> Inc.<br>| 6336 | &nbsp;&nbsp; 77462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hudbay Minerals, Inc. <br> (HBM CN)<br>| 83923 | &nbsp;&nbsp; 778907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hudbay Minerals, Inc. <br> (HBM US)<br>| 125149 | &nbsp;&nbsp; 1160131 |
| Ω | Hydro One Ltd. | 73989 | &nbsp;&nbsp; 2616528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; iA Financial Corp., <br> Inc.<br>| 33571 | &nbsp;&nbsp; 3286111 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IAMGOLD Corp. (IAG <br> US)<br>| 33494 | &nbsp;&nbsp; 226419 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; IAMGOLD Corp. (IMG <br> CN)<br>| 91446 | &nbsp;&nbsp; 617736 |
|  | IGM Financial, Inc. | 48909 | &nbsp;&nbsp; 1619475 |
| \* | Illumin Holdings, Inc. | 8200 | &nbsp;&nbsp; 12960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Information Services <br> Corp.<br>| 8743 | &nbsp;&nbsp; 201917 |
|  | Intact Financial Corp. | 21553 | &nbsp;&nbsp; 4454950 |
| \* | Interfor Corp. | 20625 | &nbsp;&nbsp; 185470 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ivanhoe Mines Ltd., <br> Class A<br>| 12130 | &nbsp;&nbsp; 94634 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Jamieson Wellness, <br> Inc.<br>| 7169 | &nbsp;&nbsp; 174051 |
| \* | K92 Mining, Inc. | 98472 | &nbsp;&nbsp; 1022670 |
|  | K-Bro Linen, Inc. | 3622 | &nbsp;&nbsp; 89531 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Keyera Corp. | 81786 | &nbsp;&nbsp; $2567618 |
| \* | Kinaxis, Inc. | 1320 | &nbsp;&nbsp; 195904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinross Gold Corp. (K <br> CN)<br>| 140151 | &nbsp;&nbsp; 2242456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinross Gold Corp. <br> (KGC US)<br>| 147109 | &nbsp;&nbsp; 2353744 |
|  | KP Tissue, Inc. | 2300 | &nbsp;&nbsp; 14906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Labrador Iron Ore <br> Royalty Corp.<br>| 47201 | &nbsp;&nbsp; 907843 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Laramide Resources <br> Ltd.<br>| 9500 | &nbsp;&nbsp; 3565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lassonde Industries, <br> Inc., Class A<br>| 700 | &nbsp;&nbsp; 108491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laurentian Bank of <br> Canada<br>| 19325 | &nbsp;&nbsp; 429708 |
|  | Leon's Furniture Ltd. | 2645 | &nbsp;&nbsp; 52018 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lightspeed <br> Commerce, Inc. <br> (LSPD US)<br>| 84915 | &nbsp;&nbsp; 1056343 |
|  | Linamar Corp. | 3400 | &nbsp;&nbsp; 164405 |
|  | Loblaw Cos. Ltd. | 32194 | &nbsp;&nbsp; 5206173 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lucara Diamond <br> Corp.<br>| 91530 | &nbsp;&nbsp; 15524 |
|  | Lundin Gold, Inc. | 86829 | &nbsp;&nbsp; 4018724 |
|  | Lundin Mining Corp. | 293972 | &nbsp;&nbsp; 3002096 |
|  | MAG Silver Corp. | 7121 | &nbsp;&nbsp; 145411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magna International, <br> Inc. (MG CN)<br>| 2100 | &nbsp;&nbsp; 86116 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Magna International, <br> Inc. (MGA US)<br>| 58977 | &nbsp;&nbsp; 2418057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mainstreet Equity <br> Corp.<br>| 800 | &nbsp;&nbsp; 106813 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Major Drilling Group <br> International, Inc.<br>| 38043 | &nbsp;&nbsp; 241338 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mandalay Resources <br> Corp.<br>| 9600 | &nbsp;&nbsp; 33534 |
| \* | Mattr Corp. | 33516 | &nbsp;&nbsp; 297280 |
|  | McCoy Global, Inc. | 4013 | &nbsp;&nbsp; 10368 |
| \* | MDA Space Ltd. | 23824 | &nbsp;&nbsp; 667127 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Medexus <br> Pharmaceuticals, <br> Inc.<br>| 6500 | &nbsp;&nbsp; 12854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medical Facilities <br> Corp.<br>| 5000 | &nbsp;&nbsp; 52829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melcor Developments <br> Ltd.<br>| 6227 | &nbsp;&nbsp; 64400 |
|  | Metro, Inc. | 60368 | &nbsp;&nbsp; 4616019 |
|  | Morguard Corp. | 1053 | &nbsp;&nbsp; 89835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MTY Food Group, <br> Inc.<br>| 4336 | &nbsp;&nbsp; 120823 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; National Bank of <br> Canada<br>| 104636 | &nbsp;&nbsp; 10884207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neo Performance <br> Materials, Inc.<br>| 12000 | &nbsp;&nbsp; 134325 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Gold, Inc. (NGD <br> CN)<br>| 439237 | &nbsp;&nbsp; 1838608 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Gold, Inc. (NGD <br> US)<br>| 34676 | &nbsp;&nbsp; $145292 |
| \* | NFI Group, Inc. | 2427 | &nbsp;&nbsp; 33455 |
|  | North West Co., Inc. | 29605 | &nbsp;&nbsp; 1016176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nutrien Ltd. (NTR <br> US)<br>| 64810 | &nbsp;&nbsp; 3844529 |
|  | OceanaGold Corp. | 86071 | &nbsp;&nbsp; 1170933 |
|  | Onex Corp. | 20547 | &nbsp;&nbsp; 1671520 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Open Text Corp. <br> (OTEX CN)<br>| 24170 | &nbsp;&nbsp; 711354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Open Text Corp. <br> (OTEX US)<br>| 65781 | &nbsp;&nbsp; 1935935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OR Royalties, Inc. <br> (OR CN)<br>| 5604 | &nbsp;&nbsp; 155226 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; OR Royalties, Inc. <br> (OR US)<br>| 61256 | &nbsp;&nbsp; 1697404 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orla Mining Ltd. <br> (ORLA US)<br>| 16751 | &nbsp;&nbsp; 156119 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver <br> Corp. (PAAS CN)<br>| 43283 | &nbsp;&nbsp; 1169238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver <br> Corp. (PAAS US)<br>| 97382 | &nbsp;&nbsp; 2631264 |
|  | Parkland Corp. | 89843 | &nbsp;&nbsp; 2535912 |
|  | Pason Systems, Inc. | 63524 | &nbsp;&nbsp; 535938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pet Valu Holdings <br> Ltd.<br>| 6352 | &nbsp;&nbsp; 153711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PHX Energy Services <br> Corp.<br>| 36100 | &nbsp;&nbsp; 216767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polaris Renewable <br> Energy, Inc.<br>| 4001 | &nbsp;&nbsp; 35921 |
| # | Pollard Banknote Ltd. | 2929 | &nbsp;&nbsp; 47034 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Precision Drilling <br> Corp. (PD CN)<br>| 1462 | &nbsp;&nbsp; 82349 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Precision Drilling <br> Corp. (PDS US)<br>| 9606 | &nbsp;&nbsp; 541013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premium Brands <br> Holdings Corp.<br>| 14068 | &nbsp;&nbsp; 891840 |
|  | Pulse Seismic, Inc. | 6600 | &nbsp;&nbsp; 18624 |
| \* | Quarterhill, Inc. | 42151 | &nbsp;&nbsp; 40460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quebecor, Inc., <br> Class B<br>| 88894 | &nbsp;&nbsp; 2500785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RB Global, Inc. (RBA <br> US)<br>| 31242 | &nbsp;&nbsp; 3382259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Restaurant Brands <br> International, Inc. <br> (QSR CN)<br>| 5770 | &nbsp;&nbsp; 391524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Restaurant Brands <br> International, Inc. <br> (QSR US)<br>| 55646 | &nbsp;&nbsp; 3776138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richelieu Hardware <br> Ltd.<br>| 24550 | &nbsp;&nbsp; 614282 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rogers <br> Communications, <br> Inc. (RCI US), <br> Class B<br>| 41011 | &nbsp;&nbsp; 1369767 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rogers <br> Communications, <br> Inc. (RCIB CN), <br> Class B<br>| 49847 | &nbsp;&nbsp; $1664924 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada <br> (RY CN)<br>| 133492 | &nbsp;&nbsp; 17128712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada <br> (RY US)<br>| 123085 | &nbsp;&nbsp; 15811499 |
|  | Russel Metals, Inc. | 31041 | &nbsp;&nbsp; 994226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandstorm Gold Ltd. <br> (SAND US)<br>| 68281 | &nbsp;&nbsp; 639110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandstorm Gold Ltd. <br> (SSL CN)<br>| 41000 | &nbsp;&nbsp; 383783 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sangoma <br> Technologies Corp.<br>| 3900 | &nbsp;&nbsp; 22095 |
|  | Savaria Corp. | 18711 | &nbsp;&nbsp; 268458 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seabridge Gold, Inc. <br> (SA US)<br>| 6547 | &nbsp;&nbsp; 100300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Secure Waste <br> Infrastructure Corp.<br>| 211260 | &nbsp;&nbsp; 2308369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shopify, Inc. (SHOP <br> US), Class A<br>| 103293 | &nbsp;&nbsp; 12623438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sienna Senior Living, <br> Inc.<br>| 22839 | &nbsp;&nbsp; 295048 |
| \* | SNDL, Inc. | 4981 | &nbsp;&nbsp; 8567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Source Energy <br> Services Ltd.<br>| 1500 | &nbsp;&nbsp; 14939 |
|  | South Bow Corp. | 6768 | &nbsp;&nbsp; 177728 |
| #Ω | Spin Master Corp. | 17374 | &nbsp;&nbsp; 285889 |
|  | Sprott, Inc. (SII CN) | 1170 | &nbsp;&nbsp; 78782 |
|  | Sprott, Inc. (SII US) | 4800 | &nbsp;&nbsp; 323328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SSR Mining, Inc. <br> (SSRM CN)<br>| 7400 | &nbsp;&nbsp; 88388 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SSR Mining, Inc. <br> (SSRM US)<br>| 24249 | &nbsp;&nbsp; 289776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stantec, Inc. (STN <br> CN)<br>| 23133 | &nbsp;&nbsp; 2528669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stantec, Inc. (STN <br> US)<br>| 19321 | &nbsp;&nbsp; 2112945 |
|  | Stella-Jones, Inc. | 22858 | &nbsp;&nbsp; 1303084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; StorageVault Canada, <br> Inc.<br>| 41557 | &nbsp;&nbsp; 139163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Life Financial, <br> Inc. (SLF CN)<br>| 68450 | &nbsp;&nbsp; 4173395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Life Financial, <br> Inc. (SLF US)<br>| 77593 | &nbsp;&nbsp; 4733173 |
|  | Superior Plus Corp. | 88523 | &nbsp;&nbsp; 442104 |
|  | Supremex, Inc. | 7100 | &nbsp;&nbsp; 21214 |
|  | Sylogist Ltd. | 9900 | &nbsp;&nbsp; 66091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiga Building <br> Products Ltd.<br>| 5000 | &nbsp;&nbsp; 11367 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taseko Mines Ltd. <br> (TGB US)<br>| 21700 | &nbsp;&nbsp; 66619 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taseko Mines Ltd. <br> (TKO CN)<br>| 39300 | &nbsp;&nbsp; 120543 |
|  | TELUS Corp. | 23749 | &nbsp;&nbsp; 382562 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TerraVest Industries, <br> Inc.<br>| 8657 | &nbsp;&nbsp; $1066630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TFI International, Inc. <br> (TFII CN)<br>| 12211 | &nbsp;&nbsp; 1061941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TFI International, Inc. <br> (TFII US)<br>| 4813 | &nbsp;&nbsp; 419549 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Theratechnologies, <br> Inc.<br>| 5606 | &nbsp;&nbsp; 17659 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Thomson Reuters <br> Corp. (TRI US)<br>| 21647 | &nbsp;&nbsp; 4349099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Timbercreek Financial <br> Corp.<br>| 40030 | &nbsp;&nbsp; 223320 |
|  | TMX Group Ltd. | 73300 | &nbsp;&nbsp; 2980458 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Torex Gold <br> Resources, Inc.<br>| 49388 | &nbsp;&nbsp; 1391176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toromont Industries <br> Ltd.<br>| 37399 | &nbsp;&nbsp; 3791993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion <br> Bank (TD CN)<br>| 92172 | &nbsp;&nbsp; 6713336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion <br> Bank (TD US)<br>| 130774 | &nbsp;&nbsp; 9530809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Total Energy Services, <br> Inc.<br>| 27509 | &nbsp;&nbsp; 231093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transcontinental, Inc., <br> Class A<br>| 39333 | &nbsp;&nbsp; 547017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trican Well Service <br> Ltd.<br>| 87285 | &nbsp;&nbsp; 358438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triple Flag Precious <br> Metals Corp. (TFPM <br> CN)<br>| 1100 | &nbsp;&nbsp; 25102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triple Flag Precious <br> Metals Corp. (TFPM <br> US)<br>| 18862 | &nbsp;&nbsp; 430432 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trisura Group Ltd. <br> (TSU CN)<br>| 17381 | &nbsp;&nbsp; 530487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VersaBank (VBNK <br> US)<br>| 3158 | &nbsp;&nbsp; 37328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; VerticalScope <br> Holdings, Inc.<br>| 4000 | &nbsp;&nbsp; 10970 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Victoria Gold <br> Corp./Vancouver<br>| 1006 | &nbsp;&nbsp; 131 |
| \* | Vitalhub Corp. | 6517 | &nbsp;&nbsp; 64718 |
|  | Wajax Corp. | 10700 | &nbsp;&nbsp; 182246 |
| \* | Wall Financial Corp. | 1000 | &nbsp;&nbsp; 11439 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Well Health <br> Technologies Corp.<br>| 84882 | &nbsp;&nbsp; 279959 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wesdome Gold Mines <br> Ltd.<br>| 103095 | &nbsp;&nbsp; 1227676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; West Fraser Timber <br> Co. Ltd. (WFG CN)<br>| 24293 | &nbsp;&nbsp; 1684170 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Western Forest <br> Products, Inc.<br>| 7382 | &nbsp;&nbsp; 70965 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wheaton Precious <br> Metals Corp. (WPM <br> US)<br>| 49186 | &nbsp;&nbsp; 4501011 |
|  | Winpak Ltd. | 12700 | &nbsp;&nbsp; 375244 |
|  | WSP Global, Inc. | 28196 | &nbsp;&nbsp; 5805657 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Yellow Pages Ltd. | 3240 | &nbsp;&nbsp; $25698 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp; 403811212 |
| CHINA — (0.0%) | CHINA — (0.0%) | CHINA — (0.0%) | CHINA — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Gold <br> International <br> Resources Corp. <br> Ltd. (CGG CN)<br>| 34632 | &nbsp;&nbsp; 299431 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Hanfeng Evergreen, <br> Inc.<br>| 2300 | &nbsp;&nbsp; 0 |
| TOTAL CHINA | TOTAL CHINA |  | &nbsp;&nbsp; 299431 |
| DENMARK — (2.5%) | DENMARK — (2.5%) | DENMARK — (2.5%) | DENMARK — (2.5%) |
| \* | ALK-Abello AS | 50170 | &nbsp;&nbsp; 1455623 |
|  | Alm Brand AS | 365365 | &nbsp;&nbsp; 1007788 |
| # | Ambu AS, Class B | 33191 | &nbsp;&nbsp; 484519 |
| \* | Bang & Olufsen AS | 54475 | &nbsp;&nbsp; 108914 |
| \* | Bavarian Nordic AS | 35701 | &nbsp;&nbsp; 1292238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carlsberg AS, <br> Class B<br>| 14803 | &nbsp;&nbsp; 1845448 |
| # | cBrain AS | 2987 | &nbsp;&nbsp; 97413 |
|  | Chemometec AS | 3546 | &nbsp;&nbsp; 273685 |
| # | Coloplast AS, Class B | 22361 | &nbsp;&nbsp; 2042275 |
|  | Columbus AS | 33734 | &nbsp;&nbsp; 51159 |
|  | Danske Bank AS | 165759 | &nbsp;&nbsp; 6575904 |
| \* | Demant AS | 31304 | &nbsp;&nbsp; 1186033 |
|  | DSV AS | 32018 | &nbsp;&nbsp; 7174694 |
|  | FLSmidth & Co. AS | 25906 | &nbsp;&nbsp; 1523955 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genmab AS (GMAB <br> DC)<br>| 30260 | &nbsp;&nbsp; 6514900 |
| #\* | GN Store Nord AS | 50474 | &nbsp;&nbsp; 723067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H Lundbeck AS <br> (HLUNA DC), <br> Class A<br>| 18301 | &nbsp;&nbsp; 81874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H Lundbeck AS <br> (HLUNB DC)<br>| 127242 | &nbsp;&nbsp; 662900 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; H&H International AS, <br> Class B<br>| 5321 | &nbsp;&nbsp; 84841 |
| #\* | Huscompagniet AS | 3263 | &nbsp;&nbsp; 23208 |
|  | ISS AS | 59925 | &nbsp;&nbsp; 1722625 |
|  | Jeudan AS | 785 | &nbsp;&nbsp; 25472 |
|  | Jyske Bank AS | 21728 | &nbsp;&nbsp; 2181325 |
|  | Matas AS | 19079 | &nbsp;&nbsp; 391351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MT Hoejgaard Holding <br> AS<br>| 299 | &nbsp;&nbsp; 18835 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Netcompany Group <br> AS<br>| 22140 | &nbsp;&nbsp; 811869 |
| \* | Nilfisk Holding AS | 4726 | &nbsp;&nbsp; 67275 |
| \* | NKT AS | 27364 | &nbsp;&nbsp; 2407286 |
| #\*Ω | NNIT AS | 3672 | &nbsp;&nbsp; 37072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk AS <br> (NOVOB DC), <br> Class B<br>| 660210 | &nbsp;&nbsp; 30705024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novonesis <br> Novozymes B, <br> Class B<br>| 95623 | &nbsp;&nbsp; 6186570 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; NTG Nordic Transport <br> Group AS<br>| 3952 | &nbsp;&nbsp; $118441 |
| #\*Ω | Orsted AS | 31560 | &nbsp;&nbsp; 1487470 |
|  | Pandora AS | 40536 | &nbsp;&nbsp; 6692314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Parken Sport & <br> Entertainment AS<br>| 758 | &nbsp;&nbsp; 19524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Per Aarsleff Holding <br> AS<br>| 7791 | &nbsp;&nbsp; 839068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ringkjoebing <br> Landbobank AS<br>| 16083 | &nbsp;&nbsp; 3545631 |
|  | Royal Unibrew AS | 21210 | &nbsp;&nbsp; 1586471 |
| \* | RTX AS | 2621 | &nbsp;&nbsp; 32850 |
|  | Schouw & Co. AS | 4762 | &nbsp;&nbsp; 448508 |
|  | Solar AS, Class B | 3287 | &nbsp;&nbsp; 141831 |
|  | SP Group AS | 6285 | &nbsp;&nbsp; 256933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sparekassen <br> Sjaelland-Fyn AS<br>| 4968 | &nbsp;&nbsp; 252715 |
|  | Sydbank AS | 24097 | &nbsp;&nbsp; 1785280 |
|  | TCM Group AS | 3151 | &nbsp;&nbsp; 36317 |
|  | Tivoli AS | 528 | &nbsp;&nbsp; 49865 |
| \* | Trifork Group AG | 4385 | &nbsp;&nbsp; 62863 |
|  | Tryg AS | 111991 | &nbsp;&nbsp; 2701437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vestas Wind Systems <br> AS<br>| 186471 | &nbsp;&nbsp; 3404604 |
|  | Vestjysk Bank AS | 35503 | &nbsp;&nbsp; 25837 |
| #\* | Zealand Pharma AS | 7878 | &nbsp;&nbsp; 407591 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp; 101660692 |
| FINLAND — (2.0%) | FINLAND — (2.0%) | FINLAND — (2.0%) | FINLAND — (2.0%) |
|  | Aktia Bank OYJ | 27365 | &nbsp;&nbsp; 315048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alandsbanken Abp, <br> Class B<br>| 263 | &nbsp;&nbsp; 11698 |
|  | Alma Media OYJ | 17897 | &nbsp;&nbsp; 270055 |
| # | Anora Group OYJ | 9982 | &nbsp;&nbsp; 36343 |
|  | Citycon OYJ | 8489 | &nbsp;&nbsp; 36516 |
|  | Digia OYJ | 6198 | &nbsp;&nbsp; 51866 |
|  | Elisa OYJ | 41065 | &nbsp;&nbsp; 2112904 |
| Ω | Enento Group OYJ | 6886 | &nbsp;&nbsp; 122106 |
| # | eQ OYJ | 1422 | &nbsp;&nbsp; 20990 |
| # | Evli OYJ, Class B | 498 | &nbsp;&nbsp; 10910 |
| # | Fiskars OYJ Abp | 3215 | &nbsp;&nbsp; 52705 |
|  | Fortum OYJ | 179611 | &nbsp;&nbsp; 3295093 |
|  | F-Secure OYJ | 43507 | &nbsp;&nbsp; 81647 |
| \* | Glaston OYJ Abp | 3454 | &nbsp;&nbsp; 4925 |
|  | Gofore OYJ | 3493 | &nbsp;&nbsp; 71511 |
|  | Harvia OYJ | 6433 | &nbsp;&nbsp; 372468 |
|  | Hiab OYJ | 26891 | &nbsp;&nbsp; 1835157 |
|  | Huhtamaki OYJ | 44397 | &nbsp;&nbsp; 1528117 |
|  | Ilkka OYJ | 2760 | &nbsp;&nbsp; 10646 |
| \* | Incap OYJ | 1295 | &nbsp;&nbsp; 15003 |
|  | Kalmar OYJ, Class B | 26891 | &nbsp;&nbsp; 1213537 |
| # | Kamux Corp. | 10602 | &nbsp;&nbsp; 23793 |
|  | Kemira OYJ | 52787 | &nbsp;&nbsp; 1123379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kesko OYJ (KESKOA <br> FH), Class A<br>| 61177 | &nbsp;&nbsp; 1331694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kesko OYJ (KESKOB <br> FH), Class B<br>| 167954 | &nbsp;&nbsp; 3652901 |
| \* | Kojamo OYJ | 25433 | &nbsp;&nbsp; 322784 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |
|  | Kone OYJ, Class B | 80307 | &nbsp;&nbsp; $4931528 |
|  | Konecranes OYJ | 35033 | &nbsp;&nbsp; 2919372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lassila & Tikanoja <br> OYJ<br>| 7150 | &nbsp;&nbsp; 77089 |
| \* | Lindex Group OYJ | 26585 | &nbsp;&nbsp; 86072 |
|  | Mandatum OYJ | 151337 | &nbsp;&nbsp; 1026536 |
|  | Marimekko OYJ | 15410 | &nbsp;&nbsp; 229312 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Metsa Board OYJ <br> (METSA FH), <br> Class A<br>| 133 | &nbsp;&nbsp; 852 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Metsa Board OYJ <br> (METSB FH), <br> Class B<br>| 49012 | &nbsp;&nbsp; 180310 |
|  | Metso OYJ | 353148 | &nbsp;&nbsp; 4435286 |
|  | Neste OYJ | 116494 | &nbsp;&nbsp; 1838581 |
|  | NoHo Partners OYJ | 1829 | &nbsp;&nbsp; 19146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nokia OYJ (NOK US), <br> Sponsored ADR<br>| 68512 | &nbsp;&nbsp; 279529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nokia OYJ (NOKIA <br> FH)<br>| 515756 | &nbsp;&nbsp; 2101884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nokia OYJ (NOKIA <br> FP)<br>| 4241 | &nbsp;&nbsp; 17378 |
| # | Nokian Renkaat OYJ | 31152 | &nbsp;&nbsp; 279674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nordea Bank Abp <br> (NDA FH)<br>| 891633 | &nbsp;&nbsp; 13010514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nordea Bank Abp <br> (NDA SS)<br>| 126848 | &nbsp;&nbsp; 1852070 |
|  | Olvi OYJ, Class A | 3986 | &nbsp;&nbsp; 151790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oma Saastopankki <br> OYJ<br>| 2848 | &nbsp;&nbsp; 29553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriola OYJ (OKDBV <br> FH), Class B<br>| 77450 | &nbsp;&nbsp; 96591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orion OYJ (ORNAV <br> FH), Class A<br>| 10006 | &nbsp;&nbsp; 794174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orion OYJ (ORNBV <br> FH), Class B<br>| 46366 | &nbsp;&nbsp; 3712003 |
| # | Outokumpu OYJ | 194622 | &nbsp;&nbsp; 732306 |
|  | Pihlajalinna OYJ | 7347 | &nbsp;&nbsp; 136798 |
|  | Ponsse OYJ | 4654 | &nbsp;&nbsp; 169495 |
|  | Puuilo OYJ | 30785 | &nbsp;&nbsp; 480303 |
| #\* | QT Group OYJ | 11637 | &nbsp;&nbsp; 800772 |
|  | Raisio OYJ, Class V | 63539 | &nbsp;&nbsp; 181740 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Remedy <br> Entertainment OYJ<br>| 787 | &nbsp;&nbsp; 14424 |
|  | Revenio Group OYJ | 8974 | &nbsp;&nbsp; 268726 |
|  | Sampo OYJ, Class A | 643989 | &nbsp;&nbsp; 6908827 |
|  | Sanoma OYJ | 43245 | &nbsp;&nbsp; 500083 |
|  | Scanfil OYJ | 6480 | &nbsp;&nbsp; 82906 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Stora Enso OYJ, <br> Class R<br>| 232070 | &nbsp;&nbsp; 2387880 |
|  | Taaleri PLC | 5611 | &nbsp;&nbsp; 45245 |
| # | Talenom OYJ | 4208 | &nbsp;&nbsp; 16787 |
| Ω | Terveystalo OYJ | 103507 | &nbsp;&nbsp; 1268023 |
| # | TietoEVRY OYJ | 52339 | &nbsp;&nbsp; 900959 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokmanni Group <br> Corp.<br>| 21513 | &nbsp;&nbsp; 210663 |
|  | UPM-Kymmene OYJ | 63579 | &nbsp;&nbsp; 1647825 |
|  | Vaisala OYJ, Class A | 13918 | &nbsp;&nbsp; 750698 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |
| # | Valmet OYJ | 51181 | &nbsp;&nbsp; $1846703 |
|  | Wartsila OYJ Abp | 235487 | &nbsp;&nbsp; 6506135 |
| #\* | WithSecure OYJ | 30765 | &nbsp;&nbsp; 34735 |
| #\* | YIT OYJ | 56931 | &nbsp;&nbsp; 197244 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp; 82082317 |
| FRANCE — (8.3%) | FRANCE — (8.3%) | FRANCE — (8.3%) | FRANCE — (8.3%) |
| #\* | 74Software SA | 7355 | &nbsp;&nbsp; 313275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aeroports de Paris <br> SA<br>| 13302 | &nbsp;&nbsp; 1614523 |
|  | Airbus SE | 93989 | &nbsp;&nbsp; 18896964 |
|  | AKWEL SADIR | 2084 | &nbsp;&nbsp; 20482 |
| \* | Alstom SA | 136727 | &nbsp;&nbsp; 3207113 |
| \* | Altamir | 2530 | &nbsp;&nbsp; 82618 |
|  | Alten SA | 12197 | &nbsp;&nbsp; 991314 |
| Ω | Amundi SA | 28934 | &nbsp;&nbsp; 2138236 |
|  | Arkema SA | 25931 | &nbsp;&nbsp; 1763343 |
| # | Assystem SA | 1932 | &nbsp;&nbsp; 106746 |
|  | Aubay | 2680 | &nbsp;&nbsp; 153408 |
|  | AXA SA | 200919 | &nbsp;&nbsp; 9758463 |
| Ω | Ayvens SA | 29395 | &nbsp;&nbsp; 315864 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bastide le Confort <br> Medical<br>| 1130 | &nbsp;&nbsp; 39189 |
| # | Beneteau SACA | 11368 | &nbsp;&nbsp; 105535 |
|  | BioMerieux | 12372 | &nbsp;&nbsp; 1770238 |
|  | BNP Paribas SA | 110305 | &nbsp;&nbsp; 10057414 |
|  | Boiron SA | 1876 | &nbsp;&nbsp; 44786 |
|  | Bollore SE | 109367 | &nbsp;&nbsp; 630835 |
|  | Bouygues SA | 52509 | &nbsp;&nbsp; 2162138 |
|  | Bureau Veritas SA | 129551 | &nbsp;&nbsp; 3989666 |
| \* | Canal & SA | 258055 | &nbsp;&nbsp; 821329 |
|  | Capgemini SE | 44573 | &nbsp;&nbsp; 6635863 |
|  | Carrefour SA | 300378 | &nbsp;&nbsp; 4304719 |
|  | Catana Group | 7575 | &nbsp;&nbsp; 32860 |
|  | CBo Territoria | 19983 | &nbsp;&nbsp; 83471 |
| \* | Cegedim SA | 4449 | &nbsp;&nbsp; 55281 |
|  | Cie des Alpes | 7941 | &nbsp;&nbsp; 208430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie Generale des <br> Etablissements <br> Michelin SCA<br>| 74121 | &nbsp;&nbsp; 2636963 |
| \* | Claranova SE | 24407 | &nbsp;&nbsp; 69519 |
| \* | Clariane SE | 28337 | &nbsp;&nbsp; 146918 |
|  | Coface SA | 53480 | &nbsp;&nbsp; 994336 |
|  | Credit Agricole SA | 185981 | &nbsp;&nbsp; 3422890 |
|  | Danone SA | 40271 | &nbsp;&nbsp; 3295650 |
|  | Dassault Aviation SA | 2624 | &nbsp;&nbsp; 817001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dassault Systemes <br> SE<br>| 78029 | &nbsp;&nbsp; 2563348 |
|  | Derichebourg SA | 44483 | &nbsp;&nbsp; 292516 |
|  | Edenred SE | 38355 | &nbsp;&nbsp; 1095345 |
|  | Eiffage SA | 38638 | &nbsp;&nbsp; 5186587 |
| \*Ω | Elior Group SA | 49414 | &nbsp;&nbsp; 146742 |
|  | Equasens | 164 | &nbsp;&nbsp; 8997 |
|  | EssilorLuxottica SA | 12823 | &nbsp;&nbsp; 3812975 |
|  | Esso SA Francaise | 1390 | &nbsp;&nbsp; 152869 |
|  | Eurazeo SE | 20491 | &nbsp;&nbsp; 1202407 |
|  | Eurofins Scientific SE | 32355 | &nbsp;&nbsp; 2477856 |
| Ω | Euronext NV | 14296 | &nbsp;&nbsp; 2304356 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Eutelsat <br> Communications <br> SACA<br>| 68601 | &nbsp;&nbsp; $245497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Exel Industries SA, <br> Class A<br>| 353 | &nbsp;&nbsp; 16088 |
|  | FDJ UNITED | 72628 | &nbsp;&nbsp; 2265400 |
| \* | Figeac Aero | 664 | &nbsp;&nbsp; 7791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fnac Darty SA (FNAC <br> FP)<br>| 6683 | &nbsp;&nbsp; 226232 |
| \* | Forvia SE (1EO IM) | 2574 | &nbsp;&nbsp; 33189 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forvia SE (FRVIA <br> FP)<br>| 38724 | &nbsp;&nbsp; 492308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gaztransport Et <br> Technigaz SA<br>| 26974 | &nbsp;&nbsp; 5073414 |
|  | Getlink SE | 119809 | &nbsp;&nbsp; 2172845 |
|  | GL Events SACA | 4130 | &nbsp;&nbsp; 142421 |
|  | Groupe Crit SA | 1898 | &nbsp;&nbsp; 135119 |
|  | Groupe SFPI | 8310 | &nbsp;&nbsp; 22448 |
| \* | Haulotte Group SA | 9012 | &nbsp;&nbsp; 26948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hermes International <br> SCA<br>| 7522 | &nbsp;&nbsp; 18394960 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ID Logistics Group <br> SACA<br>| 865 | &nbsp;&nbsp; 434226 |
|  | Imerys SA | 4897 | &nbsp;&nbsp; 120557 |
|  | Infotel SA | 2372 | &nbsp;&nbsp; 108473 |
|  | Interparfums SA | 10067 | &nbsp;&nbsp; 369667 |
|  | Ipsen SA | 19303 | &nbsp;&nbsp; 2274513 |
|  | IPSOS SA | 18582 | &nbsp;&nbsp; 834375 |
| # | Jacquet Metals SACA | 6987 | &nbsp;&nbsp; 179161 |
|  | JCDecaux SE | 32150 | &nbsp;&nbsp; 528567 |
|  | Kaufman & Broad SA | 9766 | &nbsp;&nbsp; 347947 |
|  | Kering SA | 10909 | &nbsp;&nbsp; 2678653 |
|  | Laurent-Perrier | 972 | &nbsp;&nbsp; 105105 |
|  | Lectra | 1699 | &nbsp;&nbsp; 47260 |
|  | Legrand SA | 44344 | &nbsp;&nbsp; 6549906 |
|  | Linedata Services | 233 | &nbsp;&nbsp; 18054 |
|  | LISI SA | 2079 | &nbsp;&nbsp; 112370 |
|  | L'Oreal SA | 50782 | &nbsp;&nbsp; 22470169 |
|  | Louis Hachette Group | 6546 | &nbsp;&nbsp; 12197 |
| \* | Lumibird | 531 | &nbsp;&nbsp; 11119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE<br>| 63354 | &nbsp;&nbsp; 34009172 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Maisons du Monde <br> SA<br>| 8847 | &nbsp;&nbsp; 22304 |
|  | Manitou BF SA | 4378 | &nbsp;&nbsp; 96585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metropole Television <br> SA<br>| 15263 | &nbsp;&nbsp; 222954 |
|  | Nexans SA | 14399 | &nbsp;&nbsp; 2069429 |
| #\* | Nexity SA | 27907 | &nbsp;&nbsp; 363633 |
|  | Oeneo SA | 5443 | &nbsp;&nbsp; 59241 |
|  | Opmobility | 14920 | &nbsp;&nbsp; 228452 |
|  | Orange SA (ORA FP) | 882909 | &nbsp;&nbsp; 13429983 |
|  | Pernod Ricard SA | 27706 | &nbsp;&nbsp; 2847309 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pierre Et Vacances <br> SA<br>| 19662 | &nbsp;&nbsp; 38096 |
|  | Pluxee NV | 30351 | &nbsp;&nbsp; 615467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Publicis Groupe SA <br> (PUB FP)<br>| 76094 | &nbsp;&nbsp; 6953599 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | Quadient SA | 12654 | &nbsp;&nbsp; $232608 |
|  | Renault SA | 63446 | &nbsp;&nbsp; 2347551 |
|  | Rexel SA | 127326 | &nbsp;&nbsp; 3848355 |
|  | Robertet SA | 304 | &nbsp;&nbsp; 286360 |
|  | Rubis SCA | 45345 | &nbsp;&nbsp; 1435889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SA d'Explosifs et de <br> Produits Chimiques<br>| 59 | &nbsp;&nbsp; 13194 |
|  | Safran SA | 54414 | &nbsp;&nbsp; 17943081 |
|  | Samse SACA | 200 | &nbsp;&nbsp; 34107 |
|  | Sanofi SA (SAN FP) | 114141 | &nbsp;&nbsp; 10246509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sartorius Stedim <br> Biotech<br>| 2088 | &nbsp;&nbsp; 417246 |
|  | Savencia SA | 208 | &nbsp;&nbsp; 15424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric SE <br> (0NWV LI)<br>| 278 | &nbsp;&nbsp; 72312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric SE <br> (SU FP)<br>| 54213 | &nbsp;&nbsp; 14029957 |
|  | SCOR SE | 101067 | &nbsp;&nbsp; 3292464 |
|  | SEB SA | 4633 | &nbsp;&nbsp; 338428 |
|  | SES SA | 153657 | &nbsp;&nbsp; 1056652 |
| #\*Ω | SMCP SA | 26506 | &nbsp;&nbsp; 152806 |
|  | Societe BIC SA | 9374 | &nbsp;&nbsp; 569968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Societe des Bains de <br> Mer et du Cercle <br> des Etrangers a <br> Monaco<br>| 419 | &nbsp;&nbsp; 49643 |
|  | Societe Generale SA | 190730 | &nbsp;&nbsp; 12174011 |
| \* | Solutions 30 SE | 17753 | &nbsp;&nbsp; 35489 |
|  | Sopra Steria Group | 8580 | &nbsp;&nbsp; 1848708 |
|  | SPIE SA | 67490 | &nbsp;&nbsp; 3971879 |
|  | Stef SA | 917 | &nbsp;&nbsp; 138365 |
|  | Sword Group | 3554 | &nbsp;&nbsp; 147194 |
|  | Synergie SE | 4886 | &nbsp;&nbsp; 191710 |
|  | Technip Energies NV | 100318 | &nbsp;&nbsp; 4331866 |
|  | Teleperformance SE | 22577 | &nbsp;&nbsp; 2201057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Television Francaise 1 <br> SA<br>| 28402 | &nbsp;&nbsp; 271565 |
|  | TFF Group | 240 | &nbsp;&nbsp; 4906 |
|  | Thales SA | 18857 | &nbsp;&nbsp; 5072413 |
|  | Thermador Groupe | 3288 | &nbsp;&nbsp; 306899 |
| # | Tikehau Capital SCA | 14025 | &nbsp;&nbsp; 312951 |
|  | Trigano SA | 3683 | &nbsp;&nbsp; 628080 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ubisoft Entertainment <br> SA<br>| 41453 | &nbsp;&nbsp; 437184 |
|  | Valeo SE | 48369 | &nbsp;&nbsp; 526229 |
|  | Vallourec SACA | 86392 | &nbsp;&nbsp; 1614586 |
|  | Vetoquinol SA | 373 | &nbsp;&nbsp; 32806 |
|  | VIEL & Cie SA | 5994 | &nbsp;&nbsp; 107328 |
|  | Vinci SA | 79513 | &nbsp;&nbsp; 11045052 |
|  | Virbac SACA | 1494 | &nbsp;&nbsp; 591657 |
| \* | Viridien | 4950 | &nbsp;&nbsp; 329204 |
|  | Vivendi SE | 258056 | &nbsp;&nbsp; 978237 |
| \* | Voltalia SA | 18127 | &nbsp;&nbsp; 153253 |
|  | VusionGroup | 778 | &nbsp;&nbsp; 199988 |
| # | Wavestone | 2362 | &nbsp;&nbsp; 156278 |
| #\*Ω | Worldline SA | 74470 | &nbsp;&nbsp; 271292 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp; 332807322 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (7.8%) | GERMANY — (7.8%) | GERMANY — (7.8%) | GERMANY — (7.8%) |
|  | 7C Solarparken AG | 25419 | &nbsp;&nbsp; $53253 |
|  | Adesso SE | 1578 | &nbsp;&nbsp; 145800 |
|  | adidas AG | 38730 | &nbsp;&nbsp; 7402419 |
|  | Adtran Networks SE | 4294 | &nbsp;&nbsp; 101431 |
|  | All for One Group SE | 1306 | &nbsp;&nbsp; 72860 |
|  | Allgeier SE | 3172 | &nbsp;&nbsp; 67587 |
|  | Allianz SE (ALV GR) | 37331 | &nbsp;&nbsp; 14752376 |
| # | Amadeus Fire AG | 4082 | &nbsp;&nbsp; 311655 |
| \* | Aroundtown SA | 279506 | &nbsp;&nbsp; 1007924 |
|  | Atoss Software SE | 3950 | &nbsp;&nbsp; 529820 |
| Ω | Aumann AG | 661 | &nbsp;&nbsp; 8994 |
|  | Aurubis AG | 16913 | &nbsp;&nbsp; 1686980 |
| \*Ω | Auto1 Group SE | 2643 | &nbsp;&nbsp; 79232 |
| \* | Basler AG | 3400 | &nbsp;&nbsp; 44728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bayerische Motoren <br> Werke AG<br>| 54402 | &nbsp;&nbsp; 5176425 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; BayWa AG (BYW6 <br> GR)<br>| 7917 | &nbsp;&nbsp; 87825 |
|  | Bechtle AG | 44982 | &nbsp;&nbsp; 1952391 |
|  | Beiersdorf AG | 21721 | &nbsp;&nbsp; 2699098 |
|  | Bertrandt AG | 2343 | &nbsp;&nbsp; 51661 |
|  | Bijou Brigitte AG | 991 | &nbsp;&nbsp; 43427 |
|  | Bilfinger SE | 12322 | &nbsp;&nbsp; 1325666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Borussia Dortmund <br> GmbH & Co. KGaA<br>| 35134 | &nbsp;&nbsp; 146420 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; BRANICKS Group <br> AG<br>| 12592 | &nbsp;&nbsp; 29156 |
|  | Brenntag SE | 62046 | &nbsp;&nbsp; 3849279 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Brockhaus <br> Technologies AG<br>| 416 | &nbsp;&nbsp; 6220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CANCOM SE (COK <br> GR)<br>| 10650 | &nbsp;&nbsp; 311990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carl Zeiss Meditec <br> AG<br>| 6160 | &nbsp;&nbsp; 339674 |
| \* | Ceconomy AG | 74997 | &nbsp;&nbsp; 378939 |
|  | CENIT AG | 2917 | &nbsp;&nbsp; 25312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cewe Stiftung & Co. <br> KGaA<br>| 3319 | &nbsp;&nbsp; 380094 |
|  | Commerzbank AG | 213718 | &nbsp;&nbsp; 7793422 |
|  | Continental AG | 30124 | &nbsp;&nbsp; 2572908 |
| \* | Covestro AG | 65635 | &nbsp;&nbsp; 4448157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTS Eventim AG & <br> Co. KGaA<br>| 27822 | &nbsp;&nbsp; 3141782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Holding <br> AG<br>| 168354 | &nbsp;&nbsp; 8189624 |
| \*Ω | Delivery Hero SE | 1884 | &nbsp;&nbsp; 56227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dermapharm Holding <br> SE<br>| 4442 | &nbsp;&nbsp; 170120 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Bank AG <br> (DB US)<br>| 41253 | &nbsp;&nbsp; 1360524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Bank AG <br> (DBK GR)<br>| 146878 | &nbsp;&nbsp; 4837651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Beteiligungs <br> AG<br>| 5743 | &nbsp;&nbsp; 159625 |
|  | Deutsche Boerse AG | 34209 | &nbsp;&nbsp; 9899648 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche <br> Pfandbriefbank AG<br>| 73161 | &nbsp;&nbsp; 455482 |
|  | Deutsche Post AG | 182134 | &nbsp;&nbsp; 8160642 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Telekom AG <br> (DTE GR)<br>| 337881 | &nbsp;&nbsp; $12118405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Wohnen <br> SE<br>| 9457 | &nbsp;&nbsp; 239884 |
|  | Deutz AG | 27374 | &nbsp;&nbsp; 240055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Draegerwerk AG & <br> Co. KGaA<br>| 1079 | &nbsp;&nbsp; 72596 |
|  | Duerr AG | 24062 | &nbsp;&nbsp; 618458 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; DWS Group GmbH & <br> Co. KGaA<br>| 19199 | &nbsp;&nbsp; 1149712 |
|  | E.ON SE | 910787 | &nbsp;&nbsp; 16615699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elmos Semiconductor <br> SE<br>| 2017 | &nbsp;&nbsp; 201315 |
|  | ElringKlinger AG | 8425 | &nbsp;&nbsp; 41756 |
|  | Energiekontor AG | 1757 | &nbsp;&nbsp; 98740 |
|  | Evonik Industries AG | 77337 | &nbsp;&nbsp; 1535763 |
| #\* | Evotec SE | 19828 | &nbsp;&nbsp; 158415 |
|  | Fabasoft AG | 2482 | &nbsp;&nbsp; 46583 |
|  | Fielmann Group AG | 7266 | &nbsp;&nbsp; 460391 |
|  | flatexDEGIRO AG | 39205 | &nbsp;&nbsp; 1184903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FORTEC Elektronik <br> AG<br>| 383 | &nbsp;&nbsp; 6546 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Fraport AG Frankfurt <br> Airport Services <br> Worldwide<br>| 13920 | &nbsp;&nbsp; 1035870 |
|  | Freenet AG | 63008 | &nbsp;&nbsp; 2043528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical <br> Care AG (FME GR)<br>| 40462 | &nbsp;&nbsp; 2052290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fresenius SE & Co. <br> KGaA<br>| 51589 | &nbsp;&nbsp; 2462375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Friedrich Vorwerk <br> Group SE<br>| 1342 | &nbsp;&nbsp; 130433 |
|  | FUCHS SE | 23091 | &nbsp;&nbsp; 812143 |
|  | GEA Group AG | 92131 | &nbsp;&nbsp; 6617792 |
|  | Gesco SE | 3348 | &nbsp;&nbsp; 69021 |
|  | GFT Technologies SE | 7338 | &nbsp;&nbsp; 152017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grand City Properties <br> SA<br>| 16915 | &nbsp;&nbsp; 213265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H&R GmbH & Co. <br> KGaA<br>| 8388 | &nbsp;&nbsp; 47786 |
|  | Hannover Rueck SE | 22292 | &nbsp;&nbsp; 6762130 |
|  | Hawesko Holding SE | 1210 | &nbsp;&nbsp; 31924 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heidelberger <br> Druckmaschinen <br> AG<br>| 82259 | &nbsp;&nbsp; 212816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hella GmbH & Co. <br> KGaA<br>| 1135 | &nbsp;&nbsp; 112492 |
| \* | HelloFresh SE | 79430 | &nbsp;&nbsp; 835815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henkel AG & Co. <br> KGaA<br>| 24186 | &nbsp;&nbsp; 1719874 |
|  | Hensoldt AG | 26191 | &nbsp;&nbsp; 2870607 |
|  | HOCHTIEF AG | 10134 | &nbsp;&nbsp; 2208131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hornbach Holding AG <br> & Co. KGaA<br>| 4368 | &nbsp;&nbsp; 513606 |
| # | HUGO BOSS AG | 20367 | &nbsp;&nbsp; 948554 |
| # | Indus Holding AG | 6677 | &nbsp;&nbsp; 180384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Infineon Technologies <br> AG (IFX GR)<br>| 164614 | &nbsp;&nbsp; 6466550 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Instone Real Estate <br> Group SE<br>| 22434 | &nbsp;&nbsp; $238949 |
| \* | IONOS Group SE | 10997 | &nbsp;&nbsp; 521549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IVU Traffic <br> Technologies AG<br>| 4593 | &nbsp;&nbsp; 110375 |
|  | Jenoptik AG | 20042 | &nbsp;&nbsp; 424731 |
| Ω | JOST Werke SE | 6051 | &nbsp;&nbsp; 356207 |
| # | K&S AG | 15845 | &nbsp;&nbsp; 239699 |
|  | KION Group AG | 32805 | &nbsp;&nbsp; 2016682 |
|  | Kloeckner & Co. SE | 11670 | &nbsp;&nbsp; 85098 |
| # | Knaus Tabbert AG | 2630 | &nbsp;&nbsp; 39520 |
|  | Knorr-Bremse AG | 41140 | &nbsp;&nbsp; 4105996 |
| \* | Koenig & Bauer AG | 3611 | &nbsp;&nbsp; 58442 |
| # | Kontron AG | 15395 | &nbsp;&nbsp; 496644 |
|  | Krones AG | 7777 | &nbsp;&nbsp; 1151585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KWS Saat SE & Co. <br> KGaA<br>| 4116 | &nbsp;&nbsp; 293158 |
|  | Lanxess AG | 34736 | &nbsp;&nbsp; 953918 |
|  | Leifheit AG | 1957 | &nbsp;&nbsp; 34104 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LPKF Laser & <br> Electronics SE<br>| 3567 | &nbsp;&nbsp; 32187 |
| \* | Medios AG | 515 | &nbsp;&nbsp; 7539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Group <br> AG<br>| 142043 | &nbsp;&nbsp; 8042510 |
|  | MLP SE | 28411 | &nbsp;&nbsp; 273755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MTU Aero Engines <br> AG<br>| 12300 | &nbsp;&nbsp; 5305706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Muenchener <br> Rueckversicherungs-Gesellschaft <br> AG in Muenchen<br>| 17386 | &nbsp;&nbsp; 11382103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mutares SE & Co. <br> KGaA<br>| 4664 | &nbsp;&nbsp; 160679 |
| \* | Nagarro SE | 4112 | &nbsp;&nbsp; 260055 |
|  | Nemetschek SE | 27202 | &nbsp;&nbsp; 4052909 |
| \* | Nordex SE | 55299 | &nbsp;&nbsp; 1357363 |
| # | Norma Group SE | 4317 | &nbsp;&nbsp; 76842 |
|  | Patrizia SE | 26565 | &nbsp;&nbsp; 237046 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pentixapharm Holding <br> AG<br>| 5983 | &nbsp;&nbsp; 13753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pfeiffer Vacuum <br> Technology AG<br>| 1776 | &nbsp;&nbsp; 315131 |
| # | PNE AG | 1362 | &nbsp;&nbsp; 23485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ProSiebenSat.1 Media <br> SE<br>| 68543 | &nbsp;&nbsp; 624775 |
| # | Puma SE (PUM GR) | 44039 | &nbsp;&nbsp; 930917 |
| #\* | PVA TePla AG | 4827 | &nbsp;&nbsp; 116700 |
| \* | q.beyond AG | 13143 | &nbsp;&nbsp; 14168 |
| # | Qiagen NV | 66476 | &nbsp;&nbsp; 3283832 |
|  | Rational AG | 3199 | &nbsp;&nbsp; 2469458 |
|  | Rheinmetall AG | 7601 | &nbsp;&nbsp; 15046149 |
| # | RTL Group SA | 18061 | &nbsp;&nbsp; 711911 |
|  | SAF-Holland SE | 6396 | &nbsp;&nbsp; 115378 |
|  | SAP SE (SAP GR) | 87363 | &nbsp;&nbsp; 24981932 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SAP SE (SAP US), <br> Sponsored ADR<br>| 5889 | &nbsp;&nbsp; 1688376 |
| Ω | Scout24 SE | 2477 | &nbsp;&nbsp; 331030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Secunet Security <br> Networks AG<br>| 470 | &nbsp;&nbsp; 116841 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| #\* | SFC Energy AG | 1752 | &nbsp;&nbsp; $43845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siemens AG (SIE <br> GR)<br>| 74214 | &nbsp;&nbsp; 18902538 |
| \* | Siemens Energy AG | 112742 | &nbsp;&nbsp; 13053118 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Siemens Healthineers <br> AG<br>| 39183 | &nbsp;&nbsp; 2110499 |
|  | Sixt SE | 4450 | &nbsp;&nbsp; 461427 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SMA Solar Technology <br> AG<br>| 5600 | &nbsp;&nbsp; 128188 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Softwareone Holding <br> AG<br>| 13175 | &nbsp;&nbsp; 107658 |
|  | Stabilus SE | 7379 | &nbsp;&nbsp; 211532 |
|  | STRATEC SE | 2512 | &nbsp;&nbsp; 79415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stroeer SE & Co. <br> KGaA<br>| 12956 | &nbsp;&nbsp; 696156 |
|  | Surteco Group SE | 706 | &nbsp;&nbsp; 11757 |
|  | SUSS MicroTec SE | 8081 | &nbsp;&nbsp; 292933 |
|  | Symrise AG | 59527 | &nbsp;&nbsp; 5395958 |
|  | TAG Immobilien AG | 74482 | &nbsp;&nbsp; 1197525 |
|  | Takkt AG | 13480 | &nbsp;&nbsp; 82747 |
| \* | Talanx AG | 26514 | &nbsp;&nbsp; 3514352 |
| \*Ω | TeamViewer SE | 56223 | &nbsp;&nbsp; 574989 |
|  | Technotrans SE | 1764 | &nbsp;&nbsp; 49065 |
|  | United Internet AG | 39002 | &nbsp;&nbsp; 1117913 |
|  | Verbio SE | 9842 | &nbsp;&nbsp; 127528 |
|  | Volkswagen AG | 7513 | &nbsp;&nbsp; 801217 |
|  | Vossloh AG | 2950 | &nbsp;&nbsp; 289329 |
| # | Wacker Chemie AG | 2649 | &nbsp;&nbsp; 197168 |
|  | Wacker Neuson SE | 12495 | &nbsp;&nbsp; 326867 |
|  | Washtec AG | 4609 | &nbsp;&nbsp; 210964 |
| \* | Westwing Group SE | 1169 | &nbsp;&nbsp; 12230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuestenrot & <br> Wuerttembergische <br> AG<br>| 12782 | &nbsp;&nbsp; 204559 |
| \*Ω | Zalando SE | 102156 | &nbsp;&nbsp; 2978669 |
|  | Zeal Network SE | 1283 | &nbsp;&nbsp; 70538 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 313952943 |
| HONG KONG — (0.9%) | HONG KONG — (0.9%) | HONG KONG — (0.9%) | HONG KONG — (0.9%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aeon Credit Service <br> Asia Co. Ltd.<br>| 18000 | &nbsp;&nbsp; 16851 |
|  | AIA Group Ltd. | 1303600 | &nbsp;&nbsp; 12154982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Analogue Holdings <br> Ltd.<br>| 192000 | &nbsp;&nbsp; 19816 |
|  | APAC Resources Ltd. | 88628 | &nbsp;&nbsp; 14845 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Apollo Future Mobility <br> Group Ltd.<br>| 86400 | &nbsp;&nbsp; 8865 |
|  | ASMPT Ltd. | 48400 | &nbsp;&nbsp; 409450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of East Asia <br> Ltd.<br>| 26400 | &nbsp;&nbsp; 40806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Best Mart 360 <br> Holdings Ltd.<br>| 48000 | &nbsp;&nbsp; 13999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BOC Hong Kong <br> Holdings Ltd.<br>| 282000 | &nbsp;&nbsp; 1266252 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Budweiser Brewing <br> Co. APAC Ltd.<br>| 171900 | &nbsp;&nbsp; 180451 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Build King Holdings <br> Ltd.<br>| 40000 | &nbsp;&nbsp; $6449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Motor Bus Co. <br> Ltd.<br>| 800 | &nbsp;&nbsp; 6025 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Star <br> Entertainment Ltd.<br>| 130000 | &nbsp;&nbsp; 39943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinese Estates <br> Holdings Ltd.<br>| 140000 | &nbsp;&nbsp; 23271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chow Sang Sang <br> Holdings <br> International Ltd.<br>| 163000 | &nbsp;&nbsp; 172175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CITIC Telecom <br> International <br> Holdings Ltd.<br>| 444000 | &nbsp;&nbsp; 143948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CK Asset Holdings <br> Ltd.<br>| 188823 | &nbsp;&nbsp; 865224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C-Mer Medical <br> Holdings Ltd.<br>| 204000 | &nbsp;&nbsp; 47174 |
| #†† | Convoy, Inc. | 528000 | &nbsp;&nbsp; 2105 |
| \* | CSC Holdings Ltd. | 12550000 | &nbsp;&nbsp; 49204 |
| \* | CSI Properties Ltd. | 966000 | &nbsp;&nbsp; 22683 |
|  | CTF Services Ltd. | 455242 | &nbsp;&nbsp; 446300 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp; CW Group Holdings <br> Ltd.<br>| 85500 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dah Sing Banking <br> Group Ltd.<br>| 112800 | &nbsp;&nbsp; 131870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dah Sing Financial <br> Holdings Ltd.<br>| 54000 | &nbsp;&nbsp; 200327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dickson Concepts <br> International Ltd.<br>| 63000 | &nbsp;&nbsp; 42805 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; DL Holdings Group <br> Ltd.<br>| 37000 | &nbsp;&nbsp; 16247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynamic Holdings <br> Ltd.<br>| 38000 | &nbsp;&nbsp; 63683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emperor Watch & <br> Jewellery Ltd.<br>| 490000 | &nbsp;&nbsp; 25244 |
| \* | ENM Holdings Ltd. | 376000 | &nbsp;&nbsp; 12918 |
| \* | Esprit Holdings Ltd. | 1098100 | &nbsp;&nbsp; 13534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far East Consortium <br> International Ltd.<br>| 489043 | &nbsp;&nbsp; 49000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FSE Lifestyle Services <br> Ltd.<br>| 50000 | &nbsp;&nbsp; 37227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Giordano International <br> Ltd.<br>| 560000 | &nbsp;&nbsp; 106198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Glorious Sun <br> Enterprises Ltd.<br>| 129000 | &nbsp;&nbsp; 21831 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp; Gold Financial <br> Holdings Ltd.<br>| 44000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Eagle Holdings <br> Ltd.<br>| 54693 | &nbsp;&nbsp; 102362 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Greentech Technology <br> International Ltd.<br>| 62000 | &nbsp;&nbsp; 829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; G-Resources Group <br> Ltd.<br>| 130050 | &nbsp;&nbsp; 178742 |
| # | Guoco Group Ltd. | 10000 | &nbsp;&nbsp; 94298 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Guotai Junan <br> International <br> Holdings Ltd.<br>| 985000 | &nbsp;&nbsp; $802856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hang Lung Group <br> Ltd.<br>| 77000 | &nbsp;&nbsp; 139111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hang Lung Properties <br> Ltd.<br>| 347635 | &nbsp;&nbsp; 358015 |
|  | Hang Seng Bank Ltd. | 75300 | &nbsp;&nbsp; 1096872 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanison Construction <br> Holdings Ltd.<br>| 9806 | &nbsp;&nbsp; 310 |
|  | HKBN Ltd. | 89000 | &nbsp;&nbsp; 56536 |
|  | HKT Trust & HKT Ltd. | 250000 | &nbsp;&nbsp; 393644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong Ferry <br> Holdings Co. Ltd.<br>| 92000 | &nbsp;&nbsp; 56101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong <br> Technology Venture <br> Co. Ltd.<br>| 182794 | &nbsp;&nbsp; 38012 |
| Ω | Honma Golf Ltd. | 11500 | &nbsp;&nbsp; 5139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hysan Development <br> Co. Ltd.<br>| 122000 | &nbsp;&nbsp; 242762 |
|  | IGG, Inc. | 298000 | &nbsp;&nbsp; 156069 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Impro Precision <br> Industries Ltd.<br>| 135000 | &nbsp;&nbsp; 52062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Electric <br> Holdings Ltd.<br>| 90000 | &nbsp;&nbsp; 265263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; K Wah International <br> Holdings Ltd.<br>| 572000 | &nbsp;&nbsp; 157629 |
|  | Kerry Properties Ltd. | 190000 | &nbsp;&nbsp; 507320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KLN Logistics Group <br> Ltd.<br>| 113500 | &nbsp;&nbsp; 119357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kowloon Development <br> Co. Ltd.<br>| 200932 | &nbsp;&nbsp; 81834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liu Chong Hing <br> Investment Ltd.<br>| 96000 | &nbsp;&nbsp; 54656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luk Fook Holdings <br> International Ltd.<br>| 155000 | &nbsp;&nbsp; 404452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Man Wah Holdings <br> Ltd.<br>| 430400 | &nbsp;&nbsp; 242791 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Melco International <br> Development Ltd.<br>| 66000 | &nbsp;&nbsp; 45637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MGM China Holdings <br> Ltd.<br>| 158000 | &nbsp;&nbsp; 333577 |
| \* | Midland Holdings Ltd. | 251026 | &nbsp;&nbsp; 56490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Modern Dental Group <br> Ltd.<br>| 116000 | &nbsp;&nbsp; 64154 |
| \* | NagaCorp Ltd. | 353140 | &nbsp;&nbsp; 186003 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Focus Auto Tech <br> Holdings Ltd.<br>| 1520000 | &nbsp;&nbsp; 10460 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; New World <br> Development Co. <br> Ltd.<br>| 463000 | &nbsp;&nbsp; 379144 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; NewOcean Energy <br> Holdings Ltd.<br>| 550000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Watch <br> Holdings<br>| 186476 | &nbsp;&nbsp; 80369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paradise <br> Entertainment Ltd.<br>| 48000 | &nbsp;&nbsp; 6028 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PAX Global <br> Technology Ltd.<br>| 252000 | &nbsp;&nbsp; $218301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PC Partner Group <br> Ltd.<br>| 98000 | &nbsp;&nbsp; 92336 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Perfect Medical Health <br> Management Ltd.<br>| 183000 | &nbsp;&nbsp; 38229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pico Far East <br> Holdings Ltd.<br>| 406000 | &nbsp;&nbsp; 132290 |
|  | Playmates Toys Ltd. | 96000 | &nbsp;&nbsp; 7085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Plover Bay <br> Technologies Ltd.<br>| 80000 | &nbsp;&nbsp; 67542 |
|  | PRADA SpA | 171800 | &nbsp;&nbsp; 935085 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sa Sa International <br> Holdings Ltd.<br>| 410000 | &nbsp;&nbsp; 32288 |
| Ω | Samsonite Group SA | 568200 | &nbsp;&nbsp; 1158962 |
|  | Sands China Ltd. | 173200 | &nbsp;&nbsp; 419277 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Hi-Speed <br> Holdings Group <br> Ltd.<br>| 450000 | &nbsp;&nbsp; 1003341 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shun Tak Holdings <br> Ltd.<br>| 264000 | &nbsp;&nbsp; 22220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singamas Container <br> Holdings Ltd.<br>| 542000 | &nbsp;&nbsp; 47504 |
|  | Sino Land Co. Ltd. | 567822 | &nbsp;&nbsp; 654528 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sinohope Technology <br> Holdings Ltd.<br>| 55500 | &nbsp;&nbsp; 33123 |
| \* | SJM Holdings Ltd. | 361000 | &nbsp;&nbsp; 142794 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Soundwill Holdings <br> Ltd.<br>| 11500 | &nbsp;&nbsp; 9047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Hung Kai <br> Properties Ltd.<br>| 157707 | &nbsp;&nbsp; 1873159 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Swire Pacific Ltd. (19 <br> HK), Class A<br>| 62000 | &nbsp;&nbsp; 560439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swire Pacific Ltd. (87 <br> HK), Class B<br>| 87500 | &nbsp;&nbsp; 137467 |
|  | Swire Properties Ltd. | 83600 | &nbsp;&nbsp; 224066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tai Hing Group <br> Holdings Ltd.<br>| 93000 | &nbsp;&nbsp; 11229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Techtronic Industries <br> Co. Ltd.<br>| 268000 | &nbsp;&nbsp; 3204650 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Television Broadcasts <br> Ltd.<br>| 145800 | &nbsp;&nbsp; 77434 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Theme International <br> Holdings Ltd.<br>| 2610000 | &nbsp;&nbsp; 279318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Town Health <br> International <br> Medical Group Ltd.<br>| 952000 | &nbsp;&nbsp; 33367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tradelink Electronic <br> Commerce Ltd.<br>| 224000 | &nbsp;&nbsp; 27345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Value Partners Group <br> Ltd.<br>| 319000 | &nbsp;&nbsp; 86770 |
|  | Viva Goods Co. Ltd. | 1016000 | &nbsp;&nbsp; 68372 |
| \* | Vobile Group Ltd. | 174000 | &nbsp;&nbsp; 77013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VSTECS Holdings <br> Ltd.<br>| 186400 | &nbsp;&nbsp; 215723 |
|  | VTech Holdings Ltd. | 41500 | &nbsp;&nbsp; 307513 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wharf Real Estate <br> Investment Co. Ltd.<br>| 268000 | &nbsp;&nbsp; $850850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wing Tai Properties <br> Ltd.<br>| 18000 | &nbsp;&nbsp; 3874 |
|  | Wynn Macau Ltd. | 52000 | &nbsp;&nbsp; 43098 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Yunfeng Financial <br> Group Ltd.<br>| 28000 | &nbsp;&nbsp; 12893 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp; 36549118 |
| IRELAND — (0.5%) | IRELAND — (0.5%) | IRELAND — (0.5%) | IRELAND — (0.5%) |
|  | AIB Group PLC | 756619 | &nbsp;&nbsp; 5968702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Ireland Group <br> PLC<br>| 414757 | &nbsp;&nbsp; 5561879 |
|  | Cairn Homes PLC | 358413 | &nbsp;&nbsp; 889564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalata Hotel Group <br> PLC<br>| 45332 | &nbsp;&nbsp; 329595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FBD Holdings PLC <br> (FBD ID)<br>| 14225 | &nbsp;&nbsp; 226747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Glanbia PLC (GLB <br> ID)<br>| 53426 | &nbsp;&nbsp; 776273 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Glenveagh Properties <br> PLC<br>| 263160 | &nbsp;&nbsp; 561285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kerry Group PLC <br> (KYGA ID), Class A<br>| 19226 | &nbsp;&nbsp; 1775905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingspan Group PLC <br> (KSP ID)<br>| 44267 | &nbsp;&nbsp; 3673802 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Permanent TSB <br> Group Holdings <br> PLC<br>| 6807 | &nbsp;&nbsp; 16159 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp; 19779911 |
| ISRAEL — (0.9%) | ISRAEL — (0.9%) | ISRAEL — (0.9%) | ISRAEL — (0.9%) |
| \* | AFI Properties Ltd. | 6091 | &nbsp;&nbsp; 368627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Africa Israel <br> Residences Ltd.<br>| 1764 | &nbsp;&nbsp; 142118 |
| \* | Airport City Ltd. | 15757 | &nbsp;&nbsp; 280947 |
| \* | Allot Ltd. | 5136 | &nbsp;&nbsp; 40127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alony Hetz Properties <br> & Investments Ltd.<br>| 22779 | &nbsp;&nbsp; 237451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Altshuler Shaham <br> Finance Ltd.<br>| 9944 | &nbsp;&nbsp; 18042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amos Luzon <br> Development & <br> Energy Group Ltd.<br>| 25438 | &nbsp;&nbsp; 22951 |
|  | Arad Ltd. | 4385 | &nbsp;&nbsp; 66896 |
| \* | Argo Properties NV | 2122 | &nbsp;&nbsp; 69348 |
| \* | Ashdod Refinery Ltd. | 1321 | &nbsp;&nbsp; 22724 |
|  | Ashtrom Group Ltd. | 11089 | &nbsp;&nbsp; 231090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AudioCodes Ltd. <br> (AUDC IT)<br>| 772 | &nbsp;&nbsp; 7775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AudioCodes Ltd. <br> (AUDC US)<br>| 6136 | &nbsp;&nbsp; 61483 |
| # | Aura Investments Ltd. | 53611 | &nbsp;&nbsp; 357967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Automatic Bank <br> Services Ltd.<br>| 3721 | &nbsp;&nbsp; 23626 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Avgol Industries 1953 <br> Ltd.<br>| 36631 | &nbsp;&nbsp; $16022 |
|  | Ayalon Holdings Ltd. | 1303 | &nbsp;&nbsp; 22253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Azorim-Investment <br> Development & <br> Construction Co. <br> Ltd.<br>| 17797 | &nbsp;&nbsp; 115136 |
|  | Bank Hapoalim BM | 102634 | &nbsp;&nbsp; 1924703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Leumi Le-Israel <br> BM<br>| 157351 | &nbsp;&nbsp; 2910801 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bet Shemesh Engines <br> Holdings 1997 Ltd.<br>| 2007 | &nbsp;&nbsp; 380632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Big Shopping Centers <br> Ltd.<br>| 1759 | &nbsp;&nbsp; 335034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Blue Square Real <br> Estate Ltd.<br>| 1661 | &nbsp;&nbsp; 189943 |
| #\* | Camtek Ltd. | 1965 | &nbsp;&nbsp; 190168 |
|  | Carasso Motors Ltd. | 14778 | &nbsp;&nbsp; 174375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clal Insurance <br> Enterprises <br> Holdings Ltd.<br>| 31127 | &nbsp;&nbsp; 1492356 |
| \* | Compugen Ltd. | 14192 | &nbsp;&nbsp; 20548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Danel Adir Yeoshua <br> Ltd.<br>| 2260 | &nbsp;&nbsp; 309764 |
|  | Danya Cebus Ltd. | 2199 | &nbsp;&nbsp; 80223 |
|  | Delta Galil Ltd. | 4359 | &nbsp;&nbsp; 231302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delta Israel Brands <br> Ltd.<br>| 1130 | &nbsp;&nbsp; 29237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diplomat Holdings <br> Ltd.<br>| 790 | &nbsp;&nbsp; 12312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Direct Finance of <br> Direct Group 2006 <br> Ltd.<br>| 128 | &nbsp;&nbsp; 19917 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dor Alon Energy in <br> Israel 1988 Ltd.<br>| 1328 | &nbsp;&nbsp; 52487 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Doral Group <br> Renewable Energy <br> Resources Ltd.<br>| 55139 | &nbsp;&nbsp; 260934 |
|  | Duniec Brothers Ltd. | 246 | &nbsp;&nbsp; 16612 |
| # | E&M Computing Ltd. | 5670 | &nbsp;&nbsp; 14887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elbit Systems Ltd. <br> (ESLT US)<br>| 1786 | &nbsp;&nbsp; 833544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electra Consumer <br> Products 1970 Ltd.<br>| 4431 | &nbsp;&nbsp; 175830 |
| # | Electra Ltd. | 908 | &nbsp;&nbsp; 550135 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Electra Real Estate <br> Ltd.<br>| 514 | &nbsp;&nbsp; 6919 |
| \* | Ellomay Capital Ltd. | 2313 | &nbsp;&nbsp; 42178 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Energix-Renewable <br> Energies Ltd.<br>| 72572 | &nbsp;&nbsp; 282692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enlight Renewable <br> Energy Ltd. (ENLT <br> IT)<br>| 20678 | &nbsp;&nbsp; 507733 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enlight Renewable <br> Energy Ltd. (ENLT <br> US)<br>| 11932 | &nbsp;&nbsp; 293885 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First International <br> Bank of Israel Ltd.<br>| 8738 | &nbsp;&nbsp; $606920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FMS Enterprises <br> Migun Ltd.<br>| 1725 | &nbsp;&nbsp; 73976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formula Systems <br> 1985 Ltd. (FORTY <br> IT)<br>| 3085 | &nbsp;&nbsp; 371362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formula Systems <br> 1985 Ltd. (FORTY <br> US), Sponsored <br> ADR<br>| 1495 | &nbsp;&nbsp; 164450 |
|  | Fox Wizel Ltd. | 3912 | &nbsp;&nbsp; 405679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gav-Yam Lands Corp. <br> Ltd.<br>| 7912 | &nbsp;&nbsp; 88305 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gilat Satellite <br> Networks Ltd.<br>| 1534 | &nbsp;&nbsp; 11491 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hagag Group Real <br> Estate <br> Development<br>| 15231 | &nbsp;&nbsp; 95411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harel Insurance <br> Investments & <br> Financial Services <br> Ltd.<br>| 27993 | &nbsp;&nbsp; 843870 |
|  | Hilan Ltd. | 6150 | &nbsp;&nbsp; 502434 |
|  | Hiper Global Ltd. | 5670 | &nbsp;&nbsp; 31386 |
|  | ICL Group Ltd. | 40955 | &nbsp;&nbsp; 255146 |
|  | IDI Insurance Co. Ltd. | 4267 | &nbsp;&nbsp; 245808 |
| \* | IES Holdings Ltd. | 765 | &nbsp;&nbsp; 66626 |
|  | Ilex Medical Ltd. | 2010 | &nbsp;&nbsp; 35786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inrom Construction <br> Industries Ltd.<br>| 21432 | &nbsp;&nbsp; 124955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Israel Canada TR <br> Ltd.<br>| 20732 | &nbsp;&nbsp; 102999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Israel Discount Bank <br> Ltd., Class A<br>| 70244 | &nbsp;&nbsp; 671781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Israel Shipyards <br> Industries Ltd.<br>| 1109 | &nbsp;&nbsp; 42118 |
| \* | Israir Group Ltd. | 35939 | &nbsp;&nbsp; 23258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Isras Investment Co. <br> Ltd.<br>| 350 | &nbsp;&nbsp; 94968 |
|  | Isrotel Ltd. | 952 | &nbsp;&nbsp; 31148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kamada Ltd. (KMDA <br> IT)<br>| 4386 | &nbsp;&nbsp; 32721 |
|  | Kvutzat Acro Ltd. | 7152 | &nbsp;&nbsp; 104006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Land Development <br> Nimrodi Group Ltd.<br>| 7139 | &nbsp;&nbsp; 75751 |
|  | Lapidoth Capital Ltd. | 2897 | &nbsp;&nbsp; 65912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; M Yochananof & Sons <br> Ltd.<br>| 2246 | &nbsp;&nbsp; 207164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magic Software <br> Enterprises Ltd. <br> (MGIC IT)<br>| 312 | &nbsp;&nbsp; 6547 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Magic Software <br> Enterprises Ltd. <br> (MGIC US)<br>| 20236 | &nbsp;&nbsp; 419088 |
| \* | Malam - Team Ltd. | 1445 | &nbsp;&nbsp; 48795 |
|  | Matrix IT Ltd. | 13031 | &nbsp;&nbsp; 478971 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Max Stock Ltd. | 15933 | &nbsp;&nbsp; $84854 |
|  | Maytronics Ltd. | 9928 | &nbsp;&nbsp; 12795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mediterranean Towers <br> Ltd.<br>| 19996 | &nbsp;&nbsp; 72250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mega Or Holdings <br> Ltd.<br>| 6187 | &nbsp;&nbsp; 290278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MENIF - Financial <br> Services Ltd.<br>| 9819 | &nbsp;&nbsp; 64147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Menora Mivtachim <br> Holdings Ltd.<br>| 10987 | &nbsp;&nbsp; 955099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meshulam Levinstein <br> Contracting & <br> Engineering Ltd.<br>| 498 | &nbsp;&nbsp; 72995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mivne Real Estate KD <br> Ltd.<br>| 113520 | &nbsp;&nbsp; 427905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mivtach Shamir <br> Holdings Ltd.<br>| 800 | &nbsp;&nbsp; 65066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mizrahi Tefahot Bank <br> Ltd.<br>| 11132 | &nbsp;&nbsp; 687666 |
|  | Nawi Group Ltd. | 2062 | &nbsp;&nbsp; 36022 |
| \* | Nayax Ltd. | 808 | &nbsp;&nbsp; 35628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neto Malinda Trading <br> Ltd.<br>| 2138 | &nbsp;&nbsp; 89494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Next Vision Stabilized <br> Systems Ltd.<br>| 16681 | &nbsp;&nbsp; 683696 |
| #\*,\* | &nbsp;&nbsp;&nbsp;&nbsp; Nexxen International <br> Ltd.<br>| 5894 | &nbsp;&nbsp; 60803 |
| \* | Nice Ltd. (NICE IT) | 528 | &nbsp;&nbsp; 82427 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nice Ltd. (NICE US), <br> Sponsored ADR<br>| 4410 | &nbsp;&nbsp; 688180 |
|  | Novolog Ltd. | 129670 | &nbsp;&nbsp; 53009 |
|  | Oil Refineries Ltd. | 888081 | &nbsp;&nbsp; 232323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; One Software <br> Technologies Ltd.<br>| 16381 | &nbsp;&nbsp; 423227 |
| \* | OY Nofar Energy Ltd. | 2907 | &nbsp;&nbsp; 87035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Palram Industries <br> 1990 Ltd.<br>| 5815 | &nbsp;&nbsp; 126729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Partner <br> Communications <br> Co. Ltd.<br>| 65428 | &nbsp;&nbsp; 602559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paz Retail & Energy <br> Ltd.<br>| 6409 | &nbsp;&nbsp; 1185111 |
| \* | Perion Network Ltd. | 13706 | &nbsp;&nbsp; 148608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Financial <br> Ltd.<br>| 78881 | &nbsp;&nbsp; 2687719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Plasson Industries <br> Ltd.<br>| 847 | &nbsp;&nbsp; 50989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polyram Plastic <br> Industries Ltd.<br>| 14681 | &nbsp;&nbsp; 47582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prashkovsky <br> Investments & <br> Construction Ltd.<br>| 1245 | &nbsp;&nbsp; 47739 |
| \* | Priortech Ltd. | 1051 | &nbsp;&nbsp; 59661 |
|  | Qualitau Ltd. | 1588 | &nbsp;&nbsp; 199495 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rami Levy Chain <br> Stores Hashikma <br> Marketing 2006 <br> Ltd.<br>| 3808 | &nbsp;&nbsp; $355186 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rani Zim Shopping <br> Centers Ltd.<br>| 20347 | &nbsp;&nbsp; 30164 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Rapac Communication <br> & Infrastructure <br> Ltd.<br>| 1869 | &nbsp;&nbsp; 27482 |
|  | Retailors Ltd. | 5772 | &nbsp;&nbsp; 120084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sano-Brunos <br> Enterprises Ltd.<br>| 805 | &nbsp;&nbsp; 84092 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Scope Metals Group <br> Ltd.<br>| 3137 | &nbsp;&nbsp; 140020 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shikun & Binui Soltec <br> Renewable Energy<br>| 40195 | &nbsp;&nbsp; 37052 |
|  | Shufersal Ltd. | 60356 | &nbsp;&nbsp; 729691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summit Real Estate <br> Holdings Ltd.<br>| 14714 | &nbsp;&nbsp; 279292 |
|  | Tadiran Group Ltd. | 1128 | &nbsp;&nbsp; 59914 |
| \* | TAT Technologies Ltd. | 916 | &nbsp;&nbsp; 32983 |
|  | Telsys Ltd. | 818 | &nbsp;&nbsp; 51442 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Teva Pharmaceutical <br> Industries Ltd. <br> (TEVA IT)<br>| 37384 | &nbsp;&nbsp; 585842 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Teva Pharmaceutical <br> Industries Ltd. <br> (TEVA US), <br> Sponsored ADR<br>| 59061 | &nbsp;&nbsp; 912492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tiv Taam Holdings 1 <br> Ltd.<br>| 6800 | &nbsp;&nbsp; 16460 |
|  | Turpaz Industries Ltd. | 5911 | &nbsp;&nbsp; 89443 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Veridis Environment <br> Ltd.<br>| 4021 | &nbsp;&nbsp; 27969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Victory Supermarket <br> Chain Ltd.<br>| 2615 | &nbsp;&nbsp; 38399 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Villar International <br> Ltd.<br>| 378 | &nbsp;&nbsp; 21095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YD More Investments <br> Ltd.<br>| 9397 | &nbsp;&nbsp; 96790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YH Dimri Construction <br> & Development <br> Ltd.<br>| 2970 | &nbsp;&nbsp; 322569 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp; 34192118 |
| ITALY — (2.7%) | ITALY — (2.7%) | ITALY — (2.7%) | ITALY — (2.7%) |
|  | A2A SpA | 297126 | &nbsp;&nbsp; 724022 |
| \* | Abitare In SpA | 2232 | &nbsp;&nbsp; 7536 |
|  | ACEA SpA | 27501 | &nbsp;&nbsp; 610310 |
|  | Amplifon SpA | 54497 | &nbsp;&nbsp; 917397 |
|  | Ariston Holding NV | 28539 | &nbsp;&nbsp; 148575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arnoldo Mondadori <br> Editore SpA<br>| 81401 | &nbsp;&nbsp; 187394 |
|  | Ascopiave SpA | 41478 | &nbsp;&nbsp; 143270 |
|  | Avio SpA | 3269 | &nbsp;&nbsp; 111713 |
|  | Azimut Holding SpA | 69440 | &nbsp;&nbsp; 2360438 |
|  | B&C Speakers SpA | 956 | &nbsp;&nbsp; 17919 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
|  | Banca Generali SpA | 29500 | &nbsp;&nbsp; $1647642 |
|  | Banca IFIS SpA | 10903 | &nbsp;&nbsp; 301954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banca Mediolanum <br> SpA<br>| 99397 | &nbsp;&nbsp; 1753242 |
| \*Ω | Banca Sistema SpA | 11045 | &nbsp;&nbsp; 23678 |
|  | Banco BPM SpA | 124140 | &nbsp;&nbsp; 1583176 |
| # | BasicNet SpA | 14461 | &nbsp;&nbsp; 117522 |
| \*Ω | BFF Bank SpA | 86415 | &nbsp;&nbsp; 1025935 |
| # | Biesse SpA | 4084 | &nbsp;&nbsp; 33293 |
|  | BPER Banca SpA | 452881 | &nbsp;&nbsp; 4456583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brunello Cucinelli <br> SpA<br>| 14615 | &nbsp;&nbsp; 1638966 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cairo Communication <br> SpA<br>| 29772 | &nbsp;&nbsp; 92564 |
| Ω | Carel Industries SpA | 7220 | &nbsp;&nbsp; 196129 |
|  | Cembre SpA | 670 | &nbsp;&nbsp; 45531 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CIR SpA-Compagnie <br> Industriali<br>| 136243 | &nbsp;&nbsp; 104987 |
|  | Comer Industries SpA | 320 | &nbsp;&nbsp; 11927 |
|  | Credito Emiliano SpA | 22111 | &nbsp;&nbsp; 335169 |
|  | Datalogic SpA | 6610 | &nbsp;&nbsp; 35678 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Davide <br> Campari-Milano NV<br>| 72461 | &nbsp;&nbsp; 499099 |
|  | De' Longhi SpA | 4280 | &nbsp;&nbsp; 140377 |
|  | Emak SpA | 20039 | &nbsp;&nbsp; 19913 |
| Ω | Enav SpA | 41833 | &nbsp;&nbsp; 183523 |
|  | Enel SpA | 630087 | &nbsp;&nbsp; 5556286 |
|  | ERG SpA | 18489 | &nbsp;&nbsp; 400554 |
| # | Esprinet SpA | 19730 | &nbsp;&nbsp; 93736 |
|  | Ferrari NV (RACE IM) | 8345 | &nbsp;&nbsp; 3659606 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ferrari NV (RACE <br> US)<br>| 11040 | &nbsp;&nbsp; 4895026 |
| # | Ferretti SpA | 27158 | &nbsp;&nbsp; 81935 |
|  | Fila SpA | 7599 | &nbsp;&nbsp; 74909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FinecoBank Banca <br> Fineco SpA<br>| 345969 | &nbsp;&nbsp; 7367069 |
|  | FNM SpA | 22102 | &nbsp;&nbsp; 10290 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Garofalo Health Care <br> SpA<br>| 4444 | &nbsp;&nbsp; 25421 |
|  | Gefran SpA | 856 | &nbsp;&nbsp; 10232 |
|  | GPI SpA | 2000 | &nbsp;&nbsp; 35477 |
|  | Hera SpA | 510606 | &nbsp;&nbsp; 2184862 |
| # | IMMSI SpA | 75654 | &nbsp;&nbsp; 43678 |
|  | Intercos SpA | 8316 | &nbsp;&nbsp; 111245 |
|  | Interpump Group SpA | 12616 | &nbsp;&nbsp; 517612 |
|  | Intesa Sanpaolo SpA | 1637328 | &nbsp;&nbsp; 9865324 |
|  | Iren SpA | 103840 | &nbsp;&nbsp; 297363 |
|  | Italgas SpA | 286718 | &nbsp;&nbsp; 2379004 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Italian Sea Group <br> SpA<br>| 2613 | &nbsp;&nbsp; 16325 |
|  | Italmobiliare SpA | 4148 | &nbsp;&nbsp; 133565 |
|  | Iveco Group NV | 78399 | &nbsp;&nbsp; 1620494 |
|  | Leonardo SpA | 48967 | &nbsp;&nbsp; 2639474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lottomatica Group <br> SpA<br>| 31573 | &nbsp;&nbsp; 851046 |
|  | LU-VE SpA | 1230 | &nbsp;&nbsp; 45496 |
|  | Maire SpA | 82336 | &nbsp;&nbsp; 1143687 |
| # | MARR SpA | 11918 | &nbsp;&nbsp; 139606 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mediobanca Banca di <br> Credito Finanziario <br> SpA<br>| 184020 | &nbsp;&nbsp; $4051449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MFE-MediaForEurope <br> NV (MFEA IM), <br> Class A<br>| 98634 | &nbsp;&nbsp; 312591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MFE-MediaForEurope <br> NV (MFEB IM), <br> Class B<br>| 13189 | &nbsp;&nbsp; 59270 |
|  | Moncler SpA | 109297 | &nbsp;&nbsp; 5829091 |
| Ω | Nexi SpA | 131330 | &nbsp;&nbsp; 749925 |
| Ω | OVS SpA | 100260 | &nbsp;&nbsp; 415043 |
|  | Pharmanutra SpA | 1644 | &nbsp;&nbsp; 86081 |
| # | Piaggio & C SpA | 34873 | &nbsp;&nbsp; 75281 |
|  | Prysmian SpA | 49707 | &nbsp;&nbsp; 3969771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Recordati Industria <br> Chimica e <br> Farmaceutica SpA<br>| 30527 | &nbsp;&nbsp; 1750836 |
|  | Reply SpA | 9757 | &nbsp;&nbsp; 1528276 |
| \* | Revo SpA | 3451 | &nbsp;&nbsp; 60845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rizzoli Corriere Della <br> Sera Mediagroup <br> SpA<br>| 61164 | &nbsp;&nbsp; 71498 |
| #\* | Safilo Group SpA | 87662 | &nbsp;&nbsp; 108788 |
|  | Saipem SpA | 1135846 | &nbsp;&nbsp; 3036150 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Salvatore Ferragamo <br> SpA<br>| 10503 | &nbsp;&nbsp; 59398 |
| # | Sanlorenzo SpA | 6170 | &nbsp;&nbsp; 207948 |
|  | Sesa SpA | 4115 | &nbsp;&nbsp; 309867 |
|  | Snam SpA | 321461 | &nbsp;&nbsp; 1862951 |
| # | Sogefi SpA | 10917 | &nbsp;&nbsp; 34022 |
|  | SOL SpA | 17027 | &nbsp;&nbsp; 908537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stellantis NV (STLA <br> US)<br>| 97814 | &nbsp;&nbsp; 869566 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Stellantis NV (STLA <br> UX)<br>| 254238 | &nbsp;&nbsp; 2260176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tamburi Investment <br> Partners SpA<br>| 47120 | &nbsp;&nbsp; 414942 |
| Ω | Technogym SpA | 54150 | &nbsp;&nbsp; 835494 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Telecom Italia SpA <br> (TIT IM)<br>| 4531349 | &nbsp;&nbsp; 2082302 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Telecom Italia SpA <br> (TITR IM)<br>| 2056553 | &nbsp;&nbsp; 1059077 |
|  | Tenaris SA (TEN IM) | 47641 | &nbsp;&nbsp; 832058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tenaris SA (TS US), <br> ADR<br>| 26146 | &nbsp;&nbsp; 913541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Terna - Rete Elettrica <br> Nazionale<br>| 79454 | &nbsp;&nbsp; 768793 |
| # | Tinexta SpA | 4730 | &nbsp;&nbsp; 78102 |
|  | TXT e-solutions SpA | 4111 | &nbsp;&nbsp; 157854 |
|  | UniCredit SpA | 84547 | &nbsp;&nbsp; 6220441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unipol Assicurazioni <br> SpA<br>| 161525 | &nbsp;&nbsp; 3239813 |
|  | Webuild SpA | 155398 | &nbsp;&nbsp; 699392 |
| # | Zignago Vetro SpA | 1524 | &nbsp;&nbsp; 13630 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp; 109607583 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (18.2%) | JAPAN — (18.2%) | JAPAN — (18.2%) | JAPAN — (18.2%) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; &Do Holdings Co. <br> Ltd.<br>| 2700 | &nbsp;&nbsp; $19448 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; A&D HOLON Holdings <br> Co. Ltd.<br>| 8800 | &nbsp;&nbsp; 116948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AB & Company Co. <br> Ltd.<br>| 3400 | &nbsp;&nbsp; 21603 |
|  | ABC-Mart, Inc. | 25000 | &nbsp;&nbsp; 467834 |
| \* | Access Co. Ltd. | 4000 | &nbsp;&nbsp; 18853 |
|  | Achilles Corp. | 6500 | &nbsp;&nbsp; 47713 |
|  | Acom Co. Ltd. | 98800 | &nbsp;&nbsp; 285722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AD Works Group Co. <br> Ltd.<br>| 19300 | &nbsp;&nbsp; 45157 |
| # | Adastria Co. Ltd. | 11900 | &nbsp;&nbsp; 236327 |
|  | ADEKA Corp. | 42500 | &nbsp;&nbsp; 838750 |
|  | Ad-sol Nissin Corp. | 7800 | &nbsp;&nbsp; 69317 |
|  | Advan Group Co. Ltd. | 8700 | &nbsp;&nbsp; 49981 |
|  | Advanced Media, Inc. | 3000 | &nbsp;&nbsp; 23609 |
|  | Advantest Corp. | 127000 | &nbsp;&nbsp; 8445385 |
| \* | Adventure, Inc. | 700 | &nbsp;&nbsp; 15450 |
| # | Aeon Co. Ltd. | 105354 | &nbsp;&nbsp; 3365305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aeon Fantasy Co. <br> Ltd.<br>| 2500 | &nbsp;&nbsp; 59440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AEON Financial <br> Service Co. Ltd.<br>| 29600 | &nbsp;&nbsp; 266179 |
|  | Aeon Hokkaido Corp. | 15400 | &nbsp;&nbsp; 91522 |
| # | Aeon Kyushu Co. Ltd. | 1900 | &nbsp;&nbsp; 37877 |
|  | Ai Holdings Corp. | 9300 | &nbsp;&nbsp; 148855 |
|  | Aica Kogyo Co. Ltd. | 20600 | &nbsp;&nbsp; 507229 |
|  | Aichi Corp. | 13000 | &nbsp;&nbsp; 110900 |
| # | Aichi Steel Corp. | 32800 | &nbsp;&nbsp; 499213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aichi Tokei Denki Co. <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 31731 |
|  | Aida Engineering Ltd. | 18400 | &nbsp;&nbsp; 111088 |
|  | Ain Holdings, Inc. | 13800 | &nbsp;&nbsp; 531159 |
|  | Aiphone Co. Ltd. | 3600 | &nbsp;&nbsp; 67783 |
|  | Air Water, Inc. | 43100 | &nbsp;&nbsp; 636703 |
| # | Airman Corp. | 9300 | &nbsp;&nbsp; 126680 |
| # | Airtech Japan Ltd. | 2700 | &nbsp;&nbsp; 19466 |
|  | Airtrip Corp. | 4100 | &nbsp;&nbsp; 24800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aisan Industry Co. <br> Ltd.<br>| 14500 | &nbsp;&nbsp; 160303 |
|  | AIT Corp. | 8400 | &nbsp;&nbsp; 104025 |
|  | Ajis Co. Ltd. | 2400 | &nbsp;&nbsp; 47512 |
|  | Akatsuki Corp. | 10000 | &nbsp;&nbsp; 35004 |
|  | Akatsuki, Inc. | 3500 | &nbsp;&nbsp; 69060 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Akebono Brake <br> Industry Co. Ltd.<br>| 30700 | &nbsp;&nbsp; 21468 |
|  | Akita Bank Ltd. | 4200 | &nbsp;&nbsp; 91071 |
|  | Albis Co. Ltd. | 3200 | &nbsp;&nbsp; 70426 |
|  | Alconix Corp. | 1300 | &nbsp;&nbsp; 18188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alfresa Holdings <br> Corp.<br>| 79900 | &nbsp;&nbsp; 1159828 |
| # | Alinco, Inc. | 5700 | &nbsp;&nbsp; 39370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alleanza Holdings Co. <br> Ltd.<br>| 5900 | &nbsp;&nbsp; 41296 |
|  | Alpen Co. Ltd. | 6900 | &nbsp;&nbsp; 110182 |
|  | Alpha Systems, Inc. | 3400 | &nbsp;&nbsp; 80662 |
|  | Alps Alpine Co. Ltd. | 51316 | &nbsp;&nbsp; 543657 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | ALSOK Co. Ltd. | 129000 | &nbsp;&nbsp; $898562 |
|  | Altech Corp. | 13900 | &nbsp;&nbsp; 252648 |
|  | Amada Co. Ltd. | 114800 | &nbsp;&nbsp; 1294476 |
|  | Amano Corp. | 22200 | &nbsp;&nbsp; 619463 |
| # | Amiyaki Tei Co. Ltd. | 4800 | &nbsp;&nbsp; 48447 |
| # | Amuse, Inc. | 1300 | &nbsp;&nbsp; 14059 |
|  | Amvis Holdings, Inc. | 13500 | &nbsp;&nbsp; 46131 |
| # | Anabuki Kosan, Inc. | 2300 | &nbsp;&nbsp; 30566 |
|  | Anest Iwata Corp. | 17000 | &nbsp;&nbsp; 176717 |
|  | Anicom Holdings, Inc. | 13071 | &nbsp;&nbsp; 67498 |
|  | Anrakutei Co. Ltd. | 400 | &nbsp;&nbsp; 19477 |
|  | Anycolor, Inc. | 7500 | &nbsp;&nbsp; 233721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aoyama Trading Co. <br> Ltd.<br>| 8900 | &nbsp;&nbsp; 135008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aoyama Zaisan <br> Networks Co. Ltd.<br>| 15000 | &nbsp;&nbsp; 179663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arakawa Chemical <br> Industries Ltd.<br>| 9100 | &nbsp;&nbsp; 67938 |
|  | Arata Corp. | 12400 | &nbsp;&nbsp; 264409 |
| # | ARCLANDS Corp. | 7819 | &nbsp;&nbsp; 90280 |
|  | Arcs Co. Ltd. | 15523 | &nbsp;&nbsp; 312348 |
|  | ARE Holdings, Inc. | 41100 | &nbsp;&nbsp; 484465 |
|  | Arealink Co. Ltd. | 10800 | &nbsp;&nbsp; 181405 |
|  | Argo Graphics, Inc. | 6100 | &nbsp;&nbsp; 213287 |
|  | Artience Co. Ltd. | 22000 | &nbsp;&nbsp; 465874 |
| # | Artnature, Inc. | 4600 | &nbsp;&nbsp; 24428 |
| # | Artner Co. Ltd. | 4500 | &nbsp;&nbsp; 56225 |
|  | As One Corp. | 30800 | &nbsp;&nbsp; 484014 |
|  | Asahi Co. Ltd. | 6200 | &nbsp;&nbsp; 55184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asahi Diamond <br> Industrial Co. Ltd.<br>| 14700 | &nbsp;&nbsp; 72570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asahi Group Holdings <br> Ltd.<br>| 126397 | &nbsp;&nbsp; 1603482 |
|  | Asahi Kasei Corp. | 436900 | &nbsp;&nbsp; 3039843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asahi Kogyosha Co. <br> Ltd.<br>| 11200 | &nbsp;&nbsp; 190073 |
|  | Asahi Net, Inc. | 11600 | &nbsp;&nbsp; 52541 |
|  | Asahi Yukizai Corp. | 9500 | &nbsp;&nbsp; 271993 |
|  | Asanuma Corp. | 25000 | &nbsp;&nbsp; 132429 |
|  | Asics Corp. | 149600 | &nbsp;&nbsp; 3516989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASKA Pharmaceutical <br> Holdings Co. Ltd.<br>| 3600 | &nbsp;&nbsp; 58816 |
|  | ASKUL Corp. | 18700 | &nbsp;&nbsp; 186772 |
|  | Astellas Pharma, Inc. | 374700 | &nbsp;&nbsp; 3885122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astena Holdings Co. <br> Ltd.<br>| 14100 | &nbsp;&nbsp; 45948 |
|  | Atrae, Inc. | 4800 | &nbsp;&nbsp; 24371 |
| # | Aucnet, Inc. | 12800 | &nbsp;&nbsp; 142940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autobacs Seven Co. <br> Ltd.<br>| 30200 | &nbsp;&nbsp; 294634 |
|  | Aval Data Corp. | 1300 | &nbsp;&nbsp; 19823 |
|  | Avant Group Corp. | 8900 | &nbsp;&nbsp; 89114 |
|  | Avex, Inc. | 4000 | &nbsp;&nbsp; 33842 |
|  | Axial Retailing, Inc. | 16800 | &nbsp;&nbsp; 127133 |
|  | Azbil Corp. | 157200 | &nbsp;&nbsp; 1468940 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AZ-COM MARUWA <br> Holdings, Inc.<br>| 17500 | &nbsp;&nbsp; 134996 |
|  | AZOOM Co. Ltd. | 900 | &nbsp;&nbsp; 50160 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bandai Namco <br> Holdings, Inc.<br>| 107900 | &nbsp;&nbsp; $3489153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bando Chemical <br> Industries Ltd.<br>| 8500 | &nbsp;&nbsp; 101200 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Innovation, <br> Inc.<br>| 900 | &nbsp;&nbsp; 70762 |
|  | Bank of Saga Ltd. | 3300 | &nbsp;&nbsp; 59780 |
|  | Base Co. Ltd. | 4900 | &nbsp;&nbsp; 113775 |
| \* | baudroie, Inc. | 600 | &nbsp;&nbsp; 11369 |
|  | BayCurrent, Inc. | 43600 | &nbsp;&nbsp; 2503514 |
|  | Beauty Garage, Inc. | 3800 | &nbsp;&nbsp; 42858 |
|  | Belc Co. Ltd. | 4700 | &nbsp;&nbsp; 224851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bell System24 <br> Holdings, Inc.<br>| 19100 | &nbsp;&nbsp; 171666 |
|  | Belluna Co. Ltd. | 13273 | &nbsp;&nbsp; 84237 |
| # | Bewith, Inc. | 2200 | &nbsp;&nbsp; 21788 |
|  | Bic Camera, Inc. | 34600 | &nbsp;&nbsp; 361270 |
|  | BIPROGY, Inc. | 39200 | &nbsp;&nbsp; 1580744 |
|  | B-Lot Co. Ltd. | 2000 | &nbsp;&nbsp; 19429 |
|  | BML, Inc. | 6708 | &nbsp;&nbsp; 155782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bookoff Group <br> Holdings Ltd.<br>| 2900 | &nbsp;&nbsp; 27503 |
|  | Br Holdings Corp. | 8900 | &nbsp;&nbsp; 20482 |
| # | BrainPad, Inc. | 7200 | &nbsp;&nbsp; 63940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BRONCO BILLY Co. <br> Ltd.<br>| 600 | &nbsp;&nbsp; 16102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brother Industries <br> Ltd.<br>| 44600 | &nbsp;&nbsp; 758907 |
| # | Buffalo, Inc. | 1700 | &nbsp;&nbsp; 26798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bunka Shutter Co. <br> Ltd.<br>| 27200 | &nbsp;&nbsp; 460387 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Business Brain <br> Showa-Ota, Inc.<br>| 5400 | &nbsp;&nbsp; 98261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Business Engineering <br> Corp.<br>| 2400 | &nbsp;&nbsp; 81271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C Uyemura & Co. <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 320243 |
|  | CAC Holdings Corp. | 5100 | &nbsp;&nbsp; 68703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canon Electronics, <br> Inc.<br>| 3300 | &nbsp;&nbsp; 55756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canon Marketing <br> Japan, Inc.<br>| 17700 | &nbsp;&nbsp; 639470 |
|  | Canon, Inc. (7751 JP) | 53600 | &nbsp;&nbsp; 1522382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canon, Inc. (CAJ US), <br> Sponsored ADR<br>| 12866 | &nbsp;&nbsp; 366552 |
|  | Capcom Co. Ltd. | 77200 | &nbsp;&nbsp; 1965183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Career Design Center <br> Co. Ltd.<br>| 1900 | &nbsp;&nbsp; 24596 |
|  | Careerlink Co. Ltd. | 4900 | &nbsp;&nbsp; 72950 |
| # | Carenet, Inc. | 13100 | &nbsp;&nbsp; 66496 |
|  | Carlit Co. Ltd. | 10600 | &nbsp;&nbsp; 91221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Casio Computer Co. <br> Ltd.<br>| 42700 | &nbsp;&nbsp; 338285 |
|  | Cawachi Ltd. | 6000 | &nbsp;&nbsp; 109700 |
|  | CDS Co. Ltd. | 1300 | &nbsp;&nbsp; 15048 |
|  | Celsys, Inc. | 16700 | &nbsp;&nbsp; 182644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Automotive <br> Products Ltd.<br>| 19500 | &nbsp;&nbsp; 248989 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Japan Railway <br> Co.<br>| 45275 | &nbsp;&nbsp; $1055459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Security <br> Patrols Co. Ltd.<br>| 3900 | &nbsp;&nbsp; 61407 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Central Sports Co. <br> Ltd.<br>| 1100 | &nbsp;&nbsp; 18298 |
| # | Ceres, Inc. | 3300 | &nbsp;&nbsp; 52210 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Change Holdings, <br> Inc.<br>| 33200 | &nbsp;&nbsp; 253975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charm Care Corp. <br> KK<br>| 7900 | &nbsp;&nbsp; 69236 |
|  | Chiba Bank Ltd.  | 32700 | &nbsp;&nbsp; 304787 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chikaranomoto <br> Holdings Co. Ltd.<br>| 1800 | &nbsp;&nbsp; 17113 |
|  | Chino Corp. | 3100 | &nbsp;&nbsp; 49203 |
| # | Chiyoda Co. Ltd. | 5400 | &nbsp;&nbsp; 43123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chiyoda Integre Co. <br> Ltd.<br>| 2700 | &nbsp;&nbsp; 55057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chofu Seisakusho Co. <br> Ltd.<br>| 5400 | &nbsp;&nbsp; 71554 |
|  | Chori Co. Ltd. | 1600 | &nbsp;&nbsp; 40470 |
|  | Chudenko Corp. | 14100 | &nbsp;&nbsp; 342196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chugai <br> Pharmaceutical Co. <br> Ltd.<br>| 108800 | &nbsp;&nbsp; 5215538 |
|  | Chugai Ro Co. Ltd. | 1900 | &nbsp;&nbsp; 46001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chugoku Marine <br> Paints Ltd.<br>| 23700 | &nbsp;&nbsp; 486806 |
|  | CKD Corp. | 11200 | &nbsp;&nbsp; 199956 |
|  | CK-San-Etsu Co. Ltd. | 2300 | &nbsp;&nbsp; 60167 |
|  | Cleanup Corp. | 13500 | &nbsp;&nbsp; 64744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Bottlers <br> Japan Holdings, <br> Inc.<br>| 33300 | &nbsp;&nbsp; 509169 |
|  | COLOPL, Inc. | 23200 | &nbsp;&nbsp; 80400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Computer Engineering <br> & Consulting Ltd.<br>| 5000 | &nbsp;&nbsp; 73993 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Computer Institute of <br> Japan Ltd.<br>| 16560 | &nbsp;&nbsp; 54224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COMSYS Holdings <br> Corp.<br>| 37521 | &nbsp;&nbsp; 860163 |
|  | Comture Corp. | 10400 | &nbsp;&nbsp; 120673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concordia Financial <br> Group Ltd.<br>| 111700 | &nbsp;&nbsp; 740708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Copro-Holdings Co. <br> Ltd.<br>| 900 | &nbsp;&nbsp; 12812 |
|  | Core Corp. | 2600 | &nbsp;&nbsp; 33156 |
|  | Corona Corp. | 6600 | &nbsp;&nbsp; 41333 |
|  | Cosel Co. Ltd. | 13300 | &nbsp;&nbsp; 102796 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cosmos Initia Co. <br> Ltd.<br>| 4300 | &nbsp;&nbsp; 40479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmos <br> Pharmaceutical <br> Corp.<br>| 21800 | &nbsp;&nbsp; 1354247 |
| # | Cota Co. Ltd. | 6189 | &nbsp;&nbsp; 58256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Create SD Holdings <br> Co. Ltd.<br>| 10847 | &nbsp;&nbsp; 247348 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Creek & River Co. <br> Ltd.<br>| 9000 | &nbsp;&nbsp; $89154 |
|  | Cresco Ltd. | 14200 | &nbsp;&nbsp; 161127 |
| # | Cross Cat Co. Ltd. | 1300 | &nbsp;&nbsp; 9410 |
|  | CrowdWorks, Inc. | 2100 | &nbsp;&nbsp; 15498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTI Engineering Co. <br> Ltd.<br>| 13400 | &nbsp;&nbsp; 268535 |
| # | CTS Co. Ltd. | 8700 | &nbsp;&nbsp; 50375 |
| \* | CUC, Inc. | 3200 | &nbsp;&nbsp; 24624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Curves Holdings Co. <br> Ltd.<br>| 17900 | &nbsp;&nbsp; 88404 |
|  | CyberAgent, Inc. | 154754 | &nbsp;&nbsp; 1549914 |
|  | Cybozu, Inc. | 11300 | &nbsp;&nbsp; 297995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai Nippon Printing <br> Co. Ltd.<br>| 40800 | &nbsp;&nbsp; 628298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai Nippon Toryo Co. <br> Ltd.<br>| 14600 | &nbsp;&nbsp; 120107 |
|  | Dai-Dan Co. Ltd. | 13300 | &nbsp;&nbsp; 404461 |
|  | Daido Steel Co. Ltd. | 59500 | &nbsp;&nbsp; 458176 |
|  | Daifuku Co. Ltd. | 75400 | &nbsp;&nbsp; 1908841 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daihatsu Infinearth <br> Mfg Co. Ltd.<br>| 9500 | &nbsp;&nbsp; 165706 |
|  | Daihen Corp. | 3600 | &nbsp;&nbsp; 169985 |
|  | Daiho Corp. | 13000 | &nbsp;&nbsp; 71740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai-Ichi Cutter Kogyo <br> KK<br>| 3000 | &nbsp;&nbsp; 26634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Jitsugyo Co. <br> Ltd.<br>| 10200 | &nbsp;&nbsp; 172574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Kensetsu <br> Corp.<br>| 2300 | &nbsp;&nbsp; 47055 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Kigenso <br> Kagaku-Kogyo Co. <br> Ltd.<br>| 12400 | &nbsp;&nbsp; 56251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai-ichi Life Holdings, <br> Inc.<br>| 502000 | &nbsp;&nbsp; 3971916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Sankyo Co. <br> Ltd.<br>| 150400 | &nbsp;&nbsp; 3689601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiki Aluminium <br> Industry Co. Ltd.<br>| 15300 | &nbsp;&nbsp; 105728 |
|  | Daikin Industries Ltd. | 22200 | &nbsp;&nbsp; 2729618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daikokutenbussan Co. <br> Ltd.<br>| 2800 | &nbsp;&nbsp; 132998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daikyonishikawa <br> Corp.<br>| 9400 | &nbsp;&nbsp; 44374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dainichiseika Color & <br> Chemicals <br> Manufacturing Co. <br> Ltd.<br>| 6850 | &nbsp;&nbsp; 153881 |
|  | Daiseki Co. Ltd. | 10780 | &nbsp;&nbsp; 250968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daisue Construction <br> Co. Ltd.<br>| 4800 | &nbsp;&nbsp; 74239 |
|  | Daisyo Corp. | 1400 | &nbsp;&nbsp; 11003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daito Trust <br> Construction Co. <br> Ltd.<br>| 19200 | &nbsp;&nbsp; 1965651 |
|  | Daitron Co. Ltd. | 1900 | &nbsp;&nbsp; 46314 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiwa House Industry <br> Co. Ltd.<br>| 117300 | &nbsp;&nbsp; $3878045 |
|  | Daiwa Industries Ltd. | 13400 | &nbsp;&nbsp; 148951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiwa Securities <br> Group, Inc.<br>| 124300 | &nbsp;&nbsp; 865358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiwabo Holdings Co. <br> Ltd.<br>| 30300 | &nbsp;&nbsp; 557205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DCM Holdings Co. <br> Ltd.<br>| 40100 | &nbsp;&nbsp; 381237 |
| #\* | DD GROUP Co. Ltd. | 3500 | &nbsp;&nbsp; 39100 |
|  | Dear Life Co. Ltd. | 22000 | &nbsp;&nbsp; 186345 |
| #\* | Demae-Can Co. Ltd. | 10300 | &nbsp;&nbsp; 12089 |
|  | DeNA Co. Ltd. | 1400 | &nbsp;&nbsp; 21818 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Densan System <br> Holdings Co. Ltd.<br>| 2400 | &nbsp;&nbsp; 41402 |
|  | Denso Corp. | 100500 | &nbsp;&nbsp; 1363526 |
|  | Dentsu Group, Inc. | 46500 | &nbsp;&nbsp; 917008 |
|  | Dentsu Soken, Inc. | 11000 | &nbsp;&nbsp; 483154 |
| # | Denyo Co. Ltd. | 8200 | &nbsp;&nbsp; 162659 |
|  | DIC Corp. | 41800 | &nbsp;&nbsp; 825073 |
|  | Digital Arts, Inc. | 4500 | &nbsp;&nbsp; 237894 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Digital Hearts <br> Holdings Co. Ltd.<br>| 10800 | &nbsp;&nbsp; 68608 |
| # | Digital Holdings, Inc. | 4300 | &nbsp;&nbsp; 34809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Digital Information <br> Technologies Corp.<br>| 1800 | &nbsp;&nbsp; 30508 |
| # | Dip Corp. | 22200 | &nbsp;&nbsp; 359341 |
|  | Disco Corp. | 10600 | &nbsp;&nbsp; 3132581 |
|  | DKK Co. Ltd. | 2600 | &nbsp;&nbsp; 37516 |
|  | DKS Co. Ltd. | 4000 | &nbsp;&nbsp; 136854 |
|  | DMG Mori Co. Ltd. | 74600 | &nbsp;&nbsp; 1723799 |
|  | DMS, Inc. | 1100 | &nbsp;&nbsp; 21708 |
|  | DMW Corp. | 300 | &nbsp;&nbsp; 9258 |
|  | Doshisha Co. Ltd. | 10300 | &nbsp;&nbsp; 171813 |
|  | Double Standard, Inc. | 1000 | &nbsp;&nbsp; 10524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dowa Holdings Co. <br> Ltd.<br>| 24100 | &nbsp;&nbsp; 787039 |
|  | DTS Corp. | 18500 | &nbsp;&nbsp; 613792 |
|  | Duskin Co. Ltd. | 17500 | &nbsp;&nbsp; 462019 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; DyDo Group Holdings, <br> Inc.<br>| 6600 | &nbsp;&nbsp; 116557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Industry Co. <br> Ltd.<br>| 5500 | &nbsp;&nbsp; 87951 |
|  | Earth Corp. | 2100 | &nbsp;&nbsp; 67857 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; EAT&HOLDINGS Co. <br> Ltd.<br>| 3100 | &nbsp;&nbsp; 42949 |
|  | Ebara Corp. | 154200 | &nbsp;&nbsp; 2815820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ebara Foods Industry, <br> Inc.<br>| 1900 | &nbsp;&nbsp; 31897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ebara Jitsugyo Co. <br> Ltd.<br>| 4200 | &nbsp;&nbsp; 108598 |
|  | Ebase Co. Ltd. | 9600 | &nbsp;&nbsp; 32215 |
| # | Eco's Co. Ltd. | 4400 | &nbsp;&nbsp; 71998 |
|  | EDION Corp. | 34000 | &nbsp;&nbsp; 452093 |
|  | eGuarantee, Inc. | 13400 | &nbsp;&nbsp; 132658 |
|  | Eisai Co. Ltd. | 26100 | &nbsp;&nbsp; 731984 |
|  | Eizo Corp. | 14600 | &nbsp;&nbsp; 207731 |
|  | EJ Holdings, Inc. | 5000 | &nbsp;&nbsp; 59392 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Elan Corp. | 2900 | &nbsp;&nbsp; $16380 |
|  | Elecom Co. Ltd. | 15300 | &nbsp;&nbsp; 197891 |
| # | EM Systems Co. Ltd. | 13800 | &nbsp;&nbsp; 70022 |
|  | en Japan, Inc. | 21900 | &nbsp;&nbsp; 254257 |
|  | Endo Lighting Corp. | 4900 | &nbsp;&nbsp; 77432 |
| # | Envipro Holdings, Inc. | 3000 | &nbsp;&nbsp; 9979 |
| # | eRex Co. Ltd. | 12500 | &nbsp;&nbsp; 61773 |
|  | ERI Holdings Co. Ltd. | 1200 | &nbsp;&nbsp; 24371 |
|  | ES-Con Japan Ltd. | 13100 | &nbsp;&nbsp; 84313 |
|  | Eslead Corp. | 4000 | &nbsp;&nbsp; 123248 |
|  | EXEO Group, Inc. | 85900 | &nbsp;&nbsp; 1128304 |
|  | Ezaki Glico Co. Ltd. | 10300 | &nbsp;&nbsp; 318046 |
|  | F&M Co. Ltd. | 3000 | &nbsp;&nbsp; 54423 |
|  | FaithNetwork Co. Ltd. | 1400 | &nbsp;&nbsp; 21477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FALCO HOLDINGS <br> Co. Ltd.<br>| 2800 | &nbsp;&nbsp; 44494 |
|  | FANUC Corp. | 52600 | &nbsp;&nbsp; 1464224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fast Fitness Japan, <br> Inc.<br>| 1400 | &nbsp;&nbsp; 14133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fast Retailing Co. <br> Ltd.<br>| 33900 | &nbsp;&nbsp; 10340507 |
| \* | FDK Corp. | 1200 | &nbsp;&nbsp; 3184 |
|  | Ferrotec Corp. | 19600 | &nbsp;&nbsp; 470095 |
| # | FFRI Security, Inc. | 1800 | &nbsp;&nbsp; 73524 |
|  | Fibergate, Inc. | 6000 | &nbsp;&nbsp; 28002 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; FIDEA Holdings Co. <br> Ltd.<br>| 6500 | &nbsp;&nbsp; 65544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Financial Partners <br> Group Co. Ltd.<br>| 31900 | &nbsp;&nbsp; 512176 |
| # | FINDEX, Inc. | 6900 | &nbsp;&nbsp; 35015 |
|  | Fixstars Corp. | 10300 | &nbsp;&nbsp; 138587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FJ Next Holdings Co. <br> Ltd.<br>| 8800 | &nbsp;&nbsp; 70875 |
|  | Focus Systems Corp. | 3300 | &nbsp;&nbsp; 31308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Forum Engineering, <br> Inc.<br>| 5200 | &nbsp;&nbsp; 41963 |
| # | Forval Corp. | 2800 | &nbsp;&nbsp; 27715 |
|  | FP Corp. | 25700 | &nbsp;&nbsp; 458155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; France Bed Holdings <br> Co. Ltd.<br>| 12845 | &nbsp;&nbsp; 110193 |
|  | Freebit Co. Ltd. | 2300 | &nbsp;&nbsp; 22924 |
|  | Fudo Tetra Corp. | 3500 | &nbsp;&nbsp; 54729 |
| # | Fuji Co. Ltd. | 7100 | &nbsp;&nbsp; 95530 |
|  | Fuji Corp. (6134 JP) | 18500 | &nbsp;&nbsp; 347171 |
|  | Fuji Corp. Ltd. | 12600 | &nbsp;&nbsp; 57778 |
|  | Fuji Electric Co. Ltd. | 22190 | &nbsp;&nbsp; 1103246 |
|  | Fuji Kosan Co. Ltd. | 2900 | &nbsp;&nbsp; 23566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuji Media Holdings, <br> Inc.<br>| 16281 | &nbsp;&nbsp; 383800 |
| # | Fuji Oil Co. Ltd. | 21900 | &nbsp;&nbsp; 48436 |
|  | Fuji Pharma Co. Ltd. | 3600 | &nbsp;&nbsp; 33249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuji Seal International, <br> Inc.<br>| 20400 | &nbsp;&nbsp; 374783 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fujikura Kasei Co. <br> Ltd.<br>| 16600 | &nbsp;&nbsp; 61886 |
|  | Fujikura Ltd. | 43100 | &nbsp;&nbsp; 2925733 |
|  | Fujimi, Inc. | 19500 | &nbsp;&nbsp; 290777 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fujio Food Group, <br> Inc.<br>| 3000 | &nbsp;&nbsp; $22497 |
|  | Fujishoji Co. Ltd. | 2500 | &nbsp;&nbsp; 17524 |
|  | Fujitsu Ltd. | 171000 | &nbsp;&nbsp; 3725050 |
|  | Fujiya Co. Ltd. | 3400 | &nbsp;&nbsp; 55678 |
|  | Fukuda Corp. | 3400 | &nbsp;&nbsp; 119912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukuda Denshi Co. <br> Ltd.<br>| 6100 | &nbsp;&nbsp; 283909 |
|  | Fukui Bank Ltd. | 4938 | &nbsp;&nbsp; 62040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukui Computer <br> Holdings, Inc.<br>| 5000 | &nbsp;&nbsp; 100978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FULLCAST Holdings <br> Co. Ltd.<br>| 13700 | &nbsp;&nbsp; 151111 |
|  | Fumakilla Ltd. | 1700 | &nbsp;&nbsp; 12486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Funai Soken Holdings, <br> Inc.<br>| 21750 | &nbsp;&nbsp; 342349 |
|  | Furukawa Co. Ltd. | 21000 | &nbsp;&nbsp; 334067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Furukawa Electric Co. <br> Ltd.<br>| 17500 | &nbsp;&nbsp; 1057030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Furuno Electric Co. <br> Ltd.<br>| 3300 | &nbsp;&nbsp; 95183 |
|  | Furyu Corp. | 10100 | &nbsp;&nbsp; 70440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuso Chemical Co. <br> Ltd.<br>| 9400 | &nbsp;&nbsp; 266345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Futaba Industrial Co. <br> Ltd.<br>| 20200 | &nbsp;&nbsp; 108610 |
|  | Future Corp. | 20500 | &nbsp;&nbsp; 320403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuyo General Lease <br> Co. Ltd.<br>| 37800 | &nbsp;&nbsp; 1021075 |
|  | G-7 Holdings, Inc. | 11500 | &nbsp;&nbsp; 99679 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; GA Technologies Co. <br> Ltd.<br>| 8400 | &nbsp;&nbsp; 111800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gakken Holdings Co. <br> Ltd.<br>| 9800 | &nbsp;&nbsp; 62210 |
|  | Gakkyusha Co. Ltd. | 3400 | &nbsp;&nbsp; 52650 |
|  | Gakujo Co. Ltd. | 6300 | &nbsp;&nbsp; 77603 |
|  | Galilei Co. Ltd. | 7800 | &nbsp;&nbsp; 171098 |
|  | Gecoss Corp. | 7500 | &nbsp;&nbsp; 64650 |
| \* | Geniee, Inc. | 1500 | &nbsp;&nbsp; 15066 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Genki Global Dining <br> Concepts Corp.<br>| 5200 | &nbsp;&nbsp; 119517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genky DrugStores Co. <br> Ltd.<br>| 8600 | &nbsp;&nbsp; 253919 |
|  | Geo Holdings Corp. | 6300 | &nbsp;&nbsp; 68490 |
|  | Gift Holdings, Inc. | 2000 | &nbsp;&nbsp; 46057 |
|  | giftee, Inc. | 11100 | &nbsp;&nbsp; 103004 |
| # | Giken Ltd. | 3200 | &nbsp;&nbsp; 30544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Link <br> Management KK<br>| 1000 | &nbsp;&nbsp; 14638 |
|  | GLOBERIDE, Inc. | 6700 | &nbsp;&nbsp; 100250 |
|  | Glory Ltd. | 22100 | &nbsp;&nbsp; 568278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GLtechno Holdings, <br> Inc.<br>| 1630 | &nbsp;&nbsp; 32654 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GMO Financial Gate, <br> Inc.<br>| 1600 | &nbsp;&nbsp; 50935 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GMO Financial <br> Holdings, Inc.<br>| 20500 | &nbsp;&nbsp; 113464 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GMO internet group, <br> Inc.<br>| 43962 | &nbsp;&nbsp; $1126190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GMO Payment <br> Gateway, Inc.<br>| 22200 | &nbsp;&nbsp; 1237268 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gokurakuyu Holdings <br> Co. Ltd.<br>| 5600 | &nbsp;&nbsp; 18027 |
| # | Goldcrest Co. Ltd. | 7500 | &nbsp;&nbsp; 164116 |
|  | Goldwin, Inc. | 13900 | &nbsp;&nbsp; 715721 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gourmet Kineya Co. <br> Ltd.<br>| 1500 | &nbsp;&nbsp; 9707 |
|  | Grandy House Corp. | 7300 | &nbsp;&nbsp; 26567 |
|  | GREE Holdings, Inc. | 32600 | &nbsp;&nbsp; 106582 |
|  | grems, Inc. | 5400 | &nbsp;&nbsp; 89910 |
|  | GS Yuasa Corp. | 17100 | &nbsp;&nbsp; 306881 |
|  | GSI Creos Corp. | 3600 | &nbsp;&nbsp; 50530 |
|  | G-Tekt Corp. | 5500 | &nbsp;&nbsp; 67774 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gun-Ei Chemical <br> Industry Co. Ltd.<br>| 2100 | &nbsp;&nbsp; 40037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GungHo Online <br> Entertainment, Inc.<br>| 5700 | &nbsp;&nbsp; 109120 |
|  | Gunma Bank Ltd. | 37900 | &nbsp;&nbsp; 354893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H.U. Group Holdings, <br> Inc.<br>| 7800 | &nbsp;&nbsp; 167600 |
|  | H2O Retailing Corp. | 27160 | &nbsp;&nbsp; 358893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hagihara Industries, <br> Inc.<br>| 6700 | &nbsp;&nbsp; 69903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hagiwara Electric <br> Holdings Co. Ltd.<br>| 5400 | &nbsp;&nbsp; 122999 |
| # | Hakudo Co. Ltd. | 1400 | &nbsp;&nbsp; 22492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hakuhodo DY <br> Holdings, Inc.<br>| 90900 | &nbsp;&nbsp; 715332 |
|  | Halows Co. Ltd. | 4400 | &nbsp;&nbsp; 144465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hamamatsu Photonics <br> KK<br>| 71800 | &nbsp;&nbsp; 876326 |
|  | Hamee Corp. | 1300 | &nbsp;&nbsp; 10921 |
|  | Handsman Co. Ltd. | 300 | &nbsp;&nbsp; 1594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hankyu Hanshin <br> Holdings, Inc.<br>| 29400 | &nbsp;&nbsp; 766212 |
|  | Hanwa Co. Ltd. | 24300 | &nbsp;&nbsp; 978912 |
|  | Happinet Corp. | 11900 | &nbsp;&nbsp; 447178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hard Off Corp. Co. <br> Ltd.<br>| 4300 | &nbsp;&nbsp; 49673 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Harima Chemicals <br> Group, Inc.<br>| 7600 | &nbsp;&nbsp; 42448 |
|  | Haseko Corp. | 99000 | &nbsp;&nbsp; 1472806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hashimoto Sogyo <br> Holdings Co. Ltd.<br>| 4800 | &nbsp;&nbsp; 40799 |
|  | Hazama Ando Corp. | 59100 | &nbsp;&nbsp; 626713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heiwa Real Estate <br> Co. Ltd.<br>| 15000 | &nbsp;&nbsp; 219615 |
|  | Heiwado Co. Ltd. | 11700 | &nbsp;&nbsp; 225750 |
| # | Hennge KK | 4600 | &nbsp;&nbsp; 50725 |
| # | Hibino Corp. | 900 | &nbsp;&nbsp; 14041 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hibiya Engineering <br> Ltd.<br>| 8700 | &nbsp;&nbsp; 236726 |
|  | Hikari Tsushin, Inc. | 2700 | &nbsp;&nbsp; 725918 |
|  | Himacs Ltd. | 2480 | &nbsp;&nbsp; 19752 |
|  | Hioki EE Corp. | 4700 | &nbsp;&nbsp; 173588 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hirakawa Hewtech <br> Corp.<br>| 4935 | &nbsp;&nbsp; $53385 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hirano Tecseed Co. <br> Ltd.<br>| 4200 | &nbsp;&nbsp; 43332 |
|  | Hirata Corp. | 12000 | &nbsp;&nbsp; 169707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hirose Electric Co. <br> Ltd.<br>| 4925 | &nbsp;&nbsp; 618408 |
|  | Hirose Tusyo, Inc. | 1400 | &nbsp;&nbsp; 38510 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hiroshima Gas Co. <br> Ltd.<br>| 26300 | &nbsp;&nbsp; 63462 |
| # | HIS Co. Ltd. | 34500 | &nbsp;&nbsp; 324846 |
|  | Hisaka Works Ltd. | 8100 | &nbsp;&nbsp; 78134 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hisamitsu <br> Pharmaceutical Co., <br> Inc.<br>| 7224 | &nbsp;&nbsp; 194470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hitachi Construction <br> Machinery Co. Ltd.<br>| 45900 | &nbsp;&nbsp; 1329356 |
|  | Hitachi Ltd. (6501 JP) | 585300 | &nbsp;&nbsp; 17910557 |
|  | Hochiki Corp. | 4700 | &nbsp;&nbsp; 98559 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hodogaya Chemical <br> Co. Ltd.<br>| 7000 | &nbsp;&nbsp; 69744 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hokkaido Coca-Cola <br> Bottling Co. Ltd.<br>| 2200 | &nbsp;&nbsp; 50041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokkaido Gas Co. <br> Ltd.<br>| 31800 | &nbsp;&nbsp; 128200 |
|  | Hokkan Holdings Ltd. | 2300 | &nbsp;&nbsp; 30498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokko Chemical <br> Industry Co. Ltd.<br>| 10800 | &nbsp;&nbsp; 106736 |
| # | Hokuetsu Corp. | 31300 | &nbsp;&nbsp; 210627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokuriku Electrical <br> Construction Co. <br> Ltd.<br>| 7319 | &nbsp;&nbsp; 65400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honda Motor Co. Ltd. <br> (7267 JP)<br>| 319900 | &nbsp;&nbsp; 3311894 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Honda Motor Co. Ltd. <br> (HMC US), <br> Sponsored ADR<br>| 25574 | &nbsp;&nbsp; 798932 |
|  | H-One Co. Ltd. | 6200 | &nbsp;&nbsp; 57928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honeys Holdings Co. <br> Ltd.<br>| 4300 | &nbsp;&nbsp; 42184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hoosiers Holdings Co. <br> Ltd.<br>| 13800 | &nbsp;&nbsp; 123517 |
|  | Horiba Ltd. | 18100 | &nbsp;&nbsp; 1331132 |
|  | Hoshizaki Corp. | 23500 | &nbsp;&nbsp; 804705 |
|  | Hosiden Corp. | 9200 | &nbsp;&nbsp; 143023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hosokawa Micron <br> Corp.<br>| 5000 | &nbsp;&nbsp; 178546 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hotland Holdings Co. <br> Ltd.<br>| 5300 | &nbsp;&nbsp; 69909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; House Foods Group, <br> Inc.<br>| 11703 | &nbsp;&nbsp; 216418 |
| # | Hulic Co. Ltd. | 153600 | &nbsp;&nbsp; 1464991 |
|  | IBJ, Inc. | 7000 | &nbsp;&nbsp; 40102 |
|  | Ichigo, Inc. | 22800 | &nbsp;&nbsp; 60362 |
|  | Ichiken Co. Ltd. | 1600 | &nbsp;&nbsp; 33109 |
|  | Ichikoh Industries Ltd. | 7500 | &nbsp;&nbsp; 18942 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ichinen Holdings Co. <br> Ltd.<br>| 9700 | &nbsp;&nbsp; $110496 |
|  | Icom, Inc. | 1700 | &nbsp;&nbsp; 32649 |
|  | ID Holdings Corp. | 5199 | &nbsp;&nbsp; 87295 |
|  | Idec Corp. | 10200 | &nbsp;&nbsp; 153761 |
|  | IDOM, Inc. | 33000 | &nbsp;&nbsp; 213158 |
|  | IHI Corp. | 16000 | &nbsp;&nbsp; 1781708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iida Group Holdings <br> Co. Ltd.<br>| 42320 | &nbsp;&nbsp; 593573 |
| # | IKK Holdings, Inc. | 4500 | &nbsp;&nbsp; 23656 |
| # | I'll, Inc. | 3300 | &nbsp;&nbsp; 61309 |
| # | i-mobile Co. Ltd. | 24300 | &nbsp;&nbsp; 99272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Imuraya Group Co. <br> Ltd.<br>| 1900 | &nbsp;&nbsp; 31095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inaba Denki Sangyo <br> Co. Ltd.<br>| 18400 | &nbsp;&nbsp; 482530 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Inaba Seisakusho Co. <br> Ltd.<br>| 4300 | &nbsp;&nbsp; 50833 |
|  | Inabata & Co. Ltd. | 5800 | &nbsp;&nbsp; 125840 |
|  | Ines Corp. | 8300 | &nbsp;&nbsp; 97028 |
| # | I-Net Corp. | 3900 | &nbsp;&nbsp; 51038 |
|  | Infomart Corp. | 83100 | &nbsp;&nbsp; 228029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; INFRONEER <br> Holdings, Inc.<br>| 62080 | &nbsp;&nbsp; 524642 |
|  | Innotech Corp. | 3900 | &nbsp;&nbsp; 38119 |
|  | Insource Co. Ltd. | 14400 | &nbsp;&nbsp; 86915 |
|  | Intage Holdings, Inc. | 1300 | &nbsp;&nbsp; 16814 |
|  | Intelligent Wave, Inc. | 3200 | &nbsp;&nbsp; 22689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Internet Initiative <br> Japan, Inc.<br>| 41200 | &nbsp;&nbsp; 758760 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Inui Global Logistics <br> Co. Ltd.<br>| 4700 | &nbsp;&nbsp; 39225 |
| # | IPS, Inc. | 3300 | &nbsp;&nbsp; 60173 |
|  | ISB Corp. | 4700 | &nbsp;&nbsp; 46799 |
| # | Ise Chemicals Corp. | 900 | &nbsp;&nbsp; 162812 |
|  | Iseki & Co. Ltd. | 6000 | &nbsp;&nbsp; 55709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Isetan Mitsukoshi <br> Holdings Ltd.<br>| 28500 | &nbsp;&nbsp; 402776 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ishihara Chemical Co. <br> Ltd.<br>| 3900 | &nbsp;&nbsp; 51015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ishihara Sangyo <br> Kaisha Ltd.<br>| 4100 | &nbsp;&nbsp; 59241 |
| # | Istyle, Inc. | 38700 | &nbsp;&nbsp; 146556 |
|  | Isuzu Motors Ltd. | 290000 | &nbsp;&nbsp; 3716643 |
|  | Itfor, Inc. | 15000 | &nbsp;&nbsp; 151032 |
| # | ITmedia, Inc. | 6200 | &nbsp;&nbsp; 67934 |
|  | Ito En Ltd. | 23291 | &nbsp;&nbsp; 505851 |
|  | Itochu Enex Co. Ltd. | 40000 | &nbsp;&nbsp; 537037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Itochu-Shokuhin Co. <br> Ltd.<br>| 3000 | &nbsp;&nbsp; 201449 |
|  | Itoki Corp. | 17500 | &nbsp;&nbsp; 267828 |
| # | Iwaki Co. Ltd. | 4300 | &nbsp;&nbsp; 75057 |
|  | Izumi Co. Ltd. | 8500 | &nbsp;&nbsp; 178939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J Front Retailing Co. <br> Ltd.<br>| 62700 | &nbsp;&nbsp; 845181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JAC Recruitment Co. <br> Ltd.<br>| 42000 | &nbsp;&nbsp; 293943 |
| \* | Jade Group, Inc. | 2200 | &nbsp;&nbsp; 20142 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JAFCO Group Co. <br> Ltd.<br>| 31200 | &nbsp;&nbsp; $512695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Airport Terminal <br> Co. Ltd.<br>| 17200 | &nbsp;&nbsp; 522358 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Cash Machine <br> Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 37772 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Japan <br> Communications, <br> Inc.<br>| 51700 | &nbsp;&nbsp; 54966 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Electronic <br> Materials Corp.<br>| 1700 | &nbsp;&nbsp; 27258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Elevator <br> Service Holdings <br> Co. Ltd.<br>| 23600 | &nbsp;&nbsp; 630014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Exchange <br> Group, Inc.<br>| 108700 | &nbsp;&nbsp; 1062257 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Foundation <br> Engineering Co. <br> Ltd.<br>| 7800 | &nbsp;&nbsp; 35942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Investment <br> Adviser Co. Ltd.<br>| 6300 | &nbsp;&nbsp; 76680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Lifeline Co. <br> Ltd.<br>| 22900 | &nbsp;&nbsp; 218802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Material Co. <br> Ltd.<br>| 23100 | &nbsp;&nbsp; 210540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Medical <br> Dynamic Marketing, <br> Inc.<br>| 8100 | &nbsp;&nbsp; 28156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Post Bank Co. <br> Ltd.<br>| 143900 | &nbsp;&nbsp; 1606110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Post Insurance <br> Co. Ltd.<br>| 50600 | &nbsp;&nbsp; 1295593 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Property <br> Management <br> Center Co. Ltd.<br>| 9500 | &nbsp;&nbsp; 73706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Pulp & Paper <br> Co. Ltd.<br>| 23000 | &nbsp;&nbsp; 99754 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan Pure Chemical <br> Co. Ltd.<br>| 1300 | &nbsp;&nbsp; 26947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Securities <br> Finance Co. Ltd.<br>| 16300 | &nbsp;&nbsp; 197268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Steel Works <br> Ltd.<br>| 7800 | &nbsp;&nbsp; 481085 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Japan System <br> Techniques Co. <br> Ltd.<br>| 6800 | &nbsp;&nbsp; 83941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Wool Textile <br> Co. Ltd.<br>| 18100 | &nbsp;&nbsp; 167170 |
|  | JBCC Holdings, Inc. | 18400 | &nbsp;&nbsp; 158137 |
|  | JCU Corp. | 12900 | &nbsp;&nbsp; 303425 |
|  | JDC Corp. | 12200 | &nbsp;&nbsp; 37795 |
|  | Jeol Ltd. | 18600 | &nbsp;&nbsp; 532132 |
|  | JFE Systems, Inc. | 5600 | &nbsp;&nbsp; 74028 |
|  | JGC Holdings Corp. | 83600 | &nbsp;&nbsp; 747422 |
|  | Jichodo Co. Ltd. | 300 | &nbsp;&nbsp; 19103 |
|  | JINS Holdings, Inc. | 4600 | &nbsp;&nbsp; 243899 |
|  | JINUSHI Co. Ltd. | 7600 | &nbsp;&nbsp; 119283 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | JK Holdings Co. Ltd. | 5600 | &nbsp;&nbsp; $44905 |
|  | J-Lease Co. Ltd. | 2200 | &nbsp;&nbsp; 20974 |
| # | JM Holdings Co. Ltd. | 6100 | &nbsp;&nbsp; 116503 |
|  | Joshin Denki Co. Ltd. | 7400 | &nbsp;&nbsp; 120782 |
|  | Joyful Honda Co. Ltd. | 9600 | &nbsp;&nbsp; 132495 |
|  | JP-Holdings, Inc. | 12800 | &nbsp;&nbsp; 45873 |
|  | JSP Corp. | 4400 | &nbsp;&nbsp; 55273 |
|  | JTEKT Corp. | 38200 | &nbsp;&nbsp; 330119 |
| \* | Juki Corp. | 10400 | &nbsp;&nbsp; 27510 |
|  | Justsystems Corp. | 13300 | &nbsp;&nbsp; 334935 |
|  | JVCKenwood Corp. | 83620 | &nbsp;&nbsp; 661260 |
|  | Kadokawa Corp. | 21303 | &nbsp;&nbsp; 517387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaga Electronics Co. <br> Ltd.<br>| 20800 | &nbsp;&nbsp; 399244 |
|  | Kagome Co. Ltd. | 2900 | &nbsp;&nbsp; 55416 |
|  | Kajima Corp. | 65701 | &nbsp;&nbsp; 1645865 |
|  | Kakaku.com, Inc. | 54000 | &nbsp;&nbsp; 917810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaken Pharmaceutical <br> Co. Ltd.<br>| 4700 | &nbsp;&nbsp; 122478 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kamakura Shinsho <br> Ltd.<br>| 12400 | &nbsp;&nbsp; 45565 |
|  | Kamigumi Co. Ltd. | 18600 | &nbsp;&nbsp; 522724 |
| # | Kanaden Corp. | 10000 | &nbsp;&nbsp; 125128 |
|  | Kanadevia Corp. | 69600 | &nbsp;&nbsp; 469740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kanamic Network Co. <br> Ltd.<br>| 5500 | &nbsp;&nbsp; 16029 |
|  | Kanamoto Co. Ltd. | 13600 | &nbsp;&nbsp; 305022 |
|  | Kandenko Co. Ltd. | 47700 | &nbsp;&nbsp; 1129966 |
|  | Kaneka Corp. | 11800 | &nbsp;&nbsp; 334019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaneko Seeds Co. <br> Ltd.<br>| 1500 | &nbsp;&nbsp; 13675 |
|  | Kanematsu Corp. | 41200 | &nbsp;&nbsp; 774071 |
| # | Kanemi Co. Ltd. | 1000 | &nbsp;&nbsp; 21722 |
|  | Kanro, Inc. | 4800 | &nbsp;&nbsp; 59957 |
|  | Kansai Paint Co. Ltd. | 69200 | &nbsp;&nbsp; 979865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kanto Denka Kogyo <br> Co. Ltd.<br>| 6690 | &nbsp;&nbsp; 37808 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kappa Create Co. <br> Ltd.<br>| 2600 | &nbsp;&nbsp; 26093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Katakura Industries <br> Co. Ltd.<br>| 6900 | &nbsp;&nbsp; 119553 |
|  | Katitas Co. Ltd. | 32100 | &nbsp;&nbsp; 538260 |
|  | Kato Sangyo Co. Ltd. | 13900 | &nbsp;&nbsp; 527606 |
|  | Kato Works Co. Ltd. | 3900 | &nbsp;&nbsp; 34977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kawada Technologies, <br> Inc.<br>| 4200 | &nbsp;&nbsp; 109354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kawai Musical <br> Instruments <br> Manufacturing Co. <br> Ltd.<br>| 1600 | &nbsp;&nbsp; 27696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kawasaki Heavy <br> Industries Ltd.<br>| 33333 | &nbsp;&nbsp; 2434410 |
|  | KDDI Corp. | 357800 | &nbsp;&nbsp; 5872071 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; KeePer Technical <br> Laboratory Co. Ltd.<br>| 8500 | &nbsp;&nbsp; 183554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keihan Holdings Co. <br> Ltd.<br>| 19500 | &nbsp;&nbsp; 399989 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keihanshin Building <br> Co. Ltd.<br>| 9000 | &nbsp;&nbsp; $92900 |
|  | Keikyu Corp. | 32700 | &nbsp;&nbsp; 336085 |
|  | Keio Corp. | 15518 | &nbsp;&nbsp; 362319 |
| # | KEIWA, Inc. | 1600 | &nbsp;&nbsp; 13188 |
|  | Kewpie Corp. | 21100 | &nbsp;&nbsp; 576619 |
|  | Keyence Corp. | 19200 | &nbsp;&nbsp; 6945241 |
|  | KH Neochem Co. Ltd. | 4865 | &nbsp;&nbsp; 92079 |
| # | Kibun Foods, Inc. | 1400 | &nbsp;&nbsp; 10230 |
|  | Kikkoman Corp. | 68100 | &nbsp;&nbsp; 598256 |
| # | Kimoto Co. Ltd. | 12900 | &nbsp;&nbsp; 19930 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kimura Chemical <br> Plants Co. Ltd.<br>| 4600 | &nbsp;&nbsp; 30975 |
|  | Kinden Corp. | 33900 | &nbsp;&nbsp; 1067399 |
| # | King Jim Co. Ltd. | 4300 | &nbsp;&nbsp; 23971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kintetsu Department <br> Store Co. Ltd.<br>| 3200 | &nbsp;&nbsp; 38915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kintetsu Group <br> Holdings Co. Ltd.<br>| 35100 | &nbsp;&nbsp; 673586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirin Holdings Co. <br> Ltd.<br>| 118000 | &nbsp;&nbsp; 1554964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kissei Pharmaceutical <br> Co. Ltd.<br>| 6800 | &nbsp;&nbsp; 200339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ki-Star Real Estate <br> Co. Ltd.<br>| 4100 | &nbsp;&nbsp; 131204 |
|  | Kitagawa Corp. | 2700 | &nbsp;&nbsp; 25466 |
|  | Kita-Nippon Bank Ltd. | 1500 | &nbsp;&nbsp; 33606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kitano Construction <br> Corp.<br>| 1200 | &nbsp;&nbsp; 32628 |
| # | Kitanotatsujin Corp. | 10100 | &nbsp;&nbsp; 9664 |
|  | Kitz Corp. | 23100 | &nbsp;&nbsp; 193757 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Koa Shoji Holdings <br> Co. Ltd.<br>| 1600 | &nbsp;&nbsp; 7615 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Koatsu Gas Kogyo <br> Co. Ltd.<br>| 1700 | &nbsp;&nbsp; 12294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kobayashi <br> Pharmaceutical Co. <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 63302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koei Tecmo Holdings <br> Co. Ltd.<br>| 22200 | &nbsp;&nbsp; 290687 |
|  | Kohnan Shoji Co. Ltd. | 8800 | &nbsp;&nbsp; 227235 |
|  | Kohsoku Corp. | 6000 | &nbsp;&nbsp; 115236 |
| # | Koike-ya, Inc. | 600 | &nbsp;&nbsp; 19156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koito Manufacturing <br> Co. Ltd.<br>| 44200 | &nbsp;&nbsp; 565178 |
|  | Kojima Co. Ltd. | 11500 | &nbsp;&nbsp; 91834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kokusai Electric <br> Corp.<br>| 48000 | &nbsp;&nbsp; 1059423 |
|  | Kokuyo Co. Ltd. | 130000 | &nbsp;&nbsp; 765929 |
|  | Komatsu Ltd. | 178100 | &nbsp;&nbsp; 5738005 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Komatsu Matere Co. <br> Ltd.<br>| 11300 | &nbsp;&nbsp; 57582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Komatsu Wall Industry <br> Co. Ltd.<br>| 5200 | &nbsp;&nbsp; 85207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KOMEDA Holdings <br> Co. Ltd.<br>| 20300 | &nbsp;&nbsp; 404872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Komehyo Holdings <br> Co. Ltd.<br>| 3100 | &nbsp;&nbsp; 59967 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Komeri Co. Ltd. | 7200 | &nbsp;&nbsp; $148322 |
|  | Komori Corp. | 21600 | &nbsp;&nbsp; 207957 |
|  | Konami Group Corp. | 22500 | &nbsp;&nbsp; 3054571 |
| # | Kondotec, Inc. | 5200 | &nbsp;&nbsp; 54824 |
| \* | Konica Minolta, Inc. | 101000 | &nbsp;&nbsp; 328360 |
|  | Konishi Co. Ltd. | 40000 | &nbsp;&nbsp; 321993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Konoike Transport Co. <br> Ltd.<br>| 6500 | &nbsp;&nbsp; 139106 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Konoshima Chemical <br> Co. Ltd.<br>| 3700 | &nbsp;&nbsp; 31726 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kosaido Holdings Co. <br> Ltd.<br>| 14000 | &nbsp;&nbsp; 42433 |
|  | Kose Corp. | 959 | &nbsp;&nbsp; 36803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kotobuki Spirits Co. <br> Ltd.<br>| 39200 | &nbsp;&nbsp; 523071 |
| #\* | Kourakuen Corp. | 6300 | &nbsp;&nbsp; 42652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kozo Keikaku <br> Engineering <br> Holdings, Inc.<br>| 3600 | &nbsp;&nbsp; 59051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KPP Group Holdings <br> Co. Ltd.<br>| 9600 | &nbsp;&nbsp; 49336 |
|  | Krosaki Harima Corp. | 4000 | &nbsp;&nbsp; 91608 |
| # | KRS Corp. | 4200 | &nbsp;&nbsp; 94445 |
|  | K's Holdings Corp. | 34076 | &nbsp;&nbsp; 340872 |
|  | KU Holdings Co. Ltd. | 5300 | &nbsp;&nbsp; 40873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kubota Corp. (6326 <br> JP)<br>| 223300 | &nbsp;&nbsp; 2504141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kumagai Gumi Co. <br> Ltd.<br>| 15400 | &nbsp;&nbsp; 458135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kumiai Chemical <br> Industry Co. Ltd.<br>| 39800 | &nbsp;&nbsp; 214518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kunimine Industries <br> Co. Ltd.<br>| 3100 | &nbsp;&nbsp; 22416 |
|  | Kura Sushi, Inc. | 5000 | &nbsp;&nbsp; 137337 |
|  | Kureha Corp. | 16400 | &nbsp;&nbsp; 374006 |
| # | Kurimoto Ltd. | 5200 | &nbsp;&nbsp; 270493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kurita Water <br> Industries Ltd.<br>| 41291 | &nbsp;&nbsp; 1591655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuriyama Holdings <br> Corp.<br>| 9700 | &nbsp;&nbsp; 98482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kusuri No. Aoki <br> Holdings Co. Ltd.<br>| 20600 | &nbsp;&nbsp; 548331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyodo Printing Co. <br> Ltd.<br>| 10400 | &nbsp;&nbsp; 95526 |
|  | Kyoei Steel Ltd. | 17300 | &nbsp;&nbsp; 248599 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyokuto Boeki Kaisha <br> Ltd.<br>| 6600 | &nbsp;&nbsp; 66793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyokuto Kaihatsu <br> Kogyo Co. Ltd.<br>| 16100 | &nbsp;&nbsp; 278973 |
|  | Kyokuyo Co. Ltd. | 5700 | &nbsp;&nbsp; 176421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyorin Pharmaceutical <br> Co. Ltd.<br>| 11000 | &nbsp;&nbsp; 110536 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyosan Electric <br> Manufacturing Co. <br> Ltd.<br>| 21800 | &nbsp;&nbsp; 72693 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyowa Electronic <br> Instruments Co. <br> Ltd.<br>| 3500 | &nbsp;&nbsp; $12523 |
|  | Kyowa Kirin Co. Ltd. | 40336 | &nbsp;&nbsp; 688520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyowa Leather Cloth <br> Co. Ltd.<br>| 5700 | &nbsp;&nbsp; 30503 |
|  | Kyudenko Corp. | 16900 | &nbsp;&nbsp; 722056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyushu Leasing <br> Service Co. Ltd.<br>| 4700 | &nbsp;&nbsp; 38741 |
|  | Kyushu Railway Co. | 26200 | &nbsp;&nbsp; 633587 |
|  | LA Holdings Co. Ltd. | 1700 | &nbsp;&nbsp; 69029 |
|  | Lacto Japan Co. Ltd. | 1500 | &nbsp;&nbsp; 39696 |
|  | Lasertec Corp. | 16600 | &nbsp;&nbsp; 1672428 |
|  | Leopalace21 Corp. | 128100 | &nbsp;&nbsp; 603623 |
|  | Life Corp. | 18800 | &nbsp;&nbsp; 300469 |
|  | Lifedrink Co., Inc. | 7600 | &nbsp;&nbsp; 113515 |
| # | LIFULL Co. Ltd. | 46600 | &nbsp;&nbsp; 61518 |
|  | LIKE, Inc. | 6900 | &nbsp;&nbsp; 65467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Link & Motivation, <br> Inc.<br>| 13000 | &nbsp;&nbsp; 42995 |
|  | Lintec Corp. | 18100 | &nbsp;&nbsp; 362918 |
|  | Lion Corp. | 37400 | &nbsp;&nbsp; 364379 |
| # | LITALICO, Inc. | 4800 | &nbsp;&nbsp; 44981 |
|  | Lixil Corp. | 58000 | &nbsp;&nbsp; 671937 |
|  | Loadstar Capital KK | 4300 | &nbsp;&nbsp; 82350 |
|  | Look Holdings, Inc. | 1900 | &nbsp;&nbsp; 30503 |
|  | LY Corp. | 305832 | &nbsp;&nbsp; 1117866 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; M&A Capital Partners <br> Co. Ltd.<br>| 1200 | &nbsp;&nbsp; 23387 |
|  | M3, Inc. | 92470 | &nbsp;&nbsp; 1137269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mabuchi Motor Co. <br> Ltd.<br>| 25200 | &nbsp;&nbsp; 364351 |
| # | Macbee Planet, Inc. | 700 | &nbsp;&nbsp; 12171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macnica Holdings, <br> Inc.<br>| 87900 | &nbsp;&nbsp; 1148004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maeda Kosen Co. <br> Ltd.<br>| 7800 | &nbsp;&nbsp; 98390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maezawa Industries, <br> Inc.<br>| 4100 | &nbsp;&nbsp; 47200 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Maezawa Kasei <br> Industries Co. Ltd.<br>| 4500 | &nbsp;&nbsp; 59071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maezawa Kyuso <br> Industries Co. Ltd.<br>| 7400 | &nbsp;&nbsp; 62068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Makino Milling <br> Machine Co. Ltd.<br>| 10600 | &nbsp;&nbsp; 810671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Makita Corp. (6586 <br> JP)<br>| 34300 | &nbsp;&nbsp; 1061863 |
| # | Mammy Mart Corp. | 800 | &nbsp;&nbsp; 29329 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Management <br> Solutions Co. Ltd.<br>| 4400 | &nbsp;&nbsp; 48807 |
|  | Mandom Corp. | 8900 | &nbsp;&nbsp; 84857 |
|  | Mani, Inc. | 26400 | &nbsp;&nbsp; 222315 |
|  | MarkLines Co. Ltd. | 3900 | &nbsp;&nbsp; 51035 |
|  | Marubun Corp. | 7100 | &nbsp;&nbsp; 51733 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Maruchiyo Yamaokaya <br> Corp.<br>| 1800 | &nbsp;&nbsp; 73614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marudai Food Co. <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 22673 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Maruha Nichiro Corp. | 20800 | &nbsp;&nbsp; $431991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruichi Steel Tube <br> Ltd.<br>| 12600 | &nbsp;&nbsp; 304610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MARUKA FURUSATO <br> Corp.<br>| 11041 | &nbsp;&nbsp; 173722 |
|  | Maruzen Co. Ltd. | 4500 | &nbsp;&nbsp; 103022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruzen Showa Unyu <br> Co. Ltd.<br>| 3400 | &nbsp;&nbsp; 162052 |
| # | Marvelous, Inc. | 8200 | &nbsp;&nbsp; 29437 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Matching Service <br> Japan Co. Ltd.<br>| 3600 | &nbsp;&nbsp; 22920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matsuda Sangyo Co. <br> Ltd.<br>| 5600 | &nbsp;&nbsp; 133360 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Matsui Construction <br> Co. Ltd.<br>| 10300 | &nbsp;&nbsp; 86596 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Matsui Securities Co. <br> Ltd.<br>| 54700 | &nbsp;&nbsp; 267366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MatsukiyoCocokara & <br> Co.<br>| 97060 | &nbsp;&nbsp; 1993096 |
| # | Matsuya Co. Ltd. | 7000 | &nbsp;&nbsp; 51758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matsuyafoods <br> Holdings Co. Ltd.<br>| 2100 | &nbsp;&nbsp; 87411 |
|  | Max Co. Ltd. | 10000 | &nbsp;&nbsp; 335024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maxvalu Tokai Co. <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 84032 |
|  | Mazda Motor Corp. | 246699 | &nbsp;&nbsp; 1479330 |
|  | MCJ Co. Ltd. | 25100 | &nbsp;&nbsp; 233349 |
|  | MEC Co. Ltd. | 9300 | &nbsp;&nbsp; 172147 |
|  | Media Do Co. Ltd. | 4300 | &nbsp;&nbsp; 49846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medical System <br> Network Co. Ltd.<br>| 10545 | &nbsp;&nbsp; 34246 |
|  | Medikit Co. Ltd. | 1500 | &nbsp;&nbsp; 25440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medipal Holdings <br> Corp.<br>| 76000 | &nbsp;&nbsp; 1258376 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Medius Holdings Co. <br> Ltd.<br>| 6200 | &nbsp;&nbsp; 35289 |
| #\* | Medley, Inc. | 2000 | &nbsp;&nbsp; 40915 |
|  | MedPeer, Inc. | 6100 | &nbsp;&nbsp; 28106 |
|  | Megachips Corp. | 600 | &nbsp;&nbsp; 21659 |
|  | Meidensha Corp. | 14000 | &nbsp;&nbsp; 527261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meiho Facility Works <br> Ltd.<br>| 1900 | &nbsp;&nbsp; 12996 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Meiji Electric <br> Industries Co. Ltd.<br>| 3900 | &nbsp;&nbsp; 50190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MEIJI Holdings Co. <br> Ltd.<br>| 23352 | &nbsp;&nbsp; 472200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meisei Industrial Co. <br> Ltd.<br>| 16000 | &nbsp;&nbsp; 165714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MEITEC Group <br> Holdings, Inc.<br>| 36300 | &nbsp;&nbsp; 759309 |
|  | Meiwa Corp. | 9600 | &nbsp;&nbsp; 48266 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Meiwa Estate Co. <br> Ltd.<br>| 4200 | &nbsp;&nbsp; 28943 |
|  | Menicon Co. Ltd. | 14600 | &nbsp;&nbsp; 112928 |
| \* | Mercari, Inc. | 58300 | &nbsp;&nbsp; 889476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercuria Holdings Co. <br> Ltd.<br>| 3100 | &nbsp;&nbsp; 16453 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; METAWATER Co. <br> Ltd.<br>| 5400 | &nbsp;&nbsp; $98165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mie Kotsu Group <br> Holdings, Inc.<br>| 8400 | &nbsp;&nbsp; 28047 |
| # | Migalo Holdings, Inc. | 14000 | &nbsp;&nbsp; 89310 |
|  | Milbon Co. Ltd. | 9600 | &nbsp;&nbsp; 161896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MIMAKI <br> ENGINEERING Co. <br> Ltd.<br>| 10700 | &nbsp;&nbsp; 154303 |
|  | Minebea Mitsumi, Inc. | 58341 | &nbsp;&nbsp; 918192 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mirai Industry Co. <br> Ltd.<br>| 3300 | &nbsp;&nbsp; 82952 |
|  | Mirait One Corp. | 40000 | &nbsp;&nbsp; 715713 |
| # | Mirarth Holdings, Inc. | 49500 | &nbsp;&nbsp; 126642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miroku Jyoho Service <br> Co. Ltd.<br>| 7297 | &nbsp;&nbsp; 91041 |
|  | MISUMI Group, Inc. | 71900 | &nbsp;&nbsp; 1035362 |
|  | Mitani Corp. | 11200 | &nbsp;&nbsp; 164079 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitani Sangyo Co. <br> Ltd.<br>| 12600 | &nbsp;&nbsp; 32966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitani Sekisan Co. <br> Ltd.<br>| 1100 | &nbsp;&nbsp; 62925 |
|  | Mitsuba Corp. | 8400 | &nbsp;&nbsp; 47582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Chemical <br> Group Corp.<br>| 167800 | &nbsp;&nbsp; 913968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Electric <br> Corp.<br>| 190600 | &nbsp;&nbsp; 4287020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Estate Co. <br> Ltd.<br>| 124600 | &nbsp;&nbsp; 2332813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Gas <br> Chemical Co., Inc.<br>| 50400 | &nbsp;&nbsp; 870667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi HC Capital, <br> Inc.<br>| 461500 | &nbsp;&nbsp; 3411237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Heavy <br> Industries Ltd.<br>| 321000 | &nbsp;&nbsp; 7664324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Kakoki <br> Kaisha Ltd.<br>| 4500 | &nbsp;&nbsp; 66291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Logisnext <br> Co. Ltd.<br>| 19300 | &nbsp;&nbsp; 248278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Logistics <br> Corp.<br>| 99995 | &nbsp;&nbsp; 854796 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Motors <br> Corp.<br>| 290200 | &nbsp;&nbsp; 762552 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Pencil Co. <br> Ltd.<br>| 13300 | &nbsp;&nbsp; 182340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Research <br> Institute, Inc.<br>| 4000 | &nbsp;&nbsp; 125241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Steel <br> Manufacturing Co. <br> Ltd.<br>| 2600 | &nbsp;&nbsp; 28607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ <br> Financial Group, <br> Inc. (8306 JP)<br>| 520500 | &nbsp;&nbsp; 7173931 |
|  | Mitsui Chemicals, Inc. | 31500 | &nbsp;&nbsp; 703180 |
|  | Mitsui E&S Co. Ltd. | 47200 | &nbsp;&nbsp; 983385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui Fudosan Co. <br> Ltd.<br>| 247500 | &nbsp;&nbsp; 2212229 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui Mining & <br> Smelting Co. Ltd.<br>| 14000 | &nbsp;&nbsp; $592139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui-Soko Holdings <br> Co. Ltd.<br>| 24600 | &nbsp;&nbsp; 639210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsuuroko Group <br> Holdings Co. Ltd.<br>| 21100 | &nbsp;&nbsp; 298450 |
|  | Miura Co. Ltd. | 5900 | &nbsp;&nbsp; 117642 |
|  | MIXI, Inc. | 16400 | &nbsp;&nbsp; 375310 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Miyaji Engineering <br> Group, Inc.<br>| 7200 | &nbsp;&nbsp; 93494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Financial <br> Group, Inc. (8411 <br> JP)<br>| 55000 | &nbsp;&nbsp; 1613256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Leasing Co. <br> Ltd.<br>| 71800 | &nbsp;&nbsp; 551500 |
|  | Mizuho Medy Co. Ltd. | 3600 | &nbsp;&nbsp; 33835 |
|  | Mizuno Corp. | 26700 | &nbsp;&nbsp; 486371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mochida <br> Pharmaceutical Co. <br> Ltd.<br>| 6298 | &nbsp;&nbsp; 128631 |
|  | MonotaRO Co. Ltd. | 88500 | &nbsp;&nbsp; 1575912 |
| # | MORESCO Corp. | 2300 | &nbsp;&nbsp; 19737 |
|  | Morinaga & Co. Ltd. | 17400 | &nbsp;&nbsp; 277755 |
| # | Moriroku Co. Ltd. | 4200 | &nbsp;&nbsp; 67344 |
|  | Morita Holdings Corp. | 13200 | &nbsp;&nbsp; 200559 |
|  | Morito Co. Ltd. | 7100 | &nbsp;&nbsp; 72407 |
|  | Morozoff Ltd. | 1800 | &nbsp;&nbsp; 18258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MOS Food Services, <br> Inc.<br>| 2900 | &nbsp;&nbsp; 73478 |
| # | MrMax Holdings Ltd. | 11600 | &nbsp;&nbsp; 65746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MS&AD Insurance <br> Group Holdings, <br> Inc.<br>| 178456 | &nbsp;&nbsp; 3812902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mugen Estate Co. <br> Ltd.<br>| 8500 | &nbsp;&nbsp; 110120 |
|  | m-up Holdings, Inc. | 13200 | &nbsp;&nbsp; 183965 |
|  | Murakami Corp. | 2000 | &nbsp;&nbsp; 86934 |
|  | Muto Seiko Co. | 800 | &nbsp;&nbsp; 8578 |
|  | Nabtesco Corp. | 18800 | &nbsp;&nbsp; 345853 |
| # | NAC Co. Ltd. | 7200 | &nbsp;&nbsp; 26755 |
|  | Nachi-Fujikoshi Corp. | 4100 | &nbsp;&nbsp; 87697 |
| # | Nafco Co. Ltd. | 6100 | &nbsp;&nbsp; 75686 |
| # | Nagano Keiki Co. Ltd. | 4800 | &nbsp;&nbsp; 66353 |
|  | Nagase & Co. Ltd. | 51700 | &nbsp;&nbsp; 1018886 |
|  | Nagase Brothers, Inc. | 3400 | &nbsp;&nbsp; 43296 |
|  | Nagawa Co. Ltd. | 600 | &nbsp;&nbsp; 25678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nagoya Railroad Co. <br> Ltd.<br>| 31300 | &nbsp;&nbsp; 341337 |
| # | Nakabayashi Co. Ltd. | 10000 | &nbsp;&nbsp; 34300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nakakita Seisakusho <br> Co. Ltd.<br>| 500 | &nbsp;&nbsp; 16866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nakamoto Packs Co. <br> Ltd.<br>| 1600 | &nbsp;&nbsp; 21115 |
|  | Nakanishi, Inc. | 27000 | &nbsp;&nbsp; 347553 |
|  | Nakano Corp. | 6500 | &nbsp;&nbsp; 33051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nakano Refrigerators <br> Co. Ltd.<br>| 400 | &nbsp;&nbsp; 20833 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Namura Shipbuilding <br> Co. Ltd.<br>| 20000 | &nbsp;&nbsp; $408346 |
|  | Nanyo Corp. | 2400 | &nbsp;&nbsp; 21098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nasu Denki Tekko Co. <br> Ltd.<br>| 500 | &nbsp;&nbsp; 44635 |
|  | Natori Co. Ltd. | 2500 | &nbsp;&nbsp; 33319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NCD Co. <br> Ltd./Shinagawa<br>| 2000 | &nbsp;&nbsp; 39143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NEC Capital Solutions <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 152514 |
|  | NEC Corp. | 137400 | &nbsp;&nbsp; 3945561 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Net Protections <br> Holdings, Inc.<br>| 7500 | &nbsp;&nbsp; 36490 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; New Art Holdings Co. <br> Ltd.<br>| 2860 | &nbsp;&nbsp; 26359 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; New Cosmos Electric <br> Co. Ltd.<br>| 200 | &nbsp;&nbsp; 3565 |
|  | Nexon Co. Ltd. | 46400 | &nbsp;&nbsp; 849029 |
| # | Nextage Co. Ltd. | 20400 | &nbsp;&nbsp; 253221 |
| #\* | NexTone, Inc. | 1600 | &nbsp;&nbsp; 19445 |
|  | NHK Spring Co. Ltd. | 83400 | &nbsp;&nbsp; 939055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nicca Chemical Co. <br> Ltd.<br>| 3100 | &nbsp;&nbsp; 25961 |
|  | Nice Corp. | 3400 | &nbsp;&nbsp; 41465 |
| # | Nichiban Co. Ltd. | 800 | &nbsp;&nbsp; 10666 |
|  | Nichiden Corp. | 6300 | &nbsp;&nbsp; 119018 |
|  | Nichimo Co. Ltd. | 800 | &nbsp;&nbsp; 12427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nichireki Group Co. <br> Ltd.<br>| 4500 | &nbsp;&nbsp; 88132 |
|  | Nichirin Co. Ltd. | 3430 | &nbsp;&nbsp; 80606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NIDEC Corp. (6594 <br> JP)<br>| 61178 | &nbsp;&nbsp; 1173778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NIDEC Corp. (NJDCY <br> US), Sponsored <br> ADR<br>| 2902 | &nbsp;&nbsp; 13872 |
|  | Nifco, Inc. | 40800 | &nbsp;&nbsp; 995520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Chouzai Co. <br> Ltd.<br>| 6400 | &nbsp;&nbsp; 148672 |
|  | Nihon Dengi Co. Ltd. | 4400 | &nbsp;&nbsp; 145224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Denkei Co. <br> Ltd.<br>| 1100 | &nbsp;&nbsp; 15593 |
| # | Nihon Flush Co. Ltd. | 6300 | &nbsp;&nbsp; 33365 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nihon House Holdings <br> Co. Ltd.<br>| 22100 | &nbsp;&nbsp; 45165 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Kagaku Sangyo <br> Co. Ltd.<br>| 8000 | &nbsp;&nbsp; 119652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon M&A Center <br> Holdings, Inc.<br>| 151400 | &nbsp;&nbsp; 756882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Parkerizing Co. <br> Ltd.<br>| 43700 | &nbsp;&nbsp; 398636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Tokushu Toryo <br> Co. Ltd.<br>| 5600 | &nbsp;&nbsp; 75792 |
| # | Nihon Trim Co. Ltd. | 1200 | &nbsp;&nbsp; 36144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Yamamura <br> Glass Co. Ltd.<br>| 2300 | &nbsp;&nbsp; 40716 |
|  | Nikkiso Co. Ltd. | 21800 | &nbsp;&nbsp; 194937 |
|  | Nikko Co. Ltd. | 13500 | &nbsp;&nbsp; 67610 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nikkon Holdings Co. <br> Ltd.<br>| 29200 | &nbsp;&nbsp; $657692 |
|  | Nikon Corp. | 51900 | &nbsp;&nbsp; 504037 |
|  | Nintendo Co. Ltd. | 118200 | &nbsp;&nbsp; 9879024 |
|  | Nippi, Inc. | 600 | &nbsp;&nbsp; 42851 |
|  | Nippn Corp. | 10000 | &nbsp;&nbsp; 144202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Air <br> Conditioning <br> Services Co. Ltd.<br>| 4500 | &nbsp;&nbsp; 34990 |
|  | Nippon Aqua Co. Ltd. | 4300 | &nbsp;&nbsp; 23062 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Avionics Co. <br> Ltd.<br>| 3000 | &nbsp;&nbsp; 87382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Carbide <br> Industries Co., Inc.<br>| 2900 | &nbsp;&nbsp; 36421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Care Supply <br> Co. Ltd.<br>| 1200 | &nbsp;&nbsp; 16684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Chemical <br> Industrial Co. Ltd.<br>| 2000 | &nbsp;&nbsp; 28083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Densetsu <br> Kogyo Co. Ltd.<br>| 14900 | &nbsp;&nbsp; 282911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Dry-Chemical <br> Co. Ltd.<br>| 2100 | &nbsp;&nbsp; 71143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Express <br> Holdings, Inc.<br>| 84100 | &nbsp;&nbsp; 1847420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Fine Chemical <br> Co. Ltd.<br>| 5100 | &nbsp;&nbsp; 92059 |
|  | Nippon Gas Co. Ltd. | 66500 | &nbsp;&nbsp; 1209737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Kayaku Co. <br> Ltd.<br>| 68600 | &nbsp;&nbsp; 640583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Light Metal <br> Holdings Co. Ltd.<br>| 29160 | &nbsp;&nbsp; 338371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Paint Holdings <br> Co. Ltd.<br>| 239500 | &nbsp;&nbsp; 2030370 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Parking <br> Development Co. <br> Ltd.<br>| 78100 | &nbsp;&nbsp; 137011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Rietec Co. <br> Ltd.<br>| 7800 | &nbsp;&nbsp; 102227 |
|  | Nippon Seiki Co. Ltd. | 12700 | &nbsp;&nbsp; 130122 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Seisen Co. <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 36127 |
|  | Nippon Sharyo Ltd. | 3700 | &nbsp;&nbsp; 58838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Shinyaku Co. <br> Ltd.<br>| 19267 | &nbsp;&nbsp; 414839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Shokubai Co. <br> Ltd.<br>| 26300 | &nbsp;&nbsp; 299004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Signal Co. <br> Ltd.<br>| 14800 | &nbsp;&nbsp; 109766 |
|  | Nippon Soda Co. Ltd. | 22200 | &nbsp;&nbsp; 503302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Television <br> Holdings, Inc.<br>| 12900 | &nbsp;&nbsp; 279001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Thompson Co. <br> Ltd.<br>| 15600 | &nbsp;&nbsp; 62109 |
|  | Nireco Corp. | 1000 | &nbsp;&nbsp; 13791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishimatsu <br> Construction Co. <br> Ltd.<br>| 13100 | &nbsp;&nbsp; 435637 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nishimatsuya Chain <br> Co. Ltd.<br>| 15500 | &nbsp;&nbsp; $228345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishi-Nippon Railroad <br> Co. Ltd.<br>| 11400 | &nbsp;&nbsp; 162166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishio Holdings Co. <br> Ltd.<br>| 8200 | &nbsp;&nbsp; 228872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissan Chemical <br> Corp.<br>| 62404 | &nbsp;&nbsp; 2034292 |
| #\* | Nissan Motor Co. Ltd. | 292400 | &nbsp;&nbsp; 619976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissan Shatai Co. <br> Ltd.<br>| 16300 | &nbsp;&nbsp; 112461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissan Tokyo Sales <br> Holdings Co. Ltd.<br>| 5300 | &nbsp;&nbsp; 17437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissei ASB Machine <br> Co. Ltd.<br>| 2700 | &nbsp;&nbsp; 116500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissei Plastic <br> Industrial Co. Ltd.<br>| 5900 | &nbsp;&nbsp; 34841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshin Group <br> Holdings Co. Ltd.<br>| 19600 | &nbsp;&nbsp; 68197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshin Seifun Group, <br> Inc.<br>| 40480 | &nbsp;&nbsp; 469237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshinbo Holdings, <br> Inc.<br>| 34604 | &nbsp;&nbsp; 219875 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nisso Holdings Co. <br> Ltd.<br>| 11600 | &nbsp;&nbsp; 50927 |
|  | Nissui Corp. | 98700 | &nbsp;&nbsp; 576237 |
|  | Niterra Co. Ltd. | 7600 | &nbsp;&nbsp; 262000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nitori Holdings Co. <br> Ltd.<br>| 7200 | &nbsp;&nbsp; 609745 |
|  | Nitta Corp. | 5100 | &nbsp;&nbsp; 139369 |
|  | Nitta Gelatin, Inc. | 7100 | &nbsp;&nbsp; 43127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nittetsu Mining Co. <br> Ltd.<br>| 900 | &nbsp;&nbsp; 44210 |
|  | Nitto Denko Corp. | 247500 | &nbsp;&nbsp; 5121740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nitto Fuji Flour Milling <br> Co. Ltd.<br>| 400 | &nbsp;&nbsp; 19407 |
|  | Nitto Kogyo Corp. | 10900 | &nbsp;&nbsp; 240853 |
|  | Nitto Kohki Co. Ltd. | 5500 | &nbsp;&nbsp; 70166 |
|  | Nitto Seiko Co. Ltd. | 10500 | &nbsp;&nbsp; 43644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nittoc Construction <br> Co. Ltd.<br>| 6500 | &nbsp;&nbsp; 51140 |
|  | Nittoku Co. Ltd. | 2100 | &nbsp;&nbsp; 28432 |
|  | NJS Co. Ltd. | 300 | &nbsp;&nbsp; 11449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Noevir Holdings Co. <br> Ltd.<br>| 6300 | &nbsp;&nbsp; 192077 |
|  | Nohmi Bosai Ltd. | 3000 | &nbsp;&nbsp; 77893 |
|  | Nojima Corp. | 30800 | &nbsp;&nbsp; 704091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Holdings, Inc. <br> (8604 JP)<br>| 457500 | &nbsp;&nbsp; 3022380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Holdings, Inc. <br> (NMR US), <br> Sponsored ADR<br>| 30971 | &nbsp;&nbsp; 205957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Real Estate <br> Holdings, Inc.<br>| 207000 | &nbsp;&nbsp; 1147114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Research <br> Institute Ltd.<br>| 50666 | &nbsp;&nbsp; 2004875 |
|  | Noritake Co. Ltd. | 4400 | &nbsp;&nbsp; 125190 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Noritsu Koki Co. Ltd. | 25500 | &nbsp;&nbsp; $266620 |
|  | Noritz Corp. | 11900 | &nbsp;&nbsp; 150990 |
|  | NPR-RIKEN Corp. | 3900 | &nbsp;&nbsp; 65612 |
| # | NS Solutions Corp. | 19800 | &nbsp;&nbsp; 464397 |
|  | NS Tool Co. Ltd. | 3800 | &nbsp;&nbsp; 19527 |
|  | NSD Co. Ltd. | 33500 | &nbsp;&nbsp; 801256 |
|  | NSK Ltd. | 77500 | &nbsp;&nbsp; 370880 |
|  | NSW, Inc. | 3100 | &nbsp;&nbsp; 53113 |
|  | NTN Corp. | 112600 | &nbsp;&nbsp; 192112 |
|  | NTT, Inc. | 2588000 | &nbsp;&nbsp; 2613521 |
|  | Oat Agrio Co. Ltd. | 5000 | &nbsp;&nbsp; 79688 |
|  | Obara Group, Inc. | 2500 | &nbsp;&nbsp; 63995 |
|  | Obayashi Corp. | 104200 | &nbsp;&nbsp; 1534372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OBIC Business <br> Consultants Co. <br> Ltd.<br>| 6300 | &nbsp;&nbsp; 363352 |
|  | Obic Co. Ltd. | 57200 | &nbsp;&nbsp; 2036467 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ochi Holdings Co. <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 16710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Odakyu Electric <br> Railway Co. Ltd.<br>| 61100 | &nbsp;&nbsp; 658464 |
| # | Oenon Holdings, Inc. | 11900 | &nbsp;&nbsp; 46352 |
|  | Ohashi Technica, Inc. | 2500 | &nbsp;&nbsp; 35571 |
| # | Ohba Co. Ltd. | 4500 | &nbsp;&nbsp; 30996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ohmoto Gumi Co. <br> Ltd.<br>| 3000 | &nbsp;&nbsp; 25602 |
|  | OIE Sangyo Co. Ltd. | 2000 | &nbsp;&nbsp; 28464 |
|  | Oiles Corp. | 5300 | &nbsp;&nbsp; 75351 |
|  | Okabe Co. Ltd. | 11500 | &nbsp;&nbsp; 66316 |
|  | Okada Aiyon Corp. | 2000 | &nbsp;&nbsp; 25455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okamoto Industries, <br> Inc.<br>| 3700 | &nbsp;&nbsp; 125304 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Okamoto Machine <br> Tool Works Ltd.<br>| 1100 | &nbsp;&nbsp; 35728 |
|  | Okamura Corp. | 24100 | &nbsp;&nbsp; 379874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oki Electric Industry <br> Co. Ltd.<br>| 26100 | &nbsp;&nbsp; 271584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okinawa Cellular <br> Telephone Co.<br>| 8800 | &nbsp;&nbsp; 298779 |
|  | OKUMA Corp. | 21200 | &nbsp;&nbsp; 576773 |
|  | Okumura Corp. | 14600 | &nbsp;&nbsp; 431258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okura Industrial Co. <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 115547 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Olba Healthcare <br> Holdings, Inc.<br>| 800 | &nbsp;&nbsp; 10880 |
|  | Olympus Corp. | 248300 | &nbsp;&nbsp; 2966452 |
|  | Omron Corp. | 24340 | &nbsp;&nbsp; 627357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ono Pharmaceutical <br> Co. Ltd.<br>| 105800 | &nbsp;&nbsp; 1183137 |
|  | Onoken Co. Ltd. | 8600 | &nbsp;&nbsp; 82113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Onward Holdings Co. <br> Ltd.<br>| 40800 | &nbsp;&nbsp; 166029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ootoya Holdings Co. <br> Ltd.<br>| 1100 | &nbsp;&nbsp; 38672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Open House Group <br> Co. Ltd.<br>| 55300 | &nbsp;&nbsp; 2445389 |
|  | Open Up Group, Inc. | 35700 | &nbsp;&nbsp; 437473 |
|  | Optex Group Co. Ltd. | 9900 | &nbsp;&nbsp; 111642 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| \* | Optim Corp. | 7000 | &nbsp;&nbsp; $24469 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Optimus Group Co. <br> Ltd.<br>| 4900 | &nbsp;&nbsp; 11835 |
|  | Optorun Co. Ltd. | 2700 | &nbsp;&nbsp; 29103 |
|  | Oracle Corp. Japan | 8700 | &nbsp;&nbsp; 940856 |
|  | Organo Corp. | 14700 | &nbsp;&nbsp; 905747 |
|  | Oricon, Inc. | 4000 | &nbsp;&nbsp; 20525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Consultants <br> Holdings Co. Ltd.<br>| 2100 | &nbsp;&nbsp; 72408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Land Co. <br> Ltd.<br>| 84800 | &nbsp;&nbsp; 1746076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Shiraishi <br> Corp.<br>| 40000 | &nbsp;&nbsp; 102349 |
| # | Oro Co. Ltd. | 3400 | &nbsp;&nbsp; 71173 |
|  | Osaka Gas Co. Ltd. | 39300 | &nbsp;&nbsp; 994342 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Osaka Organic <br> Chemical Industry <br> Ltd.<br>| 3293 | &nbsp;&nbsp; 63594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Osaki Electric Co. <br> Ltd.<br>| 9400 | &nbsp;&nbsp; 65207 |
|  | Otsuka Corp. | 62900 | &nbsp;&nbsp; 1191776 |
|  | OUG Holdings, Inc. | 1000 | &nbsp;&nbsp; 26317 |
|  | Oyo Corp. | 9900 | &nbsp;&nbsp; 205436 |
| # | Ozu Corp. | 1500 | &nbsp;&nbsp; 16354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Industrial Co. <br> Ltd.<br>| 10500 | &nbsp;&nbsp; 143247 |
|  | Pack Corp. | 26700 | &nbsp;&nbsp; 200659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PAL GROUP Holdings <br> Co. Ltd.<br>| 19400 | &nbsp;&nbsp; 634766 |
|  | PALTAC Corp. | 10900 | &nbsp;&nbsp; 311925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan Pacific <br> International <br> Holdings Corp.<br>| 50000 | &nbsp;&nbsp; 1672812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Panasonic Holdings <br> Corp.<br>| 197500 | &nbsp;&nbsp; 1868215 |
|  | Paraca, Inc. | 2000 | &nbsp;&nbsp; 25126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Bed <br> Holdings Co. Ltd.<br>| 12900 | &nbsp;&nbsp; 211658 |
|  | Park24 Co. Ltd. | 31326 | &nbsp;&nbsp; 395597 |
|  | Parker Corp. | 7900 | &nbsp;&nbsp; 51491 |
|  | Pasona Group, Inc. | 16200 | &nbsp;&nbsp; 221891 |
|  | Pegasus Co. Ltd. | 13300 | &nbsp;&nbsp; 50542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Penta-Ocean <br> Construction Co. <br> Ltd.<br>| 73200 | &nbsp;&nbsp; 473705 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; People Dreams & <br> Technologies Group <br> Co. Ltd.<br>| 3600 | &nbsp;&nbsp; 42995 |
| \* | PeptiDream, Inc. | 5500 | &nbsp;&nbsp; 60948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Persol Holdings Co. <br> Ltd.<br>| 1105200 | &nbsp;&nbsp; 2112532 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pharma Foods <br> International Co. <br> Ltd.<br>| 10100 | &nbsp;&nbsp; 59042 |
|  | PHC Holdings Corp. | 6700 | &nbsp;&nbsp; 41061 |
| \* | PIA Corp. | 2100 | &nbsp;&nbsp; 41441 |
|  | Pigeon Corp. | 42000 | &nbsp;&nbsp; 464302 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | PILLAR Corp. | 13400 | &nbsp;&nbsp; $343210 |
|  | Pilot Corp. | 11101 | &nbsp;&nbsp; 323196 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; PKSHA Technology, <br> Inc.<br>| 700 | &nbsp;&nbsp; 16296 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Plus Alpha Consulting <br> Co. Ltd.<br>| 10800 | &nbsp;&nbsp; 162447 |
|  | Port, Inc. | 3500 | &nbsp;&nbsp; 43950 |
|  | PR Times Corp. | 1800 | &nbsp;&nbsp; 34261 |
|  | Press Kogyo Co. Ltd. | 12000 | &nbsp;&nbsp; 47457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prestige International, <br> Inc.<br>| 41600 | &nbsp;&nbsp; 180987 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Procrea Holdings, <br> Inc.<br>| 7325 | &nbsp;&nbsp; 74208 |
|  | Pronexus, Inc. | 4500 | &nbsp;&nbsp; 33786 |
|  | Pro-Ship, Inc. | 5300 | &nbsp;&nbsp; 102833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PS Construction Co. <br> Ltd.<br>| 4640 | &nbsp;&nbsp; 56080 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; QB Net Holdings Co. <br> Ltd.<br>| 3500 | &nbsp;&nbsp; 27678 |
|  | Qol Holdings Co. Ltd. | 15100 | &nbsp;&nbsp; 202096 |
|  | Quick Co. Ltd. | 9900 | &nbsp;&nbsp; 153300 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Raccoon Holdings, <br> Inc.<br>| 7100 | &nbsp;&nbsp; 31473 |
|  | Raito Kogyo Co. Ltd. | 15900 | &nbsp;&nbsp; 328527 |
|  | Raiznext Corp. | 5500 | &nbsp;&nbsp; 68130 |
| # | Raksul, Inc. | 30200 | &nbsp;&nbsp; 247906 |
|  | Rakus Co. Ltd. | 32400 | &nbsp;&nbsp; 496937 |
| \* | Rakuten Bank Ltd. | 15400 | &nbsp;&nbsp; 717359 |
| \* | Rakuten Group, Inc. | 155100 | &nbsp;&nbsp; 784761 |
|  | Rasa Corp. | 2500 | &nbsp;&nbsp; 25471 |
|  | Rasa Industries Ltd. | 4800 | &nbsp;&nbsp; 134920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Recruit Holdings Co. <br> Ltd.<br>| 375900 | &nbsp;&nbsp; 22302567 |
|  | Relo Group, Inc. | 44644 | &nbsp;&nbsp; 512656 |
|  | Renaissance, Inc. | 1500 | &nbsp;&nbsp; 11377 |
|  | Rengo Co. Ltd. | 95500 | &nbsp;&nbsp; 553897 |
| #\* | RENOVA, Inc. | 26000 | &nbsp;&nbsp; 121799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Resonac Holdings <br> Corp.<br>| 38300 | &nbsp;&nbsp; 921044 |
|  | Restar Corp. | 5100 | &nbsp;&nbsp; 91589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Retail Partners Co. <br> Ltd.<br>| 6900 | &nbsp;&nbsp; 65890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rheon Automatic <br> Machinery Co. Ltd.<br>| 3700 | &nbsp;&nbsp; 33859 |
|  | Ricoh Co. Ltd. | 95700 | &nbsp;&nbsp; 839144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ricoh Leasing Co. <br> Ltd.<br>| 9700 | &nbsp;&nbsp; 352969 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ride On Express <br> Holdings Co. Ltd.<br>| 2400 | &nbsp;&nbsp; 15855 |
|  | Riken Keiki Co. Ltd. | 10800 | &nbsp;&nbsp; 227378 |
|  | Riken Technos Corp. | 21600 | &nbsp;&nbsp; 166371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riken Vitamin Co. <br> Ltd.<br>| 6200 | &nbsp;&nbsp; 118314 |
|  | Rinnai Corp. | 17500 | &nbsp;&nbsp; 431934 |
|  | Rion Co. Ltd. | 3400 | &nbsp;&nbsp; 58024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rise Consulting <br> Group, Inc.<br>| 3800 | &nbsp;&nbsp; 32023 |
|  | Riso Kagaku Corp. | 1800 | &nbsp;&nbsp; 13887 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Riso Kyoiku Co. Ltd. | 14500 | &nbsp;&nbsp; $20739 |
|  | Rix Corp. | 900 | &nbsp;&nbsp; 19670 |
|  | Roland Corp. | 7100 | &nbsp;&nbsp; 148401 |
| # | Rorze Corp. | 33000 | &nbsp;&nbsp; 443736 |
|  | RYODEN Corp. | 8900 | &nbsp;&nbsp; 170411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryohin Keikaku Co. <br> Ltd.<br>| 62900 | &nbsp;&nbsp; 2944838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryoyo Ryosan <br> Holdings, Inc.<br>| 9511 | &nbsp;&nbsp; 174700 |
|  | S&B Foods, Inc. | 5800 | &nbsp;&nbsp; 115415 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sac's Bar Holdings, <br> Inc.<br>| 7300 | &nbsp;&nbsp; 39327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saibu Gas Holdings <br> Co. Ltd.<br>| 11800 | &nbsp;&nbsp; 144743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sakai Chemical <br> Industry Co. Ltd.<br>| 3600 | &nbsp;&nbsp; 68140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sakai Heavy <br> Industries Ltd.<br>| 3800 | &nbsp;&nbsp; 52537 |
|  | Sakata INX Corp. | 28900 | &nbsp;&nbsp; 411080 |
|  | Sala Corp. | 10100 | &nbsp;&nbsp; 64583 |
|  | San Holdings, Inc. | 1500 | &nbsp;&nbsp; 15845 |
|  | San-A Co. Ltd. | 14600 | &nbsp;&nbsp; 290903 |
|  | San-Ai Obbli Co. Ltd. | 39900 | &nbsp;&nbsp; 537844 |
|  | Sangetsu Corp. | 26100 | &nbsp;&nbsp; 519443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanki Engineering Co. <br> Ltd.<br>| 26600 | &nbsp;&nbsp; 782644 |
|  | Sanko Gosei Ltd. | 5600 | &nbsp;&nbsp; 30011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanko Metal Industrial <br> Co. Ltd.<br>| 1300 | &nbsp;&nbsp; 61595 |
|  | Sankyo Co. Ltd. | 110400 | &nbsp;&nbsp; 2060097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sankyo Frontier Co. <br> Ltd.<br>| 2800 | &nbsp;&nbsp; 37584 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sankyo Seiko Co. <br> Ltd.<br>| 20200 | &nbsp;&nbsp; 82603 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sankyo Tateyama, <br> Inc.<br>| 4300 | &nbsp;&nbsp; 17347 |
|  | Sankyu, Inc. | 16700 | &nbsp;&nbsp; 983086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanoh Industrial Co. <br> Ltd.<br>| 5900 | &nbsp;&nbsp; 27259 |
|  | Sanrio Co. Ltd. | 46600 | &nbsp;&nbsp; 1912098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sansei Technologies, <br> Inc.<br>| 4600 | &nbsp;&nbsp; 53789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanshin Electronics <br> Co. Ltd.<br>| 5000 | &nbsp;&nbsp; 82045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Santen <br> Pharmaceutical Co. <br> Ltd.<br>| 134400 | &nbsp;&nbsp; 1484974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanwa Holdings <br> Corp.<br>| 56000 | &nbsp;&nbsp; 1527782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyo Chemical <br> Industries Ltd.<br>| 6100 | &nbsp;&nbsp; 159861 |
|  | Sanyo Denki Co. Ltd. | 3800 | &nbsp;&nbsp; 235622 |
| # | Sanyo Shokai Ltd. | 4300 | &nbsp;&nbsp; 84933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyo Trading Co. <br> Ltd.<br>| 10700 | &nbsp;&nbsp; 106773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sapporo Holdings <br> Ltd.<br>| 13300 | &nbsp;&nbsp; 615420 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sata Construction Co. <br> Ltd.<br>| 7700 | &nbsp;&nbsp; $60142 |
|  | Sato Corp. | 9600 | &nbsp;&nbsp; 135771 |
| # | Sato Shoji Corp. | 6100 | &nbsp;&nbsp; 67749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Satori Electric Co. <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 45999 |
|  | SAXA, Inc. | 1300 | &nbsp;&nbsp; 39585 |
| #\* | SBI ARUHI Corp. | 7300 | &nbsp;&nbsp; 40126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SBI Global Asset <br> Management Co. <br> Ltd.<br>| 4600 | &nbsp;&nbsp; 18877 |
|  | SBI Holdings, Inc. | 35900 | &nbsp;&nbsp; 1333608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SBI Insurance Group <br> Co. Ltd.<br>| 1900 | &nbsp;&nbsp; 18374 |
|  | SBS Holdings, Inc. | 5300 | &nbsp;&nbsp; 112845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SCREEN Holdings <br> Co. Ltd.<br>| 14800 | &nbsp;&nbsp; 1154547 |
|  | Scroll Corp. | 10400 | &nbsp;&nbsp; 75129 |
|  | SCSK Corp. | 29029 | &nbsp;&nbsp; 903234 |
|  | SEC Carbon Ltd. | 1000 | &nbsp;&nbsp; 13908 |
|  | Secom Co. Ltd. | 51600 | &nbsp;&nbsp; 1853122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sega Sammy <br> Holdings, Inc.<br>| 50500 | &nbsp;&nbsp; 1032333 |
| # | Segue Group Co. Ltd. | 2500 | &nbsp;&nbsp; 8268 |
|  | Seika Corp. | 4900 | &nbsp;&nbsp; 167879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seikitokyu Kogyo Co. <br> Ltd.<br>| 5800 | &nbsp;&nbsp; 56501 |
|  | Seiko Epson Corp. | 54000 | &nbsp;&nbsp; 685168 |
|  | Seiko Group Corp. | 7500 | &nbsp;&nbsp; 208491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seino Holdings Co. <br> Ltd.<br>| 21900 | &nbsp;&nbsp; 333094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sekisui Chemical Co. <br> Ltd.<br>| 33000 | &nbsp;&nbsp; 572389 |
| # | Sekisui House Ltd. | 115000 | &nbsp;&nbsp; 2412334 |
|  | Sekisui Jushi Corp. | 6200 | &nbsp;&nbsp; 88776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sekisui Kasei Co. <br> Ltd.<br>| 12400 | &nbsp;&nbsp; 28616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Senko Group Holdings <br> Co. Ltd.<br>| 43020 | &nbsp;&nbsp; 579015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Senshu Electric Co. <br> Ltd.<br>| 7400 | &nbsp;&nbsp; 209017 |
| #\* | Senshukai Co. Ltd. | 11400 | &nbsp;&nbsp; 18296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Septeni Holdings Co. <br> Ltd.<br>| 12300 | &nbsp;&nbsp; 36076 |
|  | Seria Co. Ltd. | 14900 | &nbsp;&nbsp; 274407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seven & i Holdings <br> Co. Ltd.<br>| 411900 | &nbsp;&nbsp; 5430157 |
|  | Seven Bank Ltd. | 321628 | &nbsp;&nbsp; 577709 |
|  | SG Holdings Co. Ltd. | 62400 | &nbsp;&nbsp; 692291 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sharingtechnology, <br> Inc.<br>| 5100 | &nbsp;&nbsp; 40874 |
| \* | Sharp Corp. | 38400 | &nbsp;&nbsp; 181539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shibaura Machine Co. <br> Ltd.<br>| 9000 | &nbsp;&nbsp; 231640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shibaura <br> Mechatronics Corp.<br>| 5100 | &nbsp;&nbsp; 358910 |
|  | Shibuya Corp. | 5000 | &nbsp;&nbsp; 120234 |
| \* | SHIFT, Inc. | 94500 | &nbsp;&nbsp; 991726 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shikoku Kasei <br> Holdings Corp.<br>| 16000 | &nbsp;&nbsp; $221432 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shima Seiki <br> Manufacturing Ltd.<br>| 7300 | &nbsp;&nbsp; 51265 |
|  | Shimadaya Corp. | 1700 | &nbsp;&nbsp; 21513 |
|  | Shimadzu Corp. | 38400 | &nbsp;&nbsp; 850048 |
|  | Shimamura Co. Ltd. | 11700 | &nbsp;&nbsp; 847156 |
|  | Shimano, Inc. | 5600 | &nbsp;&nbsp; 612617 |
|  | Shimizu Bank Ltd. | 1700 | &nbsp;&nbsp; 18590 |
|  | Shimizu Corp. | 98800 | &nbsp;&nbsp; 1094503 |
|  | Shimojima Co. Ltd. | 4600 | &nbsp;&nbsp; 38236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Nippon Air <br> Technologies Co. <br> Ltd.<br>| 8600 | &nbsp;&nbsp; 150866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinagawa <br> Refractories Co. <br> Ltd.<br>| 14000 | &nbsp;&nbsp; 159943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin-Etsu Chemical <br> Co. Ltd.<br>| 128200 | &nbsp;&nbsp; 3689199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin-Etsu Polymer <br> Co. Ltd.<br>| 22000 | &nbsp;&nbsp; 259764 |
| # | Shinko Shoji Co. Ltd. | 18100 | &nbsp;&nbsp; 118906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinmaywa Industries <br> Ltd.<br>| 23100 | &nbsp;&nbsp; 278804 |
|  | Shinnihon Corp. | 9900 | &nbsp;&nbsp; 114976 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shinnihonseiyaku Co. <br> Ltd.<br>| 7300 | &nbsp;&nbsp; 109063 |
|  | Shinsho Corp. | 6000 | &nbsp;&nbsp; 83906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinwa Co. Ltd. (3447 <br> JP)<br>| 2600 | &nbsp;&nbsp; 13419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinwa Co. Ltd. (7607 <br> JP)<br>| 3900 | &nbsp;&nbsp; 88126 |
|  | Shionogi & Co. Ltd. | 69700 | &nbsp;&nbsp; 1165685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ship Healthcare <br> Holdings, Inc.<br>| 38500 | &nbsp;&nbsp; 537235 |
|  | Shiseido Co. Ltd. | 96996 | &nbsp;&nbsp; 1576721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shizuoka Financial <br> Group, Inc.<br>| 47200 | &nbsp;&nbsp; 558290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shizuoka Gas Co. <br> Ltd.<br>| 24900 | &nbsp;&nbsp; 187151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SHO-BOND Holdings <br> Co. Ltd.<br>| 17300 | &nbsp;&nbsp; 552388 |
|  | Shoei Co. Ltd. | 12000 | &nbsp;&nbsp; 143687 |
|  | Shoei Foods Corp. | 1600 | &nbsp;&nbsp; 43615 |
|  | Shofu, Inc. | 1800 | &nbsp;&nbsp; 24215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIGMAXYZ Holdings, <br> Inc.<br>| 23600 | &nbsp;&nbsp; 187912 |
|  | Siix Corp. | 9400 | &nbsp;&nbsp; 76620 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Simplex Holdings, <br> Inc.<br>| 18900 | &nbsp;&nbsp; 513074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinanen Holdings Co. <br> Ltd.<br>| 3300 | &nbsp;&nbsp; 143506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinfonia Technology <br> Co. Ltd.<br>| 8600 | &nbsp;&nbsp; 540121 |
|  | Sinko Industries Ltd. | 15300 | &nbsp;&nbsp; 129434 |
|  | Sintokogio Ltd. | 8900 | &nbsp;&nbsp; 53644 |
|  | SK Kaken Co. Ltd. | 3200 | &nbsp;&nbsp; 192291 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK-Electronics Co. <br> Ltd.<br>| 3800 | &nbsp;&nbsp; $71058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKY Perfect JSAT <br> Holdings, Inc.<br>| 63700 | &nbsp;&nbsp; 603255 |
|  | SMC Corp. | 3500 | &nbsp;&nbsp; 1217907 |
|  | SMS Co. Ltd. | 32600 | &nbsp;&nbsp; 326355 |
| # | Socionext, Inc. | 87800 | &nbsp;&nbsp; 1654575 |
|  | Soda Nikka Co. Ltd. | 6600 | &nbsp;&nbsp; 48468 |
|  | Sodick Co. Ltd. | 13800 | &nbsp;&nbsp; 81429 |
|  | SoftBank Corp. | 4538000 | &nbsp;&nbsp; 6556665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SoftBank Group <br> Corp.<br>| 169468 | &nbsp;&nbsp; 12940427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Softcreate Holdings <br> Corp.<br>| 11100 | &nbsp;&nbsp; 164584 |
|  | Software Service, Inc. | 1300 | &nbsp;&nbsp; 117002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Soken Chemical & <br> Engineering Co. <br> Ltd.<br>| 10200 | &nbsp;&nbsp; 111924 |
|  | Solasto Corp. | 16700 | &nbsp;&nbsp; 47379 |
|  | Soliton Systems KK | 5500 | &nbsp;&nbsp; 50020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sony Group Corp. <br> (6758 JP)<br>| 1021500 | &nbsp;&nbsp; 24570446 |
|  | Sotetsu Holdings, Inc. | 14100 | &nbsp;&nbsp; 222654 |
| # | Space Co. Ltd. | 6900 | &nbsp;&nbsp; 54629 |
|  | Sparx Group Co. Ltd. | 10360 | &nbsp;&nbsp; 102613 |
|  | SPK Corp. | 3600 | &nbsp;&nbsp; 56895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Square Enix Holdings <br> Co. Ltd.<br>| 10600 | &nbsp;&nbsp; 716625 |
|  | SRA Holdings | 7000 | &nbsp;&nbsp; 213600 |
| # | SRE Holdings Corp. | 4000 | &nbsp;&nbsp; 83583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SRS Holdings Co. <br> Ltd.<br>| 11500 | &nbsp;&nbsp; 97586 |
|  | ST Corp. | 4400 | &nbsp;&nbsp; 47216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Mica Holdings <br> Co. Ltd.<br>| 15200 | &nbsp;&nbsp; 100409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Micronics Co. <br> Ltd.<br>| 9000 | &nbsp;&nbsp; 103499 |
|  | Starts Corp., Inc. | 16500 | &nbsp;&nbsp; 498917 |
|  | Stella Chemifa Corp. | 5100 | &nbsp;&nbsp; 144667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STI Foods Holdings, <br> Inc.<br>| 2400 | &nbsp;&nbsp; 20846 |
|  | Strike Co. Ltd. | 2519 | &nbsp;&nbsp; 65368 |
| # | Studio Alice Co. Ltd. | 3900 | &nbsp;&nbsp; 55569 |
|  | Subaru Corp. | 250700 | &nbsp;&nbsp; 4611830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Subaru Enterprise Co. <br> Ltd.<br>| 2500 | &nbsp;&nbsp; 51273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sugi Holdings Co. <br> Ltd.<br>| 48900 | &nbsp;&nbsp; 1183435 |
|  | Sugimoto & Co. Ltd. | 9800 | &nbsp;&nbsp; 116289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Bakelite <br> Co. Ltd.<br>| 36600 | &nbsp;&nbsp; 1061363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Chemical <br> Co. Ltd.<br>| 255031 | &nbsp;&nbsp; 637855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Densetsu <br> Co. Ltd.<br>| 8800 | &nbsp;&nbsp; 382420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Electric <br> Industries Ltd.<br>| 97200 | &nbsp;&nbsp; 2411988 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Forestry <br> Co. Ltd.<br>| 116700 | &nbsp;&nbsp; $1172327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Heavy <br> Industries Ltd.<br>| 37500 | &nbsp;&nbsp; 830495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Metal <br> Mining Co. Ltd.<br>| 42100 | &nbsp;&nbsp; 926002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui <br> Financial Group, <br> Inc. (8316 JP)<br>| 315312 | &nbsp;&nbsp; 7954251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui <br> Financial Group, <br> Inc. (SMFG US), <br> Sponsored ADR<br>| 2798 | &nbsp;&nbsp; 42362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust <br> Group, Inc.<br>| 88600 | &nbsp;&nbsp; 2322628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Realty & <br> Development Co. <br> Ltd.<br>| 54400 | &nbsp;&nbsp; 1987187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Seika <br> Chemicals Co. Ltd.<br>| 3700 | &nbsp;&nbsp; 110709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Warehouse <br> Co. Ltd.<br>| 6800 | &nbsp;&nbsp; 141040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Frontier <br> Fudousan Co. Ltd.<br>| 15400 | &nbsp;&nbsp; 215606 |
|  | Sundrug Co. Ltd. | 33400 | &nbsp;&nbsp; 989944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suntory Beverage & <br> Food Ltd.<br>| 16600 | &nbsp;&nbsp; 501249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun-Wa Technos <br> Corp.<br>| 9800 | &nbsp;&nbsp; 156536 |
| #\* | SUNWELS Co. Ltd. | 1700 | &nbsp;&nbsp; 8687 |
|  | Suzuden Corp. | 3700 | &nbsp;&nbsp; 41753 |
|  | Suzuken Co. Ltd. | 33790 | &nbsp;&nbsp; 1277167 |
|  | Suzuki Motor Corp. | 146600 | &nbsp;&nbsp; 1610778 |
|  | SWCC Corp. | 12300 | &nbsp;&nbsp; 736339 |
|  | Sysmex Corp. | 111600 | &nbsp;&nbsp; 1813037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; System Research Co. <br> Ltd.<br>| 5700 | &nbsp;&nbsp; 82384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; System Support <br> Holdings, Inc.<br>| 2500 | &nbsp;&nbsp; 44428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Systems Engineering <br> Consultants Co. <br> Ltd.<br>| 1000 | &nbsp;&nbsp; 34454 |
|  | Systena Corp. | 107700 | &nbsp;&nbsp; 285295 |
|  | Syuppin Co. Ltd. | 13500 | &nbsp;&nbsp; 112719 |
|  | T Hasegawa Co. Ltd. | 11600 | &nbsp;&nbsp; 239339 |
|  | T&D Holdings, Inc. | 84600 | &nbsp;&nbsp; 2065824 |
|  | Tachikawa Corp. | 2200 | &nbsp;&nbsp; 24583 |
|  | Tachi-S Co. Ltd. | 10700 | &nbsp;&nbsp; 126711 |
|  | Tadano Ltd. | 42400 | &nbsp;&nbsp; 305061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taihei Dengyo Kaisha <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 214969 |
|  | Taiho Kogyo Co. Ltd. | 4100 | &nbsp;&nbsp; 17215 |
|  | Taikisha Ltd. | 19800 | &nbsp;&nbsp; 354745 |
|  | Taiko Bank Ltd. | 1100 | &nbsp;&nbsp; 11938 |
|  | Taisei Corp. | 21200 | &nbsp;&nbsp; 1267630 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taisei Lamick Group <br> Head Quarter & <br> Innovation Co. Ltd.<br>| 2800 | &nbsp;&nbsp; $46949 |
|  | Taisei Oncho Co. Ltd. | 1900 | &nbsp;&nbsp; 50555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiyo Holdings Co. <br> Ltd.<br>| 30596 | &nbsp;&nbsp; 1328697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takamatsu <br> Construction Group <br> Co. Ltd.<br>| 7500 | &nbsp;&nbsp; 152909 |
| # | Takamiya Co. Ltd. | 13900 | &nbsp;&nbsp; 30777 |
| # | Takano Co. Ltd. | 1800 | &nbsp;&nbsp; 8765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takaoka Toko Co. <br> Ltd.<br>| 4100 | &nbsp;&nbsp; 78393 |
|  | Takara & Co. Ltd. | 5100 | &nbsp;&nbsp; 119820 |
|  | Takara Bio, Inc. | 7500 | &nbsp;&nbsp; 43834 |
|  | Takara Holdings, Inc. | 54423 | &nbsp;&nbsp; 458143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takara Standard Co. <br> Ltd.<br>| 8400 | &nbsp;&nbsp; 143623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takasago International <br> Corp.<br>| 8000 | &nbsp;&nbsp; 383535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takasago Thermal <br> Engineering Co. <br> Ltd.<br>| 16600 | &nbsp;&nbsp; 805441 |
|  | Takashima & Co. Ltd. | 5200 | &nbsp;&nbsp; 55322 |
| # | Takashimaya Co. Ltd. | 67600 | &nbsp;&nbsp; 522427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Take & Give Needs <br> Co. Ltd.<br>| 2500 | &nbsp;&nbsp; 14888 |
|  | TAKEBISHI Corp. | 2900 | &nbsp;&nbsp; 36437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takeda <br> Pharmaceutical Co. <br> Ltd. (4502 JP)<br>| 232530 | &nbsp;&nbsp; 6387549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takeuchi <br> Manufacturing Co. <br> Ltd.<br>| 20600 | &nbsp;&nbsp; 736369 |
|  | Takuma Co. Ltd. | 13100 | &nbsp;&nbsp; 189488 |
| # | Tama Home Co. Ltd. | 8100 | &nbsp;&nbsp; 191028 |
| # | Tanseisha Co. Ltd. | 2000 | &nbsp;&nbsp; 17401 |
| # | Tayca Corp. | 3500 | &nbsp;&nbsp; 28714 |
| # | Tazmo Co. Ltd. | 2000 | &nbsp;&nbsp; 29524 |
|  | TBS Holdings, Inc. | 10500 | &nbsp;&nbsp; 345388 |
|  | TDC Soft, Inc. | 13000 | &nbsp;&nbsp; 112964 |
|  | TechMatrix Corp. | 20400 | &nbsp;&nbsp; 290220 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Techno Medica Co. <br> Ltd.<br>| 2500 | &nbsp;&nbsp; 31010 |
|  | Techno Ryowa Ltd. | 4800 | &nbsp;&nbsp; 130443 |
|  | Techno Smart Corp. | 1700 | &nbsp;&nbsp; 18998 |
|  | Technoflex Corp. | 1200 | &nbsp;&nbsp; 11192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TechnoPro Holdings, <br> Inc.<br>| 68100 | &nbsp;&nbsp; 2156739 |
|  | Teijin Ltd. | 42642 | &nbsp;&nbsp; 362445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teikoku Electric <br> Manufacturing Co. <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 89627 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Teikoku Sen-I Co. <br> Ltd.<br>| 5800 | &nbsp;&nbsp; 114965 |
|  | Tekken Corp. | 3800 | &nbsp;&nbsp; 78855 |
| # | Temairazu, Inc. | 1300 | &nbsp;&nbsp; 25775 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Terumo Corp. | 32100 | &nbsp;&nbsp; $544328 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tess Holdings Co. <br> Ltd.<br>| 24500 | &nbsp;&nbsp; 70972 |
|  | THK Co. Ltd. | 23300 | &nbsp;&nbsp; 654939 |
|  | Tigers Polymer Corp. | 2500 | &nbsp;&nbsp; 14480 |
|  | TIS, Inc. | 43100 | &nbsp;&nbsp; 1374973 |
|  | TKC Corp. | 11699 | &nbsp;&nbsp; 351415 |
|  | Toa Corp. (1885 JP) | 18000 | &nbsp;&nbsp; 224865 |
|  | Toa Corp. (6809 JP) | 7700 | &nbsp;&nbsp; 53251 |
|  | TOA ROAD Corp. | 6900 | &nbsp;&nbsp; 73842 |
|  | Toagosei Co. Ltd. | 46400 | &nbsp;&nbsp; 454842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOBISHIMA <br> HOLDINGS, Inc.<br>| 5030 | &nbsp;&nbsp; 65277 |
|  | Tobu Railway Co. Ltd. | 36100 | &nbsp;&nbsp; 614487 |
|  | Tocalo Co. Ltd. | 21400 | &nbsp;&nbsp; 286358 |
|  | Tochigi Bank Ltd. | 22300 | &nbsp;&nbsp; 65519 |
|  | Toda Corp. | 96300 | &nbsp;&nbsp; 614120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toei Animation Co. <br> Ltd.<br>| 18200 | &nbsp;&nbsp; 398175 |
|  | Toei Co. Ltd. | 6100 | &nbsp;&nbsp; 210687 |
|  | Toell Co. Ltd. | 3900 | &nbsp;&nbsp; 20501 |
|  | Toenec Corp. | 23500 | &nbsp;&nbsp; 207157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Togami Electric <br> Manufacturing Co. <br> Ltd.<br>| 800 | &nbsp;&nbsp; 20904 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toho Co. Ltd. (8142 <br> JP)<br>| 3300 | &nbsp;&nbsp; 71181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toho Co. Ltd. (9602 <br> JP)<br>| 12800 | &nbsp;&nbsp; 807593 |
|  | Toho Gas Co. Ltd. | 39100 | &nbsp;&nbsp; 1091836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toho Holdings Co. <br> Ltd.<br>| 21500 | &nbsp;&nbsp; 725571 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toho Titanium Co. <br> Ltd.<br>| 6300 | &nbsp;&nbsp; 57052 |
|  | Tokai Corp. | 6000 | &nbsp;&nbsp; 83724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOKAI Holdings <br> Corp.<br>| 29800 | &nbsp;&nbsp; 211006 |
|  | Tokai Rika Co. Ltd. | 13500 | &nbsp;&nbsp; 216147 |
|  | Token Corp. | 1520 | &nbsp;&nbsp; 140420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokio Marine <br> Holdings, Inc. (8766 <br> JP)<br>| 288300 | &nbsp;&nbsp; 11576079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokushu Tokai Paper <br> Co. Ltd.<br>| 2800 | &nbsp;&nbsp; 72903 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Electron Device <br> Ltd.<br>| 13100 | &nbsp;&nbsp; 227884 |
|  | Tokyo Electron Ltd. | 54200 | &nbsp;&nbsp; 8616645 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Energy & <br> Systems, Inc.<br>| 12500 | &nbsp;&nbsp; 137639 |
|  | Tokyo Gas Co. Ltd. | 70900 | &nbsp;&nbsp; 2374342 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Individualized <br> Educational <br> Institute, Inc.<br>| 11500 | &nbsp;&nbsp; 27704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Ohka Kogyo <br> Co. Ltd.<br>| 34400 | &nbsp;&nbsp; 942202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Sangyo Co. <br> Ltd.<br>| 11000 | &nbsp;&nbsp; 59078 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Seimitsu Co. <br> Ltd.<br>| 14900 | &nbsp;&nbsp; $926925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Tatemono Co. <br> Ltd.<br>| 75200 | &nbsp;&nbsp; 1258462 |
|  | Tokyotokeiba Co. Ltd. | 2300 | &nbsp;&nbsp; 79263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyu Construction <br> Co. Ltd.<br>| 24500 | &nbsp;&nbsp; 168318 |
|  | Tokyu Corp. | 45983 | &nbsp;&nbsp; 517612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyu Fudosan <br> Holdings Corp.<br>| 307000 | &nbsp;&nbsp; 2164858 |
|  | Toli Corp. | 19900 | &nbsp;&nbsp; 74138 |
|  | Tomato Bank Ltd. | 1200 | &nbsp;&nbsp; 10503 |
|  | Tomen Devices Corp. | 900 | &nbsp;&nbsp; 34972 |
| # | Tomoe Corp. | 6300 | &nbsp;&nbsp; 63783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tomoe Engineering <br> Co. Ltd.<br>| 11100 | &nbsp;&nbsp; 116923 |
|  | Tomoku Co. Ltd. | 4400 | &nbsp;&nbsp; 95804 |
|  | Tomy Co. Ltd. | 43900 | &nbsp;&nbsp; 927730 |
|  | Topcon Corp. | 55200 | &nbsp;&nbsp; 1201835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOPPAN Holdings, <br> Inc.<br>| 24740 | &nbsp;&nbsp; 666699 |
|  | Topre Corp. | 9900 | &nbsp;&nbsp; 135628 |
|  | Toray Industries, Inc. | 162207 | &nbsp;&nbsp; 1109472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Torishima Pump <br> Manufacturing Co. <br> Ltd.<br>| 6500 | &nbsp;&nbsp; 93225 |
|  | Tosei Corp. | 14000 | &nbsp;&nbsp; 269955 |
|  | Toshiba TEC Corp. | 13300 | &nbsp;&nbsp; 265889 |
|  | Totech Corp. | 18200 | &nbsp;&nbsp; 342029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Totetsu Kogyo Co. <br> Ltd.<br>| 10900 | &nbsp;&nbsp; 301638 |
|  | TOTO Ltd. | 22000 | &nbsp;&nbsp; 560036 |
| # | Tottori Bank Ltd. | 1500 | &nbsp;&nbsp; 13034 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toukei Computer Co. <br> Ltd.<br>| 900 | &nbsp;&nbsp; 23706 |
|  | Toumei Co. Ltd. | 1100 | &nbsp;&nbsp; 13104 |
|  | Tow Co. Ltd. | 18500 | &nbsp;&nbsp; 38848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Construction Co. <br> Ltd.<br>| 19400 | &nbsp;&nbsp; 212021 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Engineering <br> Corp.<br>| 23300 | &nbsp;&nbsp; 209619 |
| # | Toyo Gosei Co. Ltd. | 1700 | &nbsp;&nbsp; 57205 |
| # | Toyo Innovex Co. Ltd. | 5800 | &nbsp;&nbsp; 24700 |
|  | Toyo Kanetsu KK | 5100 | &nbsp;&nbsp; 137752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Seikan Group <br> Holdings Ltd.<br>| 52700 | &nbsp;&nbsp; 1091459 |
|  | Toyobo Co. Ltd. | 37323 | &nbsp;&nbsp; 241677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Boshoku <br> Corp.<br>| 37300 | &nbsp;&nbsp; 530052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Industries <br> Corp.<br>| 17300 | &nbsp;&nbsp; 1849934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Corp. <br> (7203 JP)<br>| 1607600 | &nbsp;&nbsp; 28595349 |
|  | Toyota Tsusho Corp. | 148400 | &nbsp;&nbsp; 3401081 |
|  | TPR Co. Ltd. | 6900 | &nbsp;&nbsp; 96497 |
|  | Transaction Co. Ltd. | 7000 | &nbsp;&nbsp; 121418 |
|  | Transcosmos, Inc. | 9200 | &nbsp;&nbsp; 219130 |
|  | TRE Holdings Corp. | 6700 | &nbsp;&nbsp; 60079 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Treasure Factory Co. <br> Ltd.<br>| 5100 | &nbsp;&nbsp; $58636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trend Micro, Inc. <br> (4704 JP)<br>| 32100 | &nbsp;&nbsp; 1957407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trusco Nakayama <br> Corp.<br>| 20700 | &nbsp;&nbsp; 301478 |
|  | TS Tech Co. Ltd. | 22400 | &nbsp;&nbsp; 268961 |
|  | TSI Holdings Co. Ltd. | 23500 | &nbsp;&nbsp; 164373 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tsubaki Nakashima <br> Co. Ltd.<br>| 26300 | &nbsp;&nbsp; 60910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsubakimoto Chain <br> Co.<br>| 22500 | &nbsp;&nbsp; 315806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsubakimoto Kogyo <br> Co. Ltd.<br>| 7200 | &nbsp;&nbsp; 127717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsuburaya Fields <br> Holdings, Inc.<br>| 12200 | &nbsp;&nbsp; 185698 |
|  | Tsugami Corp. | 15900 | &nbsp;&nbsp; 218979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsukishima Holdings <br> Co. Ltd.<br>| 1200 | &nbsp;&nbsp; 18242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsuruha Holdings, <br> Inc.<br>| 13300 | &nbsp;&nbsp; 978941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsurumi Manufacturing <br> Co. Ltd.<br>| 4900 | &nbsp;&nbsp; 127215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsutsumi Jewelry Co. <br> Ltd.<br>| 2500 | &nbsp;&nbsp; 37084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsuzuki Denki Co. <br> Ltd.<br>| 5300 | &nbsp;&nbsp; 107107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TV Asahi Holdings <br> Corp.<br>| 9700 | &nbsp;&nbsp; 182259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tv Tokyo Holdings <br> Corp.<br>| 4300 | &nbsp;&nbsp; 104223 |
| # | TWOSTONE&Sons | 2800 | &nbsp;&nbsp; 16342 |
|  | TYK Corp. | 7300 | &nbsp;&nbsp; 28697 |
|  | UACJ Corp. | 17100 | &nbsp;&nbsp; 672917 |
|  | Uchida Yoko Co. Ltd. | 2700 | &nbsp;&nbsp; 184772 |
|  | Ueki Corp. | 1200 | &nbsp;&nbsp; 17453 |
|  | Ukai Co. Ltd. | 100 | &nbsp;&nbsp; 2359 |
|  | ULS Group, Inc. | 1400 | &nbsp;&nbsp; 67286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Next Holdings Co. <br> Ltd.<br>| 24300 | &nbsp;&nbsp; 326789 |
|  | Unicharm Corp. | 118900 | &nbsp;&nbsp; 822449 |
|  | Unipres Corp. | 10900 | &nbsp;&nbsp; 77214 |
|  | United Arrows Ltd. | 9900 | &nbsp;&nbsp; 143673 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; United Super Markets <br> Holdings, Inc.<br>| 28431 | &nbsp;&nbsp; 177245 |
| # | UNITED, Inc. | 8800 | &nbsp;&nbsp; 33415 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Urbanet Corp. Co. <br> Ltd.<br>| 14400 | &nbsp;&nbsp; 47925 |
|  | User Local, Inc. | 1000 | &nbsp;&nbsp; 12627 |
|  | Ushio, Inc. | 33300 | &nbsp;&nbsp; 408457 |
|  | USS Co. Ltd. | 84600 | &nbsp;&nbsp; 919508 |
|  | UT Group Co. Ltd. | 18300 | &nbsp;&nbsp; 308941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; V Technology Co. <br> Ltd.<br>| 2300 | &nbsp;&nbsp; 45109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valor Holdings Co. <br> Ltd.<br>| 16600 | &nbsp;&nbsp; 293170 |
|  | Valqua Ltd. | 10100 | &nbsp;&nbsp; 236051 |
| # | Value HR Co. Ltd. | 5400 | &nbsp;&nbsp; 59935 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ValueCommerce Co. <br> Ltd.<br>| 14800 | &nbsp;&nbsp; $79034 |
|  | Vector, Inc. | 15800 | &nbsp;&nbsp; 115734 |
|  | Vertex Corp. | 4800 | &nbsp;&nbsp; 89061 |
|  | Vision, Inc. | 16700 | &nbsp;&nbsp; 122646 |
| \* | Visional, Inc. | 13300 | &nbsp;&nbsp; 1039601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vital KSK Holdings, <br> Inc.<br>| 22300 | &nbsp;&nbsp; 187613 |
|  | VT Holdings Co. Ltd. | 37300 | &nbsp;&nbsp; 115057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wacoal Holdings <br> Corp.<br>| 16600 | &nbsp;&nbsp; 599938 |
|  | Wacom Co. Ltd. | 67200 | &nbsp;&nbsp; 289349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wakachiku <br> Construction Co. <br> Ltd.<br>| 2300 | &nbsp;&nbsp; 77118 |
|  | Wakita & Co. Ltd. | 15300 | &nbsp;&nbsp; 178383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Warabeya Nichiyo <br> Holdings Co. Ltd.<br>| 1100 | &nbsp;&nbsp; 19675 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Waseda Academy Co. <br> Ltd.<br>| 3600 | &nbsp;&nbsp; 61514 |
| # | Watahan & Co. Ltd. | 7500 | &nbsp;&nbsp; 78253 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; WDB Holdings Co. <br> Ltd.<br>| 6209 | &nbsp;&nbsp; 70440 |
|  | Weathernews, Inc. | 3200 | &nbsp;&nbsp; 94098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Welcia Holdings Co. <br> Ltd.<br>| 41000 | &nbsp;&nbsp; 687966 |
|  | Wellnet Corp. | 4700 | &nbsp;&nbsp; 22557 |
|  | West Holdings Corp. | 14884 | &nbsp;&nbsp; 148332 |
| # | Will Group, Inc. | 11800 | &nbsp;&nbsp; 75197 |
| #\* | WingArc1st, Inc. | 8400 | &nbsp;&nbsp; 200911 |
|  | Workman Co. Ltd. | 7134 | &nbsp;&nbsp; 305358 |
|  | World Co. Ltd. | 10200 | &nbsp;&nbsp; 187368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; World Holdings Co. <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 63158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xebio Holdings Co. <br> Ltd.<br>| 13400 | &nbsp;&nbsp; 99058 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; YAC Holdings Co. <br> Ltd.<br>| 4599 | &nbsp;&nbsp; 24518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yahagi Construction <br> Co. Ltd.<br>| 12700 | &nbsp;&nbsp; 166889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YAKUODO Holdings <br> Co. Ltd.<br>| 5100 | &nbsp;&nbsp; 77842 |
|  | YAMABIKO Corp. | 14200 | &nbsp;&nbsp; 206272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YAMADA Consulting <br> Group Co. Ltd.<br>| 7800 | &nbsp;&nbsp; 86112 |
|  | Yamada Corp. | 300 | &nbsp;&nbsp; 10200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamada Holdings Co. <br> Ltd.<br>| 110562 | &nbsp;&nbsp; 336962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamae Group <br> Holdings Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 103064 |
|  | Yamaha Corp. | 57600 | &nbsp;&nbsp; 415130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamaha Motor Co. <br> Ltd.<br>| 200100 | &nbsp;&nbsp; 1447287 |
| # | Yamatane Corp. | 3200 | &nbsp;&nbsp; 54544 |
|  | Yamato Corp. | 10100 | &nbsp;&nbsp; 120995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamato Holdings Co. <br> Ltd.<br>| 35400 | &nbsp;&nbsp; 511855 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamato Kogyo Co. <br> Ltd.<br>| 7000 | &nbsp;&nbsp; $392795 |
|  | Yamaura Corp. | 2700 | &nbsp;&nbsp; 23839 |
|  | Yamaya Corp. | 1000 | &nbsp;&nbsp; 17436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamazaki Baking Co. <br> Ltd.<br>| 27700 | &nbsp;&nbsp; 591736 |
| # | Yamazen Corp. | 26000 | &nbsp;&nbsp; 230456 |
|  | Yaoko Co. Ltd. | 11000 | &nbsp;&nbsp; 711891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yaskawa Electric <br> Corp.<br>| 30700 | &nbsp;&nbsp; 642115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yasuda Logistics <br> Corp.<br>| 5700 | &nbsp;&nbsp; 74674 |
| # | YE DIGITAL Corp. | 4400 | &nbsp;&nbsp; 18976 |
|  | Yellow Hat Ltd. | 29000 | &nbsp;&nbsp; 306984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yodogawa Steel <br> Works Ltd.<br>| 51000 | &nbsp;&nbsp; 392567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yokogawa Bridge <br> Holdings Corp.<br>| 14300 | &nbsp;&nbsp; 253477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yokogawa Electric <br> Corp.<br>| 23800 | &nbsp;&nbsp; 634367 |
|  | Yokorei Co. Ltd. | 13400 | &nbsp;&nbsp; 93316 |
|  | Yokowo Co. Ltd. | 2800 | &nbsp;&nbsp; 29049 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yomeishu Seizo Co. <br> Ltd.<br>| 800 | &nbsp;&nbsp; 16998 |
|  | Yondenko Corp. | 17400 | &nbsp;&nbsp; 152932 |
|  | Yonex Co. Ltd. | 23600 | &nbsp;&nbsp; 463396 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Yoshimura Food <br> Holdings KK<br>| 1600 | &nbsp;&nbsp; 9029 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yossix Holdings Co. <br> Ltd.<br>| 1900 | &nbsp;&nbsp; 32781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yotai Refractories Co. <br> Ltd.<br>| 400 | &nbsp;&nbsp; 4539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuasa Trading Co. <br> Ltd.<br>| 7200 | &nbsp;&nbsp; 223696 |
|  | Yurtec Corp. | 19500 | &nbsp;&nbsp; 319213 |
|  | Yushin Co. | 6100 | &nbsp;&nbsp; 25424 |
|  | Yutaka Giken Co. Ltd. | 1500 | &nbsp;&nbsp; 26976 |
|  | Zacros Corp. | 7800 | &nbsp;&nbsp; 203264 |
|  | Zaoh Co. Ltd. | 2300 | &nbsp;&nbsp; 36566 |
|  | Zenitaka Corp. | 900 | &nbsp;&nbsp; 27428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zenkoku Hosho Co. <br> Ltd.<br>| 48100 | &nbsp;&nbsp; 1026221 |
|  | Zenrin Co. Ltd. | 9950 | &nbsp;&nbsp; 72726 |
|  | Zeon Corp. | 53800 | &nbsp;&nbsp; 571006 |
|  | ZIGExN Co. Ltd. | 40500 | &nbsp;&nbsp; 135814 |
|  | Zojirushi Corp. | 2400 | &nbsp;&nbsp; 28632 |
|  | ZOZO, Inc. | 89700 | &nbsp;&nbsp; 887973 |
| # | Zuiko Corp. | 6500 | &nbsp;&nbsp; 43317 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp; 730438603 |
| NETHERLANDS — (4.9%) | NETHERLANDS — (4.9%) | NETHERLANDS — (4.9%) | NETHERLANDS — (4.9%) |
|  | Aalberts NV | 19279 | &nbsp;&nbsp; 616200 |
| Ω | ABN AMRO Bank NV | 175938 | &nbsp;&nbsp; 5086092 |
|  | Acomo NV | 13989 | &nbsp;&nbsp; 354871 |
|  | Aegon Ltd. (AEG US) | 290070 | &nbsp;&nbsp; 2059497 |
|  | Aegon Ltd. (AGN NA) | 376088 | &nbsp;&nbsp; 2687723 |
|  | Akzo Nobel NV | 85978 | &nbsp;&nbsp; 5399566 |
| #\*Ω | Alfen NV | 12238 | &nbsp;&nbsp; 151011 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
|  | Allfunds Group PLC | 195185 | &nbsp;&nbsp; $1351501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AMG Critical Materials <br> NV<br>| 10526 | &nbsp;&nbsp; 296380 |
|  | Aperam SA | 21849 | &nbsp;&nbsp; 642667 |
|  | Arcadis NV | 36472 | &nbsp;&nbsp; 1820233 |
|  | ASM International NV | 9126 | &nbsp;&nbsp; 4417504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV <br> (ASML NA)<br>| 6365 | &nbsp;&nbsp; 4411347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV <br> (ASML US)<br>| 67911 | &nbsp;&nbsp; 47178452 |
|  | ASR Nederland NV | 140206 | &nbsp;&nbsp; 9313031 |
| Ω | B&S Group SARL | 19796 | &nbsp;&nbsp; 132774 |
| \*Ω | Basic-Fit NV | 14348 | &nbsp;&nbsp; 405052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BE Semiconductor <br> Industries NV<br>| 11212 | &nbsp;&nbsp; 1514872 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brunel International <br> NV<br>| 12079 | &nbsp;&nbsp; 125493 |
| \* | CM.com NV | 1729 | &nbsp;&nbsp; 10369 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Europacific <br> Partners PLC<br>| 44682 | &nbsp;&nbsp; 4385304 |
|  | Corbion NV | 31140 | &nbsp;&nbsp; 590969 |
| Ω | CTP NV | 43135 | &nbsp;&nbsp; 914833 |
|  | Flow Traders Ltd. | 11882 | &nbsp;&nbsp; 355888 |
|  | Fugro NV | 37025 | &nbsp;&nbsp; 530750 |
|  | Havas NV | 258055 | &nbsp;&nbsp; 414520 |
|  | Heineken NV | 22722 | &nbsp;&nbsp; 1783487 |
|  | IMCD NV | 29886 | &nbsp;&nbsp; 3275825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ING Groep NV (INGA <br> NA)<br>| 587920 | &nbsp;&nbsp; 13701727 |
| \* | InPost SA | 106834 | &nbsp;&nbsp; 1534424 |
|  | JDE Peet's NV | 27002 | &nbsp;&nbsp; 800746 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Just Eat <br> Takeaway.com NV <br> (JET LN)<br>| 35087 | &nbsp;&nbsp; 802423 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Just Eat <br> Takeaway.com NV <br> (TKWY NA)<br>| 47885 | &nbsp;&nbsp; 1093808 |
|  | Kendrion NV | 6053 | &nbsp;&nbsp; 74169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Ahold <br> Delhaize NV (AD <br> NA)<br>| 240765 | &nbsp;&nbsp; 9509350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke BAM <br> Groep NV<br>| 132137 | &nbsp;&nbsp; 1153588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Heijmans <br> NV<br>| 16526 | &nbsp;&nbsp; 1053313 |
|  | Koninklijke KPN NV | 2139452 | &nbsp;&nbsp; 9557998 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Philips NV <br> (PHG US)<br>| 112327 | &nbsp;&nbsp; 2942963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Philips NV <br> (PHIA NA)<br>| 160799 | &nbsp;&nbsp; 4199319 |
|  | Koninklijke Vopak NV | 18408 | &nbsp;&nbsp; 879368 |
|  | Nedap NV | 1163 | &nbsp;&nbsp; 116441 |
|  | NN Group NV | 153865 | &nbsp;&nbsp; 10360592 |
| #\* | NX Filtration NV | 989 | &nbsp;&nbsp; 3710 |
| #\* | Pharming Group NV | 52106 | &nbsp;&nbsp; 57266 |
| # | PostNL NV | 124078 | &nbsp;&nbsp; 135296 |
|  | Prosus NV (PRX NA) | 166825 | &nbsp;&nbsp; 9530001 |
|  | Randstad NV | 66768 | &nbsp;&nbsp; 3173445 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
|  | SBM Offshore NV | 117153 | &nbsp;&nbsp; $3055261 |
| Ω | Signify NV | 33450 | &nbsp;&nbsp; 800210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sligro Food Group <br> NV<br>| 6915 | &nbsp;&nbsp; 87405 |
|  | TKH Group NV | 18066 | &nbsp;&nbsp; 743113 |
| \* | TomTom NV | 15263 | &nbsp;&nbsp; 91891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Music <br> Group NV<br>| 218881 | &nbsp;&nbsp; 6296526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Van Lanschot Kempen <br> NV<br>| 15885 | &nbsp;&nbsp; 1034675 |
|  | Wolters Kluwer NV | 80997 | &nbsp;&nbsp; 12616005 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp; 195631244 |
| NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |
|  | a2 Milk Co. Ltd.  | 72486 | &nbsp;&nbsp; 375243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Auckland International <br> Airport Ltd.<br>| 171332 | &nbsp;&nbsp; 760102 |
| # | Briscoe Group Ltd. | 8008 | &nbsp;&nbsp; 28722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Channel Infrastructure <br> NZ Ltd.<br>| 273533 | &nbsp;&nbsp; 339834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chorus Ltd. (CHRYY <br> US), ADR<br>| 880 | &nbsp;&nbsp; 22444 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chorus Ltd. (CNU <br> NZ)<br>| 190810 | &nbsp;&nbsp; 979093 |
|  | Contact Energy Ltd. | 98944 | &nbsp;&nbsp; 530278 |
|  | EBOS Group Ltd. | 61126 | &nbsp;&nbsp; 1472965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fisher & Paykel <br> Healthcare Corp. <br> Ltd.<br>| 73142 | &nbsp;&nbsp; 1584791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Freightways Group <br> Ltd.<br>| 79257 | &nbsp;&nbsp; 519977 |
| \* | Gentrack Group Ltd. | 15705 | &nbsp;&nbsp; 98463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hallenstein Glasson <br> Holdings Ltd.<br>| 25558 | &nbsp;&nbsp; 130884 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Heartland Group <br> Holdings Ltd.<br>| 312134 | &nbsp;&nbsp; 148693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Investore Property <br> Ltd.<br>| 154214 | &nbsp;&nbsp; 106187 |
| \* | KMD Brands Ltd. | 256380 | &nbsp;&nbsp; 38341 |
|  | Mainfreight Ltd. | 10461 | &nbsp;&nbsp; 364651 |
|  | Mercury NZ Ltd. | 98067 | &nbsp;&nbsp; 357336 |
|  | Meridian Energy Ltd. | 164100 | &nbsp;&nbsp; 551684 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Napier Port Holdings <br> Ltd.<br>| 4632 | &nbsp;&nbsp; 8544 |
| # | NZME Ltd. (NZM AU) | 3265 | &nbsp;&nbsp; 2220 |
| # | NZME Ltd. (NZM NZ) | 18316 | &nbsp;&nbsp; 12287 |
|  | NZX Ltd. | 189265 | &nbsp;&nbsp; 170498 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Oceania Healthcare <br> Ltd.<br>| 181831 | &nbsp;&nbsp; 73716 |
| # | Port of Tauranga Ltd. | 34021 | &nbsp;&nbsp; 139438 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ryman Healthcare <br> Ltd.<br>| 147164 | &nbsp;&nbsp; 216319 |
|  | Scales Corp. Ltd. | 54843 | &nbsp;&nbsp; 152470 |
| \* | Serko Ltd. | 22697 | &nbsp;&nbsp; 38170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skellerup Holdings <br> Ltd.<br>| 99190 | &nbsp;&nbsp; 278308 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKY Network <br> Television Ltd.<br>| 76616 | &nbsp;&nbsp; $139478 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SKYCITY <br> Entertainment <br> Group Ltd.<br>| 161901 | &nbsp;&nbsp; 97243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Spark New Zealand <br> Ltd.<br>| 402863 | &nbsp;&nbsp; 576043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summerset Group <br> Holdings Ltd.<br>| 55513 | &nbsp;&nbsp; 373783 |
|  | TOWER Ltd. | 146697 | &nbsp;&nbsp; 150206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turners Automotive <br> Group Ltd.<br>| 13428 | &nbsp;&nbsp; 54095 |
|  | Vector Ltd. | 66685 | &nbsp;&nbsp; 172737 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vista Group <br> International Ltd.<br>| 82312 | &nbsp;&nbsp; 170304 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Warehouse Group <br> Ltd.<br>| 49483 | &nbsp;&nbsp; 23920 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp; 11259467 |
| NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) |
|  | 2020 Bulkers Ltd. | 5417 | &nbsp;&nbsp; 66900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ABG Sundal Collier <br> Holding ASA<br>| 123021 | &nbsp;&nbsp; 83318 |
|  | AF Gruppen ASA | 13960 | &nbsp;&nbsp; 212502 |
|  | Aker Solutions ASA | 174870 | &nbsp;&nbsp; 517213 |
|  | AKVA Group ASA | 1484 | &nbsp;&nbsp; 12048 |
|  | Archer Ltd. | 26888 | &nbsp;&nbsp; 61364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ArcticZymes <br> Technologies ASA<br>| 5394 | &nbsp;&nbsp; 10041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arendals <br> Fossekompani ASA<br>| 734 | &nbsp;&nbsp; 10130 |
|  | Atea ASA | 44322 | &nbsp;&nbsp; 610860 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; AutoStore Holdings <br> Ltd.<br>| 69671 | &nbsp;&nbsp; 48946 |
|  | B2 Impact ASA | 72702 | &nbsp;&nbsp; 111698 |
| #\* | BEWi ASA | 13631 | &nbsp;&nbsp; 29323 |
|  | Borregaard ASA | 30459 | &nbsp;&nbsp; 587566 |
|  | Bouvet ASA | 31928 | &nbsp;&nbsp; 232302 |
| Ω | Bw Lpg Ltd. | 2255 | &nbsp;&nbsp; 30127 |
| #Ω | BW LPG Ltd. | 4341 | &nbsp;&nbsp; 57708 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadeler AS (CDLR <br> US), ADR<br>| 1008 | &nbsp;&nbsp; 21128 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cloudberry Clean <br> Energy ASA<br>| 121222 | &nbsp;&nbsp; 160706 |
|  | DNB Bank ASA | 161006 | &nbsp;&nbsp; 4073409 |
| # | DOF Group ASA | 42214 | &nbsp;&nbsp; 386525 |
| Ω | Elmera Group ASA | 70924 | &nbsp;&nbsp; 233404 |
|  | Elopak ASA | 67241 | &nbsp;&nbsp; 326019 |
| \* | Endur ASA | 3592 | &nbsp;&nbsp; 31311 |
| \*Ω | Entra ASA | 21524 | &nbsp;&nbsp; 264307 |
| Ω | Europris ASA | 101496 | &nbsp;&nbsp; 950740 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gjensidige Forsikring <br> ASA<br>| 33776 | &nbsp;&nbsp; 888431 |
| #\* | Grieg Seafood ASA | 17155 | &nbsp;&nbsp; 114172 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hexagon Composites <br> ASA<br>| 33877 | &nbsp;&nbsp; 55974 |
| Ω | Kid ASA | 12875 | &nbsp;&nbsp; 181825 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
|  | Kitron ASA | 67277 | &nbsp;&nbsp; $409191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kongsberg Gruppen <br> ASA<br>| 104609 | &nbsp;&nbsp; 3126044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leroy Seafood Group <br> ASA<br>| 22262 | &nbsp;&nbsp; 101271 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LINK Mobility Group <br> Holding ASA<br>| 102460 | &nbsp;&nbsp; 326901 |
| # | Magnora ASA | 16615 | &nbsp;&nbsp; 38147 |
|  | Medistim ASA | 2470 | &nbsp;&nbsp; 51886 |
|  | Morrow Bank ASA | 50288 | &nbsp;&nbsp; 59142 |
|  | Mowi ASA | 31958 | &nbsp;&nbsp; 595301 |
| Ω | Multiconsult ASA | 5960 | &nbsp;&nbsp; 123121 |
| \* | Napatech AS | 3698 | &nbsp;&nbsp; 8924 |
| #\* | NEL ASA | 235947 | &nbsp;&nbsp; 60066 |
|  | Norbit ASA | 2130 | &nbsp;&nbsp; 42328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nordic Semiconductor <br> ASA<br>| 29568 | &nbsp;&nbsp; 401979 |
|  | Norsk Hydro ASA | 74986 | &nbsp;&nbsp; 444441 |
| \* | Northern Ocean Ltd. | 10938 | &nbsp;&nbsp; 6448 |
| \* | NRC Group ASA | 21505 | &nbsp;&nbsp; 15678 |
|  | Odfjell Drilling Ltd. | 37923 | &nbsp;&nbsp; 269462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Odfjell Technology <br> Ltd.<br>| 3913 | &nbsp;&nbsp; 18838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Olav Thon <br> Eiendomsselskap <br> ASA<br>| 2629 | &nbsp;&nbsp; 74860 |
|  | Orkla ASA | 47569 | &nbsp;&nbsp; 500237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paratus Energy <br> Services Ltd.<br>| 6431 | &nbsp;&nbsp; 24410 |
|  | Pareto Bank ASA | 11115 | &nbsp;&nbsp; 100051 |
|  | Pexip Holding ASA | 12536 | &nbsp;&nbsp; 77789 |
| \* | PhotoCure ASA | 6697 | &nbsp;&nbsp; 42043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Protector Forsikring <br> ASA<br>| 33026 | &nbsp;&nbsp; 1612446 |
|  | Rana Gruber ASA | 5863 | &nbsp;&nbsp; 40701 |
| # | Reach Subsea ASA | 19395 | &nbsp;&nbsp; 14759 |
| # | Salmar ASA | 6070 | &nbsp;&nbsp; 245831 |
| \* | SATS ASA | 12194 | &nbsp;&nbsp; 46318 |
| \*Ω | Scatec ASA | 77015 | &nbsp;&nbsp; 764125 |
|  | Sea1 offshore, Inc. | 28559 | &nbsp;&nbsp; 74777 |
|  | Selvaag Bolig ASA | 22992 | &nbsp;&nbsp; 82060 |
| #\*Ω | Shelf Drilling Ltd. | 17298 | &nbsp;&nbsp; 15103 |
| #\* | SmartCraft ASA | 7109 | &nbsp;&nbsp; 18069 |
| \* | Solstad Offshore ASA | 14544 | &nbsp;&nbsp; 70640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sparebank 1 <br> Oestlandet<br>| 19503 | &nbsp;&nbsp; 363442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SpareBank 1 <br> Sor-Norge ASA<br>| 65535 | &nbsp;&nbsp; 1147813 |
|  | Sparebanken More | 18957 | &nbsp;&nbsp; 194172 |
|  | Sparebanken Norge | 6826 | &nbsp;&nbsp; 106822 |
|  | Storebrand ASA | 215885 | &nbsp;&nbsp; 3065627 |
|  | Subsea 7 SA | 66245 | &nbsp;&nbsp; 1283759 |
|  | TGS ASA | 95494 | &nbsp;&nbsp; 701578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOMRA Systems <br> ASA<br>| 34003 | &nbsp;&nbsp; 472304 |
|  | Veidekke ASA | 42274 | &nbsp;&nbsp; 671884 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Vend Marketplaces <br> ASA<br>| 9650 | &nbsp;&nbsp; 380905 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vend Marketplaces <br> ASA, Class B<br>| 9897 | &nbsp;&nbsp; $371867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilh Wilhelmsen <br> Holding ASA, <br> Class A<br>| 5667 | &nbsp;&nbsp; 261510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilh Wilhelmsen <br> Holding ASA, <br> Class B<br>| 1503 | &nbsp;&nbsp; 64406 |
| # | Zalaris ASA | 5204 | &nbsp;&nbsp; 37819 |
| \* | Zaptec ASA | 6781 | &nbsp;&nbsp; 15798 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp; 29413090 |
| PORTUGAL — (0.3%) | PORTUGAL — (0.3%) | PORTUGAL — (0.3%) | PORTUGAL — (0.3%) |
| # | Altri SGPS SA | 30604 | &nbsp;&nbsp; 166556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Comercial <br> Portugues SA, <br> Class R<br>| 2490955 | &nbsp;&nbsp; 2045434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corticeira Amorim <br> SGPS SA<br>| 15139 | &nbsp;&nbsp; 134558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTT-Correios de <br> Portugal SA<br>| 33316 | &nbsp;&nbsp; 280770 |
|  | EDP Renovaveis SA | 129974 | &nbsp;&nbsp; 1525987 |
|  | EDP SA (EDP PL) | 932445 | &nbsp;&nbsp; 4030363 |
|  | Ibersol SGPS SA | 5326 | &nbsp;&nbsp; 56890 |
| # | Navigator Co. SA | 51006 | &nbsp;&nbsp; 180146 |
|  | NOS SGPS SA | 85516 | &nbsp;&nbsp; 352509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; REN - Redes <br> Energeticas <br> Nacionais SGPS <br> SA<br>| 167843 | &nbsp;&nbsp; 569576 |
|  | Sonae SGPS SA | 418269 | &nbsp;&nbsp; 603526 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp; 9946315 |
| SINGAPORE — (0.8%) | SINGAPORE — (0.8%) | SINGAPORE — (0.8%) | SINGAPORE — (0.8%) |
| \* | AEM Holdings Ltd. | 56643 | &nbsp;&nbsp; 69786 |
|  | Aztech Global Ltd. | 48500 | &nbsp;&nbsp; 24774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boustead Singapore <br> Ltd.<br>| 110607 | &nbsp;&nbsp; 131901 |
|  | BRC Asia Ltd. | 23800 | &nbsp;&nbsp; 65638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bukit Sembawang <br> Estates Ltd.<br>| 79000 | &nbsp;&nbsp; 260133 |
|  | Centurion Corp. Ltd. | 94500 | &nbsp;&nbsp; 124069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Aviation Oil <br> Singapore Corp. <br> Ltd.<br>| 148900 | &nbsp;&nbsp; 128254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Sunsine <br> Chemical Holdings <br> Ltd.<br>| 198500 | &nbsp;&nbsp; 106769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; City Developments <br> Ltd.<br>| 272900 | &nbsp;&nbsp; 1291955 |
|  | CSE Global Ltd. | 229414 | &nbsp;&nbsp; 114497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings <br> Ltd.<br>| 275304 | &nbsp;&nbsp; 10104887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DFI Retail Group <br> Holdings Ltd.<br>| 47000 | &nbsp;&nbsp; 162030 |
| \*†† | Ezion Holdings Ltd. | 350280 | &nbsp;&nbsp; 0 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
| #\*†† | Ezra Holdings Ltd. | 140402 | &nbsp;&nbsp; $0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Food Empire Holdings <br> Ltd.<br>| 66800 | &nbsp;&nbsp; 120727 |
|  | Frasers Property Ltd. | 118400 | &nbsp;&nbsp; 85538 |
|  | Frencken Group Ltd. | 117100 | &nbsp;&nbsp; 148580 |
| \* | Fu Yu Corp. Ltd. | 192800 | &nbsp;&nbsp; 15937 |
| \* | Gallant Venture Ltd. | 272800 | &nbsp;&nbsp; 17631 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Genting Singapore <br> Ltd.<br>| 994600 | &nbsp;&nbsp; 561037 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grand Venture <br> Technology Ltd.<br>| 41400 | &nbsp;&nbsp; 29333 |
|  | GuocoLand Ltd. | 129966 | &nbsp;&nbsp; 168921 |
|  | Haw Par Corp. Ltd. | 43500 | &nbsp;&nbsp; 463975 |
|  | Ho Bee Land Ltd. | 82800 | &nbsp;&nbsp; 129314 |
|  | Hong Fok Corp. Ltd. | 87200 | &nbsp;&nbsp; 54267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Leong Finance <br> Ltd.<br>| 44100 | &nbsp;&nbsp; 92025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hongkong Land <br> Holdings Ltd.<br>| 152900 | &nbsp;&nbsp; 923628 |
|  | Hour Glass Ltd. | 84500 | &nbsp;&nbsp; 130759 |
|  | HRnetgroup Ltd. | 119200 | &nbsp;&nbsp; 64185 |
|  | iFAST Corp. Ltd. | 42300 | &nbsp;&nbsp; 294312 |
|  | ISDN Holdings Ltd. | 58689 | &nbsp;&nbsp; 16711 |
|  | Keppel Ltd. | 346900 | &nbsp;&nbsp; 2253753 |
|  | LHN Ltd. | 30700 | &nbsp;&nbsp; 18576 |
|  | Metro Holdings Ltd. | 128400 | &nbsp;&nbsp; 43028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micro-Mechanics <br> Holdings Ltd.<br>| 22100 | &nbsp;&nbsp; 31239 |
| #\*†† | Midas Holdings Ltd. | 200100 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanofilm Technologies <br> International Ltd.<br>| 22400 | &nbsp;&nbsp; 12601 |
|  | Netlink NBN Trust | 744100 | &nbsp;&nbsp; 512628 |
|  | OUE Ltd. | 49300 | &nbsp;&nbsp; 42459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oversea-Chinese <br> Banking Corp. Ltd.<br>| 232945 | &nbsp;&nbsp; 3018771 |
| \* | Oxley Holdings Ltd. | 373865 | &nbsp;&nbsp; 32439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Century <br> Regional <br> Developments Ltd.<br>| 48300 | &nbsp;&nbsp; 16195 |
|  | Pan-United Corp. Ltd. | 105900 | &nbsp;&nbsp; 80544 |
|  | Propnex Ltd. | 69200 | &nbsp;&nbsp; 73420 |
|  | PSC Corp. Ltd. | 60700 | &nbsp;&nbsp; 18438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Q&M Dental Group <br> Singapore Ltd.<br>| 53280 | &nbsp;&nbsp; 16191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raffles Medical Group <br> Ltd.<br>| 154100 | &nbsp;&nbsp; 117147 |
|  | Seatrium Ltd. | 594820 | &nbsp;&nbsp; 1033774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sheng Siong Group <br> Ltd.<br>| 141000 | &nbsp;&nbsp; 227614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIA Engineering Co. <br> Ltd.<br>| 44900 | &nbsp;&nbsp; 106098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore Land <br> Group Ltd.<br>| 68500 | &nbsp;&nbsp; 140521 |
|  | Singapore Post Ltd. | 471600 | &nbsp;&nbsp; 177185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore <br> Technologies <br> Engineering Ltd.<br>| 316400 | &nbsp;&nbsp; 2128511 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Straits Trading Co. <br> Ltd.<br>| 80806 | &nbsp;&nbsp; $100134 |
| \*†† | Swiber Holdings Ltd. | 50250 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Thomson Medical <br> Group Ltd.<br>| 916800 | &nbsp;&nbsp; 36717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Overseas Bank <br> Ltd.<br>| 94500 | &nbsp;&nbsp; 2625469 |
|  | UOL Group Ltd. | 157751 | &nbsp;&nbsp; 833902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valuetronics Holdings <br> Ltd.<br>| 154710 | &nbsp;&nbsp; 92192 |
|  | Venture Corp. Ltd. | 45500 | &nbsp;&nbsp; 451325 |
|  | Vicom Ltd. | 32400 | &nbsp;&nbsp; 39900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wee Hur Holdings <br> Ltd.<br>| 274100 | &nbsp;&nbsp; 134990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wing Tai Holdings <br> Ltd.<br>| 246500 | &nbsp;&nbsp; 258101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yangzijiang <br> Shipbuilding <br> Holdings Ltd.<br>| 718400 | &nbsp;&nbsp; 1409090 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp; 31984525 |
| SPAIN — (3.2%) | SPAIN — (3.2%) | SPAIN — (3.2%) | SPAIN — (3.2%) |
|  | Acciona SA | 16847 | &nbsp;&nbsp; 3231168 |
|  | Acerinox SA | 63330 | &nbsp;&nbsp; 730796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ACS Actividades de <br> Construccion y <br> Servicios SA<br>| 98448 | &nbsp;&nbsp; 6794340 |
| Ω | Aedas Homes SA | 2525 | &nbsp;&nbsp; 60761 |
| Ω | Aena SME SA | 89400 | &nbsp;&nbsp; 2407373 |
|  | Almirall SA | 20062 | &nbsp;&nbsp; 241489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amadeus IT Group <br> SA<br>| 143660 | &nbsp;&nbsp; 11535000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atresmedia Corp. de <br> Medios de <br> Comunicacion SA<br>| 39441 | &nbsp;&nbsp; 222887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Audax Renovables <br> SA<br>| 89063 | &nbsp;&nbsp; 146930 |
|  | Azkoyen SA | 4058 | &nbsp;&nbsp; 40303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA <br> (BBVA SM)<br>| 491782 | &nbsp;&nbsp; 8202066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA <br> (BBVA US), <br> Sponsored ADR<br>| 52384 | &nbsp;&nbsp; 876384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco de Sabadell <br> SA<br>| 2576619 | &nbsp;&nbsp; 9510043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Santander SA <br> (SAN SM)<br>| 2061320 | &nbsp;&nbsp; 17708350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Santander SA <br> (SAN US), <br> Sponsored ADR<br>| 69983 | &nbsp;&nbsp; 602552 |
|  | Bankinter SA | 299967 | &nbsp;&nbsp; 4281796 |
|  | CaixaBank SA | 967176 | &nbsp;&nbsp; 9099487 |
| Ω | Cellnex Telecom SA | 58302 | &nbsp;&nbsp; 2057450 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Construcciones y <br> Auxiliar de <br> Ferrocarriles SA<br>| 13228 | &nbsp;&nbsp; $801039 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Corp. ACCIONA <br> Energias <br> Renovables SA<br>| 20340 | &nbsp;&nbsp; 547609 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; eDreams ODIGEO <br> SA<br>| 18315 | &nbsp;&nbsp; 173348 |
|  | Elecnor SA | 17817 | &nbsp;&nbsp; 484483 |
|  | Enagas SA | 22883 | &nbsp;&nbsp; 342730 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ence Energia y <br> Celulosa SA<br>| 24710 | &nbsp;&nbsp; 77758 |
|  | Endesa SA | 34501 | &nbsp;&nbsp; 999847 |
|  | Ercros SA | 13714 | &nbsp;&nbsp; 48711 |
|  | Faes Farma SA | 97892 | &nbsp;&nbsp; 484909 |
|  | Ferrovial SE | 49581 | &nbsp;&nbsp; 2541667 |
|  | Fluidra SA | 22481 | &nbsp;&nbsp; 560690 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Gestamp Automocion <br> SA<br>| 40092 | &nbsp;&nbsp; 150706 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Global Dominion <br> Access SA<br>| 36899 | &nbsp;&nbsp; 141816 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grenergy Renovables <br> SA<br>| 3309 | &nbsp;&nbsp; 245232 |
| \* | Grifols SA | 58236 | &nbsp;&nbsp; 867724 |
|  | Iberdrola SA | 489103 | &nbsp;&nbsp; 8596636 |
| # | Indra Sistemas SA | 40975 | &nbsp;&nbsp; 1697348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industria de Diseno <br> Textil SA<br>| 303676 | &nbsp;&nbsp; 14505699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laboratorios <br> Farmaceuticos Rovi <br> SA<br>| 6903 | &nbsp;&nbsp; 426101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Linea Directa <br> Aseguradora SA <br> Cia de Seguros y <br> Reaseguros<br>| 153281 | &nbsp;&nbsp; 236153 |
|  | Mapfre SA | 447822 | &nbsp;&nbsp; 1823790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Naturgy Energy Group <br> SA<br>| 9060 | &nbsp;&nbsp; 284148 |
| Ω | Neinor Homes SA | 13514 | &nbsp;&nbsp; 262668 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Obrascon Huarte Lain <br> SA<br>| 186372 | &nbsp;&nbsp; 70002 |
|  | Pharma Mar SA | 1779 | &nbsp;&nbsp; 162159 |
|  | Prim SA | 1123 | &nbsp;&nbsp; 15624 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Promotora de <br> Informaciones SA, <br> Class A<br>| 51144 | &nbsp;&nbsp; 20369 |
| Ω | Prosegur Cash SA | 43253 | &nbsp;&nbsp; 37043 |
|  | Realia Business SA | 163953 | &nbsp;&nbsp; 175686 |
|  | Redeia Corp. SA | 147722 | &nbsp;&nbsp; 2863736 |
|  | Sacyr SA | 107160 | &nbsp;&nbsp; 438794 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solaria Energia y <br> Medio Ambiente <br> SA<br>| 47470 | &nbsp;&nbsp; 610374 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp; Soltec Power Holdings <br> SA<br>| 4800 | &nbsp;&nbsp; 1643 |
| #\*Ω | Talgo SA | 18976 | &nbsp;&nbsp; 65635 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tecnicas Reunidas <br> SA<br>| 38833 | &nbsp;&nbsp; $956334 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Telefonica SA (TEF <br> SM)<br>| 1309995 | &nbsp;&nbsp; 6760613 |
| # | Tubacex SA | 61124 | &nbsp;&nbsp; 254597 |
| Ω | Unicaja Banco SA | 502777 | &nbsp;&nbsp; 1320995 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp; 127803591 |
| SWEDEN — (3.7%) | SWEDEN — (3.7%) | SWEDEN — (3.7%) | SWEDEN — (3.7%) |
|  | AAK AB | 17148 | &nbsp;&nbsp; 441122 |
| Ω | AcadeMedia AB | 36502 | &nbsp;&nbsp; 334241 |
|  | AddLife AB, Class B | 43022 | &nbsp;&nbsp; 757624 |
|  | Addnode Group AB | 45365 | &nbsp;&nbsp; 519038 |
|  | AddTech AB, Class B | 88465 | &nbsp;&nbsp; 2974032 |
|  | AFRY AB | 67994 | &nbsp;&nbsp; 1052450 |
|  | Alfa Laval AB | 51089 | &nbsp;&nbsp; 2219695 |
| Ω | Alimak Group AB | 28194 | &nbsp;&nbsp; 483221 |
|  | Alleima AB | 87037 | &nbsp;&nbsp; 615087 |
|  | Alligo AB, Class B | 9012 | &nbsp;&nbsp; 96773 |
| Ω | Ambea AB | 54102 | &nbsp;&nbsp; 680631 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Annehem Fastigheter <br> AB, Class B<br>| 20118 | &nbsp;&nbsp; 34478 |
|  | AQ Group AB | 12285 | &nbsp;&nbsp; 250374 |
|  | Arise AB | 18466 | &nbsp;&nbsp; 64814 |
|  | Arjo AB, Class B | 60821 | &nbsp;&nbsp; 211947 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asmodee Group AB, <br> Class B<br>| 37385 | &nbsp;&nbsp; 470811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Assa Abloy AB, <br> Class B<br>| 86434 | &nbsp;&nbsp; 2860121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Copco AB <br> (ATCOA SS), <br> Class A<br>| 416508 | &nbsp;&nbsp; 6342744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Copco AB <br> (ATCOB SS), <br> Class B<br>| 274818 | &nbsp;&nbsp; 3719154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atrium Ljungberg AB, <br> Class B<br>| 75650 | &nbsp;&nbsp; 244680 |
| Ω | Attendo AB | 47275 | &nbsp;&nbsp; 330329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avanza Bank Holding <br> AB<br>| 99161 | &nbsp;&nbsp; 3653048 |
| # | Axfood AB | 47948 | &nbsp;&nbsp; 1428769 |
|  | Beijer Alma AB | 16990 | &nbsp;&nbsp; 457105 |
|  | Beijer Ref AB | 36411 | &nbsp;&nbsp; 611228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bergman & Beving <br> AB<br>| 16194 | &nbsp;&nbsp; 520679 |
|  | Betsson AB, Class B | 91314 | &nbsp;&nbsp; 1546162 |
| #\* | Better Collective AS | 18297 | &nbsp;&nbsp; 257818 |
| \* | BHG Group AB | 62928 | &nbsp;&nbsp; 149480 |
|  | Bilia AB, Class A | 51649 | &nbsp;&nbsp; 606840 |
|  | Billerud Aktiebolag | 76293 | &nbsp;&nbsp; 647783 |
|  | BioGaia AB, Class B | 36515 | &nbsp;&nbsp; 365361 |
|  | Bjorn Borg AB | 8728 | &nbsp;&nbsp; 51575 |
| \* | Boliden AB | 73561 | &nbsp;&nbsp; 2251645 |
| \* | Bonava AB, Class B | 78500 | &nbsp;&nbsp; 91968 |
| \*Ω | Boozt AB | 23237 | &nbsp;&nbsp; 206875 |
| Ω | Bravida Holding AB | 105011 | &nbsp;&nbsp; 985417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BTS Group AB, <br> Class B<br>| 885 | &nbsp;&nbsp; 18705 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Bufab AB | 56260 | &nbsp;&nbsp; $557939 |
|  | Bulten AB | 3625 | &nbsp;&nbsp; 21805 |
|  | Bure Equity AB | 40290 | &nbsp;&nbsp; 1189413 |
|  | Byggmax Group AB | 33690 | &nbsp;&nbsp; 200103 |
| \* | Camurus AB | 12788 | &nbsp;&nbsp; 887280 |
| \* | Carasent AB | 7011 | &nbsp;&nbsp; 21215 |
| # | Castellum AB | 48636 | &nbsp;&nbsp; 553651 |
|  | Catella AB | 30701 | &nbsp;&nbsp; 93000 |
|  | Catena AB | 11657 | &nbsp;&nbsp; 526596 |
| \* | Cavotec Group AB | 12463 | &nbsp;&nbsp; 22407 |
|  | Cellavision AB | 2712 | &nbsp;&nbsp; 48522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cibus Nordic Real <br> Estate AB publ<br>| 16108 | &nbsp;&nbsp; 285400 |
| \* | Cint Group AB | 88523 | &nbsp;&nbsp; 64521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clas Ohlson AB, <br> Class B<br>| 39038 | &nbsp;&nbsp; 1358309 |
|  | Cloetta AB, Class B | 56728 | &nbsp;&nbsp; 182440 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Coor Service <br> Management <br> Holding AB<br>| 57136 | &nbsp;&nbsp; 268551 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Corem Property <br> Group AB (COREB <br> SS), Class B<br>| 195859 | &nbsp;&nbsp; 87359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corem Property <br> Group AB (CORED <br> SS), Class D<br>| 2536 | &nbsp;&nbsp; 61351 |
| \* | Ctek AB | 5741 | &nbsp;&nbsp; 8535 |
|  | CTT Systems AB | 3004 | &nbsp;&nbsp; 67430 |
|  | Dios Fastigheter AB | 36499 | &nbsp;&nbsp; 239791 |
| Ω | Dometic Group AB | 95349 | &nbsp;&nbsp; 481649 |
| \*Ω | Dustin Group AB | 466812 | &nbsp;&nbsp; 76369 |
| \* | Dynavox Group AB | 15679 | &nbsp;&nbsp; 202672 |
|  | Eastnine AB | 14357 | &nbsp;&nbsp; 69252 |
|  | Elanders AB, Class B | 6728 | &nbsp;&nbsp; 39491 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Electrolux AB, <br> Class B<br>| 103096 | &nbsp;&nbsp; 627917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electrolux <br> Professional AB, <br> Class B<br>| 105894 | &nbsp;&nbsp; 719519 |
|  | Elekta AB, Class B | 115787 | &nbsp;&nbsp; 570959 |
| \* | Embracer Group AB | 42160 | &nbsp;&nbsp; 436128 |
| \* | Enad Global 7 AB | 8884 | &nbsp;&nbsp; 11484 |
| \* | Enea AB | 6109 | &nbsp;&nbsp; 46063 |
|  | Engcon AB | 11770 | &nbsp;&nbsp; 92228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eolus Vind AB, <br> Class B<br>| 4899 | &nbsp;&nbsp; 27001 |
|  | Ependion AB | 3773 | &nbsp;&nbsp; 45540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Epiroc AB (EPIA SS), <br> Class A<br>| 119387 | &nbsp;&nbsp; 2429902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Epiroc AB (EPIB SS), <br> Class B<br>| 73342 | &nbsp;&nbsp; 1314728 |
| # | EQT AB | 20316 | &nbsp;&nbsp; 679044 |
| Ω | Evolution AB | 22303 | &nbsp;&nbsp; 1984098 |
|  | Ework Group AB | 5246 | &nbsp;&nbsp; 56764 |
| # | Fabege AB | 110445 | &nbsp;&nbsp; 925015 |
|  | Fagerhult Group AB | 20861 | &nbsp;&nbsp; 80564 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fastighets AB Balder, <br> Class B<br>| 79516 | &nbsp;&nbsp; 536899 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| \* | Fastighets AB Trianon | 12292 | &nbsp;&nbsp; $23671 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fastighetsbolaget <br> Emilshus AB, <br> Class B<br>| 324 | &nbsp;&nbsp; 1660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FastPartner AB <br> (FPARA SS), <br> Class A<br>| 26872 | &nbsp;&nbsp; 137127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FastPartner AB <br> (FPARD SS), <br> Class D<br>| 6387 | &nbsp;&nbsp; 49866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fenix Outdoor <br> International AG<br>| 1370 | &nbsp;&nbsp; 70110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FormPipe Software <br> AB<br>| 5484 | &nbsp;&nbsp; 15360 |
|  | G5 Entertainment AB | 965 | &nbsp;&nbsp; 10394 |
|  | Getinge AB, Class B | 52815 | &nbsp;&nbsp; 1042476 |
|  | Granges AB | 59043 | &nbsp;&nbsp; 791715 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Green Landscaping <br> Group AB<br>| 1854 | &nbsp;&nbsp; 10618 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gruvaktiebolaget <br> Viscaria<br>| 8929 | &nbsp;&nbsp; 14714 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; H & M Hennes & <br> Mauritz AB, <br> Class B<br>| 98108 | &nbsp;&nbsp; 1321676 |
|  | Hanza AB | 4885 | &nbsp;&nbsp; 55610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heba Fastighets AB, <br> Class B<br>| 22173 | &nbsp;&nbsp; 69981 |
|  | Hemnet Group AB | 59642 | &nbsp;&nbsp; 1717598 |
|  | Hexagon AB, Class B | 164378 | &nbsp;&nbsp; 1806198 |
| \* | Hexatronic Group AB | 71168 | &nbsp;&nbsp; 151158 |
|  | Hexpol AB | 92334 | &nbsp;&nbsp; 795087 |
| \* | HMS Networks AB | 12718 | &nbsp;&nbsp; 534407 |
| Ω | Hoist Finance AB | 36279 | &nbsp;&nbsp; 357449 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Holmen AB (HOLMB <br> SS), Class B<br>| 15331 | &nbsp;&nbsp; 569801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hufvudstaden AB, <br> Class A<br>| 39757 | &nbsp;&nbsp; 481084 |
|  | Humana AB | 18614 | &nbsp;&nbsp; 70357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Husqvarna AB <br> (HUSQA SS), <br> Class A<br>| 6401 | &nbsp;&nbsp; 34621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Husqvarna AB <br> (HUSQB SS), <br> Class B<br>| 102261 | &nbsp;&nbsp; 553856 |
|  | Indutrade AB | 59512 | &nbsp;&nbsp; 1445213 |
|  | Instalco AB | 108086 | &nbsp;&nbsp; 283020 |
|  | INVISIO AB | 20829 | &nbsp;&nbsp; 674882 |
|  | Inwido AB | 24189 | &nbsp;&nbsp; 449747 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ITAB Shop Concept <br> AB<br>| 35246 | &nbsp;&nbsp; 62433 |
|  | JM AB | 35932 | &nbsp;&nbsp; 514905 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; John Mattson <br> Fastighetsforetagen <br> AB<br>| 8820 | &nbsp;&nbsp; 55324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kabe Group AB, <br> Class B<br>| 1160 | &nbsp;&nbsp; 30405 |
| \* | Karnov Group AB | 25012 | &nbsp;&nbsp; 296416 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| #\* | K-fast Holding AB | 41087 | &nbsp;&nbsp; $69229 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Klarabo Sverige AB, <br> Class B<br>| 19376 | &nbsp;&nbsp; 30286 |
|  | KNOW IT AB | 16681 | &nbsp;&nbsp; 199239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lagercrantz Group <br> AB, Class B<br>| 85860 | &nbsp;&nbsp; 1993423 |
|  | Lifco AB, Class B | 46402 | &nbsp;&nbsp; 1652889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lime Technologies <br> AB<br>| 6782 | &nbsp;&nbsp; 263535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lindab International <br> AB<br>| 28206 | &nbsp;&nbsp; 592850 |
|  | Loomis AB | 18478 | &nbsp;&nbsp; 730607 |
| \* | Medcap AB | 3271 | &nbsp;&nbsp; 217469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medicover AB, <br> Class B<br>| 16981 | &nbsp;&nbsp; 475698 |
|  | MEKO AB | 13105 | &nbsp;&nbsp; 114608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micro Systemation AB, <br> Class B<br>| 5726 | &nbsp;&nbsp; 32913 |
|  | Midsona AB, Class B | 13356 | &nbsp;&nbsp; 10904 |
|  | MIPS AB | 3872 | &nbsp;&nbsp; 164101 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Modern Times Group <br> MTG AB, Class B<br>| 51612 | &nbsp;&nbsp; 530602 |
|  | Momentum Group AB | 5204 | &nbsp;&nbsp; 82470 |
| Ω | Munters Group AB | 55652 | &nbsp;&nbsp; 783206 |
|  | Mycronic AB | 57746 | &nbsp;&nbsp; 1253023 |
| \* | NCAB Group AB | 68675 | &nbsp;&nbsp; 371120 |
|  | NCC AB, Class B | 44361 | &nbsp;&nbsp; 839988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nederman Holding <br> AB<br>| 7369 | &nbsp;&nbsp; 127838 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Net Insight AB, <br> Class B<br>| 46248 | &nbsp;&nbsp; 19118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Wave Group AB, <br> Class B<br>| 35622 | &nbsp;&nbsp; 426608 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nibe Industrier AB, <br> Class B<br>| 155070 | &nbsp;&nbsp; 715557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nilorngruppen AB, <br> Class B<br>| 1618 | &nbsp;&nbsp; 9257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nivika Fastigheter AB, <br> Class B<br>| 9301 | &nbsp;&nbsp; 41365 |
| \* | Nobia AB | 179884 | &nbsp;&nbsp; 82937 |
|  | Nolato AB, Class B | 14872 | &nbsp;&nbsp; 87974 |
|  | Nordnet AB publ | 62336 | &nbsp;&nbsp; 1683451 |
| \* | Norion Bank AB | 47759 | &nbsp;&nbsp; 305159 |
|  | Note AB | 2905 | &nbsp;&nbsp; 56771 |
| # | NP3 Fastigheter AB | 10674 | &nbsp;&nbsp; 282313 |
|  | Nyfosa AB | 59337 | &nbsp;&nbsp; 514411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OEM International AB, <br> Class B<br>| 43789 | &nbsp;&nbsp; 603369 |
| #\* | Orron Energy AB | 107701 | &nbsp;&nbsp; 55494 |
|  | Pandox AB | 40276 | &nbsp;&nbsp; 716842 |
|  | Peab AB, Class B | 57607 | &nbsp;&nbsp; 433237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Platzer Fastigheter <br> Holding AB, <br> Class B<br>| 30544 | &nbsp;&nbsp; 217654 |
|  | Prevas AB, Class B | 3001 | &nbsp;&nbsp; 22673 |
|  | Ratos AB, Class B | 176419 | &nbsp;&nbsp; 624538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RaySearch <br> Laboratories AB<br>| 15744 | &nbsp;&nbsp; 539595 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Rejlers AB | 5502 | &nbsp;&nbsp; $111817 |
|  | Rusta AB | 17884 | &nbsp;&nbsp; 139859 |
|  | Rvrc Holding AB | 45114 | &nbsp;&nbsp; 204634 |
|  | Saab AB, Class B | 27844 | &nbsp;&nbsp; 1514546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sagax AB (SAGAA <br> SS), Class A<br>| 309 | &nbsp;&nbsp; 6624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sagax AB (SAGAB <br> SS), Class B<br>| 43876 | &nbsp;&nbsp; 928663 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Samhallsbyggnadsbolaget <br> i Norden AB<br>| 300861 | &nbsp;&nbsp; 150847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samhallsbyggnadsbolaget <br> i Norden AB, <br> Class D<br>| 18499 | &nbsp;&nbsp; 14826 |
|  | Sandvik AB | 129240 | &nbsp;&nbsp; 3153412 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Scandic Hotels Group <br> AB<br>| 91538 | &nbsp;&nbsp; 759066 |
| #\* | Sdiptech AB, Class B | 9910 | &nbsp;&nbsp; 199208 |
|  | Sectra AB, Class B | 53846 | &nbsp;&nbsp; 1996393 |
|  | Securitas AB, Class B | 126576 | &nbsp;&nbsp; 1878557 |
| \* | Sedana Medical AB | 13026 | &nbsp;&nbsp; 21075 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sensys Gatso Group <br> AB<br>| 3064 | &nbsp;&nbsp; 13055 |
| \*Ω | Sinch AB | 223737 | &nbsp;&nbsp; 768079 |
|  | SinterCast AB | 1838 | &nbsp;&nbsp; 21476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska <br> Enskilda Banken AB <br> (SEBA SS), <br> Class A<br>| 327012 | &nbsp;&nbsp; 5720266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska <br> Enskilda Banken AB <br> (SEBC SS), <br> Class C<br>| 3672 | &nbsp;&nbsp; 65081 |
|  | Skanska AB, Class B | 71874 | &nbsp;&nbsp; 1676568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKF AB (SKFA SS), <br> Class A<br>| 2962 | &nbsp;&nbsp; 69690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKF AB (SKFB SS), <br> Class B<br>| 49068 | &nbsp;&nbsp; 1142913 |
|  | SkiStar AB | 27008 | &nbsp;&nbsp; 426063 |
|  | Solid Forsakring AB | 5045 | &nbsp;&nbsp; 38242 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Stendorren <br> Fastigheter AB<br>| 3617 | &nbsp;&nbsp; 75644 |
| \* | Stillfront Group AB | 212710 | &nbsp;&nbsp; 110243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Storskogen Group AB, <br> Class B<br>| 613315 | &nbsp;&nbsp; 711831 |
|  | Svedbergs Group AB | 12363 | &nbsp;&nbsp; 70979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Svenska Cellulosa AB <br> SCA (SCAA SS), <br> Class A<br>| 5252 | &nbsp;&nbsp; 66036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Svenska Cellulosa AB <br> SCA (SCAB SS), <br> Class B<br>| 106623 | &nbsp;&nbsp; 1337175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Svenska <br> Handelsbanken AB <br> (SHBA SS), <br> Class A<br>| 267461 | &nbsp;&nbsp; 3258845 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Svenska <br> Handelsbanken AB <br> (SHBB SS), <br> Class B<br>| 6334 | &nbsp;&nbsp; $123768 |
|  | Sweco AB, Class B | 78044 | &nbsp;&nbsp; 1231107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swedbank AB, <br> Class A<br>| 138165 | &nbsp;&nbsp; 3679061 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Swedish Logistic <br> Property AB, <br> Class B<br>| 8692 | &nbsp;&nbsp; 35172 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Swedish Orphan <br> Biovitrum AB<br>| 49382 | &nbsp;&nbsp; 1357832 |
|  | Synsam AB | 49955 | &nbsp;&nbsp; 272524 |
|  | Systemair AB | 33125 | &nbsp;&nbsp; 320368 |
|  | Tele2 AB, Class B | 243542 | &nbsp;&nbsp; 3763969 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget <br> LM Ericsson (ERIC <br> US), Sponsored <br> ADR<br>| 45200 | &nbsp;&nbsp; 326344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget <br> LM Ericsson <br> (ERICA SS), <br> Class A<br>| 6510 | &nbsp;&nbsp; 47364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget <br> LM Ericsson <br> (ERICB SS), <br> Class B<br>| 413952 | &nbsp;&nbsp; 3006774 |
| # | Telia Co. AB | 519083 | &nbsp;&nbsp; 1833251 |
| Ω | Thule Group AB | 29701 | &nbsp;&nbsp; 839996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trelleborg AB, <br> Class B<br>| 20576 | &nbsp;&nbsp; 747624 |
|  | Troax Group AB | 9144 | &nbsp;&nbsp; 127755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Truecaller AB, <br> Class B<br>| 65748 | &nbsp;&nbsp; 328430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VBG Group AB, <br> Class B<br>| 4446 | &nbsp;&nbsp; 127742 |
| \* | Vestum AB | 15230 | &nbsp;&nbsp; 14962 |
| #\* | Viaplay Group AB | 337248 | &nbsp;&nbsp; 30809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vitec Software Group <br> AB, Class B<br>| 12334 | &nbsp;&nbsp; 478159 |
|  | Vitrolife AB | 31238 | &nbsp;&nbsp; 459040 |
|  | Volati AB | 9287 | &nbsp;&nbsp; 102433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Volvo AB (VOLVA SS), <br> Class A<br>| 48000 | &nbsp;&nbsp; 1376161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Volvo AB (VOLVB <br> SS), Class B<br>| 335482 | &nbsp;&nbsp; 9634971 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Volvo Car AB, <br> Class B<br>| 215668 | &nbsp;&nbsp; 412447 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wallenstam AB, <br> Class B<br>| 147862 | &nbsp;&nbsp; 670144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wihlborgs Fastigheter <br> AB<br>| 119878 | &nbsp;&nbsp; 1178048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; XANO Industri AB, <br> Class B<br>| 4020 | &nbsp;&nbsp; 25107 |
| #\* | XSpray Pharma AB | 4490 | &nbsp;&nbsp; 23802 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp; 148452865 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (8.1%) | SWITZERLAND — (8.1%) | SWITZERLAND — (8.1%) | SWITZERLAND — (8.1%) |
|  | ABB Ltd. | 257472 | &nbsp;&nbsp; $16812430 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Accelleron Industries <br> AG (ACLLY US), <br> ADR<br>| 1336 | &nbsp;&nbsp; 122096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accelleron Industries <br> AG (ACLN SW)<br>| 42178 | &nbsp;&nbsp; 3841627 |
|  | Adecco Group AG | 92117 | &nbsp;&nbsp; 2900593 |
|  | Alcon AG | 51496 | &nbsp;&nbsp; 4508475 |
|  | Allreal Holding AG | 7513 | &nbsp;&nbsp; 1699324 |
|  | ALSO Holding AG | 3802 | &nbsp;&nbsp; 1148315 |
|  | APG SGA SA | 611 | &nbsp;&nbsp; 170494 |
|  | Arbonia AG | 858 | &nbsp;&nbsp; 5811 |
|  | Ascom Holding AG | 16764 | &nbsp;&nbsp; 84660 |
|  | Baloise Holding AG | 22991 | &nbsp;&nbsp; 5510136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Cantonale de <br> Geneve<br>| 494 | &nbsp;&nbsp; 146281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Cantonale <br> Vaudoise<br>| 12119 | &nbsp;&nbsp; 1402462 |
|  | Belimo Holding AG | 4126 | &nbsp;&nbsp; 4801541 |
|  | Bellevue Group AG | 2469 | &nbsp;&nbsp; 23778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berner Kantonalbank <br> AG<br>| 2328 | &nbsp;&nbsp; 727693 |
|  | BKW AG | 8476 | &nbsp;&nbsp; 1892458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bossard Holding AG, <br> Class A<br>| 2376 | &nbsp;&nbsp; 503559 |
|  | Bucher Industries AG | 2910 | &nbsp;&nbsp; 1374244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Burckhardt <br> Compression <br> Holding AG<br>| 1848 | &nbsp;&nbsp; 1645814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Burkhalter Holding <br> AG<br>| 2537 | &nbsp;&nbsp; 456226 |
|  | Bystronic AG | 344 | &nbsp;&nbsp; 170280 |
| # | Calida Holding AG | 727 | &nbsp;&nbsp; 12825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carlo Gavazzi Holding <br> AG<br>| 142 | &nbsp;&nbsp; 32355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cembra Money Bank <br> AG<br>| 15276 | &nbsp;&nbsp; 1714429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cham Swiss <br> Properties AG<br>| 1743 | &nbsp;&nbsp; 49100 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cicor Technologies <br> Ltd.<br>| 223 | &nbsp;&nbsp; 55276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie Financiere <br> Tradition SA<br>| 443 | &nbsp;&nbsp; 128247 |
| # | Clariant AG | 113235 | &nbsp;&nbsp; 1162126 |
|  | Coltene Holding AG | 840 | &nbsp;&nbsp; 53968 |
|  | Daetwyler Holding AG | 1487 | &nbsp;&nbsp; 264826 |
|  | DKSH Holding AG | 23649 | &nbsp;&nbsp; 1635334 |
| #\* | DocMorris AG | 33556 | &nbsp;&nbsp; 314217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; dormakaba Holding <br> AG<br>| 1316 | &nbsp;&nbsp; 1270367 |
|  | DSM-Firmenich AG | 20907 | &nbsp;&nbsp; 2008733 |
|  | EFG International AG | 46629 | &nbsp;&nbsp; 924218 |
|  | Emmi AG | 906 | &nbsp;&nbsp; 824689 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; EMS-Chemie Holding <br> AG<br>| 1288 | &nbsp;&nbsp; 1013387 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Feintool International <br> Holding AG<br>| 840 | &nbsp;&nbsp; 12680 |
|  | Flughafen Zurich AG | 8362 | &nbsp;&nbsp; 2356717 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | Forbo Holding AG | 225 | &nbsp;&nbsp; $213416 |
|  | Galderma Group AG | 13631 | &nbsp;&nbsp; 2100784 |
| Ω | Galenica AG | 35154 | &nbsp;&nbsp; 3730881 |
|  | Geberit AG | 10434 | &nbsp;&nbsp; 7993470 |
| # | Georg Fischer AG | 17520 | &nbsp;&nbsp; 1370566 |
|  | Givaudan SA | 2064 | &nbsp;&nbsp; 8628236 |
|  | Glarner Kantonalbank | 1134 | &nbsp;&nbsp; 29715 |
|  | Helvetia Holding AG | 19614 | &nbsp;&nbsp; 4716803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hiag Immobilien <br> Holding AG<br>| 723 | &nbsp;&nbsp; 96154 |
|  | Huber & Suhner AG | 8082 | &nbsp;&nbsp; 1079156 |
|  | Implenia AG | 4981 | &nbsp;&nbsp; 335268 |
|  | Inficon Holding AG | 4862 | &nbsp;&nbsp; 585025 |
|  | Interroll Holding AG | 150 | &nbsp;&nbsp; 422395 |
|  | Intershop Holding AG | 2180 | &nbsp;&nbsp; 403544 |
|  | Investis Holding SA | 1724 | &nbsp;&nbsp; 266460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Julius Baer Group <br> Ltd.<br>| 61468 | &nbsp;&nbsp; 4159187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jungfraubahn Holding <br> AG<br>| 459 | &nbsp;&nbsp; 114519 |
|  | Kardex Holding AG | 2187 | &nbsp;&nbsp; 842142 |
| \* | Komax Holding AG | 1162 | &nbsp;&nbsp; 159052 |
| \* | Kudelski SA | 3540 | &nbsp;&nbsp; 6531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuehne & Nagel <br> International AG<br>| 11897 | &nbsp;&nbsp; 2425547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Landis & Gyr Group <br> AG<br>| 10056 | &nbsp;&nbsp; 821116 |
|  | Lastminute.com NV | 3748 | &nbsp;&nbsp; 74668 |
| \* | LEM Holding SA | 128 | &nbsp;&nbsp; 104047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liechtensteinische <br> Landesbank AG<br>| 5939 | &nbsp;&nbsp; 634863 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Logitech International <br> SA (LOGI US)<br>| 10548 | &nbsp;&nbsp; 979698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Logitech International <br> SA (LOGN SW)<br>| 29073 | &nbsp;&nbsp; 2695848 |
| Ω | Medacta Group SA | 1879 | &nbsp;&nbsp; 340812 |
| Ω | Medmix AG | 2102 | &nbsp;&nbsp; 30723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meier Tobler Group <br> AG<br>| 2096 | &nbsp;&nbsp; 93823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metall Zug AG, <br> Class B<br>| 62 | &nbsp;&nbsp; 76151 |
|  | Mikron Holding AG | 1314 | &nbsp;&nbsp; 29597 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mobilezone Holding <br> AG<br>| 14860 | &nbsp;&nbsp; 207287 |
|  | Mobimo Holding AG | 3594 | &nbsp;&nbsp; 1407602 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Montana Aerospace <br> AG<br>| 3287 | &nbsp;&nbsp; 114486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Naturenergie Holding <br> AG<br>| 4212 | &nbsp;&nbsp; 171364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novartis AG (NOVN <br> SW)<br>| 13040 | &nbsp;&nbsp; 1485087 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Novartis AG (NVS <br> US), Sponsored <br> ADR<br>| 347072 | &nbsp;&nbsp; 39475969 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Novavest Real Estate <br> AG<br>| 964 | &nbsp;&nbsp; 46977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OC Oerlikon Corp. AG <br> Pfaffikon<br>| 50966 | &nbsp;&nbsp; 248998 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
| # | Orell Fuessli AG | 246 | &nbsp;&nbsp; $31761 |
| #\* | Orior AG | 1050 | &nbsp;&nbsp; 15814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Partners Group <br> Holding AG<br>| 6159 | &nbsp;&nbsp; 8279522 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Peach Property Group <br> AG<br>| 2272 | &nbsp;&nbsp; 16343 |
|  | Phoenix Mecano AG | 277 | &nbsp;&nbsp; 156577 |
|  | Plazza AG, Class A | 42 | &nbsp;&nbsp; 20594 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; PolyPeptide Group <br> AG<br>| 1208 | &nbsp;&nbsp; 33600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PSP Swiss Property <br> AG<br>| 19021 | &nbsp;&nbsp; 3227185 |
| # | Rieter Holding AG | 795 | &nbsp;&nbsp; 60621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Roche Holding AG <br> (RO SW)<br>| 5281 | &nbsp;&nbsp; 1755061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Roche Holding AG <br> (ROG SW)<br>| 116234 | &nbsp;&nbsp; 36273500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Romande Energie <br> Holding SA<br>| 3048 | &nbsp;&nbsp; 155809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandoz Group AG <br> (SDZ SW)<br>| 102366 | &nbsp;&nbsp; 5854198 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Santhera <br> Pharmaceuticals <br> Holding AG<br>| 1180 | &nbsp;&nbsp; 21492 |
|  | Schindler Holding AG | 4589 | &nbsp;&nbsp; 1609497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schweiter <br> Technologies AG<br>| 215 | &nbsp;&nbsp; 99136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SF Urban Properties <br> AG<br>| 145 | &nbsp;&nbsp; 17618 |
|  | SFS Group AG | 4928 | &nbsp;&nbsp; 636825 |
|  | SGS SA | 54562 | &nbsp;&nbsp; 5544228 |
|  | Siegfried Holding AG | 8140 | &nbsp;&nbsp; 910102 |
| # | SIG Group AG | 188575 | &nbsp;&nbsp; 3050912 |
|  | Sika AG | 42089 | &nbsp;&nbsp; 9932142 |
|  | SKAN Group AG | 1871 | &nbsp;&nbsp; 171587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Softwareone Holding <br> AG<br>| 23949 | &nbsp;&nbsp; 195458 |
|  | Sonova Holding AG | 18384 | &nbsp;&nbsp; 5004271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. Galler <br> Kantonalbank AG<br>| 1018 | &nbsp;&nbsp; 621145 |
| # | Stadler Rail AG | 18984 | &nbsp;&nbsp; 501684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Straumann Holding <br> AG<br>| 21980 | &nbsp;&nbsp; 2678040 |
|  | Sulzer AG | 8243 | &nbsp;&nbsp; 1586043 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Swatch Group AG <br> (UHR SW)<br>| 10557 | &nbsp;&nbsp; 1867082 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Swatch Group AG <br> (UHRN SW)<br>| 19445 | &nbsp;&nbsp; 708252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swiss Life Holding <br> AG<br>| 9783 | &nbsp;&nbsp; 10133207 |
|  | Swiss Prime Site AG | 34534 | &nbsp;&nbsp; 4776353 |
|  | Swiss Re AG | 103571 | &nbsp;&nbsp; 18539349 |
| # | Swisscom AG | 9657 | &nbsp;&nbsp; 6710015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swissquote Group <br> Holding SA<br>| 6994 | &nbsp;&nbsp; 4647132 |
|  | Tecan Group AG | 1583 | &nbsp;&nbsp; 313421 |
|  | Temenos AG | 18409 | &nbsp;&nbsp; 1646586 |
|  | TX Group AG | 1340 | &nbsp;&nbsp; 364314 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
| \* | u-blox Holding AG | 3838 | &nbsp;&nbsp; $477916 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG (UBS <br> US)<br>| 52577 | &nbsp;&nbsp; 1962719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG <br> (UBSG SW)<br>| 269211 | &nbsp;&nbsp; 10004960 |
|  | Valiant Holding AG | 6872 | &nbsp;&nbsp; 1081637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Varia U.S. Properties <br> AG<br>| 791 | &nbsp;&nbsp; 19524 |
| Ω | VAT Group AG | 5827 | &nbsp;&nbsp; 2040549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vaudoise Assurances <br> Holding SA<br>| 433 | &nbsp;&nbsp; 334188 |
|  | Vontobel Holding AG | 16069 | &nbsp;&nbsp; 1171654 |
|  | VP Bank AG, Class A | 362 | &nbsp;&nbsp; 34566 |
|  | VZ Holding AG | 5795 | &nbsp;&nbsp; 1226507 |
|  | V-ZUG Holding AG | 925 | &nbsp;&nbsp; 59293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walliser <br> Kantonalbank<br>| 803 | &nbsp;&nbsp; 124574 |
|  | Warteck Invest AG | 38 | &nbsp;&nbsp; 92880 |
| # | Ypsomed Holding AG | 1282 | &nbsp;&nbsp; 613382 |
|  | Zehnder Group AG | 1233 | &nbsp;&nbsp; 108635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zug Estates Holding <br> AG, Class B<br>| 122 | &nbsp;&nbsp; 321514 |
|  | Zuger Kantonalbank | 37 | &nbsp;&nbsp; 389541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zurich Insurance <br> Group AG<br>| 19902 | &nbsp;&nbsp; 13575277 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp; 324305550 |
| UNITED KINGDOM — (12.6%) | UNITED KINGDOM — (12.6%) | UNITED KINGDOM — (12.6%) | UNITED KINGDOM — (12.6%) |
|  | 3i Group PLC | 159187 | &nbsp;&nbsp; 8698315 |
|  | 4imprint Group PLC | 12496 | &nbsp;&nbsp; 591894 |
|  | Aberdeen Group PLC | 714348 | &nbsp;&nbsp; 1884976 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Accesso Technology <br> Group PLC<br>| 5610 | &nbsp;&nbsp; 33159 |
|  | Admiral Group PLC | 103501 | &nbsp;&nbsp; 4665461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Medical <br> Solutions Group <br> PLC<br>| 46080 | &nbsp;&nbsp; 123643 |
|  | AG Barr PLC | 33913 | &nbsp;&nbsp; 308075 |
| Ω | Airtel Africa PLC | 434917 | &nbsp;&nbsp; 1170783 |
|  | AJ Bell PLC | 136933 | &nbsp;&nbsp; 969836 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Alfa Financial <br> Software Holdings <br> PLC<br>| 62251 | &nbsp;&nbsp; 187895 |
|  | Antofagasta PLC | 35601 | &nbsp;&nbsp; 877978 |
| \* | AO World PLC | 118657 | &nbsp;&nbsp; 145556 |
|  | Ashmore Group PLC | 83278 | &nbsp;&nbsp; 191936 |
|  | Ashtead Group PLC | 77699 | &nbsp;&nbsp; 5191172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ashtead Technology <br> Holdings PLC<br>| 33238 | &nbsp;&nbsp; 146917 |
| #\* | ASOS PLC | 24265 | &nbsp;&nbsp; 99287 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Aston Martin Lagonda <br> Global Holdings <br> PLC<br>| 59183 | &nbsp;&nbsp; 54437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC <br> (AZN LN)<br>| 25658 | &nbsp;&nbsp; 3743288 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC <br> (AZN US), <br> Sponsored ADR<br>| 353855 | &nbsp;&nbsp; $25863262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atalaya Mining <br> Copper SA<br>| 43021 | &nbsp;&nbsp; 259295 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Auction Technology <br> Group PLC<br>| 24744 | &nbsp;&nbsp; 160657 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Auto Trader Group <br> PLC<br>| 474278 | &nbsp;&nbsp; 5235929 |
|  | Aviva PLC | 584887 | &nbsp;&nbsp; 4997275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avon Technologies <br> PLC<br>| 6389 | &nbsp;&nbsp; 178223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B&M European Value <br> Retail SA<br>| 389358 | &nbsp;&nbsp; 1150892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Babcock International <br> Group PLC<br>| 225580 | &nbsp;&nbsp; 3092775 |
|  | BAE Systems PLC | 252624 | &nbsp;&nbsp; 6027764 |
| Ω | Bakkavor Group PLC | 53124 | &nbsp;&nbsp; 164462 |
|  | Balfour Beatty PLC | 188688 | &nbsp;&nbsp; 1348458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barclays PLC (BARC <br> LN)<br>| 1252014 | &nbsp;&nbsp; 6119867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barclays PLC (BCS <br> US), Sponsored <br> ADR<br>| 251315 | &nbsp;&nbsp; 4930800 |
|  | Barratt Redrow PLC | 612559 | &nbsp;&nbsp; 3016516 |
|  | Beazley PLC | 398001 | &nbsp;&nbsp; 4689535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Begbies Traynor <br> Group PLC<br>| 34007 | &nbsp;&nbsp; 53827 |
|  | Bellway PLC | 63366 | &nbsp;&nbsp; 2073841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berkeley Group <br> Holdings PLC<br>| 48315 | &nbsp;&nbsp; 2323580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bloomsbury <br> Publishing PLC<br>| 42088 | &nbsp;&nbsp; 265495 |
| #\* | boohoo Group PLC | 332375 | &nbsp;&nbsp; 76135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brickability Group <br> PLC<br>| 16122 | &nbsp;&nbsp; 13263 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Bridgepoint Group <br> PLC<br>| 13466 | &nbsp;&nbsp; 58055 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brooks Macdonald <br> Group PLC<br>| 2856 | &nbsp;&nbsp; 68083 |
|  | BT Group PLC | 2033589 | &nbsp;&nbsp; 5553806 |
|  | Bunzl PLC | 113857 | &nbsp;&nbsp; 3378986 |
| \* | Burberry Group PLC | 153055 | &nbsp;&nbsp; 2596254 |
|  | Burford Capital Ltd. | 71092 | &nbsp;&nbsp; 901887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bytes Technology <br> Group PLC (BYIT <br> LN)<br>| 105172 | &nbsp;&nbsp; 507465 |
|  | C&C Group PLC | 139870 | &nbsp;&nbsp; 326803 |
| \* | Capita PLC | 13141 | &nbsp;&nbsp; 52448 |
|  | Capital Ltd. | 37907 | &nbsp;&nbsp; 47142 |
|  | Card Factory PLC | 99820 | &nbsp;&nbsp; 134361 |
|  | Carr's Group PLC | 9982 | &nbsp;&nbsp; 19043 |
|  | Castings PLC | 3885 | &nbsp;&nbsp; 14679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Asia Metals <br> PLC<br>| 80782 | &nbsp;&nbsp; 156151 |
|  | Chemring Group PLC | 78841 | &nbsp;&nbsp; 570974 |
|  | Chesnara PLC | 88613 | &nbsp;&nbsp; 308411 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Clarkson PLC | 11351 | &nbsp;&nbsp; $516860 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Close Brothers Group <br> PLC<br>| 83764 | &nbsp;&nbsp; 445168 |
| Ω | CMC Markets PLC | 34131 | &nbsp;&nbsp; 102304 |
|  | Coca-Cola HBC AG | 23634 | &nbsp;&nbsp; 1228311 |
|  | Cohort PLC | 6022 | &nbsp;&nbsp; 115750 |
|  | Compass Group PLC | 302533 | &nbsp;&nbsp; 10630839 |
|  | Computacenter PLC | 49401 | &nbsp;&nbsp; 1493043 |
|  | Conduit Holdings Ltd. | 21061 | &nbsp;&nbsp; 84709 |
| Ω | ConvaTec Group PLC | 419916 | &nbsp;&nbsp; 1293771 |
|  | Costain Group PLC | 82959 | &nbsp;&nbsp; 179535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crest Nicholson <br> Holdings PLC<br>| 138281 | &nbsp;&nbsp; 332831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Croda International <br> PLC<br>| 15147 | &nbsp;&nbsp; 521316 |
| \* | Currys PLC | 737423 | &nbsp;&nbsp; 1097344 |
|  | CVS Group PLC | 28112 | &nbsp;&nbsp; 455090 |
|  | DCC PLC | 49545 | &nbsp;&nbsp; 3103054 |
| \* | DFS Furniture PLC | 94872 | &nbsp;&nbsp; 200029 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Diageo PLC (DEO <br> US), Sponsored <br> ADR<br>| 74375 | &nbsp;&nbsp; 7285031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diageo PLC (DGE <br> LN)<br>| 22401 | &nbsp;&nbsp; 542945 |
| #\* | Dialight PLC | 4837 | &nbsp;&nbsp; 13180 |
|  | Diploma PLC | 40010 | &nbsp;&nbsp; 2832305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DiscoverIE Group <br> PLC<br>| 24389 | &nbsp;&nbsp; 222235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Domino's Pizza Group <br> PLC<br>| 123202 | &nbsp;&nbsp; 389984 |
|  | dotdigital group PLC | 72032 | &nbsp;&nbsp; 68723 |
|  | Dr. Martens PLC | 251750 | &nbsp;&nbsp; 268543 |
|  | Drax Group PLC | 225933 | &nbsp;&nbsp; 2110111 |
|  | Dunelm Group PLC | 45981 | &nbsp;&nbsp; 737599 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; EKF Diagnostics <br> Holdings PLC<br>| 91050 | &nbsp;&nbsp; 37092 |
|  | Elementis PLC | 217555 | &nbsp;&nbsp; 497821 |
|  | Entain PLC | 68364 | &nbsp;&nbsp; 918040 |
|  | Epwin Group PLC | 48473 | &nbsp;&nbsp; 60838 |
|  | Essentra PLC | 67810 | &nbsp;&nbsp; 93582 |
|  | Experian PLC | 285460 | &nbsp;&nbsp; 15041095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FDM Group Holdings <br> PLC<br>| 56476 | &nbsp;&nbsp; 90586 |
|  | Firstgroup PLC | 220220 | &nbsp;&nbsp; 655217 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Flowtech Fluidpower <br> PLC<br>| 100 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foresight Group <br> Holdings Ltd.<br>| 27631 | &nbsp;&nbsp; 168566 |
|  | Foxtons Group PLC | 116990 | &nbsp;&nbsp; 90356 |
| \* | Frasers Group PLC | 28697 | &nbsp;&nbsp; 259823 |
|  | Fresnillo PLC | 97883 | &nbsp;&nbsp; 1804833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuller Smith & Turner <br> PLC, Class A<br>| 4475 | &nbsp;&nbsp; 34844 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Funding Circle <br> Holdings PLC<br>| 43359 | &nbsp;&nbsp; 77210 |
|  | Future PLC | 64490 | &nbsp;&nbsp; 603149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galliford Try Holdings <br> PLC<br>| 34108 | &nbsp;&nbsp; 196752 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Games Workshop <br> Group PLC<br>| 13030 | &nbsp;&nbsp; $2791836 |
| \* | Gaming Realms PLC | 107480 | &nbsp;&nbsp; 76404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gamma <br> Communications <br> PLC<br>| 32720 | &nbsp;&nbsp; 469588 |
|  | GB Group PLC | 145567 | &nbsp;&nbsp; 448477 |
|  | Genuit Group PLC | 71526 | &nbsp;&nbsp; 367394 |
| \* | Georgia Capital PLC | 12444 | &nbsp;&nbsp; 348968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gooch & Housego <br> PLC<br>| 6576 | &nbsp;&nbsp; 52520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grafton Group PLC, <br> CDI<br>| 64271 | &nbsp;&nbsp; 753471 |
|  | Grainger PLC | 441812 | &nbsp;&nbsp; 1194471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group <br> PLC<br>| 170785 | &nbsp;&nbsp; 579853 |
|  | Greggs PLC | 30491 | &nbsp;&nbsp; 634045 |
| \* | Griffin Mining Ltd. | 5707 | &nbsp;&nbsp; 13874 |
|  | GSK PLC (GSK LN) | 244223 | &nbsp;&nbsp; 4492230 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GSK PLC (GSK US), <br> Sponsored ADR<br>| 81069 | &nbsp;&nbsp; 3011728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Marine Services <br> PLC<br>| 55690 | &nbsp;&nbsp; 15096 |
| \*Ω | Gym Group PLC | 34826 | &nbsp;&nbsp; 67564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haleon PLC (HLN <br> LN)<br>| 892185 | &nbsp;&nbsp; 4184944 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Haleon PLC (HLN <br> US), ADR<br>| 45689 | &nbsp;&nbsp; 430847 |
|  | Halfords Group PLC | 77447 | &nbsp;&nbsp; 146842 |
|  | Halma PLC | 61637 | &nbsp;&nbsp; 2637355 |
|  | Harworth Group PLC | 68062 | &nbsp;&nbsp; 169506 |
|  | Hays PLC | 573279 | &nbsp;&nbsp; 481897 |
| \* | Headlam Group PLC | 23382 | &nbsp;&nbsp; 25340 |
|  | Helical PLC | 46922 | &nbsp;&nbsp; 140141 |
|  | Henry Boot PLC | 43597 | &nbsp;&nbsp; 132134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hikma <br> Pharmaceuticals <br> PLC<br>| 23273 | &nbsp;&nbsp; 601543 |
|  | Hill & Smith PLC | 34274 | &nbsp;&nbsp; 922476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hilton Food Group <br> PLC<br>| 43116 | &nbsp;&nbsp; 483404 |
|  | Hiscox Ltd. | 129263 | &nbsp;&nbsp; 2200732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hochschild Mining <br> PLC<br>| 190661 | &nbsp;&nbsp; 700693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hollywood Bowl <br> Group PLC<br>| 50982 | &nbsp;&nbsp; 165501 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hostelworld Group <br> PLC<br>| 39268 | &nbsp;&nbsp; 60895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Howden Joinery <br> Group PLC<br>| 278689 | &nbsp;&nbsp; 3226262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HSBC Holdings PLC <br> (HSBA LN)<br>| 536883 | &nbsp;&nbsp; 6540830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HSBC Holdings PLC <br> (HSBC US), <br> Sponsored ADR<br>| 295612 | &nbsp;&nbsp; 18121016 |
|  | Hunting PLC | 109130 | &nbsp;&nbsp; 452951 |
| Ω | Ibstock PLC | 30625 | &nbsp;&nbsp; 60625 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | ICG PLC | 114260 | &nbsp;&nbsp; $3271569 |
| # | IDOX PLC | 187403 | &nbsp;&nbsp; 153320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IG Group Holdings <br> PLC<br>| 119986 | &nbsp;&nbsp; 1786689 |
|  | IMI PLC | 114629 | &nbsp;&nbsp; 3348889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Impax Asset <br> Management Group <br> PLC<br>| 39038 | &nbsp;&nbsp; 101975 |
|  | Inchcape PLC | 203781 | &nbsp;&nbsp; 1885964 |
| \* | Indivior PLC | 29746 | &nbsp;&nbsp; 600865 |
|  | Informa PLC | 299163 | &nbsp;&nbsp; 3420945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IntegraFin Holdings <br> PLC<br>| 51465 | &nbsp;&nbsp; 243661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Workplace Group <br> PLC<br>| 157597 | &nbsp;&nbsp; 459824 |
|  | Intertek Group PLC | 30310 | &nbsp;&nbsp; 1970756 |
| \* | IP Group PLC | 388070 | &nbsp;&nbsp; 286519 |
|  | ITV PLC | 1244401 | &nbsp;&nbsp; 1349790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J D Wetherspoon <br> PLC<br>| 21332 | &nbsp;&nbsp; 211428 |
|  | J Sainsbury PLC | 756370 | &nbsp;&nbsp; 3024415 |
| # | James Halstead PLC | 48573 | &nbsp;&nbsp; 94251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JD Sports Fashion <br> PLC<br>| 871655 | &nbsp;&nbsp; 978421 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; John Wood Group <br> PLC<br>| 473199 | &nbsp;&nbsp; 115237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Matthey <br> PLC<br>| 88563 | &nbsp;&nbsp; 2063589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jupiter Fund <br> Management PLC<br>| 232206 | &nbsp;&nbsp; 394753 |
|  | Just Group PLC | 670745 | &nbsp;&nbsp; 1865407 |
|  | Kainos Group PLC | 31803 | &nbsp;&nbsp; 310313 |
|  | Keller Group PLC | 21231 | &nbsp;&nbsp; 370831 |
|  | Kier Group PLC | 161755 | &nbsp;&nbsp; 422844 |
|  | Kingfisher PLC | 717173 | &nbsp;&nbsp; 2550126 |
|  | Kitwave Group PLC | 11216 | &nbsp;&nbsp; 36258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Knights Group <br> Holdings PLC<br>| 6242 | &nbsp;&nbsp; 14152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lancashire Holdings <br> Ltd.<br>| 113747 | &nbsp;&nbsp; 939278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Legal & General <br> Group PLC<br>| 1441997 | &nbsp;&nbsp; 4878370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lion Finance Group <br> PLC<br>| 11242 | &nbsp;&nbsp; 1127058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liontrust Asset <br> Management PLC<br>| 13438 | &nbsp;&nbsp; 63069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group <br> PLC (LLOY LN)<br>| 9915718 | &nbsp;&nbsp; 10168049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; London Investment <br> Group PLC<br>| 5154 | &nbsp;&nbsp; 24183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LSL Property Services <br> PLC<br>| 32720 | &nbsp;&nbsp; 128177 |
| Ω | Luceco PLC | 24469 | &nbsp;&nbsp; 41345 |
|  | M&C Saatchi PLC | 14575 | &nbsp;&nbsp; 35305 |
|  | M&G PLC | 1304539 | &nbsp;&nbsp; 4490086 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macfarlane Group <br> PLC<br>| 29086 | &nbsp;&nbsp; $38093 |
|  | Man Group PLC | 294898 | &nbsp;&nbsp; 640443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marks & Spencer <br> Group PLC<br>| 933555 | &nbsp;&nbsp; 4287434 |
|  | Marshalls PLC | 86978 | &nbsp;&nbsp; 237327 |
| \* | Marston's PLC | 137174 | &nbsp;&nbsp; 77544 |
| \* | McBride PLC | 108739 | &nbsp;&nbsp; 178393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Me Group <br> International PLC<br>| 107196 | &nbsp;&nbsp; 314107 |
|  | Mears Group PLC | 46241 | &nbsp;&nbsp; 237885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melrose Industries <br> PLC<br>| 239415 | &nbsp;&nbsp; 1616439 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Metro Bank Holdings <br> PLC<br>| 30646 | &nbsp;&nbsp; 52150 |
| # | Midwich Group PLC | 22780 | &nbsp;&nbsp; 68734 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mitchells & Butlers <br> PLC<br>| 97664 | &nbsp;&nbsp; 355927 |
|  | MJ Gleeson PLC | 12606 | &nbsp;&nbsp; 60116 |
|  | Mondi PLC | 93006 | &nbsp;&nbsp; 1257282 |
|  | MONY Group PLC | 384116 | &nbsp;&nbsp; 1016289 |
|  | Moonpig Group PLC | 137590 | &nbsp;&nbsp; 388927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Sindall Group <br> PLC<br>| 28698 | &nbsp;&nbsp; 1741084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mortgage Advice <br> Bureau Holdings <br> Ltd.<br>| 9135 | &nbsp;&nbsp; 97396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Grid PLC <br> (NG LN)<br>| 190023 | &nbsp;&nbsp; 2670216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Grid PLC <br> (NGG US), <br> Sponsored ADR<br>| 55931 | &nbsp;&nbsp; 3936983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NatWest Group PLC <br> (NWG LN)<br>| 1236363 | &nbsp;&nbsp; 8582307 |
|  | NCC Group PLC | 111566 | &nbsp;&nbsp; 221327 |
|  | Next 15 Group PLC | 58483 | &nbsp;&nbsp; 216638 |
|  | Next PLC | 29404 | &nbsp;&nbsp; 4772886 |
|  | Nichols PLC | 727 | &nbsp;&nbsp; 12663 |
|  | Ninety One PLC | 97363 | &nbsp;&nbsp; 241288 |
| \* | Ocado Group PLC | 81533 | &nbsp;&nbsp; 337919 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; On the Beach Group <br> PLC<br>| 51184 | &nbsp;&nbsp; 182199 |
|  | OSB Group PLC | 207303 | &nbsp;&nbsp; 1516368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oxford Instruments <br> PLC<br>| 21031 | &nbsp;&nbsp; 502730 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oxford Nanopore <br> Technologies PLC<br>| 19162 | &nbsp;&nbsp; 51364 |
|  | Pagegroup PLC | 246768 | &nbsp;&nbsp; 863133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paragon Banking <br> Group PLC<br>| 92530 | &nbsp;&nbsp; 1103464 |
|  | PayPoint PLC | 36753 | &nbsp;&nbsp; 351495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pearson PLC (PSON <br> LN)<br>| 173927 | &nbsp;&nbsp; 2459493 |
|  | Pennon Group PLC | 194672 | &nbsp;&nbsp; 1286084 |
|  | Persimmon PLC | 92352 | &nbsp;&nbsp; 1392552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pets at Home Group <br> PLC<br>| 126436 | &nbsp;&nbsp; 380854 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Group <br> Holdings PLC<br>| 252684 | &nbsp;&nbsp; $2209739 |
|  | Playtech PLC | 95104 | &nbsp;&nbsp; 499198 |
|  | Plus500 Ltd. | 60436 | &nbsp;&nbsp; 2682246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polar Capital Holdings <br> PLC<br>| 49054 | &nbsp;&nbsp; 307066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pollen Street Group <br> Ltd.<br>| 6224 | &nbsp;&nbsp; 69377 |
|  | Porvair PLC | 5022 | &nbsp;&nbsp; 48963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PPHE Hotel Group <br> Ltd.<br>| 3969 | &nbsp;&nbsp; 85390 |
|  | Premier Foods PLC | 250147 | &nbsp;&nbsp; 635746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prudential PLC (PRU <br> LN)<br>| 146374 | &nbsp;&nbsp; 1856926 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Prudential PLC (PUK <br> US), ADR<br>| 57880 | &nbsp;&nbsp; 1477098 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PureTech Health PLC <br> (PRTC LN)<br>| 35409 | &nbsp;&nbsp; 66813 |
|  | PZ Cussons PLC | 23551 | &nbsp;&nbsp; 21810 |
|  | QinetiQ Group PLC | 157582 | &nbsp;&nbsp; 1033122 |
| Ω | Quilter PLC | 683313 | &nbsp;&nbsp; 1526841 |
|  | Rank Group PLC | 41335 | &nbsp;&nbsp; 85437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rathbones Group <br> PLC<br>| 14311 | &nbsp;&nbsp; 360782 |
|  | Reach PLC | 232900 | &nbsp;&nbsp; 213769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reckitt Benckiser <br> Group PLC<br>| 144769 | &nbsp;&nbsp; 10849823 |
|  | Record PLC | 31963 | &nbsp;&nbsp; 23571 |
|  | RELX PLC (REL LN) | 28808 | &nbsp;&nbsp; 1496895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RELX PLC (RELX <br> US), Sponsored <br> ADR<br>| 397933 | &nbsp;&nbsp; 20648733 |
|  | RELX PLC (REN NA) | 26000 | &nbsp;&nbsp; 1350217 |
|  | Renew Holdings PLC | 34215 | &nbsp;&nbsp; 382076 |
|  | Renold PLC | 60850 | &nbsp;&nbsp; 64453 |
|  | Rentokil Initial PLC | 193789 | &nbsp;&nbsp; 966706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rentokil Initial PLC, <br> Sponsored ADR<br>| 17513 | &nbsp;&nbsp; 433797 |
|  | Ricardo PLC | 9596 | &nbsp;&nbsp; 54323 |
|  | Rightmove PLC | 634492 | &nbsp;&nbsp; 6847113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rio Tinto PLC (RIO <br> US), Sponsored <br> ADR<br>| 23472 | &nbsp;&nbsp; 1402921 |
|  | Robert Walters PLC | 34121 | &nbsp;&nbsp; 64540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rolls-Royce Holdings <br> PLC<br>| 1160557 | &nbsp;&nbsp; 16471751 |
|  | Rotork PLC | 324537 | &nbsp;&nbsp; 1392007 |
|  | RS Group PLC | 110598 | &nbsp;&nbsp; 813886 |
|  | RWS Holdings PLC | 106895 | &nbsp;&nbsp; 126372 |
|  | S&U PLC | 2061 | &nbsp;&nbsp; 49342 |
|  | S4 Capital PLC | 78707 | &nbsp;&nbsp; 24845 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Sabre Insurance <br> Group PLC<br>| 49447 | &nbsp;&nbsp; 99601 |
|  | Sage Group PLC | 224236 | &nbsp;&nbsp; 3600478 |
|  | Savills PLC | 54499 | &nbsp;&nbsp; 703206 |
|  | Schroders PLC | 219220 | &nbsp;&nbsp; 1126822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Secure Trust Bank <br> PLC<br>| 5821 | &nbsp;&nbsp; 76816 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Senior PLC | 68446 | &nbsp;&nbsp; $182396 |
|  | Severfield PLC | 101799 | &nbsp;&nbsp; 42882 |
|  | Severn Trent PLC | 90595 | &nbsp;&nbsp; 3176923 |
| \* | SIG PLC | 206768 | &nbsp;&nbsp; 38658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smith & Nephew PLC <br> (SN LN)<br>| 61518 | &nbsp;&nbsp; 940176 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Smith & Nephew PLC <br> (SNN US), <br> Sponsored ADR<br>| 38227 | &nbsp;&nbsp; 1168217 |
|  | Smiths Group PLC | 79771 | &nbsp;&nbsp; 2471000 |
|  | Smiths News PLC | 70564 | &nbsp;&nbsp; 51505 |
|  | Softcat PLC | 83716 | &nbsp;&nbsp; 1800555 |
| \* | SolGold PLC | 379122 | &nbsp;&nbsp; 49858 |
|  | Spectris PLC | 15434 | &nbsp;&nbsp; 810435 |
|  | Speedy Hire PLC | 234031 | &nbsp;&nbsp; 97791 |
|  | Spirax Group PLC | 13197 | &nbsp;&nbsp; 1102859 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Spire Healthcare <br> Group PLC<br>| 113450 | &nbsp;&nbsp; 324831 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Spirent <br> Communications <br> PLC<br>| 166488 | &nbsp;&nbsp; 428079 |
|  | SSE PLC | 112441 | &nbsp;&nbsp; 2756179 |
|  | SSP Group PLC | 168372 | &nbsp;&nbsp; 378385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. James's Place <br> PLC<br>| 511949 | &nbsp;&nbsp; 8811088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Chartered <br> PLC<br>| 310131 | &nbsp;&nbsp; 5559706 |
|  | SThree PLC | 54301 | &nbsp;&nbsp; 151449 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Studio Retail Group <br> PLC<br>| 11005 | &nbsp;&nbsp; 0 |
|  | STV Group PLC | 18564 | &nbsp;&nbsp; 30891 |
| \* | Synthomer PLC | 54205 | &nbsp;&nbsp; 58552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tatton Asset <br> Management PLC<br>| 10566 | &nbsp;&nbsp; 101765 |
|  | Taylor Wimpey PLC | 1407626 | &nbsp;&nbsp; 1893939 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Team Internet Group <br> PLC<br>| 64745 | &nbsp;&nbsp; 50887 |
|  | Telecom Plus PLC | 53796 | &nbsp;&nbsp; 1310636 |
|  | Tesco PLC | 2253279 | &nbsp;&nbsp; 12659870 |
| #\* | THG PLC | 201582 | &nbsp;&nbsp; 80369 |
|  | Topps Tiles PLC | 74684 | &nbsp;&nbsp; 35751 |
|  | TP ICAP Group PLC | 264848 | &nbsp;&nbsp; 1069136 |
| \*Ω | Trainline PLC | 270972 | &nbsp;&nbsp; 973031 |
|  | Travis Perkins PLC | 115896 | &nbsp;&nbsp; 830341 |
|  | Treatt PLC | 12756 | &nbsp;&nbsp; 33965 |
|  | Tribal Group PLC | 2667 | &nbsp;&nbsp; 1691 |
|  | Trifast PLC | 41274 | &nbsp;&nbsp; 45271 |
|  | TT Electronics PLC | 65939 | &nbsp;&nbsp; 84566 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC (UL <br> US), Sponsored <br> ADR<br>| 417065 | &nbsp;&nbsp; 24369108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC (ULVR <br> LN)<br>| 32472 | &nbsp;&nbsp; 1884040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC (UNA <br> NA)<br>| 57621 | &nbsp;&nbsp; 3368212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Utilities Group <br> PLC<br>| 243676 | &nbsp;&nbsp; 3637559 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vanquis Banking <br> Group PLC<br>| 81263 | &nbsp;&nbsp; $105551 |
|  | Vertu Motors PLC | 143701 | &nbsp;&nbsp; 115002 |
|  | Vesuvius PLC | 35710 | &nbsp;&nbsp; 167556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Victorian Plumbing <br> Group PLC<br>| 53102 | &nbsp;&nbsp; 52142 |
|  | Victrex PLC | 19624 | &nbsp;&nbsp; 177657 |
| \* | Videndum PLC | 19343 | &nbsp;&nbsp; 28218 |
| \* | Vistry Group PLC | 78044 | &nbsp;&nbsp; 598131 |
| # | Volex PLC | 38975 | &nbsp;&nbsp; 191235 |
|  | Volution Group PLC | 57599 | &nbsp;&nbsp; 510584 |
|  | Vp PLC | 4543 | &nbsp;&nbsp; 35918 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Watches of <br> Switzerland Group <br> PLC<br>| 122860 | &nbsp;&nbsp; 565046 |
| \* | Watkin Jones PLC | 139552 | &nbsp;&nbsp; 47686 |
|  | Weir Group PLC  | 50360 | &nbsp;&nbsp; 1769192 |
|  | WH Smith PLC | 63059 | &nbsp;&nbsp; 851193 |
|  | Whitbread PLC | 27543 | &nbsp;&nbsp; 1106424 |
|  | Wickes Group PLC | 124621 | &nbsp;&nbsp; 363869 |
|  | Wilmington PLC | 6992 | &nbsp;&nbsp; 31329 |
| \* | Wise PLC, Class A | 87632 | &nbsp;&nbsp; 1170674 |
|  | WPP PLC (WPP LN) | 193212 | &nbsp;&nbsp; 1046124 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; WPP PLC (WPP US), <br> Sponsored ADR<br>| 37838 | &nbsp;&nbsp; 1024653 |
| \* | Xaar PLC | 20538 | &nbsp;&nbsp; 33609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; XPS Pensions Group <br> PLC<br>| 71166 | &nbsp;&nbsp; 347847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Young & Co.'s <br> Brewery PLC <br> (YNGA LN), <br> Class A<br>| 6129 | &nbsp;&nbsp; 73049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Young & Co.'s <br> Brewery PLC <br> (YNGN LN)<br>| 1593 | &nbsp;&nbsp; 13033 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zegona <br> Communications <br> PLC<br>| 31377 | &nbsp;&nbsp; 367255 |
|  | Zigup PLC | 110361 | &nbsp;&nbsp; 488462 |
|  | Zotefoams PLC | 14752 | &nbsp;&nbsp; 54036 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  | &nbsp;&nbsp; 503348844 |
| UNITED STATES — (0.1%) | UNITED STATES — (0.1%) | UNITED STATES — (0.1%) | UNITED STATES — (0.1%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ADTRAN Holdings, <br> Inc.<br>| 21378 | &nbsp;&nbsp; 199177 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Flutter Entertainment <br> PLC<br>| 1208 | &nbsp;&nbsp; 365860 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; International Paper <br> Co.<br>| 60474 | &nbsp;&nbsp; 3000874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smurfit WestRock <br> PLC<br>| 4291 | &nbsp;&nbsp; 190435 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp; 3756346 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 3821139955 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PREFERRED STOCKS — (0.5%) | PREFERRED STOCKS — (0.5%) | PREFERRED STOCKS — (0.5%) | PREFERRED STOCKS — (0.5%) |
| GERMANY — (0.5%) | GERMANY — (0.5%) | GERMANY — (0.5%) | GERMANY — (0.5%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bayerische Motoren <br> Werke AG, 5.636%<br>| 11307 | &nbsp;&nbsp; $988519 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Dr. Ing hc F Porsche <br> AG, 5.184%<br>| 32286 | &nbsp;&nbsp; 1637108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Draegerwerk AG & <br> Co. KGaA, 2.896%<br>| 3515 | &nbsp;&nbsp; 280454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Einhell Germany AG, <br> 2.038%<br>| 1437 | &nbsp;&nbsp; 121982 |
| # | FUCHS SE, 2.921% | 54384 | &nbsp;&nbsp; 2488626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henkel AG & Co. <br> KGaA, 3.029%<br>| 35192 | &nbsp;&nbsp; 2711864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jungheinrich AG, <br> 2.380%<br>| 24631 | &nbsp;&nbsp; 944306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Porsche Automobil <br> Holding SE, <br> 5.422%<br>| 38969 | &nbsp;&nbsp; 1563985 |
| # | Sartorius AG, 0.398% | 5542 | &nbsp;&nbsp; 1180179 |
|  | Sixt SE, 4.466% | 9384 | &nbsp;&nbsp; 654427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STO SE & Co. KGaA, <br> 2.674%<br>| 1501 | &nbsp;&nbsp; 213707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Villeroy & Boch AG, <br> 5.263%<br>| 866 | &nbsp;&nbsp; 16824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen AG, <br> 6.912%<br>| 56610 | &nbsp;&nbsp; 5919464 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 18721445 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Constellation <br> Software, Inc. <br> Warrants <br> 03/31/2040<br>| 3758 | &nbsp;&nbsp; 0 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| 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>| 34500 | &nbsp;&nbsp; $90 |
| ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Webuild SpA Warrants <br> 08/02/2030<br>| 1134 | &nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS |  | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $2,581,806,608) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $2,581,806,608) |  | &nbsp;&nbsp; 3839861490 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (4.2%) | SECURITIES LENDING COLLATERAL — (4.2%) | SECURITIES LENDING COLLATERAL — (4.2%) | SECURITIES LENDING COLLATERAL — (4.2%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 14580074 | &nbsp;&nbsp; 168647716 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $2,750,453,707)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $2,750,453,707)^^ |  | &nbsp;&nbsp; $4008509206 |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $79,828,435 or 2.1% 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; Australia | &nbsp;&nbsp;&nbsp; $152492 | &nbsp;&nbsp;&nbsp; $208599681 | &nbsp;&nbsp;&nbsp; $7271 | &nbsp;&nbsp;&nbsp; $208759444 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17606871 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17606871 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp;&nbsp; 2834155 | &nbsp;&nbsp;&nbsp; 40856398 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 43690553 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; 403784733 | &nbsp;&nbsp;&nbsp; 26348 | &nbsp;&nbsp;&nbsp; 131 | &nbsp;&nbsp;&nbsp; 403811212 |
| &nbsp;&nbsp;&nbsp;&nbsp; China | &nbsp;&nbsp;&nbsp; 299431 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 299431 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 101660692 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 101660692 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; 279529 | &nbsp;&nbsp;&nbsp; 81802788 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 82082317 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 332807322 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 332807322 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; 5648376 | &nbsp;&nbsp;&nbsp; 308304567 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 313952943 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 36546184 | &nbsp;&nbsp;&nbsp; 2934 | &nbsp;&nbsp;&nbsp; 36549118 |

---

------

**International Sustainability Core 1 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; Ireland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $19779911 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $19779911 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel | &nbsp;&nbsp;&nbsp; $3427544 | &nbsp;&nbsp;&nbsp; 30764574 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 34192118 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp;&nbsp; 8938309 | &nbsp;&nbsp;&nbsp; 100669274 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 109607583 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; 1427675 | &nbsp;&nbsp;&nbsp; 729010928 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 730438603 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; 52180912 | &nbsp;&nbsp;&nbsp; 143450332 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 195631244 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; 22444 | &nbsp;&nbsp;&nbsp; 11237023 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11259467 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; 51255 | &nbsp;&nbsp;&nbsp; 29361835 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 29413090 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portugal | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9946315 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9946315 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore | &nbsp;&nbsp;&nbsp; 36717 | &nbsp;&nbsp;&nbsp; 31947808 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 31984525 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp;&nbsp; 1478936 | &nbsp;&nbsp;&nbsp; 126323012 | &nbsp;&nbsp;&nbsp; $1643 | &nbsp;&nbsp;&nbsp; 127803591 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; 348751 | &nbsp;&nbsp;&nbsp; 148104114 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 148452865 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; 47048957 | &nbsp;&nbsp;&nbsp; 277256593 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 324305550 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; 114140958 | &nbsp;&nbsp;&nbsp; 389207886 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 503348844 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; 190435 | &nbsp;&nbsp;&nbsp; 3565911 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3756346 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 18721445 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 18721445 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 90 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 168647716 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 168647716 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $642291609 | &nbsp;&nbsp;&nbsp; $3366205618 | &nbsp;&nbsp;&nbsp; $11,979˂˃ | &nbsp;&nbsp;&nbsp; $4008509206 |

---

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

---

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

---

------

**International Social Core Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (95.3%) | COMMON STOCKS — (95.3%) | COMMON STOCKS — (95.3%) | COMMON STOCKS — (95.3%) |
| AUSTRALIA — (5.5%) | AUSTRALIA — (5.5%) | AUSTRALIA — (5.5%) | AUSTRALIA — (5.5%) |
|  | Accent Group Ltd. | 106242 | &nbsp;&nbsp; $101203 |
|  | Acrow Ltd. | 68104 | &nbsp;&nbsp; 46742 |
|  | Adairs Ltd. | 56850 | &nbsp;&nbsp; 74680 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alkane Resources <br> Ltd.<br>| 83562 | &nbsp;&nbsp; 38132 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alliance Aviation <br> Services Ltd.<br>| 9879 | &nbsp;&nbsp; 16359 |
|  | ALS Ltd. | 82978 | &nbsp;&nbsp; 964659 |
|  | Amotiv Ltd. | 34915 | &nbsp;&nbsp; 196511 |
|  | AMP Ltd. | 618422 | &nbsp;&nbsp; 632716 |
| # | Ampol Ltd. | 27715 | &nbsp;&nbsp; 484565 |
|  | Ansell Ltd. | 39399 | &nbsp;&nbsp; 754281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ANZ Group Holdings <br> Ltd.<br>| 123939 | &nbsp;&nbsp; 2432117 |
| # | APA Group | 116953 | &nbsp;&nbsp; 629018 |
| #\* | Appen Ltd. | 20538 | &nbsp;&nbsp; 11624 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Arafura Rare Earths <br> Ltd. (ARU AU)<br>| 334462 | &nbsp;&nbsp; 37271 |
| # | ARB Corp. Ltd. | 16477 | &nbsp;&nbsp; 353345 |
| # | ARN Media Ltd. | 64154 | &nbsp;&nbsp; 19375 |
|  | ASX Ltd. | 4683 | &nbsp;&nbsp; 209911 |
|  | Atlas Arteria Ltd. | 114430 | &nbsp;&nbsp; 377983 |
|  | AUB Group Ltd. | 16277 | &nbsp;&nbsp; 353557 |
| \* | Audinate Group Ltd. | 2000 | &nbsp;&nbsp; 7832 |
| \* | Aurelia Metals Ltd. | 175246 | &nbsp;&nbsp; 19634 |
|  | Aurizon Holdings Ltd. | 472171 | &nbsp;&nbsp; 980145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aussie Broadband <br> Ltd.<br>| 40253 | &nbsp;&nbsp; 116060 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Austin Engineering <br> Ltd.<br>| 63383 | &nbsp;&nbsp; 14438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Australian Clinical <br> Labs Ltd.<br>| 54027 | &nbsp;&nbsp; 95632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Australian Ethical <br> Investment Ltd.<br>| 22186 | &nbsp;&nbsp; 111244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Australian Finance <br> Group Ltd.<br>| 46965 | &nbsp;&nbsp; 66850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baby Bunting Group <br> Ltd.<br>| 28930 | &nbsp;&nbsp; 33378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Queensland <br> Ltd.<br>| 147246 | &nbsp;&nbsp; 717358 |
|  | Bapcor Ltd. | 78851 | &nbsp;&nbsp; 194577 |
| \* | BCI Minerals Ltd. | 76114 | &nbsp;&nbsp; 16899 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Beacon Lighting <br> Group Ltd.<br>| 6927 | &nbsp;&nbsp; 16118 |
|  | Bega Cheese Ltd. | 75045 | &nbsp;&nbsp; 249875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bell Financial Group <br> Ltd.<br>| 31306 | &nbsp;&nbsp; 25296 |
| \* | Bellevue Gold Ltd. | 243459 | &nbsp;&nbsp; 125500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bendigo & Adelaide <br> Bank Ltd.<br>| 100006 | &nbsp;&nbsp; 783473 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Black Cat Syndicate <br> Ltd. (BC8 AU)<br>| 49717 | &nbsp;&nbsp; 25507 |
|  | BlueScope Steel Ltd. | 84768 | &nbsp;&nbsp; 1285107 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| \* | Boss Energy Ltd. | 65897 | &nbsp;&nbsp; $72547 |
|  | Brambles Ltd. | 132503 | &nbsp;&nbsp; 2027222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bravura Solutions <br> Ltd.<br>| 64933 | &nbsp;&nbsp; 89115 |
| # | Breville Group Ltd. | 19638 | &nbsp;&nbsp; 410700 |
| \* | Capricorn Metals Ltd. | 101609 | &nbsp;&nbsp; 582001 |
|  | CAR Group Ltd. | 7534 | &nbsp;&nbsp; 183374 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Carnarvon Energy <br> Ltd.<br>| 459128 | &nbsp;&nbsp; 29316 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Catapult Group <br> International Ltd.<br>| 10074 | &nbsp;&nbsp; 42646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cedar Woods <br> Properties Ltd.<br>| 21211 | &nbsp;&nbsp; 100998 |
| #\* | Cettire Ltd. | 67541 | &nbsp;&nbsp; 11168 |
|  | Challenger Ltd. | 135337 | &nbsp;&nbsp; 711278 |
|  | Champion Iron Ltd. | 86146 | &nbsp;&nbsp; 227620 |
| #\* | Chrysos Corp. Ltd. | 6108 | &nbsp;&nbsp; 19810 |
|  | Civmec Australia Ltd. | 38500 | &nbsp;&nbsp; 28371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cleanaway Waste <br> Management Ltd.<br>| 422022 | &nbsp;&nbsp; 777753 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Clinuvel <br> Pharmaceuticals <br> Ltd.<br>| 5875 | &nbsp;&nbsp; 48700 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coast Entertainment <br> Holdings Ltd.<br>| 99253 | &nbsp;&nbsp; 23920 |
|  | Cochlear Ltd. | 4511 | &nbsp;&nbsp; 920934 |
|  | Codan Ltd. | 29559 | &nbsp;&nbsp; 395210 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; COG Financial <br> Services Ltd.<br>| 13514 | &nbsp;&nbsp; 15586 |
| #\* | Cogstate Ltd. | 10170 | &nbsp;&nbsp; 11277 |
|  | Coles Group Ltd. | 108303 | &nbsp;&nbsp; 1441942 |
|  | Collins Foods Ltd. | 32032 | &nbsp;&nbsp; 190252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank <br> of Australia<br>| 37061 | &nbsp;&nbsp; 4207518 |
|  | Computershare Ltd. | 40286 | &nbsp;&nbsp; 1084475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Credit Corp. Group <br> Ltd.<br>| 17766 | &nbsp;&nbsp; 175083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalrymple Bay <br> Infrastructure Ltd.<br>| 28885 | &nbsp;&nbsp; 83021 |
|  | Data#3 Ltd. | 35101 | &nbsp;&nbsp; 168884 |
| #\* | Deep Yellow Ltd. | 142770 | &nbsp;&nbsp; 136029 |
|  | Deterra Royalties Ltd. | 39027 | &nbsp;&nbsp; 103342 |
|  | Dicker Data Ltd. | 17623 | &nbsp;&nbsp; 98276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Domain Holdings <br> Australia Ltd.<br>| 49617 | &nbsp;&nbsp; 140319 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Domino's Pizza <br> Enterprises Ltd.<br>| 9496 | &nbsp;&nbsp; 110831 |
|  | Downer EDI Ltd. | 179653 | &nbsp;&nbsp; 792202 |
|  | Duratec Ltd. | 16418 | &nbsp;&nbsp; 15370 |
|  | Dyno Nobel Ltd. | 216160 | &nbsp;&nbsp; 406481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagers Automotive <br> Ltd.<br>| 33994 | &nbsp;&nbsp; 425724 |
| \*†† | Elanor Investor Group | 20923 | &nbsp;&nbsp; 2071 |
|  | Elders Ltd. | 47170 | &nbsp;&nbsp; 218536 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| \* | Emeco Holdings Ltd. | 92682 | &nbsp;&nbsp; $52811 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Emerald Resources <br> NL<br>| 116059 | &nbsp;&nbsp; 254736 |
| #\* | EML Payments Ltd. | 83082 | &nbsp;&nbsp; 59777 |
|  | Enero Group Ltd. | 29929 | &nbsp;&nbsp; 19258 |
|  | EQT Holdings Ltd. | 3886 | &nbsp;&nbsp; 81033 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Euroz Hartleys Group <br> Ltd.<br>| 26027 | &nbsp;&nbsp; 15541 |
|  | Evolution Mining Ltd. | 412185 | &nbsp;&nbsp; 1865434 |
|  | EVT Ltd. | 26613 | &nbsp;&nbsp; 288670 |
| #\* | Fenix Resources Ltd. | 123836 | &nbsp;&nbsp; 23763 |
|  | Fiducian Group Ltd. | 1993 | &nbsp;&nbsp; 14337 |
|  | Finbar Group Ltd. | 8281 | &nbsp;&nbsp; 3505 |
| #†† | Firefinch Ltd. | 64123 | &nbsp;&nbsp; 1545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FleetPartners Group <br> Ltd.<br>| 80526 | &nbsp;&nbsp; 141642 |
|  | Fleetwood Ltd. | 27378 | &nbsp;&nbsp; 46341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flight Centre Travel <br> Group Ltd.<br>| 31165 | &nbsp;&nbsp; 237689 |
|  | Fortescue Ltd. | 172609 | &nbsp;&nbsp; 1952942 |
|  | G8 Education Ltd. | 293389 | &nbsp;&nbsp; 169138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Generation <br> Development Group <br> Ltd.<br>| 8786 | &nbsp;&nbsp; 33989 |
| \* | Genesis Minerals Ltd. | 30152 | &nbsp;&nbsp; 70820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gold Road Resources <br> Ltd.<br>| 313293 | &nbsp;&nbsp; 627619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GR Engineering <br> Services Ltd.<br>| 13879 | &nbsp;&nbsp; 33036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GrainCorp Ltd., <br> Class A<br>| 60232 | &nbsp;&nbsp; 292290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grange Resources <br> Ltd.<br>| 182933 | &nbsp;&nbsp; 22844 |
|  | GWA Group Ltd. | 67052 | &nbsp;&nbsp; 108786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansen Technologies <br> Ltd.<br>| 40406 | &nbsp;&nbsp; 155215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harvey Norman <br> Holdings Ltd.<br>| 187170 | &nbsp;&nbsp; 693996 |
|  | Helia Group Ltd. | 115071 | &nbsp;&nbsp; 372541 |
|  | Helloworld Travel Ltd. | 7605 | &nbsp;&nbsp; 8164 |
|  | Horizon Oil Ltd. | 274967 | &nbsp;&nbsp; 36069 |
|  | HUB24 Ltd. | 5445 | &nbsp;&nbsp; 369580 |
| # | IDP Education Ltd. | 33142 | &nbsp;&nbsp; 74982 |
| # | IGO Ltd. | 66005 | &nbsp;&nbsp; 185683 |
|  | Iluka Resources Ltd. | 95712 | &nbsp;&nbsp; 313555 |
|  | Imdex Ltd. | 127237 | &nbsp;&nbsp; 247069 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Immutep Ltd. (IMM <br> AU)<br>| 157524 | &nbsp;&nbsp; 27273 |
|  | Infomedia Ltd. | 73305 | &nbsp;&nbsp; 60957 |
|  | Inghams Group Ltd. | 102783 | &nbsp;&nbsp; 227662 |
| \* | Insignia Financial Ltd. | 146460 | &nbsp;&nbsp; 421919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Insurance Australia <br> Group Ltd.<br>| 369883 | &nbsp;&nbsp; 2076310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Integral Diagnostics <br> Ltd.<br>| 46767 | &nbsp;&nbsp; 80110 |
| #\* | ioneer Ltd. | 87398 | &nbsp;&nbsp; 6401 |
| # | IPD Group Ltd. | 5381 | &nbsp;&nbsp; 12190 |
|  | IPH Ltd. | 47396 | &nbsp;&nbsp; 159044 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | IRESS Ltd. | 21765 | &nbsp;&nbsp; $110426 |
|  | IVE Group Ltd. | 30663 | &nbsp;&nbsp; 58110 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; James Hardie <br> Industries PLC <br> (JHX AU), CDI<br>| 33780 | &nbsp;&nbsp; 886638 |
|  | JB Hi-Fi Ltd. | 16235 | &nbsp;&nbsp; 1156289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johns Lyng Group <br> Ltd.<br>| 41722 | &nbsp;&nbsp; 103823 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Judo Capital Holdings <br> Ltd.<br>| 86443 | &nbsp;&nbsp; 83369 |
| # | Jupiter Mines Ltd. | 167530 | &nbsp;&nbsp; 22589 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kelly Partners Group <br> Holdings Ltd.<br>| 2398 | &nbsp;&nbsp; 16982 |
|  | Kelsian Group Ltd. | 24551 | &nbsp;&nbsp; 58614 |
| # | Kogan.com Ltd. | 12896 | &nbsp;&nbsp; 31921 |
|  | Korvest Ltd. | 1524 | &nbsp;&nbsp; 12717 |
|  | Lendlease Corp. Ltd. | 149878 | &nbsp;&nbsp; 503741 |
| #†† | Leo Lithium Ltd. | 45802 | &nbsp;&nbsp; 0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lifestyle Communities <br> Ltd.<br>| 14952 | &nbsp;&nbsp; 42294 |
|  | Lindsay Australia Ltd. | 42529 | &nbsp;&nbsp; 20031 |
|  | Lovisa Holdings Ltd. | 18314 | &nbsp;&nbsp; 397813 |
|  | Lycopodium Ltd. | 5847 | &nbsp;&nbsp; 42779 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lynas Rare Earths <br> Ltd.<br>| 59453 | &nbsp;&nbsp; 399489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MA Financial Group <br> Ltd.<br>| 11629 | &nbsp;&nbsp; 60822 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Maas Group Holdings <br> Ltd.<br>| 18342 | &nbsp;&nbsp; 48420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macmahon Holdings <br> Ltd.<br>| 251756 | &nbsp;&nbsp; 48416 |
|  | Macquarie Group Ltd. | 9436 | &nbsp;&nbsp; 1306788 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Macquarie Technology <br> Group Ltd.<br>| 2375 | &nbsp;&nbsp; 105782 |
| # | Mader Group Ltd. | 1542 | &nbsp;&nbsp; 7294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magellan Financial <br> Group Ltd.<br>| 44414 | &nbsp;&nbsp; 302018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; McMillan Shakespeare <br> Ltd.<br>| 17072 | &nbsp;&nbsp; 195275 |
|  | Medibank Pvt Ltd. | 220296 | &nbsp;&nbsp; 720016 |
| \* | Megaport Ltd. | 15801 | &nbsp;&nbsp; 150926 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mesoblast Ltd. (MSB <br> AU)<br>| 118754 | &nbsp;&nbsp; 179510 |
| \* | Metals X Ltd. | 186167 | &nbsp;&nbsp; 68953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mineral Resources <br> Ltd.<br>| 17676 | &nbsp;&nbsp; 319267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monadelphous Group <br> Ltd.<br>| 22768 | &nbsp;&nbsp; 283864 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Monash IVF Group <br> Ltd.<br>| 93983 | &nbsp;&nbsp; 48054 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mount Gibson Iron <br> Ltd.<br>| 173579 | &nbsp;&nbsp; 43409 |
|  | Myer Holdings Ltd. | 345926 | &nbsp;&nbsp; 133532 |
|  | MyState Ltd. | 43370 | &nbsp;&nbsp; 119803 |
| \* | Nanosonics Ltd. | 4998 | &nbsp;&nbsp; 12945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Australia <br> Bank Ltd.<br>| 158923 | &nbsp;&nbsp; 3943935 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Navigator Global <br> Investments Ltd.<br>| 89839 | &nbsp;&nbsp; $110289 |
|  | Netwealth Group Ltd. | 23545 | &nbsp;&nbsp; 561888 |
|  | nib holdings Ltd. | 114540 | &nbsp;&nbsp; 543808 |
| # | Nick Scali Ltd. | 20475 | &nbsp;&nbsp; 251508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nine Entertainment <br> Co. Holdings Ltd.<br>| 283777 | &nbsp;&nbsp; 308273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern Star <br> Resources Ltd.<br>| 168074 | &nbsp;&nbsp; 1669870 |
| #\* | Novonix Ltd. | 31323 | &nbsp;&nbsp; 8980 |
| \* | Nufarm Ltd. | 76170 | &nbsp;&nbsp; 125782 |
| \* | Nuix Ltd. | 34737 | &nbsp;&nbsp; 52264 |
|  | Objective Corp. Ltd. | 4722 | &nbsp;&nbsp; 57687 |
| \* | OFX Group Ltd. | 53605 | &nbsp;&nbsp; 28520 |
| \* | Omni Bridgeway Ltd. | 45736 | &nbsp;&nbsp; 41874 |
|  | oOh!media Ltd. | 126515 | &nbsp;&nbsp; 146026 |
|  | Orica Ltd. | 118489 | &nbsp;&nbsp; 1618093 |
|  | Orora Ltd. | 256915 | &nbsp;&nbsp; 340982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Current Group <br> Ltd.<br>| 12386 | &nbsp;&nbsp; 87707 |
| \* | Pantoro Gold Ltd. | 19208 | &nbsp;&nbsp; 44816 |
|  | Peet Ltd. | 95638 | &nbsp;&nbsp; 103749 |
|  | Perenti Ltd. | 251150 | &nbsp;&nbsp; 281769 |
|  | Perpetual Ltd. | 20604 | &nbsp;&nbsp; 276699 |
| \* | PEXA Group Ltd. | 32471 | &nbsp;&nbsp; 329730 |
| \* | Pilbara Minerals Ltd. | 227679 | &nbsp;&nbsp; 231028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pinnacle Investment <br> Management Group <br> Ltd.<br>| 1962 | &nbsp;&nbsp; 27841 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Platinum Asset <br> Management Ltd.<br>| 54911 | &nbsp;&nbsp; 23414 |
|  | Praemium Ltd. | 43406 | &nbsp;&nbsp; 19509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premier Investments <br> Ltd.<br>| 25068 | &nbsp;&nbsp; 338977 |
|  | Pro Medicus Ltd. | 7858 | &nbsp;&nbsp; 1613676 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Propel Funeral <br> Partners Ltd.<br>| 13803 | &nbsp;&nbsp; 41218 |
| # | PWR Holdings Ltd. | 15753 | &nbsp;&nbsp; 78942 |
|  | Qantas Airways Ltd. | 59151 | &nbsp;&nbsp; 410232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; QBE Insurance Group <br> Ltd.<br>| 244228 | &nbsp;&nbsp; 3622931 |
| \* | Qoria Ltd. | 46755 | &nbsp;&nbsp; 17945 |
|  | Qube Holdings Ltd. | 274185 | &nbsp;&nbsp; 764593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramelius Resources <br> Ltd.<br>| 336143 | &nbsp;&nbsp; 540814 |
|  | REA Group Ltd. | 3895 | &nbsp;&nbsp; 593329 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ReadyTech Holdings <br> Ltd.<br>| 5650 | &nbsp;&nbsp; 8220 |
|  | Reece Ltd. | 19071 | &nbsp;&nbsp; 165127 |
|  | Regis Healthcare Ltd. | 36443 | &nbsp;&nbsp; 194703 |
| \* | Regis Resources Ltd. | 256312 | &nbsp;&nbsp; 668365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Worldwide <br> Corp. Ltd.<br>| 153854 | &nbsp;&nbsp; 422944 |
|  | Resimac Group Ltd. | 15412 | &nbsp;&nbsp; 8751 |
| \* | Resolute Mining Ltd. | 684974 | &nbsp;&nbsp; 270031 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Retail Food Group <br> Ltd.<br>| 6209 | &nbsp;&nbsp; 7878 |
|  | Ridley Corp. Ltd. | 93481 | &nbsp;&nbsp; 174179 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Rio Tinto Ltd. | 38117 | &nbsp;&nbsp; $2710802 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RPMGlobal Holdings <br> Ltd.<br>| 30765 | &nbsp;&nbsp; 66342 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sandfire Resources <br> Ltd.<br>| 157817 | &nbsp;&nbsp; 1061725 |
|  | SEEK Ltd. | 32463 | &nbsp;&nbsp; 500764 |
| \* | Select Harvests Ltd. | 28037 | &nbsp;&nbsp; 61813 |
|  | Servcorp Ltd. | 19474 | &nbsp;&nbsp; 73851 |
|  | Service Stream Ltd. | 178284 | &nbsp;&nbsp; 226657 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Seven West Media <br> Ltd.<br>| 229807 | &nbsp;&nbsp; 20650 |
|  | SGH Ltd. | 29156 | &nbsp;&nbsp; 953613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shaver Shop Group <br> Ltd.<br>| 27345 | &nbsp;&nbsp; 25953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sigma Healthcare <br> Ltd.<br>| 449343 | &nbsp;&nbsp; 829988 |
| \* | Silver Mines Ltd. | 112342 | &nbsp;&nbsp; 9276 |
|  | Sims Ltd. (SGM AU) | 45692 | &nbsp;&nbsp; 443368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SmartGroup Corp. <br> Ltd.<br>| 30574 | &nbsp;&nbsp; 154712 |
|  | Solvar Ltd. | 51879 | &nbsp;&nbsp; 53223 |
|  | Sonic Healthcare Ltd. | 41407 | &nbsp;&nbsp; 731200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Cross <br> Electrical <br> Engineering Ltd.<br>| 71652 | &nbsp;&nbsp; 81270 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Southern Cross Media <br> Group Ltd.<br>| 72250 | &nbsp;&nbsp; 27666 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; SpeedCast <br> International Ltd.<br>| 76666 | &nbsp;&nbsp; 0 |
|  | SRG Global Ltd. | 246151 | &nbsp;&nbsp; 261877 |
| #\* | St Barbara Ltd. | 289296 | &nbsp;&nbsp; 49809 |
|  | Steadfast Group Ltd. | 137705 | &nbsp;&nbsp; 524089 |
|  | Suncorp Group Ltd. | 85860 | &nbsp;&nbsp; 1150933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Super Retail Group <br> Ltd.<br>| 45712 | &nbsp;&nbsp; 447134 |
| \* | Superloop Ltd. | 116123 | &nbsp;&nbsp; 248819 |
| #\* | Syrah Resources Ltd. | 136351 | &nbsp;&nbsp; 33298 |
|  | Technology One Ltd. | 52874 | &nbsp;&nbsp; 1383106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telstra Group Ltd. <br> (TLS AU)<br>| 338668 | &nbsp;&nbsp; 1079362 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Temple & Webster <br> Group Ltd.<br>| 2199 | &nbsp;&nbsp; 34273 |
|  | TPG Telecom Ltd. | 74851 | &nbsp;&nbsp; 265495 |
|  | Transurban Group | 116530 | &nbsp;&nbsp; 1031270 |
| \* | Tuas Ltd. | 13168 | &nbsp;&nbsp; 45137 |
| #\* | Tyro Payments Ltd. | 56063 | &nbsp;&nbsp; 34169 |
| \* | Vault Minerals Ltd. | 1536469 | &nbsp;&nbsp; 355691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ventia Services Group <br> Pty. Ltd.<br>| 231378 | &nbsp;&nbsp; 770440 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Viva Energy Group <br> Ltd.<br>| 175850 | &nbsp;&nbsp; 235327 |
| # | Vulcan Steel Ltd. | 4372 | &nbsp;&nbsp; 16872 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; WEB Travel Group <br> Ltd.<br>| 41618 | &nbsp;&nbsp; 118828 |
| #\* | Webjet Group Ltd. | 41618 | &nbsp;&nbsp; 23759 |
|  | Wesfarmers Ltd. | 52128 | &nbsp;&nbsp; 2851375 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; West African <br> Resources Ltd.<br>| 465998 | &nbsp;&nbsp; 697692 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westgold Resources <br> Ltd.<br>| 209416 | &nbsp;&nbsp; $342231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking <br> Corp.<br>| 124431 | &nbsp;&nbsp; 2686481 |
|  | WiseTech Global Ltd. | 6792 | &nbsp;&nbsp; 514427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woolworths Group <br> Ltd.<br>| 57381 | &nbsp;&nbsp; 1158413 |
|  | Worley Ltd. | 64017 | &nbsp;&nbsp; 544790 |
| \* | Xero Ltd. | 9404 | &nbsp;&nbsp; 1082970 |
|  | XRF Scientific Ltd. | 14736 | &nbsp;&nbsp; 18275 |
| #\* | Zip Co. Ltd. | 76741 | &nbsp;&nbsp; 155628 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp; 96571598 |
| AUSTRIA — (0.7%) | AUSTRIA — (0.7%) | AUSTRIA — (0.7%) | AUSTRIA — (0.7%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agrana Beteiligungs <br> AG<br>| 3424 | &nbsp;&nbsp; 45666 |
|  | ANDRITZ AG | 16089 | &nbsp;&nbsp; 1119648 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AT&S Austria <br> Technologie & <br> Systemtechnik AG<br>| 7195 | &nbsp;&nbsp; 144656 |
| Ω | BAWAG Group AG | 16534 | &nbsp;&nbsp; 2086714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CA Immobilien <br> Anlagen AG<br>| 6148 | &nbsp;&nbsp; 163736 |
| \* | CPI Europe AG | 4484 | &nbsp;&nbsp; 93142 |
|  | Erste Group Bank AG | 21714 | &nbsp;&nbsp; 1985612 |
| \* | Eurotelesites AG | 12379 | &nbsp;&nbsp; 72585 |
|  | EVN AG | 10282 | &nbsp;&nbsp; 277853 |
| \* | FACC AG | 3544 | &nbsp;&nbsp; 29063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Immofinanz AG (IIA <br> AV)<br>| 11636 | &nbsp;&nbsp; 0 |
| #\* | Lenzing AG | 2438 | &nbsp;&nbsp; 68197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oesterreichische Post <br> AG<br>| 6530 | &nbsp;&nbsp; 227771 |
|  | OMV AG | 37618 | &nbsp;&nbsp; 1915823 |
|  | Palfinger AG | 3228 | &nbsp;&nbsp; 134255 |
|  | Porr AG | 4391 | &nbsp;&nbsp; 147624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raiffeisen Bank <br> International AG<br>| 13015 | &nbsp;&nbsp; 375800 |
|  | SBO AG | 1533 | &nbsp;&nbsp; 50731 |
|  | Semperit AG Holding | 1531 | &nbsp;&nbsp; 22973 |
|  | Strabag SE (STR AV) | 2875 | &nbsp;&nbsp; 270279 |
|  | Telekom Austria AG | 30306 | &nbsp;&nbsp; 321176 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; UBM Development <br> AG<br>| 1080 | &nbsp;&nbsp; 25228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UNIQA Insurance <br> Group AG<br>| 23674 | &nbsp;&nbsp; 341064 |
|  | Verbund AG | 4724 | &nbsp;&nbsp; 351747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vienna Insurance <br> Group AG Wiener <br> Versicherung <br> Gruppe<br>| 9607 | &nbsp;&nbsp; 506910 |
|  | voestalpine AG | 29477 | &nbsp;&nbsp; 811517 |
|  | Wienerberger AG | 22532 | &nbsp;&nbsp; 755327 |
|  | Zumtobel Group AG | 7953 | &nbsp;&nbsp; 41210 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp; 12386307 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (1.0%) | BELGIUM — (1.0%) | BELGIUM — (1.0%) | BELGIUM — (1.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ackermans & van <br> Haaren NV<br>| 7101 | &nbsp;&nbsp; $1741848 |
|  | Ageas SA | 40170 | &nbsp;&nbsp; 2731249 |
| \* | AGFA-Gevaert NV | 41313 | &nbsp;&nbsp; 53082 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Argenx SE (ARGX <br> US), ADR<br>| 758 | &nbsp;&nbsp; 508110 |
| # | Azelis Group NV | 18902 | &nbsp;&nbsp; 293673 |
|  | Barco NV | 19688 | &nbsp;&nbsp; 306855 |
|  | Bekaert SA | 9714 | &nbsp;&nbsp; 400094 |
| \* | bpost SA | 3170 | &nbsp;&nbsp; 7936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie <br> d'Entreprises CFE<br>| 2314 | &nbsp;&nbsp; 25880 |
|  | Colruyt Group NV | 11311 | &nbsp;&nbsp; 483170 |
|  | Deceuninck NV | 27264 | &nbsp;&nbsp; 67595 |
|  | Deme Group NV | 1650 | &nbsp;&nbsp; 246954 |
|  | D'ieteren Group | 2094 | &nbsp;&nbsp; 413634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Econocom Group SA <br> NV<br>| 24500 | &nbsp;&nbsp; 51513 |
|  | Elia Group SA | 5398 | &nbsp;&nbsp; 622785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EVS Broadcast <br> Equipment SA<br>| 2765 | &nbsp;&nbsp; 119457 |
|  | Fagron | 15426 | &nbsp;&nbsp; 381437 |
|  | Gimv NV | 7710 | &nbsp;&nbsp; 369447 |
| \* | Immobel SA | 938 | &nbsp;&nbsp; 26707 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ion Beam <br> Applications<br>| 2271 | &nbsp;&nbsp; 31268 |
|  | Jensen-Group NV | 968 | &nbsp;&nbsp; 63939 |
|  | KBC Group NV | 24760 | &nbsp;&nbsp; 2582564 |
| # | Kinepolis Group NV | 3384 | &nbsp;&nbsp; 140032 |
|  | Lotus Bakeries NV | 106 | &nbsp;&nbsp; 896168 |
|  | Melexis NV | 4507 | &nbsp;&nbsp; 344717 |
| #\* | Ontex Group NV | 16508 | &nbsp;&nbsp; 127991 |
|  | Proximus SADP | 18700 | &nbsp;&nbsp; 155373 |
| # | Recticel SA | 8658 | &nbsp;&nbsp; 105355 |
|  | Sipef NV | 865 | &nbsp;&nbsp; 61291 |
|  | Syensqo SA | 19322 | &nbsp;&nbsp; 1531381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tessenderlo Group <br> SA<br>| 5993 | &nbsp;&nbsp; 178276 |
|  | UCB SA | 10666 | &nbsp;&nbsp; 2291642 |
|  | Umicore SA | 20017 | &nbsp;&nbsp; 316344 |
| # | Van de Velde NV | 1542 | &nbsp;&nbsp; 58845 |
|  | VGP NV | 3266 | &nbsp;&nbsp; 343452 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp; 18080064 |
| CANADA — (11.1%) | CANADA — (11.1%) | CANADA — (11.1%) | CANADA — (11.1%) |
| \* | 5N Plus, Inc. | 25189 | &nbsp;&nbsp; 224876 |
|  | Acadian Timber Corp. | 3200 | &nbsp;&nbsp; 41478 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ACT Energy <br> Technologies Ltd.<br>| 4329 | &nbsp;&nbsp; 15339 |
|  | ADENTRA, Inc. | 5075 | &nbsp;&nbsp; 107719 |
|  | Aecon Group, Inc. | 15990 | &nbsp;&nbsp; 216377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ag Growth <br> International, Inc.<br>| 5000 | &nbsp;&nbsp; 150982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AGF Management <br> Ltd., Class B<br>| 15987 | &nbsp;&nbsp; 141686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agnico Eagle Mines <br> Ltd. (AEM CN)<br>| 29159 | &nbsp;&nbsp; 3619832 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agnico Eagle Mines <br> Ltd. (AEM US)<br>| 18919 | &nbsp;&nbsp; $2352767 |
| #\* | Aimia, Inc. | 17250 | &nbsp;&nbsp; 37846 |
| #\* | Air Canada | 39621 | &nbsp;&nbsp; 551880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alamos Gold, Inc. <br> (AGI CN), Class A<br>| 34615 | &nbsp;&nbsp; 841143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alamos Gold, Inc. <br> (AGI US), Class A<br>| 45229 | &nbsp;&nbsp; 1099053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Algonquin Power & <br> Utilities Corp. (AQN <br> US)<br>| 68283 | &nbsp;&nbsp; 402870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alimentation <br> Couche-Tard, Inc.<br>| 40418 | &nbsp;&nbsp; 2100243 |
|  | AltaGas Ltd. | 65864 | &nbsp;&nbsp; 1944642 |
|  | Altus Group Ltd. | 4016 | &nbsp;&nbsp; 167700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amerigo Resources <br> Ltd.<br>| 45106 | &nbsp;&nbsp; 69990 |
| \* | Aritzia, Inc. | 24926 | &nbsp;&nbsp; 1337866 |
| \* | Ascot Resources Ltd. | 34500 | &nbsp;&nbsp; 1743 |
|  | Atco Ltd., Class I | 11767 | &nbsp;&nbsp; 426146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AtkinsRealis Group, <br> Inc.<br>| 22030 | &nbsp;&nbsp; 1559875 |
| \* | ATS Corp. (ATS CN) | 8165 | &nbsp;&nbsp; 247790 |
| \* | ATS Corp. (ATS US) | 1733 | &nbsp;&nbsp; 52597 |
|  | Aura Minerals, Inc. | 2100 | &nbsp;&nbsp; 51060 |
| \* | AutoCanada, Inc. | 4621 | &nbsp;&nbsp; 88411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B2Gold Corp. (BTG <br> US)<br>| 114500 | &nbsp;&nbsp; 385865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B2Gold Corp. (BTO <br> CN)<br>| 214589 | &nbsp;&nbsp; 721696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Badger Infrastructure <br> Solutions Ltd.<br>| 9086 | &nbsp;&nbsp; 342889 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Ballard Power <br> Systems, Inc. <br> (BLDP US)<br>| 36179 | &nbsp;&nbsp; 66208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal <br> (BMO CN)<br>| 3856 | &nbsp;&nbsp; 425618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal <br> (BMO US)<br>| 34435 | &nbsp;&nbsp; 3803001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Nova Scotia <br> (BNS CN)<br>| 17678 | &nbsp;&nbsp; 983543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Nova Scotia <br> (BNS US)<br>| 33442 | &nbsp;&nbsp; 1859710 |
| # | BCE, Inc. (BCE CN) | 548 | &nbsp;&nbsp; 12782 |
|  | BCE, Inc. (BCE US) | 4335 | &nbsp;&nbsp; 101136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bird Construction, <br> Inc.<br>| 19030 | &nbsp;&nbsp; 396229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Black Diamond Group <br> Ltd.<br>| 15142 | &nbsp;&nbsp; 129389 |
| #\* | BlackBerry Ltd. | 16845 | &nbsp;&nbsp; 62158 |
|  | BMTC Group, Inc. | 3210 | &nbsp;&nbsp; 31658 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bombardier, Inc. <br> (BBD/A CN), <br> Class A<br>| 256 | &nbsp;&nbsp; 29811 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bombardier, Inc. <br> (BBD/B CN), <br> Class B<br>| 12714 | &nbsp;&nbsp; 1482517 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bonterra Energy <br> Corp.<br>| 6000 | &nbsp;&nbsp; $16238 |
|  | Boralex, Inc., Class A | 21134 | &nbsp;&nbsp; 478321 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Boyd Group Services, <br> Inc.<br>| 3694 | &nbsp;&nbsp; 512004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Corp. (BN <br> US)<br>| 16026 | &nbsp;&nbsp; 1074543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield <br> Infrastructure Corp., <br> Class A<br>| 16515 | &nbsp;&nbsp; 644706 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Renewable <br> Corp.<br>| 2900 | &nbsp;&nbsp; 106227 |
| # | BRP, Inc. (DOO CN) | 5068 | &nbsp;&nbsp; 256253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BRP, Inc. (DOOO <br> US)<br>| 1277 | &nbsp;&nbsp; 64501 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Calfrac Well Services <br> Ltd.<br>| 12400 | &nbsp;&nbsp; 35439 |
|  | Calian Group Ltd. | 1700 | &nbsp;&nbsp; 61959 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cameco Corp. (CCJ <br> US)<br>| 7902 | &nbsp;&nbsp; 592097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canaccord Genuity <br> Group, Inc.<br>| 29719 | &nbsp;&nbsp; 230786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Canada Goose <br> Holdings, Inc. <br> (GOOS CN)<br>| 4613 | &nbsp;&nbsp; 50438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial <br> Bank of Commerce <br> (CM CN)<br>| 27286 | &nbsp;&nbsp; 1950153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial <br> Bank of Commerce <br> (CM US)<br>| 34328 | &nbsp;&nbsp; 2452392 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Canadian National <br> Railway Co. (CNI <br> US)<br>| 22183 | &nbsp;&nbsp; 2073001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian National <br> Railway Co. (CNR <br> CN)<br>| 99 | &nbsp;&nbsp; 9244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Pacific <br> Kansas City Ltd. <br> (CP CN)<br>| 534 | &nbsp;&nbsp; 39272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Pacific <br> Kansas City Ltd. <br> (CP US)<br>| 23557 | &nbsp;&nbsp; 1732617 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Tire Corp. <br> Ltd., Class A<br>| 14115 | &nbsp;&nbsp; 1890489 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Utilities Ltd., <br> Class A<br>| 18415 | &nbsp;&nbsp; 512739 |
| \* | Canfor Corp. | 18632 | &nbsp;&nbsp; 182609 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Capstone Copper <br> Corp.<br>| 101775 | &nbsp;&nbsp; 570722 |
|  | Cascades, Inc. | 28823 | &nbsp;&nbsp; 187840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CCL Industries, Inc., <br> Class B<br>| 27956 | &nbsp;&nbsp; 1562639 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Celestica, Inc. (CLS <br> US)<br>| 26354 | &nbsp;&nbsp; 5267110 |
|  | Centerra Gold, Inc. | 69003 | &nbsp;&nbsp; 469615 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CES Energy Solutions <br> Corp.<br>| 73300 | &nbsp;&nbsp; $383534 |
|  | CGI, Inc. (GIB US) | 12994 | &nbsp;&nbsp; 1253011 |
|  | CGI, Inc. (GIBA CN) | 6491 | &nbsp;&nbsp; 625771 |
|  | CI Financial Corp. | 33144 | &nbsp;&nbsp; 763776 |
| \* | Cineplex, Inc. | 6196 | &nbsp;&nbsp; 49725 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cipher <br> Pharmaceuticals, <br> Inc.<br>| 3000 | &nbsp;&nbsp; 26090 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cogeco <br> Communications, <br> Inc.<br>| 3747 | &nbsp;&nbsp; 168718 |
|  | Cogeco, Inc. | 1876 | &nbsp;&nbsp; 79245 |
| \* | Colabor Group, Inc. | 14700 | &nbsp;&nbsp; 8275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colliers International <br> Group, Inc. (CIGI <br> CN)<br>| 820 | &nbsp;&nbsp; 123657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colliers International <br> Group, Inc. (CIGI <br> US)<br>| 5536 | &nbsp;&nbsp; 834331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Computer Modelling <br> Group Ltd.<br>| 19984 | &nbsp;&nbsp; 114083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Constellation <br> Software, Inc.<br>| 1052 | &nbsp;&nbsp; 3629370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Definity Financial <br> Corp.<br>| 21593 | &nbsp;&nbsp; 1163335 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; dentalcorp Holdings <br> Ltd.<br>| 14105 | &nbsp;&nbsp; 82150 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Descartes Systems <br> Group, Inc. (DSGX <br> US)<br>| 4255 | &nbsp;&nbsp; 450009 |
|  | Dexterra Group, Inc. | 13572 | &nbsp;&nbsp; 93543 |
| \* | Docebo, Inc. | 2616 | &nbsp;&nbsp; 79315 |
|  | Dollarama, Inc. | 24451 | &nbsp;&nbsp; 3341895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Doman Building <br> Materials Group <br> Ltd.<br>| 28370 | &nbsp;&nbsp; 175060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dominion Lending <br> Centres, Inc.<br>| 2100 | &nbsp;&nbsp; 13322 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dorel Industries, Inc., <br> Class B<br>| 8016 | &nbsp;&nbsp; 8562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DREAM Unlimited <br> Corp., Class A<br>| 9274 | &nbsp;&nbsp; 139745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dundee Precious <br> Metals, Inc.<br>| 83885 | &nbsp;&nbsp; 1356109 |
|  | Dye & Durham Ltd. | 4990 | &nbsp;&nbsp; 40299 |
|  | Dynacor Group, Inc. | 9100 | &nbsp;&nbsp; 31196 |
|  | ECN Capital Corp. | 7800 | &nbsp;&nbsp; 17113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; E-L Financial Corp. <br> Ltd.<br>| 30000 | &nbsp;&nbsp; 318057 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eldorado Gold Corp. <br> (EGO US)<br>| 28305 | &nbsp;&nbsp; 580244 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eldorado Gold Corp. <br> (ELD CN)<br>| 36906 | &nbsp;&nbsp; 756183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Element Fleet <br> Management Corp.<br>| 103182 | &nbsp;&nbsp; 2683804 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empire Co. Ltd., <br> Class A<br>| 32164 | &nbsp;&nbsp; $1280896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc. (ENB <br> CN)<br>| 23766 | &nbsp;&nbsp; 1076308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc. (ENB <br> US)<br>| 33548 | &nbsp;&nbsp; 1519389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Endeavour Mining <br> PLC<br>| 50601 | &nbsp;&nbsp; 1519194 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Endeavour Silver <br> Corp. (EXK US)<br>| 34697 | &nbsp;&nbsp; 175914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enerflex Ltd. (EFX <br> CN)<br>| 8801 | &nbsp;&nbsp; 70187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enerflex Ltd. (EFXT <br> US)<br>| 22871 | &nbsp;&nbsp; 182511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enghouse Systems <br> Ltd.<br>| 9706 | &nbsp;&nbsp; 160763 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ensign Energy <br> Services, Inc.<br>| 32317 | &nbsp;&nbsp; 52711 |
|  | EQB, Inc. | 9000 | &nbsp;&nbsp; 669024 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Equinox Gold Corp. <br> (EQX CN)<br>| 11142 | &nbsp;&nbsp; 67868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Equinox Gold Corp. <br> (EQX US)<br>| 66442 | &nbsp;&nbsp; 405296 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ERO Copper Corp. <br> (ERO CN)<br>| 11587 | &nbsp;&nbsp; 156796 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ERO Copper Corp. <br> (ERO US)<br>| 16885 | &nbsp;&nbsp; 228285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evertz Technologies <br> Ltd.<br>| 7706 | &nbsp;&nbsp; 67016 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Exchange Income <br> Corp.<br>| 6358 | &nbsp;&nbsp; 300922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Exco Technologies <br> Ltd.<br>| 6801 | &nbsp;&nbsp; 33131 |
|  | Extendicare, Inc. | 21418 | &nbsp;&nbsp; 190592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fairfax Financial <br> Holdings Ltd.<br>| 1003 | &nbsp;&nbsp; 1774042 |
| # | Fiera Capital Corp. | 22653 | &nbsp;&nbsp; 107085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Finning International, <br> Inc.<br>| 38030 | &nbsp;&nbsp; 1657225 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Firan Technology <br> Group Corp.<br>| 3300 | &nbsp;&nbsp; 27294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Firm Capital Mortgage <br> Investment Corp.<br>| 9400 | &nbsp;&nbsp; 80730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Majestic Silver <br> Corp. (AG US)<br>| 48113 | &nbsp;&nbsp; 382498 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Mining Gold <br> Corp.<br>| 44500 | &nbsp;&nbsp; 5139 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; First National <br> Financial Corp.<br>| 4925 | &nbsp;&nbsp; 171430 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Quantum <br> Minerals Ltd.<br>| 109906 | &nbsp;&nbsp; 1847367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FirstService Corp. <br> (FSV CN)<br>| 1700 | &nbsp;&nbsp; 335092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FirstService Corp. <br> (FSV US)<br>| 3742 | &nbsp;&nbsp; 737997 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Foraco International <br> SA<br>| 13200 | &nbsp;&nbsp; 15242 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Fortis, Inc. (FTS CN) | 22800 | &nbsp;&nbsp; $1115647 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fortuna Mining Corp. <br> (FSM US)<br>| 37710 | &nbsp;&nbsp; 243230 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fortuna Mining Corp. <br> (FVI CN)<br>| 36107 | &nbsp;&nbsp; 232966 |
| \* | Galiano Gold, Inc. | 24802 | &nbsp;&nbsp; 32936 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GDI Integrated Facility <br> Services, Inc.<br>| 3200 | &nbsp;&nbsp; 74596 |
|  | George Weston Ltd. | 6889 | &nbsp;&nbsp; 1309039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GFL Environmental, <br> Inc.<br>| 7580 | &nbsp;&nbsp; 381577 |
|  | Gibson Energy, Inc. | 42524 | &nbsp;&nbsp; 766635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gildan Activewear, <br> Inc. (GIL CN)<br>| 2100 | &nbsp;&nbsp; 106076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gildan Activewear, <br> Inc. (GIL US)<br>| 29311 | &nbsp;&nbsp; 1480499 |
|  | goeasy Ltd. | 3750 | &nbsp;&nbsp; 495273 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoGold Resources, <br> Inc.<br>| 39468 | &nbsp;&nbsp; 57539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great-West Lifeco, <br> Inc.<br>| 14725 | &nbsp;&nbsp; 552931 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Greenfire Resources <br> Ltd.<br>| 1600 | &nbsp;&nbsp; 7376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital <br> Group Ltd., Class A<br>| 5228 | &nbsp;&nbsp; 155565 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Haivision Systems, <br> Inc.<br>| 5100 | &nbsp;&nbsp; 18330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hammond Power <br> Solutions, Inc.<br>| 2300 | &nbsp;&nbsp; 205732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; High Liner Foods, <br> Inc.<br>| 5650 | &nbsp;&nbsp; 69075 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HLS Therapeutics, <br> Inc.<br>| 700 | &nbsp;&nbsp; 2541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hudbay Minerals, Inc. <br> (HBM CN)<br>| 57861 | &nbsp;&nbsp; 537015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hudbay Minerals, Inc. <br> (HBM US)<br>| 58799 | &nbsp;&nbsp; 545067 |
| Ω | Hydro One Ltd. | 18600 | &nbsp;&nbsp; 657766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; iA Financial Corp., <br> Inc.<br>| 24300 | &nbsp;&nbsp; 2378615 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IAMGOLD Corp. (IAG <br> US)<br>| 47139 | &nbsp;&nbsp; 318660 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; IAMGOLD Corp. (IMG <br> CN)<br>| 123812 | &nbsp;&nbsp; 836374 |
|  | IGM Financial, Inc. | 17564 | &nbsp;&nbsp; 581579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Information Services <br> Corp.<br>| 3800 | &nbsp;&nbsp; 87760 |
|  | Intact Financial Corp. | 10632 | &nbsp;&nbsp; 2197607 |
| \* | Interfor Corp. | 14669 | &nbsp;&nbsp; 131911 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Ivanhoe Mines Ltd., <br> Class A<br>| 13175 | &nbsp;&nbsp; 102787 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Jamieson Wellness, <br> Inc.<br>| 5532 | &nbsp;&nbsp; 134308 |
| \* | Journey Energy, Inc. | 5500 | &nbsp;&nbsp; 9606 |
| \* | K92 Mining, Inc. | 69253 | &nbsp;&nbsp; 719220 |
|  | K-Bro Linen, Inc. | 2654 | &nbsp;&nbsp; 65603 |
|  | Keyera Corp. | 45504 | &nbsp;&nbsp; 1428568 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | Kinaxis, Inc. | 642 | &nbsp;&nbsp; $95281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinross Gold Corp. (K <br> CN)<br>| 304121 | &nbsp;&nbsp; 4866024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinross Gold Corp. <br> (KGC US)<br>| 9617 | &nbsp;&nbsp; 153872 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kiwetinohk Energy <br> Corp.<br>| 1200 | &nbsp;&nbsp; 19833 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Knight Therapeutics, <br> Inc.<br>| 21422 | &nbsp;&nbsp; 94154 |
|  | KP Tissue, Inc. | 3500 | &nbsp;&nbsp; 22683 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Labrador Iron Ore <br> Royalty Corp.<br>| 16209 | &nbsp;&nbsp; 311757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laurentian Bank of <br> Canada<br>| 11551 | &nbsp;&nbsp; 256846 |
|  | Leon's Furniture Ltd. | 8006 | &nbsp;&nbsp; 157451 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lightspeed <br> Commerce, Inc. <br> (LSPD US)<br>| 32434 | &nbsp;&nbsp; 403479 |
|  | Linamar Corp. | 11254 | &nbsp;&nbsp; 544182 |
|  | Loblaw Cos. Ltd. | 8711 | &nbsp;&nbsp; 1408751 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lucara Diamond <br> Corp.<br>| 114752 | &nbsp;&nbsp; 19462 |
|  | Lundin Gold, Inc. | 31311 | &nbsp;&nbsp; 1449173 |
|  | Lundin Mining Corp. | 189206 | &nbsp;&nbsp; 1932206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magellan Aerospace <br> Corp.<br>| 4737 | &nbsp;&nbsp; 58392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magna International, <br> Inc. (MG CN)<br>| 12585 | &nbsp;&nbsp; 516079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magna International, <br> Inc. (MGA US)<br>| 37033 | &nbsp;&nbsp; 1518353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mainstreet Equity <br> Corp.<br>| 900 | &nbsp;&nbsp; 120165 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Major Drilling Group <br> International, Inc.<br>| 19412 | &nbsp;&nbsp; 123146 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mandalay Resources <br> Corp.<br>| 10400 | &nbsp;&nbsp; 36328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manulife Financial <br> Corp. (MFC US)<br>| 65331 | &nbsp;&nbsp; 2022648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maple Leaf Foods, <br> Inc.<br>| 20585 | &nbsp;&nbsp; 434401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Martinrea <br> International, Inc.<br>| 18236 | &nbsp;&nbsp; 109500 |
| \* | Mattr Corp. | 13671 | &nbsp;&nbsp; 121259 |
| \* | MDA Space Ltd. | 10609 | &nbsp;&nbsp; 297077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medical Facilities <br> Corp.<br>| 6857 | &nbsp;&nbsp; 72450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melcor Developments <br> Ltd.<br>| 3200 | &nbsp;&nbsp; 33095 |
|  | Metro, Inc. | 19368 | &nbsp;&nbsp; 1481005 |
|  | Morguard Corp. | 700 | &nbsp;&nbsp; 59719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MTY Food Group, <br> Inc.<br>| 5624 | &nbsp;&nbsp; 156714 |
| # | Mullen Group Ltd. | 21578 | &nbsp;&nbsp; 205097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank of <br> Canada<br>| 31094 | &nbsp;&nbsp; 3234338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neo Performance <br> Materials, Inc.<br>| 3400 | &nbsp;&nbsp; 38059 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Gold, Inc. (NGD <br> CN)<br>| 152827 | &nbsp;&nbsp; $639720 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Gold, Inc. (NGD <br> US)<br>| 93356 | &nbsp;&nbsp; 391162 |
| \* | NFI Group, Inc. | 17971 | &nbsp;&nbsp; 247724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North American <br> Construction Group <br> Ltd. (NOA CN)<br>| 7400 | &nbsp;&nbsp; 111352 |
|  | North West Co., Inc. | 13509 | &nbsp;&nbsp; 463689 |
|  | Northland Power, Inc. | 39486 | &nbsp;&nbsp; 645181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nutrien Ltd. (NTR <br> CN)<br>| 1300 | &nbsp;&nbsp; 77131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nutrien Ltd. (NTR <br> US)<br>| 54316 | &nbsp;&nbsp; 3222035 |
|  | OceanaGold Corp. | 67888 | &nbsp;&nbsp; 923567 |
|  | Onex Corp. | 17120 | &nbsp;&nbsp; 1392730 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Open Text Corp. <br> (OTEX CN)<br>| 1630 | &nbsp;&nbsp; 47973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Open Text Corp. <br> (OTEX US)<br>| 41560 | &nbsp;&nbsp; 1223111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OR Royalties, Inc. <br> (OR CN)<br>| 5289 | &nbsp;&nbsp; 146512 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; OR Royalties, Inc. <br> (OR US)<br>| 22193 | &nbsp;&nbsp; 614968 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orla Mining Ltd. <br> (ORLA US)<br>| 14309 | &nbsp;&nbsp; 133360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver <br> Corp. (PAAS CN)<br>| 17203 | &nbsp;&nbsp; 464714 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver <br> Corp. (PAAS US)<br>| 69527 | &nbsp;&nbsp; 1878615 |
|  | Parkland Corp. | 35725 | &nbsp;&nbsp; 1008375 |
|  | Pason Systems, Inc. | 19604 | &nbsp;&nbsp; 165395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pembina Pipeline <br> Corp. (PBA US)<br>| 48004 | &nbsp;&nbsp; 1785269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pet Valu Holdings <br> Ltd.<br>| 4878 | &nbsp;&nbsp; 118042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PHX Energy Services <br> Corp.<br>| 13038 | &nbsp;&nbsp; 78288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pizza Pizza Royalty <br> Corp.<br>| 7900 | &nbsp;&nbsp; 90825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polaris Renewable <br> Energy, Inc.<br>| 6500 | &nbsp;&nbsp; 58357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PrairieSky Royalty <br> Ltd.<br>| 38224 | &nbsp;&nbsp; 657389 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Precision Drilling <br> Corp. (PD CN)<br>| 998 | &nbsp;&nbsp; 56214 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Precision Drilling <br> Corp. (PDS US)<br>| 2995 | &nbsp;&nbsp; 168698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premium Brands <br> Holdings Corp.<br>| 10355 | &nbsp;&nbsp; 656454 |
| # | Propel Holdings, Inc. | 5900 | &nbsp;&nbsp; 153206 |
| \* | Quarterhill, Inc. | 31600 | &nbsp;&nbsp; 30332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quebecor, Inc., <br> Class B<br>| 41685 | &nbsp;&nbsp; 1172691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RB Global, Inc. (RBA <br> US)<br>| 11873 | &nbsp;&nbsp; 1285371 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Restaurant Brands <br> International, Inc. <br> (QSR US)<br>| 22306 | &nbsp;&nbsp; $1513685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richelieu Hardware <br> Ltd.<br>| 10888 | &nbsp;&nbsp; 272436 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rogers <br> Communications, <br> Inc. (RCI US), <br> Class B<br>| 17335 | &nbsp;&nbsp; 578989 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rogers <br> Communications, <br> Inc. (RCIB CN), <br> Class B<br>| 3029 | &nbsp;&nbsp; 101171 |
|  | Rogers Sugar, Inc. | 29000 | &nbsp;&nbsp; 118043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada <br> (RY CN)<br>| 25032 | &nbsp;&nbsp; 3211922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada <br> (RY US)<br>| 93870 | &nbsp;&nbsp; 12058417 |
|  | Russel Metals, Inc. | 18045 | &nbsp;&nbsp; 577971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandstorm Gold Ltd. <br> (SAND US)<br>| 52570 | &nbsp;&nbsp; 492055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sangoma <br> Technologies Corp.<br>| 1600 | &nbsp;&nbsp; 9065 |
|  | Saputo, Inc. | 41892 | &nbsp;&nbsp; 878595 |
|  | Savaria Corp. | 10074 | &nbsp;&nbsp; 144537 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seabridge Gold, Inc. <br> (SA US)<br>| 8910 | &nbsp;&nbsp; 136501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Secure Waste <br> Infrastructure Corp.<br>| 69338 | &nbsp;&nbsp; 757635 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shopify, Inc. (SHOP <br> US), Class A<br>| 6770 | &nbsp;&nbsp; 827362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sienna Senior Living, <br> Inc.<br>| 15782 | &nbsp;&nbsp; 203881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Source Energy <br> Services Ltd.<br>| 3700 | &nbsp;&nbsp; 36850 |
|  | South Bow Corp. | 528 | &nbsp;&nbsp; 13865 |
| Ω | Spin Master Corp. | 4731 | &nbsp;&nbsp; 77848 |
|  | Sprott, Inc. (SII US) | 4351 | &nbsp;&nbsp; 293083 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; SSR Mining, Inc. <br> (SSRM CN)<br>| 27376 | &nbsp;&nbsp; 326988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SSR Mining, Inc. <br> (SSRM US)<br>| 22172 | &nbsp;&nbsp; 264955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stantec, Inc. (STN <br> CN)<br>| 5001 | &nbsp;&nbsp; 546660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stantec, Inc. (STN <br> US)<br>| 11124 | &nbsp;&nbsp; 1216521 |
|  | Stella-Jones, Inc. | 12695 | &nbsp;&nbsp; 723714 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; STEP Energy <br> Services Ltd.<br>| 6300 | &nbsp;&nbsp; 20006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; StorageVault Canada, <br> Inc.<br>| 38826 | &nbsp;&nbsp; 130018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Life Financial, <br> Inc. (SLF CN)<br>| 27130 | &nbsp;&nbsp; 1654115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Life Financial, <br> Inc. (SLF US)<br>| 37024 | &nbsp;&nbsp; 2258464 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SunOpta, Inc. (STKL <br> US)<br>| 700 | &nbsp;&nbsp; 4081 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Superior Plus Corp. | 55940 | &nbsp;&nbsp; $279377 |
|  | Sylogist Ltd. | 3900 | &nbsp;&nbsp; 26036 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Taseko Mines Ltd. <br> (TGB US)<br>| 30417 | &nbsp;&nbsp; 93380 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taseko Mines Ltd. <br> (TKO CN)<br>| 48479 | &nbsp;&nbsp; 148698 |
|  | TELUS Corp. | 9014 | &nbsp;&nbsp; 145202 |
| \* | Tenaz Energy Corp. | 3700 | &nbsp;&nbsp; 49161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TerraVest Industries, <br> Inc.<br>| 2849 | &nbsp;&nbsp; 351026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TFI International, Inc. <br> (TFII CN)<br>| 8716 | &nbsp;&nbsp; 757995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TFI International, Inc. <br> (TFII US)<br>| 3007 | &nbsp;&nbsp; 262120 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Theratechnologies, <br> Inc.<br>| 4374 | &nbsp;&nbsp; 13778 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Thomson Reuters <br> Corp. (TRI US)<br>| 4179 | &nbsp;&nbsp; 839603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Timbercreek Financial <br> Corp.<br>| 21635 | &nbsp;&nbsp; 120698 |
|  | TMX Group Ltd. | 19591 | &nbsp;&nbsp; 796591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Torex Gold <br> Resources, Inc.<br>| 36899 | &nbsp;&nbsp; 1039382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toromont Industries <br> Ltd.<br>| 15519 | &nbsp;&nbsp; 1573516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion <br> Bank (TD CN)<br>| 7237 | &nbsp;&nbsp; 527106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion <br> Bank (TD US)<br>| 70974 | &nbsp;&nbsp; 5172585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Total Energy Services, <br> Inc.<br>| 11308 | &nbsp;&nbsp; 94995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transcontinental, Inc., <br> Class A<br>| 21110 | &nbsp;&nbsp; 293584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trican Well Service <br> Ltd.<br>| 58515 | &nbsp;&nbsp; 240294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triple Flag Precious <br> Metals Corp. (TFPM <br> CN)<br>| 200 | &nbsp;&nbsp; 4564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triple Flag Precious <br> Metals Corp. (TFPM <br> US)<br>| 7056 | &nbsp;&nbsp; 161015 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trisura Group Ltd. <br> (TSU CN)<br>| 7457 | &nbsp;&nbsp; 227596 |
| \* | Valeura Energy, Inc. | 13661 | &nbsp;&nbsp; 91987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vecima Networks, <br> Inc.<br>| 1615 | &nbsp;&nbsp; 12238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VersaBank (VBNK <br> CN)<br>| 2400 | &nbsp;&nbsp; 28476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VersaBank (VBNK <br> US)<br>| 1100 | &nbsp;&nbsp; 13002 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Victoria Gold <br> Corp./Vancouver<br>| 11301 | &nbsp;&nbsp; 1468 |
| \* | Vitalhub Corp. | 2368 | &nbsp;&nbsp; 23516 |
|  | Wajax Corp. | 7419 | &nbsp;&nbsp; 126363 |
| \* | Wall Financial Corp. | 700 | &nbsp;&nbsp; 8007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waste Connections, <br> Inc. (WCN US)<br>| 8116 | &nbsp;&nbsp; 1515013 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wesdome Gold Mines <br> Ltd.<br>| 46700 | &nbsp;&nbsp; $556113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; West Fraser Timber <br> Co. Ltd. (WFG CN)<br>| 16188 | &nbsp;&nbsp; 1122271 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Western Forest <br> Products, Inc.<br>| 3180 | &nbsp;&nbsp; 30573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westshore Terminals <br> Investment Corp.<br>| 8046 | &nbsp;&nbsp; 163812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wheaton Precious <br> Metals Corp. (WPM <br> US)<br>| 3122 | &nbsp;&nbsp; 285694 |
|  | Winpak Ltd. | 8205 | &nbsp;&nbsp; 242431 |
|  | WSP Global, Inc. | 9281 | &nbsp;&nbsp; 1910991 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yangarra Resources <br> Ltd.<br>| 16900 | &nbsp;&nbsp; 12563 |
|  | Yellow Pages Ltd. | 2901 | &nbsp;&nbsp; 23010 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp; 195754247 |
| CHINA — (0.0%) | CHINA — (0.0%) | CHINA — (0.0%) | CHINA — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Gold <br> International <br> Resources Corp. <br> Ltd. (CGG CN)<br>| 56934 | &nbsp;&nbsp; 492256 |
| DENMARK — (1.5%) | DENMARK — (1.5%) | DENMARK — (1.5%) | DENMARK — (1.5%) |
| \* | ALK-Abello AS | 32472 | &nbsp;&nbsp; 942137 |
|  | Alm Brand AS | 198447 | &nbsp;&nbsp; 547377 |
| # | Ambu AS, Class B | 39647 | &nbsp;&nbsp; 578763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AP Moller - Maersk <br> AS (MAERSKA <br> DC), Class A<br>| 210 | &nbsp;&nbsp; 412056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AP Moller - Maersk <br> AS (MAERSKB <br> DC), Class B<br>| 338 | &nbsp;&nbsp; 667469 |
| \* | Bang & Olufsen AS | 18650 | &nbsp;&nbsp; 37288 |
| # | cBrain AS | 2298 | &nbsp;&nbsp; 74943 |
| # | Coloplast AS, Class B | 11728 | &nbsp;&nbsp; 1071142 |
|  | Columbus AS | 25009 | &nbsp;&nbsp; 37927 |
|  | Danske Bank AS | 61163 | &nbsp;&nbsp; 2426426 |
| \* | Demant AS | 19244 | &nbsp;&nbsp; 729109 |
| \* | Dfds AS | 4154 | &nbsp;&nbsp; 74577 |
|  | DSV AS | 8762 | &nbsp;&nbsp; 1963432 |
|  | FLSmidth & Co. AS | 14063 | &nbsp;&nbsp; 827275 |
|  | Foroya Banki P | 1197 | &nbsp;&nbsp; 34602 |
| #\* | GN Store Nord AS | 23723 | &nbsp;&nbsp; 339845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GronlandsBANKEN <br> AS<br>| 259 | &nbsp;&nbsp; 33816 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; H&H International AS, <br> Class B<br>| 3040 | &nbsp;&nbsp; 48471 |
| \* | Huscompagniet AS | 250 | &nbsp;&nbsp; 1778 |
|  | ISS AS | 31880 | &nbsp;&nbsp; 916433 |
|  | Jeudan AS | 1620 | &nbsp;&nbsp; 52567 |
|  | Jyske Bank AS | 15613 | &nbsp;&nbsp; 1567426 |
|  | Matas AS | 10756 | &nbsp;&nbsp; 220628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MT Hoejgaard Holding <br> AS<br>| 342 | &nbsp;&nbsp; 21544 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Netcompany Group <br> AS<br>| 10280 | &nbsp;&nbsp; $376965 |
| \* | Nilfisk Holding AS | 1822 | &nbsp;&nbsp; 25936 |
| \* | NKT AS | 14984 | &nbsp;&nbsp; 1318183 |
| #\*Ω | NNIT AS | 3366 | &nbsp;&nbsp; 33982 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; NTG Nordic Transport <br> Group AS<br>| 1316 | &nbsp;&nbsp; 39441 |
| #\*Ω | Orsted AS | 6284 | &nbsp;&nbsp; 296174 |
|  | Pandora AS | 15813 | &nbsp;&nbsp; 2610656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Parken Sport & <br> Entertainment AS<br>| 1139 | &nbsp;&nbsp; 29338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Per Aarsleff Holding <br> AS<br>| 4795 | &nbsp;&nbsp; 516407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ringkjoebing <br> Landbobank AS<br>| 6693 | &nbsp;&nbsp; 1475482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockwool AS, <br> Class A<br>| 10550 | &nbsp;&nbsp; 464428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockwool AS, <br> Class B<br>| 28199 | &nbsp;&nbsp; 1235697 |
| \* | RTX AS | 1768 | &nbsp;&nbsp; 22159 |
|  | Schouw & Co. AS | 3662 | &nbsp;&nbsp; 344905 |
| # | Solar AS, Class B | 1575 | &nbsp;&nbsp; 67960 |
|  | SP Group AS | 2223 | &nbsp;&nbsp; 90877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sparekassen <br> Sjaelland-Fyn AS<br>| 1955 | &nbsp;&nbsp; 99448 |
|  | Sydbank AS | 16028 | &nbsp;&nbsp; 1187470 |
|  | TCM Group AS | 1798 | &nbsp;&nbsp; 20723 |
| # | Tivoli AS | 661 | &nbsp;&nbsp; 62426 |
| # | TORM PLC, Class A | 11862 | &nbsp;&nbsp; 218648 |
| \* | Trifork Group AG | 793 | &nbsp;&nbsp; 11368 |
|  | Tryg AS | 56691 | &nbsp;&nbsp; 1367496 |
|  | UIE PLC | 3870 | &nbsp;&nbsp; 172721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vestas Wind Systems <br> AS<br>| 60651 | &nbsp;&nbsp; 1107371 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp; 26823292 |
| FINLAND — (1.9%) | FINLAND — (1.9%) | FINLAND — (1.9%) | FINLAND — (1.9%) |
|  | Aktia Bank OYJ | 13319 | &nbsp;&nbsp; 153339 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Alandsbanken Abp, <br> Class B<br>| 1334 | &nbsp;&nbsp; 59334 |
|  | Alma Media OYJ | 6819 | &nbsp;&nbsp; 102895 |
|  | Aspo OYJ | 9512 | &nbsp;&nbsp; 57285 |
|  | Atria OYJ | 4031 | &nbsp;&nbsp; 61413 |
|  | Citycon OYJ | 11056 | &nbsp;&nbsp; 47557 |
|  | Digia OYJ | 3511 | &nbsp;&nbsp; 29381 |
|  | Elisa OYJ | 33228 | &nbsp;&nbsp; 1709669 |
| Ω | Enento Group OYJ | 2714 | &nbsp;&nbsp; 48126 |
| # | eQ OYJ | 1501 | &nbsp;&nbsp; 22156 |
|  | Fiskars OYJ Abp | 6389 | &nbsp;&nbsp; 104739 |
|  | Fortum OYJ | 65046 | &nbsp;&nbsp; 1193316 |
|  | F-Secure OYJ | 21549 | &nbsp;&nbsp; 40440 |
|  | Gofore OYJ | 928 | &nbsp;&nbsp; 18999 |
|  | Harvia OYJ | 2878 | &nbsp;&nbsp; 166635 |
|  | Hiab OYJ | 11710 | &nbsp;&nbsp; 799140 |
|  | Huhtamaki OYJ | 22410 | &nbsp;&nbsp; 771338 |
| \* | Incap OYJ | 2299 | &nbsp;&nbsp; 26634 |
|  | Kalmar OYJ, Class B | 11710 | &nbsp;&nbsp; 528449 |
| # | Kamux Corp. | 5559 | &nbsp;&nbsp; 12476 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |
|  | Kemira OYJ | 29190 | &nbsp;&nbsp; $621203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kesko OYJ (KESKOA <br> FH), Class A<br>| 19306 | &nbsp;&nbsp; 420251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kesko OYJ (KESKOB <br> FH), Class B<br>| 71306 | &nbsp;&nbsp; 1550864 |
| \* | Kojamo OYJ | 16891 | &nbsp;&nbsp; 214373 |
|  | Kone OYJ, Class B | 27101 | &nbsp;&nbsp; 1664230 |
|  | Konecranes OYJ | 18436 | &nbsp;&nbsp; 1536310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lassila & Tikanoja <br> OYJ<br>| 6721 | &nbsp;&nbsp; 72463 |
| \* | Lindex Group OYJ | 19336 | &nbsp;&nbsp; 62603 |
|  | Mandatum OYJ | 86348 | &nbsp;&nbsp; 585708 |
|  | Marimekko OYJ | 8031 | &nbsp;&nbsp; 119507 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Metsa Board OYJ <br> (METSB FH), <br> Class B<br>| 21843 | &nbsp;&nbsp; 80358 |
|  | Metso OYJ | 123378 | &nbsp;&nbsp; 1549539 |
|  | Neste OYJ | 26435 | &nbsp;&nbsp; 417214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nokia OYJ (NOK US), <br> Sponsored ADR<br>| 99322 | &nbsp;&nbsp; 405234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nokia OYJ (NOKIA <br> FH)<br>| 319181 | &nbsp;&nbsp; 1300773 |
| # | Nokian Renkaat OYJ | 27948 | &nbsp;&nbsp; 250909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nordea Bank Abp <br> (NDA FH)<br>| 239691 | &nbsp;&nbsp; 3497519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nordea Bank Abp <br> (NDA SS)<br>| 83521 | &nbsp;&nbsp; 1219465 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Oma Saastopankki <br> OYJ<br>| 2640 | &nbsp;&nbsp; 27395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriola OYJ (OKDBV <br> FH), Class B<br>| 29976 | &nbsp;&nbsp; 37384 |
|  | Outokumpu OYJ | 91596 | &nbsp;&nbsp; 344649 |
|  | Ponsse OYJ | 2132 | &nbsp;&nbsp; 77646 |
|  | Puuilo OYJ | 12804 | &nbsp;&nbsp; 199766 |
| #\* | QT Group OYJ | 4536 | &nbsp;&nbsp; 312134 |
|  | Raisio OYJ, Class V | 26117 | &nbsp;&nbsp; 74702 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Remedy <br> Entertainment OYJ<br>| 696 | &nbsp;&nbsp; 12756 |
|  | Revenio Group OYJ | 4522 | &nbsp;&nbsp; 135411 |
|  | Sampo OYJ, Class A | 255340 | &nbsp;&nbsp; 2738843 |
|  | Sanoma OYJ | 22570 | &nbsp;&nbsp; 260998 |
|  | Scanfil OYJ | 3322 | &nbsp;&nbsp; 42502 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Stora Enso OYJ, <br> Class R<br>| 138842 | &nbsp;&nbsp; 1428612 |
|  | Taaleri PLC | 6319 | &nbsp;&nbsp; 50954 |
| # | Talenom OYJ | 3569 | &nbsp;&nbsp; 14238 |
|  | TietoEVRY OYJ | 15874 | &nbsp;&nbsp; 273254 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokmanni Group <br> Corp.<br>| 12950 | &nbsp;&nbsp; 126811 |
|  | UPM-Kymmene OYJ | 62236 | &nbsp;&nbsp; 1613018 |
|  | Vaisala OYJ, Class A | 4717 | &nbsp;&nbsp; 254422 |
| # | Valmet OYJ | 36322 | &nbsp;&nbsp; 1310563 |
|  | Wartsila OYJ Abp | 50970 | &nbsp;&nbsp; 1408231 |
| #\* | WithSecure OYJ | 20438 | &nbsp;&nbsp; 23075 |
| #\* | YIT OYJ | 30708 | &nbsp;&nbsp; 106391 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp; 32395599 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (7.0%) | FRANCE — (7.0%) | FRANCE — (7.0%) | FRANCE — (7.0%) |
| \* | 74Software SA | 3271 | &nbsp;&nbsp; $139323 |
|  | Accor SA | 31299 | &nbsp;&nbsp; 1586354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aeroports de Paris <br> SA<br>| 6644 | &nbsp;&nbsp; 806412 |
|  | AKWEL SADIR | 2771 | &nbsp;&nbsp; 27234 |
| \* | Alstom SA | 67037 | &nbsp;&nbsp; 1572442 |
| \* | Altamir | 3848 | &nbsp;&nbsp; 125657 |
|  | Alten SA | 6048 | &nbsp;&nbsp; 491552 |
| Ω | Amundi SA | 9891 | &nbsp;&nbsp; 730949 |
| \*Ω | Aramis Group SAS | 2877 | &nbsp;&nbsp; 17587 |
|  | Arkema SA | 14281 | &nbsp;&nbsp; 971127 |
|  | Assystem SA | 1573 | &nbsp;&nbsp; 86910 |
|  | Aubay | 1418 | &nbsp;&nbsp; 81169 |
|  | AXA SA | 62944 | &nbsp;&nbsp; 3057136 |
| Ω | Ayvens SA | 24075 | &nbsp;&nbsp; 258698 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bastide le Confort <br> Medical<br>| 789 | &nbsp;&nbsp; 27363 |
|  | Beneteau SACA | 9994 | &nbsp;&nbsp; 92780 |
|  | BioMerieux | 3901 | &nbsp;&nbsp; 558172 |
|  | BNP Paribas SA | 44394 | &nbsp;&nbsp; 4047766 |
|  | Boiron SA | 1017 | &nbsp;&nbsp; 24279 |
|  | Bollore SE | 107440 | &nbsp;&nbsp; 619720 |
|  | Bonduelle SCA | 3955 | &nbsp;&nbsp; 36071 |
|  | Bouygues SA | 51776 | &nbsp;&nbsp; 2131955 |
|  | Bureau Veritas SA | 55955 | &nbsp;&nbsp; 1723196 |
| \* | Canal & SA | 116631 | &nbsp;&nbsp; 371209 |
|  | Capgemini SE | 11765 | &nbsp;&nbsp; 1751530 |
|  | Carrefour SA | 143062 | &nbsp;&nbsp; 2050222 |
|  | Catana Group | 5629 | &nbsp;&nbsp; 24419 |
|  | CBo Territoria | 5862 | &nbsp;&nbsp; 24486 |
| \* | Cegedim SA | 1934 | &nbsp;&nbsp; 24031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie de Saint-Gobain <br> SA<br>| 46846 | &nbsp;&nbsp; 5374037 |
|  | Cie des Alpes | 5170 | &nbsp;&nbsp; 135699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie Generale des <br> Etablissements <br> Michelin SCA<br>| 136014 | &nbsp;&nbsp; 4838898 |
| \* | Claranova SE | 3409 | &nbsp;&nbsp; 9710 |
| \* | Clariane SE | 30809 | &nbsp;&nbsp; 159734 |
|  | Coface SA | 32253 | &nbsp;&nbsp; 599670 |
|  | Credit Agricole SA | 77117 | &nbsp;&nbsp; 1419301 |
|  | Danone SA | 31096 | &nbsp;&nbsp; 2544797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dassault Systemes <br> SE<br>| 11622 | &nbsp;&nbsp; 381797 |
|  | Derichebourg SA | 26657 | &nbsp;&nbsp; 175294 |
|  | Edenred SE | 24367 | &nbsp;&nbsp; 695875 |
|  | Eiffage SA | 19347 | &nbsp;&nbsp; 2597052 |
| \* | Ekinops SAS | 1391 | &nbsp;&nbsp; 5468 |
| \*Ω | Elior Group SA | 20878 | &nbsp;&nbsp; 62000 |
|  | Elis SA | 59003 | &nbsp;&nbsp; 1626716 |
|  | Engie SA | 340667 | &nbsp;&nbsp; 7657586 |
|  | EssilorLuxottica SA | 6264 | &nbsp;&nbsp; 1862628 |
|  | Esso SA Francaise | 745 | &nbsp;&nbsp; 81934 |
|  | Eurazeo SE | 11487 | &nbsp;&nbsp; 674054 |
| Ω | Euronext NV | 12104 | &nbsp;&nbsp; 1951030 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eutelsat <br> Communications <br> SACA<br>| 30479 | &nbsp;&nbsp; 109073 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fnac Darty SA (0QSH <br> LI)<br>| 903 | &nbsp;&nbsp; $30698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fnac Darty SA (FNAC <br> FP)<br>| 2301 | &nbsp;&nbsp; 77893 |
| \* | Forvia SE (1EO IM) | 1747 | &nbsp;&nbsp; 22525 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forvia SE (FRVIA <br> FP)<br>| 33235 | &nbsp;&nbsp; 422525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gaztransport Et <br> Technigaz SA<br>| 8586 | &nbsp;&nbsp; 1614901 |
|  | Getlink SE | 58432 | &nbsp;&nbsp; 1059717 |
|  | GL Events SACA | 3535 | &nbsp;&nbsp; 121902 |
|  | Groupe Crit SA | 826 | &nbsp;&nbsp; 58803 |
| \* | Guerbet | 1880 | &nbsp;&nbsp; 44922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hermes International <br> SCA<br>| 1349 | &nbsp;&nbsp; 3298963 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ID Logistics Group <br> SACA<br>| 820 | &nbsp;&nbsp; 411636 |
|  | Imerys SA | 8616 | &nbsp;&nbsp; 212113 |
|  | Infotel SA | 935 | &nbsp;&nbsp; 42758 |
|  | Interparfums SA | 1345 | &nbsp;&nbsp; 49389 |
|  | Ipsen SA | 8792 | &nbsp;&nbsp; 1035980 |
|  | IPSOS SA | 11077 | &nbsp;&nbsp; 497383 |
|  | Jacquet Metals SACA | 3858 | &nbsp;&nbsp; 98927 |
|  | JCDecaux SE | 15848 | &nbsp;&nbsp; 260552 |
|  | Kaufman & Broad SA | 3216 | &nbsp;&nbsp; 114581 |
|  | Kering SA | 3867 | &nbsp;&nbsp; 949524 |
|  | Lectra | 693 | &nbsp;&nbsp; 19277 |
|  | Legrand SA | 12123 | &nbsp;&nbsp; 1790648 |
|  | Linedata Services | 158 | &nbsp;&nbsp; 12243 |
|  | LISI SA | 2450 | &nbsp;&nbsp; 132422 |
|  | LNA Sante SA | 1295 | &nbsp;&nbsp; 42104 |
|  | L'Oreal SA | 7964 | &nbsp;&nbsp; 3523934 |
| \* | Lumibird | 484 | &nbsp;&nbsp; 10135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE<br>| 14729 | &nbsp;&nbsp; 7906700 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Maisons du Monde <br> SA<br>| 7630 | &nbsp;&nbsp; 19236 |
|  | Manitou BF SA | 2842 | &nbsp;&nbsp; 62699 |
|  | Mersen SA | 6067 | &nbsp;&nbsp; 166149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metropole Television <br> SA<br>| 6241 | &nbsp;&nbsp; 91165 |
|  | Nexans SA | 9075 | &nbsp;&nbsp; 1304262 |
| \* | Nexity SA | 7316 | &nbsp;&nbsp; 95329 |
|  | NRJ Group | 4221 | &nbsp;&nbsp; 35045 |
|  | Oeneo SA | 3475 | &nbsp;&nbsp; 37822 |
|  | Opmobility | 11687 | &nbsp;&nbsp; 178949 |
|  | Orange SA (ORA FP) | 408891 | &nbsp;&nbsp; 6219666 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pierre Et Vacances <br> SA<br>| 14537 | &nbsp;&nbsp; 28166 |
|  | Pluxee NV | 12780 | &nbsp;&nbsp; 259157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Publicis Groupe SA <br> (PUB FP)<br>| 25081 | &nbsp;&nbsp; 2291944 |
|  | Quadient SA | 7216 | &nbsp;&nbsp; 132646 |
|  | Renault SA | 36888 | &nbsp;&nbsp; 1364885 |
|  | Rexel SA | 49214 | &nbsp;&nbsp; 1487465 |
|  | Robertet SA | 58 | &nbsp;&nbsp; 54634 |
|  | Rubis SCA | 10710 | &nbsp;&nbsp; 339142 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SA d'Explosifs et de <br> Produits Chimiques<br>| 94 | &nbsp;&nbsp; $21021 |
|  | Samse SACA | 114 | &nbsp;&nbsp; 19441 |
|  | Savencia SA | 1026 | &nbsp;&nbsp; 76082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric SE <br> (SU FP)<br>| 9469 | &nbsp;&nbsp; 2450513 |
|  | SCOR SE | 38988 | &nbsp;&nbsp; 1270114 |
|  | SEB SA | 6045 | &nbsp;&nbsp; 441571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seche Environnement <br> SACA<br>| 643 | &nbsp;&nbsp; 74702 |
|  | SES SA | 99058 | &nbsp;&nbsp; 681192 |
| \*Ω | SMCP SA | 10385 | &nbsp;&nbsp; 59869 |
|  | Societe BIC SA | 5800 | &nbsp;&nbsp; 352658 |
|  | Societe Generale SA | 68159 | &nbsp;&nbsp; 4350487 |
|  | Societe LDC SADIR | 1552 | &nbsp;&nbsp; 163866 |
| \* | SOITEC | 1419 | &nbsp;&nbsp; 61448 |
|  | Sopra Steria Group | 4059 | &nbsp;&nbsp; 874689 |
|  | SPIE SA | 40521 | &nbsp;&nbsp; 2384716 |
|  | Stef SA | 1222 | &nbsp;&nbsp; 184386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STMicroelectronics <br> NV (STM FP)<br>| 39978 | &nbsp;&nbsp; 1015998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STMicroelectronics <br> NV (STM US)<br>| 4154 | &nbsp;&nbsp; 105636 |
|  | Sword Group | 2115 | &nbsp;&nbsp; 87596 |
|  | Synergie SE | 2137 | &nbsp;&nbsp; 83849 |
|  | Technip Energies NV | 36697 | &nbsp;&nbsp; 1584626 |
|  | Teleperformance SE | 13476 | &nbsp;&nbsp; 1313790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Television Francaise 1 <br> SA<br>| 11484 | &nbsp;&nbsp; 109804 |
|  | TFF Group | 392 | &nbsp;&nbsp; 8012 |
|  | Thermador Groupe | 1621 | &nbsp;&nbsp; 151303 |
|  | Tikehau Capital SCA | 6624 | &nbsp;&nbsp; 147806 |
|  | Trigano SA | 2127 | &nbsp;&nbsp; 362728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ubisoft Entertainment <br> SA<br>| 13636 | &nbsp;&nbsp; 143812 |
|  | Valeo SE | 30189 | &nbsp;&nbsp; 328440 |
|  | Vallourec SACA | 55614 | &nbsp;&nbsp; 1039367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Veolia Environnement <br> SA (VIE FP)<br>| 36542 | &nbsp;&nbsp; 1238374 |
| Ω | Verallia SA | 16640 | &nbsp;&nbsp; 535375 |
|  | Vetoquinol SA | 403 | &nbsp;&nbsp; 35444 |
|  | VIEL & Cie SA | 1966 | &nbsp;&nbsp; 35203 |
|  | Vinci SA | 40527 | &nbsp;&nbsp; 5629555 |
|  | Virbac SACA | 756 | &nbsp;&nbsp; 299393 |
| \* | Viridien | 977 | &nbsp;&nbsp; 64976 |
|  | Vivendi SE | 116631 | &nbsp;&nbsp; 442125 |
| \* | Voltalia SA | 5971 | &nbsp;&nbsp; 50481 |
|  | VusionGroup | 127 | &nbsp;&nbsp; 32646 |
|  | Wavestone | 1207 | &nbsp;&nbsp; 79859 |
| \*Ω | Worldline SA | 27257 | &nbsp;&nbsp; 99296 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; X-Fab Silicon <br> Foundries SE<br>| 13964 | &nbsp;&nbsp; 101585 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp; 123047452 |
| GERMANY — (8.1%) | GERMANY — (8.1%) | GERMANY — (8.1%) | GERMANY — (8.1%) |
|  | 1&1 AG | 9160 | &nbsp;&nbsp; 192565 |
|  | 7C Solarparken AG | 14165 | &nbsp;&nbsp; 29676 |
|  | Adesso SE | 821 | &nbsp;&nbsp; 75857 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | adidas AG | 13228 | &nbsp;&nbsp; $2528252 |
|  | Adtran Networks SE | 552 | &nbsp;&nbsp; 13039 |
|  | All for One Group SE | 614 | &nbsp;&nbsp; 34254 |
|  | Allgeier SE | 1476 | &nbsp;&nbsp; 31450 |
|  | Allianz SE (ALV GR) | 12224 | &nbsp;&nbsp; 4830651 |
|  | AlzChem Group AG | 1743 | &nbsp;&nbsp; 295042 |
|  | Amadeus Fire AG | 1214 | &nbsp;&nbsp; 92687 |
| \* | Aroundtown SA | 91132 | &nbsp;&nbsp; 328631 |
|  | Atoss Software SE | 2472 | &nbsp;&nbsp; 331574 |
| Ω | Aumann AG | 1986 | &nbsp;&nbsp; 27022 |
|  | Aurubis AG | 8547 | &nbsp;&nbsp; 852517 |
| \*Ω | Auto1 Group SE | 1745 | &nbsp;&nbsp; 52311 |
|  | BASF SE | 185841 | &nbsp;&nbsp; 9107951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bayerische Motoren <br> Werke AG<br>| 25662 | &nbsp;&nbsp; 2441775 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; BayWa AG (BYW6 <br> GR)<br>| 4041 | &nbsp;&nbsp; 44828 |
|  | Bechtle AG | 18395 | &nbsp;&nbsp; 798414 |
| Ω | Befesa SA | 6810 | &nbsp;&nbsp; 204204 |
|  | Bertrandt AG | 1410 | &nbsp;&nbsp; 31089 |
|  | Bijou Brigitte AG | 1184 | &nbsp;&nbsp; 51884 |
|  | Bilfinger SE | 7107 | &nbsp;&nbsp; 764609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Borussia Dortmund <br> GmbH & Co. KGaA<br>| 16875 | &nbsp;&nbsp; 70326 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; BRANICKS Group <br> AG<br>| 8141 | &nbsp;&nbsp; 18850 |
|  | Brenntag SE | 31971 | &nbsp;&nbsp; 1983452 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Brockhaus <br> Technologies AG<br>| 981 | &nbsp;&nbsp; 14668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CANCOM SE (COK <br> GR)<br>| 5654 | &nbsp;&nbsp; 165633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carl Zeiss Meditec <br> AG<br>| 3842 | &nbsp;&nbsp; 211855 |
| \* | Ceconomy AG | 32902 | &nbsp;&nbsp; 166245 |
|  | CENIT AG | 1138 | &nbsp;&nbsp; 9875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cewe Stiftung & Co. <br> KGaA<br>| 1993 | &nbsp;&nbsp; 228239 |
|  | Commerzbank AG | 128806 | &nbsp;&nbsp; 4697016 |
|  | Continental AG | 28456 | &nbsp;&nbsp; 2430443 |
| \* | Covestro AG | 33379 | &nbsp;&nbsp; 2262132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTS Eventim AG & <br> Co. KGaA<br>| 14075 | &nbsp;&nbsp; 1589411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Holding <br> AG<br>| 101301 | &nbsp;&nbsp; 4927813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Bank AG <br> (DB US)<br>| 156062 | &nbsp;&nbsp; 5146925 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Beteiligungs <br> AG<br>| 3604 | &nbsp;&nbsp; 100172 |
|  | Deutsche Boerse AG | 12886 | &nbsp;&nbsp; 3729044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche EuroShop <br> AG<br>| 2146 | &nbsp;&nbsp; 46092 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche <br> Pfandbriefbank AG<br>| 20580 | &nbsp;&nbsp; 128126 |
|  | Deutsche Post AG | 159283 | &nbsp;&nbsp; 7136787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Telekom AG <br> (DTE GR)<br>| 387487 | &nbsp;&nbsp; 13897569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Wohnen <br> SE<br>| 5597 | &nbsp;&nbsp; 141972 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Deutz AG | 16578 | &nbsp;&nbsp; $145380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Draegerwerk AG & <br> Co. KGaA<br>| 760 | &nbsp;&nbsp; 51134 |
|  | Duerr AG | 14158 | &nbsp;&nbsp; 363898 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; DWS Group GmbH & <br> Co. KGaA<br>| 9715 | &nbsp;&nbsp; 581773 |
|  | E.ON SE | 335378 | &nbsp;&nbsp; 6118379 |
|  | Eckert & Ziegler SE | 3188 | &nbsp;&nbsp; 242521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EDAG Engineering <br> Group AG<br>| 3367 | &nbsp;&nbsp; 24221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elmos Semiconductor <br> SE<br>| 2333 | &nbsp;&nbsp; 232855 |
|  | ElringKlinger AG | 5316 | &nbsp;&nbsp; 26347 |
|  | Energiekontor AG | 2205 | &nbsp;&nbsp; 123917 |
|  | Fabasoft AG | 1317 | &nbsp;&nbsp; 24718 |
|  | Fielmann Group AG | 5636 | &nbsp;&nbsp; 357110 |
|  | flatexDEGIRO AG | 24129 | &nbsp;&nbsp; 729257 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Fraport AG Frankfurt <br> Airport Services <br> Worldwide<br>| 10259 | &nbsp;&nbsp; 763433 |
|  | Freenet AG | 35489 | &nbsp;&nbsp; 1151009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical <br> Care AG (FME GR)<br>| 38276 | &nbsp;&nbsp; 1941413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Friedrich Vorwerk <br> Group SE<br>| 2185 | &nbsp;&nbsp; 212367 |
|  | FUCHS SE | 7453 | &nbsp;&nbsp; 262132 |
|  | GEA Group AG | 41003 | &nbsp;&nbsp; 2945255 |
| # | Gerresheimer AG | 8755 | &nbsp;&nbsp; 431656 |
|  | Gesco SE | 2374 | &nbsp;&nbsp; 48942 |
|  | GFT Technologies SE | 5152 | &nbsp;&nbsp; 106731 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grand City Properties <br> SA<br>| 8734 | &nbsp;&nbsp; 110119 |
|  | Grenke AG | 3752 | &nbsp;&nbsp; 76414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H&R GmbH & Co. <br> KGaA<br>| 3109 | &nbsp;&nbsp; 17712 |
|  | Hannover Rueck SE | 7999 | &nbsp;&nbsp; 2426444 |
| Ω | Hapag-Lloyd AG | 3745 | &nbsp;&nbsp; 540561 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heidelberger <br> Druckmaschinen <br> AG<br>| 64962 | &nbsp;&nbsp; 168066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hella GmbH & Co. <br> KGaA<br>| 367 | &nbsp;&nbsp; 36374 |
| \* | HelloFresh SE | 22666 | &nbsp;&nbsp; 238507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henkel AG & Co. <br> KGaA<br>| 10019 | &nbsp;&nbsp; 712454 |
|  | Hensoldt AG | 14283 | &nbsp;&nbsp; 1565457 |
|  | HOCHTIEF AG | 3146 | &nbsp;&nbsp; 685492 |
| \* | HomeToGo SE | 3187 | &nbsp;&nbsp; 5683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hornbach Holding AG <br> & Co. KGaA<br>| 3106 | &nbsp;&nbsp; 365215 |
| # | HUGO BOSS AG | 11356 | &nbsp;&nbsp; 528884 |
|  | Indus Holding AG | 4785 | &nbsp;&nbsp; 129270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Infineon Technologies <br> AG (IFX GR)<br>| 87103 | &nbsp;&nbsp; 3421677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Init Innovation in <br> Traffic Systems SE<br>| 1284 | &nbsp;&nbsp; 60538 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Instone Real Estate <br> Group SE<br>| 7300 | &nbsp;&nbsp; 77754 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IVU Traffic <br> Technologies AG<br>| 2195 | &nbsp;&nbsp; $52748 |
|  | Jenoptik AG | 12451 | &nbsp;&nbsp; 263862 |
| Ω | JOST Werke SE | 3281 | &nbsp;&nbsp; 193144 |
|  | K&S AG | 45511 | &nbsp;&nbsp; 688479 |
|  | KION Group AG | 21230 | &nbsp;&nbsp; 1305111 |
|  | Kloeckner & Co. SE | 2749 | &nbsp;&nbsp; 20046 |
| # | Knaus Tabbert AG | 887 | &nbsp;&nbsp; 13328 |
|  | Knorr-Bremse AG | 13971 | &nbsp;&nbsp; 1394382 |
| \* | Koenig & Bauer AG | 4031 | &nbsp;&nbsp; 65239 |
| # | Kontron AG | 9345 | &nbsp;&nbsp; 301471 |
|  | Krones AG | 3801 | &nbsp;&nbsp; 562836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KWS Saat SE & Co. <br> KGaA<br>| 2638 | &nbsp;&nbsp; 187889 |
|  | Lanxess AG | 22201 | &nbsp;&nbsp; 609682 |
|  | LEG Immobilien SE | 10858 | &nbsp;&nbsp; 861837 |
|  | Leifheit AG | 1652 | &nbsp;&nbsp; 28789 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LPKF Laser & <br> Electronics SE<br>| 2771 | &nbsp;&nbsp; 25004 |
| #\* | MAX Automation SE | 1137 | &nbsp;&nbsp; 7506 |
| \* | Medios AG | 322 | &nbsp;&nbsp; 4714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Group <br> AG<br>| 67651 | &nbsp;&nbsp; 3830416 |
|  | MLP SE | 19862 | &nbsp;&nbsp; 191381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MTU Aero Engines <br> AG<br>| 4278 | &nbsp;&nbsp; 1845350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Muenchener <br> Rueckversicherungs-Gesellschaft <br> AG in Muenchen<br>| 5555 | &nbsp;&nbsp; 3636695 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mutares SE & Co. <br> KGaA<br>| 4183 | &nbsp;&nbsp; 144108 |
| \* | Nagarro SE | 1902 | &nbsp;&nbsp; 120288 |
|  | Nemetschek SE | 11388 | &nbsp;&nbsp; 1696733 |
| \* | Nordex SE | 23227 | &nbsp;&nbsp; 570127 |
| # | Norma Group SE | 6588 | &nbsp;&nbsp; 117265 |
|  | Patrizia SE | 11415 | &nbsp;&nbsp; 101857 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pentixapharm Holding <br> AG<br>| 3188 | &nbsp;&nbsp; 7328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pfeiffer Vacuum <br> Technology AG<br>| 716 | &nbsp;&nbsp; 127046 |
|  | ProCredit Holding AG | 6561 | &nbsp;&nbsp; 68052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ProSiebenSat.1 Media <br> SE<br>| 36207 | &nbsp;&nbsp; 330030 |
|  | Puma SE (PUM GR) | 29247 | &nbsp;&nbsp; 618236 |
| \* | PVA TePla AG | 5818 | &nbsp;&nbsp; 140658 |
|  | PWO AG | 549 | &nbsp;&nbsp; 18150 |
| \* | q.beyond AG | 24716 | &nbsp;&nbsp; 26644 |
|  | Rational AG | 1168 | &nbsp;&nbsp; 901634 |
| # | RTL Group SA | 8371 | &nbsp;&nbsp; 329960 |
|  | SAF-Holland SE | 6237 | &nbsp;&nbsp; 112510 |
|  | Salzgitter AG | 6774 | &nbsp;&nbsp; 175637 |
|  | SAP SE (SAP GR) | 15439 | &nbsp;&nbsp; 4414867 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SAP SE (SAP US), <br> Sponsored ADR<br>| 116 | &nbsp;&nbsp; 33257 |
|  | Schaeffler AG | 28111 | &nbsp;&nbsp; 162526 |
| Ω | Scout24 SE | 2769 | &nbsp;&nbsp; 370054 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Secunet Security <br> Networks AG<br>| 415 | &nbsp;&nbsp; 103168 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| \* | SFC Energy AG | 761 | &nbsp;&nbsp; $19045 |
| \* | SGL Carbon SE | 12199 | &nbsp;&nbsp; 47770 |
| \* | Siemens Energy AG | 19692 | &nbsp;&nbsp; 2279913 |
| # | Siltronic AG | 4231 | &nbsp;&nbsp; 182932 |
|  | Sixt SE | 3879 | &nbsp;&nbsp; 402219 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SMA Solar Technology <br> AG<br>| 2177 | &nbsp;&nbsp; 49833 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Softwareone Holding <br> AG<br>| 4043 | &nbsp;&nbsp; 33038 |
|  | Stabilus SE | 6230 | &nbsp;&nbsp; 178594 |
|  | STRATEC SE | 599 | &nbsp;&nbsp; 18937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stroeer SE & Co. <br> KGaA<br>| 8457 | &nbsp;&nbsp; 454414 |
|  | Suedzucker AG | 17307 | &nbsp;&nbsp; 198193 |
|  | SUSS MicroTec SE | 4473 | &nbsp;&nbsp; 162145 |
|  | Symrise AG | 21841 | &nbsp;&nbsp; 1979826 |
|  | TAG Immobilien AG | 28595 | &nbsp;&nbsp; 459752 |
| # | Takkt AG | 7339 | &nbsp;&nbsp; 45051 |
| \* | Talanx AG | 11947 | &nbsp;&nbsp; 1583539 |
| \*Ω | TeamViewer SE | 12959 | &nbsp;&nbsp; 132531 |
|  | Technotrans SE | 1771 | &nbsp;&nbsp; 49260 |
|  | thyssenkrupp AG | 133211 | &nbsp;&nbsp; 1541938 |
| \* | TUI AG | 121469 | &nbsp;&nbsp; 1095899 |
|  | United Internet AG | 21291 | &nbsp;&nbsp; 610263 |
| # | Verbio SE | 6536 | &nbsp;&nbsp; 84691 |
|  | Volkswagen AG | 3305 | &nbsp;&nbsp; 352459 |
|  | Vonovia SE | 40490 | &nbsp;&nbsp; 1256630 |
|  | Vossloh AG | 2532 | &nbsp;&nbsp; 248333 |
| # | Wacker Chemie AG | 3656 | &nbsp;&nbsp; 272120 |
|  | Wacker Neuson SE | 8807 | &nbsp;&nbsp; 230389 |
|  | Washtec AG | 2863 | &nbsp;&nbsp; 131046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuestenrot & <br> Wuerttembergische <br> AG<br>| 6832 | &nbsp;&nbsp; 109337 |
| \*Ω | Zalando SE | 41940 | &nbsp;&nbsp; 1222888 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 142527025 |
| HONG KONG — (1.6%) | HONG KONG — (1.6%) | HONG KONG — (1.6%) | HONG KONG — (1.6%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aeon Credit Service <br> Asia Co. Ltd.<br>| 38000 | &nbsp;&nbsp; 35574 |
|  | AIA Group Ltd. | 531400 | &nbsp;&nbsp; 4954862 |
| \* | Allied Group Ltd. | 50000 | &nbsp;&nbsp; 10605 |
|  | APAC Resources Ltd. | 26588 | &nbsp;&nbsp; 4453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Financial <br> Holdings Ltd.<br>| 40000 | &nbsp;&nbsp; 24916 |
|  | ASMPT Ltd. | 57100 | &nbsp;&nbsp; 483050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of East Asia <br> Ltd.<br>| 225132 | &nbsp;&nbsp; 347983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Best Mart 360 <br> Holdings Ltd.<br>| 40000 | &nbsp;&nbsp; 11666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BOC Hong Kong <br> Holdings Ltd.<br>| 177000 | &nbsp;&nbsp; 794775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bright Smart <br> Securities & <br> Commodities Group <br> Ltd.<br>| 208000 | &nbsp;&nbsp; 390350 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cafe de Coral <br> Holdings Ltd.<br>| 60000 | &nbsp;&nbsp; $55279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Pacific <br> Airways Ltd.<br>| 298000 | &nbsp;&nbsp; 442922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chevalier International <br> Holdings Ltd.<br>| 12000 | &nbsp;&nbsp; 6140 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Energy <br> Development <br> Holdings Ltd.<br>| 1680000 | &nbsp;&nbsp; 10931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Motor Bus Co. <br> Ltd.<br>| 1400 | &nbsp;&nbsp; 10544 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Star <br> Entertainment Ltd.<br>| 180000 | &nbsp;&nbsp; 55306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinese Estates <br> Holdings Ltd.<br>| 121000 | &nbsp;&nbsp; 20113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chow Sang Sang <br> Holdings <br> International Ltd.<br>| 87000 | &nbsp;&nbsp; 91897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CITIC Telecom <br> International <br> Holdings Ltd.<br>| 495000 | &nbsp;&nbsp; 160483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CK Asset Holdings <br> Ltd.<br>| 145069 | &nbsp;&nbsp; 664735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CK Hutchison <br> Holdings Ltd.<br>| 94000 | &nbsp;&nbsp; 611846 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CK Life Sciences <br> International <br> Holdings, Inc.<br>| 264000 | &nbsp;&nbsp; 33475 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; C-Mer Medical <br> Holdings Ltd.<br>| 108000 | &nbsp;&nbsp; 24974 |
| #†† | Convoy, Inc. | 576000 | &nbsp;&nbsp; 2297 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cowell e Holdings, <br> Inc.<br>| 43000 | &nbsp;&nbsp; 144669 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Crystal International <br> Group Ltd.<br>| 129500 | &nbsp;&nbsp; 93042 |
| \* | CSC Holdings Ltd. | 2830000 | &nbsp;&nbsp; 11095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dah Sing Banking <br> Group Ltd.<br>| 95728 | &nbsp;&nbsp; 111912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dah Sing Financial <br> Holdings Ltd.<br>| 44920 | &nbsp;&nbsp; 166642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dickson Concepts <br> International Ltd.<br>| 43500 | &nbsp;&nbsp; 29556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dream International <br> Ltd.<br>| 18000 | &nbsp;&nbsp; 31219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynamic Holdings <br> Ltd.<br>| 8000 | &nbsp;&nbsp; 13407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Nice <br> International <br> Holdings Ltd.<br>| 74000 | &nbsp;&nbsp; 38302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emperor Watch & <br> Jewellery Ltd.<br>| 810000 | &nbsp;&nbsp; 41730 |
| \* | ENM Holdings Ltd. | 376000 | &nbsp;&nbsp; 12918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far East Consortium <br> International Ltd.<br>| 300377 | &nbsp;&nbsp; 30096 |
| #\*Ω | FIT Hon Teng Ltd. | 322000 | &nbsp;&nbsp; 108387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FSE Lifestyle Services <br> Ltd.<br>| 29000 | &nbsp;&nbsp; 21591 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Giordano International <br> Ltd.<br>| 204000 | &nbsp;&nbsp; $38687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Glorious Sun <br> Enterprises Ltd.<br>| 80000 | &nbsp;&nbsp; 13538 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp; Gold Financial <br> Holdings Ltd.<br>| 38000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Eagle Holdings <br> Ltd.<br>| 38520 | &nbsp;&nbsp; 72093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; G-Resources Group <br> Ltd.<br>| 94760 | &nbsp;&nbsp; 130239 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Guotai Junan <br> International <br> Holdings Ltd.<br>| 204000 | &nbsp;&nbsp; 166277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hang Lung Group <br> Ltd.<br>| 172000 | &nbsp;&nbsp; 310742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hang Lung Properties <br> Ltd.<br>| 341917 | &nbsp;&nbsp; 352126 |
|  | Hang Seng Bank Ltd. | 24000 | &nbsp;&nbsp; 349601 |
|  | HKT Trust & HKT Ltd. | 566000 | &nbsp;&nbsp; 891211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong <br> Exchanges & <br> Clearing Ltd.<br>| 45540 | &nbsp;&nbsp; 2464570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong Ferry <br> Holdings Co. Ltd.<br>| 28000 | &nbsp;&nbsp; 17074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong <br> Technology Venture <br> Co. Ltd.<br>| 58288 | &nbsp;&nbsp; 12121 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hongkong & Shanghai <br> Hotels Ltd.<br>| 106511 | &nbsp;&nbsp; 79262 |
| Ω | Honma Golf Ltd. | 25000 | &nbsp;&nbsp; 11171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hutchison <br> Telecommunications <br> Hong Kong <br> Holdings Ltd.<br>| 232000 | &nbsp;&nbsp; 31890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hysan Development <br> Co. Ltd.<br>| 56000 | &nbsp;&nbsp; 111432 |
|  | IGG, Inc. | 197000 | &nbsp;&nbsp; 103173 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Impro Precision <br> Industries Ltd.<br>| 111000 | &nbsp;&nbsp; 42806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Electric <br> Holdings Ltd.<br>| 91569 | &nbsp;&nbsp; 269887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; K Wah International <br> Holdings Ltd.<br>| 218000 | &nbsp;&nbsp; 60076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Karrie International <br> Holdings Ltd.<br>| 80000 | &nbsp;&nbsp; 9373 |
|  | Kerry Properties Ltd. | 130500 | &nbsp;&nbsp; 348448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KLN Logistics Group <br> Ltd.<br>| 87500 | &nbsp;&nbsp; 92015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kowloon Development <br> Co. Ltd.<br>| 112122 | &nbsp;&nbsp; 45664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liu Chong Hing <br> Investment Ltd.<br>| 46000 | &nbsp;&nbsp; 26190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luk Fook Holdings <br> International Ltd.<br>| 70000 | &nbsp;&nbsp; 182656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Man Wah Holdings <br> Ltd.<br>| 408400 | &nbsp;&nbsp; 230381 |
| \* | Midland Holdings Ltd. | 80000 | &nbsp;&nbsp; 18003 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miramar Hotel & <br> Investment<br>| 56000 | &nbsp;&nbsp; $70697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Modern Dental Group <br> Ltd.<br>| 72000 | &nbsp;&nbsp; 39820 |
|  | MTR Corp. Ltd. | 47920 | &nbsp;&nbsp; 172381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nameson Holdings <br> Ltd.<br>| 98000 | &nbsp;&nbsp; 9970 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; New World <br> Development Co. <br> Ltd.<br>| 263270 | &nbsp;&nbsp; 215588 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; NewOcean Energy <br> Holdings Ltd.<br>| 238000 | &nbsp;&nbsp; 0 |
| # | Nissin Foods Co. Ltd. | 61000 | &nbsp;&nbsp; 52867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orbusneich Medical <br> Group Holdings <br> Ltd.<br>| 16500 | &nbsp;&nbsp; 10955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Watch <br> Holdings<br>| 113457 | &nbsp;&nbsp; 48899 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oshidori International <br> Holdings Ltd.<br>| 1002000 | &nbsp;&nbsp; 59195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Textiles <br> Holdings Ltd.<br>| 212000 | &nbsp;&nbsp; 39692 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; PAX Global <br> Technology Ltd.<br>| 72000 | &nbsp;&nbsp; 62372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PC Partner Group <br> Ltd.<br>| 60000 | &nbsp;&nbsp; 56532 |
|  | PCCW Ltd. | 810797 | &nbsp;&nbsp; 580893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perfect Medical Health <br> Management Ltd.<br>| 88000 | &nbsp;&nbsp; 18383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pico Far East <br> Holdings Ltd.<br>| 162000 | &nbsp;&nbsp; 52786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Plover Bay <br> Technologies Ltd.<br>| 71000 | &nbsp;&nbsp; 59944 |
|  | PRADA SpA | 48700 | &nbsp;&nbsp; 265068 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Regina Miracle <br> International <br> Holdings Ltd.<br>| 87000 | &nbsp;&nbsp; 20174 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sa Sa International <br> Holdings Ltd.<br>| 174000 | &nbsp;&nbsp; 13703 |
| Ω | Samsonite Group SA | 278100 | &nbsp;&nbsp; 567243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SAS Dragon Holdings <br> Ltd.<br>| 64000 | &nbsp;&nbsp; 38249 |
|  | SEA Holdings Ltd. | 37706 | &nbsp;&nbsp; 5940 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Hi-Speed <br> Holdings Group <br> Ltd.<br>| 78000 | &nbsp;&nbsp; 173912 |
|  | Shangri-La Asia Ltd. | 314000 | &nbsp;&nbsp; 181902 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shun Tak Holdings <br> Ltd.<br>| 394000 | &nbsp;&nbsp; 33161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singamas Container <br> Holdings Ltd.<br>| 386000 | &nbsp;&nbsp; 33832 |
|  | Sino Land Co. Ltd. | 583155 | &nbsp;&nbsp; 672202 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sinohope Technology <br> Holdings Ltd.<br>| 62500 | &nbsp;&nbsp; 37301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SITC International <br> Holdings Co. Ltd.<br>| 296000 | &nbsp;&nbsp; 957046 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SmarTone <br> Telecommunications <br> Holdings Ltd.<br>| 93500 | &nbsp;&nbsp; $54713 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Solomon Systech <br> International Ltd.<br>| 272000 | &nbsp;&nbsp; 15815 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Soundwill Holdings <br> Ltd.<br>| 25500 | &nbsp;&nbsp; 20061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stella International <br> Holdings Ltd.<br>| 143000 | &nbsp;&nbsp; 284004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Hung Kai & Co. <br> Ltd.<br>| 139000 | &nbsp;&nbsp; 62614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Hung Kai <br> Properties Ltd.<br>| 48696 | &nbsp;&nbsp; 578385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SUNeVision Holdings <br> Ltd.<br>| 170000 | &nbsp;&nbsp; 167797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swire Pacific Ltd. (19 <br> HK), Class A<br>| 59000 | &nbsp;&nbsp; 533321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swire Pacific Ltd. (87 <br> HK), Class B<br>| 102500 | &nbsp;&nbsp; 161033 |
|  | Swire Properties Ltd. | 53800 | &nbsp;&nbsp; 144195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TAI Cheung Holdings <br> Ltd.<br>| 82000 | &nbsp;&nbsp; 34881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taung Gold <br> International Ltd.<br>| 1660000 | &nbsp;&nbsp; 11140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Techtronic Industries <br> Co. Ltd.<br>| 88500 | &nbsp;&nbsp; 1058252 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Television Broadcasts <br> Ltd.<br>| 75400 | &nbsp;&nbsp; 40045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texhong International <br> Group Ltd.<br>| 47000 | &nbsp;&nbsp; 28461 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Theme International <br> Holdings Ltd.<br>| 1010000 | &nbsp;&nbsp; 108089 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Tongda Group <br> Holdings Ltd.<br>| 1450000 | &nbsp;&nbsp; 21551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Town Health <br> International <br> Medical Group Ltd.<br>| 538998 | &nbsp;&nbsp; 18892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tradelink Electronic <br> Commerce Ltd.<br>| 164000 | &nbsp;&nbsp; 20020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transport International <br> Holdings Ltd.<br>| 62795 | &nbsp;&nbsp; 71971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Laboratories <br> International <br> Holdings Ltd.<br>| 256000 | &nbsp;&nbsp; 479885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Value Partners Group <br> Ltd.<br>| 244000 | &nbsp;&nbsp; 66370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vitasoy International <br> Holdings Ltd.<br>| 128000 | &nbsp;&nbsp; 149434 |
|  | Viva Goods Co. Ltd. | 368000 | &nbsp;&nbsp; 24765 |
| \* | Vobile Group Ltd. | 133000 | &nbsp;&nbsp; 58866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VSTECS Holdings <br> Ltd.<br>| 196000 | &nbsp;&nbsp; 226833 |
|  | VTech Holdings Ltd. | 37100 | &nbsp;&nbsp; 274909 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wealthink <br> AI-Innovation <br> Capital Ltd.<br>| 476000 | &nbsp;&nbsp; 5665 |
| Ω | WH Group Ltd. | 1239425 | &nbsp;&nbsp; 1240835 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wharf Real Estate <br> Investment Co. Ltd.<br>| 152000 | &nbsp;&nbsp; $482572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wing On Co. <br> International Ltd.<br>| 9000 | &nbsp;&nbsp; 14546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wing Tai Properties <br> Ltd.<br>| 62000 | &nbsp;&nbsp; 13344 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xingye Alloy Materials <br> Group Ltd.<br>| 95000 | &nbsp;&nbsp; 12215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yue Yuen Industrial <br> Holdings Ltd.<br>| 184000 | &nbsp;&nbsp; 287789 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Yunfeng Financial <br> Group Ltd.<br>| 50000 | &nbsp;&nbsp; 23022 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp; 27931445 |
| IRELAND — (0.7%) | IRELAND — (0.7%) | IRELAND — (0.7%) | IRELAND — (0.7%) |
|  | AIB Group PLC | 533854 | &nbsp;&nbsp; 4211387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Ireland Group <br> PLC<br>| 235335 | &nbsp;&nbsp; 3155832 |
|  | Cairn Homes PLC | 206386 | &nbsp;&nbsp; 512240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalata Hotel Group <br> PLC<br>| 53488 | &nbsp;&nbsp; 388895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FBD Holdings PLC <br> (FBD ID)<br>| 6986 | &nbsp;&nbsp; 111357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Glanbia PLC (GLB <br> ID)<br>| 51531 | &nbsp;&nbsp; 748739 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Glenveagh Properties <br> PLC<br>| 147143 | &nbsp;&nbsp; 313836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Irish Continental <br> Group PLC (IR5B <br> ID)<br>| 52931 | &nbsp;&nbsp; 333846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingspan Group PLC <br> (KSP ID)<br>| 21831 | &nbsp;&nbsp; 1811796 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Permanent TSB <br> Group Holdings <br> PLC<br>| 22577 | &nbsp;&nbsp; 53596 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp; 11641524 |
| ISRAEL — (1.3%) | ISRAEL — (1.3%) | ISRAEL — (1.3%) | ISRAEL — (1.3%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adgar Investment & <br> Development Ltd.<br>| 12287 | &nbsp;&nbsp; 18809 |
| \* | AFI Properties Ltd. | 1879 | &nbsp;&nbsp; 113712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Africa Israel <br> Residences Ltd.<br>| 894 | &nbsp;&nbsp; 72026 |
| \* | Airport City Ltd. | 8088 | &nbsp;&nbsp; 144212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alony Hetz Properties <br> & Investments Ltd.<br>| 17186 | &nbsp;&nbsp; 179149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alrov Properties & <br> Lodgings Ltd.<br>| 1669 | &nbsp;&nbsp; 124180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amos Luzon <br> Development & <br> Energy Group Ltd.<br>| 15411 | &nbsp;&nbsp; 13904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amot Investments <br> Ltd.<br>| 12245 | &nbsp;&nbsp; 83490 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Analyst IMS <br> Investment <br> Management <br> Services Ltd.<br>| 649 | &nbsp;&nbsp; $23191 |
|  | Arad Ltd. | 2441 | &nbsp;&nbsp; 37239 |
| \* | Argo Properties NV | 2212 | &nbsp;&nbsp; 72289 |
| \* | Ashdod Refinery Ltd. | 1492 | &nbsp;&nbsp; 25653 |
| # | Ashtrom Group Ltd. | 8232 | &nbsp;&nbsp; 171549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AudioCodes Ltd. <br> (AUDC US)<br>| 5671 | &nbsp;&nbsp; 56823 |
| # | Aura Investments Ltd. | 10607 | &nbsp;&nbsp; 70824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Automatic Bank <br> Services Ltd.<br>| 5314 | &nbsp;&nbsp; 33741 |
|  | Ayalon Holdings Ltd. | 934 | &nbsp;&nbsp; 15951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Azorim-Investment <br> Development & <br> Construction Co. <br> Ltd.<br>| 7190 | &nbsp;&nbsp; 46515 |
|  | Azrieli Group Ltd. | 1219 | &nbsp;&nbsp; 119766 |
|  | Bank Hapoalim BM | 102490 | &nbsp;&nbsp; 1922002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Leumi Le-Israel <br> BM<br>| 141799 | &nbsp;&nbsp; 2623108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bezeq The Israeli <br> Telecommunication <br> Corp. Ltd.<br>| 173276 | &nbsp;&nbsp; 322328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Big Shopping Centers <br> Ltd.<br>| 1012 | &nbsp;&nbsp; 192754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Blue Square Real <br> Estate Ltd.<br>| 677 | &nbsp;&nbsp; 77418 |
| #\* | Camtek Ltd. | 545 | &nbsp;&nbsp; 52744 |
|  | Carasso Motors Ltd. | 7213 | &nbsp;&nbsp; 85111 |
|  | Castro Model Ltd. | 415 | &nbsp;&nbsp; 17965 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cellcom Israel Ltd. <br> (CEL IT)<br>| 21259 | &nbsp;&nbsp; 192153 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cellcom Israel Ltd. <br> (CELJF US)<br>| 6437 | &nbsp;&nbsp; 57354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clal Insurance <br> Enterprises <br> Holdings Ltd.<br>| 14933 | &nbsp;&nbsp; 715949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cohen Development <br> Gas & Oil Ltd.<br>| 304 | &nbsp;&nbsp; 18813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Danel Adir Yeoshua <br> Ltd.<br>| 1201 | &nbsp;&nbsp; 164614 |
|  | Danya Cebus Ltd. | 1180 | &nbsp;&nbsp; 43048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delek Automotive <br> Systems Ltd.<br>| 8897 | &nbsp;&nbsp; 69567 |
|  | Delta Galil Ltd. | 3106 | &nbsp;&nbsp; 164814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delta Israel Brands <br> Ltd.<br>| 1144 | &nbsp;&nbsp; 29599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diplomat Holdings <br> Ltd.<br>| 1213 | &nbsp;&nbsp; 18904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Direct Finance of <br> Direct Group 2006 <br> Ltd.<br>| 365 | &nbsp;&nbsp; 56796 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dor Alon Energy in <br> Israel 1988 Ltd.<br>| 859 | &nbsp;&nbsp; 33951 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Doral Group <br> Renewable Energy <br> Resources Ltd.<br>| 25718 | &nbsp;&nbsp; $121705 |
|  | Duniec Brothers Ltd. | 393 | &nbsp;&nbsp; 26539 |
| \* | El Al Israel Airlines | 57581 | &nbsp;&nbsp; 232453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electra Consumer <br> Products 1970 Ltd.<br>| 3023 | &nbsp;&nbsp; 119958 |
|  | Electra Ltd. | 300 | &nbsp;&nbsp; 181763 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Electra Real Estate <br> Ltd.<br>| 306 | &nbsp;&nbsp; 4119 |
| \* | Ellomay Capital Ltd. | 460 | &nbsp;&nbsp; 8388 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Energix-Renewable <br> Energies Ltd.<br>| 3911 | &nbsp;&nbsp; 15235 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enlight Renewable <br> Energy Ltd. (ENLT <br> IT)<br>| 5996 | &nbsp;&nbsp; 147227 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enlight Renewable <br> Energy Ltd. (ENLT <br> US)<br>| 2462 | &nbsp;&nbsp; 60639 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fattal Holdings 1998 <br> Ltd.<br>| 1482 | &nbsp;&nbsp; 266741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First International <br> Bank of Israel Ltd.<br>| 10254 | &nbsp;&nbsp; 712218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formula Systems <br> 1985 Ltd. (FORTY <br> IT)<br>| 2553 | &nbsp;&nbsp; 307322 |
|  | Fox Wizel Ltd. | 2332 | &nbsp;&nbsp; 241831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gav-Yam Lands Corp. <br> Ltd.<br>| 2907 | &nbsp;&nbsp; 32451 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gilat Satellite <br> Networks Ltd.<br>| 12148 | &nbsp;&nbsp; 90999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hagag Group Real <br> Estate <br> Development<br>| 10027 | &nbsp;&nbsp; 62811 |
|  | Hamat Group Ltd. | 2290 | &nbsp;&nbsp; 10904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harel Insurance <br> Investments & <br> Financial Services <br> Ltd.<br>| 15033 | &nbsp;&nbsp; 453181 |
|  | Hilan Ltd. | 3637 | &nbsp;&nbsp; 297130 |
|  | Hiper Global Ltd. | 1400 | &nbsp;&nbsp; 7750 |
|  | ICL Group Ltd. | 35210 | &nbsp;&nbsp; 219355 |
|  | IDI Insurance Co. Ltd. | 2482 | &nbsp;&nbsp; 142980 |
| \* | IES Holdings Ltd. | 780 | &nbsp;&nbsp; 67933 |
|  | Ilex Medical Ltd. | 1313 | &nbsp;&nbsp; 23377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inrom Construction <br> Industries Ltd.<br>| 7358 | &nbsp;&nbsp; 42899 |
|  | Isracard Ltd. | 48798 | &nbsp;&nbsp; 199878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Israel Canada TR <br> Ltd.<br>| 4706 | &nbsp;&nbsp; 23380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Israel Discount Bank <br> Ltd., Class A<br>| 179862 | &nbsp;&nbsp; 1720116 |
| \* | Israir Group Ltd. | 18935 | &nbsp;&nbsp; 12254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Isras Investment Co. <br> Ltd.<br>| 461 | &nbsp;&nbsp; 125087 |
|  | Issta Ltd. | 2216 | &nbsp;&nbsp; 68876 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kamada Ltd. (KMDA <br> US)<br>| 4706 | &nbsp;&nbsp; $34777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kardan Real Estate <br> Enterprise & <br> Development Ltd.<br>| 14025 | &nbsp;&nbsp; 25348 |
|  | Kerur Holdings Ltd. | 1414 | &nbsp;&nbsp; 34959 |
|  | Kvutzat Acro Ltd. | 4440 | &nbsp;&nbsp; 64568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lahav L.R. Real <br> Estate Ltd.<br>| 8287 | &nbsp;&nbsp; 15196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Land Development <br> Nimrodi Group Ltd.<br>| 4449 | &nbsp;&nbsp; 47208 |
|  | Lapidoth Capital Ltd. | 2518 | &nbsp;&nbsp; 57289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; M Yochananof & Sons <br> Ltd.<br>| 1345 | &nbsp;&nbsp; 124059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magic Software <br> Enterprises Ltd. <br> (MGIC IT)<br>| 1344 | &nbsp;&nbsp; 28202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magic Software <br> Enterprises Ltd. <br> (MGIC US)<br>| 8879 | &nbsp;&nbsp; 183884 |
| \* | Malam - Team Ltd. | 1640 | &nbsp;&nbsp; 55379 |
|  | Matrix IT Ltd. | 7710 | &nbsp;&nbsp; 283391 |
|  | Max Stock Ltd. | 21164 | &nbsp;&nbsp; 112712 |
|  | Maytronics Ltd. | 11731 | &nbsp;&nbsp; 15119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mediterranean Towers <br> Ltd.<br>| 22942 | &nbsp;&nbsp; 82895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mega Or Holdings <br> Ltd.<br>| 3782 | &nbsp;&nbsp; 177442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meitav Investment <br> House Ltd.<br>| 11785 | &nbsp;&nbsp; 294056 |
|  | Melisron Ltd. | 1210 | &nbsp;&nbsp; 139316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MENIF - Financial <br> Services Ltd.<br>| 6316 | &nbsp;&nbsp; 41262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Menora Mivtachim <br> Holdings Ltd.<br>| 5946 | &nbsp;&nbsp; 516885 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Meshek Energy <br> Renewable <br> Energies Ltd.<br>| 30699 | &nbsp;&nbsp; 40109 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Meshulam Levinstein <br> Contracting & <br> Engineering Ltd.<br>| 499 | &nbsp;&nbsp; 73145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Migdal Insurance & <br> Financial Holdings <br> Ltd.<br>| 83723 | &nbsp;&nbsp; 255510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mivne Real Estate KD <br> Ltd.<br>| 47260 | &nbsp;&nbsp; 178143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mivtach Shamir <br> Holdings Ltd.<br>| 1957 | &nbsp;&nbsp; 159167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mizrahi Tefahot Bank <br> Ltd.<br>| 14841 | &nbsp;&nbsp; 916785 |
|  | Nawi Group Ltd. | 4936 | &nbsp;&nbsp; 86230 |
| \* | Nayax Ltd. | 635 | &nbsp;&nbsp; 28000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neto Malinda Trading <br> Ltd.<br>| 1892 | &nbsp;&nbsp; 79197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Next Vision Stabilized <br> Systems Ltd.<br>| 6804 | &nbsp;&nbsp; 278872 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nexxen International <br> Ltd.<br>| 2428 | &nbsp;&nbsp; $25305 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nice Ltd. (NICE US), <br> Sponsored ADR<br>| 704 | &nbsp;&nbsp; 109859 |
|  | Novolog Ltd. | 79428 | &nbsp;&nbsp; 32470 |
|  | Oil Refineries Ltd. | 645525 | &nbsp;&nbsp; 168870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; One Software <br> Technologies Ltd.<br>| 9525 | &nbsp;&nbsp; 246092 |
| \* | OY Nofar Energy Ltd. | 1061 | &nbsp;&nbsp; 31766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Palram Industries <br> 1990 Ltd.<br>| 3125 | &nbsp;&nbsp; 68105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Partner <br> Communications <br> Co. Ltd.<br>| 34935 | &nbsp;&nbsp; 321734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paz Retail & Energy <br> Ltd.<br>| 2321 | &nbsp;&nbsp; 429114 |
| \* | Perion Network Ltd. | 4225 | &nbsp;&nbsp; 45810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Financial <br> Ltd.<br>| 29640 | &nbsp;&nbsp; 1009926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Plasson Industries <br> Ltd.<br>| 828 | &nbsp;&nbsp; 49845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polyram Plastic <br> Industries Ltd.<br>| 4428 | &nbsp;&nbsp; 14351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prashkovsky <br> Investments & <br> Construction Ltd.<br>| 1402 | &nbsp;&nbsp; 53759 |
| \* | Priortech Ltd. | 1092 | &nbsp;&nbsp; 61989 |
|  | Qualitau Ltd. | 1064 | &nbsp;&nbsp; 133667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rami Levy Chain <br> Stores Hashikma <br> Marketing 2006 <br> Ltd.<br>| 2025 | &nbsp;&nbsp; 188879 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rapac Communication <br> & Infrastructure <br> Ltd.<br>| 638 | &nbsp;&nbsp; 9381 |
|  | Retailors Ltd. | 4002 | &nbsp;&nbsp; 83260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sano-Brunos <br> Enterprises Ltd.<br>| 96 | &nbsp;&nbsp; 10028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Scope Metals Group <br> Ltd.<br>| 1610 | &nbsp;&nbsp; 71862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shapir Engineering & <br> Industry Ltd.<br>| 3772 | &nbsp;&nbsp; 31192 |
| \* | Shikun & Binui Ltd. | 18878 | &nbsp;&nbsp; 89861 |
|  | Shufersal Ltd. | 23398 | &nbsp;&nbsp; 282877 |
|  | Strauss Group Ltd. | 2166 | &nbsp;&nbsp; 58162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summit Real Estate <br> Holdings Ltd.<br>| 9319 | &nbsp;&nbsp; 176888 |
|  | Tadiran Group Ltd. | 810 | &nbsp;&nbsp; 43023 |
| Ω | Tamar Petroleum Ltd. | 10619 | &nbsp;&nbsp; 126868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tel Aviv Stock <br> Exchange Ltd.<br>| 15517 | &nbsp;&nbsp; 292932 |
|  | Telsys Ltd. | 691 | &nbsp;&nbsp; 43455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tiv Taam Holdings 1 <br> Ltd.<br>| 11482 | &nbsp;&nbsp; 27793 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tower Semiconductor <br> Ltd. (TSEM US)<br>| 5341 | &nbsp;&nbsp; 244351 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Veridis Environment <br> Ltd.<br>| 5446 | &nbsp;&nbsp; $37881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Victory Supermarket <br> Chain Ltd.<br>| 1493 | &nbsp;&nbsp; 21923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YD More Investments <br> Ltd.<br>| 4998 | &nbsp;&nbsp; 51480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YH Dimri Construction <br> & Development <br> Ltd.<br>| 776 | &nbsp;&nbsp; 84281 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp; 23537658 |
| ITALY — (3.6%) | ITALY — (3.6%) | ITALY — (3.6%) | ITALY — (3.6%) |
|  | A2A SpA | 409121 | &nbsp;&nbsp; 996926 |
|  | ACEA SpA | 11720 | &nbsp;&nbsp; 260094 |
|  | Amplifon SpA | 17363 | &nbsp;&nbsp; 292287 |
|  | Ariston Holding NV | 16546 | &nbsp;&nbsp; 86139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arnoldo Mondadori <br> Editore SpA<br>| 37922 | &nbsp;&nbsp; 87301 |
|  | Ascopiave SpA | 14613 | &nbsp;&nbsp; 50475 |
|  | Avio SpA | 3017 | &nbsp;&nbsp; 103101 |
|  | Azimut Holding SpA | 29900 | &nbsp;&nbsp; 1016375 |
|  | B&C Speakers SpA | 589 | &nbsp;&nbsp; 11040 |
|  | Banca Generali SpA | 15290 | &nbsp;&nbsp; 853981 |
|  | Banca IFIS SpA | 5431 | &nbsp;&nbsp; 150409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banca Mediolanum <br> SpA<br>| 47792 | &nbsp;&nbsp; 842993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banca Monte dei <br> Paschi di Siena <br> SpA<br>| 256850 | &nbsp;&nbsp; 2186672 |
| # | Banca Profilo SpA | 37962 | &nbsp;&nbsp; 7184 |
| \*Ω | Banca Sistema SpA | 9819 | &nbsp;&nbsp; 21050 |
|  | Banco BPM SpA | 377363 | &nbsp;&nbsp; 4812566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco di Desio e della <br> Brianza SpA<br>| 11470 | &nbsp;&nbsp; 98136 |
|  | BasicNet SpA | 6151 | &nbsp;&nbsp; 49988 |
| \*Ω | BFF Bank SpA | 41868 | &nbsp;&nbsp; 497065 |
| # | Biesse SpA | 2266 | &nbsp;&nbsp; 18473 |
| # | BPER Banca SpA | 455665 | &nbsp;&nbsp; 4483977 |
|  | Brembo NV | 26164 | &nbsp;&nbsp; 250828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brunello Cucinelli <br> SpA<br>| 8745 | &nbsp;&nbsp; 980688 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cairo Communication <br> SpA<br>| 20643 | &nbsp;&nbsp; 64180 |
| Ω | Carel Industries SpA | 4190 | &nbsp;&nbsp; 113820 |
|  | Cembre SpA | 582 | &nbsp;&nbsp; 39551 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CIR SpA-Compagnie <br> Industriali<br>| 209979 | &nbsp;&nbsp; 161807 |
|  | Credito Emiliano SpA | 27465 | &nbsp;&nbsp; 416328 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; d'Amico International <br> Shipping SA<br>| 12254 | &nbsp;&nbsp; 50500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Danieli & C Officine <br> Meccaniche SpA <br> (DAN IM)<br>| 3400 | &nbsp;&nbsp; 146104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Danieli & C Officine <br> Meccaniche SpA <br> (DANR IM)<br>| 11141 | &nbsp;&nbsp; 362215 |
|  | Datalogic SpA | 3606 | &nbsp;&nbsp; 19464 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
| \*Ω | doValue SpA | 26796 | &nbsp;&nbsp; $79665 |
| Ω | Enav SpA | 21073 | &nbsp;&nbsp; 92448 |
|  | Enel SpA | 505273 | &nbsp;&nbsp; 4455641 |
|  | ERG SpA | 9914 | &nbsp;&nbsp; 214781 |
| # | Esprinet SpA | 8722 | &nbsp;&nbsp; 41438 |
|  | Ferrari NV (RACE IM) | 5231 | &nbsp;&nbsp; 2293875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ferrari NV (RACE <br> US)<br>| 611 | &nbsp;&nbsp; 270911 |
|  | Fiera Milano SpA | 5610 | &nbsp;&nbsp; 40257 |
|  | Fila SpA | 9103 | &nbsp;&nbsp; 89734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FinecoBank Banca <br> Fineco SpA<br>| 82841 | &nbsp;&nbsp; 1764017 |
|  | FNM SpA | 35502 | &nbsp;&nbsp; 16528 |
|  | Gefran SpA | 1074 | &nbsp;&nbsp; 12838 |
|  | Generali | 9295 | &nbsp;&nbsp; 346757 |
|  | GPI SpA | 1707 | &nbsp;&nbsp; 30280 |
|  | Hera SpA | 216836 | &nbsp;&nbsp; 927832 |
| # | IMMSI SpA | 64785 | &nbsp;&nbsp; 37403 |
|  | Intercos SpA | 5718 | &nbsp;&nbsp; 76491 |
|  | Intesa Sanpaolo SpA | 538604 | &nbsp;&nbsp; 3245230 |
|  | Iren SpA | 97016 | &nbsp;&nbsp; 277822 |
|  | Italgas SpA | 93254 | &nbsp;&nbsp; 773763 |
|  | Italmobiliare SpA | 3275 | &nbsp;&nbsp; 105455 |
|  | Iveco Group NV | 64101 | &nbsp;&nbsp; 1324961 |
|  | LU-VE SpA | 828 | &nbsp;&nbsp; 30626 |
|  | Maire SpA | 33875 | &nbsp;&nbsp; 470540 |
|  | MARR SpA | 2701 | &nbsp;&nbsp; 31639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mediobanca Banca di <br> Credito Finanziario <br> SpA<br>| 93031 | &nbsp;&nbsp; 2048203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MFE-MediaForEurope <br> NV (MFEA IM), <br> Class A<br>| 39915 | &nbsp;&nbsp; 126499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MFE-MediaForEurope <br> NV (MFEB IM), <br> Class B<br>| 22348 | &nbsp;&nbsp; 100429 |
|  | Moltiply Group SpA | 3541 | &nbsp;&nbsp; 174891 |
|  | Moncler SpA | 24066 | &nbsp;&nbsp; 1283502 |
| Ω | Nexi SpA | 105470 | &nbsp;&nbsp; 602258 |
|  | Orsero SpA | 1785 | &nbsp;&nbsp; 28720 |
| Ω | OVS SpA | 81946 | &nbsp;&nbsp; 339229 |
|  | Pharmanutra SpA | 1008 | &nbsp;&nbsp; 52780 |
| # | Piaggio & C SpA | 53220 | &nbsp;&nbsp; 114886 |
| Ω | Pirelli & C SpA | 88579 | &nbsp;&nbsp; 597144 |
| Ω | Poste Italiane SpA | 20057 | &nbsp;&nbsp; 433330 |
|  | Prysmian SpA | 16855 | &nbsp;&nbsp; 1346098 |
| Ω | RAI Way SpA | 27860 | &nbsp;&nbsp; 185990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Recordati Industria <br> Chimica e <br> Farmaceutica SpA<br>| 15663 | &nbsp;&nbsp; 898331 |
|  | Reply SpA | 5086 | &nbsp;&nbsp; 796640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rizzoli Corriere Della <br> Sera Mediagroup <br> SpA<br>| 31733 | &nbsp;&nbsp; 37095 |
|  | Sabaf SpA | 2130 | &nbsp;&nbsp; 33237 |
| #\* | Safilo Group SpA | 36873 | &nbsp;&nbsp; 45759 |
|  | Saipem SpA | 450815 | &nbsp;&nbsp; 1205042 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Salvatore Ferragamo <br> SpA<br>| 6190 | &nbsp;&nbsp; $35006 |
| # | Sanlorenzo SpA | 2888 | &nbsp;&nbsp; 97334 |
|  | Sesa SpA | 1573 | &nbsp;&nbsp; 118450 |
|  | Snam SpA | 152321 | &nbsp;&nbsp; 882740 |
|  | Sogefi SpA | 18975 | &nbsp;&nbsp; 59135 |
|  | SOL SpA | 6774 | &nbsp;&nbsp; 361451 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Stellantis NV (STLA <br> UX)<br>| 2097 | &nbsp;&nbsp; 18642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stellantis NV (STLAM <br> IM)<br>| 247907 | &nbsp;&nbsp; 2187805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tamburi Investment <br> Partners SpA<br>| 17532 | &nbsp;&nbsp; 154388 |
| Ω | Technogym SpA | 24854 | &nbsp;&nbsp; 383479 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Telecom Italia SpA <br> (TIT IM)<br>| 3101301 | &nbsp;&nbsp; 1425149 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Telecom Italia SpA <br> (TITR IM)<br>| 613231 | &nbsp;&nbsp; 315800 |
|  | Tenaris SA (TEN IM) | 33633 | &nbsp;&nbsp; 587406 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tenaris SA (TS US), <br> ADR<br>| 14238 | &nbsp;&nbsp; 497476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Terna - Rete Elettrica <br> Nazionale<br>| 96238 | &nbsp;&nbsp; 931194 |
| # | Tinexta SpA | 1733 | &nbsp;&nbsp; 28615 |
|  | TXT e-solutions SpA | 1568 | &nbsp;&nbsp; 60208 |
|  | UniCredit SpA | 101131 | &nbsp;&nbsp; 7440603 |
|  | Webuild SpA | 86704 | &nbsp;&nbsp; 390225 |
|  | Wiit SpA | 2849 | &nbsp;&nbsp; 50714 |
| # | Zignago Vetro SpA | 1055 | &nbsp;&nbsp; 9435 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp; 63067967 |
| JAPAN — (22.4%) | JAPAN — (22.4%) | JAPAN — (22.4%) | JAPAN — (22.4%) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; &Do Holdings Co. <br> Ltd.<br>| 1200 | &nbsp;&nbsp; 8644 |
|  | 77 Bank Ltd. | 15000 | &nbsp;&nbsp; 518125 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; A&D HOLON Holdings <br> Co. Ltd.<br>| 7100 | &nbsp;&nbsp; 94356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AB & Company Co. <br> Ltd.<br>| 4100 | &nbsp;&nbsp; 26050 |
|  | ABC-Mart, Inc. | 15700 | &nbsp;&nbsp; 293800 |
| # | Achilles Corp. | 3200 | &nbsp;&nbsp; 23490 |
|  | Acom Co. Ltd. | 73300 | &nbsp;&nbsp; 211978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AD Works Group Co. <br> Ltd.<br>| 15000 | &nbsp;&nbsp; 35096 |
| # | Adastria Co. Ltd. | 6980 | &nbsp;&nbsp; 138618 |
|  | ADEKA Corp. | 19700 | &nbsp;&nbsp; 388785 |
|  | Ad-sol Nissin Corp. | 4800 | &nbsp;&nbsp; 42656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Adtec Plasma <br> Technology Co. <br> Ltd.<br>| 900 | &nbsp;&nbsp; 7789 |
|  | Advan Group Co. Ltd. | 4200 | &nbsp;&nbsp; 24129 |
|  | Advanced Media, Inc. | 2400 | &nbsp;&nbsp; 18887 |
|  | Advantest Corp. | 42000 | &nbsp;&nbsp; 2792962 |
| # | Aeon Co. Ltd. | 44440 | &nbsp;&nbsp; 1419555 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Aeon Fantasy Co. <br> Ltd.<br>| 2300 | &nbsp;&nbsp; 54685 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AEON Financial <br> Service Co. Ltd.<br>| 24500 | &nbsp;&nbsp; $220317 |
|  | Aeon Hokkaido Corp. | 10400 | &nbsp;&nbsp; 61807 |
|  | Aeon Kyushu Co. Ltd. | 700 | &nbsp;&nbsp; 13955 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AFC-HD AMS Life <br> Science Co. Ltd.<br>| 2200 | &nbsp;&nbsp; 12924 |
|  | AGC, Inc. | 20900 | &nbsp;&nbsp; 628979 |
| # | Ahresty Corp. | 8100 | &nbsp;&nbsp; 42754 |
|  | Ai Holdings Corp. | 1800 | &nbsp;&nbsp; 28811 |
|  | Aica Kogyo Co. Ltd. | 13900 | &nbsp;&nbsp; 342257 |
|  | Aichi Corp. | 7300 | &nbsp;&nbsp; 62275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aichi Financial Group, <br> Inc.<br>| 4226 | &nbsp;&nbsp; 75707 |
| # | Aichi Steel Corp. | 11600 | &nbsp;&nbsp; 176551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aichi Tokei Denki Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 38078 |
|  | Aida Engineering Ltd. | 11581 | &nbsp;&nbsp; 69919 |
|  | Aiful Corp. | 74100 | &nbsp;&nbsp; 218952 |
|  | Ain Holdings, Inc. | 7688 | &nbsp;&nbsp; 295909 |
|  | Aiphone Co. Ltd. | 3100 | &nbsp;&nbsp; 58369 |
|  | Air Water, Inc. | 47114 | &nbsp;&nbsp; 696001 |
| # | Airman Corp. | 6000 | &nbsp;&nbsp; 81729 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Airport Facilities Co. <br> Ltd.<br>| 6100 | &nbsp;&nbsp; 38095 |
| # | Airtech Japan Ltd. | 2100 | &nbsp;&nbsp; 15140 |
|  | Airtrip Corp. | 1600 | &nbsp;&nbsp; 9678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aisan Industry Co. <br> Ltd.<br>| 14900 | &nbsp;&nbsp; 164725 |
|  | Aisin Corp. | 56354 | &nbsp;&nbsp; 778813 |
| # | AIT Corp. | 2000 | &nbsp;&nbsp; 24768 |
|  | Ajis Co. Ltd. | 1100 | &nbsp;&nbsp; 21776 |
|  | Akatsuki Corp. | 11800 | &nbsp;&nbsp; 41305 |
|  | Akatsuki, Inc. | 2300 | &nbsp;&nbsp; 45382 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Akebono Brake <br> Industry Co. Ltd.<br>| 46500 | &nbsp;&nbsp; 32517 |
|  | Akita Bank Ltd. | 4100 | &nbsp;&nbsp; 88903 |
|  | Albis Co. Ltd. | 1568 | &nbsp;&nbsp; 34509 |
|  | Alconix Corp. | 8300 | &nbsp;&nbsp; 116125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alfresa Holdings <br> Corp.<br>| 31000 | &nbsp;&nbsp; 449996 |
| # | Alinco, Inc. | 3800 | &nbsp;&nbsp; 26246 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Alleanza Holdings Co. <br> Ltd.<br>| 4300 | &nbsp;&nbsp; 30097 |
|  | Alpen Co. Ltd. | 4700 | &nbsp;&nbsp; 75051 |
| # | Alpha Systems, Inc. | 1300 | &nbsp;&nbsp; 30841 |
| # | AlphaPolis Co. Ltd. | 1800 | &nbsp;&nbsp; 16710 |
|  | Alps Alpine Co. Ltd. | 44730 | &nbsp;&nbsp; 473883 |
|  | ALSOK Co. Ltd. | 58400 | &nbsp;&nbsp; 406791 |
|  | Altech Corp. | 4530 | &nbsp;&nbsp; 82338 |
|  | Amada Co. Ltd. | 64800 | &nbsp;&nbsp; 730680 |
|  | Amano Corp. | 13900 | &nbsp;&nbsp; 387862 |
| # | Amuse, Inc. | 3100 | &nbsp;&nbsp; 33524 |
|  | Amvis Holdings, Inc. | 6800 | &nbsp;&nbsp; 23236 |
|  | ANA Holdings, Inc. | 9100 | &nbsp;&nbsp; 168737 |
|  | Anabuki Kosan, Inc. | 1000 | &nbsp;&nbsp; 13290 |
|  | Anest Iwata Corp. | 6600 | &nbsp;&nbsp; 68608 |
|  | Anicom Holdings, Inc. | 21900 | &nbsp;&nbsp; 113091 |
|  | Anycolor, Inc. | 5400 | &nbsp;&nbsp; 168279 |
|  | AOKI Holdings, Inc. | 9700 | &nbsp;&nbsp; 110255 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aoyama Trading Co. <br> Ltd.<br>| 10600 | &nbsp;&nbsp; $160796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aoyama Zaisan <br> Networks Co. Ltd.<br>| 3600 | &nbsp;&nbsp; 43119 |
|  | Aozora Bank Ltd. | 14800 | &nbsp;&nbsp; 217136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arakawa Chemical <br> Industries Ltd.<br>| 4300 | &nbsp;&nbsp; 32102 |
|  | Arata Corp. | 7800 | &nbsp;&nbsp; 166321 |
| # | ARCLANDS Corp. | 6609 | &nbsp;&nbsp; 76309 |
|  | Arcs Co. Ltd. | 10100 | &nbsp;&nbsp; 203228 |
|  | ARE Holdings, Inc. | 21200 | &nbsp;&nbsp; 249894 |
|  | Arealink Co. Ltd. | 5200 | &nbsp;&nbsp; 87343 |
|  | Argo Graphics, Inc. | 3000 | &nbsp;&nbsp; 104895 |
|  | Artience Co. Ltd. | 9100 | &nbsp;&nbsp; 192702 |
| # | Artnature, Inc. | 5000 | &nbsp;&nbsp; 26552 |
| # | Artner Co. Ltd. | 1800 | &nbsp;&nbsp; 22490 |
|  | As One Corp. | 10500 | &nbsp;&nbsp; 165005 |
|  | Asahi Co. Ltd. | 3500 | &nbsp;&nbsp; 31152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asahi Diamond <br> Industrial Co. Ltd.<br>| 14894 | &nbsp;&nbsp; 73528 |
|  | Asahi Intecc Co. Ltd. | 22400 | &nbsp;&nbsp; 348591 |
|  | Asahi Kasei Corp. | 201583 | &nbsp;&nbsp; 1402565 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Asahi Kogyosha Co. <br> Ltd.<br>| 4304 | &nbsp;&nbsp; 73043 |
| # | Asahi Net, Inc. | 6100 | &nbsp;&nbsp; 27629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asahi Printing Co. <br> Ltd.<br>| 3300 | &nbsp;&nbsp; 19843 |
| # | Asahi Yukizai Corp. | 3400 | &nbsp;&nbsp; 97345 |
|  | Asanuma Corp. | 13000 | &nbsp;&nbsp; 68863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ashimori Industry Co. <br> Ltd.<br>| 1600 | &nbsp;&nbsp; 29980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Pile Holdings <br> Corp.<br>| 8400 | &nbsp;&nbsp; 55790 |
|  | Asics Corp. | 50000 | &nbsp;&nbsp; 1175464 |
|  | ASKUL Corp. | 9200 | &nbsp;&nbsp; 91888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astena Holdings Co. <br> Ltd.<br>| 9400 | &nbsp;&nbsp; 30632 |
|  | Atrae, Inc. | 4000 | &nbsp;&nbsp; 20309 |
|  | Aucnet, Inc. | 5000 | &nbsp;&nbsp; 55836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autobacs Seven Co. <br> Ltd.<br>| 17900 | &nbsp;&nbsp; 174634 |
|  | Avant Group Corp. | 4800 | &nbsp;&nbsp; 48062 |
|  | Avex, Inc. | 7900 | &nbsp;&nbsp; 66838 |
|  | Awa Bank Ltd. | 8500 | &nbsp;&nbsp; 180188 |
| # | Axell Corp. | 2200 | &nbsp;&nbsp; 14125 |
|  | Axial Retailing, Inc. | 19896 | &nbsp;&nbsp; 150562 |
|  | Azbil Corp. | 55600 | &nbsp;&nbsp; 519549 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AZ-COM MARUWA <br> Holdings, Inc.<br>| 14800 | &nbsp;&nbsp; 114168 |
|  | AZOOM Co. Ltd. | 600 | &nbsp;&nbsp; 33440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bandai Namco <br> Holdings, Inc.<br>| 38700 | &nbsp;&nbsp; 1251439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bando Chemical <br> Industries Ltd.<br>| 9300 | &nbsp;&nbsp; 110724 |
|  | Bank of Iwate Ltd. | 3100 | &nbsp;&nbsp; 72271 |
|  | Bank of Nagoya Ltd. | 2999 | &nbsp;&nbsp; 174537 |
|  | Bank of Saga Ltd. | 3800 | &nbsp;&nbsp; 68837 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of the Ryukyus <br> Ltd.<br>| 10600 | &nbsp;&nbsp; $86479 |
|  | Base Co. Ltd. | 2200 | &nbsp;&nbsp; 51083 |
| \* | baudroie, Inc. | 1800 | &nbsp;&nbsp; 34108 |
|  | BayCurrent, Inc. | 17600 | &nbsp;&nbsp; 1010593 |
| # | Beauty Garage, Inc. | 1600 | &nbsp;&nbsp; 18046 |
|  | Belc Co. Ltd. | 2900 | &nbsp;&nbsp; 138738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bell System24 <br> Holdings, Inc.<br>| 8100 | &nbsp;&nbsp; 72801 |
|  | Belluna Co. Ltd. | 13600 | &nbsp;&nbsp; 86313 |
| # | Bewith, Inc. | 1100 | &nbsp;&nbsp; 10894 |
|  | Bic Camera, Inc. | 19600 | &nbsp;&nbsp; 204650 |
|  | BIPROGY, Inc. | 16300 | &nbsp;&nbsp; 657299 |
|  | B-Lot Co. Ltd. | 1500 | &nbsp;&nbsp; 14572 |
|  | BML, Inc. | 5904 | &nbsp;&nbsp; 137111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bookoff Group <br> Holdings Ltd.<br>| 3100 | &nbsp;&nbsp; 29400 |
|  | Bourbon Corp. | 2500 | &nbsp;&nbsp; 43525 |
| \*†† | Bourbon Corp. SA | 3477 | &nbsp;&nbsp; 0 |
|  | Br Holdings Corp. | 4200 | &nbsp;&nbsp; 9666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B-R31 Ice Cream Co. <br> Ltd.<br>| 400 | &nbsp;&nbsp; 10922 |
| # | BrainPad, Inc. | 3500 | &nbsp;&nbsp; 31082 |
|  | Bridgestone Corp. | 52600 | &nbsp;&nbsp; 2127679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brother Industries <br> Ltd.<br>| 41000 | &nbsp;&nbsp; 697649 |
|  | Buffalo, Inc. | 1500 | &nbsp;&nbsp; 23645 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bull-Dog Sauce Co. <br> Ltd.<br>| 2700 | &nbsp;&nbsp; 36510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bunka Shutter Co. <br> Ltd.<br>| 12000 | &nbsp;&nbsp; 203112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Business Brain <br> Showa-Ota, Inc.<br>| 3800 | &nbsp;&nbsp; 69146 |
| # | &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 |
|  | CAC Holdings Corp. | 3200 | &nbsp;&nbsp; 43108 |
|  | Calbee, Inc. | 14200 | &nbsp;&nbsp; 260608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canon Electronics, <br> Inc.<br>| 3800 | &nbsp;&nbsp; 64204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canon Marketing <br> Japan, Inc.<br>| 9600 | &nbsp;&nbsp; 346831 |
|  | Canon, Inc. (7751 JP) | 62000 | &nbsp;&nbsp; 1760964 |
|  | Capcom Co. Ltd. | 33200 | &nbsp;&nbsp; 845130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Career Design Center <br> Co. Ltd.<br>| 1000 | &nbsp;&nbsp; 12945 |
|  | Careerlink Co. Ltd. | 1300 | &nbsp;&nbsp; 19354 |
| # | Carenet, Inc. | 8500 | &nbsp;&nbsp; 43147 |
|  | Carlit Co. Ltd. | 6900 | &nbsp;&nbsp; 59380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Casio Computer Co. <br> Ltd.<br>| 11500 | &nbsp;&nbsp; 91107 |
|  | Cawachi Ltd. | 3900 | &nbsp;&nbsp; 71305 |
| # | CDS Co. Ltd. | 1000 | &nbsp;&nbsp; 11576 |
|  | Celsys, Inc. | 6800 | &nbsp;&nbsp; 74370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Automotive <br> Products Ltd.<br>| 11400 | &nbsp;&nbsp; 145563 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Glass Co. <br> Ltd.<br>| 6300 | &nbsp;&nbsp; $136084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Japan Railway <br> Co.<br>| 20160 | &nbsp;&nbsp; 469974 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Central Security <br> Patrols Co. Ltd.<br>| 2200 | &nbsp;&nbsp; 34640 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Central Sports Co. <br> Ltd.<br>| 1200 | &nbsp;&nbsp; 19961 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Change Holdings, <br> Inc.<br>| 10100 | &nbsp;&nbsp; 77264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charm Care Corp. <br> KK<br>| 4200 | &nbsp;&nbsp; 36809 |
|  | Chiba Bank Ltd.  | 52300 | &nbsp;&nbsp; 487473 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chiba Kogyo Bank <br> Ltd.<br>| 14600 | &nbsp;&nbsp; 144155 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chikaranomoto <br> Holdings Co. Ltd.<br>| 1900 | &nbsp;&nbsp; 18063 |
|  | Chino Corp. | 2100 | &nbsp;&nbsp; 33331 |
|  | Chiyoda Co. Ltd. | 4400 | &nbsp;&nbsp; 35137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chiyoda Integre Co. <br> Ltd.<br>| 2800 | &nbsp;&nbsp; 57096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chofu Seisakusho Co. <br> Ltd.<br>| 3339 | &nbsp;&nbsp; 44245 |
|  | Chori Co. Ltd. | 3300 | &nbsp;&nbsp; 83469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chubu Shiryo Co. <br> Ltd.<br>| 6500 | &nbsp;&nbsp; 72196 |
|  | Chudenko Corp. | 7100 | &nbsp;&nbsp; 172311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chuetsu Pulp & Paper <br> Co. Ltd.<br>| 2300 | &nbsp;&nbsp; 25881 |
|  | Chugai Ro Co. Ltd. | 1400 | &nbsp;&nbsp; 33895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chugin Financial <br> Group, Inc.<br>| 36800 | &nbsp;&nbsp; 477766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chugoku Marine <br> Paints Ltd.<br>| 8500 | &nbsp;&nbsp; 174593 |
| # | Chuo Spring Co. Ltd. | 5000 | &nbsp;&nbsp; 100569 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chuo Warehouse Co. <br> Ltd.<br>| 3700 | &nbsp;&nbsp; 35293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizen Watch Co. <br> Ltd.<br>| 71300 | &nbsp;&nbsp; 427972 |
|  | CKD Corp. | 10000 | &nbsp;&nbsp; 178532 |
| # | CK-San-Etsu Co. Ltd. | 2100 | &nbsp;&nbsp; 54935 |
|  | Cleanup Corp. | 9300 | &nbsp;&nbsp; 44601 |
| # | CMK Corp. | 12600 | &nbsp;&nbsp; 30674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Bottlers <br> Japan Holdings, <br> Inc.<br>| 21442 | &nbsp;&nbsp; 327863 |
|  | COLOPL, Inc. | 15400 | &nbsp;&nbsp; 53369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Computer Engineering <br> & Consulting Ltd.<br>| 3300 | &nbsp;&nbsp; 48835 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Computer Institute of <br> Japan Ltd.<br>| 10800 | &nbsp;&nbsp; 35363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COMSYS Holdings <br> Corp.<br>| 21064 | &nbsp;&nbsp; 482889 |
|  | Comture Corp. | 5100 | &nbsp;&nbsp; 59176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concordia Financial <br> Group Ltd.<br>| 135732 | &nbsp;&nbsp; 900070 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Copro-Holdings Co. <br> Ltd.<br>| 1900 | &nbsp;&nbsp; $27048 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Core Concept <br> Technologies, Inc.<br>| 1100 | &nbsp;&nbsp; 9328 |
| # | Core Corp. | 1800 | &nbsp;&nbsp; 22954 |
| # | Corona Corp. | 3800 | &nbsp;&nbsp; 23798 |
|  | Cosel Co. Ltd. | 7400 | &nbsp;&nbsp; 57195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmo Energy <br> Holdings Co. Ltd.<br>| 17100 | &nbsp;&nbsp; 758942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmos Initia Co. <br> Ltd.<br>| 2100 | &nbsp;&nbsp; 19769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmos <br> Pharmaceutical <br> Corp.<br>| 7100 | &nbsp;&nbsp; 441062 |
| # | Cota Co. Ltd. | 4697 | &nbsp;&nbsp; 44212 |
| #\* | Cover Corp. | 5900 | &nbsp;&nbsp; 83366 |
| # | CREAL, Inc. | 500 | &nbsp;&nbsp; 15968 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Create Restaurants <br> Holdings, Inc.<br>| 20700 | &nbsp;&nbsp; 210611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Create SD Holdings <br> Co. Ltd.<br>| 6300 | &nbsp;&nbsp; 143661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Credit Saison Co. <br> Ltd.<br>| 35671 | &nbsp;&nbsp; 941127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Creek & River Co. <br> Ltd.<br>| 2900 | &nbsp;&nbsp; 28727 |
|  | Cresco Ltd. | 8400 | &nbsp;&nbsp; 95314 |
| # | Cross Cat Co. Ltd. | 1600 | &nbsp;&nbsp; 11582 |
|  | CrowdWorks, Inc. | 1200 | &nbsp;&nbsp; 8856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTI Engineering Co. <br> Ltd.<br>| 6600 | &nbsp;&nbsp; 132263 |
| # | CTS Co. Ltd. | 8400 | &nbsp;&nbsp; 48638 |
| \* | CUC, Inc. | 2600 | &nbsp;&nbsp; 20007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Curves Holdings Co. <br> Ltd.<br>| 7600 | &nbsp;&nbsp; 37535 |
|  | CyberAgent, Inc. | 38500 | &nbsp;&nbsp; 385591 |
|  | Cybozu, Inc. | 5500 | &nbsp;&nbsp; 145042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai Nippon Printing <br> Co. Ltd.<br>| 35600 | &nbsp;&nbsp; 548221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai Nippon Toryo Co. <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 41132 |
|  | Daicel Corp. | 16300 | &nbsp;&nbsp; 140214 |
|  | Dai-Dan Co. Ltd. | 6200 | &nbsp;&nbsp; 188546 |
|  | Daido Metal Co. Ltd. | 11700 | &nbsp;&nbsp; 53424 |
|  | Daido Steel Co. Ltd. | 34500 | &nbsp;&nbsp; 265665 |
| # | Daiei Kankyo Co. Ltd. | 6800 | &nbsp;&nbsp; 140117 |
|  | Daifuku Co. Ltd. | 22800 | &nbsp;&nbsp; 577209 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daihatsu Infinearth <br> Mfg Co. Ltd.<br>| 4800 | &nbsp;&nbsp; 83725 |
|  | Daiho Corp. | 10500 | &nbsp;&nbsp; 57944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai-Ichi Cutter Kogyo <br> KK<br>| 2000 | &nbsp;&nbsp; 17756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Jitsugyo Co. <br> Ltd.<br>| 4800 | &nbsp;&nbsp; 81211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Kensetsu <br> Corp.<br>| 3200 | &nbsp;&nbsp; 65467 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiichi Kigenso <br> Kagaku-Kogyo Co. <br> Ltd.<br>| 5600 | &nbsp;&nbsp; $25404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dai-ichi Life Holdings, <br> Inc.<br>| 216400 | &nbsp;&nbsp; 1712196 |
|  | Daiichikosho Co. Ltd. | 14800 | &nbsp;&nbsp; 158895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiken Medical Co. <br> Ltd.<br>| 2900 | &nbsp;&nbsp; 8428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiki Aluminium <br> Industry Co. Ltd.<br>| 9000 | &nbsp;&nbsp; 62193 |
|  | Daikin Industries Ltd. | 13600 | &nbsp;&nbsp; 1672198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daikokutenbussan Co. <br> Ltd.<br>| 1700 | &nbsp;&nbsp; 80749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daikyonishikawa <br> Corp.<br>| 8384 | &nbsp;&nbsp; 39578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dainichiseika Color & <br> Chemicals <br> Manufacturing Co. <br> Ltd.<br>| 3800 | &nbsp;&nbsp; 85364 |
|  | Daio Paper Corp. | 22700 | &nbsp;&nbsp; 126463 |
|  | Daiseki Co. Ltd. | 10180 | &nbsp;&nbsp; 236999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daishi Hokuetsu <br> Financial Group, <br> Inc.<br>| 23400 | &nbsp;&nbsp; 572692 |
|  | Daishinku Corp. | 7600 | &nbsp;&nbsp; 29475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daisue Construction <br> Co. Ltd.<br>| 2500 | &nbsp;&nbsp; 38666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daito Pharmaceutical <br> Co. Ltd.<br>| 4680 | &nbsp;&nbsp; 37403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daito Trust <br> Construction Co. <br> Ltd.<br>| 5800 | &nbsp;&nbsp; 593790 |
|  | Daitron Co. Ltd. | 2500 | &nbsp;&nbsp; 60939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiwa House Industry <br> Co. Ltd.<br>| 82200 | &nbsp;&nbsp; 2717607 |
|  | Daiwa Industries Ltd. | 7900 | &nbsp;&nbsp; 87815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiwa Securities <br> Group, Inc.<br>| 125604 | &nbsp;&nbsp; 874436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daiwabo Holdings Co. <br> Ltd.<br>| 24600 | &nbsp;&nbsp; 452384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DCM Holdings Co. <br> Ltd.<br>| 31600 | &nbsp;&nbsp; 300426 |
| #\* | DD GROUP Co. Ltd. | 1800 | &nbsp;&nbsp; 20109 |
|  | Dear Life Co. Ltd. | 7200 | &nbsp;&nbsp; 60985 |
| #\* | Demae-Can Co. Ltd. | 5300 | &nbsp;&nbsp; 6221 |
|  | Denka Co. Ltd. | 14900 | &nbsp;&nbsp; 210095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Densan System <br> Holdings Co. Ltd.<br>| 1800 | &nbsp;&nbsp; 31051 |
|  | Denso Corp. | 48200 | &nbsp;&nbsp; 653950 |
|  | Dentsu Group, Inc. | 28474 | &nbsp;&nbsp; 561524 |
|  | Dentsu Soken, Inc. | 5300 | &nbsp;&nbsp; 232792 |
|  | Denyo Co. Ltd. | 5000 | &nbsp;&nbsp; 99182 |
|  | Dexerials Corp. | 43200 | &nbsp;&nbsp; 624570 |
|  | DIC Corp. | 19265 | &nbsp;&nbsp; 380264 |
|  | Digital Arts, Inc. | 2400 | &nbsp;&nbsp; 126877 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Digital Hearts <br> Holdings Co. Ltd.<br>| 3400 | &nbsp;&nbsp; 21599 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Digital Holdings, Inc. | 3000 | &nbsp;&nbsp; $24286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Digital Information <br> Technologies Corp.<br>| 2300 | &nbsp;&nbsp; 38982 |
| # | Dip Corp. | 6800 | &nbsp;&nbsp; 110068 |
|  | Disco Corp. | 5100 | &nbsp;&nbsp; 1507185 |
|  | DKK Co. Ltd. | 2700 | &nbsp;&nbsp; 38958 |
|  | DKS Co. Ltd. | 1400 | &nbsp;&nbsp; 47899 |
|  | DMG Mori Co. Ltd. | 31900 | &nbsp;&nbsp; 737120 |
|  | DMS, Inc. | 1100 | &nbsp;&nbsp; 21708 |
|  | Doshisha Co. Ltd. | 6800 | &nbsp;&nbsp; 113430 |
|  | Double Standard, Inc. | 1600 | &nbsp;&nbsp; 16838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Doutor Nichires <br> Holdings Co. Ltd.<br>| 8000 | &nbsp;&nbsp; 132882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dowa Holdings Co. <br> Ltd.<br>| 12800 | &nbsp;&nbsp; 418012 |
|  | DTS Corp. | 7500 | &nbsp;&nbsp; 248835 |
|  | Duskin Co. Ltd. | 7800 | &nbsp;&nbsp; 205928 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; DyDo Group Holdings, <br> Inc.<br>| 4000 | &nbsp;&nbsp; 70641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Industry Co. <br> Ltd.<br>| 5900 | &nbsp;&nbsp; 94348 |
|  | Earth Corp. | 500 | &nbsp;&nbsp; 16156 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; EAT&HOLDINGS Co. <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 24938 |
|  | Ebara Corp. | 74900 | &nbsp;&nbsp; 1367736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ebara Foods Industry, <br> Inc.<br>| 1600 | &nbsp;&nbsp; 26860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ebara Jitsugyo Co. <br> Ltd.<br>| 1900 | &nbsp;&nbsp; 49128 |
|  | Ebase Co. Ltd. | 3000 | &nbsp;&nbsp; 10067 |
| # | Eco's Co. Ltd. | 2800 | &nbsp;&nbsp; 45817 |
|  | EDION Corp. | 19900 | &nbsp;&nbsp; 264607 |
|  | eGuarantee, Inc. | 5500 | &nbsp;&nbsp; 54449 |
|  | Ehime Bank Ltd. | 9500 | &nbsp;&nbsp; 68052 |
|  | Eizo Corp. | 8400 | &nbsp;&nbsp; 119516 |
|  | EJ Holdings, Inc. | 3000 | &nbsp;&nbsp; 35635 |
|  | Elan Corp. | 3601 | &nbsp;&nbsp; 20340 |
|  | Elecom Co. Ltd. | 10700 | &nbsp;&nbsp; 138394 |
|  | EM Systems Co. Ltd. | 5900 | &nbsp;&nbsp; 29937 |
|  | en Japan, Inc. | 5300 | &nbsp;&nbsp; 61533 |
|  | Endo Lighting Corp. | 3700 | &nbsp;&nbsp; 58469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ENEOS Holdings, <br> Inc.<br>| 436400 | &nbsp;&nbsp; 2290503 |
| # | Enplas Corp. | 1500 | &nbsp;&nbsp; 52285 |
| # | eRex Co. Ltd. | 5300 | &nbsp;&nbsp; 26192 |
|  | ERI Holdings Co. Ltd. | 900 | &nbsp;&nbsp; 18278 |
|  | ES-Con Japan Ltd. | 8500 | &nbsp;&nbsp; 54707 |
|  | Eslead Corp. | 2600 | &nbsp;&nbsp; 80111 |
|  | ESPEC Corp. | 4900 | &nbsp;&nbsp; 103723 |
|  | eWeLL Co. Ltd. | 700 | &nbsp;&nbsp; 10886 |
|  | Exedy Corp. | 8300 | &nbsp;&nbsp; 260554 |
|  | EXEO Group, Inc. | 39338 | &nbsp;&nbsp; 516708 |
|  | Ezaki Glico Co. Ltd. | 9900 | &nbsp;&nbsp; 305695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FALCO HOLDINGS <br> Co. Ltd.<br>| 2800 | &nbsp;&nbsp; 44494 |
|  | FANUC Corp. | 6534 | &nbsp;&nbsp; 181887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fast Fitness Japan, <br> Inc.<br>| 1300 | &nbsp;&nbsp; 13124 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fast Retailing Co. <br> Ltd.<br>| 7500 | &nbsp;&nbsp; $2287723 |
|  | FCC Co. Ltd. | 9400 | &nbsp;&nbsp; 188677 |
| \* | FDK Corp. | 600 | &nbsp;&nbsp; 1592 |
|  | Feed One Co. Ltd. | 9400 | &nbsp;&nbsp; 67449 |
|  | Ferrotec Corp. | 12900 | &nbsp;&nbsp; 309399 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; FIDEA Holdings Co. <br> Ltd.<br>| 3570 | &nbsp;&nbsp; 35999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Financial Partners <br> Group Co. Ltd.<br>| 15800 | &nbsp;&nbsp; 253680 |
| # | FINDEX, Inc. | 2900 | &nbsp;&nbsp; 14717 |
| # | Fintech Global, Inc. | 54700 | &nbsp;&nbsp; 40048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Bank of Toyama <br> Ltd.<br>| 13200 | &nbsp;&nbsp; 94620 |
| # | Fixstars Corp. | 7900 | &nbsp;&nbsp; 106295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FJ Next Holdings Co. <br> Ltd.<br>| 6900 | &nbsp;&nbsp; 55572 |
|  | Focus Systems Corp. | 1800 | &nbsp;&nbsp; 17077 |
|  | Food & Life Cos. Ltd. | 24700 | &nbsp;&nbsp; 1244050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Forum Engineering, <br> Inc.<br>| 5400 | &nbsp;&nbsp; 43577 |
| # | Forval Corp. | 500 | &nbsp;&nbsp; 4949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foster Electric Co. <br> Ltd.<br>| 4700 | &nbsp;&nbsp; 58659 |
|  | FP Corp. | 11600 | &nbsp;&nbsp; 206794 |
| # | FP Partner, Inc. | 1800 | &nbsp;&nbsp; 24508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; France Bed Holdings <br> Co. Ltd.<br>| 6600 | &nbsp;&nbsp; 56619 |
|  | Freebit Co. Ltd. | 2300 | &nbsp;&nbsp; 22924 |
|  | FTGroup Co. Ltd. | 1500 | &nbsp;&nbsp; 11980 |
|  | Fudo Tetra Corp. | 3690 | &nbsp;&nbsp; 57700 |
| # | Fuji Co. Ltd. | 10100 | &nbsp;&nbsp; 135895 |
|  | Fuji Corp. (6134 JP) | 16600 | &nbsp;&nbsp; 311515 |
|  | Fuji Corp. Ltd. | 7000 | &nbsp;&nbsp; 32099 |
|  | Fuji Electric Co. Ltd. | 19023 | &nbsp;&nbsp; 945789 |
|  | Fuji Kosan Co. Ltd. | 1400 | &nbsp;&nbsp; 11377 |
|  | Fuji Kyuko Co. Ltd. | 4099 | &nbsp;&nbsp; 57648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuji Media Holdings, <br> Inc.<br>| 8800 | &nbsp;&nbsp; 207447 |
|  | Fuji Oil Co. Ltd. | 13000 | &nbsp;&nbsp; 28752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuji Seal International, <br> Inc.<br>| 9637 | &nbsp;&nbsp; 177048 |
|  | Fujibo Holdings, Inc. | 2157 | &nbsp;&nbsp; 84984 |
|  | Fujicco Co. Ltd. | 4500 | &nbsp;&nbsp; 48397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FUJIFILM Holdings <br> Corp.<br>| 34200 | &nbsp;&nbsp; 709384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujikura Composites, <br> Inc.<br>| 4800 | &nbsp;&nbsp; 50646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujikura Kasei Co. <br> Ltd.<br>| 8100 | &nbsp;&nbsp; 30197 |
|  | Fujikura Ltd. | 32200 | &nbsp;&nbsp; 2185814 |
|  | Fujimi, Inc. | 6100 | &nbsp;&nbsp; 90961 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fujio Food Group, <br> Inc.<br>| 2600 | &nbsp;&nbsp; 19497 |
|  | Fujita Kanko, Inc. | 1600 | &nbsp;&nbsp; 111330 |
|  | Fujitsu Ltd. | 109000 | &nbsp;&nbsp; 2374447 |
|  | Fujiya Co. Ltd. | 801 | &nbsp;&nbsp; 13117 |
|  | FuKoKu Co. Ltd. | 2600 | &nbsp;&nbsp; 30173 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Fukuda Corp. | 2000 | &nbsp;&nbsp; $70537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukuda Denshi Co. <br> Ltd.<br>| 4400 | &nbsp;&nbsp; 204787 |
|  | Fukui Bank Ltd. | 3700 | &nbsp;&nbsp; 46486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukui Computer <br> Holdings, Inc.<br>| 3300 | &nbsp;&nbsp; 66646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukuoka Financial <br> Group, Inc.<br>| 24328 | &nbsp;&nbsp; 663352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fukuyama <br> Transporting Co. <br> Ltd.<br>| 4800 | &nbsp;&nbsp; 114283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FULLCAST Holdings <br> Co. Ltd.<br>| 5800 | &nbsp;&nbsp; 63974 |
|  | Fumakilla Ltd. | 1300 | &nbsp;&nbsp; 9548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Funai Soken Holdings, <br> Inc.<br>| 8480 | &nbsp;&nbsp; 133477 |
|  | Furukawa Co. Ltd. | 7400 | &nbsp;&nbsp; 117719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Furuno Electric Co. <br> Ltd.<br>| 7300 | &nbsp;&nbsp; 210556 |
|  | Furuya Metal Co. Ltd. | 1000 | &nbsp;&nbsp; 17031 |
|  | Furyu Corp. | 5800 | &nbsp;&nbsp; 40451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuso Chemical Co. <br> Ltd.<br>| 4900 | &nbsp;&nbsp; 138839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuso Pharmaceutical <br> Industries Ltd.<br>| 1700 | &nbsp;&nbsp; 24910 |
| # | Futaba Corp. | 9500 | &nbsp;&nbsp; 39006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Futaba Industrial Co. <br> Ltd.<br>| 17500 | &nbsp;&nbsp; 94093 |
|  | Future Corp. | 10800 | &nbsp;&nbsp; 168798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuyo General Lease <br> Co. Ltd.<br>| 15600 | &nbsp;&nbsp; 421396 |
|  | G-7 Holdings, Inc. | 7500 | &nbsp;&nbsp; 65008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GA Technologies Co. <br> Ltd.<br>| 3900 | &nbsp;&nbsp; 51907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gakken Holdings Co. <br> Ltd.<br>| 11700 | &nbsp;&nbsp; 74271 |
|  | Gakkyusha Co. Ltd. | 1500 | &nbsp;&nbsp; 23228 |
|  | Gakujo Co. Ltd. | 1000 | &nbsp;&nbsp; 12318 |
|  | Galilei Co. Ltd. | 5200 | &nbsp;&nbsp; 114065 |
|  | Gecoss Corp. | 3900 | &nbsp;&nbsp; 33618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genki Global Dining <br> Concepts Corp.<br>| 2400 | &nbsp;&nbsp; 55162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genky DrugStores Co. <br> Ltd.<br>| 4800 | &nbsp;&nbsp; 141722 |
|  | Geo Holdings Corp. | 8000 | &nbsp;&nbsp; 86971 |
| # | Gift Holdings, Inc. | 2200 | &nbsp;&nbsp; 50663 |
|  | giftee, Inc. | 4200 | &nbsp;&nbsp; 38974 |
|  | GLOBERIDE, Inc. | 5900 | &nbsp;&nbsp; 88280 |
|  | Glory Ltd. | 10900 | &nbsp;&nbsp; 280282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GLtechno Holdings, <br> Inc.<br>| 3780 | &nbsp;&nbsp; 75725 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GMO Financial Gate, <br> Inc.<br>| 1200 | &nbsp;&nbsp; 38201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GMO Financial <br> Holdings, Inc.<br>| 10400 | &nbsp;&nbsp; 57562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GMO GlobalSign <br> Holdings KK<br>| 1600 | &nbsp;&nbsp; 24269 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GMO internet group, <br> Inc.<br>| 15200 | &nbsp;&nbsp; $389384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GMO Payment <br> Gateway, Inc.<br>| 6200 | &nbsp;&nbsp; 345543 |
|  | Godo Steel Ltd. | 2700 | &nbsp;&nbsp; 68129 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gokurakuyu Holdings <br> Co. Ltd.<br>| 3900 | &nbsp;&nbsp; 12555 |
| # | Goldcrest Co. Ltd. | 4600 | &nbsp;&nbsp; 100658 |
|  | Goldwin, Inc. | 3300 | &nbsp;&nbsp; 169919 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gourmet Kineya Co. <br> Ltd.<br>| 1900 | &nbsp;&nbsp; 12295 |
|  | Grandy House Corp. | 3100 | &nbsp;&nbsp; 11282 |
|  | GREE Holdings, Inc. | 17700 | &nbsp;&nbsp; 57868 |
| # | Greens Co. Ltd. | 1600 | &nbsp;&nbsp; 21749 |
|  | grems, Inc. | 2000 | &nbsp;&nbsp; 33300 |
|  | GS Yuasa Corp. | 17499 | &nbsp;&nbsp; 314042 |
|  | GSI Creos Corp. | 3000 | &nbsp;&nbsp; 42109 |
|  | G-Tekt Corp. | 6700 | &nbsp;&nbsp; 82561 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gun-Ei Chemical <br> Industry Co. Ltd.<br>| 1500 | &nbsp;&nbsp; 28598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GungHo Online <br> Entertainment, Inc.<br>| 1570 | &nbsp;&nbsp; 30056 |
|  | Gunma Bank Ltd. | 91800 | &nbsp;&nbsp; 859609 |
|  | Gunze Ltd. | 8000 | &nbsp;&nbsp; 202700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H.U. Group Holdings, <br> Inc.<br>| 8700 | &nbsp;&nbsp; 186939 |
|  | H2O Retailing Corp. | 27260 | &nbsp;&nbsp; 360215 |
|  | Hachijuni Bank Ltd. | 88700 | &nbsp;&nbsp; 798003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hagihara Industries, <br> Inc.<br>| 3400 | &nbsp;&nbsp; 35473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hagiwara Electric <br> Holdings Co. Ltd.<br>| 2500 | &nbsp;&nbsp; 56944 |
| # | Hakudo Co. Ltd. | 1900 | &nbsp;&nbsp; 30525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hakuhodo DY <br> Holdings, Inc.<br>| 42925 | &nbsp;&nbsp; 337795 |
|  | Halows Co. Ltd. | 2800 | &nbsp;&nbsp; 91932 |
|  | Hamakyorex Co. Ltd. | 28400 | &nbsp;&nbsp; 274804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hamamatsu Photonics <br> KK<br>| 31700 | &nbsp;&nbsp; 386901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hankyu Hanshin <br> Holdings, Inc.<br>| 18600 | &nbsp;&nbsp; 484747 |
|  | Hanwa Co. Ltd. | 10600 | &nbsp;&nbsp; 427015 |
|  | Happinet Corp. | 4100 | &nbsp;&nbsp; 154070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hard Off Corp. Co. <br> Ltd.<br>| 2800 | &nbsp;&nbsp; 32346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harima Chemicals <br> Group, Inc.<br>| 3800 | &nbsp;&nbsp; 21224 |
|  | Haseko Corp. | 60900 | &nbsp;&nbsp; 905999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hashimoto Sogyo <br> Holdings Co. Ltd.<br>| 2300 | &nbsp;&nbsp; 19550 |
|  | Hazama Ando Corp. | 34200 | &nbsp;&nbsp; 362666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heiwa Real Estate <br> Co. Ltd.<br>| 6100 | &nbsp;&nbsp; 89310 |
|  | Heiwado Co. Ltd. | 8202 | &nbsp;&nbsp; 158257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helios Techno Holding <br> Co. Ltd.<br>| 3500 | &nbsp;&nbsp; 19438 |
| # | Hennge KK | 2500 | &nbsp;&nbsp; 27568 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hibiya Engineering <br> Ltd.<br>| 4400 | &nbsp;&nbsp; $119724 |
|  | Hikari Tsushin, Inc. | 900 | &nbsp;&nbsp; 241973 |
|  | HI-LEX Corp. | 5900 | &nbsp;&nbsp; 96920 |
|  | Hioki EE Corp. | 2500 | &nbsp;&nbsp; 92334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hirakawa Hewtech <br> Corp.<br>| 2730 | &nbsp;&nbsp; 29532 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hirano Tecseed Co. <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 18571 |
|  | Hirata Corp. | 5658 | &nbsp;&nbsp; 80017 |
|  | Hirogin Holdings, Inc. | 65800 | &nbsp;&nbsp; 573960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hirose Electric Co. <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 502260 |
|  | Hirose Tusyo, Inc. | 900 | &nbsp;&nbsp; 24756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hiroshima Electric <br> Railway Co. Ltd.<br>| 2500 | &nbsp;&nbsp; 11056 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hiroshima Gas Co. <br> Ltd.<br>| 7500 | &nbsp;&nbsp; 18098 |
| # | HIS Co. Ltd. | 10200 | &nbsp;&nbsp; 96042 |
|  | Hisaka Works Ltd. | 5000 | &nbsp;&nbsp; 48231 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hisamitsu <br> Pharmaceutical Co., <br> Inc.<br>| 5300 | &nbsp;&nbsp; 142676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hitachi Construction <br> Machinery Co. Ltd.<br>| 23400 | &nbsp;&nbsp; 677711 |
|  | Hochiki Corp. | 3900 | &nbsp;&nbsp; 81783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hodogaya Chemical <br> Co. Ltd.<br>| 3600 | &nbsp;&nbsp; 35868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hogy Medical Co. <br> Ltd.<br>| 1400 | &nbsp;&nbsp; 44206 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hokkaido Coca-Cola <br> Bottling Co. Ltd.<br>| 1800 | &nbsp;&nbsp; 40943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokkaido Gas Co. <br> Ltd.<br>| 10000 | &nbsp;&nbsp; 40315 |
|  | Hokkan Holdings Ltd. | 2500 | &nbsp;&nbsp; 33151 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hokko Chemical <br> Industry Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 59298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokkoku Financial <br> Holdings, Inc.<br>| 5000 | &nbsp;&nbsp; 185001 |
| # | Hokuetsu Corp. | 30900 | &nbsp;&nbsp; 207936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokuhoku Financial <br> Group, Inc.<br>| 38000 | &nbsp;&nbsp; 802652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hokuriku Electric <br> Industry Co. Ltd.<br>| 2400 | &nbsp;&nbsp; 33102 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hokuriku Electrical <br> Construction Co. <br> Ltd.<br>| 3480 | &nbsp;&nbsp; 31096 |
|  | Hokuto Corp. | 3900 | &nbsp;&nbsp; 47674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honda Motor Co. Ltd. <br> (7267 JP)<br>| 223200 | &nbsp;&nbsp; 2310768 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Honda Motor Co. Ltd. <br> (HMC US), <br> Sponsored ADR<br>| 8470 | &nbsp;&nbsp; 264603 |
|  | H-One Co. Ltd. | 5000 | &nbsp;&nbsp; 46716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honeys Holdings Co. <br> Ltd.<br>| 7850 | &nbsp;&nbsp; 77010 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hoosiers Holdings Co. <br> Ltd.<br>| 7100 | &nbsp;&nbsp; $63548 |
|  | Horiba Ltd. | 9200 | &nbsp;&nbsp; 676598 |
|  | Hoshizaki Corp. | 4000 | &nbsp;&nbsp; 136971 |
|  | Hosiden Corp. | 13000 | &nbsp;&nbsp; 202097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hosokawa Micron <br> Corp.<br>| 3600 | &nbsp;&nbsp; 128553 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hotland Holdings Co. <br> Ltd.<br>| 3400 | &nbsp;&nbsp; 44847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; House Foods Group, <br> Inc.<br>| 11700 | &nbsp;&nbsp; 216363 |
|  | Hoya Corp. | 15800 | &nbsp;&nbsp; 1993370 |
|  | HS Holdings Co. Ltd. | 4600 | &nbsp;&nbsp; 32502 |
| # | Hulic Co. Ltd. | 66269 | &nbsp;&nbsp; 632054 |
|  | Hyakugo Bank Ltd. | 55900 | &nbsp;&nbsp; 276487 |
|  | Hyakujushi Bank Ltd. | 5600 | &nbsp;&nbsp; 184187 |
|  | Ibiden Co. Ltd. | 25000 | &nbsp;&nbsp; 1057278 |
|  | IBJ, Inc. | 3800 | &nbsp;&nbsp; 21770 |
| # | Ichibanya Co. Ltd. | 11400 | &nbsp;&nbsp; 73632 |
|  | Ichiken Co. Ltd. | 800 | &nbsp;&nbsp; 16554 |
|  | Ichikoh Industries Ltd. | 11300 | &nbsp;&nbsp; 28540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ichinen Holdings Co. <br> Ltd.<br>| 5200 | &nbsp;&nbsp; 59235 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ichiyoshi Securities <br> Co. Ltd.<br>| 2600 | &nbsp;&nbsp; 12998 |
|  | Icom, Inc. | 1900 | &nbsp;&nbsp; 36490 |
|  | ID Holdings Corp. | 2450 | &nbsp;&nbsp; 41137 |
|  | Idec Corp. | 7300 | &nbsp;&nbsp; 110045 |
|  | IDOM, Inc. | 15000 | &nbsp;&nbsp; 96890 |
| # | IG Port, Inc. | 2400 | &nbsp;&nbsp; 26554 |
|  | IHI Corp. | 8000 | &nbsp;&nbsp; 890854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iida Group Holdings <br> Co. Ltd.<br>| 25740 | &nbsp;&nbsp; 361025 |
|  | Iino Kaiun Kaisha Ltd. | 20000 | &nbsp;&nbsp; 137123 |
| # | IKK Holdings, Inc. | 4000 | &nbsp;&nbsp; 21028 |
| # | I'll, Inc. | 2100 | &nbsp;&nbsp; 39015 |
| # | i-mobile Co. Ltd. | 12200 | &nbsp;&nbsp; 49840 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Imuraya Group Co. <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 29458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inaba Denki Sangyo <br> Co. Ltd.<br>| 10700 | &nbsp;&nbsp; 280602 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Inaba Seisakusho Co. <br> Ltd.<br>| 2800 | &nbsp;&nbsp; 33101 |
|  | Inabata & Co. Ltd. | 12000 | &nbsp;&nbsp; 260358 |
|  | Ines Corp. | 4700 | &nbsp;&nbsp; 54944 |
| # | I-Net Corp. | 3730 | &nbsp;&nbsp; 48813 |
|  | Infomart Corp. | 23000 | &nbsp;&nbsp; 63113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; INFRONEER <br> Holdings, Inc.<br>| 52240 | &nbsp;&nbsp; 441484 |
|  | Innotech Corp. | 4100 | &nbsp;&nbsp; 40074 |
|  | Insource Co. Ltd. | 11100 | &nbsp;&nbsp; 66997 |
|  | Intelligent Wave, Inc. | 2300 | &nbsp;&nbsp; 16308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Internet Initiative <br> Japan, Inc.<br>| 16800 | &nbsp;&nbsp; 309397 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Inui Global Logistics <br> Co. Ltd.<br>| 2900 | &nbsp;&nbsp; 24203 |
| # | IPS, Inc. | 2400 | &nbsp;&nbsp; 43762 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iriso Electronics Co. <br> Ltd.<br>| 4800 | &nbsp;&nbsp; $92212 |
|  | ISB Corp. | 3100 | &nbsp;&nbsp; 30868 |
| # | Ise Chemicals Corp. | 400 | &nbsp;&nbsp; 72361 |
| # | Iseki & Co. Ltd. | 2800 | &nbsp;&nbsp; 25997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Isetan Mitsukoshi <br> Holdings Ltd.<br>| 41700 | &nbsp;&nbsp; 589324 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ishihara Chemical Co. <br> Ltd.<br>| 1100 | &nbsp;&nbsp; 14389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ishihara Sangyo <br> Kaisha Ltd.<br>| 8500 | &nbsp;&nbsp; 122817 |
|  | Istyle, Inc. | 19600 | &nbsp;&nbsp; 74225 |
|  | Isuzu Motors Ltd. | 134300 | &nbsp;&nbsp; 1721190 |
|  | Itfor, Inc. | 5500 | &nbsp;&nbsp; 55378 |
| # | ITmedia, Inc. | 2300 | &nbsp;&nbsp; 25201 |
|  | Ito En Ltd. | 12219 | &nbsp;&nbsp; 265381 |
|  | Itochu Enex Co. Ltd. | 16100 | &nbsp;&nbsp; 216157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Itoham Yonekyu <br> Holdings, Inc.<br>| 6800 | &nbsp;&nbsp; 229385 |
|  | Itoki Corp. | 9400 | &nbsp;&nbsp; 143862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IwaiCosmo Holdings, <br> Inc.<br>| 5600 | &nbsp;&nbsp; 90218 |
| # | Iwaki Co. Ltd. | 1700 | &nbsp;&nbsp; 29674 |
|  | Iwatani Corp. | 46000 | &nbsp;&nbsp; 483846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iwatsuka <br> Confectionery Co. <br> Ltd.<br>| 1800 | &nbsp;&nbsp; 35259 |
|  | Iyogin Holdings, Inc. | 49300 | &nbsp;&nbsp; 572887 |
|  | Izumi Co. Ltd. | 8500 | &nbsp;&nbsp; 178939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J Front Retailing Co. <br> Ltd.<br>| 54400 | &nbsp;&nbsp; 733299 |
|  | J Trust Co. Ltd. | 18300 | &nbsp;&nbsp; 53774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JAC Recruitment Co. <br> Ltd.<br>| 16000 | &nbsp;&nbsp; 111978 |
|  | Jaccs Co. Ltd. | 6700 | &nbsp;&nbsp; 181657 |
| \* | Jade Group, Inc. | 2700 | &nbsp;&nbsp; 24720 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JAFCO Group Co. <br> Ltd.<br>| 17400 | &nbsp;&nbsp; 285926 |
| # | JANOME Corp. | 7199 | &nbsp;&nbsp; 54654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Airlines Co. <br> Ltd.<br>| 28300 | &nbsp;&nbsp; 561967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Airport Terminal <br> Co. Ltd.<br>| 13000 | &nbsp;&nbsp; 394805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Aviation <br> Electronics Industry <br> Ltd.<br>| 12800 | &nbsp;&nbsp; 205148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Business <br> Systems, Inc.<br>| 2400 | &nbsp;&nbsp; 22944 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Japan <br> Communications, <br> Inc.<br>| 41300 | &nbsp;&nbsp; 43909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Elevator <br> Service Holdings <br> Co. Ltd.<br>| 13700 | &nbsp;&nbsp; 365729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Exchange <br> Group, Inc.<br>| 86200 | &nbsp;&nbsp; 842379 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Investment <br> Adviser Co. Ltd.<br>| 3200 | &nbsp;&nbsp; $38949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Lifeline Co. <br> Ltd.<br>| 13100 | &nbsp;&nbsp; 125166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Material Co. <br> Ltd.<br>| 11200 | &nbsp;&nbsp; 102080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Medical <br> Dynamic Marketing, <br> Inc.<br>| 7400 | &nbsp;&nbsp; 25723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Post Insurance <br> Co. Ltd.<br>| 15600 | &nbsp;&nbsp; 399432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Property <br> Management <br> Center Co. Ltd.<br>| 3600 | &nbsp;&nbsp; 27931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Pulp & Paper <br> Co. Ltd.<br>| 40000 | &nbsp;&nbsp; 173485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Securities <br> Finance Co. Ltd.<br>| 23500 | &nbsp;&nbsp; 284404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Steel Works <br> Ltd.<br>| 6500 | &nbsp;&nbsp; 400904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan System <br> Techniques Co. <br> Ltd.<br>| 3000 | &nbsp;&nbsp; 37033 |
|  | Japan Transcity Corp. | 8700 | &nbsp;&nbsp; 66790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Wool Textile <br> Co. Ltd.<br>| 14300 | &nbsp;&nbsp; 132073 |
|  | JBCC Holdings, Inc. | 15200 | &nbsp;&nbsp; 130635 |
|  | JCU Corp. | 5100 | &nbsp;&nbsp; 119959 |
|  | JDC Corp. | 10600 | &nbsp;&nbsp; 32838 |
|  | Jeol Ltd. | 10980 | &nbsp;&nbsp; 314130 |
|  | JFE Systems, Inc. | 2600 | &nbsp;&nbsp; 34370 |
|  | JGC Holdings Corp. | 52200 | &nbsp;&nbsp; 466691 |
|  | Jichodo Co. Ltd. | 200 | &nbsp;&nbsp; 12735 |
| #\* | JIG-SAW, Inc. | 900 | &nbsp;&nbsp; 16228 |
|  | JINS Holdings, Inc. | 3200 | &nbsp;&nbsp; 169669 |
|  | JINUSHI Co. Ltd. | 3100 | &nbsp;&nbsp; 48655 |
| # | JK Holdings Co. Ltd. | 3200 | &nbsp;&nbsp; 25660 |
|  | J-Lease Co. Ltd. | 4000 | &nbsp;&nbsp; 38134 |
| # | JM Holdings Co. Ltd. | 3300 | &nbsp;&nbsp; 63026 |
|  | JMS Co. Ltd. | 7500 | &nbsp;&nbsp; 21982 |
|  | J-Oil Mills, Inc. | 5400 | &nbsp;&nbsp; 74176 |
|  | Joshin Denki Co. Ltd. | 5100 | &nbsp;&nbsp; 83241 |
|  | Joyful Honda Co. Ltd. | 9500 | &nbsp;&nbsp; 131115 |
|  | JP-Holdings, Inc. | 13200 | &nbsp;&nbsp; 47306 |
|  | JSB Co. Ltd. | 2500 | &nbsp;&nbsp; 64689 |
|  | JSP Corp. | 3600 | &nbsp;&nbsp; 45223 |
|  | JTEKT Corp. | 36000 | &nbsp;&nbsp; 311107 |
| \* | Juki Corp. | 9000 | &nbsp;&nbsp; 23807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Juroku Financial <br> Group, Inc.<br>| 8100 | &nbsp;&nbsp; 279350 |
|  | Justsystems Corp. | 7200 | &nbsp;&nbsp; 181318 |
|  | JVCKenwood Corp. | 55200 | &nbsp;&nbsp; 436517 |
|  | Kadokawa Corp. | 6869 | &nbsp;&nbsp; 166826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kadoya Sesame Mills, <br> Inc.<br>| 900 | &nbsp;&nbsp; 23185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaga Electronics Co. <br> Ltd.<br>| 8400 | &nbsp;&nbsp; 161233 |
|  | Kagome Co. Ltd. | 19400 | &nbsp;&nbsp; 370715 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kajima Corp. | 35600 | &nbsp;&nbsp; $891803 |
|  | Kakaku.com, Inc. | 18401 | &nbsp;&nbsp; 312752 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kakiyasu Honten Co. <br> Ltd.<br>| 1000 | &nbsp;&nbsp; 18055 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kamakura Shinsho <br> Ltd.<br>| 4900 | &nbsp;&nbsp; 18006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kameda Seika Co. <br> Ltd.<br>| 1900 | &nbsp;&nbsp; 50814 |
|  | Kamei Corp. | 8300 | &nbsp;&nbsp; 140579 |
|  | Kamigumi Co. Ltd. | 16600 | &nbsp;&nbsp; 466517 |
|  | Kanaden Corp. | 4800 | &nbsp;&nbsp; 60061 |
|  | Kanadevia Corp. | 50700 | &nbsp;&nbsp; 342181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kanagawa Chuo <br> Kotsu Co. Ltd.<br>| 2500 | &nbsp;&nbsp; 60648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kanamic Network Co. <br> Ltd.<br>| 5700 | &nbsp;&nbsp; 16612 |
|  | Kanamoto Co. Ltd. | 7956 | &nbsp;&nbsp; 178438 |
|  | Kandenko Co. Ltd. | 28600 | &nbsp;&nbsp; 677506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaneko Seeds Co. <br> Ltd.<br>| 2900 | &nbsp;&nbsp; 26438 |
|  | Kanematsu Corp. | 19970 | &nbsp;&nbsp; 375199 |
| # | Kanemi Co. Ltd. | 1000 | &nbsp;&nbsp; 21722 |
|  | Kanro, Inc. | 3600 | &nbsp;&nbsp; 44968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kansai Electric Power <br> Co., Inc. <br>| 50300 | &nbsp;&nbsp; 603924 |
|  | Kansai Paint Co. Ltd. | 32700 | &nbsp;&nbsp; 463029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kanto Denka Kogyo <br> Co. Ltd.<br>| 12900 | &nbsp;&nbsp; 72902 |
|  | Kao Corp. | 21800 | &nbsp;&nbsp; 980922 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kappa Create Co. <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 40142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Katakura Industries <br> Co. Ltd.<br>| 6600 | &nbsp;&nbsp; 114355 |
|  | Katitas Co. Ltd. | 11100 | &nbsp;&nbsp; 186127 |
|  | Kato Works Co. Ltd. | 2500 | &nbsp;&nbsp; 22421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kawada Technologies, <br> Inc.<br>| 4200 | &nbsp;&nbsp; 109354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kawai Musical <br> Instruments <br> Manufacturing Co. <br> Ltd.<br>| 2200 | &nbsp;&nbsp; 38081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kawasaki Heavy <br> Industries Ltd.<br>| 21700 | &nbsp;&nbsp; 1584817 |
|  | KDDI Corp. | 206600 | &nbsp;&nbsp; 3390637 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; KeePer Technical <br> Laboratory Co. Ltd.<br>| 3200 | &nbsp;&nbsp; 69103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keihan Holdings Co. <br> Ltd.<br>| 18700 | &nbsp;&nbsp; 383580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keihanshin Building <br> Co. Ltd.<br>| 5500 | &nbsp;&nbsp; 56772 |
|  | Keikyu Corp. | 28800 | &nbsp;&nbsp; 296001 |
|  | Keio Corp. | 10000 | &nbsp;&nbsp; 233483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keisei Electric Railway <br> Co. Ltd.<br>| 29922 | &nbsp;&nbsp; 251026 |
| # | KEIWA, Inc. | 3800 | &nbsp;&nbsp; 31322 |
|  | Keiyo Bank Ltd. | 24600 | &nbsp;&nbsp; 184844 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kenko Mayonnaise <br> Co. Ltd.<br>| 3900 | &nbsp;&nbsp; $48277 |
|  | Kewpie Corp. | 18323 | &nbsp;&nbsp; 500729 |
|  | Keyence Corp. | 3200 | &nbsp;&nbsp; 1157540 |
|  | KH Neochem Co. Ltd. | 6500 | &nbsp;&nbsp; 123024 |
| # | Kibun Foods, Inc. | 3200 | &nbsp;&nbsp; 23383 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kimura Chemical <br> Plants Co. Ltd.<br>| 5400 | &nbsp;&nbsp; 36363 |
|  | Kimura Kohki Co. Ltd. | 300 | &nbsp;&nbsp; 19173 |
|  | Kimura Unity Co. Ltd. | 4800 | &nbsp;&nbsp; 26297 |
|  | Kinden Corp. | 20200 | &nbsp;&nbsp; 636031 |
| # | King Jim Co. Ltd. | 1300 | &nbsp;&nbsp; 7247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kintetsu Department <br> Store Co. Ltd.<br>| 2100 | &nbsp;&nbsp; 25538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kintetsu Group <br> Holdings Co. Ltd.<br>| 10600 | &nbsp;&nbsp; 203419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kissei Pharmaceutical <br> Co. Ltd.<br>| 7400 | &nbsp;&nbsp; 218016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ki-Star Real Estate <br> Co. Ltd.<br>| 3600 | &nbsp;&nbsp; 115204 |
|  | Kitagawa Corp. | 2400 | &nbsp;&nbsp; 22636 |
|  | Kita-Nippon Bank Ltd. | 2400 | &nbsp;&nbsp; 53770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kitano Construction <br> Corp.<br>| 1600 | &nbsp;&nbsp; 43505 |
|  | Kitz Corp. | 16600 | &nbsp;&nbsp; 139237 |
|  | Kiyo Bank Ltd. | 17000 | &nbsp;&nbsp; 309267 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; KNT-CT Holdings Co. <br> Ltd.<br>| 2900 | &nbsp;&nbsp; 19924 |
|  | Koa Corp. | 4800 | &nbsp;&nbsp; 33611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koa Shoji Holdings <br> Co. Ltd.<br>| 2000 | &nbsp;&nbsp; 9518 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Koatsu Gas Kogyo <br> Co. Ltd.<br>| 6900 | &nbsp;&nbsp; 49899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kobayashi <br> Pharmaceutical Co. <br> Ltd.<br>| 1400 | &nbsp;&nbsp; 49235 |
|  | Kobe Bussan Co. Ltd. | 13100 | &nbsp;&nbsp; 348844 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kobe Electric Railway <br> Co. Ltd.<br>| 1300 | &nbsp;&nbsp; 20906 |
|  | Kobe Steel Ltd. | 94720 | &nbsp;&nbsp; 1040698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koei Tecmo Holdings <br> Co. Ltd.<br>| 2849 | &nbsp;&nbsp; 37305 |
|  | Kohnan Shoji Co. Ltd. | 7300 | &nbsp;&nbsp; 188502 |
|  | Kohsoku Corp. | 2000 | &nbsp;&nbsp; 38412 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Koike Sanso Kogyo <br> Co. Ltd.<br>| 2000 | &nbsp;&nbsp; 18334 |
|  | Koike-ya, Inc. | 400 | &nbsp;&nbsp; 12771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koito Manufacturing <br> Co. Ltd.<br>| 31745 | &nbsp;&nbsp; 405918 |
|  | Kojima Co. Ltd. | 7900 | &nbsp;&nbsp; 63086 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kokusai Electric <br> Corp.<br>| 3500 | &nbsp;&nbsp; 77250 |
|  | Kokuyo Co. Ltd. | 69600 | &nbsp;&nbsp; 410066 |
|  | Komatsu Ltd. | 108300 | &nbsp;&nbsp; 3489197 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Komatsu Matere Co. <br> Ltd.<br>| 7000 | &nbsp;&nbsp; 35670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Komatsu Wall Industry <br> Co. Ltd.<br>| 4000 | &nbsp;&nbsp; 65544 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KOMEDA Holdings <br> Co. Ltd.<br>| 11900 | &nbsp;&nbsp; $237339 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Komehyo Holdings <br> Co. Ltd.<br>| 1800 | &nbsp;&nbsp; 34820 |
|  | Komeri Co. Ltd. | 7800 | &nbsp;&nbsp; 160682 |
|  | Komori Corp. | 11900 | &nbsp;&nbsp; 114569 |
| # | Kondotec, Inc. | 4900 | &nbsp;&nbsp; 51661 |
| \* | Konica Minolta, Inc. | 98000 | &nbsp;&nbsp; 318607 |
|  | Konishi Co. Ltd. | 13400 | &nbsp;&nbsp; 107868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Konoike Transport Co. <br> Ltd.<br>| 8200 | &nbsp;&nbsp; 175488 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Konoshima Chemical <br> Co. Ltd.<br>| 1600 | &nbsp;&nbsp; 13719 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kosaido Holdings Co. <br> Ltd.<br>| 13000 | &nbsp;&nbsp; 39402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koshidaka Holdings <br> Co. Ltd.<br>| 12500 | &nbsp;&nbsp; 112938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kotobuki Spirits Co. <br> Ltd.<br>| 23300 | &nbsp;&nbsp; 310907 |
| #\* | Kourakuen Corp. | 1600 | &nbsp;&nbsp; 10832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kozo Keikaku <br> Engineering <br> Holdings, Inc.<br>| 3000 | &nbsp;&nbsp; 49209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KPP Group Holdings <br> Co. Ltd.<br>| 16500 | &nbsp;&nbsp; 84796 |
|  | Krosaki Harima Corp. | 5600 | &nbsp;&nbsp; 128251 |
| # | KRS Corp. | 4000 | &nbsp;&nbsp; 89947 |
|  | K's Holdings Corp. | 35400 | &nbsp;&nbsp; 354117 |
|  | KU Holdings Co. Ltd. | 5200 | &nbsp;&nbsp; 40102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kubota Corp. (6326 <br> JP)<br>| 90200 | &nbsp;&nbsp; 1011525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kumagai Gumi Co. <br> Ltd.<br>| 8777 | &nbsp;&nbsp; 261107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kumiai Chemical <br> Industry Co. Ltd.<br>| 11610 | &nbsp;&nbsp; 62577 |
|  | Kura Sushi, Inc. | 3800 | &nbsp;&nbsp; 104376 |
|  | Kurabo Industries Ltd. | 4400 | &nbsp;&nbsp; 233522 |
|  | Kuraray Co. Ltd. | 74928 | &nbsp;&nbsp; 926370 |
|  | Kureha Corp. | 10800 | &nbsp;&nbsp; 246296 |
|  | Kurimoto Ltd. | 2100 | &nbsp;&nbsp; 109238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kurita Water <br> Industries Ltd.<br>| 18400 | &nbsp;&nbsp; 709270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuriyama Holdings <br> Corp.<br>| 4400 | &nbsp;&nbsp; 44672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kusuri No. Aoki <br> Holdings Co. Ltd.<br>| 11400 | &nbsp;&nbsp; 303445 |
|  | KYB Corp. | 10800 | &nbsp;&nbsp; 232138 |
|  | Kyocera Corp. | 101600 | &nbsp;&nbsp; 1199324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyodo Printing Co. <br> Ltd.<br>| 8400 | &nbsp;&nbsp; 77155 |
|  | Kyoei Steel Ltd. | 5500 | &nbsp;&nbsp; 79034 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyokuto Boeki Kaisha <br> Ltd.<br>| 3000 | &nbsp;&nbsp; 30361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyokuto Kaihatsu <br> Kogyo Co. Ltd.<br>| 7500 | &nbsp;&nbsp; 129956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyokuto Securities <br> Co. Ltd.<br>| 5500 | &nbsp;&nbsp; 53422 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kyokuyo Co. Ltd. | 2500 | &nbsp;&nbsp; $77378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyorin Pharmaceutical <br> Co. Ltd.<br>| 4500 | &nbsp;&nbsp; 45219 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyoritsu Maintenance <br> Co. Ltd.<br>| 16800 | &nbsp;&nbsp; 404480 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyosan Electric <br> Manufacturing Co. <br> Ltd.<br>| 10000 | &nbsp;&nbsp; 33345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyoto Financial <br> Group, Inc.<br>| 42396 | &nbsp;&nbsp; 766975 |
|  | Kyowa Kirin Co. Ltd. | 17100 | &nbsp;&nbsp; 291890 |
|  | Kyudenko Corp. | 8800 | &nbsp;&nbsp; 375982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyushu Financial <br> Group, Inc.<br>| 85550 | &nbsp;&nbsp; 436890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyushu Leasing <br> Service Co. Ltd.<br>| 1700 | &nbsp;&nbsp; 14013 |
|  | Kyushu Railway Co. | 14800 | &nbsp;&nbsp; 357904 |
|  | LA Holdings Co. Ltd. | 1300 | &nbsp;&nbsp; 52787 |
|  | Lacto Japan Co. Ltd. | 1700 | &nbsp;&nbsp; 44988 |
|  | Lasertec Corp. | 6399 | &nbsp;&nbsp; 644691 |
|  | Leopalace21 Corp. | 45800 | &nbsp;&nbsp; 215815 |
|  | Life Corp. | 12200 | &nbsp;&nbsp; 194985 |
|  | Lifedrink Co., Inc. | 7200 | &nbsp;&nbsp; 107540 |
|  | LIFULL Co. Ltd. | 19200 | &nbsp;&nbsp; 25347 |
| # | LIKE, Inc. | 1800 | &nbsp;&nbsp; 17078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Link & Motivation, <br> Inc.<br>| 10500 | &nbsp;&nbsp; 34727 |
|  | Lintec Corp. | 10600 | &nbsp;&nbsp; 212538 |
|  | Lion Corp. | 37001 | &nbsp;&nbsp; 360492 |
| # | LITALICO, Inc. | 5600 | &nbsp;&nbsp; 52478 |
|  | Lixil Corp. | 53900 | &nbsp;&nbsp; 624438 |
|  | Loadstar Capital KK | 2600 | &nbsp;&nbsp; 49793 |
|  | Look Holdings, Inc. | 2000 | &nbsp;&nbsp; 32108 |
|  | LY Corp. | 100500 | &nbsp;&nbsp; 367344 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; M&A Capital Partners <br> Co. Ltd.<br>| 1300 | &nbsp;&nbsp; 25336 |
|  | M3, Inc. | 22400 | &nbsp;&nbsp; 275493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mabuchi Motor Co. <br> Ltd.<br>| 22432 | &nbsp;&nbsp; 324330 |
| # | Macbee Planet, Inc. | 1300 | &nbsp;&nbsp; 22603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macnica Holdings, <br> Inc.<br>| 37650 | &nbsp;&nbsp; 491722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maeda Kosen Co. <br> Ltd.<br>| 10400 | &nbsp;&nbsp; 131187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maezawa Industries, <br> Inc.<br>| 3600 | &nbsp;&nbsp; 41444 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Maezawa Kasei <br> Industries Co. Ltd.<br>| 3600 | &nbsp;&nbsp; 47257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maezawa Kyuso <br> Industries Co. Ltd.<br>| 4200 | &nbsp;&nbsp; 35228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Makino Milling <br> Machine Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 458870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Makita Corp. (6586 <br> JP)<br>| 9766 | &nbsp;&nbsp; 302337 |
| # | Mamiya-Op Co. Ltd. | 1400 | &nbsp;&nbsp; 14029 |
|  | Mammy Mart Corp. | 400 | &nbsp;&nbsp; 14664 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Management <br> Solutions Co. Ltd.<br>| 2600 | &nbsp;&nbsp; 28841 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Mandom Corp. | 8800 | &nbsp;&nbsp; $83903 |
| # | Mani, Inc. | 11900 | &nbsp;&nbsp; 100210 |
|  | MarkLines Co. Ltd. | 2700 | &nbsp;&nbsp; 35332 |
|  | Marubun Corp. | 5900 | &nbsp;&nbsp; 42989 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Maruchiyo Yamaokaya <br> Corp.<br>| 700 | &nbsp;&nbsp; 28628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marudai Food Co. <br> Ltd.<br>| 3200 | &nbsp;&nbsp; 40307 |
|  | Maruha Nichiro Corp. | 10600 | &nbsp;&nbsp; 220149 |
|  | Marui Group Co. Ltd. | 28100 | &nbsp;&nbsp; 572284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruichi Steel Tube <br> Ltd.<br>| 15400 | &nbsp;&nbsp; 372301 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MARUKA FURUSATO <br> Corp.<br>| 4392 | &nbsp;&nbsp; 69105 |
|  | Maruwa Co. Ltd. | 1500 | &nbsp;&nbsp; 452126 |
|  | Maruzen Co. Ltd. | 1300 | &nbsp;&nbsp; 29762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruzen Showa Unyu <br> Co. Ltd.<br>| 3600 | &nbsp;&nbsp; 171585 |
|  | Marvelous, Inc. | 4100 | &nbsp;&nbsp; 14718 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Matching Service <br> Japan Co. Ltd.<br>| 1500 | &nbsp;&nbsp; 9550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matsuda Sangyo Co. <br> Ltd.<br>| 4500 | &nbsp;&nbsp; 107165 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Matsui Construction <br> Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 50444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matsui Securities Co. <br> Ltd.<br>| 28200 | &nbsp;&nbsp; 137838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MatsukiyoCocokara & <br> Co.<br>| 49080 | &nbsp;&nbsp; 1007842 |
| # | Matsuya Co. Ltd. | 7700 | &nbsp;&nbsp; 56933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matsuyafoods <br> Holdings Co. Ltd.<br>| 1300 | &nbsp;&nbsp; 54111 |
|  | Max Co. Ltd. | 5000 | &nbsp;&nbsp; 167512 |
|  | Maxell Ltd. | 11200 | &nbsp;&nbsp; 148841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maxvalu Tokai Co. <br> Ltd.<br>| 2300 | &nbsp;&nbsp; 48319 |
|  | Mazda Motor Corp. | 132206 | &nbsp;&nbsp; 792773 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; McDonald's Holdings <br> Co. Japan Ltd.<br>| 7600 | &nbsp;&nbsp; 303493 |
|  | MCJ Co. Ltd. | 23800 | &nbsp;&nbsp; 221263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mebuki Financial <br> Group, Inc.<br>| 162850 | &nbsp;&nbsp; 882982 |
|  | MEC Co. Ltd. | 2800 | &nbsp;&nbsp; 51829 |
|  | Media Do Co. Ltd. | 1800 | &nbsp;&nbsp; 20866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medical System <br> Network Co. Ltd.<br>| 4300 | &nbsp;&nbsp; 13965 |
|  | Medikit Co. Ltd. | 700 | &nbsp;&nbsp; 11872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medipal Holdings <br> Corp.<br>| 31400 | &nbsp;&nbsp; 519908 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Medius Holdings Co. <br> Ltd.<br>| 3500 | &nbsp;&nbsp; 19921 |
| #\* | Medley, Inc. | 3600 | &nbsp;&nbsp; 73647 |
|  | MedPeer, Inc. | 5100 | &nbsp;&nbsp; 23499 |
|  | Megachips Corp. | 700 | &nbsp;&nbsp; 25268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Megmilk Snow Brand <br> Co. Ltd.<br>| 11500 | &nbsp;&nbsp; 217330 |
|  | Meidensha Corp. | 8800 | &nbsp;&nbsp; 331421 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meiho Facility Works <br> Ltd.<br>| 2000 | &nbsp;&nbsp; $13680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meiji Electric <br> Industries Co. Ltd.<br>| 1500 | &nbsp;&nbsp; 19304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meiko Electronics Co. <br> Ltd.<br>| 6600 | &nbsp;&nbsp; 323423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meisei Industrial Co. <br> Ltd.<br>| 10800 | &nbsp;&nbsp; 111857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MEITEC Group <br> Holdings, Inc.<br>| 18400 | &nbsp;&nbsp; 384884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meito Sangyo Co. <br> Ltd.<br>| 2500 | &nbsp;&nbsp; 35111 |
|  | Meiwa Corp. | 5000 | &nbsp;&nbsp; 25138 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Meiwa Estate Co. <br> Ltd.<br>| 3800 | &nbsp;&nbsp; 26187 |
|  | Menicon Co. Ltd. | 11700 | &nbsp;&nbsp; 90497 |
| \* | Mercari, Inc. | 24397 | &nbsp;&nbsp; 372222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercuria Holdings Co. <br> Ltd.<br>| 1900 | &nbsp;&nbsp; 10084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; METAWATER Co. <br> Ltd.<br>| 4500 | &nbsp;&nbsp; 81804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micronics Japan Co. <br> Ltd.<br>| 7900 | &nbsp;&nbsp; 287821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Midac Holdings Co. <br> Ltd.<br>| 2700 | &nbsp;&nbsp; 38628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mie Kotsu Group <br> Holdings, Inc.<br>| 18000 | &nbsp;&nbsp; 60102 |
|  | Milbon Co. Ltd. | 3210 | &nbsp;&nbsp; 54134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MIMAKI <br> ENGINEERING Co. <br> Ltd.<br>| 3700 | &nbsp;&nbsp; 53357 |
|  | Minebea Mitsumi, Inc. | 52390 | &nbsp;&nbsp; 824533 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mirai Industry Co. <br> Ltd.<br>| 1400 | &nbsp;&nbsp; 35192 |
|  | Mirait One Corp. | 23910 | &nbsp;&nbsp; 427818 |
| # | Mirarth Holdings, Inc. | 17600 | &nbsp;&nbsp; 45028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miroku Jyoho Service <br> Co. Ltd.<br>| 4500 | &nbsp;&nbsp; 56144 |
|  | MISUMI Group, Inc. | 17300 | &nbsp;&nbsp; 249121 |
|  | Mitani Corp. | 8000 | &nbsp;&nbsp; 117200 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitani Sangyo Co. <br> Ltd.<br>| 7800 | &nbsp;&nbsp; 20407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitani Sekisan Co. <br> Ltd.<br>| 1700 | &nbsp;&nbsp; 97248 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mito Securities Co. <br> Ltd.<br>| 16800 | &nbsp;&nbsp; 58008 |
|  | Mitsuba Corp. | 9700 | &nbsp;&nbsp; 54946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Electric <br> Corp.<br>| 59800 | &nbsp;&nbsp; 1345036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Estate Co. <br> Ltd.<br>| 51600 | &nbsp;&nbsp; 966077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Gas <br> Chemical Co., Inc.<br>| 27200 | &nbsp;&nbsp; 469884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi HC Capital, <br> Inc.<br>| 181970 | &nbsp;&nbsp; 1345055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Heavy <br> Industries Ltd.<br>| 94600 | &nbsp;&nbsp; 2258707 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Kakoki <br> Kaisha Ltd.<br>| 5400 | &nbsp;&nbsp; $79550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Logisnext <br> Co. Ltd.<br>| 8300 | &nbsp;&nbsp; 106772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Logistics <br> Corp.<br>| 63500 | &nbsp;&nbsp; 542823 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Motors <br> Corp.<br>| 164800 | &nbsp;&nbsp; 433041 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Paper Mills <br> Ltd.<br>| 7800 | &nbsp;&nbsp; 34475 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Pencil Co. <br> Ltd.<br>| 8500 | &nbsp;&nbsp; 116533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Research <br> Institute, Inc.<br>| 1900 | &nbsp;&nbsp; 59489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ <br> Financial Group, <br> Inc. (8306 JP)<br>| 488200 | &nbsp;&nbsp; 6728748 |
|  | Mitsui Chemicals, Inc. | 29966 | &nbsp;&nbsp; 668946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui DM Sugar Co. <br> Ltd.<br>| 4500 | &nbsp;&nbsp; 92204 |
|  | Mitsui E&S Co. Ltd. | 30800 | &nbsp;&nbsp; 641700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui Fudosan Co. <br> Ltd.<br>| 98700 | &nbsp;&nbsp; 882210 |
| # | Mitsui High-Tec, Inc. | 20000 | &nbsp;&nbsp; 100484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui Mining & <br> Smelting Co. Ltd.<br>| 14899 | &nbsp;&nbsp; 630163 |
| # | Mitsui OSK Lines Ltd. | 21400 | &nbsp;&nbsp; 719303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsui-Soko Holdings <br> Co. Ltd.<br>| 26400 | &nbsp;&nbsp; 685982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsuuroko Group <br> Holdings Co. Ltd.<br>| 11200 | &nbsp;&nbsp; 158419 |
|  | MIXI, Inc. | 10100 | &nbsp;&nbsp; 231136 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Miyaji Engineering <br> Group, Inc.<br>| 6000 | &nbsp;&nbsp; 77912 |
|  | Miyazaki Bank Ltd. | 4300 | &nbsp;&nbsp; 113779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miyoshi Oil & Fat Co. <br> Ltd.<br>| 1700 | &nbsp;&nbsp; 21769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Financial <br> Group, Inc. (8411 <br> JP)<br>| 98380 | &nbsp;&nbsp; 2885646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Leasing Co. <br> Ltd.<br>| 40900 | &nbsp;&nbsp; 314155 |
| # | Mizuho Medy Co. Ltd. | 3600 | &nbsp;&nbsp; 33835 |
|  | Mizuno Corp. | 16500 | &nbsp;&nbsp; 300566 |
|  | Monogatari Corp. | 8000 | &nbsp;&nbsp; 207638 |
|  | MonotaRO Co. Ltd. | 22800 | &nbsp;&nbsp; 405998 |
|  | Morinaga & Co. Ltd. | 18400 | &nbsp;&nbsp; 293718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morinaga Milk Industry <br> Co. Ltd.<br>| 22900 | &nbsp;&nbsp; 498010 |
|  | Moriroku Co. Ltd. | 2900 | &nbsp;&nbsp; 46499 |
|  | Morita Holdings Corp. | 8100 | &nbsp;&nbsp; 123070 |
|  | Morito Co. Ltd. | 5100 | &nbsp;&nbsp; 52010 |
|  | Morozoff Ltd. | 3000 | &nbsp;&nbsp; 30431 |
| # | MrMax Holdings Ltd. | 8700 | &nbsp;&nbsp; 49309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MS&AD Insurance <br> Group Holdings, <br> Inc.<br>| 70100 | &nbsp;&nbsp; 1497761 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | MTI Ltd. | 1700 | &nbsp;&nbsp; $10435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mugen Estate Co. <br> Ltd.<br>| 4900 | &nbsp;&nbsp; 63481 |
|  | m-up Holdings, Inc. | 7600 | &nbsp;&nbsp; 105919 |
|  | Murakami Corp. | 1900 | &nbsp;&nbsp; 82587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Murata Manufacturing <br> Co. Ltd.<br>| 42900 | &nbsp;&nbsp; 638527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Musashi Seimitsu <br> Industry Co. Ltd.<br>| 10800 | &nbsp;&nbsp; 232517 |
|  | Musashino Bank Ltd. | 6300 | &nbsp;&nbsp; 155349 |
|  | Muto Seiko Co. | 1000 | &nbsp;&nbsp; 10722 |
|  | Nabtesco Corp. | 15500 | &nbsp;&nbsp; 285145 |
|  | Nachi-Fujikoshi Corp. | 3298 | &nbsp;&nbsp; 70543 |
|  | Nafco Co. Ltd. | 2900 | &nbsp;&nbsp; 35982 |
|  | Nagano Keiki Co. Ltd. | 4100 | &nbsp;&nbsp; 56677 |
|  | Nagase & Co. Ltd. | 26100 | &nbsp;&nbsp; 514370 |
|  | Nagase Brothers, Inc. | 2000 | &nbsp;&nbsp; 25468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nagoya Railroad Co. <br> Ltd.<br>| 15300 | &nbsp;&nbsp; 166852 |
|  | Nakabayashi Co. Ltd. | 4900 | &nbsp;&nbsp; 16807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nakamoto Packs Co. <br> Ltd.<br>| 1600 | &nbsp;&nbsp; 21115 |
| # | Nakamuraya Co. Ltd. | 900 | &nbsp;&nbsp; 18531 |
|  | Nakanishi, Inc. | 6000 | &nbsp;&nbsp; 77234 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Namura Shipbuilding <br> Co. Ltd.<br>| 12300 | &nbsp;&nbsp; 251133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nankai Electric <br> Railway Co. Ltd.<br>| 14100 | &nbsp;&nbsp; 226484 |
|  | Nanto Bank Ltd. | 6600 | &nbsp;&nbsp; 197944 |
|  | Nanyo Corp. | 1600 | &nbsp;&nbsp; 14065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Narasaki Sangyo Co. <br> Ltd.<br>| 700 | &nbsp;&nbsp; 16719 |
| # | Natori Co. Ltd. | 800 | &nbsp;&nbsp; 10662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NCD Co. <br> Ltd./Shinagawa<br>| 1000 | &nbsp;&nbsp; 19571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NEC Capital Solutions <br> Ltd.<br>| 3800 | &nbsp;&nbsp; 96592 |
|  | NEC Corp. | 46900 | &nbsp;&nbsp; 1346774 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; New Art Holdings Co. <br> Ltd.<br>| 2310 | &nbsp;&nbsp; 21290 |
|  | Nexon Co. Ltd. | 9300 | &nbsp;&nbsp; 170172 |
|  | Nextage Co. Ltd. | 10600 | &nbsp;&nbsp; 131575 |
| #\* | NexTone, Inc. | 800 | &nbsp;&nbsp; 9723 |
|  | NGK Insulators Ltd. | 46292 | &nbsp;&nbsp; 586068 |
|  | NH Foods Ltd. | 14000 | &nbsp;&nbsp; 470349 |
|  | NHK Spring Co. Ltd. | 44400 | &nbsp;&nbsp; 499928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nicca Chemical Co. <br> Ltd.<br>| 1900 | &nbsp;&nbsp; 15912 |
|  | Nice Corp. | 1400 | &nbsp;&nbsp; 17074 |
|  | Nichias Corp. | 14100 | &nbsp;&nbsp; 539472 |
| # | Nichiban Co. Ltd. | 2800 | &nbsp;&nbsp; 37331 |
|  | Nichicon Corp. | 12900 | &nbsp;&nbsp; 110483 |
|  | Nichiden Corp. | 3400 | &nbsp;&nbsp; 64232 |
|  | Nichiha Corp. | 6700 | &nbsp;&nbsp; 139536 |
|  | Nichimo Co. Ltd. | 1600 | &nbsp;&nbsp; 24854 |
|  | Nichirei Corp. | 41800 | &nbsp;&nbsp; 503065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nichireki Group Co. <br> Ltd.<br>| 6200 | &nbsp;&nbsp; 121427 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Nichirin Co. Ltd. | 2110 | &nbsp;&nbsp; $49585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NIDEC Corp. (6594 <br> JP)<br>| 40800 | &nbsp;&nbsp; 782800 |
|  | Nifco, Inc. | 20500 | &nbsp;&nbsp; 500200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Chouzai Co. <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 46460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Dempa Kogyo <br> Co. Ltd.<br>| 7100 | &nbsp;&nbsp; 39320 |
|  | Nihon Dengi Co. Ltd. | 2400 | &nbsp;&nbsp; 79213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Denkei Co. <br> Ltd.<br>| 1350 | &nbsp;&nbsp; 19136 |
|  | Nihon Flush Co. Ltd. | 5100 | &nbsp;&nbsp; 27010 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nihon House Holdings <br> Co. Ltd.<br>| 11100 | &nbsp;&nbsp; 22685 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Kagaku Sangyo <br> Co. Ltd.<br>| 2900 | &nbsp;&nbsp; 43374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon M&A Center <br> Holdings, Inc.<br>| 61400 | &nbsp;&nbsp; 306952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Nohyaku Co. <br> Ltd.<br>| 11300 | &nbsp;&nbsp; 66400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Parkerizing Co. <br> Ltd.<br>| 21094 | &nbsp;&nbsp; 192422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Tokushu Toryo <br> Co. Ltd.<br>| 2700 | &nbsp;&nbsp; 36543 |
| # | Nihon Trim Co. Ltd. | 700 | &nbsp;&nbsp; 21084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nihon Yamamura <br> Glass Co. Ltd.<br>| 1900 | &nbsp;&nbsp; 33635 |
|  | Nikkiso Co. Ltd. | 12700 | &nbsp;&nbsp; 113564 |
|  | Nikko Co. Ltd. | 8000 | &nbsp;&nbsp; 40065 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nikkon Holdings Co. <br> Ltd.<br>| 31200 | &nbsp;&nbsp; 702740 |
|  | Nikon Corp. | 54800 | &nbsp;&nbsp; 532201 |
|  | Nintendo Co. Ltd. | 9000 | &nbsp;&nbsp; 752210 |
|  | Nippi, Inc. | 400 | &nbsp;&nbsp; 28567 |
|  | Nippn Corp. | 14300 | &nbsp;&nbsp; 206209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Air <br> Conditioning <br> Services Co. Ltd.<br>| 3800 | &nbsp;&nbsp; 29547 |
|  | Nippon Aqua Co. Ltd. | 4800 | &nbsp;&nbsp; 25744 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Avionics Co. <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 58254 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Beet Sugar <br> Manufacturing Co. <br> Ltd.<br>| 3000 | &nbsp;&nbsp; 47831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Carbide <br> Industries Co., Inc.<br>| 1700 | &nbsp;&nbsp; 21350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Carbon Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 65602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Care Supply <br> Co. Ltd.<br>| 100 | &nbsp;&nbsp; 1390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Chemical <br> Industrial Co. Ltd.<br>| 1799 | &nbsp;&nbsp; 25261 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Chemi-Con <br> Corp.<br>| 6100 | &nbsp;&nbsp; 50339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Densetsu <br> Kogyo Co. Ltd.<br>| 9600 | &nbsp;&nbsp; 182278 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Dry-Chemical <br> Co. Ltd.<br>| 1600 | &nbsp;&nbsp; $54204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Electric Glass <br> Co. Ltd.<br>| 21100 | &nbsp;&nbsp; 564770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Express <br> Holdings, Inc.<br>| 59000 | &nbsp;&nbsp; 1296049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Fine Chemical <br> Co. Ltd.<br>| 2700 | &nbsp;&nbsp; 48737 |
|  | Nippon Gas Co. Ltd. | 29300 | &nbsp;&nbsp; 533012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Kayaku Co. <br> Ltd.<br>| 31000 | &nbsp;&nbsp; 289476 |
|  | Nippon Kodoshi Corp. | 1600 | &nbsp;&nbsp; 20030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Light Metal <br> Holdings Co. Ltd.<br>| 15681 | &nbsp;&nbsp; 181961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Paint Holdings <br> Co. Ltd.<br>| 56400 | &nbsp;&nbsp; 478133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Paper <br> Industries Co. Ltd.<br>| 26478 | &nbsp;&nbsp; 194806 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Parking <br> Development Co. <br> Ltd.<br>| 51500 | &nbsp;&nbsp; 90347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Rietec Co. <br> Ltd.<br>| 4000 | &nbsp;&nbsp; 52424 |
|  | Nippon Seiki Co. Ltd. | 7500 | &nbsp;&nbsp; 76844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Seisen Co. <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 36127 |
|  | Nippon Sharyo Ltd. | 2200 | &nbsp;&nbsp; 34985 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Sheet Glass <br> Co. Ltd.<br>| 20800 | &nbsp;&nbsp; 68881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Shinyaku Co. <br> Ltd.<br>| 8600 | &nbsp;&nbsp; 185167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Shokubai Co. <br> Ltd.<br>| 26700 | &nbsp;&nbsp; 303551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Signal Co. <br> Ltd.<br>| 11500 | &nbsp;&nbsp; 85291 |
|  | Nippon Soda Co. Ltd. | 13000 | &nbsp;&nbsp; 294726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Television <br> Holdings, Inc.<br>| 2400 | &nbsp;&nbsp; 51907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Thompson Co. <br> Ltd.<br>| 14800 | &nbsp;&nbsp; 58924 |
|  | Nippon Yusen KK | 58100 | &nbsp;&nbsp; 2037554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishikawa Rubber Co. <br> Ltd.<br>| 4200 | &nbsp;&nbsp; 79406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishimatsu <br> Construction Co. <br> Ltd.<br>| 9200 | &nbsp;&nbsp; 305944 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nishimatsuya Chain <br> Co. Ltd.<br>| 8100 | &nbsp;&nbsp; 119328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishi-Nippon Financial <br> Holdings, Inc.<br>| 31800 | &nbsp;&nbsp; 502302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishi-Nippon Railroad <br> Co. Ltd.<br>| 8200 | &nbsp;&nbsp; 116645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishio Holdings Co. <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 167467 |
| #\* | Nissan Motor Co. Ltd. | 118850 | &nbsp;&nbsp; 251998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissan Shatai Co. <br> Ltd.<br>| 8100 | &nbsp;&nbsp; 55886 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nissan Tokyo Sales <br> Holdings Co. Ltd.<br>| 11500 | &nbsp;&nbsp; $37835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nissei ASB Machine <br> Co. Ltd.<br>| 2100 | &nbsp;&nbsp; 90611 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nissei Plastic <br> Industrial Co. Ltd.<br>| 4600 | &nbsp;&nbsp; 27164 |
|  | Nissha Co. Ltd. | 10215 | &nbsp;&nbsp; 90703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshin Group <br> Holdings Co. Ltd.<br>| 9400 | &nbsp;&nbsp; 32707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshin Oillio Group <br> Ltd.<br>| 7900 | &nbsp;&nbsp; 268611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshin Seifun Group, <br> Inc.<br>| 34340 | &nbsp;&nbsp; 398063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nisshinbo Holdings, <br> Inc.<br>| 33075 | &nbsp;&nbsp; 210160 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nissin Foods Holdings <br> Co. Ltd.<br>| 7800 | &nbsp;&nbsp; 147951 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nisso Holdings Co. <br> Ltd.<br>| 5300 | &nbsp;&nbsp; 23268 |
|  | Nissui Corp. | 79600 | &nbsp;&nbsp; 464726 |
|  | Niterra Co. Ltd. | 33300 | &nbsp;&nbsp; 1147974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nitori Holdings Co. <br> Ltd.<br>| 4300 | &nbsp;&nbsp; 364153 |
|  | Nitta Corp. | 4800 | &nbsp;&nbsp; 131171 |
|  | Nitta Gelatin, Inc. | 3200 | &nbsp;&nbsp; 19438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nittetsu Mining Co. <br> Ltd.<br>| 800 | &nbsp;&nbsp; 39298 |
|  | Nitto Denko Corp. | 109200 | &nbsp;&nbsp; 2259774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nitto Fuji Flour Milling <br> Co. Ltd.<br>| 600 | &nbsp;&nbsp; 29110 |
|  | Nitto Kogyo Corp. | 7300 | &nbsp;&nbsp; 161305 |
| # | Nitto Kohki Co. Ltd. | 3400 | &nbsp;&nbsp; 43376 |
|  | Nitto Seiko Co. Ltd. | 6900 | &nbsp;&nbsp; 28680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nittoc Construction <br> Co. Ltd.<br>| 6700 | &nbsp;&nbsp; 52713 |
|  | Nittoku Co. Ltd. | 2600 | &nbsp;&nbsp; 35201 |
|  | No.1 Co. Ltd. | 800 | &nbsp;&nbsp; 12758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Noevir Holdings Co. <br> Ltd.<br>| 3600 | &nbsp;&nbsp; 109758 |
|  | Nojima Corp. | 17000 | &nbsp;&nbsp; 388621 |
|  | NOK Corp. | 14900 | &nbsp;&nbsp; 226080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Holdings, Inc. <br> (8604 JP)<br>| 163500 | &nbsp;&nbsp; 1080129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Holdings, Inc. <br> (NMR US), <br> Sponsored ADR<br>| 61247 | &nbsp;&nbsp; 407293 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Micro <br> Science Co. Ltd.<br>| 2700 | &nbsp;&nbsp; 48699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Real Estate <br> Holdings, Inc.<br>| 111000 | &nbsp;&nbsp; 615119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nomura Research <br> Institute Ltd.<br>| 14989 | &nbsp;&nbsp; 593121 |
|  | Noritake Co. Ltd. | 5400 | &nbsp;&nbsp; 153642 |
|  | Noritsu Koki Co. Ltd. | 16800 | &nbsp;&nbsp; 175655 |
|  | Noritz Corp. | 6900 | &nbsp;&nbsp; 87549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North Pacific Bank <br> Ltd.<br>| 74016 | &nbsp;&nbsp; 318478 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | NPR-RIKEN Corp. | 4846 | &nbsp;&nbsp; $81527 |
| # | NS Solutions Corp. | 10300 | &nbsp;&nbsp; 241580 |
|  | NS Tool Co. Ltd. | 3500 | &nbsp;&nbsp; 17986 |
|  | NSD Co. Ltd. | 15900 | &nbsp;&nbsp; 380298 |
|  | NSK Ltd. | 58802 | &nbsp;&nbsp; 281400 |
|  | NSW, Inc. | 1800 | &nbsp;&nbsp; 30840 |
| # | NTN Corp. | 79421 | &nbsp;&nbsp; 135504 |
|  | NTT, Inc. | 907500 | &nbsp;&nbsp; 916449 |
|  | Oat Agrio Co. Ltd. | 2000 | &nbsp;&nbsp; 31875 |
| # | Obara Group, Inc. | 2300 | &nbsp;&nbsp; 58875 |
|  | Obayashi Corp. | 63100 | &nbsp;&nbsp; 929164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OBIC Business <br> Consultants Co. <br> Ltd.<br>| 800 | &nbsp;&nbsp; 46140 |
|  | Obic Co. Ltd. | 11600 | &nbsp;&nbsp; 412990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Odakyu Electric <br> Railway Co. Ltd.<br>| 29799 | &nbsp;&nbsp; 321139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ogaki Kyoritsu Bank <br> Ltd.<br>| 8600 | &nbsp;&nbsp; 161971 |
| # | Ohara, Inc. | 1700 | &nbsp;&nbsp; 13227 |
| # | Ohashi Technica, Inc. | 3300 | &nbsp;&nbsp; 46954 |
| # | Ohba Co. Ltd. | 1700 | &nbsp;&nbsp; 11710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ohsho Food Service <br> Corp.<br>| 8400 | &nbsp;&nbsp; 207824 |
|  | OIE Sangyo Co. Ltd. | 600 | &nbsp;&nbsp; 8539 |
|  | Oiles Corp. | 6140 | &nbsp;&nbsp; 87293 |
|  | Oita Bank Ltd. | 3900 | &nbsp;&nbsp; 122111 |
|  | Oji Holdings Corp. | 150400 | &nbsp;&nbsp; 733028 |
|  | Okabe Co. Ltd. | 8300 | &nbsp;&nbsp; 47863 |
|  | Okada Aiyon Corp. | 800 | &nbsp;&nbsp; 10182 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Okamoto Machine <br> Tool Works Ltd.<br>| 2000 | &nbsp;&nbsp; 64961 |
|  | Okamura Corp. | 12400 | &nbsp;&nbsp; 195454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okasan Securities <br> Group, Inc.<br>| 37500 | &nbsp;&nbsp; 162235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oki Electric Industry <br> Co. Ltd.<br>| 25248 | &nbsp;&nbsp; 262718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okinawa Cellular <br> Telephone Co.<br>| 6400 | &nbsp;&nbsp; 217294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okinawa Financial <br> Group, Inc.<br>| 5480 | &nbsp;&nbsp; 124134 |
|  | OKUMA Corp. | 11200 | &nbsp;&nbsp; 304710 |
|  | Okumura Corp. | 8000 | &nbsp;&nbsp; 236306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okura Industrial Co. <br> Ltd.<br>| 2600 | &nbsp;&nbsp; 75106 |
|  | Okuwa Co. Ltd. | 8300 | &nbsp;&nbsp; 51275 |
|  | Olympus Corp. | 87500 | &nbsp;&nbsp; 1045367 |
|  | Omron Corp. | 25660 | &nbsp;&nbsp; 661380 |
|  | One Career, Inc. | 1600 | &nbsp;&nbsp; 23019 |
| # | Onoken Co. Ltd. | 5400 | &nbsp;&nbsp; 51559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Onward Holdings Co. <br> Ltd.<br>| 25100 | &nbsp;&nbsp; 102141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Open House Group <br> Co. Ltd.<br>| 17900 | &nbsp;&nbsp; 791545 |
|  | Open Up Group, Inc. | 11700 | &nbsp;&nbsp; 143374 |
|  | Optex Group Co. Ltd. | 8100 | &nbsp;&nbsp; 91344 |
| \* | Optim Corp. | 3400 | &nbsp;&nbsp; 11885 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Optimus Group Co. <br> Ltd.<br>| 7900 | &nbsp;&nbsp; $19081 |
|  | Optorun Co. Ltd. | 2206 | &nbsp;&nbsp; 23778 |
|  | Oracle Corp. Japan | 2900 | &nbsp;&nbsp; 313619 |
|  | Organo Corp. | 7200 | &nbsp;&nbsp; 443631 |
| # | Orient Corp. | 9780 | &nbsp;&nbsp; 64696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Consultants <br> Holdings Co. Ltd.<br>| 500 | &nbsp;&nbsp; 17240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Land Co. <br> Ltd.<br>| 15600 | &nbsp;&nbsp; 321212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Shiraishi <br> Corp.<br>| 31900 | &nbsp;&nbsp; 81623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ORIX Corp. (8591 <br> JP)<br>| 70100 | &nbsp;&nbsp; 1574659 |
|  | Oro Co. Ltd. | 2400 | &nbsp;&nbsp; 50240 |
|  | Osaka Gas Co. Ltd. | 20800 | &nbsp;&nbsp; 526268 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Osaka Organic <br> Chemical Industry <br> Ltd.<br>| 3600 | &nbsp;&nbsp; 69522 |
| # | Osaka Steel Co. Ltd. | 1800 | &nbsp;&nbsp; 30467 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; OSAKA Titanium <br> Technologies Co. <br> Ltd.<br>| 5100 | &nbsp;&nbsp; 55758 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Osaki Electric Co. <br> Ltd.<br>| 11100 | &nbsp;&nbsp; 77000 |
|  | OSG Corp. | 17800 | &nbsp;&nbsp; 230320 |
|  | Otsuka Corp. | 16200 | &nbsp;&nbsp; 306944 |
|  | OUG Holdings, Inc. | 1000 | &nbsp;&nbsp; 26317 |
|  | Oyo Corp. | 5800 | &nbsp;&nbsp; 120357 |
| # | Ozu Corp. | 700 | &nbsp;&nbsp; 7632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Industrial Co. <br> Ltd.<br>| 11876 | &nbsp;&nbsp; 162019 |
|  | Pack Corp. | 9900 | &nbsp;&nbsp; 74402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PAL GROUP Holdings <br> Co. Ltd.<br>| 10000 | &nbsp;&nbsp; 327199 |
|  | PALTAC Corp. | 6210 | &nbsp;&nbsp; 177712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan Pacific <br> International <br> Holdings Corp.<br>| 32200 | &nbsp;&nbsp; 1077291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Panasonic Holdings <br> Corp.<br>| 151701 | &nbsp;&nbsp; 1434988 |
|  | Paraca, Inc. | 1500 | &nbsp;&nbsp; 18845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Bed <br> Holdings Co. Ltd.<br>| 8400 | &nbsp;&nbsp; 137824 |
|  | Park24 Co. Ltd. | 31200 | &nbsp;&nbsp; 394006 |
|  | Parker Corp. | 3000 | &nbsp;&nbsp; 19554 |
|  | Pasona Group, Inc. | 6100 | &nbsp;&nbsp; 83551 |
|  | Pegasus Co. Ltd. | 5300 | &nbsp;&nbsp; 20141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Penta-Ocean <br> Construction Co. <br> Ltd.<br>| 72800 | &nbsp;&nbsp; 471117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; People Dreams & <br> Technologies Group <br> Co. Ltd.<br>| 1400 | &nbsp;&nbsp; 16720 |
| \* | PeptiDream, Inc. | 18107 | &nbsp;&nbsp; 200652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Persol Holdings Co. <br> Ltd.<br>| 368334 | &nbsp;&nbsp; 704051 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pharma Foods <br> International Co. <br> Ltd.<br>| 4400 | &nbsp;&nbsp; $25721 |
|  | PHC Holdings Corp. | 6400 | &nbsp;&nbsp; 39222 |
| \* | PIA Corp. | 1400 | &nbsp;&nbsp; 27627 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pickles Holdings Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 15729 |
|  | Pigeon Corp. | 14875 | &nbsp;&nbsp; 164440 |
|  | PILLAR Corp. | 5000 | &nbsp;&nbsp; 128064 |
|  | Pilot Corp. | 5900 | &nbsp;&nbsp; 171774 |
|  | Piolax, Inc. | 7100 | &nbsp;&nbsp; 82296 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; PKSHA Technology, <br> Inc.<br>| 2000 | &nbsp;&nbsp; 46559 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Plus Alpha Consulting <br> Co. Ltd.<br>| 4700 | &nbsp;&nbsp; 70695 |
|  | Port, Inc. | 1900 | &nbsp;&nbsp; 23859 |
|  | PR Times Corp. | 900 | &nbsp;&nbsp; 17131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premium Group Co. <br> Ltd.<br>| 8700 | &nbsp;&nbsp; 130935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premium Water <br> Holdings, Inc.<br>| 700 | &nbsp;&nbsp; 15202 |
|  | Press Kogyo Co. Ltd. | 21600 | &nbsp;&nbsp; 85422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prestige International, <br> Inc.<br>| 17500 | &nbsp;&nbsp; 76137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prima Meat Packers <br> Ltd.<br>| 5699 | &nbsp;&nbsp; 89974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Procrea Holdings, <br> Inc.<br>| 3508 | &nbsp;&nbsp; 35534 |
| # | Pronexus, Inc. | 5200 | &nbsp;&nbsp; 39042 |
| # | Pro-Ship, Inc. | 1900 | &nbsp;&nbsp; 36865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PS Construction Co. <br> Ltd.<br>| 2490 | &nbsp;&nbsp; 30095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; QB Net Holdings Co. <br> Ltd.<br>| 1301 | &nbsp;&nbsp; 10288 |
|  | Qol Holdings Co. Ltd. | 11000 | &nbsp;&nbsp; 147222 |
|  | Quick Co. Ltd. | 2900 | &nbsp;&nbsp; 44906 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Raccoon Holdings, <br> Inc.<br>| 4100 | &nbsp;&nbsp; 18175 |
|  | Raito Kogyo Co. Ltd. | 8000 | &nbsp;&nbsp; 165297 |
|  | Raiznext Corp. | 7900 | &nbsp;&nbsp; 97860 |
|  | Raksul, Inc. | 12200 | &nbsp;&nbsp; 100148 |
|  | Rakus Co. Ltd. | 19800 | &nbsp;&nbsp; 303684 |
| \* | Rakuten Bank Ltd. | 13700 | &nbsp;&nbsp; 638170 |
| \* | Rakuten Group, Inc. | 25200 | &nbsp;&nbsp; 127505 |
|  | Rasa Corp. | 2700 | &nbsp;&nbsp; 27509 |
|  | Rasa Industries Ltd. | 2100 | &nbsp;&nbsp; 59027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Recruit Holdings Co. <br> Ltd.<br>| 60400 | &nbsp;&nbsp; 3583600 |
|  | Relo Group, Inc. | 23400 | &nbsp;&nbsp; 268707 |
|  | Renaissance, Inc. | 2000 | &nbsp;&nbsp; 15170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Renesas Electronics <br> Corp.<br>| 73399 | &nbsp;&nbsp; 892756 |
|  | Rengo Co. Ltd. | 49100 | &nbsp;&nbsp; 284778 |
| \* | RENOVA, Inc. | 9500 | &nbsp;&nbsp; 44504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Resol Holdings Co. <br> Ltd.<br>| 300 | &nbsp;&nbsp; 10273 |
|  | Resona Holdings, Inc. | 97163 | &nbsp;&nbsp; 884569 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Resonac Holdings <br> Corp.<br>| 40918 | &nbsp;&nbsp; $984002 |
|  | Resorttrust, Inc. | 34400 | &nbsp;&nbsp; 426129 |
|  | Restar Corp. | 4900 | &nbsp;&nbsp; 87997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Retail Partners Co. <br> Ltd.<br>| 6800 | &nbsp;&nbsp; 64935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rheon Automatic <br> Machinery Co. Ltd.<br>| 3400 | &nbsp;&nbsp; 31114 |
| # | Rhythm Co. Ltd. | 1100 | &nbsp;&nbsp; 22002 |
|  | Ricoh Co. Ltd. | 63448 | &nbsp;&nbsp; 556343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ricoh Leasing Co. <br> Ltd.<br>| 4500 | &nbsp;&nbsp; 163748 |
|  | Riken Keiki Co. Ltd. | 5800 | &nbsp;&nbsp; 122110 |
|  | Riken Technos Corp. | 12300 | &nbsp;&nbsp; 94739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riken Vitamin Co. <br> Ltd.<br>| 5200 | &nbsp;&nbsp; 99231 |
| # | Ringer Hut Co. Ltd. | 3800 | &nbsp;&nbsp; 57011 |
|  | Rinnai Corp. | 12500 | &nbsp;&nbsp; 308524 |
|  | Rion Co. Ltd. | 2800 | &nbsp;&nbsp; 47784 |
|  | Riso Kagaku Corp. | 1200 | &nbsp;&nbsp; 9258 |
| # | Riso Kyoiku Co. Ltd. | 6200 | &nbsp;&nbsp; 8868 |
|  | Rix Corp. | 800 | &nbsp;&nbsp; 17485 |
|  | Rohm Co. Ltd. | 53200 | &nbsp;&nbsp; 669462 |
|  | Rokko Butter Co. Ltd. | 3500 | &nbsp;&nbsp; 28472 |
|  | Roland Corp. | 2500 | &nbsp;&nbsp; 52254 |
|  | Rorze Corp. | 27000 | &nbsp;&nbsp; 363057 |
|  | Round One Corp. | 48900 | &nbsp;&nbsp; 502161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Royal Holdings Co. <br> Ltd.<br>| 7500 | &nbsp;&nbsp; 132398 |
|  | Ryobi Ltd. | 5500 | &nbsp;&nbsp; 83112 |
|  | RYODEN Corp. | 3500 | &nbsp;&nbsp; 67016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryohin Keikaku Co. <br> Ltd.<br>| 31600 | &nbsp;&nbsp; 1479442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryoyo Ryosan <br> Holdings, Inc.<br>| 5776 | &nbsp;&nbsp; 106095 |
|  | S Foods, Inc. | 3800 | &nbsp;&nbsp; 66903 |
|  | S&B Foods, Inc. | 3400 | &nbsp;&nbsp; 67657 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sac's Bar Holdings, <br> Inc.<br>| 4300 | &nbsp;&nbsp; 23165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saibu Gas Holdings <br> Co. Ltd.<br>| 3000 | &nbsp;&nbsp; 36799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sakai Chemical <br> Industry Co. Ltd.<br>| 3500 | &nbsp;&nbsp; 66248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sakai Heavy <br> Industries Ltd.<br>| 1800 | &nbsp;&nbsp; 24886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sakai Moving Service <br> Co. Ltd.<br>| 2200 | &nbsp;&nbsp; 38937 |
|  | Sakata INX Corp. | 11900 | &nbsp;&nbsp; 169268 |
|  | Sakata Seed Corp. | 5800 | &nbsp;&nbsp; 130415 |
|  | Sala Corp. | 14300 | &nbsp;&nbsp; 91439 |
|  | San Holdings, Inc. | 5200 | &nbsp;&nbsp; 54930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San ju San Financial <br> Group, Inc.<br>| 6050 | &nbsp;&nbsp; 136060 |
|  | San-A Co. Ltd. | 6800 | &nbsp;&nbsp; 135489 |
|  | San-Ai Obbli Co. Ltd. | 15800 | &nbsp;&nbsp; 212981 |
|  | Sangetsu Corp. | 11000 | &nbsp;&nbsp; 218923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San-In Godo Bank <br> Ltd.<br>| 34576 | &nbsp;&nbsp; 291151 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sanken Electric Co. <br> Ltd.<br>| 5700 | &nbsp;&nbsp; $323333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanki Engineering Co. <br> Ltd.<br>| 9000 | &nbsp;&nbsp; 264804 |
|  | Sanko Gosei Ltd. | 6700 | &nbsp;&nbsp; 35906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanko Metal Industrial <br> Co. Ltd.<br>| 800 | &nbsp;&nbsp; 37905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sankyo Frontier Co. <br> Ltd.<br>| 2200 | &nbsp;&nbsp; 29530 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sankyo Seiko Co. <br> Ltd.<br>| 8500 | &nbsp;&nbsp; 34759 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sankyo Tateyama, <br> Inc.<br>| 6600 | &nbsp;&nbsp; 26626 |
|  | Sankyu, Inc. | 11700 | &nbsp;&nbsp; 688749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanoh Industrial Co. <br> Ltd.<br>| 7700 | &nbsp;&nbsp; 35575 |
|  | Sanrio Co. Ltd. | 14100 | &nbsp;&nbsp; 578553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sansei Technologies, <br> Inc.<br>| 2400 | &nbsp;&nbsp; 28064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanshin Electronics <br> Co. Ltd.<br>| 2600 | &nbsp;&nbsp; 42663 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Santec Holdings <br> Corp.<br>| 1400 | &nbsp;&nbsp; 54775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Santen <br> Pharmaceutical Co. <br> Ltd.<br>| 74700 | &nbsp;&nbsp; 825354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanwa Holdings <br> Corp.<br>| 24300 | &nbsp;&nbsp; 662948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyo Chemical <br> Industries Ltd.<br>| 2600 | &nbsp;&nbsp; 68138 |
|  | Sanyo Denki Co. Ltd. | 4000 | &nbsp;&nbsp; 248023 |
| # | Sanyo Shokai Ltd. | 2599 | &nbsp;&nbsp; 51335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyo Trading Co. <br> Ltd.<br>| 6100 | &nbsp;&nbsp; 60870 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sata Construction Co. <br> Ltd.<br>| 2200 | &nbsp;&nbsp; 17184 |
|  | Sato Corp. | 5819 | &nbsp;&nbsp; 82297 |
|  | Sato Foods Co. Ltd. | 300 | &nbsp;&nbsp; 14340 |
| # | Sato Shoji Corp. | 3600 | &nbsp;&nbsp; 39983 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Satori Electric Co. <br> Ltd.<br>| 3200 | &nbsp;&nbsp; 36799 |
|  | SAXA, Inc. | 1500 | &nbsp;&nbsp; 45675 |
| #\* | SBI ARUHI Corp. | 4510 | &nbsp;&nbsp; 24790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SBI Global Asset <br> Management Co. <br> Ltd.<br>| 6900 | &nbsp;&nbsp; 28316 |
|  | SBI Holdings, Inc. | 24600 | &nbsp;&nbsp; 913837 |
|  | SBS Holdings, Inc. | 6000 | &nbsp;&nbsp; 127749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SCREEN Holdings <br> Co. Ltd.<br>| 12200 | &nbsp;&nbsp; 951721 |
|  | Scroll Corp. | 11000 | &nbsp;&nbsp; 79464 |
|  | SCSK Corp. | 17100 | &nbsp;&nbsp; 532065 |
|  | SEC Carbon Ltd. | 2500 | &nbsp;&nbsp; 34770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seibu Electric & <br> Machinery Co. Ltd.<br>| 1200 | &nbsp;&nbsp; 16219 |
|  | Seibu Holdings, Inc. | 22500 | &nbsp;&nbsp; 628756 |
|  | Seika Corp. | 2100 | &nbsp;&nbsp; 71948 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Seikagaku Corp. | 6700 | &nbsp;&nbsp; $28612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seikitokyu Kogyo Co. <br> Ltd.<br>| 6100 | &nbsp;&nbsp; 59424 |
|  | Seiko Epson Corp. | 35500 | &nbsp;&nbsp; 450435 |
|  | Seiko Group Corp. | 7899 | &nbsp;&nbsp; 219583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seino Holdings Co. <br> Ltd.<br>| 29700 | &nbsp;&nbsp; 451730 |
| # | Seiren Co. Ltd. | 9300 | &nbsp;&nbsp; 151928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sekisui Chemical Co. <br> Ltd.<br>| 39800 | &nbsp;&nbsp; 690336 |
| # | Sekisui House Ltd. | 35500 | &nbsp;&nbsp; 744677 |
|  | Sekisui Jushi Corp. | 6600 | &nbsp;&nbsp; 94503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sekisui Kasei Co. <br> Ltd.<br>| 7400 | &nbsp;&nbsp; 17077 |
|  | SEMITEC Corp. | 2100 | &nbsp;&nbsp; 32845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Senko Group Holdings <br> Co. Ltd.<br>| 31000 | &nbsp;&nbsp; 417235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Senshu Electric Co. <br> Ltd.<br>| 3200 | &nbsp;&nbsp; 90386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Senshu Ikeda <br> Holdings, Inc.<br>| 61400 | &nbsp;&nbsp; 261349 |
| #\* | Senshukai Co. Ltd. | 8300 | &nbsp;&nbsp; 13321 |
|  | Seria Co. Ltd. | 9800 | &nbsp;&nbsp; 180482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seven & i Holdings <br> Co. Ltd.<br>| 236100 | &nbsp;&nbsp; 3112552 |
|  | Seven Bank Ltd. | 121100 | &nbsp;&nbsp; 217520 |
|  | SG Holdings Co. Ltd. | 43700 | &nbsp;&nbsp; 484826 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sharingtechnology, <br> Inc.<br>| 6500 | &nbsp;&nbsp; 52094 |
| \* | Sharp Corp. | 22057 | &nbsp;&nbsp; 104276 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shibaura Machine Co. <br> Ltd.<br>| 3900 | &nbsp;&nbsp; 100377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shibaura <br> Mechatronics Corp.<br>| 3000 | &nbsp;&nbsp; 211124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shibusawa Logistics <br> Corp.<br>| 2600 | &nbsp;&nbsp; 75255 |
|  | Shibuya Corp. | 4300 | &nbsp;&nbsp; 103401 |
| \* | SHIFT, Inc. | 41900 | &nbsp;&nbsp; 439718 |
|  | Shiga Bank Ltd. | 9400 | &nbsp;&nbsp; 377507 |
|  | Shikibo Ltd. | 2900 | &nbsp;&nbsp; 19104 |
|  | Shikoku Bank Ltd. | 9300 | &nbsp;&nbsp; 76921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shikoku Kasei <br> Holdings Corp.<br>| 9300 | &nbsp;&nbsp; 128708 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shima Seiki <br> Manufacturing Ltd.<br>| 6400 | &nbsp;&nbsp; 44945 |
|  | Shimadaya Corp. | 1500 | &nbsp;&nbsp; 18982 |
|  | Shimamura Co. Ltd. | 7200 | &nbsp;&nbsp; 521327 |
|  | Shimano, Inc. | 2319 | &nbsp;&nbsp; 253689 |
| # | Shimizu Bank Ltd. | 3400 | &nbsp;&nbsp; 37181 |
|  | Shimizu Corp. | 51600 | &nbsp;&nbsp; 571623 |
|  | Shimojima Co. Ltd. | 2400 | &nbsp;&nbsp; 19949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Nippon Air <br> Technologies Co. <br> Ltd.<br>| 5600 | &nbsp;&nbsp; 98238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinagawa <br> Refractories Co. <br> Ltd.<br>| 12100 | &nbsp;&nbsp; 138237 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shindengen Electric <br> Manufacturing Co. <br> Ltd.<br>| 1000 | &nbsp;&nbsp; $17171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin-Etsu Chemical <br> Co. Ltd.<br>| 74200 | &nbsp;&nbsp; 2135246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin-Etsu Polymer <br> Co. Ltd.<br>| 10400 | &nbsp;&nbsp; 122797 |
| # | Shinki Bus Co. Ltd. | 600 | &nbsp;&nbsp; 14688 |
| # | Shinko Shoji Co. Ltd. | 7600 | &nbsp;&nbsp; 49927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinmaywa Industries <br> Ltd.<br>| 16000 | &nbsp;&nbsp; 193111 |
|  | Shinnihon Corp. | 8500 | &nbsp;&nbsp; 98717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinnihonseiyaku Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 35856 |
|  | Shinsho Corp. | 4200 | &nbsp;&nbsp; 58734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinwa Co. Ltd. (3447 <br> JP)<br>| 1900 | &nbsp;&nbsp; 9806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinwa Co. Ltd. (7607 <br> JP)<br>| 2600 | &nbsp;&nbsp; 58751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ship Healthcare <br> Holdings, Inc.<br>| 20300 | &nbsp;&nbsp; 283270 |
|  | Shiseido Co. Ltd. | 23200 | &nbsp;&nbsp; 377128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shizuoka Financial <br> Group, Inc.<br>| 62600 | &nbsp;&nbsp; 740444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shizuoka Gas Co. <br> Ltd.<br>| 11000 | &nbsp;&nbsp; 82677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SHO-BOND Holdings <br> Co. Ltd.<br>| 7700 | &nbsp;&nbsp; 245860 |
|  | Shoei Co. Ltd. | 10300 | &nbsp;&nbsp; 123332 |
|  | Shoei Foods Corp. | 1500 | &nbsp;&nbsp; 40889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Showa Sangyo Co. <br> Ltd.<br>| 5300 | &nbsp;&nbsp; 106442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIGMAXYZ Holdings, <br> Inc.<br>| 13000 | &nbsp;&nbsp; 103511 |
|  | Siix Corp. | 8700 | &nbsp;&nbsp; 70914 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Simplex Holdings, <br> Inc.<br>| 7900 | &nbsp;&nbsp; 214459 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sinanen Holdings Co. <br> Ltd.<br>| 1900 | &nbsp;&nbsp; 82625 |
|  | Sinko Industries Ltd. | 13500 | &nbsp;&nbsp; 114206 |
|  | Sintokogio Ltd. | 10000 | &nbsp;&nbsp; 60274 |
|  | SK Kaken Co. Ltd. | 1300 | &nbsp;&nbsp; 78118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK-Electronics Co. <br> Ltd.<br>| 2100 | &nbsp;&nbsp; 39269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKY Perfect JSAT <br> Holdings, Inc.<br>| 45400 | &nbsp;&nbsp; 429949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skylark Holdings Co. <br> Ltd.<br>| 45300 | &nbsp;&nbsp; 861055 |
|  | Skymark Airlines, Inc. | 3500 | &nbsp;&nbsp; 11403 |
|  | Smaregi, Inc. | 1500 | &nbsp;&nbsp; 33049 |
|  | SMC Corp. | 600 | &nbsp;&nbsp; 208784 |
| # | SMK Corp. | 1100 | &nbsp;&nbsp; 15990 |
|  | SMS Co. Ltd. | 16406 | &nbsp;&nbsp; 164239 |
| # | Socionext, Inc. | 38300 | &nbsp;&nbsp; 721757 |
|  | Soda Nikka Co. Ltd. | 4200 | &nbsp;&nbsp; 30843 |
|  | Sodick Co. Ltd. | 12300 | &nbsp;&nbsp; 72578 |
|  | Soft99 Corp. | 3800 | &nbsp;&nbsp; 40464 |
|  | SoftBank Corp. | 1238000 | &nbsp;&nbsp; 1788707 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SoftBank Group <br> Corp.<br>| 91100 | &nbsp;&nbsp; $6956299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Softcreate Holdings <br> Corp.<br>| 3600 | &nbsp;&nbsp; 53378 |
|  | Software Service, Inc. | 600 | &nbsp;&nbsp; 54001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Soken Chemical & <br> Engineering Co. <br> Ltd.<br>| 4400 | &nbsp;&nbsp; 48281 |
|  | Solasto Corp. | 11800 | &nbsp;&nbsp; 33478 |
|  | Soliton Systems KK | 2100 | &nbsp;&nbsp; 19099 |
|  | Sompo Holdings, Inc. | 78800 | &nbsp;&nbsp; 2323578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sony Group Corp. <br> (6758 JP)<br>| 368000 | &nbsp;&nbsp; 8851614 |
|  | Sotetsu Holdings, Inc. | 12142 | &nbsp;&nbsp; 191735 |
|  | Space Co. Ltd. | 4390 | &nbsp;&nbsp; 34757 |
|  | Sparx Group Co. Ltd. | 4840 | &nbsp;&nbsp; 47939 |
|  | SPK Corp. | 2200 | &nbsp;&nbsp; 34769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Square Enix Holdings <br> Co. Ltd.<br>| 3400 | &nbsp;&nbsp; 229861 |
|  | SRA Holdings | 2600 | &nbsp;&nbsp; 79337 |
| # | SRE Holdings Corp. | 2600 | &nbsp;&nbsp; 54329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SRS Holdings Co. <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 42429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. Care Holding <br> Corp.<br>| 2700 | &nbsp;&nbsp; 13825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Electric Co. <br> Ltd.<br>| 23800 | &nbsp;&nbsp; 448856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Mica Holdings <br> Co. Ltd.<br>| 8800 | &nbsp;&nbsp; 58132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Micronics Co. <br> Ltd.<br>| 5500 | &nbsp;&nbsp; 63249 |
|  | Startia Holdings, Inc. | 2000 | &nbsp;&nbsp; 34903 |
|  | Starts Corp., Inc. | 9300 | &nbsp;&nbsp; 281208 |
|  | Starzen Co. Ltd. | 12600 | &nbsp;&nbsp; 97946 |
|  | Stella Chemifa Corp. | 1100 | &nbsp;&nbsp; 31203 |
|  | Step Co. Ltd. | 2300 | &nbsp;&nbsp; 35382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STI Foods Holdings, <br> Inc.<br>| 1500 | &nbsp;&nbsp; 13029 |
|  | Strike Co. Ltd. | 2200 | &nbsp;&nbsp; 57090 |
| # | Studio Alice Co. Ltd. | 3200 | &nbsp;&nbsp; 45595 |
|  | Subaru Corp. | 125600 | &nbsp;&nbsp; 2310514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Subaru Enterprise Co. <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 41018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sugi Holdings Co. <br> Ltd.<br>| 18200 | &nbsp;&nbsp; 440460 |
|  | Sugimoto & Co. Ltd. | 5200 | &nbsp;&nbsp; 61704 |
| # | SUMCO Corp. | 60700 | &nbsp;&nbsp; 474723 |
|  | Sumida Corp. | 8200 | &nbsp;&nbsp; 55889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Densetsu <br> Co. Ltd.<br>| 4100 | &nbsp;&nbsp; 178173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Electric <br> Industries Ltd.<br>| 72600 | &nbsp;&nbsp; 1801546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Forestry <br> Co. Ltd.<br>| 104700 | &nbsp;&nbsp; 1051779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Heavy <br> Industries Ltd.<br>| 24119 | &nbsp;&nbsp; 534152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Metal <br> Mining Co. Ltd.<br>| 23000 | &nbsp;&nbsp; 505892 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui <br> Construction Co. <br> Ltd.<br>| 7520 | &nbsp;&nbsp; $29650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui <br> Financial Group, <br> Inc. (8316 JP)<br>| 149400 | &nbsp;&nbsp; 3768855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui <br> Financial Group, <br> Inc. (SMFG US), <br> Sponsored ADR<br>| 11351 | &nbsp;&nbsp; 171854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust <br> Group, Inc.<br>| 42000 | &nbsp;&nbsp; 1101020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Realty & <br> Development Co. <br> Ltd.<br>| 28200 | &nbsp;&nbsp; 1030123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Riko Co. <br> Ltd.<br>| 11100 | &nbsp;&nbsp; 140565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Rubber <br> Industries Ltd.<br>| 45525 | &nbsp;&nbsp; 520324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Seika <br> Chemicals Co. Ltd.<br>| 2400 | &nbsp;&nbsp; 71811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Warehouse <br> Co. Ltd.<br>| 14500 | &nbsp;&nbsp; 300747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Frontier <br> Fudousan Co. Ltd.<br>| 8800 | &nbsp;&nbsp; 123203 |
|  | Sundrug Co. Ltd. | 16200 | &nbsp;&nbsp; 480152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suntory Beverage & <br> Food Ltd.<br>| 13100 | &nbsp;&nbsp; 395564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun-Wa Technos <br> Corp.<br>| 3300 | &nbsp;&nbsp; 52711 |
| #\* | SUNWELS Co. Ltd. | 1900 | &nbsp;&nbsp; 9709 |
|  | Suruga Bank Ltd. | 33400 | &nbsp;&nbsp; 307537 |
|  | Suzuken Co. Ltd. | 14450 | &nbsp;&nbsp; 546169 |
|  | Suzuki Co. Ltd. | 4100 | &nbsp;&nbsp; 50269 |
|  | Suzuki Motor Corp. | 126400 | &nbsp;&nbsp; 1388829 |
|  | SWCC Corp. | 8300 | &nbsp;&nbsp; 496879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; System Research Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 34688 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; System Support <br> Holdings, Inc.<br>| 1800 | &nbsp;&nbsp; 31988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Systems Engineering <br> Consultants Co. <br> Ltd.<br>| 500 | &nbsp;&nbsp; 17227 |
|  | Systena Corp. | 68400 | &nbsp;&nbsp; 181190 |
|  | Syuppin Co. Ltd. | 3700 | &nbsp;&nbsp; 30893 |
|  | T Hasegawa Co. Ltd. | 6900 | &nbsp;&nbsp; 142366 |
|  | T RAD Co. Ltd. | 1500 | &nbsp;&nbsp; 48972 |
|  | T&D Holdings, Inc. | 44300 | &nbsp;&nbsp; 1081749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tachibana Eletech Co. <br> Ltd.<br>| 4880 | &nbsp;&nbsp; 92383 |
|  | Tachikawa Corp. | 2800 | &nbsp;&nbsp; 31288 |
|  | Tachi-S Co. Ltd. | 9100 | &nbsp;&nbsp; 107764 |
|  | Tadano Ltd. | 25100 | &nbsp;&nbsp; 180590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taihei Dengyo Kaisha <br> Ltd.<br>| 2500 | &nbsp;&nbsp; 107484 |
|  | Taiho Kogyo Co. Ltd. | 4700 | &nbsp;&nbsp; 19735 |
|  | Taikisha Ltd. | 10200 | &nbsp;&nbsp; 182747 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Taiko Bank Ltd. | 1300 | &nbsp;&nbsp; $14108 |
|  | Taisei Corp. | 10600 | &nbsp;&nbsp; 633815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taisei Lamick Group <br> Head Quarter & <br> Innovation Co. Ltd.<br>| 1500 | &nbsp;&nbsp; 25151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiyo Holdings Co. <br> Ltd.<br>| 10200 | &nbsp;&nbsp; 442957 |
|  | Taiyo Yuden Co. Ltd. | 28100 | &nbsp;&nbsp; 524997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takamatsu <br> Construction Group <br> Co. Ltd.<br>| 3700 | &nbsp;&nbsp; 75435 |
| # | Takamiya Co. Ltd. | 11977 | &nbsp;&nbsp; 26519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takaoka Toko Co. <br> Ltd.<br>| 3000 | &nbsp;&nbsp; 57361 |
|  | Takara & Co. Ltd. | 3000 | &nbsp;&nbsp; 70482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takara Standard Co. <br> Ltd.<br>| 10400 | &nbsp;&nbsp; 177819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takasago International <br> Corp.<br>| 3600 | &nbsp;&nbsp; 172591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takasago Thermal <br> Engineering Co. <br> Ltd.<br>| 6900 | &nbsp;&nbsp; 334792 |
|  | Takashima & Co. Ltd. | 2400 | &nbsp;&nbsp; 25533 |
| # | Takashimaya Co. Ltd. | 67600 | &nbsp;&nbsp; 522427 |
| # | TAKEBISHI Corp. | 2200 | &nbsp;&nbsp; 27642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Takeuchi <br> Manufacturing Co. <br> Ltd.<br>| 8400 | &nbsp;&nbsp; 300267 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taki Chemical Co. <br> Ltd.<br>| 900 | &nbsp;&nbsp; 17451 |
|  | Takuma Co. Ltd. | 5600 | &nbsp;&nbsp; 81003 |
| # | Tama Home Co. Ltd. | 4700 | &nbsp;&nbsp; 110844 |
|  | Tamron Co. Ltd. | 34400 | &nbsp;&nbsp; 206721 |
| # | Tamura Corp. | 17800 | &nbsp;&nbsp; 56862 |
| # | Tanseisha Co. Ltd. | 9100 | &nbsp;&nbsp; 79175 |
| # | Tayca Corp. | 4200 | &nbsp;&nbsp; 34456 |
| # | Tazmo Co. Ltd. | 1400 | &nbsp;&nbsp; 20667 |
|  | TBS Holdings, Inc. | 7500 | &nbsp;&nbsp; 246706 |
|  | TDC Soft, Inc. | 7600 | &nbsp;&nbsp; 66040 |
|  | TDK Corp. (6762 JP) | 175600 | &nbsp;&nbsp; 2139322 |
|  | TechMatrix Corp. | 8400 | &nbsp;&nbsp; 119502 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Techno Medica Co. <br> Ltd.<br>| 900 | &nbsp;&nbsp; 11163 |
|  | Techno Ryowa Ltd. | 1600 | &nbsp;&nbsp; 43481 |
|  | Techno Smart Corp. | 2600 | &nbsp;&nbsp; 29056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TechnoPro Holdings, <br> Inc.<br>| 23900 | &nbsp;&nbsp; 756917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teikoku Electric <br> Manufacturing Co. <br> Ltd.<br>| 2400 | &nbsp;&nbsp; 53776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teikoku Sen-I Co. <br> Ltd.<br>| 4600 | &nbsp;&nbsp; 91179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teikoku Tsushin <br> Kogyo Co. Ltd.<br>| 1600 | &nbsp;&nbsp; 25662 |
|  | Tekken Corp. | 3300 | &nbsp;&nbsp; 68479 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tenpos Holdings Co. <br> Ltd.<br>| 600 | &nbsp;&nbsp; 13463 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Tera Probe, Inc. | 800 | &nbsp;&nbsp; $17794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Terasaki Electric Co. <br> Ltd.<br>| 600 | &nbsp;&nbsp; 15224 |
|  | Terumo Corp. | 16300 | &nbsp;&nbsp; 276403 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tess Holdings Co. <br> Ltd.<br>| 10300 | &nbsp;&nbsp; 29837 |
|  | THK Co. Ltd. | 23100 | &nbsp;&nbsp; 649317 |
|  | Tigers Polymer Corp. | 3500 | &nbsp;&nbsp; 20271 |
|  | TIS, Inc. | 23600 | &nbsp;&nbsp; 752885 |
|  | TKC Corp. | 5700 | &nbsp;&nbsp; 171217 |
|  | Toa Corp. (1885 JP) | 21800 | &nbsp;&nbsp; 272336 |
|  | Toa Corp. (6809 JP) | 6200 | &nbsp;&nbsp; 42877 |
|  | TOA ROAD Corp. | 12000 | &nbsp;&nbsp; 128421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOBISHIMA <br> HOLDINGS, Inc.<br>| 5970 | &nbsp;&nbsp; 77476 |
|  | Tobu Railway Co. Ltd. | 16100 | &nbsp;&nbsp; 274051 |
|  | TOC Co. Ltd. | 7200 | &nbsp;&nbsp; 34881 |
|  | Tocalo Co. Ltd. | 13600 | &nbsp;&nbsp; 181984 |
|  | Tochigi Bank Ltd. | 29200 | &nbsp;&nbsp; 85791 |
|  | Toda Corp. | 59600 | &nbsp;&nbsp; 380079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toei Animation Co. <br> Ltd.<br>| 5900 | &nbsp;&nbsp; 129079 |
|  | Toei Co. Ltd. | 3000 | &nbsp;&nbsp; 103617 |
|  | Toenec Corp. | 15500 | &nbsp;&nbsp; 136635 |
|  | Toho Bank Ltd. | 46900 | &nbsp;&nbsp; 114189 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toho Co. Ltd. (8142 <br> JP)<br>| 2500 | &nbsp;&nbsp; 53925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toho Co. Ltd. (9602 <br> JP)<br>| 3800 | &nbsp;&nbsp; 239754 |
|  | Toho Gas Co. Ltd. | 8500 | &nbsp;&nbsp; 237356 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toho Holdings Co. <br> Ltd.<br>| 13200 | &nbsp;&nbsp; 445467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toho Titanium Co. <br> Ltd.<br>| 5300 | &nbsp;&nbsp; 47996 |
|  | Tohoku Bank Ltd. | 1800 | &nbsp;&nbsp; 13956 |
| # | Tokai Carbon Co. Ltd. | 49300 | &nbsp;&nbsp; 336651 |
|  | Tokai Corp. | 4900 | &nbsp;&nbsp; 68374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOKAI Holdings <br> Corp.<br>| 24539 | &nbsp;&nbsp; 173754 |
|  | Tokai Rika Co. Ltd. | 14300 | &nbsp;&nbsp; 228955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokai Tokyo Financial <br> Holdings, Inc.<br>| 49200 | &nbsp;&nbsp; 177364 |
|  | Token Corp. | 1810 | &nbsp;&nbsp; 167211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokio Marine <br> Holdings, Inc. (8766 <br> JP)<br>| 118700 | &nbsp;&nbsp; 4766148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokushu Tokai Paper <br> Co. Ltd.<br>| 2300 | &nbsp;&nbsp; 59884 |
|  | Tokyo Century Corp. | 37100 | &nbsp;&nbsp; 424600 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Electron Device <br> Ltd.<br>| 5400 | &nbsp;&nbsp; 93937 |
|  | Tokyo Electron Ltd. | 19200 | &nbsp;&nbsp; 3052391 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Energy & <br> Systems, Inc.<br>| 4500 | &nbsp;&nbsp; 49550 |
|  | Tokyo Gas Co. Ltd. | 19800 | &nbsp;&nbsp; 663074 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Individualized <br> Educational <br> Institute, Inc.<br>| 3700 | &nbsp;&nbsp; 8913 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Kiraboshi <br> Financial Group, <br> Inc.<br>| 6422 | &nbsp;&nbsp; $276888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Ohka Kogyo <br> Co. Ltd.<br>| 15600 | &nbsp;&nbsp; 427278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Sangyo Co. <br> Ltd.<br>| 6600 | &nbsp;&nbsp; 35447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Seimitsu Co. <br> Ltd.<br>| 8700 | &nbsp;&nbsp; 541224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Steel <br> Manufacturing Co. <br> Ltd.<br>| 13700 | &nbsp;&nbsp; 142546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Tatemono Co. <br> Ltd.<br>| 46900 | &nbsp;&nbsp; 784865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyu Construction <br> Co. Ltd.<br>| 17364 | &nbsp;&nbsp; 119293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokyu Fudosan <br> Holdings Corp.<br>| 151043 | &nbsp;&nbsp; 1065103 |
|  | Toli Corp. | 10700 | &nbsp;&nbsp; 39863 |
|  | Tomato Bank Ltd. | 1400 | &nbsp;&nbsp; 12253 |
| # | Tomoe Corp. | 5400 | &nbsp;&nbsp; 54671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tomoe Engineering <br> Co. Ltd.<br>| 6000 | &nbsp;&nbsp; 63201 |
|  | Tomoku Co. Ltd. | 3500 | &nbsp;&nbsp; 76208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOMONY Holdings, <br> Inc.<br>| 46900 | &nbsp;&nbsp; 189587 |
|  | Tomy Co. Ltd. | 21600 | &nbsp;&nbsp; 456469 |
|  | Topcon Corp. | 22000 | &nbsp;&nbsp; 478992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOPPAN Holdings, <br> Inc.<br>| 23300 | &nbsp;&nbsp; 627894 |
|  | Topre Corp. | 11300 | &nbsp;&nbsp; 154808 |
|  | Topy Industries Ltd. | 4200 | &nbsp;&nbsp; 72632 |
|  | Toray Industries, Inc. | 127700 | &nbsp;&nbsp; 873450 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Torex Semiconductor <br> Ltd.<br>| 3000 | &nbsp;&nbsp; 30502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toridoll Holdings <br> Corp.<br>| 11600 | &nbsp;&nbsp; 341233 |
|  | Torigoe Co. Ltd. | 4100 | &nbsp;&nbsp; 24788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Torishima Pump <br> Manufacturing Co. <br> Ltd.<br>| 4500 | &nbsp;&nbsp; 64540 |
|  | Tosei Corp. | 8900 | &nbsp;&nbsp; 171614 |
|  | Toshiba TEC Corp. | 7400 | &nbsp;&nbsp; 147938 |
|  | Tosho Co. Ltd. | 3800 | &nbsp;&nbsp; 17117 |
|  | Totech Corp. | 6300 | &nbsp;&nbsp; 118395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Totetsu Kogyo Co. <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 138366 |
|  | TOTO Ltd. | 16399 | &nbsp;&nbsp; 417456 |
| # | Tottori Bank Ltd. | 2400 | &nbsp;&nbsp; 20855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toukei Computer Co. <br> Ltd.<br>| 1400 | &nbsp;&nbsp; 36875 |
|  | Toumei Co. Ltd. | 1000 | &nbsp;&nbsp; 11913 |
|  | Tow Co. Ltd. | 9200 | &nbsp;&nbsp; 19319 |
|  | Towa Bank Ltd. | 7100 | &nbsp;&nbsp; 36052 |
| # | Towa Corp. | 8900 | &nbsp;&nbsp; 110523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Construction Co. <br> Ltd.<br>| 22500 | &nbsp;&nbsp; 245901 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Engineering <br> Corp.<br>| 7919 | &nbsp;&nbsp; $71243 |
| # | Toyo Gosei Co. Ltd. | 1400 | &nbsp;&nbsp; 47110 |
| # | Toyo Innovex Co. Ltd. | 4900 | &nbsp;&nbsp; 20867 |
|  | Toyo Kanetsu KK | 2200 | &nbsp;&nbsp; 59422 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Securities Co. <br> Ltd.<br>| 6600 | &nbsp;&nbsp; 22195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Seikan Group <br> Holdings Ltd.<br>| 23700 | &nbsp;&nbsp; 490846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyo Suisan Kaisha <br> Ltd.<br>| 6500 | &nbsp;&nbsp; 415276 |
| # | Toyo Tanso Co. Ltd. | 2500 | &nbsp;&nbsp; 80252 |
|  | Toyo Tire Corp. | 28500 | &nbsp;&nbsp; 603660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyoda Gosei Co. <br> Ltd.<br>| 16500 | &nbsp;&nbsp; 348216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Boshoku <br> Corp.<br>| 21700 | &nbsp;&nbsp; 308368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Industries <br> Corp.<br>| 5600 | &nbsp;&nbsp; 598822 |
|  | TPR Co. Ltd. | 4000 | &nbsp;&nbsp; 55940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Traders Holdings Co. <br> Ltd.<br>| 4900 | &nbsp;&nbsp; 38580 |
|  | Transaction Co. Ltd. | 3200 | &nbsp;&nbsp; 55505 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Transaction Media <br> Networks, Inc.<br>| 4700 | &nbsp;&nbsp; 15241 |
|  | Transcosmos, Inc. | 4363 | &nbsp;&nbsp; 103920 |
|  | TRE Holdings Corp. | 16600 | &nbsp;&nbsp; 148852 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Treasure Factory Co. <br> Ltd.<br>| 3800 | &nbsp;&nbsp; 43690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trend Micro, Inc. <br> (4704 JP)<br>| 11500 | &nbsp;&nbsp; 701252 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tri Chemical <br> Laboratories, Inc.<br>| 900 | &nbsp;&nbsp; 20444 |
|  | Trinity Industrial Corp. | 1700 | &nbsp;&nbsp; 12852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trusco Nakayama <br> Corp.<br>| 10100 | &nbsp;&nbsp; 147098 |
|  | TS Tech Co. Ltd. | 21900 | &nbsp;&nbsp; 262958 |
|  | TSI Holdings Co. Ltd. | 13100 | &nbsp;&nbsp; 91629 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tsubaki Nakashima <br> Co. Ltd.<br>| 11229 | &nbsp;&nbsp; 26006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsubakimoto Chain <br> Co.<br>| 22284 | &nbsp;&nbsp; 312774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsubakimoto Kogyo <br> Co. Ltd.<br>| 3600 | &nbsp;&nbsp; 63858 |
|  | Tsugami Corp. | 10600 | &nbsp;&nbsp; 145986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsukishima Holdings <br> Co. Ltd.<br>| 6600 | &nbsp;&nbsp; 100333 |
|  | Tsukuba Bank Ltd. | 21200 | &nbsp;&nbsp; 36017 |
|  | Tsumura & Co. | 13400 | &nbsp;&nbsp; 330549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsuruha Holdings, <br> Inc.<br>| 8000 | &nbsp;&nbsp; 588837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsurumi Manufacturing <br> Co. Ltd.<br>| 4800 | &nbsp;&nbsp; 124619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsutsumi Jewelry Co. <br> Ltd.<br>| 2200 | &nbsp;&nbsp; 32634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsuzuki Denki Co. <br> Ltd.<br>| 1700 | &nbsp;&nbsp; 34355 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TV Asahi Holdings <br> Corp.<br>| 6600 | &nbsp;&nbsp; $124011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tv Tokyo Holdings <br> Corp.<br>| 2500 | &nbsp;&nbsp; 60595 |
|  | TYK Corp. | 3500 | &nbsp;&nbsp; 13759 |
|  | UACJ Corp. | 10500 | &nbsp;&nbsp; 413195 |
|  | Uchida Yoko Co. Ltd. | 2300 | &nbsp;&nbsp; 157398 |
|  | Ueki Corp. | 400 | &nbsp;&nbsp; 5818 |
|  | ULS Group, Inc. | 1300 | &nbsp;&nbsp; 62480 |
|  | Ulvac, Inc. | 11800 | &nbsp;&nbsp; 433437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Next Holdings Co. <br> Ltd.<br>| 15600 | &nbsp;&nbsp; 209790 |
|  | Unicharm Corp. | 60400 | &nbsp;&nbsp; 417796 |
|  | Unipres Corp. | 4700 | &nbsp;&nbsp; 33294 |
|  | United Arrows Ltd. | 5900 | &nbsp;&nbsp; 85623 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; United Super Markets <br> Holdings, Inc.<br>| 8200 | &nbsp;&nbsp; 51120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Urbanet Corp. Co. <br> Ltd.<br>| 9100 | &nbsp;&nbsp; 30286 |
|  | User Local, Inc. | 1200 | &nbsp;&nbsp; 15152 |
|  | Ushio, Inc. | 24900 | &nbsp;&nbsp; 305423 |
|  | USS Co. Ltd. | 50000 | &nbsp;&nbsp; 543444 |
|  | UT Group Co. Ltd. | 5100 | &nbsp;&nbsp; 86098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; V Technology Co. <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 39225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valor Holdings Co. <br> Ltd.<br>| 10051 | &nbsp;&nbsp; 177509 |
|  | Valqua Ltd. | 4100 | &nbsp;&nbsp; 95823 |
| # | Value HR Co. Ltd. | 4100 | &nbsp;&nbsp; 45506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ValueCommerce Co. <br> Ltd.<br>| 5100 | &nbsp;&nbsp; 27235 |
|  | Vector, Inc. | 6200 | &nbsp;&nbsp; 45415 |
|  | Vertex Corp. | 6180 | &nbsp;&nbsp; 114666 |
|  | Vision, Inc. | 5000 | &nbsp;&nbsp; 36720 |
| \* | Visional, Inc. | 5100 | &nbsp;&nbsp; 398644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vital KSK Holdings, <br> Inc.<br>| 10000 | &nbsp;&nbsp; 84131 |
|  | VT Holdings Co. Ltd. | 25900 | &nbsp;&nbsp; 79892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wacoal Holdings <br> Corp.<br>| 10700 | &nbsp;&nbsp; 386707 |
|  | Wacom Co. Ltd. | 25500 | &nbsp;&nbsp; 109798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wakachiku <br> Construction Co. <br> Ltd.<br>| 2500 | &nbsp;&nbsp; 83824 |
|  | Wakita & Co. Ltd. | 10600 | &nbsp;&nbsp; 123586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Warabeya Nichiyo <br> Holdings Co. Ltd.<br>| 4500 | &nbsp;&nbsp; 80488 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Waseda Academy Co. <br> Ltd.<br>| 2000 | &nbsp;&nbsp; 34174 |
| # | Watahan & Co. Ltd. | 3100 | &nbsp;&nbsp; 32345 |
|  | WATAMI Co. Ltd. | 4800 | &nbsp;&nbsp; 32246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WDB Holdings Co. <br> Ltd.<br>| 1900 | &nbsp;&nbsp; 21555 |
|  | Weathernews, Inc. | 2600 | &nbsp;&nbsp; 76455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Welcia Holdings Co. <br> Ltd.<br>| 17760 | &nbsp;&nbsp; 298007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wellneo Sugar Co. <br> Ltd.<br>| 2200 | &nbsp;&nbsp; 33511 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Wellnet Corp. | 2900 | &nbsp;&nbsp; $13918 |
| # | West Holdings Corp. | 5757 | &nbsp;&nbsp; 57373 |
| # | Will Group, Inc. | 6500 | &nbsp;&nbsp; 41422 |
| \* | WingArc1st, Inc. | 5200 | &nbsp;&nbsp; 124374 |
|  | Workman Co. Ltd. | 2300 | &nbsp;&nbsp; 98447 |
|  | World Co. Ltd. | 7700 | &nbsp;&nbsp; 141445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; World Holdings Co. <br> Ltd.<br>| 3400 | &nbsp;&nbsp; 53684 |
| #\* | W-Scope Corp. | 2800 | &nbsp;&nbsp; 4424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xebio Holdings Co. <br> Ltd.<br>| 6900 | &nbsp;&nbsp; 51007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yahagi Construction <br> Co. Ltd.<br>| 9100 | &nbsp;&nbsp; 119582 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yakult Honsha Co. <br> Ltd.<br>| 10298 | &nbsp;&nbsp; 165669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YAKUODO Holdings <br> Co. Ltd.<br>| 1600 | &nbsp;&nbsp; 24421 |
|  | YAMABIKO Corp. | 14400 | &nbsp;&nbsp; 209178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YAMADA Consulting <br> Group Co. Ltd.<br>| 2400 | &nbsp;&nbsp; 26496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamada Holdings Co. <br> Ltd.<br>| 87091 | &nbsp;&nbsp; 265429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamae Group <br> Holdings Co. Ltd.<br>| 4000 | &nbsp;&nbsp; 68710 |
|  | Yamagata Bank Ltd. | 6499 | &nbsp;&nbsp; 65501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamaguchi Financial <br> Group, Inc.<br>| 46300 | &nbsp;&nbsp; 524060 |
|  | Yamaha Corp. | 33600 | &nbsp;&nbsp; 242159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamaha Motor Co. <br> Ltd.<br>| 140700 | &nbsp;&nbsp; 1017658 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yamaichi Electronics <br> Co. Ltd.<br>| 5200 | &nbsp;&nbsp; 99056 |
| # | Yamami Co. | 500 | &nbsp;&nbsp; 15297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamanashi Chuo <br> Bank Ltd.<br>| 7300 | &nbsp;&nbsp; 135313 |
| # | Yamatane Corp. | 5200 | &nbsp;&nbsp; 88634 |
|  | Yamato Corp. | 4700 | &nbsp;&nbsp; 56305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamato Holdings Co. <br> Ltd.<br>| 26846 | &nbsp;&nbsp; 388171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamato Kogyo Co. <br> Ltd.<br>| 7500 | &nbsp;&nbsp; 420852 |
|  | Yamaura Corp. | 2200 | &nbsp;&nbsp; 19425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yamazaki Baking Co. <br> Ltd.<br>| 26200 | &nbsp;&nbsp; 559693 |
|  | Yamazen Corp. | 15200 | &nbsp;&nbsp; 134728 |
|  | Yaoko Co. Ltd. | 4900 | &nbsp;&nbsp; 317115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yaskawa Electric <br> Corp.<br>| 9000 | &nbsp;&nbsp; 188242 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yasuda Logistics <br> Corp.<br>| 4800 | &nbsp;&nbsp; 62884 |
|  | Yellow Hat Ltd. | 20000 | &nbsp;&nbsp; 211713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yodogawa Steel <br> Works Ltd.<br>| 28500 | &nbsp;&nbsp; 219376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yokogawa Bridge <br> Holdings Corp.<br>| 10100 | &nbsp;&nbsp; 179029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yokogawa Electric <br> Corp.<br>| 17500 | &nbsp;&nbsp; 466446 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yokohama Rubber <br> Co. Ltd. <br>| 32600 | &nbsp;&nbsp; $932096 |
| # | Yokorei Co. Ltd. | 12100 | &nbsp;&nbsp; 84263 |
|  | Yokowo Co. Ltd. | 2525 | &nbsp;&nbsp; 26196 |
|  | Yondenko Corp. | 8100 | &nbsp;&nbsp; 71192 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yondoshi Holdings, <br> Inc.<br>| 900 | &nbsp;&nbsp; 10344 |
|  | Yonex Co. Ltd. | 13900 | &nbsp;&nbsp; 272933 |
|  | Yonkyu Co. Ltd. | 800 | &nbsp;&nbsp; 12830 |
| # | Yorozu Corp. | 4200 | &nbsp;&nbsp; 26325 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yoshinoya Holdings <br> Co. Ltd.<br>| 12285 | &nbsp;&nbsp; 266260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yotai Refractories Co. <br> Ltd.<br>| 300 | &nbsp;&nbsp; 3404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuasa Trading Co. <br> Ltd.<br>| 4800 | &nbsp;&nbsp; 149131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yukiguni Factory Co. <br> Ltd.<br>| 7000 | &nbsp;&nbsp; 52262 |
|  | Yurtec Corp. | 10600 | &nbsp;&nbsp; 173521 |
|  | Yushin Co. | 4600 | &nbsp;&nbsp; 19172 |
|  | Yushiro, Inc. | 2000 | &nbsp;&nbsp; 28668 |
|  | Yutaka Giken Co. Ltd. | 1400 | &nbsp;&nbsp; 25178 |
|  | Zacros Corp. | 4300 | &nbsp;&nbsp; 112056 |
|  | Zaoh Co. Ltd. | 800 | &nbsp;&nbsp; 12719 |
|  | Zenitaka Corp. | 600 | &nbsp;&nbsp; 18285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zenkoku Hosho Co. <br> Ltd.<br>| 16500 | &nbsp;&nbsp; 352030 |
|  | Zenrin Co. Ltd. | 6800 | &nbsp;&nbsp; 49702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zensho Holdings Co. <br> Ltd.<br>| 11600 | &nbsp;&nbsp; 610432 |
|  | Zeon Corp. | 33300 | &nbsp;&nbsp; 353430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZERIA Pharmaceutical <br> Co. Ltd.<br>| 5900 | &nbsp;&nbsp; 81407 |
|  | ZIGExN Co. Ltd. | 15100 | &nbsp;&nbsp; 50637 |
|  | Zojirushi Corp. | 2600 | &nbsp;&nbsp; 31018 |
|  | ZOZO, Inc. | 33900 | &nbsp;&nbsp; 335589 |
| # | Zuiko Corp. | 4100 | &nbsp;&nbsp; 27323 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp; 393474293 |
| NETHERLANDS — (4.0%) | NETHERLANDS — (4.0%) | NETHERLANDS — (4.0%) | NETHERLANDS — (4.0%) |
|  | Aalberts NV | 22793 | &nbsp;&nbsp; 728516 |
| Ω | ABN AMRO Bank NV | 77162 | &nbsp;&nbsp; 2230633 |
|  | Acomo NV | 6558 | &nbsp;&nbsp; 166362 |
| \*Ω | Adyen NV | 570 | &nbsp;&nbsp; 977636 |
|  | Aegon Ltd. (AEG US) | 75866 | &nbsp;&nbsp; 538649 |
|  | Aegon Ltd. (AGN NA) | 236073 | &nbsp;&nbsp; 1687102 |
|  | Akzo Nobel NV | 31623 | &nbsp;&nbsp; 1985982 |
| #\*Ω | Alfen NV | 3346 | &nbsp;&nbsp; 41288 |
|  | Allfunds Group PLC | 65928 | &nbsp;&nbsp; 456499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AMG Critical Materials <br> NV<br>| 7366 | &nbsp;&nbsp; 207404 |
|  | Aperam SA | 11909 | &nbsp;&nbsp; 350291 |
|  | Arcadis NV | 18005 | &nbsp;&nbsp; 898588 |
|  | ASM International NV | 4401 | &nbsp;&nbsp; 2130335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV <br> (ASML NA)<br>| 1474 | &nbsp;&nbsp; 1021589 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV <br> (ASML US)<br>| 16394 | &nbsp;&nbsp; 11388999 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
|  | ASR Nederland NV | 49353 | &nbsp;&nbsp; $3278219 |
| #\*Ω | Basic-Fit NV | 11769 | &nbsp;&nbsp; 332245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BE Semiconductor <br> Industries NV<br>| 8334 | &nbsp;&nbsp; 1126021 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brunel International <br> NV<br>| 4722 | &nbsp;&nbsp; 49058 |
| \* | CM.com NV | 2877 | &nbsp;&nbsp; 17254 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Europacific <br> Partners PLC<br>| 17777 | &nbsp;&nbsp; 1744719 |
|  | Corbion NV | 14845 | &nbsp;&nbsp; 281726 |
| Ω | CTP NV | 19323 | &nbsp;&nbsp; 409814 |
|  | Flow Traders Ltd. | 11338 | &nbsp;&nbsp; 339594 |
|  | ForFarmers NV | 8078 | &nbsp;&nbsp; 34726 |
|  | Fugro NV | 31123 | &nbsp;&nbsp; 446145 |
|  | HAL Trust | 1635 | &nbsp;&nbsp; 232003 |
|  | Havas NV | 116631 | &nbsp;&nbsp; 187347 |
|  | IMCD NV | 11377 | &nbsp;&nbsp; 1247041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ING Groep NV (INGA <br> NA)<br>| 157316 | &nbsp;&nbsp; 3666317 |
| \* | InPost SA | 59271 | &nbsp;&nbsp; 851291 |
|  | JDE Peet's NV | 19742 | &nbsp;&nbsp; 585450 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Just Eat <br> Takeaway.com NV <br> (JET LN)<br>| 19510 | &nbsp;&nbsp; 446194 |
| # | Kendrion NV | 4109 | &nbsp;&nbsp; 50349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Ahold <br> Delhaize NV (AD <br> NA)<br>| 115481 | &nbsp;&nbsp; 4561073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke BAM <br> Groep NV<br>| 83795 | &nbsp;&nbsp; 731550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Heijmans <br> NV<br>| 8810 | &nbsp;&nbsp; 561521 |
|  | Koninklijke KPN NV | 978333 | &nbsp;&nbsp; 4370701 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Philips NV <br> (PHG US)<br>| 53720 | &nbsp;&nbsp; 1407462 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Philips NV <br> (PHIA NA)<br>| 16289 | &nbsp;&nbsp; 425393 |
|  | Koninklijke Vopak NV | 22921 | &nbsp;&nbsp; 1094958 |
|  | Nedap NV | 1486 | &nbsp;&nbsp; 148781 |
|  | NN Group NV | 66887 | &nbsp;&nbsp; 4503876 |
| #\* | NX Filtration NV | 1334 | &nbsp;&nbsp; 5005 |
| #\* | Pharming Group NV | 110090 | &nbsp;&nbsp; 120992 |
| # | PostNL NV | 79073 | &nbsp;&nbsp; 86222 |
|  | Prosus NV (PRX NA) | 42555 | &nbsp;&nbsp; 2430986 |
|  | Randstad NV | 24499 | &nbsp;&nbsp; 1164424 |
|  | SBM Offshore NV | 46762 | &nbsp;&nbsp; 1219517 |
| \* | SIF Holding NV | 1516 | &nbsp;&nbsp; 14675 |
| Ω | Signify NV | 31622 | &nbsp;&nbsp; 756480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sligro Food Group <br> NV<br>| 3901 | &nbsp;&nbsp; 49308 |
|  | TKH Group NV | 10897 | &nbsp;&nbsp; 448229 |
| \* | TomTom NV | 6052 | &nbsp;&nbsp; 36438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Music <br> Group NV<br>| 68459 | &nbsp;&nbsp; 1969353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Van Lanschot Kempen <br> NV<br>| 9679 | &nbsp;&nbsp; 630445 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
|  | Wolters Kluwer NV | 25317 | &nbsp;&nbsp; $3943348 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp; 70816123 |
| NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |
|  | a2 Milk Co. Ltd.  | 37649 | &nbsp;&nbsp; 194900 |
|  | Air New Zealand Ltd. | 354855 | &nbsp;&nbsp; 121159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Auckland International <br> Airport Ltd.<br>| 53419 | &nbsp;&nbsp; 236989 |
| # | Briscoe Group Ltd. | 7212 | &nbsp;&nbsp; 25867 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Channel Infrastructure <br> NZ Ltd.<br>| 78992 | &nbsp;&nbsp; 98139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chorus Ltd. (CNU <br> NZ)<br>| 87918 | &nbsp;&nbsp; 451129 |
|  | Contact Energy Ltd. | 79277 | &nbsp;&nbsp; 424877 |
|  | EBOS Group Ltd. | 18312 | &nbsp;&nbsp; 441268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fisher & Paykel <br> Healthcare Corp. <br> Ltd.<br>| 19201 | &nbsp;&nbsp; 416034 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fletcher Building Ltd. <br> (FBU NZ)<br>| 220881 | &nbsp;&nbsp; 394033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fonterra Co-Operative <br> Group Ltd.<br>| 23363 | &nbsp;&nbsp; 96134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Freightways Group <br> Ltd.<br>| 41625 | &nbsp;&nbsp; 273087 |
|  | Genesis Energy Ltd. | 71553 | &nbsp;&nbsp; 100301 |
| \* | Gentrack Group Ltd. | 5468 | &nbsp;&nbsp; 34282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hallenstein Glasson <br> Holdings Ltd.<br>| 12487 | &nbsp;&nbsp; 63946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heartland Group <br> Holdings Ltd.<br>| 154001 | &nbsp;&nbsp; 73362 |
|  | Infratil Ltd. | 24937 | &nbsp;&nbsp; 170272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Investore Property <br> Ltd.<br>| 35007 | &nbsp;&nbsp; 24105 |
| \* | KMD Brands Ltd. | 154764 | &nbsp;&nbsp; 23145 |
|  | Mainfreight Ltd. | 7201 | &nbsp;&nbsp; 251014 |
|  | Mercury NZ Ltd. | 21244 | &nbsp;&nbsp; 77409 |
|  | Meridian Energy Ltd. | 37468 | &nbsp;&nbsp; 125963 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Napier Port Holdings <br> Ltd.<br>| 14915 | &nbsp;&nbsp; 27511 |
| # | NZME Ltd. (NZM AU) | 18597 | &nbsp;&nbsp; 12644 |
|  | NZX Ltd. | 96996 | &nbsp;&nbsp; 87378 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oceania Healthcare <br> Ltd.<br>| 146390 | &nbsp;&nbsp; 59348 |
| # | Port of Tauranga Ltd. | 20843 | &nbsp;&nbsp; 85427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Restaurant Brands <br> New Zealand Ltd.<br>| 9175 | &nbsp;&nbsp; 15659 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ryman Healthcare <br> Ltd.<br>| 120044 | &nbsp;&nbsp; 176455 |
|  | Sanford Ltd. | 10430 | &nbsp;&nbsp; 35075 |
|  | Scales Corp. Ltd. | 32409 | &nbsp;&nbsp; 90101 |
| \* | Serko Ltd. | 6176 | &nbsp;&nbsp; 10386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skellerup Holdings <br> Ltd.<br>| 40677 | &nbsp;&nbsp; 114132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKY Network <br> Television Ltd.<br>| 48329 | &nbsp;&nbsp; 87982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Spark New Zealand <br> Ltd.<br>| 121107 | &nbsp;&nbsp; 173168 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summerset Group <br> Holdings Ltd.<br>| 59466 | &nbsp;&nbsp; $400399 |
| # | Tourism Holdings Ltd. | 30378 | &nbsp;&nbsp; 37684 |
|  | TOWER Ltd. | 107281 | &nbsp;&nbsp; 109847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turners Automotive <br> Group Ltd.<br>| 13749 | &nbsp;&nbsp; 55388 |
|  | Vector Ltd. | 17959 | &nbsp;&nbsp; 46520 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Vista Group <br> International Ltd.<br>| 21101 | &nbsp;&nbsp; 43658 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Warehouse Group <br> Ltd.<br>| 33331 | &nbsp;&nbsp; 16112 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp; 5802289 |
| NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) |
|  | 2020 Bulkers Ltd. | 5317 | &nbsp;&nbsp; 65665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ABG Sundal Collier <br> Holding ASA<br>| 54929 | &nbsp;&nbsp; 37201 |
|  | AF Gruppen ASA | 5957 | &nbsp;&nbsp; 90679 |
|  | Aker ASA, Class A | 435 | &nbsp;&nbsp; 29949 |
|  | Aker Solutions ASA | 69256 | &nbsp;&nbsp; 204840 |
|  | AKVA Group ASA | 848 | &nbsp;&nbsp; 6884 |
|  | Archer Ltd. | 9352 | &nbsp;&nbsp; 21343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arendals <br> Fossekompani ASA<br>| 429 | &nbsp;&nbsp; 5921 |
|  | Atea ASA | 17327 | &nbsp;&nbsp; 238806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Austevoll Seafood <br> ASA<br>| 18833 | &nbsp;&nbsp; 173303 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; AutoStore Holdings <br> Ltd.<br>| 14572 | &nbsp;&nbsp; 10237 |
|  | B2 Impact ASA | 73842 | &nbsp;&nbsp; 113450 |
|  | Bakkafrost P | 3208 | &nbsp;&nbsp; 128141 |
| #\* | BEWi ASA | 4828 | &nbsp;&nbsp; 10386 |
|  | Bonheur ASA | 6236 | &nbsp;&nbsp; 144216 |
|  | Borregaard ASA | 11587 | &nbsp;&nbsp; 223518 |
|  | Bouvet ASA | 17975 | &nbsp;&nbsp; 130783 |
| Ω | BW LPG Ltd. | 28568 | &nbsp;&nbsp; 379774 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadeler AS (CADLR <br> NO)<br>| 28268 | &nbsp;&nbsp; 148810 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadeler AS (CDLR <br> US), ADR<br>| 519 | &nbsp;&nbsp; 10878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cloudberry Clean <br> Energy ASA<br>| 56428 | &nbsp;&nbsp; 74808 |
|  | DNB Bank ASA | 33660 | &nbsp;&nbsp; 851589 |
|  | DOF Group ASA | 9180 | &nbsp;&nbsp; 84055 |
| Ω | Elkem ASA | 63053 | &nbsp;&nbsp; 146502 |
| Ω | Elmera Group ASA | 19682 | &nbsp;&nbsp; 64772 |
|  | Elopak ASA | 20083 | &nbsp;&nbsp; 97373 |
| \*Ω | Entra ASA | 6404 | &nbsp;&nbsp; 78639 |
| Ω | Europris ASA | 34170 | &nbsp;&nbsp; 320079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gjensidige Forsikring <br> ASA<br>| 4241 | &nbsp;&nbsp; 111554 |
| #\* | Grieg Seafood ASA | 10723 | &nbsp;&nbsp; 71365 |
|  | Hafnia Ltd. | 21612 | &nbsp;&nbsp; 118771 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hexagon Composites <br> ASA<br>| 19122 | &nbsp;&nbsp; 31595 |
| \* | Hexagon Purus ASA | 6563 | &nbsp;&nbsp; 1189 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hoegh Autoliners <br> ASA<br>| 25645 | &nbsp;&nbsp; $257709 |
| Ω | Kid ASA | 7527 | &nbsp;&nbsp; 106299 |
|  | Kitron ASA | 22964 | &nbsp;&nbsp; 139671 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Kongsberg Automotive <br> ASA<br>| 178061 | &nbsp;&nbsp; 25569 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Leroy Seafood Group <br> ASA<br>| 12624 | &nbsp;&nbsp; 57427 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LINK Mobility Group <br> Holding ASA<br>| 47902 | &nbsp;&nbsp; 152832 |
|  | Magnora ASA | 12043 | &nbsp;&nbsp; 27650 |
|  | Medistim ASA | 2115 | &nbsp;&nbsp; 44429 |
|  | Mowi ASA | 10745 | &nbsp;&nbsp; 200154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MPC Container Ships <br> ASA<br>| 92344 | &nbsp;&nbsp; 169802 |
| Ω | Multiconsult ASA | 3394 | &nbsp;&nbsp; 70113 |
| #\* | NEL ASA | 97037 | &nbsp;&nbsp; 24703 |
|  | Norbit ASA | 4673 | &nbsp;&nbsp; 92863 |
| \* | Nordic Mining ASA | 9110 | &nbsp;&nbsp; 20615 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nordic Semiconductor <br> ASA<br>| 2834 | &nbsp;&nbsp; 38528 |
|  | Norsk Hydro ASA | 75751 | &nbsp;&nbsp; 448975 |
| \*Ω | Norske Skog ASA | 16612 | &nbsp;&nbsp; 37505 |
| \* | Northern Ocean Ltd. | 28873 | &nbsp;&nbsp; 17019 |
| \* | NRC Group ASA | 10511 | &nbsp;&nbsp; 7663 |
|  | Odfjell Drilling Ltd. | 31663 | &nbsp;&nbsp; 224981 |
|  | Odfjell SE, Class A | 4824 | &nbsp;&nbsp; 59173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Odfjell Technology <br> Ltd.<br>| 4361 | &nbsp;&nbsp; 20993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Olav Thon <br> Eiendomsselskap <br> ASA<br>| 1536 | &nbsp;&nbsp; 43737 |
|  | Orkla ASA | 5699 | &nbsp;&nbsp; 59931 |
|  | Panoro Energy ASA | 22447 | &nbsp;&nbsp; 52333 |
|  | Pareto Bank ASA | 9248 | &nbsp;&nbsp; 83245 |
|  | Pexip Holding ASA | 9642 | &nbsp;&nbsp; 59831 |
| \* | PhotoCure ASA | 1701 | &nbsp;&nbsp; 10679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Protector Forsikring <br> ASA<br>| 6303 | &nbsp;&nbsp; 307735 |
|  | Rana Gruber ASA | 5547 | &nbsp;&nbsp; 38508 |
|  | Rogaland Sparebank | 2270 | &nbsp;&nbsp; 31242 |
| # | Salmar ASA | 3427 | &nbsp;&nbsp; 138816 |
| \* | SATS ASA | 20392 | &nbsp;&nbsp; 77458 |
| \*Ω | Scatec ASA | 32702 | &nbsp;&nbsp; 324462 |
|  | Sea1 offshore, Inc. | 20330 | &nbsp;&nbsp; 53231 |
|  | Selvaag Bolig ASA | 9716 | &nbsp;&nbsp; 34677 |
| #\*Ω | Shelf Drilling Ltd. | 52257 | &nbsp;&nbsp; 45625 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Solstad Maritime <br> Holding AS<br>| 9952 | &nbsp;&nbsp; 24065 |
| \* | Solstad Offshore ASA | 7622 | &nbsp;&nbsp; 37020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sparebank 1 <br> Oestlandet<br>| 8533 | &nbsp;&nbsp; 159014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SpareBank 1 <br> Sor-Norge ASA<br>| 21520 | &nbsp;&nbsp; 376905 |
|  | Sparebanken More | 6733 | &nbsp;&nbsp; 68964 |
|  | Stolt-Nielsen Ltd. | 7288 | &nbsp;&nbsp; 213264 |
|  | Storebrand ASA | 56731 | &nbsp;&nbsp; 805596 |
|  | Subsea 7 SA | 34627 | &nbsp;&nbsp; 671035 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
|  | Telenor ASA | 28479 | &nbsp;&nbsp; $436893 |
|  | TGS ASA | 27948 | &nbsp;&nbsp; 205328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOMRA Systems <br> ASA<br>| 10628 | &nbsp;&nbsp; 147624 |
|  | Veidekke ASA | 22947 | &nbsp;&nbsp; 364709 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Vend Marketplaces <br> ASA<br>| 960 | &nbsp;&nbsp; 37893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vend Marketplaces <br> ASA, Class B<br>| 1787 | &nbsp;&nbsp; 67144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wallenius Wilhelmsen <br> ASA<br>| 17429 | &nbsp;&nbsp; 155923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilh Wilhelmsen <br> Holding ASA, <br> Class A<br>| 3431 | &nbsp;&nbsp; 158327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilh Wilhelmsen <br> Holding ASA, <br> Class B<br>| 997 | &nbsp;&nbsp; 42723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yara International <br> ASA<br>| 8319 | &nbsp;&nbsp; 307530 |
|  | Zalaris ASA | 1628 | &nbsp;&nbsp; 11831 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp; 12125046 |
| PORTUGAL — (0.5%) | PORTUGAL — (0.5%) | PORTUGAL — (0.5%) | PORTUGAL — (0.5%) |
| # | Altri SGPS SA | 17850 | &nbsp;&nbsp; 97145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Comercial <br> Portugues SA, <br> Class R<br>| 2654076 | &nbsp;&nbsp; 2179379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corticeira Amorim <br> SGPS SA<br>| 7403 | &nbsp;&nbsp; 65799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTT-Correios de <br> Portugal SA<br>| 18086 | &nbsp;&nbsp; 152419 |
| # | EDP Renovaveis SA | 41832 | &nbsp;&nbsp; 491137 |
|  | EDP SA (EDP PL) | 286398 | &nbsp;&nbsp; 1237915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galp Energia SGPS <br> SA<br>| 111634 | &nbsp;&nbsp; 2131677 |
|  | Ibersol SGPS SA | 6294 | &nbsp;&nbsp; 67230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jeronimo Martins <br> SGPS SA<br>| 24026 | &nbsp;&nbsp; 585698 |
|  | Mota-Engil SGPS SA | 25597 | &nbsp;&nbsp; 130794 |
| # | Navigator Co. SA | 43542 | &nbsp;&nbsp; 153786 |
|  | NOS SGPS SA | 62071 | &nbsp;&nbsp; 255863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; REN - Redes <br> Energeticas <br> Nacionais SGPS <br> SA<br>| 56809 | &nbsp;&nbsp; 192782 |
|  | Sonae SGPS SA | 202112 | &nbsp;&nbsp; 291630 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp; 8033254 |
| SINGAPORE — (1.2%) | SINGAPORE — (1.2%) | SINGAPORE — (1.2%) | SINGAPORE — (1.2%) |
| \* | AEM Holdings Ltd. | 33766 | &nbsp;&nbsp; 41601 |
|  | Aztech Global Ltd. | 57700 | &nbsp;&nbsp; 29473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banyan Tree Holdings <br> Ltd.<br>| 76100 | &nbsp;&nbsp; 37390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boustead Singapore <br> Ltd.<br>| 83034 | &nbsp;&nbsp; 99019 |
|  | BRC Asia Ltd. | 25400 | &nbsp;&nbsp; 70051 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bukit Sembawang <br> Estates Ltd.<br>| 43600 | &nbsp;&nbsp; $143567 |
|  | Capitaland India Trust | 158786 | &nbsp;&nbsp; 145294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CapitaLand <br> Investment Ltd.<br>| 178600 | &nbsp;&nbsp; 380383 |
|  | Centurion Corp. Ltd. | 37000 | &nbsp;&nbsp; 48577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Aviation Oil <br> Singapore Corp. <br> Ltd.<br>| 71400 | &nbsp;&nbsp; 61500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Sunsine <br> Chemical Holdings <br> Ltd.<br>| 101000 | &nbsp;&nbsp; 54326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; City Developments <br> Ltd.<br>| 103000 | &nbsp;&nbsp; 487620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ComfortDelGro Corp. <br> Ltd.<br>| 309600 | &nbsp;&nbsp; 363974 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; COSCO Shipping <br> International <br> Singapore Co. Ltd.<br>| 312900 | &nbsp;&nbsp; 29807 |
|  | CSE Global Ltd. | 130388 | &nbsp;&nbsp; 65075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings <br> Ltd.<br>| 110064 | &nbsp;&nbsp; 4039841 |
|  | Delfi Ltd. | 70200 | &nbsp;&nbsp; 45284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DFI Retail Group <br> Holdings Ltd.<br>| 49100 | &nbsp;&nbsp; 169270 |
| \*†† | Ezion Holdings Ltd. | 982352 | &nbsp;&nbsp; 0 |
| #\*†† | Ezra Holdings Ltd. | 190010 | &nbsp;&nbsp; 0 |
|  | Far East Orchard Ltd. | 40710 | &nbsp;&nbsp; 36066 |
|  | First Resources Ltd. | 125500 | &nbsp;&nbsp; 146422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Food Empire Holdings <br> Ltd.<br>| 42400 | &nbsp;&nbsp; 76629 |
|  | Fraser & Neave Ltd. | 43400 | &nbsp;&nbsp; 47699 |
|  | Frasers Property Ltd. | 82100 | &nbsp;&nbsp; 59313 |
|  | Frencken Group Ltd. | 94100 | &nbsp;&nbsp; 119397 |
| \* | Gallant Venture Ltd. | 52000 | &nbsp;&nbsp; 3361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden <br> Agri-Resources <br> Ltd.<br>| 1364100 | &nbsp;&nbsp; 267028 |
|  | GuocoLand Ltd. | 48400 | &nbsp;&nbsp; 62907 |
|  | Haw Par Corp. Ltd. | 23800 | &nbsp;&nbsp; 253853 |
|  | Ho Bee Land Ltd. | 39400 | &nbsp;&nbsp; 61533 |
|  | Hong Fok Corp. Ltd. | 84400 | &nbsp;&nbsp; 52525 |
|  | Hong Leong Asia Ltd. | 76800 | &nbsp;&nbsp; 96783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Leong Finance <br> Ltd.<br>| 79500 | &nbsp;&nbsp; 165895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hongkong Land <br> Holdings Ltd.<br>| 128700 | &nbsp;&nbsp; 777442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hotel Grand Central <br> Ltd.<br>| 29489 | &nbsp;&nbsp; 16553 |
|  | Hour Glass Ltd. | 49200 | &nbsp;&nbsp; 76134 |
|  | HRnetgroup Ltd. | 22900 | &nbsp;&nbsp; 12331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hutchison Port <br> Holdings Trust<br>| 1065900 | &nbsp;&nbsp; 212475 |
| \*†† | Hyflux Ltd. | 78700 | &nbsp;&nbsp; 0 |
|  | iFAST Corp. Ltd. | 29000 | &nbsp;&nbsp; 201774 |
|  | ISDN Holdings Ltd. | 79180 | &nbsp;&nbsp; 22546 |
|  | Keppel Ltd. | 173400 | &nbsp;&nbsp; 1126552 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mandarin Oriental <br> International Ltd.<br>| 25100 | &nbsp;&nbsp; $49601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marco Polo Marine <br> Ltd.<br>| 292000 | &nbsp;&nbsp; 13041 |
|  | Metro Holdings Ltd. | 98700 | &nbsp;&nbsp; 33075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micro-Mechanics <br> Holdings Ltd.<br>| 10500 | &nbsp;&nbsp; 14842 |
| #\*†† | Midas Holdings Ltd. | 218800 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanofilm Technologies <br> International Ltd.<br>| 40700 | &nbsp;&nbsp; 22895 |
|  | Netlink NBN Trust | 327600 | &nbsp;&nbsp; 225692 |
| \* | Oceanus Group Ltd. | 1247200 | &nbsp;&nbsp; 5687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oversea-Chinese <br> Banking Corp. Ltd.<br>| 146249 | &nbsp;&nbsp; 1895264 |
|  | Pan-United Corp. Ltd. | 47875 | &nbsp;&nbsp; 36412 |
|  | Propnex Ltd. | 43800 | &nbsp;&nbsp; 46471 |
|  | PSC Corp. Ltd. | 88400 | &nbsp;&nbsp; 26853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Q&M Dental Group <br> Singapore Ltd.<br>| 53640 | &nbsp;&nbsp; 16300 |
|  | QAF Ltd. | 44382 | &nbsp;&nbsp; 30214 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rex International <br> Holding Ltd.<br>| 266900 | &nbsp;&nbsp; 40284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riverstone Holdings <br> Ltd.<br>| 96800 | &nbsp;&nbsp; 52503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samudera Shipping <br> Line Ltd.<br>| 41900 | &nbsp;&nbsp; 33467 |
|  | SATS Ltd. | 75832 | &nbsp;&nbsp; 185034 |
|  | SBS Transit Ltd. | 11800 | &nbsp;&nbsp; 28495 |
|  | Seatrium Ltd. | 359533 | &nbsp;&nbsp; 624854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sheng Siong Group <br> Ltd.<br>| 138000 | &nbsp;&nbsp; 222771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIA Engineering Co. <br> Ltd.<br>| 19600 | &nbsp;&nbsp; 46314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore Exchange <br> Ltd.<br>| 99700 | &nbsp;&nbsp; 1222482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore Land <br> Group Ltd.<br>| 18100 | &nbsp;&nbsp; 37130 |
|  | Singapore Post Ltd. | 348700 | &nbsp;&nbsp; 131010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singapore <br> Telecommunications <br> Ltd.<br>| 54500 | &nbsp;&nbsp; 162418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stamford Land Corp. <br> Ltd.<br>| 162807 | &nbsp;&nbsp; 54563 |
|  | StarHub Ltd. | 107600 | &nbsp;&nbsp; 101931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Straits Trading Co. <br> Ltd.<br>| 37025 | &nbsp;&nbsp; 45881 |
| \*†† | Swiber Holdings Ltd. | 23999 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tuan Sing Holdings <br> Ltd.<br>| 151727 | &nbsp;&nbsp; 33118 |
|  | UMS Integration Ltd. | 138643 | &nbsp;&nbsp; 161444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Overseas Bank <br> Ltd.<br>| 92970 | &nbsp;&nbsp; 2582961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UOB-Kay Hian <br> Holdings Ltd.<br>| 91786 | &nbsp;&nbsp; 165687 |
|  | UOL Group Ltd. | 84651 | &nbsp;&nbsp; 447481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valuetronics Holdings <br> Ltd.<br>| 117650 | &nbsp;&nbsp; 70108 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | Venture Corp. Ltd. | 61300 | &nbsp;&nbsp; $608049 |
|  | Vicom Ltd. | 10800 | &nbsp;&nbsp; 13300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wee Hur Holdings <br> Ltd.<br>| 29000 | &nbsp;&nbsp; 14282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilmar International <br> Ltd.<br>| 157800 | &nbsp;&nbsp; 357158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wing Tai Holdings <br> Ltd.<br>| 92200 | &nbsp;&nbsp; 96539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yangzijiang <br> Shipbuilding <br> Holdings Ltd.<br>| 543300 | &nbsp;&nbsp; 1065644 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp; 21228525 |
| SPAIN — (3.1%) | SPAIN — (3.1%) | SPAIN — (3.1%) | SPAIN — (3.1%) |
|  | Acciona SA | 6672 | &nbsp;&nbsp; 1279655 |
|  | Acerinox SA | 41521 | &nbsp;&nbsp; 479131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ACS Actividades de <br> Construccion y <br> Servicios SA<br>| 41216 | &nbsp;&nbsp; 2844504 |
| Ω | Aedas Homes SA | 2497 | &nbsp;&nbsp; 60087 |
| Ω | Aena SME SA | 69590 | &nbsp;&nbsp; 1873927 |
|  | Alantra Partners SA | 3441 | &nbsp;&nbsp; 32676 |
|  | Almirall SA | 14192 | &nbsp;&nbsp; 170831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amadeus IT Group <br> SA<br>| 36639 | &nbsp;&nbsp; 2941883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atresmedia Corp. de <br> Medios de <br> Comunicacion SA<br>| 18717 | &nbsp;&nbsp; 105773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Audax Renovables <br> SA<br>| 27496 | &nbsp;&nbsp; 45361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA <br> (BBVA SM)<br>| 582657 | &nbsp;&nbsp; 9717703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco de Sabadell <br> SA<br>| 1332301 | &nbsp;&nbsp; 4917390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Santander SA <br> (SAN SM)<br>| 707292 | &nbsp;&nbsp; 6076191 |
|  | Bankinter SA | 184137 | &nbsp;&nbsp; 2628412 |
|  | CaixaBank SA | 236893 | &nbsp;&nbsp; 2228762 |
| Ω | Cellnex Telecom SA | 24657 | &nbsp;&nbsp; 870134 |
|  | CIE Automotive SA | 10511 | &nbsp;&nbsp; 315581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Construcciones y <br> Auxiliar de <br> Ferrocarriles SA<br>| 5118 | &nbsp;&nbsp; 309927 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Corp. ACCIONA <br> Energias <br> Renovables SA<br>| 5691 | &nbsp;&nbsp; 153217 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Distribuidora <br> Internacional de <br> Alimentacion SA<br>| 2593 | &nbsp;&nbsp; 84931 |
|  | Ebro Foods SA | 7287 | &nbsp;&nbsp; 142270 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; eDreams ODIGEO <br> SA<br>| 7910 | &nbsp;&nbsp; 74866 |
|  | Elecnor SA | 9837 | &nbsp;&nbsp; 267489 |
|  | Enagas SA | 34002 | &nbsp;&nbsp; 509264 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ence Energia y <br> Celulosa SA<br>| 24550 | &nbsp;&nbsp; 77255 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
|  | Endesa SA | 30248 | &nbsp;&nbsp; $876594 |
|  | Ercros SA | 25202 | &nbsp;&nbsp; 89515 |
|  | Ferrovial SE | 26477 | &nbsp;&nbsp; 1357289 |
|  | Fluidra SA | 9457 | &nbsp;&nbsp; 235863 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Gestamp Automocion <br> SA<br>| 40215 | &nbsp;&nbsp; 151168 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Global Dominion <br> Access SA<br>| 20282 | &nbsp;&nbsp; 77949 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grenergy Renovables <br> SA<br>| 1444 | &nbsp;&nbsp; 107016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Empresarial <br> San Jose SA<br>| 5655 | &nbsp;&nbsp; 39491 |
|  | Iberdrola SA | 56918 | &nbsp;&nbsp; 1000412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iberpapel Gestion SA <br> (IBG SM)<br>| 1841 | &nbsp;&nbsp; 41752 |
| # | Indra Sistemas SA | 35697 | &nbsp;&nbsp; 1478712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industria de Diseno <br> Textil SA<br>| 49633 | &nbsp;&nbsp; 2370821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Linea Directa <br> Aseguradora SA <br> Cia de Seguros y <br> Reaseguros<br>| 38862 | &nbsp;&nbsp; 59873 |
|  | Mapfre SA | 245861 | &nbsp;&nbsp; 1001288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melia Hotels <br> International SA<br>| 30644 | &nbsp;&nbsp; 272095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Naturgy Energy Group <br> SA<br>| 11028 | &nbsp;&nbsp; 345870 |
| Ω | Neinor Homes SA | 7095 | &nbsp;&nbsp; 137904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Obrascon Huarte Lain <br> SA<br>| 141911 | &nbsp;&nbsp; 53302 |
| \* | Oryzon Genomics SA | 4693 | &nbsp;&nbsp; 14086 |
|  | Pharma Mar SA | 846 | &nbsp;&nbsp; 77115 |
|  | Prim SA | 748 | &nbsp;&nbsp; 10407 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Promotora de <br> Informaciones SA, <br> Class A<br>| 63603 | &nbsp;&nbsp; 25331 |
| Ω | Prosegur Cash SA | 79580 | &nbsp;&nbsp; 68155 |
|  | Realia Business SA | 45114 | &nbsp;&nbsp; 48343 |
|  | Redeia Corp. SA | 48492 | &nbsp;&nbsp; 940065 |
|  | Sacyr SA | 112978 | &nbsp;&nbsp; 462617 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solaria Energia y <br> Medio Ambiente <br> SA<br>| 14719 | &nbsp;&nbsp; 189258 |
| #\*Ω | Talgo SA | 6527 | &nbsp;&nbsp; 22576 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tecnicas Reunidas <br> SA<br>| 11743 | &nbsp;&nbsp; 289193 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Telefonica SA (TEF <br> SM)<br>| 450312 | &nbsp;&nbsp; 2323967 |
|  | Tubacex SA | 28080 | &nbsp;&nbsp; 116960 |
| Ω | Unicaja Banco SA | 333084 | &nbsp;&nbsp; 875144 |
|  | Vidrala SA | 6015 | &nbsp;&nbsp; 647494 |
|  | Viscofan SA | 8006 | &nbsp;&nbsp; 547832 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp; 54562677 |
| SWEDEN — (3.2%) | SWEDEN — (3.2%) | SWEDEN — (3.2%) | SWEDEN — (3.2%) |
|  | AAK AB | 8498 | &nbsp;&nbsp; 218606 |
| Ω | AcadeMedia AB | 30532 | &nbsp;&nbsp; 279575 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | AddLife AB, Class B | 23592 | &nbsp;&nbsp; $415459 |
|  | Addnode Group AB | 22472 | &nbsp;&nbsp; 257110 |
|  | AddTech AB, Class B | 20999 | &nbsp;&nbsp; 705948 |
|  | AFRY AB | 24446 | &nbsp;&nbsp; 378389 |
|  | Alfa Laval AB | 12652 | &nbsp;&nbsp; 549699 |
| Ω | Alimak Group AB | 14163 | &nbsp;&nbsp; 242742 |
|  | Alleima AB | 54322 | &nbsp;&nbsp; 383891 |
|  | Alligo AB, Class B | 4954 | &nbsp;&nbsp; 53197 |
| Ω | Ambea AB | 36152 | &nbsp;&nbsp; 454811 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Annehem Fastigheter <br> AB, Class B<br>| 17398 | &nbsp;&nbsp; 29817 |
|  | AQ Group AB | 12565 | &nbsp;&nbsp; 256080 |
|  | Arise AB | 5327 | &nbsp;&nbsp; 18697 |
|  | Arjo AB, Class B | 60239 | &nbsp;&nbsp; 209919 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Asmodee Group AB, <br> Class B<br>| 18422 | &nbsp;&nbsp; 231999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Assa Abloy AB, <br> Class B<br>| 20072 | &nbsp;&nbsp; 664187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Copco AB <br> (ATCOA SS), <br> Class A<br>| 105103 | &nbsp;&nbsp; 1600549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Copco AB <br> (ATCOB SS), <br> Class B<br>| 68658 | &nbsp;&nbsp; 929159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atrium Ljungberg AB, <br> Class B<br>| 28045 | &nbsp;&nbsp; 90708 |
| Ω | Attendo AB | 36748 | &nbsp;&nbsp; 256773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avanza Bank Holding <br> AB<br>| 12984 | &nbsp;&nbsp; 478325 |
|  | Axfood AB | 12450 | &nbsp;&nbsp; 370989 |
|  | Beijer Alma AB | 10199 | &nbsp;&nbsp; 274397 |
|  | Beijer Ref AB | 11083 | &nbsp;&nbsp; 186049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bergman & Beving <br> AB<br>| 6396 | &nbsp;&nbsp; 205648 |
| \* | BHG Group AB | 33414 | &nbsp;&nbsp; 79372 |
|  | Bilia AB, Class A | 24321 | &nbsp;&nbsp; 285755 |
|  | Billerud Aktiebolag | 42360 | &nbsp;&nbsp; 359667 |
|  | BioGaia AB, Class B | 10772 | &nbsp;&nbsp; 107782 |
|  | Bjorn Borg AB | 2651 | &nbsp;&nbsp; 15665 |
| \* | Boliden AB | 20040 | &nbsp;&nbsp; 613409 |
| \* | Bonava AB, Class B | 63006 | &nbsp;&nbsp; 73816 |
| \*Ω | Boozt AB | 6490 | &nbsp;&nbsp; 57779 |
| Ω | Bravida Holding AB | 41079 | &nbsp;&nbsp; 385483 |
|  | Bufab AB | 26314 | &nbsp;&nbsp; 260960 |
|  | Bulten AB | 2966 | &nbsp;&nbsp; 17841 |
|  | Bure Equity AB | 16196 | &nbsp;&nbsp; 478127 |
|  | Byggmax Group AB | 16716 | &nbsp;&nbsp; 99285 |
| \* | Camurus AB | 1355 | &nbsp;&nbsp; 94015 |
| # | Castellum AB | 17357 | &nbsp;&nbsp; 197584 |
|  | Catella AB | 11852 | &nbsp;&nbsp; 35902 |
|  | Catena AB | 4122 | &nbsp;&nbsp; 186208 |
| \* | Cavotec Group AB | 8277 | &nbsp;&nbsp; 14881 |
|  | Cellavision AB | 2095 | &nbsp;&nbsp; 37483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cibus Nordic Real <br> Estate AB publ<br>| 7386 | &nbsp;&nbsp; 130864 |
| \* | Cint Group AB | 61755 | &nbsp;&nbsp; 45011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clas Ohlson AB, <br> Class B<br>| 13885 | &nbsp;&nbsp; 483122 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Cloetta AB, Class B | 56897 | &nbsp;&nbsp; $182983 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Coor Service <br> Management <br> Holding AB<br>| 24001 | &nbsp;&nbsp; 112810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corem Property <br> Group AB (COREB <br> SS), Class B<br>| 60037 | &nbsp;&nbsp; 26778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corem Property <br> Group AB (CORED <br> SS), Class D<br>| 1093 | &nbsp;&nbsp; 26442 |
|  | CTT Systems AB | 2078 | &nbsp;&nbsp; 46644 |
|  | Dios Fastigheter AB | 16550 | &nbsp;&nbsp; 108730 |
| Ω | Dometic Group AB | 42755 | &nbsp;&nbsp; 215974 |
| #\*Ω | Dustin Group AB | 72723 | &nbsp;&nbsp; 11897 |
| \* | Dynavox Group AB | 4001 | &nbsp;&nbsp; 51718 |
|  | Eastnine AB | 16544 | &nbsp;&nbsp; 79801 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Electrolux AB, <br> Class B<br>| 34328 | &nbsp;&nbsp; 209078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electrolux <br> Professional AB, <br> Class B<br>| 43782 | &nbsp;&nbsp; 297486 |
|  | Elekta AB, Class B | 72699 | &nbsp;&nbsp; 358487 |
| \* | Embracer Group AB | 19847 | &nbsp;&nbsp; 205309 |
| \* | Enea AB | 4184 | &nbsp;&nbsp; 31548 |
|  | Engcon AB | 7897 | &nbsp;&nbsp; 61880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eolus Vind AB, <br> Class B<br>| 6430 | &nbsp;&nbsp; 35439 |
|  | Ependion AB | 4568 | &nbsp;&nbsp; 55135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Epiroc AB (EPIA SS), <br> Class A<br>| 31870 | &nbsp;&nbsp; 648655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Epiroc AB (EPIB SS), <br> Class B<br>| 18860 | &nbsp;&nbsp; 338084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Essity AB (ESSITYA <br> SS), Class A<br>| 1973 | &nbsp;&nbsp; 48657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Essity AB (ESSITYB <br> SS), Class B<br>| 43107 | &nbsp;&nbsp; 1062911 |
|  | Ework Group AB | 1237 | &nbsp;&nbsp; 13385 |
| # | Fabege AB | 21533 | &nbsp;&nbsp; 180346 |
|  | Fagerhult Group AB | 11874 | &nbsp;&nbsp; 45857 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fastighets AB Balder, <br> Class B<br>| 33385 | &nbsp;&nbsp; 225419 |
| \* | Fastighets AB Trianon | 3168 | &nbsp;&nbsp; 6101 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fastighetsbolaget <br> Emilshus AB, <br> Class B<br>| 753 | &nbsp;&nbsp; 3857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FastPartner AB <br> (FPARA SS), <br> Class A<br>| 7691 | &nbsp;&nbsp; 39247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FastPartner AB <br> (FPARD SS), <br> Class D<br>| 1419 | &nbsp;&nbsp; 11079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fenix Outdoor <br> International AG<br>| 737 | &nbsp;&nbsp; 37716 |
|  | Getinge AB, Class B | 33696 | &nbsp;&nbsp; 665101 |
|  | Granges AB | 29810 | &nbsp;&nbsp; 399726 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Green Landscaping <br> Group AB<br>| 2230 | &nbsp;&nbsp; 12772 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gruvaktiebolaget <br> Viscaria<br>| 12928 | &nbsp;&nbsp; $21303 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; H & M Hennes & <br> Mauritz AB, <br> Class B<br>| 30405 | &nbsp;&nbsp; 409605 |
|  | Hanza AB | 7620 | &nbsp;&nbsp; 86745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heba Fastighets AB, <br> Class B<br>| 8941 | &nbsp;&nbsp; 28219 |
|  | Hemnet Group AB | 14187 | &nbsp;&nbsp; 408564 |
|  | Hexagon AB, Class B | 49508 | &nbsp;&nbsp; 543998 |
| \* | Hexatronic Group AB | 30481 | &nbsp;&nbsp; 64741 |
|  | Hexpol AB | 43926 | &nbsp;&nbsp; 378246 |
| \* | HMS Networks AB | 3656 | &nbsp;&nbsp; 153624 |
| Ω | Hoist Finance AB | 17540 | &nbsp;&nbsp; 172818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holmen AB (HOLMB <br> SS), Class B<br>| 8874 | &nbsp;&nbsp; 329817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hufvudstaden AB, <br> Class A<br>| 10574 | &nbsp;&nbsp; 127952 |
|  | Humana AB | 8769 | &nbsp;&nbsp; 33145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Husqvarna AB <br> (HUSQA SS), <br> Class A<br>| 4789 | &nbsp;&nbsp; 25902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Husqvarna AB <br> (HUSQB SS), <br> Class B<br>| 39040 | &nbsp;&nbsp; 211445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IAR Systems Group <br> AB<br>| 1169 | &nbsp;&nbsp; 21249 |
|  | Indutrade AB | 18355 | &nbsp;&nbsp; 445740 |
|  | Instalco AB | 40633 | &nbsp;&nbsp; 106396 |
|  | Inwido AB | 17257 | &nbsp;&nbsp; 320860 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ITAB Shop Concept <br> AB<br>| 13428 | &nbsp;&nbsp; 23786 |
|  | JM AB | 18087 | &nbsp;&nbsp; 259187 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; John Mattson <br> Fastighetsforetagen <br> AB<br>| 1783 | &nbsp;&nbsp; 11184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kabe Group AB, <br> Class B<br>| 753 | &nbsp;&nbsp; 19737 |
| \* | Karnov Group AB | 16961 | &nbsp;&nbsp; 201004 |
| #\* | K-fast Holding AB | 26069 | &nbsp;&nbsp; 43925 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Klarabo Sverige AB, <br> Class B<br>| 21593 | &nbsp;&nbsp; 33751 |
|  | KNOW IT AB | 6509 | &nbsp;&nbsp; 77744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lagercrantz Group <br> AB, Class B<br>| 33877 | &nbsp;&nbsp; 786527 |
|  | Lifco AB, Class B | 8406 | &nbsp;&nbsp; 299431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lime Technologies <br> AB<br>| 2519 | &nbsp;&nbsp; 97883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lindab International <br> AB<br>| 18483 | &nbsp;&nbsp; 388486 |
|  | Loomis AB | 18385 | &nbsp;&nbsp; 726930 |
| \* | Medcap AB | 2322 | &nbsp;&nbsp; 154376 |
|  | MEKO AB | 10564 | &nbsp;&nbsp; 92386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micro Systemation AB, <br> Class B<br>| 4122 | &nbsp;&nbsp; 23693 |
|  | Midsona AB, Class B | 14238 | &nbsp;&nbsp; 11625 |
|  | MIPS AB | 1213 | &nbsp;&nbsp; 51409 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Modern Times Group <br> MTG AB, Class B<br>| 21764 | &nbsp;&nbsp; $223747 |
|  | Momentum Group AB | 7786 | &nbsp;&nbsp; 123387 |
| Ω | Munters Group AB | 30405 | &nbsp;&nbsp; 427898 |
|  | Mycronic AB | 22650 | &nbsp;&nbsp; 491480 |
| #\* | NCAB Group AB | 31367 | &nbsp;&nbsp; 169507 |
|  | NCC AB, Class B | 20931 | &nbsp;&nbsp; 396335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nederman Holding <br> AB<br>| 4601 | &nbsp;&nbsp; 79818 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Net Insight AB, <br> Class B<br>| 65449 | &nbsp;&nbsp; 27055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Wave Group AB, <br> Class B<br>| 22744 | &nbsp;&nbsp; 272381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nibe Industrier AB, <br> Class B<br>| 77005 | &nbsp;&nbsp; 355333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nilorngruppen AB, <br> Class B<br>| 2248 | &nbsp;&nbsp; 12862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nivika Fastigheter AB, <br> Class B<br>| 3245 | &nbsp;&nbsp; 14432 |
| #\* | Nobia AB | 69596 | &nbsp;&nbsp; 32088 |
|  | Nolato AB, Class B | 14744 | &nbsp;&nbsp; 87217 |
|  | Nordnet AB publ | 14352 | &nbsp;&nbsp; 387591 |
| \* | Norion Bank AB | 15590 | &nbsp;&nbsp; 99613 |
|  | Note AB | 4162 | &nbsp;&nbsp; 81335 |
| # | NP3 Fastigheter AB | 6024 | &nbsp;&nbsp; 159327 |
|  | Nyfosa AB | 23161 | &nbsp;&nbsp; 200790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OEM International AB, <br> Class B<br>| 15928 | &nbsp;&nbsp; 219472 |
| #\* | Orron Energy AB | 45835 | &nbsp;&nbsp; 23617 |
|  | Pandox AB | 18988 | &nbsp;&nbsp; 337953 |
|  | Peab AB, Class B | 47702 | &nbsp;&nbsp; 358746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Platzer Fastigheter <br> Holding AB, <br> Class B<br>| 8730 | &nbsp;&nbsp; 62209 |
|  | Prevas AB, Class B | 1295 | &nbsp;&nbsp; 9784 |
| \* | Pricer AB, Class B | 11791 | &nbsp;&nbsp; 5447 |
|  | Proact IT Group AB | 5913 | &nbsp;&nbsp; 58857 |
|  | Ratos AB, Class B | 72643 | &nbsp;&nbsp; 257162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RaySearch <br> Laboratories AB<br>| 8015 | &nbsp;&nbsp; 274699 |
|  | Rejlers AB | 2814 | &nbsp;&nbsp; 57189 |
|  | Rvrc Holding AB | 14094 | &nbsp;&nbsp; 63929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sagax AB (SAGAB <br> SS), Class B<br>| 10218 | &nbsp;&nbsp; 216270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samhallsbyggnadsbolaget <br> i Norden AB<br>| 152301 | &nbsp;&nbsp; 76361 |
|  | Sandvik AB | 40796 | &nbsp;&nbsp; 995408 |
|  | Scandi Standard AB | 16388 | &nbsp;&nbsp; 158355 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Scandic Hotels Group <br> AB<br>| 52596 | &nbsp;&nbsp; 436145 |
| \* | Sdiptech AB, Class B | 6125 | &nbsp;&nbsp; 123123 |
|  | Sectra AB, Class B | 15456 | &nbsp;&nbsp; 573046 |
|  | Securitas AB, Class B | 48114 | &nbsp;&nbsp; 714076 |
| \* | Sedana Medical AB | 11084 | &nbsp;&nbsp; 17933 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sensys Gatso Group <br> AB<br>| 1664 | &nbsp;&nbsp; 7090 |
| \*Ω | Sinch AB | 179170 | &nbsp;&nbsp; 615082 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska <br> Enskilda Banken AB <br> (SEBA SS), <br> Class A<br>| 89922 | &nbsp;&nbsp; $1572963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska <br> Enskilda Banken AB <br> (SEBC SS), <br> Class C<br>| 1001 | &nbsp;&nbsp; 17741 |
|  | Skanska AB, Class B | 29087 | &nbsp;&nbsp; 678498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKF AB (SKFA SS), <br> Class A<br>| 3129 | &nbsp;&nbsp; 73619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SKF AB (SKFB SS), <br> Class B<br>| 43109 | &nbsp;&nbsp; 1004114 |
|  | SkiStar AB | 10262 | &nbsp;&nbsp; 161888 |
|  | Softronic AB, Class B | 5133 | &nbsp;&nbsp; 12440 |
|  | Solid Forsakring AB | 2863 | &nbsp;&nbsp; 21702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SSAB AB (SSABA <br> SS), Class A<br>| 30514 | &nbsp;&nbsp; 175963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SSAB AB (SSABAH <br> FH), Class A<br>| 2180 | &nbsp;&nbsp; 12544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SSAB AB (SSABB <br> SS), Class B<br>| 139695 | &nbsp;&nbsp; 789507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SSAB AB (SSABBH <br> FH), Class B<br>| 12326 | &nbsp;&nbsp; 69517 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Stendorren <br> Fastigheter AB<br>| 1726 | &nbsp;&nbsp; 36097 |
| \* | Stillfront Group AB | 110450 | &nbsp;&nbsp; 57244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Storskogen Group AB, <br> Class B<br>| 366584 | &nbsp;&nbsp; 425468 |
|  | Svedbergs Group AB | 5756 | &nbsp;&nbsp; 33047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Svenska Cellulosa AB <br> SCA (SCAA SS), <br> Class A<br>| 2088 | &nbsp;&nbsp; 26253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Svenska Cellulosa AB <br> SCA (SCAB SS), <br> Class B<br>| 46153 | &nbsp;&nbsp; 578812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Svenska <br> Handelsbanken AB <br> (SHBA SS), <br> Class A<br>| 51506 | &nbsp;&nbsp; 627568 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Svenska <br> Handelsbanken AB <br> (SHBB SS), <br> Class B<br>| 1480 | &nbsp;&nbsp; 28920 |
|  | Sweco AB, Class B | 21521 | &nbsp;&nbsp; 339484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swedbank AB, <br> Class A<br>| 34055 | &nbsp;&nbsp; 906817 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Swedish Logistic <br> Property AB, <br> Class B<br>| 5318 | &nbsp;&nbsp; 21519 |
|  | Synsam AB | 24516 | &nbsp;&nbsp; 133744 |
|  | Systemair AB | 12542 | &nbsp;&nbsp; 121300 |
|  | Tele2 AB, Class B | 86199 | &nbsp;&nbsp; 1332221 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget <br> LM Ericsson <br> (ERICA SS), <br> Class A<br>| 5155 | &nbsp;&nbsp; $37506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget <br> LM Ericsson <br> (ERICB SS), <br> Class B<br>| 319588 | &nbsp;&nbsp; 2321353 |
| # | Telia Co. AB | 348633 | &nbsp;&nbsp; 1231271 |
|  | TF Bank AB | 7185 | &nbsp;&nbsp; 98881 |
| Ω | Thule Group AB | 13213 | &nbsp;&nbsp; 373687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trelleborg AB, <br> Class B<br>| 16615 | &nbsp;&nbsp; 603702 |
|  | Troax Group AB | 7157 | &nbsp;&nbsp; 99993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Truecaller AB, <br> Class B<br>| 60397 | &nbsp;&nbsp; 301700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VBG Group AB, <br> Class B<br>| 5432 | &nbsp;&nbsp; 156071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vitec Software Group <br> AB, Class B<br>| 4584 | &nbsp;&nbsp; 177710 |
|  | Volati AB | 3118 | &nbsp;&nbsp; 34391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Volvo AB (VOLVA SS), <br> Class A<br>| 18208 | &nbsp;&nbsp; 522024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Volvo AB (VOLVB <br> SS), Class B<br>| 147920 | &nbsp;&nbsp; 4248231 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Volvo Car AB, <br> Class B<br>| 90733 | &nbsp;&nbsp; 173519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wallenstam AB, <br> Class B<br>| 38947 | &nbsp;&nbsp; 176517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wihlborgs Fastigheter <br> AB<br>| 30534 | &nbsp;&nbsp; 300060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; XANO Industri AB, <br> Class B<br>| 1406 | &nbsp;&nbsp; 8781 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp; 56281755 |
| SWITZERLAND — (5.6%) | SWITZERLAND — (5.6%) | SWITZERLAND — (5.6%) | SWITZERLAND — (5.6%) |
|  | ABB Ltd. | 54873 | &nbsp;&nbsp; 3583102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accelleron Industries <br> AG (ACLN SW)<br>| 23788 | &nbsp;&nbsp; 2166664 |
|  | Adecco Group AG | 33398 | &nbsp;&nbsp; 1051641 |
| # | Alcon AG | 43142 | &nbsp;&nbsp; 3777810 |
|  | Allreal Holding AG | 4218 | &nbsp;&nbsp; 954046 |
|  | ALSO Holding AG | 1733 | &nbsp;&nbsp; 523417 |
| \* | ams-OSRAM AG | 22532 | &nbsp;&nbsp; 296987 |
|  | APG SGA SA | 309 | &nbsp;&nbsp; 86224 |
|  | Arbonia AG | 12959 | &nbsp;&nbsp; 87769 |
| \* | Aryzta AG | 5284 | &nbsp;&nbsp; 495903 |
|  | Ascom Holding AG | 7386 | &nbsp;&nbsp; 37300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autoneum Holding <br> AG<br>| 1039 | &nbsp;&nbsp; 184329 |
|  | Baloise Holding AG | 11819 | &nbsp;&nbsp; 2832599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Cantonale de <br> Geneve<br>| 572 | &nbsp;&nbsp; 169378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Cantonale <br> Vaudoise<br>| 6683 | &nbsp;&nbsp; 773385 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Basilea <br> Pharmaceutica Ag <br> Allschwil<br>| 2723 | &nbsp;&nbsp; $193107 |
|  | Belimo Holding AG | 1067 | &nbsp;&nbsp; 1241698 |
|  | Bell Food Group AG | 588 | &nbsp;&nbsp; 186163 |
| # | Bellevue Group AG | 2601 | &nbsp;&nbsp; 25049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berner Kantonalbank <br> AG<br>| 1225 | &nbsp;&nbsp; 382914 |
|  | BKW AG | 3526 | &nbsp;&nbsp; 787259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bossard Holding AG, <br> Class A<br>| 1540 | &nbsp;&nbsp; 326381 |
|  | Bucher Industries AG | 1975 | &nbsp;&nbsp; 932691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Burckhardt <br> Compression <br> Holding AG<br>| 812 | &nbsp;&nbsp; 723161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Burkhalter Holding <br> AG<br>| 1179 | &nbsp;&nbsp; 212019 |
|  | Bystronic AG | 311 | &nbsp;&nbsp; 153945 |
|  | Calida Holding AG | 96 | &nbsp;&nbsp; 1694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carlo Gavazzi Holding <br> AG<br>| 117 | &nbsp;&nbsp; 26659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cembra Money Bank <br> AG<br>| 8151 | &nbsp;&nbsp; 914788 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cicor Technologies <br> Ltd.<br>| 650 | &nbsp;&nbsp; 161117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cie Financiere <br> Tradition SA<br>| 460 | &nbsp;&nbsp; 133169 |
|  | Clariant AG | 53505 | &nbsp;&nbsp; 549119 |
| # | Coltene Holding AG | 985 | &nbsp;&nbsp; 63284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSMO <br> Pharmaceuticals <br> NV<br>| 638 | &nbsp;&nbsp; 45767 |
| # | CPH Group AG | 316 | &nbsp;&nbsp; 29353 |
|  | Daetwyler Holding AG | 819 | &nbsp;&nbsp; 145859 |
|  | DKSH Holding AG | 9959 | &nbsp;&nbsp; 688667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; dormakaba Holding <br> AG<br>| 674 | &nbsp;&nbsp; 650629 |
|  | DSM-Firmenich AG | 6878 | &nbsp;&nbsp; 660834 |
|  | EFG International AG | 26058 | &nbsp;&nbsp; 516487 |
|  | Emmi AG | 550 | &nbsp;&nbsp; 500639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EMS-Chemie Holding <br> AG<br>| 377 | &nbsp;&nbsp; 296620 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Feintool International <br> Holding AG<br>| 2163 | &nbsp;&nbsp; 32651 |
|  | Flughafen Zurich AG | 5515 | &nbsp;&nbsp; 1554329 |
|  | Forbo Holding AG | 253 | &nbsp;&nbsp; 239974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fundamenta Real <br> Estate AG<br>| 3088 | &nbsp;&nbsp; 67638 |
|  | Galderma Group AG | 3800 | &nbsp;&nbsp; 585649 |
| Ω | Galenica AG | 13918 | &nbsp;&nbsp; 1477112 |
|  | Geberit AG | 4284 | &nbsp;&nbsp; 3281965 |
| # | Georg Fischer AG | 19911 | &nbsp;&nbsp; 1557611 |
|  | Glarner Kantonalbank | 403 | &nbsp;&nbsp; 10560 |
|  | Helvetia Holding AG | 10494 | &nbsp;&nbsp; 2523612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hiag Immobilien <br> Holding AG<br>| 811 | &nbsp;&nbsp; 107857 |
|  | Huber & Suhner AG | 4435 | &nbsp;&nbsp; 592187 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hypothekarbank <br> Lenzburg AG<br>| 14 | &nbsp;&nbsp; $70250 |
|  | Implenia AG | 2557 | &nbsp;&nbsp; 172110 |
|  | Inficon Holding AG | 3490 | &nbsp;&nbsp; 419938 |
|  | Interroll Holding AG | 142 | &nbsp;&nbsp; 399868 |
|  | Intershop Holding AG | 960 | &nbsp;&nbsp; 177708 |
|  | Investis Holding SA | 821 | &nbsp;&nbsp; 126893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Julius Baer Group <br> Ltd.<br>| 38336 | &nbsp;&nbsp; 2593977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jungfraubahn Holding <br> AG<br>| 1339 | &nbsp;&nbsp; 334076 |
|  | Kardex Holding AG | 1588 | &nbsp;&nbsp; 611486 |
| \* | Komax Holding AG | 821 | &nbsp;&nbsp; 112377 |
| \* | Kudelski SA | 5386 | &nbsp;&nbsp; 9937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuehne & Nagel <br> International AG<br>| 5313 | &nbsp;&nbsp; 1083209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Landis & Gyr Group <br> AG<br>| 6063 | &nbsp;&nbsp; 495070 |
| \* | LEM Holding SA | 89 | &nbsp;&nbsp; 72345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liechtensteinische <br> Landesbank AG<br>| 3467 | &nbsp;&nbsp; 370613 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Logitech International <br> SA (LOGI US)<br>| 762 | &nbsp;&nbsp; 70775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Logitech International <br> SA (LOGN SW)<br>| 9289 | &nbsp;&nbsp; 861340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luzerner <br> Kantonalbank AG<br>| 5013 | &nbsp;&nbsp; 452227 |
| Ω | Medacta Group SA | 994 | &nbsp;&nbsp; 180291 |
| Ω | Medmix AG | 2776 | &nbsp;&nbsp; 40574 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Meier Tobler Group <br> AG<br>| 1442 | &nbsp;&nbsp; 64548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metall Zug AG, <br> Class B<br>| 41 | &nbsp;&nbsp; 50358 |
|  | Mikron Holding AG | 3174 | &nbsp;&nbsp; 71493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mobilezone Holding <br> AG<br>| 10259 | &nbsp;&nbsp; 143106 |
|  | Mobimo Holding AG | 2017 | &nbsp;&nbsp; 789965 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Montana Aerospace <br> AG<br>| 2075 | &nbsp;&nbsp; 72272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Naturenergie Holding <br> AG<br>| 1358 | &nbsp;&nbsp; 55250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novavest Real Estate <br> AG<br>| 464 | &nbsp;&nbsp; 22611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OC Oerlikon Corp. AG <br> Pfaffikon<br>| 33554 | &nbsp;&nbsp; 163930 |
|  | Orell Fuessli AG | 122 | &nbsp;&nbsp; 15751 |
| #\* | Orior AG | 1837 | &nbsp;&nbsp; 27668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Partners Group <br> Holding AG<br>| 1544 | &nbsp;&nbsp; 2075594 |
|  | Phoenix Mecano AG | 183 | &nbsp;&nbsp; 103443 |
|  | Plazza AG, Class A | 201 | &nbsp;&nbsp; 98557 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; PolyPeptide Group <br> AG<br>| 3309 | &nbsp;&nbsp; 92037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PSP Swiss Property <br> AG<br>| 7189 | &nbsp;&nbsp; 1219717 |
| # | Rieter Holding AG | 774 | &nbsp;&nbsp; 59020 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Romande Energie <br> Holding SA<br>| 1298 | &nbsp;&nbsp; $66352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Santhera <br> Pharmaceuticals <br> Holding AG<br>| 951 | &nbsp;&nbsp; 17321 |
|  | Schindler Holding AG | 1293 | &nbsp;&nbsp; 453493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schweiter <br> Technologies AG<br>| 248 | &nbsp;&nbsp; 114471 |
|  | SFS Group AG | 4562 | &nbsp;&nbsp; 589529 |
|  | SGS SA | 22899 | &nbsp;&nbsp; 2326844 |
|  | SIG Group AG | 79418 | &nbsp;&nbsp; 1284886 |
|  | Sika AG | 9496 | &nbsp;&nbsp; 2240862 |
|  | SKAN Group AG | 419 | &nbsp;&nbsp; 38426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Softwareone Holding <br> AG<br>| 7770 | &nbsp;&nbsp; 63414 |
|  | Sonova Holding AG | 5176 | &nbsp;&nbsp; 1408948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. Galler <br> Kantonalbank AG<br>| 842 | &nbsp;&nbsp; 513756 |
| # | Stadler Rail AG | 10785 | &nbsp;&nbsp; 285012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Straumann Holding <br> AG<br>| 3987 | &nbsp;&nbsp; 485776 |
|  | Sulzer AG | 5190 | &nbsp;&nbsp; 998612 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Swatch Group AG <br> (UHR SW)<br>| 4545 | &nbsp;&nbsp; 803816 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Swatch Group AG <br> (UHRN SW)<br>| 10089 | &nbsp;&nbsp; 367475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swiss Life Holding <br> AG<br>| 3161 | &nbsp;&nbsp; 3274156 |
|  | Swiss Prime Site AG | 20730 | &nbsp;&nbsp; 2867139 |
|  | Swiss Re AG | 38965 | &nbsp;&nbsp; 6974788 |
|  | Swisscom AG | 4861 | &nbsp;&nbsp; 3377590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swissquote Group <br> Holding SA<br>| 2882 | &nbsp;&nbsp; 1914932 |
|  | Temenos AG | 11541 | &nbsp;&nbsp; 1032281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thurgauer <br> Kantonalbank<br>| 103 | &nbsp;&nbsp; 19623 |
|  | TX Group AG | 707 | &nbsp;&nbsp; 192216 |
| \* | u-blox Holding AG | 1861 | &nbsp;&nbsp; 231736 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG (UBS <br> US)<br>| 126593 | &nbsp;&nbsp; 4725712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG <br> (UBSG SW)<br>| 15912 | &nbsp;&nbsp; 591354 |
|  | Valiant Holding AG | 4404 | &nbsp;&nbsp; 693180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Varia U.S. Properties <br> AG<br>| 255 | &nbsp;&nbsp; 6294 |
| Ω | VAT Group AG | 1353 | &nbsp;&nbsp; 473805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vaudoise Assurances <br> Holding SA<br>| 263 | &nbsp;&nbsp; 202982 |
|  | Vetropack Holding AG | 3434 | &nbsp;&nbsp; 126665 |
|  | Vontobel Holding AG | 7638 | &nbsp;&nbsp; 556917 |
|  | VP Bank AG, Class A | 873 | &nbsp;&nbsp; 83359 |
|  | VZ Holding AG | 3197 | &nbsp;&nbsp; 676642 |
|  | V-ZUG Holding AG | 608 | &nbsp;&nbsp; 38973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walliser <br> Kantonalbank<br>| 547 | &nbsp;&nbsp; 84859 |
|  | Warteck Invest AG | 28 | &nbsp;&nbsp; 68438 |
| # | Ypsomed Holding AG | 375 | &nbsp;&nbsp; 179421 |
|  | Zehnder Group AG | 2716 | &nbsp;&nbsp; 239297 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zug Estates Holding <br> AG, Class B<br>| 72 | &nbsp;&nbsp; $189746 |
|  | Zuger Kantonalbank | 31 | &nbsp;&nbsp; 326372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zurich Insurance <br> Group AG<br>| 6584 | &nbsp;&nbsp; 4490987 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp; 99079612 |
| UNITED KINGDOM — (10.2%) | UNITED KINGDOM — (10.2%) | UNITED KINGDOM — (10.2%) | UNITED KINGDOM — (10.2%) |
|  | 3i Group PLC | 33790 | &nbsp;&nbsp; 1846357 |
|  | 4imprint Group PLC | 6566 | &nbsp;&nbsp; 311009 |
|  | Aberdeen Group PLC | 440912 | &nbsp;&nbsp; 1163449 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Accesso Technology <br> Group PLC<br>| 4676 | &nbsp;&nbsp; 27639 |
|  | Admiral Group PLC | 36493 | &nbsp;&nbsp; 1644976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Medical <br> Solutions Group <br> PLC<br>| 34292 | &nbsp;&nbsp; 92013 |
|  | AG Barr PLC | 15668 | &nbsp;&nbsp; 142332 |
| Ω | Airtel Africa PLC | 251550 | &nbsp;&nbsp; 677165 |
|  | AJ Bell PLC | 77920 | &nbsp;&nbsp; 551873 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Alfa Financial <br> Software Holdings <br> PLC<br>| 31920 | &nbsp;&nbsp; 96345 |
|  | Antofagasta PLC | 16887 | &nbsp;&nbsp; 416461 |
| \* | AO World PLC | 47831 | &nbsp;&nbsp; 58674 |
|  | Ashmore Group PLC | 74485 | &nbsp;&nbsp; 171670 |
|  | Ashtead Group PLC | 41990 | &nbsp;&nbsp; 2805407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ashtead Technology <br> Holdings PLC<br>| 15389 | &nbsp;&nbsp; 68022 |
| #\* | ASOS PLC | 7854 | &nbsp;&nbsp; 32137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated British <br> Foods PLC<br>| 25627 | &nbsp;&nbsp; 742042 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Aston Martin Lagonda <br> Global Holdings <br> PLC<br>| 31099 | &nbsp;&nbsp; 28605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atalaya Mining <br> Copper SA<br>| 20382 | &nbsp;&nbsp; 122846 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Auction Technology <br> Group PLC<br>| 24889 | &nbsp;&nbsp; 161598 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Auto Trader Group <br> PLC<br>| 130087 | &nbsp;&nbsp; 1436133 |
|  | Aviva PLC | 221820 | &nbsp;&nbsp; 1895231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avon Technologies <br> PLC<br>| 4033 | &nbsp;&nbsp; 112502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B&M European Value <br> Retail SA<br>| 184370 | &nbsp;&nbsp; 544974 |
| Ω | Bakkavor Group PLC | 50956 | &nbsp;&nbsp; 157750 |
|  | Balfour Beatty PLC | 134293 | &nbsp;&nbsp; 959724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barclays PLC (BARC <br> LN)<br>| 464084 | &nbsp;&nbsp; 2268451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barclays PLC (BCS <br> US), Sponsored <br> ADR<br>| 175307 | &nbsp;&nbsp; 3439523 |
|  | Barratt Redrow PLC | 345117 | &nbsp;&nbsp; 1699511 |
|  | Beazley PLC | 174013 | &nbsp;&nbsp; 2050347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Begbies Traynor <br> Group PLC<br>| 24378 | &nbsp;&nbsp; 38586 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Bellway PLC | 33644 | &nbsp;&nbsp; $1101100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berkeley Group <br> Holdings PLC<br>| 17879 | &nbsp;&nbsp; 859823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bloomsbury <br> Publishing PLC<br>| 22292 | &nbsp;&nbsp; 140620 |
|  | Bodycote PLC | 33083 | &nbsp;&nbsp; 277681 |
| #\* | boohoo Group PLC | 137849 | &nbsp;&nbsp; 31576 |
|  | Braemar PLC | 6415 | &nbsp;&nbsp; 21217 |
|  | Breedon Group PLC | 32797 | &nbsp;&nbsp; 156345 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Bridgepoint Group <br> PLC<br>| 8238 | &nbsp;&nbsp; 35516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brooks Macdonald <br> Group PLC<br>| 872 | &nbsp;&nbsp; 20787 |
|  | BT Group PLC | 1292268 | &nbsp;&nbsp; 3529231 |
|  | Bunzl PLC | 17110 | &nbsp;&nbsp; 507781 |
| \* | Burberry Group PLC | 81437 | &nbsp;&nbsp; 1381406 |
|  | Burford Capital Ltd. | 47140 | &nbsp;&nbsp; 598027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bytes Technology <br> Group PLC (BYIT <br> LN)<br>| 45022 | &nbsp;&nbsp; 217236 |
|  | Capital Ltd. | 29183 | &nbsp;&nbsp; 36293 |
|  | Card Factory PLC | 43418 | &nbsp;&nbsp; 58442 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Carnival PLC (CCL <br> LN)<br>| 3859 | &nbsp;&nbsp; 105007 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Carnival PLC (CUK <br> US), ADR<br>| 8246 | &nbsp;&nbsp; 224291 |
|  | Carr's Group PLC | 4717 | &nbsp;&nbsp; 8999 |
|  | Castings PLC | 2310 | &nbsp;&nbsp; 8728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Asia Metals <br> PLC<br>| 30672 | &nbsp;&nbsp; 59289 |
|  | Centrica PLC | 1068091 | &nbsp;&nbsp; 2321766 |
|  | Chesnara PLC | 58431 | &nbsp;&nbsp; 203365 |
|  | Clarkson PLC | 3948 | &nbsp;&nbsp; 179769 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Close Brothers Group <br> PLC<br>| 42325 | &nbsp;&nbsp; 224939 |
| Ω | CMC Markets PLC | 18203 | &nbsp;&nbsp; 54561 |
|  | Coats Group PLC | 388610 | &nbsp;&nbsp; 379033 |
|  | Coca-Cola HBC AG | 17810 | &nbsp;&nbsp; 925625 |
|  | Compass Group PLC | 74184 | &nbsp;&nbsp; 2606778 |
|  | Computacenter PLC | 17708 | &nbsp;&nbsp; 535209 |
| Ω | ConvaTec Group PLC | 141103 | &nbsp;&nbsp; 434742 |
|  | Costain Group PLC | 22950 | &nbsp;&nbsp; 49667 |
|  | Cranswick PLC | 9992 | &nbsp;&nbsp; 699770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crest Nicholson <br> Holdings PLC<br>| 74562 | &nbsp;&nbsp; 179465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Croda International <br> PLC<br>| 10799 | &nbsp;&nbsp; 371669 |
| \* | Currys PLC | 290256 | &nbsp;&nbsp; 431924 |
|  | CVS Group PLC | 14007 | &nbsp;&nbsp; 226752 |
| \* | DFS Furniture PLC | 55921 | &nbsp;&nbsp; 117905 |
|  | Diploma PLC | 9369 | &nbsp;&nbsp; 663231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DiscoverIE Group <br> PLC<br>| 8978 | &nbsp;&nbsp; 81808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Domino's Pizza Group <br> PLC<br>| 64091 | &nbsp;&nbsp; 202874 |
|  | dotdigital group PLC | 33650 | &nbsp;&nbsp; 32104 |
|  | Dr. Martens PLC | 66959 | &nbsp;&nbsp; 71425 |
|  | Drax Group PLC | 119759 | &nbsp;&nbsp; 1118494 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Dunelm Group PLC | 34537 | &nbsp;&nbsp; $554021 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EKF Diagnostics <br> Holdings PLC<br>| 13523 | &nbsp;&nbsp; 5509 |
|  | Elementis PLC | 108723 | &nbsp;&nbsp; 248786 |
|  | Essentra PLC | 53346 | &nbsp;&nbsp; 73620 |
|  | Experian PLC | 76550 | &nbsp;&nbsp; 4033475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FDM Group Holdings <br> PLC<br>| 19916 | &nbsp;&nbsp; 31945 |
|  | Firstgroup PLC | 198102 | &nbsp;&nbsp; 589410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foresight Group <br> Holdings Ltd.<br>| 16411 | &nbsp;&nbsp; 100117 |
| Ω | Forterra PLC | 37307 | &nbsp;&nbsp; 98920 |
|  | Foxtons Group PLC | 50062 | &nbsp;&nbsp; 38665 |
| \* | Frasers Group PLC | 15161 | &nbsp;&nbsp; 137268 |
|  | Fresnillo PLC | 48455 | &nbsp;&nbsp; 893446 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Frontier Developments <br> PLC<br>| 3603 | &nbsp;&nbsp; 17552 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Funding Circle <br> Holdings PLC<br>| 45305 | &nbsp;&nbsp; 80675 |
|  | Future PLC | 23973 | &nbsp;&nbsp; 224210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galliford Try Holdings <br> PLC<br>| 17681 | &nbsp;&nbsp; 101993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Games Workshop <br> Group PLC<br>| 8873 | &nbsp;&nbsp; 1901148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gamma <br> Communications <br> PLC<br>| 10673 | &nbsp;&nbsp; 153176 |
|  | Genuit Group PLC | 50156 | &nbsp;&nbsp; 257627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gooch & Housego <br> PLC<br>| 5339 | &nbsp;&nbsp; 42641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grafton Group PLC, <br> CDI<br>| 46628 | &nbsp;&nbsp; 546636 |
|  | Grainger PLC | 175258 | &nbsp;&nbsp; 473823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group <br> PLC<br>| 106578 | &nbsp;&nbsp; 361856 |
|  | Greggs PLC | 26711 | &nbsp;&nbsp; 555442 |
| \* | Griffin Mining Ltd. | 5807 | &nbsp;&nbsp; 14118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Marine Services <br> PLC<br>| 47365 | &nbsp;&nbsp; 12839 |
| \*Ω | Gym Group PLC | 37644 | &nbsp;&nbsp; 73031 |
|  | H&T Group PLC | 5751 | &nbsp;&nbsp; 49075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haleon PLC (HLN <br> LN)<br>| 475086 | &nbsp;&nbsp; 2228471 |
|  | Halfords Group PLC | 46392 | &nbsp;&nbsp; 87961 |
|  | Halma PLC | 12564 | &nbsp;&nbsp; 537595 |
|  | Harworth Group PLC | 29008 | &nbsp;&nbsp; 72243 |
|  | Hays PLC | 252714 | &nbsp;&nbsp; 212431 |
| \* | Headlam Group PLC | 17304 | &nbsp;&nbsp; 18753 |
|  | Helical PLC | 27082 | &nbsp;&nbsp; 80886 |
| \* | Helios Towers PLC | 178785 | &nbsp;&nbsp; 280242 |
|  | Henry Boot PLC | 23100 | &nbsp;&nbsp; 70012 |
|  | Hill & Smith PLC | 11986 | &nbsp;&nbsp; 322600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hilton Food Group <br> PLC<br>| 18764 | &nbsp;&nbsp; 210376 |
|  | Hiscox Ltd. | 61121 | &nbsp;&nbsp; 1040598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hochschild Mining <br> PLC<br>| 105328 | &nbsp;&nbsp; 387088 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hollywood Bowl <br> Group PLC<br>| 44958 | &nbsp;&nbsp; $145946 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hostelworld Group <br> PLC<br>| 14765 | &nbsp;&nbsp; 22897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Howden Joinery <br> Group PLC<br>| 156022 | &nbsp;&nbsp; 1806199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HSBC Holdings PLC <br> (HSBA LN)<br>| 120743 | &nbsp;&nbsp; 1471008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HSBC Holdings PLC <br> (HSBC US), <br> Sponsored ADR<br>| 149245 | &nbsp;&nbsp; 9148718 |
|  | Hunting PLC | 37563 | &nbsp;&nbsp; 155908 |
| Ω | Ibstock PLC | 66148 | &nbsp;&nbsp; 130945 |
|  | ICG PLC | 32619 | &nbsp;&nbsp; 933975 |
| # | IDOX PLC | 36520 | &nbsp;&nbsp; 29878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IG Group Holdings <br> PLC<br>| 65396 | &nbsp;&nbsp; 973799 |
|  | IMI PLC | 58131 | &nbsp;&nbsp; 1698300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Impax Asset <br> Management Group <br> PLC<br>| 16741 | &nbsp;&nbsp; 43731 |
|  | Inchcape PLC | 94463 | &nbsp;&nbsp; 874242 |
| \* | Indivior PLC | 18867 | &nbsp;&nbsp; 381121 |
|  | Informa PLC | 118031 | &nbsp;&nbsp; 1349692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IntegraFin Holdings <br> PLC<br>| 26815 | &nbsp;&nbsp; 126956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; InterContinental <br> Hotels Group PLC <br> (IHG LN)<br>| 4909 | &nbsp;&nbsp; 564729 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; InterContinental <br> Hotels Group PLC <br> (IHG US), ADR<br>| 6252 | &nbsp;&nbsp; 726211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Personal <br> Finance PLC<br>| 63898 | &nbsp;&nbsp; 177970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Workplace Group <br> PLC<br>| 184878 | &nbsp;&nbsp; 539423 |
|  | Intertek Group PLC | 23316 | &nbsp;&nbsp; 1516006 |
|  | Investec PLC | 104259 | &nbsp;&nbsp; 771189 |
| \* | IP Group PLC | 256501 | &nbsp;&nbsp; 189379 |
| #\* | IQE PLC | 161132 | &nbsp;&nbsp; 20368 |
|  | ITV PLC | 637489 | &nbsp;&nbsp; 691478 |
|  | J Sainsbury PLC | 365741 | &nbsp;&nbsp; 1462449 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; James Fisher & Sons <br> PLC<br>| 11386 | &nbsp;&nbsp; 55580 |
| # | James Halstead PLC | 43065 | &nbsp;&nbsp; 83563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JD Sports Fashion <br> PLC<br>| 545268 | &nbsp;&nbsp; 612056 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; John Wood Group <br> PLC<br>| 128717 | &nbsp;&nbsp; 31346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Matthey <br> PLC<br>| 36422 | &nbsp;&nbsp; 848659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Service <br> Group PLC<br>| 108229 | &nbsp;&nbsp; 201487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jupiter Fund <br> Management PLC<br>| 134713 | &nbsp;&nbsp; 229014 |
|  | Just Group PLC | 269908 | &nbsp;&nbsp; 750640 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Kainos Group PLC | 11846 | &nbsp;&nbsp; $115586 |
|  | Keller Group PLC | 20496 | &nbsp;&nbsp; 357993 |
|  | Kier Group PLC | 108444 | &nbsp;&nbsp; 283484 |
|  | Kingfisher PLC | 415797 | &nbsp;&nbsp; 1478492 |
|  | Kitwave Group PLC | 12461 | &nbsp;&nbsp; 40283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Knights Group <br> Holdings PLC<br>| 7775 | &nbsp;&nbsp; 17628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lancashire Holdings <br> Ltd.<br>| 50175 | &nbsp;&nbsp; 414326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Legal & General <br> Group PLC<br>| 506993 | &nbsp;&nbsp; 1715190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lion Finance Group <br> PLC<br>| 10210 | &nbsp;&nbsp; 1023596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liontrust Asset <br> Management PLC<br>| 5711 | &nbsp;&nbsp; 26804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group <br> PLC (LLOY LN)<br>| 3778142 | &nbsp;&nbsp; 3874287 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group <br> PLC (LYG US), <br> ADR<br>| 27731 | &nbsp;&nbsp; 117025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; London Investment <br> Group PLC<br>| 4016 | &nbsp;&nbsp; 18843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; London Stock <br> Exchange Group <br> PLC<br>| 5724 | &nbsp;&nbsp; 697760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LSL Property Services <br> PLC<br>| 22137 | &nbsp;&nbsp; 86720 |
| Ω | Luceco PLC | 10473 | &nbsp;&nbsp; 17696 |
|  | M&C Saatchi PLC | 5513 | &nbsp;&nbsp; 13354 |
|  | M&G PLC | 384248 | &nbsp;&nbsp; 1322541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macfarlane Group <br> PLC<br>| 21157 | &nbsp;&nbsp; 27709 |
|  | Man Group PLC | 248872 | &nbsp;&nbsp; 540486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marks & Spencer <br> Group PLC<br>| 366116 | &nbsp;&nbsp; 1681419 |
|  | Marshalls PLC | 52364 | &nbsp;&nbsp; 142880 |
| \* | McBride PLC | 39844 | &nbsp;&nbsp; 65367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Me Group <br> International PLC<br>| 60797 | &nbsp;&nbsp; 178148 |
|  | Mears Group PLC | 24505 | &nbsp;&nbsp; 126065 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Metro Bank Holdings <br> PLC<br>| 28971 | &nbsp;&nbsp; 49300 |
| # | Midwich Group PLC | 9638 | &nbsp;&nbsp; 29081 |
|  | MJ Gleeson PLC | 11133 | &nbsp;&nbsp; 53091 |
|  | Mondi PLC | 58658 | &nbsp;&nbsp; 792959 |
|  | MONY Group PLC | 120942 | &nbsp;&nbsp; 319987 |
|  | Moonpig Group PLC | 51428 | &nbsp;&nbsp; 145372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Advanced <br> Materials PLC<br>| 65417 | &nbsp;&nbsp; 200142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Sindall Group <br> PLC<br>| 11670 | &nbsp;&nbsp; 708009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mortgage Advice <br> Bureau Holdings <br> Ltd.<br>| 8214 | &nbsp;&nbsp; 87576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mountview Estates <br> PLC<br>| 2 | &nbsp;&nbsp; 259 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MP Evans Group <br> PLC<br>| 4197 | &nbsp;&nbsp; $73630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Grid PLC <br> (NG LN)<br>| 14433 | &nbsp;&nbsp; 202814 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; National Grid PLC <br> (NGG US), <br> Sponsored ADR<br>| 19323 | &nbsp;&nbsp; 1360146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NatWest Group PLC <br> (NWG LN)<br>| 398387 | &nbsp;&nbsp; 2765434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NatWest Group PLC <br> (NWG US), <br> Sponsored ADR<br>| 52827 | &nbsp;&nbsp; 738521 |
|  | NCC Group PLC | 57605 | &nbsp;&nbsp; 114278 |
|  | Next 15 Group PLC | 15000 | &nbsp;&nbsp; 55564 |
|  | Next PLC | 10162 | &nbsp;&nbsp; 1649506 |
|  | Ninety One PLC | 76396 | &nbsp;&nbsp; 189325 |
|  | Norcros PLC | 20097 | &nbsp;&nbsp; 77607 |
| \* | Ocado Group PLC | 69603 | &nbsp;&nbsp; 288474 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; On the Beach Group <br> PLC<br>| 23948 | &nbsp;&nbsp; 85248 |
|  | OSB Group PLC | 96574 | &nbsp;&nbsp; 706414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oxford Instruments <br> PLC<br>| 8305 | &nbsp;&nbsp; 198525 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oxford Nanopore <br> Technologies PLC<br>| 18419 | &nbsp;&nbsp; 49372 |
|  | Pagegroup PLC | 84717 | &nbsp;&nbsp; 296319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan African <br> Resources PLC<br>| 362737 | &nbsp;&nbsp; 254651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paragon Banking <br> Group PLC<br>| 54066 | &nbsp;&nbsp; 644763 |
|  | PayPoint PLC | 14847 | &nbsp;&nbsp; 141995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pearson PLC (PSON <br> LN)<br>| 48491 | &nbsp;&nbsp; 685709 |
|  | Pennon Group PLC | 59870 | &nbsp;&nbsp; 395526 |
|  | Persimmon PLC | 71552 | &nbsp;&nbsp; 1078914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pets at Home Group <br> PLC<br>| 97633 | &nbsp;&nbsp; 294093 |
|  | Pharos Energy PLC | 70803 | &nbsp;&nbsp; 20340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Group <br> Holdings PLC<br>| 60112 | &nbsp;&nbsp; 525684 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Spree <br> Deutschland Ltd.<br>| 11400 | &nbsp;&nbsp; 24435 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pinewood <br> Technologies Group <br> PLC<br>| 14060 | &nbsp;&nbsp; 89578 |
|  | Plus500 Ltd. | 23923 | &nbsp;&nbsp; 1061741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polar Capital Holdings <br> PLC<br>| 16061 | &nbsp;&nbsp; 100538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pollen Street Group <br> Ltd.<br>| 3449 | &nbsp;&nbsp; 38445 |
|  | Porvair PLC | 6060 | &nbsp;&nbsp; 59084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PPHE Hotel Group <br> Ltd.<br>| 2964 | &nbsp;&nbsp; 63768 |
|  | Premier Foods PLC | 243135 | &nbsp;&nbsp; 617925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prudential PLC (PRU <br> LN)<br>| 25140 | &nbsp;&nbsp; 318930 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prudential PLC (PUK <br> US), ADR<br>| 60156 | &nbsp;&nbsp; $1535181 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PureTech Health PLC <br> (PRTC LN)<br>| 33238 | &nbsp;&nbsp; 62716 |
|  | PZ Cussons PLC | 43309 | &nbsp;&nbsp; 40107 |
| Ω | Quilter PLC | 297906 | &nbsp;&nbsp; 665662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rathbones Group <br> PLC<br>| 8424 | &nbsp;&nbsp; 212370 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Raven Property Group <br> Ltd.<br>| 60364 | &nbsp;&nbsp; 0 |
|  | Reach PLC | 119446 | &nbsp;&nbsp; 109634 |
|  | Record PLC | 26576 | &nbsp;&nbsp; 19598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RELX PLC (RELX <br> US), Sponsored <br> ADR<br>| 68073 | &nbsp;&nbsp; 3532289 |
|  | RELX PLC (REN NA) | 22194 | &nbsp;&nbsp; 1152566 |
|  | Renew Holdings PLC | 13913 | &nbsp;&nbsp; 155365 |
|  | Renold PLC | 42813 | &nbsp;&nbsp; 45348 |
|  | Rentokil Initial PLC | 240171 | &nbsp;&nbsp; 1198080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rentokil Initial PLC, <br> Sponsored ADR<br>| 15794 | &nbsp;&nbsp; 391217 |
|  | RHI Magnesita NV | 3584 | &nbsp;&nbsp; 112841 |
|  | Rightmove PLC | 160939 | &nbsp;&nbsp; 1736771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rio Tinto PLC (RIO <br> LN)<br>| 30742 | &nbsp;&nbsp; 1830975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rio Tinto PLC (RIO <br> US), Sponsored <br> ADR<br>| 52545 | &nbsp;&nbsp; 3140615 |
|  | Robert Walters PLC | 14298 | &nbsp;&nbsp; 27045 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rockhopper <br> Exploration PLC<br>| 117661 | &nbsp;&nbsp; 120316 |
|  | Rotork PLC | 125868 | &nbsp;&nbsp; 539874 |
|  | RS Group PLC | 57181 | &nbsp;&nbsp; 420792 |
|  | RWS Holdings PLC | 51408 | &nbsp;&nbsp; 60775 |
|  | S&U PLC | 1297 | &nbsp;&nbsp; 31052 |
|  | S4 Capital PLC | 33714 | &nbsp;&nbsp; 10642 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Sabre Insurance <br> Group PLC<br>| 29207 | &nbsp;&nbsp; 58831 |
| \* | Saga PLC | 13975 | &nbsp;&nbsp; 32984 |
|  | Sage Group PLC | 81193 | &nbsp;&nbsp; 1303687 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Savannah Energy <br> PLC<br>| 17472 | &nbsp;&nbsp; 1661 |
|  | Savills PLC | 32429 | &nbsp;&nbsp; 418434 |
|  | Schroders PLC | 95897 | &nbsp;&nbsp; 492925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Secure Trust Bank <br> PLC<br>| 2756 | &nbsp;&nbsp; 36369 |
|  | Senior PLC | 65958 | &nbsp;&nbsp; 175766 |
|  | Severfield PLC | 80969 | &nbsp;&nbsp; 34108 |
|  | Severn Trent PLC | 29391 | &nbsp;&nbsp; 1030663 |
| \* | SIG PLC | 196538 | &nbsp;&nbsp; 36745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smith & Nephew PLC <br> (SN LN)<br>| 30741 | &nbsp;&nbsp; 469813 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Smith & Nephew PLC <br> (SNN US), <br> Sponsored ADR<br>| 8211 | &nbsp;&nbsp; 250928 |
|  | Smiths Group PLC | 26317 | &nbsp;&nbsp; 815200 |
|  | Smiths News PLC | 21046 | &nbsp;&nbsp; 15362 |
|  | Softcat PLC | 32923 | &nbsp;&nbsp; 708104 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| #\* | SolGold PLC | 134503 | &nbsp;&nbsp; $17689 |
|  | Spectris PLC | 10079 | &nbsp;&nbsp; 529245 |
|  | Speedy Hire PLC | 113980 | &nbsp;&nbsp; 47627 |
|  | Spirax Group PLC | 3305 | &nbsp;&nbsp; 276194 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Spirent <br> Communications <br> PLC<br>| 86201 | &nbsp;&nbsp; 221642 |
|  | SSE PLC | 92619 | &nbsp;&nbsp; 2270298 |
|  | SSP Group PLC | 192271 | &nbsp;&nbsp; 432093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; St. James's Place <br> PLC<br>| 104786 | &nbsp;&nbsp; 1803458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Chartered <br> PLC<br>| 221197 | &nbsp;&nbsp; 3965390 |
|  | SThree PLC | 29485 | &nbsp;&nbsp; 82236 |
| \* | Strix Group PLC | 15543 | &nbsp;&nbsp; 8635 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Studio Retail Group <br> PLC<br>| 18658 | &nbsp;&nbsp; 0 |
|  | STV Group PLC | 5073 | &nbsp;&nbsp; 8442 |
| \* | Synthomer PLC | 35129 | &nbsp;&nbsp; 37946 |
|  | Tate & Lyle PLC | 71967 | &nbsp;&nbsp; 508141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tatton Asset <br> Management PLC<br>| 6940 | &nbsp;&nbsp; 66842 |
|  | Taylor Wimpey PLC | 816757 | &nbsp;&nbsp; 1098934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TBC Bank Group <br> PLC<br>| 10223 | &nbsp;&nbsp; 653443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Team Internet Group <br> PLC<br>| 20844 | &nbsp;&nbsp; 16382 |
|  | Telecom Plus PLC | 16298 | &nbsp;&nbsp; 397069 |
|  | Tesco PLC | 738628 | &nbsp;&nbsp; 4149924 |
| #\* | THG PLC | 168226 | &nbsp;&nbsp; 67070 |
|  | Topps Tiles PLC | 31329 | &nbsp;&nbsp; 14997 |
|  | TP ICAP Group PLC | 206004 | &nbsp;&nbsp; 831595 |
| \*Ω | Trainline PLC | 68963 | &nbsp;&nbsp; 247639 |
|  | Travis Perkins PLC | 59847 | &nbsp;&nbsp; 428778 |
|  | Treatt PLC | 4919 | &nbsp;&nbsp; 13097 |
|  | Trifast PLC | 11101 | &nbsp;&nbsp; 12176 |
|  | TT Electronics PLC | 54356 | &nbsp;&nbsp; 69711 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC (UL <br> US), Sponsored <br> ADR<br>| 84997 | &nbsp;&nbsp; 4966375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Utilities Group <br> PLC<br>| 74450 | &nbsp;&nbsp; 1111378 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vanquis Banking <br> Group PLC<br>| 35341 | &nbsp;&nbsp; 45904 |
|  | Vertu Motors PLC | 95932 | &nbsp;&nbsp; 76773 |
|  | Vesuvius PLC | 49968 | &nbsp;&nbsp; 234457 |
|  | Victrex PLC | 7788 | &nbsp;&nbsp; 70505 |
| \* | Videndum PLC | 10334 | &nbsp;&nbsp; 15076 |
| \* | Vistry Group PLC | 99010 | &nbsp;&nbsp; 758815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group PLC <br> (VOD LN)<br>| 1751380 | &nbsp;&nbsp; 1898840 |
| # | Volex PLC | 16976 | &nbsp;&nbsp; 83295 |
|  | Volution Group PLC | 29044 | &nbsp;&nbsp; 257460 |
|  | Vp PLC | 2866 | &nbsp;&nbsp; 22660 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Watches of <br> Switzerland Group <br> PLC<br>| 24434 | &nbsp;&nbsp; 112374 |
| \* | Watkin Jones PLC | 35437 | &nbsp;&nbsp; 12109 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Weir Group PLC  | 24209 | &nbsp;&nbsp; $850484 |
|  | WH Smith PLC | 29668 | &nbsp;&nbsp; 400469 |
|  | Whitbread PLC | 26881 | &nbsp;&nbsp; 1079831 |
|  | Wickes Group PLC | 58784 | &nbsp;&nbsp; 171638 |
|  | Wilmington PLC | 1608 | &nbsp;&nbsp; 7205 |
| \* | Wise PLC, Class A | 15664 | &nbsp;&nbsp; 209255 |
|  | WPP PLC (WPP LN) | 40386 | &nbsp;&nbsp; 218665 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; WPP PLC (WPP US), <br> Sponsored ADR<br>| 15103 | &nbsp;&nbsp; 408989 |
| \* | Xaar PLC | 15586 | &nbsp;&nbsp; 25506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; XPS Pensions Group <br> PLC<br>| 39500 | &nbsp;&nbsp; 193069 |
|  | Zigup PLC | 63954 | &nbsp;&nbsp; 283063 |
|  | Zotefoams PLC | 3726 | &nbsp;&nbsp; 13648 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  | &nbsp;&nbsp; 180115465 |
| UNITED STATES — (0.1%) | UNITED STATES — (0.1%) | UNITED STATES — (0.1%) | UNITED STATES — (0.1%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ADTRAN Holdings, <br> Inc.<br>| 12232 | &nbsp;&nbsp; 113968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Paper <br> Co.<br>| 37330 | &nbsp;&nbsp; 1852410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smurfit WestRock <br> PLC<br>| 1908 | &nbsp;&nbsp; 84677 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp; 2051055 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 1677826528 |
| PREFERRED STOCKS — (0.5%) | PREFERRED STOCKS — (0.5%) | PREFERRED STOCKS — (0.5%) | PREFERRED STOCKS — (0.5%) |
| GERMANY — (0.5%) | GERMANY — (0.5%) | GERMANY — (0.5%) | GERMANY — (0.5%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bayerische Motoren <br> Werke AG, 5.636%<br>| 4875 | &nbsp;&nbsp; 426199 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Dr. Ing hc F Porsche <br> AG, 5.184%<br>| 10175 | &nbsp;&nbsp; 515938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Draegerwerk AG & <br> Co. KGaA, 2.896%<br>| 2387 | &nbsp;&nbsp; 190454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Einhell Germany AG, <br> 2.038%<br>| 1347 | &nbsp;&nbsp; 114342 |
| # | FUCHS SE, 2.921% | 18421 | &nbsp;&nbsp; 842950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henkel AG & Co. <br> KGaA, 3.029%<br>| 16428 | &nbsp;&nbsp; 1265927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jungheinrich AG, <br> 2.380%<br>| 13726 | &nbsp;&nbsp; 526229 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Porsche Automobil <br> Holding SE, <br> 5.422%<br>| 25637 | &nbsp;&nbsp; $1028917 |
|  | Sixt SE, 4.466% | 4703 | &nbsp;&nbsp; 327981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STO SE & Co. KGaA, <br> 2.674%<br>| 686 | &nbsp;&nbsp; 97670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen AG, <br> 6.912%<br>| 26009 | &nbsp;&nbsp; 2719649 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 8056256 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Galan Lithium Ltd. <br> Warrants<br>| 1931 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Silver Mines Ltd. <br> Warrants 06/17/26<br>| 4718 | &nbsp;&nbsp; 31 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Wiluna Mining Corp. <br> Ltd. Warrants<br>| 10550 | &nbsp;&nbsp; 258 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp; 289 |
| CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Constellation <br> Software, Inc. <br> Warrants <br> 03/31/2040<br>| 952 | &nbsp;&nbsp; 0 |
| ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Webuild SpA Warrants <br> 08/02/2030<br>| 1055 | &nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS |  | &nbsp;&nbsp; 289 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,123,896,740) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,123,896,740) |  | &nbsp;&nbsp; 1685883073 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (4.2%) | SECURITIES LENDING COLLATERAL — (4.2%) | SECURITIES LENDING COLLATERAL — (4.2%) | SECURITIES LENDING COLLATERAL — (4.2%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 6396356 | &nbsp;&nbsp; 73986648 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $1,197,882,491)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $1,197,882,491)^^ |  | &nbsp;&nbsp; $1759869721 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

As of July 31, 2025, the value of Rule 144A securities amounted to $39,556,068 or 2.3% 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; $89626 | &nbsp;&nbsp;&nbsp; $96478356 | &nbsp;&nbsp;&nbsp; $3616 | &nbsp;&nbsp;&nbsp; $96571598 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12386307 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12386307 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp;&nbsp; 508110 | &nbsp;&nbsp;&nbsp; 17571954 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 18080064 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; 195721121 | &nbsp;&nbsp;&nbsp; 31658 | &nbsp;&nbsp;&nbsp; 1468 | &nbsp;&nbsp;&nbsp; 195754247 |
| &nbsp;&nbsp;&nbsp;&nbsp; China | &nbsp;&nbsp;&nbsp; 492256 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 492256 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 26823292 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 26823292 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; 405234 | &nbsp;&nbsp;&nbsp; 31990365 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 32395599 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; 105636 | &nbsp;&nbsp;&nbsp; 122941816 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 123047452 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; 5213220 | &nbsp;&nbsp;&nbsp; 137313805 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 142527025 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 27929148 | &nbsp;&nbsp;&nbsp; 2297 | &nbsp;&nbsp;&nbsp; 27931445 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11641524 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11641524 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel | &nbsp;&nbsp;&nbsp; 762901 | &nbsp;&nbsp;&nbsp; 22774757 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 23537658 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp;&nbsp; 787029 | &nbsp;&nbsp;&nbsp; 62280938 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 63067967 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; 843750 | &nbsp;&nbsp;&nbsp; 392630543 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 393474293 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; 13335110 | &nbsp;&nbsp;&nbsp; 57481013 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 70816123 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5802289 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5802289 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; 10878 | &nbsp;&nbsp;&nbsp; 12090103 | &nbsp;&nbsp;&nbsp; 24065 | &nbsp;&nbsp;&nbsp; 12125046 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portugal | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8033254 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8033254 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 21228525 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 21228525 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 54562677 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 54562677 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; 14881 | &nbsp;&nbsp;&nbsp; 56266874 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 56281755 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; 8033123 | &nbsp;&nbsp;&nbsp; 91046489 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 99079612 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; 29980029 | &nbsp;&nbsp;&nbsp; 150135436 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 180115465 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; 84677 | &nbsp;&nbsp;&nbsp; 1966378 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2051055 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8056256 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8056256 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp; 258 | &nbsp;&nbsp;&nbsp; 289 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 73986648 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 73986648 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $256387581 | &nbsp;&nbsp;&nbsp; $1503450436 | &nbsp;&nbsp;&nbsp; $31,704˂˃ | &nbsp;&nbsp;&nbsp; $1759869721 |

---

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

---

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

---

------

**Global Social Core Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (62.5%) | DOMESTIC EQUITIES — (62.5%) | DOMESTIC EQUITIES — (62.5%) |
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 1542535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $47510071 |
| INTERNATIONAL EQUITIES — (37.5%) | INTERNATIONAL EQUITIES — (37.5%) | INTERNATIONAL EQUITIES — (37.5%) |
| International Social Core Equity Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 1084888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18703474 |
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 587649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9807857 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28511331 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $54,016,590) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $54,016,590) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $76021402 |
| 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 $36,899) | &nbsp;&nbsp;&nbsp;&nbsp; 36899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36899 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $54,053,489)^^ | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $54,053,489)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $76058301 |

---

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; $76021402 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $76021402 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 36899 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 36899 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $76058301 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $76058301 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (98.8%) | COMMON STOCKS — (98.8%) | COMMON STOCKS — (98.8%) | COMMON STOCKS — (98.8%) |
| BRAZIL — (2.4%) | BRAZIL — (2.4%) | BRAZIL — (2.4%) | BRAZIL — (2.4%) |
|  | Allied Tecnologia SA | 36037 | &nbsp;&nbsp; $44471 |
|  | Allos SA | 76700 | &nbsp;&nbsp; 291894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alupar Investimento <br> SA<br>| 54348 | &nbsp;&nbsp; 286320 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ambipar Participacoes <br> e Empreendimentos <br> SA<br>| 4100 | &nbsp;&nbsp; 95816 |
|  | Anima Holding SA | 93723 | &nbsp;&nbsp; 60925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Armac Locacao <br> Logistica E Servicos <br> SA<br>| 12200 | &nbsp;&nbsp; 7713 |
|  | Auren Energia SA | 38153 | &nbsp;&nbsp; 63162 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Automob <br> Participacoes SA<br>| 2394 | &nbsp;&nbsp; 4746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B3 SA - Brasil Bolsa <br> Balcao<br>| 505822 | &nbsp;&nbsp; 1136384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bradesco SA <br> (BBDC3 BZ)<br>| 149904 | &nbsp;&nbsp; 358728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco BTG Pactual <br> SA<br>| 57830 | &nbsp;&nbsp; 404120 |
|  | Banco do Brasil SA | 154564 | &nbsp;&nbsp; 543778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Santander <br> Brasil SA<br>| 244025 | &nbsp;&nbsp; 1151803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BB Seguridade <br> Participacoes SA<br>| 111644 | &nbsp;&nbsp; 671912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bemobi Mobile Tech <br> SA<br>| 17900 | &nbsp;&nbsp; 65180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boa Safra Sementes <br> SA<br>| 14576 | &nbsp;&nbsp; 26968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BR Advisory Partners <br> Participacoes SA<br>| 32800 | &nbsp;&nbsp; 91086 |
|  | BRF SA | 137986 | &nbsp;&nbsp; 494079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brisanet Servicos de <br> Telecomunicacoes <br> SA<br>| 71878 | &nbsp;&nbsp; 33760 |
|  | C&A Modas SA | 66500 | &nbsp;&nbsp; 195597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caixa Seguridade <br> Participacoes SA<br>| 14598 | &nbsp;&nbsp; 35924 |
|  | Camil Alimentos SA | 28423 | &nbsp;&nbsp; 23045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Centrais Eletricas <br> Brasileiras SA<br>| 120193 | &nbsp;&nbsp; 811583 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cia Brasileira de <br> Aluminio<br>| 71133 | &nbsp;&nbsp; 59452 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cia Brasileira de <br> Distribuicao<br>| 156777 | &nbsp;&nbsp; 98553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia de Saneamento <br> Basico do Estado <br> de Sao Paulo <br> SABESP (SBSP3 <br> BZ)<br>| 48336 | &nbsp;&nbsp; 934945 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia de Saneamento <br> de Minas Gerais <br> Copasa MG<br>| 65721 | &nbsp;&nbsp; $303515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia De Sanena Do <br> Parana (SAPR11 <br> BZ)<br>| 104709 | &nbsp;&nbsp; 637654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia De Sanena Do <br> Parana (SAPR3 <br> BZ)<br>| 56200 | &nbsp;&nbsp; 76579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Energetica de <br> Minas Gerais <br> (CMIG3 BZ)<br>| 71430 | &nbsp;&nbsp; 187774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Paranaense de <br> Energia - Copel<br>| 136245 | &nbsp;&nbsp; 268619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Siderurgica <br> Nacional SA <br> (CSNA3 BZ)<br>| 198667 | &nbsp;&nbsp; 284542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Siderurgica <br> Nacional SA (SID <br> US), Sponsored <br> ADR<br>| 94125 | &nbsp;&nbsp; 136481 |
|  | Cogna Educacao SA | 693514 | &nbsp;&nbsp; 341831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Construtora Tenda <br> SA<br>| 18300 | &nbsp;&nbsp; 69611 |
| \* | Cosan SA | 78895 | &nbsp;&nbsp; 83551 |
|  | CPFL Energia SA | 32700 | &nbsp;&nbsp; 221385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cruzeiro do Sul <br> Educacional SA<br>| 101200 | &nbsp;&nbsp; 91630 |
|  | CSU Digital SA | 10300 | &nbsp;&nbsp; 32540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cury Construtora e <br> Incorporadora SA<br>| 53211 | &nbsp;&nbsp; 279760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cyrela Brazil Realty <br> SA <br> Empreendimentos e <br> Participacoes<br>| 130478 | &nbsp;&nbsp; 571353 |
| Ω | Desktop SA | 34200 | &nbsp;&nbsp; 50205 |
|  | Dexco SA | 134824 | &nbsp;&nbsp; 136039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dimed SA <br> Distribuidora da <br> Medicamentos<br>| 35229 | &nbsp;&nbsp; 57252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Direcional Engenharia <br> SA<br>| 32030 | &nbsp;&nbsp; 223027 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EcoRodovias <br> Infraestrutura e <br> Logistica SA<br>| 72305 | &nbsp;&nbsp; 87031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Embraer SA (EMBR3 <br> BZ)<br>| 293644 | &nbsp;&nbsp; 4229862 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Embraer SA (ERJ <br> US), Sponsored <br> ADR<br>| 16322 | &nbsp;&nbsp; 939821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empreendimentos <br> Pague Menos SA<br>| 131619 | &nbsp;&nbsp; 92376 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Energisa SA | 74717 | &nbsp;&nbsp; $609259 |
| \* | Eneva SA | 156175 | &nbsp;&nbsp; 375129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Engie Brasil Energia <br> SA<br>| 35211 | &nbsp;&nbsp; 251087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Equatorial Energia <br> SA<br>| 190316 | &nbsp;&nbsp; 1157962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Even Construtora e <br> Incorporadora SA<br>| 50000 | &nbsp;&nbsp; 62059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ez Tec <br> Empreendimentos e <br> Participacoes SA<br>| 50000 | &nbsp;&nbsp; 122599 |
|  | Fleury SA | 99053 | &nbsp;&nbsp; 253843 |
|  | Fras-Le SA | 17391 | &nbsp;&nbsp; 73328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gerdau SA, <br> Sponsored ADR<br>| 135564 | &nbsp;&nbsp; 401269 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; GPS Participacoes e <br> Empreendimentos <br> SA<br>| 63460 | &nbsp;&nbsp; 160476 |
|  | Grendene SA | 103933 | &nbsp;&nbsp; 93547 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Casas Bahia <br> SA<br>| 33407 | &nbsp;&nbsp; 18494 |
|  | Grupo Mateus SA | 134741 | &nbsp;&nbsp; 176381 |
|  | Grupo SBF SA | 65482 | &nbsp;&nbsp; 128519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guararapes <br> Confeccoes SA<br>| 48436 | &nbsp;&nbsp; 66864 |
|  | Iochpe Maxion SA | 67079 | &nbsp;&nbsp; 174659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Irani Papel e <br> Embalagem SA<br>| 36500 | &nbsp;&nbsp; 48627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IRB-Brasil Resseguros <br> SA<br>| 41517 | &nbsp;&nbsp; 337355 |
|  | Jalles Machado SA | 58932 | &nbsp;&nbsp; 35783 |
| \* | JBS NV, BDR | 79724 | &nbsp;&nbsp; 1094727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JHSF Participacoes <br> SA<br>| 181166 | &nbsp;&nbsp; 166621 |
|  | JSL SA | 38756 | &nbsp;&nbsp; 36198 |
|  | Kepler Weber SA | 65832 | &nbsp;&nbsp; 82532 |
|  | Klabin SA | 255110 | &nbsp;&nbsp; 847398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lavvi <br> Empreendimentos <br> Imobiliarios SA<br>| 21000 | &nbsp;&nbsp; 46016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Localiza Rent a Car <br> SA<br>| 111020 | &nbsp;&nbsp; 686595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LOG Commercial <br> Properties e <br> Participacoes SA<br>| 15776 | &nbsp;&nbsp; 59249 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Log-in Logistica <br> Intermodal SA<br>| 8233 | &nbsp;&nbsp; 37507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lojas Quero-Quero <br> SA<br>| 81511 | &nbsp;&nbsp; 35227 |
|  | Lojas Renner SA | 413067 | &nbsp;&nbsp; 1200204 |
| Ω | LWSA SA | 130077 | &nbsp;&nbsp; 87809 |
|  | M Dias Branco SA | 16498 | &nbsp;&nbsp; 71625 |
|  | Magazine Luiza SA | 83930 | &nbsp;&nbsp; 105820 |
|  | Mahle Metal Leve SA | 16000 | &nbsp;&nbsp; 81692 |
|  | Marcopolo SA | 64423 | &nbsp;&nbsp; 76508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marfrig Global Foods <br> SA<br>| 123240 | &nbsp;&nbsp; 468790 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melnick Even <br> Desenvolvimento <br> Imobiliario SA<br>| 48100 | &nbsp;&nbsp; $28261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mills Locacao <br> Servicos e Logistica <br> SA<br>| 48740 | &nbsp;&nbsp; 97923 |
| \* | Minerva SA | 17861 | &nbsp;&nbsp; 15757 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Mitre Realty <br> Empreendimentos E <br> Participacoes LTDA<br>| 14672 | &nbsp;&nbsp; 9695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motiva Infraestrutura <br> de Mobilidade SA<br>| 234983 | &nbsp;&nbsp; 516584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Moura Dubeux <br> Engenharia SA<br>| 34692 | &nbsp;&nbsp; 140080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Movida Participacoes <br> SA<br>| 83573 | &nbsp;&nbsp; 92535 |
|  | MPM Corporeos SA | 18717 | &nbsp;&nbsp; 3443 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MRV Engenharia e <br> Participacoes SA<br>| 134280 | &nbsp;&nbsp; 142684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Multiplan <br> Empreendimentos <br> Imobiliarios SA<br>| 74420 | &nbsp;&nbsp; 336246 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Natura Cosmeticos <br> SA<br>| 257208 | &nbsp;&nbsp; 414781 |
|  | Neoenergia SA | 48449 | &nbsp;&nbsp; 212068 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oceanpact Servicos <br> Maritimos SA<br>| 50600 | &nbsp;&nbsp; 55032 |
|  | Odontoprev SA | 107745 | &nbsp;&nbsp; 231093 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oncoclinicas do Brasil <br> Servicos Medicos <br> SA<br>| 63964 | &nbsp;&nbsp; 62256 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orizon Valorizacao de <br> Residuos SA<br>| 9587 | &nbsp;&nbsp; 82130 |
| \* | PBG SA | 13100 | &nbsp;&nbsp; 9475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pet Center Comercio <br> e Participacoes SA<br>| 40398 | &nbsp;&nbsp; 28569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Plano & Plano <br> Desenvolvimento <br> Imobiliario SA<br>| 23638 | &nbsp;&nbsp; 54878 |
|  | Porto Seguro SA | 59382 | &nbsp;&nbsp; 550282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Positivo Tecnologia <br> SA<br>| 41500 | &nbsp;&nbsp; 29423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Priner Servicos <br> Industriais SA<br>| 9917 | &nbsp;&nbsp; 27150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Profarma Distribuidora <br> de Produtos <br> Farmaceuticos SA<br>| 17600 | &nbsp;&nbsp; 23290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qualicorp Consultoria <br> e Corretora de <br> Seguros SA<br>| 114500 | &nbsp;&nbsp; 33330 |
|  | Raia Drogasil SA | 145981 | &nbsp;&nbsp; 351165 |
|  | Romi SA | 23611 | &nbsp;&nbsp; 33648 |
|  | Rumo SA | 71857 | &nbsp;&nbsp; 212254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Santos Brasil <br> Participacoes SA<br>| 160288 | &nbsp;&nbsp; 399321 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sao Carlos <br> Empreendimentos e <br> Participacoes SA<br>| 8500 | &nbsp;&nbsp; $28083 |
|  | Sao Martinho SA | 64495 | &nbsp;&nbsp; 199720 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sendas Distribuidora <br> SA (ASAI US), <br> ADR<br>| 3275 | &nbsp;&nbsp; 27510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sendas Distribuidora <br> SA (ASAI3 BZ)<br>| 347064 | &nbsp;&nbsp; 583238 |
| Ω | Ser Educacional SA | 46200 | &nbsp;&nbsp; 65263 |
| \* | Serena Energia SA | 69099 | &nbsp;&nbsp; 146230 |
|  | Simpar SA | 116749 | &nbsp;&nbsp; 89445 |
|  | SLC Agricola SA | 61353 | &nbsp;&nbsp; 200838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smartfit Escola de <br> Ginastica e Danca <br> SA<br>| 90466 | &nbsp;&nbsp; 334751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzano SA (SUZB3 <br> BZ)<br>| 176604 | &nbsp;&nbsp; 1644757 |
|  | SYN prop e tech SA | 18318 | &nbsp;&nbsp; 22245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tegma Gestao <br> Logistica SA<br>| 15888 | &nbsp;&nbsp; 103394 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Telefonica Brasil SA <br> (VIV US), ADR<br>| 9148 | &nbsp;&nbsp; 102641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telefonica Brasil SA <br> (VIVT3 BZ)<br>| 61280 | &nbsp;&nbsp; 344509 |
|  | TIM SA | 175400 | &nbsp;&nbsp; 648719 |
|  | TOTVS SA | 33870 | &nbsp;&nbsp; 263784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transmissora Alianca <br> de Energia Eletrica <br> SA<br>| 113353 | &nbsp;&nbsp; 675314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tres Tentos <br> Agroindustrial SA<br>| 50274 | &nbsp;&nbsp; 122373 |
|  | Trisul SA | 36300 | &nbsp;&nbsp; 40257 |
|  | Tupy SA | 18025 | &nbsp;&nbsp; 51858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ultrapar Participacoes <br> SA (UGPA3 BZ)<br>| 233946 | &nbsp;&nbsp; 717353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unifique <br> Telecomunicacoes <br> SA<br>| 60533 | &nbsp;&nbsp; 40539 |
|  | Unipar Carbocloro SA | 8007 | &nbsp;&nbsp; 71497 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Usinas Siderurgicas <br> de Minas Gerais SA <br> Usiminas<br>| 33890 | &nbsp;&nbsp; 27901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valid Solucoes e <br> Servicos de <br> Seguranca em <br> Meios de <br> Pagamento e <br> Identificacao SA<br>| 44392 | &nbsp;&nbsp; 174570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vamos Locacao de <br> Caminhoes <br> Maquinas e <br> Equipamentos SA<br>| 103999 | &nbsp;&nbsp; 71319 |
|  | Vibra Energia SA | 413240 | &nbsp;&nbsp; 1565272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vivara Participacoes <br> SA<br>| 42200 | &nbsp;&nbsp; 191573 |
|  | Vulcabras SA | 19619 | &nbsp;&nbsp; 65939 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | WEG SA | 133008 | &nbsp;&nbsp; $881486 |
|  | Wilson Sons SA | 88236 | &nbsp;&nbsp; 278911 |
|  | Wiz Co. | 40564 | &nbsp;&nbsp; 54476 |
|  | XP, Inc., BDR | 1810 | &nbsp;&nbsp; 29293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YDUQS Participacoes <br> SA<br>| 118206 | &nbsp;&nbsp; 273162 |
| \* | Zamp SA | 104769 | &nbsp;&nbsp; 65299 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp; 41523012 |
| CHILE — (0.5%) | CHILE — (0.5%) | CHILE — (0.5%) | CHILE — (0.5%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Administradora de <br> Fondos de <br> Pensiones Habitat <br> SA<br>| 9275 | &nbsp;&nbsp; 10185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aguas Andinas SA, <br> Class A<br>| 732894 | &nbsp;&nbsp; 241206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco de Chile (BCH <br> US), ADR<br>| 21299 | &nbsp;&nbsp; 581896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco de Chile <br> (CHILE CI)<br>| 282034 | &nbsp;&nbsp; 38851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco de Credito e <br> Inversiones SA<br>| 10680 | &nbsp;&nbsp; 423858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Santander <br> Chile (BSAC US), <br> ADR<br>| 4755 | &nbsp;&nbsp; 109413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Santander <br> Chile (BSAN CI)<br>| 3875177 | &nbsp;&nbsp; 223838 |
|  | Besalco SA | 205938 | &nbsp;&nbsp; 173625 |
|  | Bicecorp SA | 567450 | &nbsp;&nbsp; 155922 |
|  | Camanchaca SA | 88516 | &nbsp;&nbsp; 4672 |
| \* | CAP SA | 16180 | &nbsp;&nbsp; 77023 |
|  | Cencosud SA | 157315 | &nbsp;&nbsp; 473913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cencosud Shopping <br> SA<br>| 80784 | &nbsp;&nbsp; 157812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Sud Americana de <br> Vapores SA<br>| 4165340 | &nbsp;&nbsp; 210492 |
|  | Colbun SA | 1485053 | &nbsp;&nbsp; 219839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Embotelladora Andina <br> SA, ADR, Class B<br>| 15059 | &nbsp;&nbsp; 345152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empresa Nacional de <br> Telecomunicaciones <br> SA<br>| 92476 | &nbsp;&nbsp; 303857 |
|  | Empresas CMPC SA | 180871 | &nbsp;&nbsp; 254790 |
|  | Empresas Copec SA | 62885 | &nbsp;&nbsp; 416320 |
|  | Empresas Lipigas SA | 1910 | &nbsp;&nbsp; 9485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enel Americas SA <br> (ENELAM CI)<br>| 1814710 | &nbsp;&nbsp; 180984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enel Chile SA <br> (ENELCHIL CI)<br>| 3169581 | &nbsp;&nbsp; 203026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Engie Energia Chile <br> SA<br>| 133161 | &nbsp;&nbsp; 162787 |
|  | Falabella SA | 21812 | &nbsp;&nbsp; 108767 |
|  | Forus SA | 32824 | &nbsp;&nbsp; 69704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inversiones Aguas <br> Metropolitanas SA<br>| 216090 | &nbsp;&nbsp; 184401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Latam Airlines Group <br> SA<br>| 12948571 | &nbsp;&nbsp; 283172 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Latam Airlines Group <br> SA, ADR<br>| 505 | &nbsp;&nbsp; $21912 |
| \* | Masisa SA | 791131 | &nbsp;&nbsp; 10843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Molibdenos y Metales <br> SA<br>| 3068 | &nbsp;&nbsp; 13485 |
| \* | Multiexport Foods SA | 291740 | &nbsp;&nbsp; 72856 |
|  | Parque Arauco SA | 172785 | &nbsp;&nbsp; 352460 |
|  | PAZ Corp. SA | 82712 | &nbsp;&nbsp; 46413 |
|  | Plaza SA | 83689 | &nbsp;&nbsp; 176807 |
|  | Ripley Corp. SA | 445297 | &nbsp;&nbsp; 188629 |
|  | Salfacorp SA | 245029 | &nbsp;&nbsp; 180633 |
|  | Sigdo Koppers SA | 163912 | &nbsp;&nbsp; 216272 |
|  | SMU SA | 1385118 | &nbsp;&nbsp; 219173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sociedad Matriz <br> SAAM SA<br>| 2690476 | &nbsp;&nbsp; 326417 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sociedad Quimica y <br> Minera de Chile SA, <br> Sponsored ADR<br>| 9454 | &nbsp;&nbsp; 347435 |
| \* | Socovesa SA | 166772 | &nbsp;&nbsp; 11831 |
|  | SONDA SA | 271865 | &nbsp;&nbsp; 90559 |
| TOTAL CHILE | TOTAL CHILE |  | &nbsp;&nbsp; 7900715 |
| CHINA — (27.5%) | CHINA — (27.5%) | CHINA — (27.5%) | CHINA — (27.5%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 360 Security <br> Technology, Inc., <br> Class A<br>| 16100 | &nbsp;&nbsp; 25240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 361 Degrees <br> International Ltd.<br>| 454000 | &nbsp;&nbsp; 359292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 37 Interactive <br> Entertainment <br> Network Technology <br> Group Co. Ltd., <br> Class A<br>| 34800 | &nbsp;&nbsp; 80114 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; 5I5J Holding Group <br> Co. Ltd., Class A<br>| 119400 | &nbsp;&nbsp; 49375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AAC Technologies <br> Holdings, Inc.<br>| 342500 | &nbsp;&nbsp; 1731740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ABA Chemicals Corp., <br> Class A<br>| 27800 | &nbsp;&nbsp; 33946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accelink Technologies <br> Co. Ltd., Class A<br>| 6000 | &nbsp;&nbsp; 43126 |
| \* | ADAMA Ltd., Class A | 24500 | &nbsp;&nbsp; 24242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced <br> Micro-Fabrication <br> Equipment, Inc. <br> China, Class A<br>| 1263 | &nbsp;&nbsp; 34612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Technology <br> & Materials Co. <br> Ltd., Class A<br>| 15400 | &nbsp;&nbsp; 28415 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AECC Aero Science & <br> Technology Co. <br> Ltd., Class A<br>| 10500 | &nbsp;&nbsp; 45847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AECC Aero-Engine <br> Control Co. Ltd., <br> Class A<br>| 14900 | &nbsp;&nbsp; 43637 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aerospace Hi-Tech <br> Holdings Group <br> Ltd., Class A<br>| 26500 | &nbsp;&nbsp; $48369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aerospace Intelligent <br> Manufacturing <br> Technology Co. <br> Ltd., Class A<br>| 23100 | &nbsp;&nbsp; 55569 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Agile Group Holdings <br> Ltd.<br>| 986749 | &nbsp;&nbsp; 59565 |
| \* | Agora, Inc., ADR | 29510 | &nbsp;&nbsp; 113614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agricultural Bank of <br> China Ltd., Class H<br>| 3018000 | &nbsp;&nbsp; 1977140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aier Eye Hospital <br> Group Co. Ltd., <br> Class A<br>| 95925 | &nbsp;&nbsp; 170854 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; AInnovation <br> Technology Group <br> Co. Ltd.<br>| 26800 | &nbsp;&nbsp; 20897 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Air China Ltd., <br> Class H<br>| 584000 | &nbsp;&nbsp; 389066 |
|  | Aisino Corp., Class A | 29000 | &nbsp;&nbsp; 37061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ajisen China Holdings <br> Ltd.<br>| 284000 | &nbsp;&nbsp; 32140 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; AK Medical Holdings <br> Ltd.<br>| 122000 | &nbsp;&nbsp; 106377 |
| \*Ω | Akeso, Inc. | 6000 | &nbsp;&nbsp; 116994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alibaba Group Holding <br> Ltd. (9988 HK)<br>| 1797204 | &nbsp;&nbsp; 27020502 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Alibaba Health <br> Information <br> Technology Ltd.<br>| 478000 | &nbsp;&nbsp; 296426 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; A-Living Smart City <br> Services Co. Ltd.<br>| 332500 | &nbsp;&nbsp; 124967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allmed Medical <br> Products Co. Ltd., <br> Class A<br>| 22700 | &nbsp;&nbsp; 29237 |
| \* | Alpha Group, Class A | 16700 | &nbsp;&nbsp; 22363 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amlogic Shanghai Co. <br> Ltd., Class A<br>| 3199 | &nbsp;&nbsp; 32015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amoy Diagnostics Co. <br> Ltd., Class A<br>| 16940 | &nbsp;&nbsp; 55128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amrita Global <br> Development Ltd.<br>| 164000 | &nbsp;&nbsp; 12535 |
| \* | ANE Cayman, Inc. | 208500 | &nbsp;&nbsp; 216399 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Angelalign <br> Technology, Inc.<br>| 8200 | &nbsp;&nbsp; 61350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Anfu Battery <br> Technology Co. <br> Ltd., Class A<br>| 6400 | &nbsp;&nbsp; 24584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Anke <br> Biotechnology <br> Group Co. Ltd., <br> Class A<br>| 30536 | &nbsp;&nbsp; 51418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Construction <br> Engineering Group <br> Co. Ltd., Class A<br>| 66500 | &nbsp;&nbsp; 44931 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Expressway Co. <br> Ltd., Class H<br>| 148000 | &nbsp;&nbsp; $230942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Guangxin <br> Agrochemical Co. <br> Ltd., Class A<br>| 23263 | &nbsp;&nbsp; 38671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Heli Co. Ltd., <br> Class A<br>| 17000 | &nbsp;&nbsp; 41967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Honglu Steel <br> Construction Group <br> Co. Ltd., Class A<br>| 21260 | &nbsp;&nbsp; 52964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Huilong <br> Agricultural Means <br> of Production Co. <br> Ltd., Class A<br>| 38700 | &nbsp;&nbsp; 31405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Jiangnan <br> Chemical Industry <br> Co. Ltd., Class A<br>| 94360 | &nbsp;&nbsp; 79725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Jinhe Industrial <br> Co. Ltd., Class A<br>| 12105 | &nbsp;&nbsp; 37733 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Tatfook <br> Technology Co. <br> Ltd., Class A<br>| 12200 | &nbsp;&nbsp; 20616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Transport <br> Consulting & <br> Design Institute Co. <br> Ltd., Class A<br>| 32280 | &nbsp;&nbsp; 38675 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Truchum <br> Advanced Materials <br> & Technology Co. <br> Ltd., Class A<br>| 32400 | &nbsp;&nbsp; 39859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Xinhua Media <br> Co. Ltd., Class A<br>| 27100 | &nbsp;&nbsp; 25519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Yingliu <br> Electromechanical <br> Co. Ltd., Class A<br>| 7900 | &nbsp;&nbsp; 28677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Zhongding <br> Sealing Parts Co. <br> Ltd., Class A<br>| 27700 | &nbsp;&nbsp; 67523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anji Microelectronics <br> Technology <br> Shanghai Co. Ltd., <br> Class A<br>| 2275 | &nbsp;&nbsp; 47241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anjoy Foods Group <br> Co. Ltd., Class A<br>| 6300 | &nbsp;&nbsp; 64561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anker Innovations <br> Technology Co. <br> Ltd., Class A<br>| 5460 | &nbsp;&nbsp; 93743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anshan Hifichem Co. <br> Ltd., Class A<br>| 10800 | &nbsp;&nbsp; 21413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ANTA Sports Products <br> Ltd.<br>| 337800 | &nbsp;&nbsp; 3877297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anton Oilfield Services <br> Group<br>| 1610000 | &nbsp;&nbsp; 288906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aoshikang Technology <br> Co. Ltd., Class A<br>| 15700 | &nbsp;&nbsp; 86306 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aotecar New Energy <br> Technology Co. <br> Ltd., Class A<br>| 119900 | &nbsp;&nbsp; $47758 |
| \* | Aowei Holdings Ltd. | 78000 | &nbsp;&nbsp; 3074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apeloa <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 31300 | &nbsp;&nbsp; 69771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Appotronics Corp. <br> Ltd., Class A<br>| 12037 | &nbsp;&nbsp; 25478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; APT Medical, Inc., <br> Class A<br>| 1821 | &nbsp;&nbsp; 71885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; APT Satellite Holdings <br> Ltd.<br>| 234000 | &nbsp;&nbsp; 59866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arctech Solar Holding <br> Co. Ltd., Class A<br>| 5725 | &nbsp;&nbsp; 39287 |
| \*Ω | Arrail Group Ltd. | 44500 | &nbsp;&nbsp; 15369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asia - Potash <br> International <br> Investment <br> Guangzhou Co. <br> Ltd., Class A<br>| 12900 | &nbsp;&nbsp; 57446 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; AsiaInfo Technologies <br> Ltd.<br>| 144400 | &nbsp;&nbsp; 208425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asian Star Anchor <br> Chain Co. Ltd. <br> Jiangsu, Class A<br>| 23800 | &nbsp;&nbsp; 34443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asymchem <br> Laboratories Tianjin <br> Co. Ltd., Class A<br>| 2500 | &nbsp;&nbsp; 39666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aurisco <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 7400 | &nbsp;&nbsp; 24704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autel Intelligent <br> Technology Corp. <br> Ltd., Class A<br>| 10701 | &nbsp;&nbsp; 51605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autobio Diagnostics <br> Co. Ltd., Class A<br>| 8510 | &nbsp;&nbsp; 47015 |
|  | Autohome, Inc., ADR | 8559 | &nbsp;&nbsp; 231863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avary Holding <br> Shenzhen Co. Ltd., <br> Class A<br>| 24500 | &nbsp;&nbsp; 179564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AviChina Industry & <br> Technology Co. <br> Ltd., Class H<br>| 1214000 | &nbsp;&nbsp; 717587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bafang Electric <br> Suzhou Co. Ltd., <br> Class A<br>| 6440 | &nbsp;&nbsp; 24008 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; BAIC Motor Corp. <br> Ltd., Class H<br>| 1137500 | &nbsp;&nbsp; 310714 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baidu, Inc. (9888 HK), <br> Class A<br>| 349500 | &nbsp;&nbsp; 3823996 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baidu, Inc. (BIDU US), <br> Sponsored ADR<br>| 4316 | &nbsp;&nbsp; 379247 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; BAIOO Family <br> Interactive Ltd.<br>| 594000 | &nbsp;&nbsp; 49136 |
| #\*Ω | Bairong, Inc. | 129000 | &nbsp;&nbsp; 143755 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baiyin Nonferrous <br> Group Co. Ltd., <br> Class A<br>| 56300 | &nbsp;&nbsp; $24752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Beijing Co. <br> Ltd., Class A<br>| 275900 | &nbsp;&nbsp; 247331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Changsha <br> Co. Ltd., Class A<br>| 65796 | &nbsp;&nbsp; 90302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Chengdu Co. <br> Ltd., Class A<br>| 78900 | &nbsp;&nbsp; 202445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of China Ltd., <br> Class H<br>| 7249356 | &nbsp;&nbsp; 4184424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Chongqing <br> Co. Ltd., Class H<br>| 349500 | &nbsp;&nbsp; 344845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of <br> Communications <br> Co. Ltd., Class H<br>| 955580 | &nbsp;&nbsp; 860851 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Gansu Co. <br> Ltd., Class H<br>| 106000 | &nbsp;&nbsp; 3924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Guiyang Co. <br> Ltd., Class A<br>| 76817 | &nbsp;&nbsp; 68169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Hangzhou <br> Co. Ltd., Class A<br>| 98500 | &nbsp;&nbsp; 219572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Jiangsu Co. <br> Ltd., Class A<br>| 291020 | &nbsp;&nbsp; 456901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Nanjing Co. <br> Ltd., Class A<br>| 168200 | &nbsp;&nbsp; 268285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Ningbo Co. <br> Ltd., Class A<br>| 105858 | &nbsp;&nbsp; 409571 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Qingdao Co. <br> Ltd., Class H<br>| 444000 | &nbsp;&nbsp; 227732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Shanghai Co. <br> Ltd., Class A<br>| 190100 | &nbsp;&nbsp; 270249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Suzhou Co. <br> Ltd., Class A<br>| 94050 | &nbsp;&nbsp; 111571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Xi'an Co. Ltd., <br> Class A<br>| 56500 | &nbsp;&nbsp; 30137 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Zhengzhou <br> Co. Ltd., Class H<br>| 94501 | &nbsp;&nbsp; 15878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baoding Tianwei <br> Baobian Electric <br> Co. Ltd., Class A<br>| 19100 | &nbsp;&nbsp; 23067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baoji Titanium <br> Industry Co. Ltd., <br> Class A<br>| 6200 | &nbsp;&nbsp; 26608 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baosheng Science & <br> Technology <br> Innovation Co. Ltd., <br> Class A<br>| 41100 | &nbsp;&nbsp; 29419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baowu Magnesium <br> Technology Co. <br> Ltd., Class A<br>| 38676 | &nbsp;&nbsp; 65591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baoxiniao Holding Co. <br> Ltd., Class A<br>| 25700 | &nbsp;&nbsp; 13515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baoye Group Co. Ltd., <br> Class H<br>| 98000 | &nbsp;&nbsp; 54129 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baozun, Inc. (9991 <br> HK), Class A<br>| 21500 | &nbsp;&nbsp; $21592 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baozun, Inc. (BZUN <br> US), Sponsored <br> ADR<br>| 15148 | &nbsp;&nbsp; 41051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Be Friends Holding <br> Ltd.<br>| 350000 | &nbsp;&nbsp; 45459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bear Electric <br> Appliance Co. Ltd., <br> Class A<br>| 6000 | &nbsp;&nbsp; 40063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beauty Farm Medical <br> & Health Industry, <br> Inc.<br>| 10500 | &nbsp;&nbsp; 36199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Befar Group Co. Ltd., <br> Class A<br>| 63400 | &nbsp;&nbsp; 38608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beibuwan Port Co. <br> Ltd., Class A<br>| 64100 | &nbsp;&nbsp; 72690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Balance <br> Medical Technology <br> Co. Ltd., Class A<br>| 600 | &nbsp;&nbsp; 8778 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing BDStar <br> Navigation Co. Ltd., <br> Class A<br>| 7100 | &nbsp;&nbsp; 29724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Bei Mo Gao <br> Ke Friction Material <br> Co. Ltd., Class A<br>| 5330 | &nbsp;&nbsp; 22509 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Capital <br> Development Co. <br> Ltd., Class A<br>| 84000 | &nbsp;&nbsp; 30572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Capital <br> Eco-Environment <br> Protection Group <br> Co. Ltd., Class A<br>| 183110 | &nbsp;&nbsp; 78314 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Capital <br> International Airport <br> Co. Ltd., Class H<br>| 846000 | &nbsp;&nbsp; 328458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Changjiu <br> Logistics Corp., <br> Class A<br>| 19200 | &nbsp;&nbsp; 20931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Chunlizhengda <br> Medical Instruments <br> Co. Ltd., Class H<br>| 18750 | &nbsp;&nbsp; 37928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Dabeinong <br> Technology Group <br> Co. Ltd., Class A<br>| 58588 | &nbsp;&nbsp; 33629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Dahao <br> Technology Corp. <br> Ltd., Class A<br>| 12201 | &nbsp;&nbsp; 23320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Easpring <br> Material Technology <br> Co. Ltd., Class A<br>| 4900 | &nbsp;&nbsp; 27962 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing eGOVA Co. <br> Ltd., Class A<br>| 9620 | &nbsp;&nbsp; 23324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Energy <br> International <br> Holding Co. Ltd.<br>| 403600 | &nbsp;&nbsp; 77004 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Enlight Media <br> Co. Ltd., Class A<br>| 8500 | &nbsp;&nbsp; $23303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Enterprises <br> Water Group Ltd.<br>| 1940000 | &nbsp;&nbsp; 663917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Fengjing <br> Automotive Parts <br> Co. Ltd.<br>| 39000 | &nbsp;&nbsp; 18886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Gehua CATV <br> Network Co. Ltd., <br> Class A<br>| 25400 | &nbsp;&nbsp; 30443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing GeoEnviron <br> Engineering & <br> Technology, Inc., <br> Class A<br>| 56956 | &nbsp;&nbsp; 49460 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Haixin Energy <br> Technology Co. <br> Ltd., Class A<br>| 94100 | &nbsp;&nbsp; 44254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Haohua <br> Energy Resource <br> Co. Ltd., Class A<br>| 60000 | &nbsp;&nbsp; 60656 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Jetsen <br> Technology Co. <br> Ltd., Class A<br>| 86700 | &nbsp;&nbsp; 68921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Jingyeda <br> Technology Co. <br> Ltd., Class A<br>| 7280 | &nbsp;&nbsp; 24621 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Jingyuntong <br> Technology Co. <br> Ltd., Class A<br>| 104200 | &nbsp;&nbsp; 53319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Kingsoft Office <br> Software, Inc., <br> Class A<br>| 915 | &nbsp;&nbsp; 39728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Leike Defense <br> Technology Co. <br> Ltd., Class A<br>| 41800 | &nbsp;&nbsp; 34533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing New Building <br> Materials PLC, <br> Class A<br>| 29454 | &nbsp;&nbsp; 106685 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing North Star Co. <br> Ltd., Class H<br>| 420000 | &nbsp;&nbsp; 46572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Oriental <br> Jicheng Co. Ltd., <br> Class A<br>| 5500 | &nbsp;&nbsp; 21805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Originwater <br> Technology Co. <br> Ltd., Class A<br>| 59567 | &nbsp;&nbsp; 38246 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Philisense <br> Technology Co. <br> Ltd., Class A<br>| 37600 | &nbsp;&nbsp; 28389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Roborock <br> Technology Co. <br> Ltd., Class A<br>| 2724 | &nbsp;&nbsp; 65366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sanlian Hope <br> Shin-Gosen <br> Technical Service <br> Co. Ltd., Class A<br>| 14400 | &nbsp;&nbsp; 36612 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sanyuan <br> Foods Co. Ltd., <br> Class A<br>| 57198 | &nbsp;&nbsp; $36822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Shougang Co. <br> Ltd., Class A<br>| 86200 | &nbsp;&nbsp; 50046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sifang <br> Automation Co. <br> Ltd., Class A<br>| 7900 | &nbsp;&nbsp; 18583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sinnet <br> Technology Co. <br> Ltd., Class A<br>| 25600 | &nbsp;&nbsp; 51632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sinohytec Co. <br> Ltd., Class H<br>| 4300 | &nbsp;&nbsp; 13502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing SL <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 37800 | &nbsp;&nbsp; 44291 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sojo Electric <br> Co. Ltd., Class A<br>| 21900 | &nbsp;&nbsp; 21996 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing SPC <br> Environment <br> Protection Tech Co. <br> Ltd., Class A<br>| 81800 | &nbsp;&nbsp; 45653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Strong <br> Biotechnologies, <br> Inc., Class A<br>| 32300 | &nbsp;&nbsp; 65728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing SuperMap <br> Software Co. Ltd., <br> Class A<br>| 11000 | &nbsp;&nbsp; 24754 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Teamsun <br> Technology Co. <br> Ltd., Class A<br>| 27000 | &nbsp;&nbsp; 40923 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Thunisoft <br> Corp. Ltd., Class A<br>| 24500 | &nbsp;&nbsp; 29047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Tiantan <br> Biological Products <br> Corp. Ltd., Class A<br>| 15724 | &nbsp;&nbsp; 43747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Tricolor <br> Technology Co. <br> Ltd., Class A<br>| 4300 | &nbsp;&nbsp; 35987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Ultrapower <br> Software Co. Ltd., <br> Class A<br>| 24200 | &nbsp;&nbsp; 42309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing United <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 17718 | &nbsp;&nbsp; 58416 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Urban <br> Construction Design <br> & Development <br> Group Co. Ltd., <br> Class H<br>| 125000 | &nbsp;&nbsp; 21907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Wandong <br> Medical Technology <br> Co. Ltd., Class A<br>| 9700 | &nbsp;&nbsp; 23538 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Watertek <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 55100 | &nbsp;&nbsp; $36714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Yuanliu <br> Hongyuan <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 4300 | &nbsp;&nbsp; 32742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Zhong Ke San <br> Huan High-Tech Co. <br> Ltd., Class A<br>| 18940 | &nbsp;&nbsp; 34751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing-Shanghai High <br> Speed Railway Co. <br> Ltd., Class A<br>| 503400 | &nbsp;&nbsp; 377346 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beiqi Foton Motor Co. <br> Ltd., Class A<br>| 144800 | &nbsp;&nbsp; 54034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Best Pacific <br> International <br> Holdings Ltd.<br>| 54000 | &nbsp;&nbsp; 19807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bestore Co. Ltd., <br> Class A<br>| 18500 | &nbsp;&nbsp; 32839 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bestway Marine & <br> Energy Technology <br> Co. Ltd., Class A<br>| 36800 | &nbsp;&nbsp; 35367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bethel Automotive <br> Safety Systems Co. <br> Ltd., Class A<br>| 7567 | &nbsp;&nbsp; 49396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Betta Pharmaceuticals <br> Co. Ltd., Class A<br>| 5000 | &nbsp;&nbsp; 44636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beyondsoft Corp., <br> Class A<br>| 20000 | &nbsp;&nbsp; 40192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Biem.L.Fdlkk Garment <br> Co. Ltd., Class A<br>| 23200 | &nbsp;&nbsp; 51978 |
| \* | Bilibili, Inc., Class Z | 14300 | &nbsp;&nbsp; 327171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Binhai Investment Co. <br> Ltd.<br>| 156888 | &nbsp;&nbsp; 21080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Binjiang Service <br> Group Co. Ltd.<br>| 33500 | &nbsp;&nbsp; 101846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Black Peony Group <br> Co. Ltd., Class A<br>| 31440 | &nbsp;&nbsp; 23463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bloomage <br> Biotechnology Corp. <br> Ltd. (688363 C1), <br> Class A<br>| 4323 | &nbsp;&nbsp; 31123 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Blue Moon Group <br> Holdings Ltd.<br>| 281000 | &nbsp;&nbsp; 135414 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Sail Medical Co. <br> Ltd., Class A<br>| 38300 | &nbsp;&nbsp; 33880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bluefocus Intelligent <br> Communications <br> Group Co. Ltd., <br> Class A<br>| 34440 | &nbsp;&nbsp; 33156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bluestar Adisseo Co., <br> Class A<br>| 14500 | &nbsp;&nbsp; 19958 |
| Ω | BOC Aviation Ltd. | 103800 | &nbsp;&nbsp; 943019 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BOC International <br> China Co. Ltd., <br> Class A<br>| 24700 | &nbsp;&nbsp; $52199 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BOE HC SemiTek <br> Corp.<br>| 20000 | &nbsp;&nbsp; 20625 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bohai Leasing Co. <br> Ltd., Class A<br>| 164200 | &nbsp;&nbsp; 79401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bomin Electronics Co. <br> Ltd., Class A<br>| 17500 | &nbsp;&nbsp; 25370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bosideng International <br> Holdings Ltd.<br>| 1702000 | &nbsp;&nbsp; 971325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BOTH Engineering <br> Technology Co. <br> Ltd., Class A<br>| 12600 | &nbsp;&nbsp; 21344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boyaa Interactive <br> International Ltd.<br>| 48000 | &nbsp;&nbsp; 45928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bright Dairy & Food <br> Co. Ltd., Class A<br>| 40669 | &nbsp;&nbsp; 48203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brilliance China <br> Automotive <br> Holdings Ltd.<br>| 1238000 | &nbsp;&nbsp; 493832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bros Eastern Co. Ltd., <br> Class A<br>| 13800 | &nbsp;&nbsp; 10115 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; B-Soft Co. Ltd., <br> Class A<br>| 27200 | &nbsp;&nbsp; 21832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BTG Hotels Group <br> Co. Ltd., Class A<br>| 29400 | &nbsp;&nbsp; 56782 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Business-intelligence <br> of Oriental Nations <br> Corp. Ltd., Class A<br>| 33200 | &nbsp;&nbsp; 46681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BYD Co. Ltd., <br> Class H<br>| 430500 | &nbsp;&nbsp; 6285665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BYD Electronic <br> International Co. <br> Ltd.<br>| 431500 | &nbsp;&nbsp; 1795469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; By-health Co. Ltd., <br> Class A<br>| 17400 | &nbsp;&nbsp; 28389 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; C C Land Holdings <br> Ltd.<br>| 726187 | &nbsp;&nbsp; 110699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C&D International <br> Investment Group <br> Ltd.<br>| 330228 | &nbsp;&nbsp; 666219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C&D Property <br> Management Group <br> Co. Ltd.<br>| 296000 | &nbsp;&nbsp; 107350 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; C&S Paper Co. Ltd., <br> Class A<br>| 39900 | &nbsp;&nbsp; 41899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caitong Securities Co. <br> Ltd., Class A<br>| 60550 | &nbsp;&nbsp; 68000 |
| \*Ω | CALB Group Co. Ltd. | 22100 | &nbsp;&nbsp; 55256 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cambricon <br> Technologies Corp. <br> Ltd., Class A<br>| 295 | &nbsp;&nbsp; 28967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Camel Group Co. Ltd., <br> Class A<br>| 43600 | &nbsp;&nbsp; 55008 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cangzhou Mingzhu <br> Plastic Co. Ltd., <br> Class A<br>| 59800 | &nbsp;&nbsp; $30378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canmax Technologies <br> Co. Ltd., Class A<br>| 12820 | &nbsp;&nbsp; 35438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canny Elevator Co. <br> Ltd., Class A<br>| 25500 | &nbsp;&nbsp; 25914 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; CanSino Biologics, <br> Inc., Class H<br>| 20200 | &nbsp;&nbsp; 114665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Castech, Inc., <br> Class A<br>| 7730 | &nbsp;&nbsp; 41978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Biotech, Inc., <br> Class A<br>| 4528 | &nbsp;&nbsp; 30212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CCCC Design & <br> Consulting Group <br> Co. Ltd., Class A<br>| 29000 | &nbsp;&nbsp; 32597 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; CECEP COSTIN New <br> Materials Group <br> Ltd.<br>| 186000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CECEP Solar Energy <br> Co. Ltd., Class A<br>| 103345 | &nbsp;&nbsp; 64860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CECEP Wind-Power <br> Corp., Class A<br>| 189500 | &nbsp;&nbsp; 78975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Center International <br> Group Co. Ltd., <br> Class A<br>| 14500 | &nbsp;&nbsp; 20745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central China Land <br> Media Co. Ltd., <br> Class A<br>| 25000 | &nbsp;&nbsp; 44568 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Central China <br> Securities Co. Ltd., <br> Class H<br>| 454000 | &nbsp;&nbsp; 158413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CETC Cyberspace <br> Security Technology <br> Co. Ltd., Class A<br>| 4200 | &nbsp;&nbsp; 10632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CETC Digital <br> Technology Co. <br> Ltd., Class A<br>| 8800 | &nbsp;&nbsp; 31138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CETC Potevio <br> Science&Technology <br> Co. Ltd., Class A<br>| 9900 | &nbsp;&nbsp; 31638 |
|  | CGN Mining Co. Ltd. | 425000 | &nbsp;&nbsp; 109053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CGN New Energy <br> Holdings Co. Ltd.<br>| 214000 | &nbsp;&nbsp; 66534 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CGN Nuclear <br> Technology <br> Development Co. <br> Ltd., Class A<br>| 30000 | &nbsp;&nbsp; 32491 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; CGN Power Co. Ltd., <br> Class H<br>| 1503000 | &nbsp;&nbsp; 564635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changbai Mountain <br> Tourism Co. Ltd., <br> Class A<br>| 15800 | &nbsp;&nbsp; 80781 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changchun Faway <br> Automobile <br> Components Co. <br> Ltd., Class A<br>| 26300 | &nbsp;&nbsp; $37305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changjiang & <br> Jinggong Steel <br> Building Group Co. <br> Ltd., Class A<br>| 69600 | &nbsp;&nbsp; 31604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changjiang Publishing <br> & Media Co. Ltd., <br> Class A<br>| 18800 | &nbsp;&nbsp; 24612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changjiang Securities <br> Co. Ltd., Class A<br>| 52700 | &nbsp;&nbsp; 53858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changshu Fengfan <br> Power Equipment <br> Co. Ltd., Class A<br>| 32400 | &nbsp;&nbsp; 20873 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ChangYuan <br> Technology Group <br> Ltd., Class A<br>| 45500 | &nbsp;&nbsp; 19926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changzheng <br> Engineering <br> Technology Co. <br> Ltd., Class A<br>| 13400 | &nbsp;&nbsp; 31771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changzhou Qianhong <br> Biopharma Co. Ltd., <br> Class A<br>| 17600 | &nbsp;&nbsp; 27211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changzhou Xingyu <br> Automotive Lighting <br> Systems Co. Ltd., <br> Class A<br>| 3100 | &nbsp;&nbsp; 51007 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chanjet Information <br> Technology Co. <br> Ltd., Class H<br>| 10500 | &nbsp;&nbsp; 10912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chaoju Eye Care <br> Holdings Ltd.<br>| 90000 | &nbsp;&nbsp; 33996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chaowei Power <br> Holdings Ltd.<br>| 317000 | &nbsp;&nbsp; 55215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chaozhou <br> Three-Circle Group <br> Co. Ltd., Class A<br>| 14800 | &nbsp;&nbsp; 67947 |
| Ω | Cheerwin Group Ltd. | 126000 | &nbsp;&nbsp; 43888 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chen Lin Education <br> Group Holdings <br> Ltd.<br>| 208000 | &nbsp;&nbsp; 36861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cheng De Lolo Co. <br> Ltd., Class A<br>| 45500 | &nbsp;&nbsp; 55262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu B-Ray <br> Media Co. Ltd., <br> Class A<br>| 31600 | &nbsp;&nbsp; 23039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Fusen <br> Noble-House <br> Industrial Co. Ltd., <br> Class A<br>| 19540 | &nbsp;&nbsp; 32411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Galaxy <br> Magnets Co. Ltd., <br> Class A<br>| 8400 | &nbsp;&nbsp; 34085 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Guibao <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 11600 | &nbsp;&nbsp; $33744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Haoneng <br> Technology Co. <br> Ltd., Class A<br>| 63700 | &nbsp;&nbsp; 132907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Kanghong <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 12600 | &nbsp;&nbsp; 71670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Kanghua <br> Biological Products <br> Co. Ltd., Class A<br>| 5250 | &nbsp;&nbsp; 56459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Leejun <br> Industrial Co. Ltd., <br> Class A<br>| 21100 | &nbsp;&nbsp; 35731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Wintrue <br> Holding Co. Ltd., <br> Class A<br>| 35715 | &nbsp;&nbsp; 52212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Xingrong <br> Environment Co. <br> Ltd., Class A<br>| 38300 | &nbsp;&nbsp; 37810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengtun Mining <br> Group Co. Ltd., <br> Class A<br>| 62800 | &nbsp;&nbsp; 65644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chenguang Biotech <br> Group Co. Ltd., <br> Class A<br>| 15800 | &nbsp;&nbsp; 28874 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chengxin Lithium <br> Group Co. Ltd., <br> Class A<br>| 16700 | &nbsp;&nbsp; 35976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chervon Holdings <br> Ltd.<br>| 57700 | &nbsp;&nbsp; 132181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chifeng Jilong Gold <br> Mining Co. Ltd., <br> Class A<br>| 16400 | &nbsp;&nbsp; 52160 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Aerospace <br> International <br> Holdings Ltd.<br>| 970000 | &nbsp;&nbsp; 59087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Aircraft Leasing <br> Group Holdings <br> Ltd.<br>| 150500 | &nbsp;&nbsp; 86891 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Anchu Energy <br> Storage Group Ltd.<br>| 627000 | &nbsp;&nbsp; 29987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Animal <br> Husbandry Industry <br> Co. Ltd., Class A<br>| 30000 | &nbsp;&nbsp; 31794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Automotive <br> Engineering <br> Research Institute <br> Co. Ltd., Class A<br>| 25000 | &nbsp;&nbsp; 67419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Baoan Group <br> Co. Ltd., Class A<br>| 40100 | &nbsp;&nbsp; 50599 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Bester Group <br> Telecom Co. Ltd., <br> Class A<br>| 6240 | &nbsp;&nbsp; $18871 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Bohai Bank Co. <br> Ltd., Class H<br>| 1029000 | &nbsp;&nbsp; 135040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China CAMC <br> Engineering Co. <br> Ltd., Class A<br>| 38800 | &nbsp;&nbsp; 45770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Chengtong <br> Development Group <br> Ltd.<br>| 1142000 | &nbsp;&nbsp; 33588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Chunlai <br> Education Group <br> Co. Ltd.<br>| 91000 | &nbsp;&nbsp; 51700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China CITIC Bank <br> Corp. Ltd., Class H<br>| 1311000 | &nbsp;&nbsp; 1218078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Coal Xinji <br> Energy Co. Ltd., <br> Class A<br>| 76300 | &nbsp;&nbsp; 68351 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; China Common Rich <br> Renewable Energy <br> Investments Ltd.<br>| 1016000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China <br> Communications <br> Services Corp. Ltd., <br> Class H<br>| 1184800 | &nbsp;&nbsp; 690074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Conch <br> Environment <br> Protection Holdings <br> Ltd.<br>| 787000 | &nbsp;&nbsp; 66702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Conch Venture <br> Holdings Ltd.<br>| 687000 | &nbsp;&nbsp; 839453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Construction <br> Bank Corp., <br> Class H<br>| 9805990 | &nbsp;&nbsp; 10029598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China CSSC Holdings <br> Ltd., Class A<br>| 11600 | &nbsp;&nbsp; 55282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China CYTS Tours <br> Holding Co. Ltd., <br> Class A<br>| 22500 | &nbsp;&nbsp; 30785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Datang Corp. <br> Renewable Power <br> Co. Ltd., Class H<br>| 781000 | &nbsp;&nbsp; 228782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Design Group <br> Co. Ltd., Class A<br>| 41740 | &nbsp;&nbsp; 48676 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Development <br> Bank Financial <br> Leasing Co. Ltd., <br> Class H<br>| 1170000 | &nbsp;&nbsp; 249541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Dongxiang <br> Group Co. Ltd.<br>| 1171000 | &nbsp;&nbsp; 67951 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China East Education <br> Holdings Ltd.<br>| 336500 | &nbsp;&nbsp; 348418 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Eastern Airlines <br> Corp. Ltd., Class H<br>| 478000 | &nbsp;&nbsp; 172223 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Education <br> Group Holdings <br> Ltd.<br>| 568614 | &nbsp;&nbsp; $200541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Electronics <br> Huada Technology <br> Co. Ltd.<br>| 430000 | &nbsp;&nbsp; 79133 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Electronics <br> Optics Valley Union <br> Holding Co. Ltd.<br>| 956000 | &nbsp;&nbsp; 31570 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Energy <br> Engineering Corp. <br> Ltd. (3996 HK), <br> Class H<br>| 1266000 | &nbsp;&nbsp; 209124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Energy <br> Engineering Corp. <br> Ltd. (601868 C1), <br> Class A<br>| 493027 | &nbsp;&nbsp; 177333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Everbright Bank <br> Co. Ltd., Class H<br>| 535000 | &nbsp;&nbsp; 251404 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Everbright <br> Greentech Ltd.<br>| 296000 | &nbsp;&nbsp; 34245 |
| # | China Everbright Ltd. | 438000 | &nbsp;&nbsp; 447205 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Express Airlines <br> Co. Ltd., Class A<br>| 44800 | &nbsp;&nbsp; 51744 |
| Ω | China Feihe Ltd. | 1963000 | &nbsp;&nbsp; 1167006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Film Group Co. <br> Ltd., Class A<br>| 19200 | &nbsp;&nbsp; 35405 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China First Heavy <br> Industries Co. Ltd., <br> Class A<br>| 76800 | &nbsp;&nbsp; 30685 |
|  | China Foods Ltd. | 574000 | &nbsp;&nbsp; 239014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Galaxy <br> Securities Co. Ltd., <br> Class H<br>| 615000 | &nbsp;&nbsp; 831117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Gas Holdings <br> Ltd.<br>| 1341766 | &nbsp;&nbsp; 1409389 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Gold <br> International <br> Resources Corp. <br> Ltd. (2099 HK)<br>| 119100 | &nbsp;&nbsp; 1023899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Great Wall <br> Securities Co. Ltd., <br> Class A<br>| 48400 | &nbsp;&nbsp; 59196 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Greatwall <br> Technology Group <br> Co. Ltd., Class A<br>| 15000 | &nbsp;&nbsp; 31401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Green <br> Electricity <br> Investment of <br> Tianjin Co. Ltd., <br> Class A<br>| 42600 | &nbsp;&nbsp; 51067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Haisum <br> Engineering Co. <br> Ltd., Class A<br>| 14200 | &nbsp;&nbsp; 20687 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Harmony Auto <br> Holding Ltd.<br>| 428500 | &nbsp;&nbsp; 69748 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Harzone <br> Industry Corp. Ltd., <br> Class A<br>| 13700 | &nbsp;&nbsp; $23827 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China High Speed <br> Railway Technology <br> Co. Ltd., Class A<br>| 99600 | &nbsp;&nbsp; 38242 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; China High Speed <br> Transmission <br> Equipment Group <br> Co. Ltd.<br>| 115000 | &nbsp;&nbsp; 20327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Huirong <br> Financial Holdings <br> Ltd.<br>| 84000 | &nbsp;&nbsp; 6641 |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp; China Huiyuan Juice <br> Group Ltd.<br>| 132068 | &nbsp;&nbsp; 5898 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China International <br> Capital Corp. Ltd., <br> Class H<br>| 227600 | &nbsp;&nbsp; 577930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China International <br> Marine Containers <br> Group Co. Ltd., <br> Class H<br>| 393750 | &nbsp;&nbsp; 422892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Jinmao <br> Holdings Group <br> Ltd.<br>| 2638140 | &nbsp;&nbsp; 480025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Jushi Co. Ltd., <br> Class A<br>| 57590 | &nbsp;&nbsp; 99011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Kepei <br> Education Group <br> Ltd.<br>| 278000 | &nbsp;&nbsp; 54546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Kings <br> Resources Group <br> Co. Ltd., Class A<br>| 20874 | &nbsp;&nbsp; 45612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Leadshine <br> Technology Co. <br> Ltd., Class A<br>| 4200 | &nbsp;&nbsp; 26086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Lesso Group <br> Holdings Ltd.<br>| 631000 | &nbsp;&nbsp; 375440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Life Insurance <br> Co. Ltd., Class H<br>| 346000 | &nbsp;&nbsp; 999459 |
|  | China Lilang Ltd. | 239000 | &nbsp;&nbsp; 112840 |
| \*Ω | China Literature Ltd. | 150000 | &nbsp;&nbsp; 589482 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Longevity <br> Group Co. Ltd.<br>| 30000 | &nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Longyuan <br> Power Group Corp. <br> Ltd., Class H<br>| 472000 | &nbsp;&nbsp; 425622 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Maple Leaf <br> Educational <br> Systems Ltd.<br>| 256000 | &nbsp;&nbsp; 12026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Medical System <br> Holdings Ltd.<br>| 615000 | &nbsp;&nbsp; 1044212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Meheco Group <br> Co. Ltd., Class A<br>| 36520 | &nbsp;&nbsp; 55950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Meidong Auto <br> Holdings Ltd.<br>| 382000 | &nbsp;&nbsp; 101040 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Mengniu Dairy <br> Co. Ltd.<br>| 1102000 | &nbsp;&nbsp; $2293279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Bank Co. Ltd., <br> Class H<br>| 1055598 | &nbsp;&nbsp; 6849926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Energy Shipping <br> Co. Ltd., Class A<br>| 171600 | &nbsp;&nbsp; 144252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Expressway <br> Network & <br> Technology <br> Holdings Co. Ltd., <br> Class A<br>| 31600 | &nbsp;&nbsp; 49254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants Land <br> Ltd.<br>| 652000 | &nbsp;&nbsp; 22362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants Port <br> Holdings Co. Ltd.<br>| 702503 | &nbsp;&nbsp; 1381251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Property Operation <br> & Service Co. Ltd., <br> Class A<br>| 30800 | &nbsp;&nbsp; 52873 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Securities Co. Ltd., <br> Class H<br>| 75340 | &nbsp;&nbsp; 155745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Shekou Industrial <br> Zone Holdings Co. <br> Ltd., Class A<br>| 65600 | &nbsp;&nbsp; 79251 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; China Metal Recycling <br> Holdings Ltd.<br>| 130581 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Minsheng <br> Banking Corp. Ltd., <br> Class H<br>| 1029020 | &nbsp;&nbsp; 619355 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Modern Dairy <br> Holdings Ltd.<br>| 1303000 | &nbsp;&nbsp; 196777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National Accord <br> Medicines Corp. <br> Ltd., Class A<br>| 17600 | &nbsp;&nbsp; 62242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National <br> Chemical <br> Engineering Co. <br> Ltd., Class A<br>| 84800 | &nbsp;&nbsp; 94049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National <br> Electric Apparatus <br> Research Institute <br> Co. Ltd., Class A<br>| 8759 | &nbsp;&nbsp; 30677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National Gold <br> Group Gold <br> Jewellery Co. Ltd., <br> Class A<br>| 37800 | &nbsp;&nbsp; 42885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National <br> Medicines Corp. <br> Ltd., Class A<br>| 18500 | &nbsp;&nbsp; 75622 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China New Higher <br> Education Group <br> Ltd.<br>| 711964 | &nbsp;&nbsp; $98709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Nonferrous <br> Metal Industry's <br> Foreign Engineering <br> & Construction Co. <br> Ltd., Class A<br>| 30700 | &nbsp;&nbsp; 25163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Nonferrous <br> Mining Corp. Ltd.<br>| 761000 | &nbsp;&nbsp; 739381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Northern Rare <br> Earth Group <br> High-Tech Co. Ltd., <br> Class A<br>| 15010 | &nbsp;&nbsp; 78196 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Nuclear Energy <br> Technology Corp. <br> Ltd.<br>| 418000 | &nbsp;&nbsp; 25751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Oil & Gas <br> Group Ltd.<br>| 2890000 | &nbsp;&nbsp; 58501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Oilfield Services <br> Ltd., Class H<br>| 978000 | &nbsp;&nbsp; 868590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Overseas <br> Grand Oceans <br> Group Ltd.<br>| 908121 | &nbsp;&nbsp; 224126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Overseas Land <br> & Investment Ltd.<br>| 661000 | &nbsp;&nbsp; 1143199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Overseas <br> Property Holdings <br> Ltd.<br>| 542000 | &nbsp;&nbsp; 372003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Pacific <br> Insurance Group <br> Co. Ltd., Class H<br>| 622200 | &nbsp;&nbsp; 2505858 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; China Properties <br> Investment Holdings <br> Ltd.<br>| 128000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Publishing & <br> Media Co. Ltd., <br> Class A<br>| 36200 | &nbsp;&nbsp; 33865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Railway Group <br> Ltd., Class H<br>| 764000 | &nbsp;&nbsp; 384392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Railway Hi-tech <br> Industry Co. Ltd., <br> Class A<br>| 48500 | &nbsp;&nbsp; 61154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Railway <br> Materials Co. Ltd., <br> Class A<br>| 63900 | &nbsp;&nbsp; 23676 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Railway Signal <br> & Communication <br> Corp. Ltd., Class H<br>| 479000 | &nbsp;&nbsp; 209404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Railway Tielong <br> Container Logistics <br> Co. Ltd., Class A<br>| 51400 | &nbsp;&nbsp; 40760 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Rare Earth <br> Holdings Ltd.<br>| 717200 | &nbsp;&nbsp; 63954 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Reinsurance <br> Group Corp., <br> Class H<br>| 2451000 | &nbsp;&nbsp; $425452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Double Crane <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 25041 | &nbsp;&nbsp; 73541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources Gas <br> Group Ltd.<br>| 480000 | &nbsp;&nbsp; 1215026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Land Ltd.<br>| 923722 | &nbsp;&nbsp; 3387258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Microelectronics <br> Ltd., Class A<br>| 5476 | &nbsp;&nbsp; 35381 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Resources Mixc <br> Lifestyle Services <br> Ltd.<br>| 193000 | &nbsp;&nbsp; 896266 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; China Ruyi Holdings <br> Ltd.<br>| 1680000 | &nbsp;&nbsp; 671630 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Sanjiang Fine <br> Chemicals Co. Ltd.<br>| 345000 | &nbsp;&nbsp; 77297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Science <br> Publishing & Media <br> Ltd., Class A<br>| 6000 | &nbsp;&nbsp; 16458 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Shengmu <br> Organic Milk Ltd.<br>| 1117000 | &nbsp;&nbsp; 43427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Shineway <br> Pharmaceutical <br> Group Ltd.<br>| 187000 | &nbsp;&nbsp; 199183 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Silver Group <br> Ltd.<br>| 282000 | &nbsp;&nbsp; 15220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China South <br> Publishing & Media <br> Group Co. Ltd., <br> Class A<br>| 29700 | &nbsp;&nbsp; 53009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Southern <br> Airlines Co. Ltd., <br> Class H<br>| 640000 | &nbsp;&nbsp; 294532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Southern Power <br> Grid Energy <br> Efficiency&Clean <br> Energy Co. Ltd. <br> (003035 C2), <br> Class A<br>| 49900 | &nbsp;&nbsp; 32011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Southern Power <br> Grid Technology <br> Co. Ltd., Class A<br>| 4803 | &nbsp;&nbsp; 22040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Starch Holdings <br> Ltd.<br>| 1115000 | &nbsp;&nbsp; 30155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China State <br> Construction <br> Development <br> Holdings Ltd.<br>| 378000 | &nbsp;&nbsp; 73219 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China State <br> Construction <br> Engineering Corp. <br> Ltd., Class A<br>| 568800 | &nbsp;&nbsp; $447012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China State <br> Construction <br> International <br> Holdings Ltd.<br>| 1012000 | &nbsp;&nbsp; 1550375 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; China Sunshine Paper <br> Holdings Co. Ltd.<br>| 408000 | &nbsp;&nbsp; 100184 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Suntien Green <br> Energy Corp. Ltd., <br> Class H<br>| 566000 | &nbsp;&nbsp; 302365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Taiping <br> Insurance Holdings <br> Co. Ltd.<br>| 856412 | &nbsp;&nbsp; 1902950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Testing & <br> Certification <br> International Group <br> Co. Ltd., Class A<br>| 24208 | &nbsp;&nbsp; 23557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Tianying, Inc., <br> Class A<br>| 94800 | &nbsp;&nbsp; 56456 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Tourism Group <br> Duty Free Corp. <br> Ltd. (1880 HK), <br> Class H<br>| 14900 | &nbsp;&nbsp; 107666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Tourism Group <br> Duty Free Corp. <br> Ltd. (601888 C1), <br> Class A<br>| 6844 | &nbsp;&nbsp; 61683 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Tower Corp. <br> Ltd., Class H<br>| 1708400 | &nbsp;&nbsp; 2390590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China TransInfo <br> Technology Co. <br> Ltd., Class A<br>| 24900 | &nbsp;&nbsp; 36867 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Travel <br> International <br> Investment Hong <br> Kong Ltd.<br>| 1018000 | &nbsp;&nbsp; 239373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Tungsten & <br> Hightech Materials <br> Co. Ltd., Class A<br>| 35450 | &nbsp;&nbsp; 79232 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Vanke Co. Ltd., <br> Class H<br>| 555538 | &nbsp;&nbsp; 352481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Vered Financial <br> Holding Corp. Ltd.<br>| 322000 | &nbsp;&nbsp; 42968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Water Affairs <br> Group Ltd.<br>| 268000 | &nbsp;&nbsp; 210289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China West <br> Construction Group <br> Co. Ltd., Class A<br>| 44900 | &nbsp;&nbsp; 40127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China World Trade <br> Center Co. Ltd., <br> Class A<br>| 12500 | &nbsp;&nbsp; 35451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China XD Electric Co. <br> Ltd., Class A<br>| 72400 | &nbsp;&nbsp; 65861 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Yangtze Power <br> Co. Ltd., Class A<br>| 164353 | &nbsp;&nbsp; $636348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Yongda <br> Automobiles <br> Services Holdings <br> Ltd.<br>| 630000 | &nbsp;&nbsp; 179464 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Youran Dairy <br> Group Ltd.<br>| 679000 | &nbsp;&nbsp; 319353 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Yuhua <br> Education Corp. <br> Ltd.<br>| 1168000 | &nbsp;&nbsp; 78448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Zhenhua Group <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 6900 | &nbsp;&nbsp; 45519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Zheshang Bank <br> Co. Ltd., Class H<br>| 627899 | &nbsp;&nbsp; 220649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China-Singapore <br> Suzhou Industrial <br> Park Development <br> Group Co. Ltd., <br> Class A<br>| 15600 | &nbsp;&nbsp; 16677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinasoft International <br> Ltd.<br>| 1120000 | &nbsp;&nbsp; 809061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinese Universe <br> Publishing & Media <br> Group Co. Ltd., <br> Class A<br>| 21900 | &nbsp;&nbsp; 30374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Changan <br> Automobile Co. <br> Ltd., Class A<br>| 129612 | &nbsp;&nbsp; 231264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Chuanyi <br> Automation Co. <br> Ltd., Class A<br>| 18400 | &nbsp;&nbsp; 51429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing <br> Department Store <br> Co. Ltd., Class A<br>| 15700 | &nbsp;&nbsp; 63684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Fuling <br> Electric Power <br> Industrial Co. Ltd., <br> Class A<br>| 43524 | &nbsp;&nbsp; 55117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Fuling <br> Zhacai Group Co. <br> Ltd., Class A<br>| 25950 | &nbsp;&nbsp; 47185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Gas Group <br> Corp. Ltd., Class A<br>| 57800 | &nbsp;&nbsp; 45605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Machinery <br> & Electric Co. Ltd., <br> Class H<br>| 568000 | &nbsp;&nbsp; 101315 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Qianli <br> Technology Co. <br> Ltd., Class A<br>| 21200 | &nbsp;&nbsp; 24130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Road & <br> Bridge Co. Ltd., <br> Class A<br>| 22600 | &nbsp;&nbsp; 20205 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **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>| 599000 | &nbsp;&nbsp; $475091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Taiji <br> Industry Group Co. <br> Ltd., Class A<br>| 9400 | &nbsp;&nbsp; 31542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Zhifei <br> Biological Products <br> Co. Ltd., Class A<br>| 12100 | &nbsp;&nbsp; 40277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Zongshen <br> Power Machinery <br> Co. Ltd., Class A<br>| 12100 | &nbsp;&nbsp; 39311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongyi Zhangyuan <br> Tungsten Industry <br> Co. Ltd., Class A<br>| 36400 | &nbsp;&nbsp; 46384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chow Tai Fook <br> Jewellery Group <br> Ltd.<br>| 596600 | &nbsp;&nbsp; 996376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chow Tai Seng <br> Jewellery Co. Ltd., <br> Class A<br>| 30150 | &nbsp;&nbsp; 54253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CIG Shanghai Co. <br> Ltd., Class A<br>| 6000 | &nbsp;&nbsp; 45114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CIMC Enric Holdings <br> Ltd.<br>| 338000 | &nbsp;&nbsp; 288376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cisen Pharmaceutical <br> Co. Ltd., Class A<br>| 14000 | &nbsp;&nbsp; 58306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CITIC Heavy <br> Industries Co. Ltd., <br> Class A<br>| 38400 | &nbsp;&nbsp; 24789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CITIC Securities Co. <br> Ltd., Class H<br>| 186600 | &nbsp;&nbsp; 655636 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Citychamp Watch & <br> Jewellery Group <br> Ltd.<br>| 560000 | &nbsp;&nbsp; 26972 |
| \* | ClouDr Group Ltd. | 109200 | &nbsp;&nbsp; 20758 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CMGE Technology <br> Group Ltd.<br>| 800000 | &nbsp;&nbsp; 51868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CMOC Group Ltd., <br> Class H<br>| 1074000 | &nbsp;&nbsp; 1219133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CMST Development <br> Co. Ltd., Class A<br>| 52300 | &nbsp;&nbsp; 42744 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CNFinance Holdings <br> Ltd., ADR<br>| 10667 | &nbsp;&nbsp; 7731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNGR Advanced <br> Material Co. Ltd., <br> Class A<br>| 9100 | &nbsp;&nbsp; 42551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNNC Hua Yuan <br> Titanium Dioxide <br> Co. Ltd., Class A<br>| 69635 | &nbsp;&nbsp; 40469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNOOC Energy <br> Technology & <br> Services Ltd., <br> Class A<br>| 124200 | &nbsp;&nbsp; 69948 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNSIG Inner Mongolia <br> Chemical Industry <br> Co. Ltd., Class A<br>| 51070 | &nbsp;&nbsp; $55663 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; COFCO <br> Biotechnology Co. <br> Ltd., Class A<br>| 37000 | &nbsp;&nbsp; 30078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COFCO Capital <br> Holdings Co. Ltd., <br> Class A<br>| 20400 | &nbsp;&nbsp; 34639 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; COFCO Joycome <br> Foods Ltd.<br>| 1377000 | &nbsp;&nbsp; 305833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COFCO Sugar <br> Holding Co. Ltd., <br> Class A<br>| 31800 | &nbsp;&nbsp; 43243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cofoe Medical <br> Technology Co. <br> Ltd., Class A<br>| 5400 | &nbsp;&nbsp; 27659 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Comba Telecom <br> Systems Holdings <br> Ltd.<br>| 782000 | &nbsp;&nbsp; 183653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concord New Energy <br> Group Ltd.<br>| 3574648 | &nbsp;&nbsp; 189289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Consun <br> Pharmaceutical <br> Group Ltd.<br>| 217000 | &nbsp;&nbsp; 380621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Contec Medical <br> Systems Co. Ltd., <br> Class A<br>| 8900 | &nbsp;&nbsp; 25574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Contemporary <br> Amperex <br> Technology Co. <br> Ltd., Class A<br>| 63270 | &nbsp;&nbsp; 2316427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Continental Aerospace <br> Technologies <br> Holding Ltd.<br>| 1469171 | &nbsp;&nbsp; 26847 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Development Co. <br> Ltd., Class H<br>| 1812000 | &nbsp;&nbsp; 269817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Energy <br> Transportation Co. <br> Ltd., Class H<br>| 592000 | &nbsp;&nbsp; 480876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Holdings Co. Ltd., <br> Class H<br>| 885400 | &nbsp;&nbsp; 1618458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> International Hong <br> Kong Co. Ltd.<br>| 140000 | &nbsp;&nbsp; 102663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Ports Ltd.<br>| 678059 | &nbsp;&nbsp; 474821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Specialized Carriers <br> Co. Ltd., Class A<br>| 44400 | &nbsp;&nbsp; 41209 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Technology Co. <br> Ltd., Class A<br>| 11400 | &nbsp;&nbsp; 35804 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosonic Intelligent <br> Technologies Co. <br> Ltd., Class A<br>| 8600 | &nbsp;&nbsp; $20673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CQ Pharmaceutical <br> Holding Co. Ltd., <br> Class A<br>| 83000 | &nbsp;&nbsp; 60895 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Crazy Sports Group <br> Ltd.<br>| 1774000 | &nbsp;&nbsp; 20508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CRRC Corp. Ltd., <br> Class H<br>| 658000 | &nbsp;&nbsp; 455966 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; CSC Financial Co. <br> Ltd., Class H<br>| 65000 | &nbsp;&nbsp; 103893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSG Holding Co. Ltd., <br> Class A<br>| 83834 | &nbsp;&nbsp; 55643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSPC Pharmaceutical <br> Group Ltd.<br>| 2824640 | &nbsp;&nbsp; 3549992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSSC Hong Kong <br> Shipping Co. Ltd.<br>| 768000 | &nbsp;&nbsp; 212117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSSC Science & <br> Technology Co. <br> Ltd., Class A<br>| 14700 | &nbsp;&nbsp; 25736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTS International <br> Logistics Corp. Ltd., <br> Class A<br>| 55500 | &nbsp;&nbsp; 48405 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CWT International <br> Ltd.<br>| 960000 | &nbsp;&nbsp; 23989 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cybrid Technologies, <br> Inc., Class A<br>| 12500 | &nbsp;&nbsp; 19452 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Daan Gene Co. Ltd., <br> Class A<br>| 43920 | &nbsp;&nbsp; 42424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dajin Heavy Industry <br> Co. Ltd., Class A<br>| 7200 | &nbsp;&nbsp; 31909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalian Bio-Chem Co. <br> Ltd., Class A<br>| 10701 | &nbsp;&nbsp; 29142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalian Huarui Heavy <br> Industry Group Co. <br> Ltd., Class A<br>| 34500 | &nbsp;&nbsp; 29700 |
| #\* | Dalipal Holdings Ltd. | 66000 | &nbsp;&nbsp; 45488 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Damai Entertainment <br> Holdings Ltd.<br>| 5300000 | &nbsp;&nbsp; 746594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daqin Railway Co. <br> Ltd., Class A<br>| 165488 | &nbsp;&nbsp; 150316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dashang Co. Ltd., <br> Class A<br>| 17689 | &nbsp;&nbsp; 47997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DaShenLin <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 28093 | &nbsp;&nbsp; 67508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dawnrays <br> Pharmaceutical <br> Holdings Ltd.<br>| 384000 | &nbsp;&nbsp; 67413 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DBAPP Security Ltd., <br> Class A<br>| 2880 | &nbsp;&nbsp; 23886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DBG Technology Co. <br> Ltd., Class A<br>| 5900 | &nbsp;&nbsp; 22503 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DeHua TB New <br> Decoration <br> Materials Co. Ltd., <br> Class A<br>| 37700 | &nbsp;&nbsp; $52283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deppon Logistics Co. <br> Ltd., Class A<br>| 21800 | &nbsp;&nbsp; 47091 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dezhan Healthcare <br> Co. Ltd., Class A<br>| 80300 | &nbsp;&nbsp; 54082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DHC Software Co. <br> Ltd., Class A<br>| 13200 | &nbsp;&nbsp; 16961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dian Diagnostics <br> Group Co. Ltd., <br> Class A<br>| 24754 | &nbsp;&nbsp; 55251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Digital China Group <br> Co. Ltd., Class A<br>| 8000 | &nbsp;&nbsp; 45867 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Digital China Holdings <br> Ltd.<br>| 264250 | &nbsp;&nbsp; 102356 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Digital China <br> Information Service <br> Group Co. Ltd., <br> Class A<br>| 26100 | &nbsp;&nbsp; 46507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dirui Industrial Co. <br> Ltd., Class A<br>| 7100 | &nbsp;&nbsp; 14380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Do-Fluoride New <br> Materials Co. Ltd., <br> Class A<br>| 12980 | &nbsp;&nbsp; 22368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dong-E-E-Jiao Co. <br> Ltd., Class A<br>| 7400 | &nbsp;&nbsp; 53097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongfang Electric <br> Corp. Ltd., Class H<br>| 66600 | &nbsp;&nbsp; 156300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongfang Electronics <br> Co. Ltd., Class A<br>| 17300 | &nbsp;&nbsp; 24594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DongFeng Automobile <br> Co. Ltd., Class A<br>| 26000 | &nbsp;&nbsp; 25794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongfeng Motor <br> Group Co. Ltd., <br> Class H<br>| 1130000 | &nbsp;&nbsp; 679930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongguan Aohai <br> Technology Co. <br> Ltd., Class A<br>| 5500 | &nbsp;&nbsp; 30054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongguan <br> Development <br> Holdings Co. Ltd., <br> Class A<br>| 31100 | &nbsp;&nbsp; 47546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongguan Dingtong <br> Precision Metal Co. <br> Ltd., Class A<br>| 3385 | &nbsp;&nbsp; 44822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongguan Rural <br> Commercial Bank <br> Co. Ltd., Class H<br>| 23000 | &nbsp;&nbsp; 10968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongguan Yutong <br> Optical Technology <br> Co. Ltd., Class A<br>| 7800 | &nbsp;&nbsp; 24380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Donghua Testing <br> Technology Co. <br> Ltd., Class A<br>| 4600 | &nbsp;&nbsp; 24724 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dongjiang <br> Environmental Co. <br> Ltd., Class H<br>| 77000 | &nbsp;&nbsp; $25641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongxing Securities <br> Co. Ltd., Class A<br>| 43400 | &nbsp;&nbsp; 67093 |
|  | Dongyue Group Ltd. | 638000 | &nbsp;&nbsp; 843272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DouYu International <br> Holdings Ltd., ADR<br>| 6527 | &nbsp;&nbsp; 56522 |
| \* | DPC Dash Ltd. | 19500 | &nbsp;&nbsp; 210466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynagreen <br> Environmental <br> Protection Group <br> Co. Ltd., Class H<br>| 161000 | &nbsp;&nbsp; 103972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eaglerise Electric & <br> Electronic China <br> Co. Ltd., Class A<br>| 10500 | &nbsp;&nbsp; 23574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; East Money <br> Information Co. <br> Ltd., Class A<br>| 82283 | &nbsp;&nbsp; 264783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastcompeace <br> Technology Co. <br> Ltd., Class A<br>| 9200 | &nbsp;&nbsp; 31650 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Easyhome New Retail <br> Group Co. Ltd., <br> Class A<br>| 141300 | &nbsp;&nbsp; 58247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ecovacs Robotics Co. <br> Ltd., Class A<br>| 3800 | &nbsp;&nbsp; 41986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Edan Instruments, <br> Inc., Class A<br>| 15000 | &nbsp;&nbsp; 27222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Edifier Technology Co. <br> Ltd., Class A<br>| 24400 | &nbsp;&nbsp; 44454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Edvantage Group <br> Holdings Ltd.<br>| 226549 | &nbsp;&nbsp; 47648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EEKA Fashion <br> Holdings Ltd.<br>| 159000 | &nbsp;&nbsp; 137552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electric Connector <br> Technology Co. <br> Ltd., Class A<br>| 6300 | &nbsp;&nbsp; 42498 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Elion Energy Co. Ltd., <br> Class A<br>| 106600 | &nbsp;&nbsp; 1037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ENN Energy Holdings <br> Ltd.<br>| 213900 | &nbsp;&nbsp; 1743288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eoptolink Technology, <br> Inc. Ltd., Class A<br>| 5992 | &nbsp;&nbsp; 156001 |
|  | Era Co. Ltd., Class A | 69500 | &nbsp;&nbsp; 40447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Espressif Systems <br> Shanghai Co. Ltd., <br> Class A<br>| 1185 | &nbsp;&nbsp; 26571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Essex Bio-technology <br> Ltd.<br>| 144000 | &nbsp;&nbsp; 94376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eternal Asia Supply <br> Chain Management <br> Ltd., Class A<br>| 49200 | &nbsp;&nbsp; 30583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EVA Precision <br> Industrial Holdings <br> Ltd.<br>| 672000 | &nbsp;&nbsp; 65282 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eve Energy Co. Ltd., <br> Class A<br>| 15115 | &nbsp;&nbsp; $92686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ever Sunshine <br> Services Group <br> Ltd.<br>| 346000 | &nbsp;&nbsp; 91330 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Everbright Securities <br> Co. Ltd., Class H<br>| 61600 | &nbsp;&nbsp; 82054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Excellence <br> Commercial <br> Property & Facilities <br> Management Group <br> Ltd.<br>| 129000 | &nbsp;&nbsp; 23887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Explosive Co. Ltd., <br> Class A<br>| 13300 | &nbsp;&nbsp; 25806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eyebright Medical <br> Technology Beijing <br> Co. Ltd., Class A<br>| 2247 | &nbsp;&nbsp; 24095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fangda Carbon New <br> Material Co. Ltd., <br> Class A<br>| 73149 | &nbsp;&nbsp; 48633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fangda Special Steel <br> Technology Co. <br> Ltd., Class A<br>| 67896 | &nbsp;&nbsp; 55153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far East Smarter <br> Energy Co. Ltd., <br> Class A<br>| 54700 | &nbsp;&nbsp; 42025 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Farasis Energy Gan <br> Zhou Co. Ltd., <br> Class A<br>| 17709 | &nbsp;&nbsp; 39332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FAW Jiefang Group <br> Co. Ltd., Class A<br>| 20500 | &nbsp;&nbsp; 19807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FAWER Automotive <br> Parts Co. Ltd., <br> Class A<br>| 73300 | &nbsp;&nbsp; 60418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Feilong Auto <br> Components Co. <br> Ltd., Class A<br>| 19500 | &nbsp;&nbsp; 46302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fengzhushou Co. <br> Ltd., Class A<br>| 5590 | &nbsp;&nbsp; 26307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ferrotec Anhui <br> Technology <br> Development Co. <br> Ltd., Class A<br>| 1500 | &nbsp;&nbsp; 8334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FESCO Group Co. <br> Ltd., Class A<br>| 17100 | &nbsp;&nbsp; 49844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fiberhome <br> Telecommunication <br> Technologies Co. <br> Ltd., Class A<br>| 14400 | &nbsp;&nbsp; 44842 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fibocom Wireless, <br> Inc., Class A<br>| 11880 | &nbsp;&nbsp; 43256 |
| \* | FIH Mobile Ltd. | 138600 | &nbsp;&nbsp; 247064 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Financial Street <br> Holdings Co. Ltd., <br> Class A<br>| 86800 | &nbsp;&nbsp; 35324 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FinVolution Group, <br> ADR<br>| 79604 | &nbsp;&nbsp; $683798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Capital Securities <br> Co. Ltd., Class A<br>| 29400 | &nbsp;&nbsp; 30168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Tractor Co. Ltd., <br> Class H<br>| 150000 | &nbsp;&nbsp; 135399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flat Glass Group Co. <br> Ltd., Class H<br>| 176000 | &nbsp;&nbsp; 228261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Focus Lightings Tech <br> Co. Ltd., Class A<br>| 16100 | &nbsp;&nbsp; 28044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Focus Media <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 158300 | &nbsp;&nbsp; 164713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Focused Photonics <br> Hangzhou, Inc., <br> Class A<br>| 13300 | &nbsp;&nbsp; 35260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Focuslight <br> Technologies, Inc., <br> Class A<br>| 2301 | &nbsp;&nbsp; 27255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foryou Corp., <br> Class A<br>| 11804 | &nbsp;&nbsp; 48530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foshan Electrical & <br> Lighting Co. Ltd., <br> Class A<br>| 27000 | &nbsp;&nbsp; 24106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foshan Haitian <br> Flavouring & Food <br> Co. Ltd., Class A<br>| 41811 | &nbsp;&nbsp; 222497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foshan Nationstar <br> Optoelectronics Co. <br> Ltd., Class A<br>| 13700 | &nbsp;&nbsp; 17524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Foshan Yowant <br> Technology Co. <br> Ltd., Class A<br>| 29400 | &nbsp;&nbsp; 27879 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Founder Holdings <br> Ltd.<br>| 390000 | &nbsp;&nbsp; 48075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Founder Securities <br> Co. Ltd., Class A<br>| 44600 | &nbsp;&nbsp; 50195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foxconn Industrial <br> Internet Co. Ltd., <br> Class A<br>| 138200 | &nbsp;&nbsp; 660117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Friend Co. Ltd., <br> Class A<br>| 15400 | &nbsp;&nbsp; 36750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fu Shou Yuan <br> International Group <br> Ltd.<br>| 661000 | &nbsp;&nbsp; 303776 |
|  | Fufeng Group Ltd. | 1005000 | &nbsp;&nbsp; 1109588 |
| \*†† | Fuguiniao Co. Ltd. | 51000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Apex Software <br> Co. Ltd., Class A<br>| 2600 | &nbsp;&nbsp; 15049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Boss Software <br> Development Co. <br> Ltd., Class A<br>| 16899 | &nbsp;&nbsp; 35708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Foxit Software <br> Development JSC <br> Ltd., Class A<br>| 2449 | &nbsp;&nbsp; 27557 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Kuncai Material <br> Technology Co. <br> Ltd., Class A<br>| 5600 | &nbsp;&nbsp; $15055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Longking Co. <br> Ltd., Class A<br>| 30100 | &nbsp;&nbsp; 50167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Qingshan <br> Paper Industry Co. <br> Ltd., Class A<br>| 60000 | &nbsp;&nbsp; 18901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Star-net <br> Communication Co. <br> Ltd., Class A<br>| 11900 | &nbsp;&nbsp; 43831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Sunner <br> Development Co. <br> Ltd., Class A<br>| 30500 | &nbsp;&nbsp; 67537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Tianma <br> Science & <br> Technology Group <br> Co. Ltd., Class A<br>| 13100 | &nbsp;&nbsp; 24132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Yuanli Active <br> Carbon Co. Ltd., <br> Class A<br>| 10900 | &nbsp;&nbsp; 22765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fulin Precision Co. <br> Ltd., Class A<br>| 17220 | &nbsp;&nbsp; 29910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fushun Special Steel <br> Co. Ltd., Class A<br>| 57700 | &nbsp;&nbsp; 45105 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Fuyao Glass Industry <br> Group Co. Ltd., <br> Class H<br>| 177600 | &nbsp;&nbsp; 1280420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gan & Lee <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 3100 | &nbsp;&nbsp; 24932 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Ganfeng Lithium <br> Group Co. Ltd., <br> Class H<br>| 90360 | &nbsp;&nbsp; 299937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gansu Shangfeng <br> Cement Co. Ltd., <br> Class A<br>| 44600 | &nbsp;&nbsp; 54107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gansu Yasheng <br> Industrial Group Co. <br> Ltd., Class A<br>| 36900 | &nbsp;&nbsp; 15313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gaona Aero Material <br> Co. Ltd., Class A<br>| 9320 | &nbsp;&nbsp; 22457 |
|  | Gaush Meditech Ltd. | 7700 | &nbsp;&nbsp; 7608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; G-bits Network <br> Technology Xiamen <br> Co. Ltd., Class A<br>| 1300 | &nbsp;&nbsp; 61255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GCL Energy <br> Technology Co. <br> Ltd., Class A<br>| 33500 | &nbsp;&nbsp; 56456 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCL New Energy <br> Holdings Ltd.<br>| 278000 | &nbsp;&nbsp; 15352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GDS Holdings Ltd. <br> (9698 HK), Class A<br>| 200600 | &nbsp;&nbsp; 904052 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; GDS Holdings Ltd. <br> (GDS US), ADR<br>| 15269 | &nbsp;&nbsp; 550753 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Geely Automobile <br> Holdings Ltd.<br>| 1234000 | &nbsp;&nbsp; $2767884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GEM Co. Ltd., <br> Class A<br>| 76200 | &nbsp;&nbsp; 68173 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gemdale Corp., <br> Class A<br>| 53200 | &nbsp;&nbsp; 27758 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Gemdale Properties & <br> Investment Corp. <br> Ltd.<br>| 3508000 | &nbsp;&nbsp; 127440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GemPharmatech Co. <br> Ltd., Class A<br>| 10762 | &nbsp;&nbsp; 23801 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genimous Technology <br> Co. Ltd., Class A<br>| 21600 | &nbsp;&nbsp; 26501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Geovis Technology <br> Co. Ltd., Class A<br>| 5687 | &nbsp;&nbsp; 28774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Getein Biotech, Inc., <br> Class A<br>| 15288 | &nbsp;&nbsp; 18346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GF Securities Co. <br> Ltd., Class H<br>| 191400 | &nbsp;&nbsp; 417903 |
|  | GHW International | 20000 | &nbsp;&nbsp; 3867 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Giant Biogene Holding <br> Co. Ltd.<br>| 102800 | &nbsp;&nbsp; 733040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Giantec <br> Semiconductor <br> Corp., Class A<br>| 3119 | &nbsp;&nbsp; 32059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ginlong Technologies <br> Co. Ltd., Class A<br>| 7700 | &nbsp;&nbsp; 60604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Glarun Technology <br> Co. Ltd., Class A<br>| 9000 | &nbsp;&nbsp; 37823 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Global New Material <br> International <br> Holdings Ltd.<br>| 23000 | &nbsp;&nbsp; 15091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GoerTek, Inc., <br> Class A<br>| 42500 | &nbsp;&nbsp; 135056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goke Microelectronics <br> Co. Ltd., Class A<br>| 2800 | &nbsp;&nbsp; 32478 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Golden Throat <br> Holdings Group Co. <br> Ltd.<br>| 20500 | &nbsp;&nbsp; 12291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldenmax <br> International Group <br> Ltd., Class A<br>| 25200 | &nbsp;&nbsp; 41918 |
|  | Goldpac Group Ltd. | 138000 | &nbsp;&nbsp; 16086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldwind Science & <br> Technology Co. <br> Ltd., Class H<br>| 329858 | &nbsp;&nbsp; 292808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goneo Group Co. <br> Ltd., Class A<br>| 8624 | &nbsp;&nbsp; 56462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goodbaby <br> International <br> Holdings Ltd.<br>| 381000 | &nbsp;&nbsp; 53112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoodWe Technologies <br> Co. Ltd. (688390 <br> C1), Class A<br>| 4471 | &nbsp;&nbsp; 25877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gotion High-tech Co. <br> Ltd., Class A<br>| 17800 | &nbsp;&nbsp; 72164 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grandblue <br> Environment Co. <br> Ltd., Class A<br>| 18190 | &nbsp;&nbsp; $67586 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grandjoy Holdings <br> Group Co. Ltd., <br> Class A<br>| 54400 | &nbsp;&nbsp; 22773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Wall Motor Co. <br> Ltd., Class H<br>| 685000 | &nbsp;&nbsp; 1117871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gree Electric <br> Appliances, Inc. of <br> Zhuhai, Class A<br>| 49800 | &nbsp;&nbsp; 315519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greentown China <br> Holdings Ltd.<br>| 542000 | &nbsp;&nbsp; 681745 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Greentown <br> Management <br> Holdings Co. Ltd.<br>| 329000 | &nbsp;&nbsp; 119439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greentown Service <br> Group Co. Ltd.<br>| 700000 | &nbsp;&nbsp; 426214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GRG Banking <br> Equipment Co. Ltd., <br> Class A<br>| 20100 | &nbsp;&nbsp; 36892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GRG Metrology & Test <br> Group Co. Ltd., <br> Class A<br>| 11100 | &nbsp;&nbsp; 26397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grinm Advanced <br> Materials Co. Ltd., <br> Class A<br>| 5900 | &nbsp;&nbsp; 15354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong <br> Advertising Group <br> Co. Ltd., Class A<br>| 16100 | &nbsp;&nbsp; 17590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Aofei <br> Data Technology <br> Co. Ltd., Class A<br>| 12499 | &nbsp;&nbsp; 36052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong <br> Construction <br> Engineering Group <br> Co. Ltd., Class A<br>| 144400 | &nbsp;&nbsp; 73539 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Create <br> Century Intelligent <br> Equipment Group <br> Corp. Ltd., Class A<br>| 18200 | &nbsp;&nbsp; 20952 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong DFP New <br> Material Group Co. <br> Ltd.<br>| 59200 | &nbsp;&nbsp; 34049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Dongfang <br> Precision Science & <br> Technology Co. <br> Ltd., Class A<br>| 31100 | &nbsp;&nbsp; 61013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Dongpeng <br> Holdings Co. Ltd., <br> Class A<br>| 28000 | &nbsp;&nbsp; 23095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Dowstone <br> Technology Co. <br> Ltd., Class A<br>| 17400 | &nbsp;&nbsp; 41157 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Ellington <br> Electronics <br> Technology Co. <br> Ltd., Class A<br>| 33300 | &nbsp;&nbsp; $49218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Fenghua <br> Advanced <br> Technology Holding <br> Co. Ltd., Class A<br>| 24000 | &nbsp;&nbsp; 46338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Goworld <br> Co. Ltd., Class A<br>| 8000 | &nbsp;&nbsp; 14393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Great <br> River Smarter <br> Logistics Co. Ltd., <br> Class A<br>| 12700 | &nbsp;&nbsp; 19680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong <br> Guangzhou Daily <br> Media Co. Ltd., <br> Class A<br>| 35300 | &nbsp;&nbsp; 35895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Guanhao <br> High-Tech Co. Ltd., <br> Class A<br>| 57300 | &nbsp;&nbsp; 24809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Haid <br> Group Co. Ltd., <br> Class A<br>| 27000 | &nbsp;&nbsp; 211791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Hongtu <br> Technology <br> Holdings Co. Ltd., <br> Class A<br>| 35600 | &nbsp;&nbsp; 60247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Huate <br> Gas Co. Ltd., <br> Class A<br>| 2904 | &nbsp;&nbsp; 20857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong <br> Investment Ltd.<br>| 854000 | &nbsp;&nbsp; 760137 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Jia Yuan <br> Technology Shares <br> Co. Ltd., Class A<br>| 9552 | &nbsp;&nbsp; 29281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Kinlong <br> Hardware Products <br> Co. Ltd., Class A<br>| 14300 | &nbsp;&nbsp; 43928 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Land <br> Holdings Ltd.<br>| 164822 | &nbsp;&nbsp; 5381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Provincial <br> Expressway <br> Development Co. <br> Ltd., Class A<br>| 43621 | &nbsp;&nbsp; 74861 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Shenglu <br> Telecommunication <br> Tech Co. Ltd., <br> Class A<br>| 26300 | &nbsp;&nbsp; 26726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Sirio <br> Pharma Co. Ltd., <br> Class A<br>| 6929 | &nbsp;&nbsp; 22031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong South <br> New Media Co. <br> Ltd., Class A<br>| 8000 | &nbsp;&nbsp; 45577 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong TCL <br> Smart Home <br> Appliances Co. Ltd.<br>| 18600 | &nbsp;&nbsp; $26189 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Topstar <br> Technology Co. <br> Ltd., Class A<br>| 3000 | &nbsp;&nbsp; 13769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Vanward <br> New Electric Co. <br> Ltd., Class A<br>| 31885 | &nbsp;&nbsp; 51750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Xinbao <br> Electrical <br> Appliances Holdings <br> Co. Ltd., Class A<br>| 26900 | &nbsp;&nbsp; 55073 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Zhongnan <br> Iron & Steel Co. <br> Ltd., Class A<br>| 91500 | &nbsp;&nbsp; 37873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangshen Railway <br> Co. Ltd., Class H<br>| 655500 | &nbsp;&nbsp; 163443 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangxi Huaxi <br> Nonferrous Metal <br> Co. Ltd., Class A<br>| 18000 | &nbsp;&nbsp; 54748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangxi Liugong <br> Machinery Co. Ltd., <br> Class A<br>| 34950 | &nbsp;&nbsp; 51961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangxi LiuYao <br> Group Co. Ltd., <br> Class A<br>| 11600 | &nbsp;&nbsp; 29065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangxi Wuzhou <br> Communications <br> Co. Ltd., Class A<br>| 53625 | &nbsp;&nbsp; 31911 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangxi Wuzhou <br> Zhongheng Group <br> Co. Ltd., Class A<br>| 143400 | &nbsp;&nbsp; 54139 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GuangYuYuan <br> Chinese Herbal <br> Medicine Co. Ltd., <br> Class A<br>| 7500 | &nbsp;&nbsp; 22185 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou <br> Automobile Group <br> Co. Ltd., Class H<br>| 680836 | &nbsp;&nbsp; 275118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Baiyun <br> International Airport <br> Co. Ltd., Class A<br>| 38600 | &nbsp;&nbsp; 50018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou <br> Development <br> Group, Inc., <br> Class A<br>| 53000 | &nbsp;&nbsp; 46733 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Great <br> Power Energy & <br> Technology Co. <br> Ltd., Class A<br>| 5300 | &nbsp;&nbsp; 18913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Haige <br> Communications <br> Group, Inc. Co., <br> Class A<br>| 13800 | &nbsp;&nbsp; 25341 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Haoyang <br> Electronic Co. Ltd., <br> Class A<br>| 6300 | &nbsp;&nbsp; $31204 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou KDT <br> Machinery Co. Ltd., <br> Class A<br>| 13557 | &nbsp;&nbsp; 30322 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Kingmed <br> Diagnostics Group <br> Co. Ltd., Class A<br>| 7300 | &nbsp;&nbsp; 31249 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Lingnan <br> Group Holdings Co. <br> Ltd., Class A<br>| 12700 | &nbsp;&nbsp; 21649 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Port Co. <br> Ltd., Class A<br>| 46700 | &nbsp;&nbsp; 21394 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou <br> Restaurant Group <br> Co. Ltd., Class A<br>| 18220 | &nbsp;&nbsp; 40020 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Shiyuan <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 8000 | &nbsp;&nbsp; 38874 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Sie <br> Consulting Co. Ltd., <br> Class A<br>| 7600 | &nbsp;&nbsp; 32072 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Tinci <br> Materials <br> Technology Co. <br> Ltd., Class A<br>| 20960 | &nbsp;&nbsp; 54871 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Wondfo <br> Biotech Co. Ltd., <br> Class A<br>| 14980 | &nbsp;&nbsp; 49687 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Yuexiu <br> Capital Holdings <br> Group Co. Ltd., <br> Class A<br>| 37746 | &nbsp;&nbsp; 38444 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Zhiguang <br> Electric Co. Ltd., <br> Class A<br>| 25000 | &nbsp;&nbsp; 21489 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guilin Layn Natural <br> Ingredients Corp., <br> Class A<br>| 22200 | &nbsp;&nbsp; 25444 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guilin Sanjin <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 13300 | &nbsp;&nbsp; 27839 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Chanhen <br> Chemical Corp., <br> Class A<br>| 8800 | &nbsp;&nbsp; 30056 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Gas Group <br> Corp. Ltd., Class A<br>| 34900 | &nbsp;&nbsp; 33213 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Guihang <br> Automotive <br> Components Co. <br> Ltd., Class A<br>| 11100 | &nbsp;&nbsp; 23644 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Sanli <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 12500 | &nbsp;&nbsp; 23414 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Tyre Co. Ltd., <br> Class A<br>| 67600 | &nbsp;&nbsp; $42465 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Zhenhua <br> E-chem, Inc., <br> Class A<br>| 19943 | &nbsp;&nbsp; 38016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guocheng Mining Co. <br> Ltd., Class A<br>| 12100 | &nbsp;&nbsp; 23317 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guoguang Electric Co. <br> Ltd., Class A<br>| 11900 | &nbsp;&nbsp; 25405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guomai Technologies, <br> Inc., Class A<br>| 14400 | &nbsp;&nbsp; 24218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guosen Securities Co. <br> Ltd., Class A<br>| 49412 | &nbsp;&nbsp; 90941 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guosheng Financial <br> Holding, Inc., <br> Class A<br>| 18930 | &nbsp;&nbsp; 40051 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Guotai Haitong <br> Securities Co. Ltd., <br> Class H<br>| 375904 | &nbsp;&nbsp; 811475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guoyuan Securities <br> Co. Ltd., Class A<br>| 50550 | &nbsp;&nbsp; 59604 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gushengtang <br> Holdings Ltd.<br>| 56000 | &nbsp;&nbsp; 255150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H World Group Ltd. <br> (1179 HK)<br>| 380500 | &nbsp;&nbsp; 1187617 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Haichang Ocean Park <br> Holdings Ltd.<br>| 547000 | &nbsp;&nbsp; 54499 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Haidilao International <br> Holding Ltd.<br>| 405000 | &nbsp;&nbsp; 717942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haier Smart Home <br> Co. Ltd. (600690 <br> C1), Class A<br>| 40200 | &nbsp;&nbsp; 138457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haier Smart Home <br> Co. Ltd. (6690 HK), <br> Class H<br>| 693799 | &nbsp;&nbsp; 2185728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hailir Pesticides & <br> Chemicals Group <br> Co. Ltd., Class A<br>| 9380 | &nbsp;&nbsp; 18962 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Drinda New <br> Energy Technology <br> Co. Ltd., Class A<br>| 4600 | &nbsp;&nbsp; 27603 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Haide Capital <br> Management Co. <br> Ltd., Class A<br>| 36015 | &nbsp;&nbsp; 32576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Jinpan Smart <br> Technology Co. <br> Ltd., Class A<br>| 7055 | &nbsp;&nbsp; 37005 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Meilan <br> International Airport <br> Co. Ltd., Class H<br>| 103000 | &nbsp;&nbsp; 141285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Mining Co. <br> Ltd., Class A<br>| 24200 | &nbsp;&nbsp; 26614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Strait Shipping <br> Co. Ltd., Class A<br>| 87900 | &nbsp;&nbsp; 99249 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haisco <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 4600 | &nbsp;&nbsp; $35511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haitian International <br> Holdings Ltd.<br>| 305000 | &nbsp;&nbsp; 826780 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Haitong UniTrust <br> International <br> Leasing Co. Ltd., <br> Class H<br>| 622000 | &nbsp;&nbsp; 66489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangcha Group Co. <br> Ltd., Class A<br>| 17580 | &nbsp;&nbsp; 51613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangxiao Steel <br> Structure Co. Ltd., <br> Class A<br>| 94600 | &nbsp;&nbsp; 34783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Binjiang <br> Real Estate Group <br> Co. Ltd., Class A<br>| 41000 | &nbsp;&nbsp; 56791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Chang <br> Chuan Technology <br> Co. Ltd., Class A<br>| 3500 | &nbsp;&nbsp; 21050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Dptech <br> Technologies Co. <br> Ltd., Class A<br>| 9900 | &nbsp;&nbsp; 23662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Electronic <br> Soul Network <br> Technology Co. <br> Ltd., Class A<br>| 5800 | &nbsp;&nbsp; 18151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou First <br> Applied Material Co. <br> Ltd., Class A<br>| 27172 | &nbsp;&nbsp; 55137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou GreatStar <br> Industrial Co. Ltd.<br>| 15700 | &nbsp;&nbsp; 67612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Greenda <br> Electronic Materials <br> Co. Ltd., Class A<br>| 5800 | &nbsp;&nbsp; 21213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Haoyue <br> Personal Care Co. <br> Ltd., Class A<br>| 7420 | &nbsp;&nbsp; 40303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Honghua <br> Digital Technology <br> Stock Co. Ltd., <br> Class A<br>| 2232 | &nbsp;&nbsp; 21965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Huawang <br> New Material <br> Technology Co. <br> Ltd., Class A<br>| 28440 | &nbsp;&nbsp; 35626 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Iron & <br> Steel Co., Class A<br>| 38300 | &nbsp;&nbsp; 47204 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Lion <br> Microelectronics Co. <br> Ltd., Class A<br>| 10144 | &nbsp;&nbsp; 34632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Onechance <br> Tech Corp., <br> Class A<br>| 6100 | &nbsp;&nbsp; 21374 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Oxygen <br> Plant Group Co. <br> Ltd., Class A<br>| 19100 | &nbsp;&nbsp; $58099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Robam <br> Appliances Co. Ltd., <br> Class A<br>| 17700 | &nbsp;&nbsp; 46867 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou SF <br> Intra-City Industrial <br> Co. Ltd., Class H<br>| 11000 | &nbsp;&nbsp; 23830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Shunwang <br> Technology Co. <br> Ltd., Class A<br>| 5700 | &nbsp;&nbsp; 15442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Sunrise <br> Technology Co. <br> Ltd., Class A<br>| 19500 | &nbsp;&nbsp; 42496 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Tigermed <br> Consulting Co. Ltd. <br> (3347 HK), Class H<br>| 43300 | &nbsp;&nbsp; 307356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Weiguang <br> Electronic Co. Ltd., <br> Class A<br>| 5200 | &nbsp;&nbsp; 23822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Zhongtai <br> Cryogenic <br> Technology Corp., <br> Class A<br>| 11200 | &nbsp;&nbsp; 24111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Han's Laser <br> Technology Industry <br> Group Co. Ltd., <br> Class A<br>| 6600 | &nbsp;&nbsp; 24694 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hansoh <br> Pharmaceutical <br> Group Co. Ltd.<br>| 160000 | &nbsp;&nbsp; 718827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haohua Chemical <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 5600 | &nbsp;&nbsp; 19946 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Bank Co. Ltd., <br> Class H<br>| 873000 | &nbsp;&nbsp; 47868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Boshi <br> Automation Co. <br> Ltd., Class A<br>| 17661 | &nbsp;&nbsp; 39734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Electric Corp. <br> Jiamusi Electric <br> Machine Co. Ltd., <br> Class A<br>| 23700 | &nbsp;&nbsp; 37979 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Gloria <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 55500 | &nbsp;&nbsp; 28529 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 111900 | &nbsp;&nbsp; 62853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HBIS Resources Co. <br> Ltd., Class A<br>| 28400 | &nbsp;&nbsp; 54558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Health & Happiness <br> H&H International <br> Holdings Ltd.<br>| 96500 | &nbsp;&nbsp; 140676 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hebei Construction <br> Group Corp. Ltd., <br> Class H<br>| 180000 | &nbsp;&nbsp; $12399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hebei Sinopack <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 1960 | &nbsp;&nbsp; 14524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hebei Yangyuan <br> Zhihui Beverage <br> Co. Ltd., Class A<br>| 22700 | &nbsp;&nbsp; 67037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hefei Jianghang <br> Aircraft Equipment <br> Co. Ltd., Class A<br>| 18667 | &nbsp;&nbsp; 32035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hefei Meiya <br> Optoelectronic <br> Technology, Inc., <br> Class A<br>| 17700 | &nbsp;&nbsp; 41492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hefei Urban <br> Construction <br> Development Co. <br> Ltd., Class A<br>| 25800 | &nbsp;&nbsp; 24647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heilongjiang <br> Agriculture Co. Ltd., <br> Class A<br>| 31000 | &nbsp;&nbsp; 64509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HeiLongJiang ZBD <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 21200 | &nbsp;&nbsp; 38364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hello Group, Inc., <br> Sponsored ADR<br>| 68471 | &nbsp;&nbsp; 563516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Liliang <br> Diamond Co. Ltd., <br> Class A<br>| 12100 | &nbsp;&nbsp; 49587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Lingrui <br> Pharmaceutical Co., <br> Class A<br>| 18774 | &nbsp;&nbsp; 59298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Mingtai Al <br> Industrial Co. Ltd., <br> Class A<br>| 41100 | &nbsp;&nbsp; 70410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Pinggao <br> Electric Co. Ltd., <br> Class A<br>| 18100 | &nbsp;&nbsp; 39378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Shuanghui <br> Investment & <br> Development Co. <br> Ltd., Class A<br>| 37559 | &nbsp;&nbsp; 128827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Thinker <br> Automatic <br> Equipment Co. Ltd., <br> Class A<br>| 11480 | &nbsp;&nbsp; 46072 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Henan Yicheng New <br> Energy Co. Ltd., <br> Class A<br>| 49700 | &nbsp;&nbsp; 30099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Yuguang Gold <br> & Lead Co. Ltd., <br> Class A<br>| 40100 | &nbsp;&nbsp; 45407 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Zhongyuan <br> Expressway Co. <br> Ltd., Class A<br>| 59500 | &nbsp;&nbsp; $37444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengan International <br> Group Co. Ltd.<br>| 349000 | &nbsp;&nbsp; 1042604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengbao Co. Ltd., <br> Class A<br>| 22300 | &nbsp;&nbsp; 61456 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hengdeli Holdings <br> Ltd.<br>| 467309 | &nbsp;&nbsp; 7448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengdian Group <br> DMEGC Magnetics <br> Co. Ltd., Class A<br>| 37500 | &nbsp;&nbsp; 80113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengdian Group <br> Tospo Lighting Co. <br> Ltd., Class A<br>| 12900 | &nbsp;&nbsp; 21823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengli Petrochemical <br> Co. Ltd., Class A<br>| 110300 | &nbsp;&nbsp; 236577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengtong Logistics <br> Co. Ltd., Class A<br>| 15800 | &nbsp;&nbsp; 21414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengtong <br> Optic-electric Co. <br> Ltd., Class A<br>| 35000 | &nbsp;&nbsp; 77343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengyi Petrochemical <br> Co. Ltd., Class A<br>| 47720 | &nbsp;&nbsp; 39680 |
| \* | Hesai Group, ADR | 9350 | &nbsp;&nbsp; 177650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hesteel Co. Ltd., <br> Class A<br>| 227100 | &nbsp;&nbsp; 75636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hexing Electrical Co. <br> Ltd., Class A<br>| 10300 | &nbsp;&nbsp; 38243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HG Technologies Co. <br> Ltd., Class A<br>| 8200 | &nbsp;&nbsp; 22276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hi Sun Technology <br> China Ltd.<br>| 1011000 | &nbsp;&nbsp; 68103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hisense Home <br> Appliances Group <br> Co. Ltd., Class H<br>| 165000 | &nbsp;&nbsp; 473173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hisense Visual <br> Technology Co. <br> Ltd., Class A<br>| 17700 | &nbsp;&nbsp; 55863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hitevision Co. Ltd., <br> Class A<br>| 6500 | &nbsp;&nbsp; 22372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hithink RoyalFlush <br> Information Network <br> Co. Ltd., Class A<br>| 4088 | &nbsp;&nbsp; 160430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HLA Group Corp. Ltd., <br> Class A<br>| 102200 | &nbsp;&nbsp; 96726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HMT Xiamen New <br> Technical Materials <br> Co. Ltd., Class A<br>| 4100 | &nbsp;&nbsp; 25699 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HNA Technology Co. <br> Ltd., Class A<br>| 64900 | &nbsp;&nbsp; 34557 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Homeland Interactive <br> Technology Ltd.<br>| 136000 | &nbsp;&nbsp; 20524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hongfa Technology <br> Co. Ltd., Class A<br>| 11900 | &nbsp;&nbsp; 40508 |
| \* | Honghua Group Ltd. | 1396000 | &nbsp;&nbsp; 43865 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hongli Zhihui Group <br> Co. Ltd., Class A<br>| 29100 | &nbsp;&nbsp; $27293 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hongmian Zhihui <br> Science & <br> Technology <br> Innovation Co. Ltd. <br> Guangzhou<br>| 57500 | &nbsp;&nbsp; 26055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hongta Securities Co. <br> Ltd., Class A<br>| 18100 | &nbsp;&nbsp; 21761 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hongyuan Green <br> Energy Co. Ltd., <br> Class A<br>| 12590 | &nbsp;&nbsp; 33832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hopson Development <br> Holdings Ltd.<br>| 605362 | &nbsp;&nbsp; 291455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Horizon Construction <br> Development Ltd.<br>| 621000 | &nbsp;&nbsp; 90400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hoshine Silicon <br> Industry Co. Ltd., <br> Class A<br>| 8700 | &nbsp;&nbsp; 63596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hoymiles Power <br> Electronics, Inc., <br> Class A<br>| 1254 | &nbsp;&nbsp; 17773 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hua Hong <br> Semiconductor Ltd.<br>| 194000 | &nbsp;&nbsp; 998838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaan Securities Co. <br> Ltd., Class A<br>| 23080 | &nbsp;&nbsp; 19397 |
|  | &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>| 33500 | &nbsp;&nbsp; 29936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huadong Medicine <br> Co. Ltd., Class A<br>| 20400 | &nbsp;&nbsp; 125722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huafon Chemical Co. <br> Ltd., Class A<br>| 64300 | &nbsp;&nbsp; 66998 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Huafon Microfibre <br> Shanghai <br> Technology Co. <br> Ltd., Class A<br>| 31600 | &nbsp;&nbsp; 37941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huafu Fashion Co. <br> Ltd., Class A<br>| 28400 | &nbsp;&nbsp; 18378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huagong Tech Co. <br> Ltd., Class A<br>| 6900 | &nbsp;&nbsp; 48248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaihe Energy Group <br> Co. Ltd., Class A<br>| 52300 | &nbsp;&nbsp; 25588 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Huakai Yibai <br> Technology Co. <br> Ltd., Class A<br>| 14500 | &nbsp;&nbsp; 22569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hualan Biological <br> Engineering, Inc., <br> Class A<br>| 23400 | &nbsp;&nbsp; 53892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaming Power <br> Equipment Co. Ltd., <br> Class A<br>| 25500 | &nbsp;&nbsp; 62286 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huangshan Novel Co. <br> Ltd., Class A<br>| 19300 | &nbsp;&nbsp; $31139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huangshan Tourism <br> Development Co. <br> Ltd., Class A<br>| 21000 | &nbsp;&nbsp; 33827 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Huanxi Media Group <br> Ltd.<br>| 380000 | &nbsp;&nbsp; 17502 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Huapont Life Sciences <br> Co. Ltd., Class A<br>| 86950 | &nbsp;&nbsp; 52854 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Huatai Securities Co. <br> Ltd., Class H<br>| 207200 | &nbsp;&nbsp; 476886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huatu Cendes Co. <br> Ltd., Class A<br>| 2380 | &nbsp;&nbsp; 21901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaxi Securities Co. <br> Ltd., Class A<br>| 29000 | &nbsp;&nbsp; 40328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaxia Bank Co. Ltd., <br> Class A<br>| 176536 | &nbsp;&nbsp; 194974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huayu Automotive <br> Systems Co. Ltd., <br> Class A<br>| 70100 | &nbsp;&nbsp; 170912 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Biocause <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 103700 | &nbsp;&nbsp; 22004 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Broadcasting & <br> Television <br> Information Network <br> Co. Ltd., Class A<br>| 33100 | &nbsp;&nbsp; 25040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Chutian Smart <br> Communication Co. <br> Ltd., Class A<br>| 54900 | &nbsp;&nbsp; 32544 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Dinglong Co. <br> Ltd., Class A<br>| 7000 | &nbsp;&nbsp; 27527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Feilihua Quartz <br> Glass Co. Ltd., <br> Class A<br>| 3650 | &nbsp;&nbsp; 42732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Jumpcan <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 20800 | &nbsp;&nbsp; 77529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Xingfa <br> Chemicals Group <br> Co. Ltd., Class A<br>| 26100 | &nbsp;&nbsp; 89670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Yihua Chemical <br> Industry Co. Ltd., <br> Class A<br>| 24600 | &nbsp;&nbsp; 46364 |
|  | &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>| 123900 | &nbsp;&nbsp; 52023 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Huitongda Network <br> Co. Ltd., Class H<br>| 11000 | &nbsp;&nbsp; 19339 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Huizhou CEE <br> Technology, Inc., <br> Class A<br>| 16600 | &nbsp;&nbsp; 28114 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huizhou Desay Sv <br> Automotive Co. <br> Ltd., Class A<br>| 6000 | &nbsp;&nbsp; $84464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Aihua Group <br> Co. Ltd., Class A<br>| 14000 | &nbsp;&nbsp; 30918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Corun New <br> Energy Co. Ltd., <br> Class A<br>| 34200 | &nbsp;&nbsp; 26871 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Er-Kang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 99500 | &nbsp;&nbsp; 64556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Gold Corp. <br> Ltd., Class A<br>| 19580 | &nbsp;&nbsp; 48285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Jiudian <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 17000 | &nbsp;&nbsp; 43501 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Kaimeite <br> Gases Co. Ltd., <br> Class A<br>| 22000 | &nbsp;&nbsp; 36008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hunan New Wellful <br> Co. Ltd., Class A<br>| 49800 | &nbsp;&nbsp; 43022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan TV & <br> Broadcast <br> Intermediary Co. <br> Ltd., Class A<br>| 55700 | &nbsp;&nbsp; 59596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Valin Steel Co. <br> Ltd., Class A<br>| 148900 | &nbsp;&nbsp; 116992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Zhongke <br> Electric Co. Ltd., <br> Class A<br>| 14900 | &nbsp;&nbsp; 33589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hundsun <br> Technologies, Inc., <br> Class A<br>| 6000 | &nbsp;&nbsp; 30049 |
|  | HUYA, Inc., ADR | 39605 | &nbsp;&nbsp; 133073 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hygeia Healthcare <br> Holdings Co. Ltd.<br>| 169200 | &nbsp;&nbsp; 367681 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hymson Laser <br> Technology Group <br> Co. Ltd., Class A<br>| 8008 | &nbsp;&nbsp; 34439 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hytera <br> Communications <br> Corp. Ltd., Class A<br>| 26500 | &nbsp;&nbsp; 43256 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HyUnion Holding Co. <br> Ltd., Class A<br>| 44700 | &nbsp;&nbsp; 60796 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IAT Automobile <br> Technology Co. <br> Ltd., Class A<br>| 15900 | &nbsp;&nbsp; 25465 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; iDreamSky <br> Technology <br> Holdings Ltd.<br>| 348800 | &nbsp;&nbsp; 56266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IEIT Systems Co. Ltd., <br> Class A<br>| 8400 | &nbsp;&nbsp; 64840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iflytek Co. Ltd., <br> Class A<br>| 6300 | &nbsp;&nbsp; 42605 |
|  | IKD Co. Ltd., Class A | 31100 | &nbsp;&nbsp; 74712 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; I-Mab, Sponsored <br> ADR<br>| 18909 | &nbsp;&nbsp; $38007 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; IMAX China Holding, <br> Inc.<br>| 66100 | &nbsp;&nbsp; 71242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Imeik Technology <br> Development Co. <br> Ltd., Class A<br>| 2980 | &nbsp;&nbsp; 76618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industrial & <br> Commercial Bank of <br> China Ltd., Class H<br>| 7836017 | &nbsp;&nbsp; 6004150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industrial Bank Co. <br> Ltd., Class A<br>| 283145 | &nbsp;&nbsp; 889909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industrial Securities <br> Co. Ltd., Class A<br>| 63160 | &nbsp;&nbsp; 57002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Infore Environment <br> Technology Group <br> Co. Ltd., Class A<br>| 49800 | &nbsp;&nbsp; 45883 |
| #\*Ω | Ingdan, Inc. | 313000 | &nbsp;&nbsp; 78370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ingenic <br> Semiconductor Co. <br> Ltd., Class A<br>| 2200 | &nbsp;&nbsp; 20304 |
|  | Inkeverse Group Ltd. | 276000 | &nbsp;&nbsp; 44450 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; INKON Life <br> Technology Co. <br> Ltd., Class A<br>| 14100 | &nbsp;&nbsp; 19887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inmyshow Digital <br> Technology Group <br> Co. Ltd., Class A<br>| 48600 | &nbsp;&nbsp; 34302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia <br> BaoTou Steel Union <br> Co. Ltd., Class A<br>| 184320 | &nbsp;&nbsp; 68848 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia Furui <br> Medical Science <br> Co. Ltd., Class A<br>| 5400 | &nbsp;&nbsp; 33626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia Xingye <br> Silver&Tin Mining <br> Co. Ltd., Class A<br>| 40800 | &nbsp;&nbsp; 99075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia Yili <br> Industrial Group Co. <br> Ltd., Class A<br>| 66400 | &nbsp;&nbsp; 252768 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; InnoCare Pharma <br> Ltd.<br>| 156000 | &nbsp;&nbsp; 357415 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Innovent Biologics, <br> Inc.<br>| 49500 | &nbsp;&nbsp; 612716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Innuovo Technology <br> Co. Ltd., Class A<br>| 20400 | &nbsp;&nbsp; 31355 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Insigma Technology <br> Co. Ltd., Class A<br>| 18700 | &nbsp;&nbsp; 24324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inspur Digital <br> Enterprise <br> Technology Ltd.<br>| 216000 | &nbsp;&nbsp; 286426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intco Medical <br> Technology Co. <br> Ltd., Class A<br>| 14680 | &nbsp;&nbsp; 69906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intron Technology <br> Holdings Ltd.<br>| 97000 | &nbsp;&nbsp; 18143 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| #\* | iQIYI, Inc., ADR | 283378 | &nbsp;&nbsp; $521416 |
|  | iRay Group, Class A | 1803 | &nbsp;&nbsp; 21361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IReader Technology <br> Co. Ltd., Class A<br>| 10100 | &nbsp;&nbsp; 29101 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IRICO Display <br> Devices Co. Ltd., <br> Class A<br>| 66900 | &nbsp;&nbsp; 57059 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IVD Medical Holding <br> Ltd.<br>| 205000 | &nbsp;&nbsp; 126954 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; J&T Global Express <br> Ltd.<br>| 654800 | &nbsp;&nbsp; 861359 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JA Solar Technology <br> Co. Ltd., Class A<br>| 69401 | &nbsp;&nbsp; 106441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jade Bird Fire Co. <br> Ltd., Class A<br>| 34380 | &nbsp;&nbsp; 49722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jafron Biomedical Co. <br> Ltd., Class A<br>| 11000 | &nbsp;&nbsp; 36067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jangho Group Co. <br> Ltd., Class A<br>| 44600 | &nbsp;&nbsp; 48642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jason Furniture <br> Hangzhou Co. Ltd., <br> Class A<br>| 19870 | &nbsp;&nbsp; 70007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JCET Group Co. Ltd., <br> Class A<br>| 30500 | &nbsp;&nbsp; 148110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JCHX Mining <br> Management Co. <br> Ltd., Class A<br>| 8600 | &nbsp;&nbsp; 56401 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; JD Health <br> International, Inc.<br>| 180600 | &nbsp;&nbsp; 1154835 |
| \*Ω | JD Logistics, Inc. | 652300 | &nbsp;&nbsp; 1130447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JD.com, Inc. (9618 <br> HK), Class A<br>| 451547 | &nbsp;&nbsp; 7117253 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Jenscare Scientific <br> Co. Ltd., Class H<br>| 9600 | &nbsp;&nbsp; 11497 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JF SmartInvest <br> Holdings Ltd.<br>| 21000 | &nbsp;&nbsp; 139028 |
|  | Jia Yao Holdings Ltd. | 49000 | &nbsp;&nbsp; 16916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiajiayue Group Co. <br> Ltd., Class A<br>| 15100 | &nbsp;&nbsp; 22357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiang Su Suyan <br> Jingshen Co. Ltd., <br> Class A<br>| 33200 | &nbsp;&nbsp; 48341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangling Motors Corp. <br> Ltd., Class A<br>| 21700 | &nbsp;&nbsp; 63669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Ankura <br> Intelligent Power <br> Co. Ltd., Class A<br>| 5600 | &nbsp;&nbsp; 26598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Asia-Pacific <br> Light Alloy <br> Technology Co. <br> Ltd., Class A<br>| 18800 | &nbsp;&nbsp; 15412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Azure Corp., <br> Class A<br>| 20800 | &nbsp;&nbsp; 41596 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Bojun <br> Industrial <br> Technology Co. <br> Ltd., Class A<br>| 8100 | &nbsp;&nbsp; $29114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Boqian New <br> Materials Stock Co. <br> Ltd., Class A<br>| 4900 | &nbsp;&nbsp; 27415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Broadcasting <br> Cable Information <br> Network Corp. Ltd., <br> Class A<br>| 55900 | &nbsp;&nbsp; 27639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Changshu <br> Automotive Trim <br> Group Co. Ltd., <br> Class A<br>| 22900 | &nbsp;&nbsp; 42384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Changshu <br> Rural Commercial <br> Bank Co. Ltd., <br> Class A<br>| 73447 | &nbsp;&nbsp; 75401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Cnano <br> Technology Co. <br> Ltd., Class A<br>| 4756 | &nbsp;&nbsp; 27651 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Dagang Co. <br> Ltd., Class A<br>| 24900 | &nbsp;&nbsp; 48229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Dingsheng <br> New Energy <br> Materials Co. Ltd., <br> Class A<br>| 44100 | &nbsp;&nbsp; 56397 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Eastern <br> Shenghong Co. <br> Ltd., Class A<br>| 29300 | &nbsp;&nbsp; 36321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Expressway <br> Co. Ltd., Class H<br>| 268000 | &nbsp;&nbsp; 328621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Financial <br> Leasing Co. Ltd., <br> Class A<br>| 95900 | &nbsp;&nbsp; 77046 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu General <br> Science Technology <br> Co. Ltd., Class A<br>| 57300 | &nbsp;&nbsp; 36959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Gian <br> Technology Co. <br> Ltd., Class A<br>| 6000 | &nbsp;&nbsp; 35665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Guomao <br> Reducer Co. Ltd., <br> Class A<br>| 11280 | &nbsp;&nbsp; 23155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Guotai <br> International Group <br> Co. Ltd., Class A<br>| 53800 | &nbsp;&nbsp; 54364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Hengli <br> Hydraulic Co. Ltd., <br> Class A<br>| 7426 | &nbsp;&nbsp; 75875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Hengshun <br> Vinegar Industry <br> Co. Ltd., Class A<br>| 19600 | &nbsp;&nbsp; 21161 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Hongdou <br> Industrial Co. Ltd., <br> Class A<br>| 74500 | &nbsp;&nbsp; $22613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Hongtian <br> Technology Co. <br> Ltd., Class A<br>| 6300 | &nbsp;&nbsp; 26083 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Hoperun <br> Software Co. Ltd., <br> Class A<br>| 3000 | &nbsp;&nbsp; 22021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Huachang <br> Chemical Co. Ltd., <br> Class A<br>| 41100 | &nbsp;&nbsp; 38908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Huaxicun Co. <br> Ltd., Class A<br>| 24600 | &nbsp;&nbsp; 24372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Jiangyin Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 83500 | &nbsp;&nbsp; 54057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Jibeier <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 5945 | &nbsp;&nbsp; 28358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Jiejie <br> Microelectronics Co. <br> Ltd., Class A<br>| 10000 | &nbsp;&nbsp; 41295 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Kanion <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 24600 | &nbsp;&nbsp; 60256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Leili Motor <br> Co. Ltd., Class A<br>| 4340 | &nbsp;&nbsp; 27727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Lianyungang <br> Port Co. Ltd., <br> Class A<br>| 46500 | &nbsp;&nbsp; 38263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Lihua Foods <br> Group Co. Ltd.<br>| 25314 | &nbsp;&nbsp; 67992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Linyang <br> Energy Co. Ltd., <br> Class A<br>| 81100 | &nbsp;&nbsp; 65019 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Lopal Tech <br> Co. Ltd., Class A<br>| 12500 | &nbsp;&nbsp; 24158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Nata <br> Opto-electronic <br> Material Co. Ltd., <br> Class A<br>| 7080 | &nbsp;&nbsp; 30967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Olive Sensors <br> High-Tech Co. Ltd., <br> Class A<br>| 20700 | &nbsp;&nbsp; 22021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Pacific Quartz <br> Co. Ltd., Class A<br>| 15300 | &nbsp;&nbsp; 74259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Phoenix <br> Publishing & Media <br> Corp. Ltd., Class A<br>| 16600 | &nbsp;&nbsp; 25175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Provincial <br> Agricultural <br> Reclamation & <br> Development Corp., <br> Class A<br>| 48000 | &nbsp;&nbsp; 64711 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Rainbow <br> Heavy Industries <br> Co. Ltd., Class A<br>| 28600 | &nbsp;&nbsp; $26643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Shagang Co. <br> Ltd., Class A<br>| 35700 | &nbsp;&nbsp; 29466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Shemar <br> Electric Co. Ltd., <br> Class A<br>| 6700 | &nbsp;&nbsp; 26411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Shentong <br> Valve Co. Ltd., <br> Class A<br>| 14000 | &nbsp;&nbsp; 26458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Shuangxing <br> Color Plastic New <br> Materials Co. Ltd., <br> Class A<br>| 49800 | &nbsp;&nbsp; 39111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Sidike New <br> Material Science & <br> Technology Co. Ltd. <br> (300806 C2), <br> Class A<br>| 10500 | &nbsp;&nbsp; 26692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Sopo <br> Chemical Co., <br> Class A<br>| 27700 | &nbsp;&nbsp; 31149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Suzhou Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 74800 | &nbsp;&nbsp; 55465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu ToLand Alloy <br> Co. Ltd., Class A<br>| 11440 | &nbsp;&nbsp; 39081 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Transimage <br> Technology Co. <br> Ltd., Class A<br>| 9200 | &nbsp;&nbsp; 22873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Xinquan <br> Automotive Trim <br> Co. Ltd., Class A<br>| 10000 | &nbsp;&nbsp; 56650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Yangnong <br> Chemical Co. Ltd., <br> Class A<br>| 8340 | &nbsp;&nbsp; 76377 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Yinhe <br> Electronics Co. Ltd., <br> Class A<br>| 30500 | &nbsp;&nbsp; 21116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Yoke <br> Technology Co. <br> Ltd., Class A<br>| 4300 | &nbsp;&nbsp; 32894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Yuyue <br> Medical Equipment <br> & Supply Co. Ltd., <br> Class A<br>| 13300 | &nbsp;&nbsp; 64383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Zhangjiagang <br> Rural Commercial <br> Bank Co. Ltd., <br> Class A<br>| 90800 | &nbsp;&nbsp; 56489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Zhongtian <br> Technology Co. <br> Ltd., Class A<br>| 56800 | &nbsp;&nbsp; 109142 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Zijin Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 160900 | &nbsp;&nbsp; $67028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Zongyi Co. <br> Ltd., Class A<br>| 29600 | &nbsp;&nbsp; 22077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Bank Co. Ltd., <br> Class H<br>| 339000 | &nbsp;&nbsp; 29773 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Black Cat <br> Carbon Black Co. <br> Ltd., Class A<br>| 19200 | &nbsp;&nbsp; 29153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Copper Co. <br> Ltd., Class H<br>| 422000 | &nbsp;&nbsp; 843464 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Fushine <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 27700 | &nbsp;&nbsp; 38584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Guotai Group <br> Co. Ltd., Class A<br>| 27500 | &nbsp;&nbsp; 49325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangyin Haida <br> Rubber & Plastic <br> Co. Ltd., Class A<br>| 17800 | &nbsp;&nbsp; 24258 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangyin Hengrun <br> Heavy Industries <br> Co. Ltd., Class A<br>| 14400 | &nbsp;&nbsp; 33473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangyin Jianghua <br> Microelectronics <br> Materials Co. Ltd., <br> Class A<br>| 11600 | &nbsp;&nbsp; 29518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangzhong <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 20600 | &nbsp;&nbsp; 62570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jianmin <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 3600 | &nbsp;&nbsp; 20807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiaozuo Wanfang <br> Aluminum <br> Manufacturing Co. <br> Ltd., Class A<br>| 41600 | &nbsp;&nbsp; 48023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiayou International <br> Logistics Co. Ltd., <br> Class A<br>| 28092 | &nbsp;&nbsp; 43291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jihua Group Corp. <br> Ltd., Class A<br>| 55400 | &nbsp;&nbsp; 31158 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jilin Chemical Fibre, <br> Class A<br>| 59600 | &nbsp;&nbsp; 33440 |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp; Jinchuan Group <br> International <br> Resources Co. Ltd.<br>| 1052000 | &nbsp;&nbsp; 64326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinduicheng <br> Molybdenum Co. <br> Ltd., Class A<br>| 54200 | &nbsp;&nbsp; 96835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinghua <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 24600 | &nbsp;&nbsp; 26655 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jingjin Equipment, <br> Inc., Class A<br>| 20420 | &nbsp;&nbsp; $44278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinhong Gas Co. Ltd., <br> Class A<br>| 16136 | &nbsp;&nbsp; 39431 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jinke Smart Services <br> Group Co. Ltd., <br> Class H<br>| 66000 | &nbsp;&nbsp; 56876 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JinkoSolar Holding <br> Co. Ltd., ADR<br>| 19326 | &nbsp;&nbsp; 424012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinlei Technology Co. <br> Ltd., Class A<br>| 9500 | &nbsp;&nbsp; 28055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinyu Bio-Technology <br> Co. Ltd., Class A<br>| 19800 | &nbsp;&nbsp; 23576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinzai Food Group Co. <br> Ltd., Class A<br>| 13000 | &nbsp;&nbsp; 22765 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Jiumaojiu International <br> Holdings Ltd.<br>| 636000 | &nbsp;&nbsp; 229327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiuzhitang Co. Ltd., <br> Class A<br>| 10500 | &nbsp;&nbsp; 16683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JL Mag Rare-Earth <br> Co. Ltd. (300748 <br> C2), Class A<br>| 8920 | &nbsp;&nbsp; 33845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JL Mag Rare-Earth <br> Co. Ltd. (6680 HK), <br> Class H<br>| 16400 | &nbsp;&nbsp; 38511 |
|  | JNBY Design Ltd. | 94000 | &nbsp;&nbsp; 222597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Joincare <br> Pharmaceutical <br> Group Industry Co. <br> Ltd., Class A<br>| 46400 | &nbsp;&nbsp; 81756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Joinn Laboratories <br> China Co. Ltd., <br> Class A<br>| 11708 | &nbsp;&nbsp; 51697 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Joinn Laboratories <br> China Co. Ltd., <br> Class H<br>| 29400 | &nbsp;&nbsp; 89306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jointo Energy <br> Investment Co. Ltd. <br> Hebei, Class A<br>| 25500 | &nbsp;&nbsp; 25341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jointown <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 105761 | &nbsp;&nbsp; 78708 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jolywood Suzhou <br> Sunwatt Co. Ltd., <br> Class A<br>| 28400 | &nbsp;&nbsp; 23905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jones Tech PLC, <br> Class A<br>| 7000 | &nbsp;&nbsp; 29077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jonjee Hi-Tech <br> Industrial & <br> Commercial Holding <br> Co. Ltd., Class A<br>| 10000 | &nbsp;&nbsp; 26111 |
| \* | Joy City Property Ltd. | 2264000 | &nbsp;&nbsp; 106711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Joyoung Co. Ltd., <br> Class A<br>| 28300 | &nbsp;&nbsp; 39514 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JS Corrugating <br> Machinery Co. Ltd., <br> Class A<br>| 12700 | &nbsp;&nbsp; $20301 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; JS Global Lifestyle <br> Co. Ltd.<br>| 506500 | &nbsp;&nbsp; 113511 |
|  | JSTI Group, Class A | 22300 | &nbsp;&nbsp; 29719 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ju Teng International <br> Holdings Ltd.<br>| 412000 | &nbsp;&nbsp; 65468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Juewei Food Co. Ltd., <br> Class A<br>| 26300 | &nbsp;&nbsp; 55428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Juneyao Airlines Co. <br> Ltd., Class A<br>| 42100 | &nbsp;&nbsp; 71507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jutal Offshore Oil <br> Services Ltd.<br>| 338000 | &nbsp;&nbsp; 27938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jutze Intelligent <br> Technology Co. <br> Ltd., Class A<br>| 9000 | &nbsp;&nbsp; 23659 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; JW Cayman <br> Therapeutics Co. <br> Ltd.<br>| 61500 | &nbsp;&nbsp; 40513 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JY Grandmark <br> Holdings Ltd.<br>| 13000 | &nbsp;&nbsp; 492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaishan Group Co. <br> Ltd., Class A<br>| 24500 | &nbsp;&nbsp; 46167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kangji Medical <br> Holdings Ltd.<br>| 145000 | &nbsp;&nbsp; 155529 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; KBC Corp. Ltd., <br> Class A<br>| 4429 | &nbsp;&nbsp; 16272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keboda Technology <br> Co. Ltd., Class A<br>| 4100 | &nbsp;&nbsp; 29536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keda Industrial Group <br> Co. Ltd., Class A<br>| 26600 | &nbsp;&nbsp; 39226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KEDE Numerical <br> Control Co. Ltd., <br> Class A<br>| 2610 | &nbsp;&nbsp; 20821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kehua Data Co. Ltd., <br> Class A<br>| 4700 | &nbsp;&nbsp; 27502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keshun Waterproof <br> Technologies Co. <br> Ltd., Class A<br>| 40400 | &nbsp;&nbsp; 29662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kidswant Children <br> Products Co. Ltd., <br> Class A<br>| 19800 | &nbsp;&nbsp; 36871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingboard Holdings <br> Ltd.<br>| 330900 | &nbsp;&nbsp; 1185326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingboard Laminates <br> Holdings Ltd.<br>| 474473 | &nbsp;&nbsp; 609197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KingClean Electric Co. <br> Ltd., Class A<br>| 13020 | &nbsp;&nbsp; 41596 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kingdee International <br> Software Group Co. <br> Ltd.<br>| 91000 | &nbsp;&nbsp; 211212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingfa Sci & Tech Co. <br> Ltd., Class A<br>| 41600 | &nbsp;&nbsp; 72846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingnet Network Co. <br> Ltd., Class A<br>| 31200 | &nbsp;&nbsp; 79392 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Kingsoft Corp. Ltd. | 270600 | &nbsp;&nbsp; $1230487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Konfoong Materials <br> International Co. <br> Ltd., Class A<br>| 3300 | &nbsp;&nbsp; 31679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KPC Pharmaceuticals, <br> Inc., Class A<br>| 13400 | &nbsp;&nbsp; 27234 |
| \*Ω | Kuaishou Technology | 546800 | &nbsp;&nbsp; 5338983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuangda Technology <br> Group Co. Ltd., <br> Class A<br>| 42700 | &nbsp;&nbsp; 30055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kunlun Energy Co. <br> Ltd.<br>| 1750000 | &nbsp;&nbsp; 1685863 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kunlun Tech Co. Ltd., <br> Class A<br>| 3300 | &nbsp;&nbsp; 16422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kunshan Huguang <br> Auto Harness Co. <br> Ltd., Class A<br>| 6000 | &nbsp;&nbsp; 27399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kunshan Kinglai <br> Hygienic Materials <br> Co. Ltd., Class A<br>| 6800 | &nbsp;&nbsp; 30388 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kunwu Jiuding <br> Investment Holdings <br> Co. Ltd., Class A<br>| 11100 | &nbsp;&nbsp; 24610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lakala Payment Co. <br> Ltd., Class A<br>| 9600 | &nbsp;&nbsp; 35718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lancy Co. Ltd., <br> Class A<br>| 6700 | &nbsp;&nbsp; 16380 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lanzhou LS Heavy <br> Equipment Co. Ltd., <br> Class A<br>| 18400 | &nbsp;&nbsp; 19673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lao Feng Xiang Co. <br> Ltd., Class A<br>| 6600 | &nbsp;&nbsp; 43141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laobaixing Pharmacy <br> Chain JSC, <br> Class A<br>| 24715 | &nbsp;&nbsp; 66991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Launch Tech Co. Ltd., <br> Class H<br>| 62500 | &nbsp;&nbsp; 93575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LB Group Co. Ltd., <br> Class A<br>| 49500 | &nbsp;&nbsp; 117084 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lee & Man Paper <br> Manufacturing Ltd.<br>| 684000 | &nbsp;&nbsp; 226640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lee's Pharmaceutical <br> Holdings Ltd.<br>| 163500 | &nbsp;&nbsp; 41350 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Legend Holdings <br> Corp., Class H<br>| 333000 | &nbsp;&nbsp; 422453 |
|  | Lenovo Group Ltd. | 2844000 | &nbsp;&nbsp; 3646716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lens Technology Co. <br> Ltd., Class A<br>| 66900 | &nbsp;&nbsp; 210939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leoch International <br> Technology Ltd.<br>| 111000 | &nbsp;&nbsp; 27350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lepu Medical <br> Technology Beijing <br> Co. Ltd., Class A<br>| 15607 | &nbsp;&nbsp; 33719 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leshan Giantstar <br> Farming & <br> Husbandry Corp. <br> Ltd., Class A<br>| 9200 | &nbsp;&nbsp; $26426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Levima Advanced <br> Materials Corp., <br> Class A<br>| 14200 | &nbsp;&nbsp; 31341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LexinFintech Holdings <br> Ltd., ADR<br>| 49042 | &nbsp;&nbsp; 312398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leyard Optoelectronic <br> Co. Ltd., Class A<br>| 46400 | &nbsp;&nbsp; 38798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Li Auto, Inc. (2015 <br> HK), Class A<br>| 171500 | &nbsp;&nbsp; 2245228 |
|  | Li Ning Co. Ltd. | 1111500 | &nbsp;&nbsp; 2354923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lianhe Chemical <br> Technology Co. <br> Ltd., Class A<br>| 42500 | &nbsp;&nbsp; 60994 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liao Ning <br> Oxiranchem, Inc. <br> (300082 CH), <br> Class A<br>| 23500 | &nbsp;&nbsp; 24325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liaoning Cheng Da <br> Co. Ltd., Class A<br>| 21500 | &nbsp;&nbsp; 35237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liaoning Energy <br> Industry Co. Ltd., <br> Class A<br>| 22500 | &nbsp;&nbsp; 12157 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Liaoning Port Co. Ltd., <br> Class H<br>| 580000 | &nbsp;&nbsp; 60517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lier Chemical Co. <br> Ltd., Class A<br>| 43792 | &nbsp;&nbsp; 77689 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lifetech Scientific <br> Corp.<br>| 1124000 | &nbsp;&nbsp; 291168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lijiang Yulong Tourism <br> Co. Ltd., Class A<br>| 18100 | &nbsp;&nbsp; 22049 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Linewell Software Co. <br> Ltd., Class A<br>| 19200 | &nbsp;&nbsp; 35736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lingbao Gold Group <br> Co. Ltd., Class H<br>| 174000 | &nbsp;&nbsp; 224566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lingyi iTech <br> Guangdong Co., <br> Class A<br>| 80700 | &nbsp;&nbsp; 100345 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Linklogis, Inc., <br> Class B<br>| 330000 | &nbsp;&nbsp; 92443 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liuzhou Iron & Steel <br> Co. Ltd., Class A<br>| 47440 | &nbsp;&nbsp; 41763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Livzon Pharmaceutical <br> Group, Inc., <br> Class H<br>| 77771 | &nbsp;&nbsp; 372266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lizhong Sitong Light <br> Alloys Group Co. <br> Ltd., Class A<br>| 23100 | &nbsp;&nbsp; 57558 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; LK Technology <br> Holdings Ltd.<br>| 292000 | &nbsp;&nbsp; 117575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Loncin Motor Co. Ltd., <br> Class A<br>| 26100 | &nbsp;&nbsp; 43582 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Longfor Group <br> Holdings Ltd.<br>| 777500 | &nbsp;&nbsp; $967722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Longhua Technology <br> Group Luoyang Co. <br> Ltd., Class A<br>| 20300 | &nbsp;&nbsp; 24844 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LONGi Green Energy <br> Technology Co. <br> Ltd., Class A<br>| 24100 | &nbsp;&nbsp; 52698 |
|  | Lonking Holdings Ltd. | 1008000 | &nbsp;&nbsp; 340200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lontium <br> Semiconductor <br> Corp., Class A<br>| 2308 | &nbsp;&nbsp; 21261 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lotus Holdings Co. <br> Ltd.<br>| 46100 | &nbsp;&nbsp; 39424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lucky Harvest Co. <br> Ltd., Class A<br>| 4810 | &nbsp;&nbsp; 27297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luenmei Quantum Co. <br> Ltd., Class A<br>| 37000 | &nbsp;&nbsp; 30850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luoniushan Co. Ltd., <br> Class A<br>| 54300 | &nbsp;&nbsp; 47630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luoyang Xinqianglian <br> Slewing Bearing <br> Co. Ltd., Class A<br>| 8610 | &nbsp;&nbsp; 39582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lushang Freda <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 39700 | &nbsp;&nbsp; 46063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luxi Chemical Group <br> Co. Ltd., Class A<br>| 48300 | &nbsp;&nbsp; 77901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luxin Venture Capital <br> Group Co. Ltd., <br> Class A<br>| 18600 | &nbsp;&nbsp; 32189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luxshare Precision <br> Industry Co. Ltd., <br> Class A<br>| 95318 | &nbsp;&nbsp; 482355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luyang Energy-Saving <br> Materials Co. Ltd.<br>| 18900 | &nbsp;&nbsp; 28170 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Maanshan Iron & <br> Steel Co. Ltd., <br> Class H<br>| 696000 | &nbsp;&nbsp; 193058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maccura <br> Biotechnology Co. <br> Ltd., Class A<br>| 28400 | &nbsp;&nbsp; 50501 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Malion New Materials <br> Co. Ltd., Class A<br>| 19200 | &nbsp;&nbsp; 33337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mango Excellent <br> Media Co. Ltd., <br> Class A<br>| 41800 | &nbsp;&nbsp; 127707 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Maoyan <br> Entertainment<br>| 235200 | &nbsp;&nbsp; 233198 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Marssenger <br> Kitchenware Co. <br> Ltd., Class A<br>| 12300 | &nbsp;&nbsp; 24125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maxscend <br> Microelectronics Co. <br> Ltd., Class A<br>| 4000 | &nbsp;&nbsp; 41187 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maxvision Technology <br> Corp., Class A<br>| 7500 | &nbsp;&nbsp; $33072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mayinglong <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 8200 | &nbsp;&nbsp; 32408 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Medlive Technology <br> Co. Ltd.<br>| 73000 | &nbsp;&nbsp; 148816 |
| \* | Mega Genomics Ltd. | 14800 | &nbsp;&nbsp; 10181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mehow Innovative <br> Ltd., Class A<br>| 6580 | &nbsp;&nbsp; 16884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MeiG Smart <br> Technology Co. <br> Ltd., Class A<br>| 3900 | &nbsp;&nbsp; 24025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meihua Holdings <br> Group Co. Ltd., <br> Class A<br>| 37900 | &nbsp;&nbsp; 59234 |
| Ω | Meitu, Inc. | 332000 | &nbsp;&nbsp; 507708 |
| \*Ω | Meituan, Class B | 773060 | &nbsp;&nbsp; 11926413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mesnac Co. Ltd., <br> Class A<br>| 19200 | &nbsp;&nbsp; 22990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metallurgical Corp. of <br> China Ltd., Class H<br>| 588000 | &nbsp;&nbsp; 127295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; M-Grass Ecology & <br> Environment Group <br> Co. Ltd., Class A<br>| 42800 | &nbsp;&nbsp; 25149 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Microport Cardioflow <br> Medtech Corp.<br>| 358000 | &nbsp;&nbsp; 63545 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MicroPort <br> NeuroScientific <br> Corp.<br>| 82000 | &nbsp;&nbsp; 149747 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Microport Scientific <br> Corp.<br>| 199100 | &nbsp;&nbsp; 359881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micro-Tech Nanjing <br> Co. Ltd., Class A<br>| 2478 | &nbsp;&nbsp; 28466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Midea Group Co. Ltd., <br> Class A<br>| 57200 | &nbsp;&nbsp; 556918 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Midea Real Estate <br> Holding Ltd.<br>| 173600 | &nbsp;&nbsp; 95701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Milkyway Intelligent <br> Supply Chain <br> Service Group Co. <br> Ltd., Class A<br>| 7300 | &nbsp;&nbsp; 54278 |
| \* | Min Xin Holdings Ltd. | 66000 | &nbsp;&nbsp; 28042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ming Yang Smart <br> Energy Group Ltd., <br> Class A<br>| 30678 | &nbsp;&nbsp; 47260 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ming Yuan Cloud <br> Group Holdings <br> Ltd.<br>| 344000 | &nbsp;&nbsp; 140701 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mingfa Group <br> International Co. <br> Ltd.<br>| 374000 | &nbsp;&nbsp; 7627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MINISO Group <br> Holding Ltd.<br>| 147600 | &nbsp;&nbsp; 702586 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Minmetals Capital Co. <br> Ltd., Class A<br>| 25000 | &nbsp;&nbsp; $20752 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Minmetals <br> Development Co. <br> Ltd., Class A<br>| 31100 | &nbsp;&nbsp; 34407 |
| \* | Minmetals Land Ltd. | 687644 | &nbsp;&nbsp; 35784 |
|  | Minth Group Ltd. | 446000 | &nbsp;&nbsp; 1472263 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Miracle Automation <br> Engineering Co. <br> Ltd., Class A<br>| 12400 | &nbsp;&nbsp; 27323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MLS Co. Ltd., <br> Class A<br>| 47400 | &nbsp;&nbsp; 55567 |
| \* | MMG Ltd. | 2987599 | &nbsp;&nbsp; 1452633 |
| \*Ω | Mobvista, Inc. | 214000 | &nbsp;&nbsp; 243591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MOG Digitech <br> Holdings Ltd.<br>| 236000 | &nbsp;&nbsp; 16890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Montage Technology <br> Co. Ltd., Class A<br>| 3845 | &nbsp;&nbsp; 45269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Moon Environment <br> Technology Co. <br> Ltd., Class A<br>| 30680 | &nbsp;&nbsp; 54271 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Morimatsu <br> International <br> Holdings Co. Ltd.<br>| 187000 | &nbsp;&nbsp; 216099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motic Xiamen Electric <br> Group Co. Ltd., <br> Class A<br>| 5900 | &nbsp;&nbsp; 13299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Muyuan Foods Co. <br> Ltd., Class A<br>| 96554 | &nbsp;&nbsp; 621220 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Myhome Real Estate <br> Development Group <br> Co. Ltd., Class A<br>| 111200 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MYS Group Co. Ltd., <br> Class A<br>| 75800 | &nbsp;&nbsp; 38940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nancal Technology <br> Co. Ltd., Class A<br>| 7300 | &nbsp;&nbsp; 37014 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nanfang Zhongjin <br> Environment Co. <br> Ltd., Class A<br>| 46300 | &nbsp;&nbsp; 24498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanhua Futures Co. <br> Ltd., Class A<br>| 10800 | &nbsp;&nbsp; 34156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NanJi E-Commerce <br> Co. Ltd., Class A<br>| 38986 | &nbsp;&nbsp; 20060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Cosmos <br> Chemical Co. Ltd., <br> Class A<br>| 15820 | &nbsp;&nbsp; 32684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Hanrui Cobalt <br> Co. Ltd., Class A<br>| 6400 | &nbsp;&nbsp; 32548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Iron & Steel <br> Co. Ltd., Class A<br>| 220400 | &nbsp;&nbsp; 139148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing King-Friend <br> Biochemical <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 13191 | &nbsp;&nbsp; 21652 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 52400 | &nbsp;&nbsp; $37782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Securities Co. <br> Ltd., Class A<br>| 16000 | &nbsp;&nbsp; 18274 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Tanker Corp., <br> Class A<br>| 134800 | &nbsp;&nbsp; 53327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Xinjiekou <br> Department Store <br> Co. Ltd., Class A<br>| 44800 | &nbsp;&nbsp; 46419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nantong Jianghai <br> Capacitor Co. Ltd., <br> Class A<br>| 18000 | &nbsp;&nbsp; 59514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nantong Jiangshan <br> Agrochemical & <br> Chemical LLC, <br> Class A<br>| 18600 | &nbsp;&nbsp; 58020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NARI Technology Co. <br> Ltd., Class A<br>| 78868 | &nbsp;&nbsp; 239755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Silicon <br> Industry Group Co. <br> Ltd., Class A<br>| 10831 | &nbsp;&nbsp; 27907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NAURA Technology <br> Group Co. Ltd., <br> Class A<br>| 4590 | &nbsp;&nbsp; 213182 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NavInfo Co. Ltd., <br> Class A<br>| 23700 | &nbsp;&nbsp; 27597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NBTM New Materials <br> Group Co. Ltd., <br> Class A<br>| 10100 | &nbsp;&nbsp; 33509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NetDragon Websoft <br> Holdings Ltd.<br>| 168500 | &nbsp;&nbsp; 232725 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; NetEase Cloud Music, <br> Inc.<br>| 12700 | &nbsp;&nbsp; 411489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NetEase, Inc. (9999 <br> HK)<br>| 153100 | &nbsp;&nbsp; 4002377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NetEase, Inc. (NTES <br> US), ADR<br>| 19776 | &nbsp;&nbsp; 2576813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neusoft Corp., <br> Class A<br>| 19000 | &nbsp;&nbsp; 25890 |
|  | Neutech Group Ltd. | 96800 | &nbsp;&nbsp; 47510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New China Life <br> Insurance Co. Ltd., <br> Class H<br>| 305800 | &nbsp;&nbsp; 1956787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Guomai Digital <br> Culture Co. Ltd., <br> Class A<br>| 21700 | &nbsp;&nbsp; 38101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Hope Dairy Co. <br> Ltd., Class A<br>| 12400 | &nbsp;&nbsp; 28046 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Hope Liuhe Co. <br> Ltd., Class A<br>| 46700 | &nbsp;&nbsp; 62328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Trend <br> International <br> Logis-Tech Co. Ltd., <br> Class A<br>| 13200 | &nbsp;&nbsp; 22319 |

---

------

**Emerging Markets Social Core Equity 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>| 8900 | &nbsp;&nbsp; $35608 |
| \* | Newborn Town, Inc. | 140000 | &nbsp;&nbsp; 188899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Newland Digital <br> Technology Co. <br> Ltd., Class A<br>| 12400 | &nbsp;&nbsp; 51296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nexteer Automotive <br> Group Ltd.<br>| 504000 | &nbsp;&nbsp; 376109 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nine Dragons Paper <br> Holdings Ltd.<br>| 805000 | &nbsp;&nbsp; 441454 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ninestar Corp., <br> Class A<br>| 15091 | &nbsp;&nbsp; 49272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo BaoSi Energy <br> Equipment Co. Ltd., <br> Class A<br>| 17700 | &nbsp;&nbsp; 20404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Boway Alloy <br> Material Co. Ltd., <br> Class A<br>| 18800 | &nbsp;&nbsp; 46407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Changhong <br> Polymer Scientific & <br> Technical, Inc., <br> Class A<br>| 12700 | &nbsp;&nbsp; 25083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Haitian <br> Precision Machinery <br> Co. Ltd., Class A<br>| 11000 | &nbsp;&nbsp; 29338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Huaxiang <br> Electronic Co. Ltd., <br> Class A<br>| 26500 | &nbsp;&nbsp; 73584 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Jifeng Auto <br> Parts Co. Ltd., <br> Class A<br>| 22300 | &nbsp;&nbsp; 35931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Jintian Copper <br> Group Co. Ltd., <br> Class A<br>| 42300 | &nbsp;&nbsp; 45885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Joyson <br> Electronic Corp., <br> Class A<br>| 35893 | &nbsp;&nbsp; 91036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Orient Wires & <br> Cables Co. Ltd., <br> Class A<br>| 6300 | &nbsp;&nbsp; 41443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Peacebird <br> Fashion Co. Ltd., <br> Class A<br>| 16600 | &nbsp;&nbsp; 33124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Ronbay New <br> Energy Technology <br> Co. Ltd., Class A<br>| 10396 | &nbsp;&nbsp; 32173 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Shanshan Co. <br> Ltd., Class A<br>| 15400 | &nbsp;&nbsp; 21483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Sunrise Elc <br> Technology Co. <br> Ltd., Class A<br>| 7400 | &nbsp;&nbsp; 17240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Tuopu Group <br> Co. Ltd., Class A<br>| 11525 | &nbsp;&nbsp; 73290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Xusheng <br> Group Co. Ltd., <br> Class A<br>| 19408 | &nbsp;&nbsp; 35741 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Yongxin Optics <br> Co. Ltd., Class A<br>| 1900 | &nbsp;&nbsp; $22878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Yunsheng Co. <br> Ltd., Class A<br>| 20600 | &nbsp;&nbsp; 33946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Zhoushan Port <br> Co. Ltd., Class A<br>| 63480 | &nbsp;&nbsp; 31984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningxia Orient <br> Tantalum Industry <br> Co. Ltd., Class A<br>| 14900 | &nbsp;&nbsp; 34933 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ningxia Western <br> Venture Industrial <br> Co. Ltd., Class A<br>| 40700 | &nbsp;&nbsp; 30132 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Niu Technologies, <br> Sponsored ADR<br>| 20055 | &nbsp;&nbsp; 72198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NKY Medical Holdings <br> Ltd., Class A<br>| 16300 | &nbsp;&nbsp; 37559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Noah Holdings Ltd., <br> Sponsored ADR<br>| 14545 | &nbsp;&nbsp; 176722 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Nongfu Spring Co. <br> Ltd., Class H<br>| 344000 | &nbsp;&nbsp; 1987510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Norinco International <br> Cooperation Ltd., <br> Class A<br>| 37780 | &nbsp;&nbsp; 57711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North Chemical <br> Industries Co. Ltd., <br> Class A<br>| 16400 | &nbsp;&nbsp; 38518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North China <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 62800 | &nbsp;&nbsp; 60071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North Copper Co. <br> Ltd., Class A<br>| 37800 | &nbsp;&nbsp; 55669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North Huajin Chemical <br> Industries Co. Ltd., <br> Class A<br>| 61700 | &nbsp;&nbsp; 44835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast Securities <br> Co. Ltd., Class A<br>| 32000 | &nbsp;&nbsp; 36546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novoray Corp., <br> Class A<br>| 4538 | &nbsp;&nbsp; 36574 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NSFOCUS <br> Technologies Group <br> Co. Ltd., Class A<br>| 18700 | &nbsp;&nbsp; 20646 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nuode New Materials <br> Co. Ltd., Class A<br>| 51300 | &nbsp;&nbsp; 44555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NYOCOR Co. Ltd., <br> Class A<br>| 29300 | &nbsp;&nbsp; 22408 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Ocumension <br> Therapeutics<br>| 73500 | &nbsp;&nbsp; 96121 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Offcn Education <br> Technology Co. <br> Ltd., Class A<br>| 141700 | &nbsp;&nbsp; 58192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Offshore Oil <br> Engineering Co. <br> Ltd., Class A<br>| 103100 | &nbsp;&nbsp; 78971 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OFILM Group Co. <br> Ltd., Class A<br>| 42100 | &nbsp;&nbsp; 65863 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Olympic Circuit <br> Technology Co. <br> Ltd., Class A<br>| 12900 | &nbsp;&nbsp; $60630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OmniVision Integrated <br> Circuits Group, Inc.<br>| 5085 | &nbsp;&nbsp; 85285 |
|  | Onewo, Inc., Class H | 66400 | &nbsp;&nbsp; 189570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oppein Home Group, <br> Inc., Class A<br>| 9163 | &nbsp;&nbsp; 65587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Opple Lighting Co. <br> Ltd., Class A<br>| 13901 | &nbsp;&nbsp; 35694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OPT Machine Vision <br> Tech Co. Ltd., <br> Class A<br>| 1788 | &nbsp;&nbsp; 24264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ORG Technology Co. <br> Ltd., Class A<br>| 109700 | &nbsp;&nbsp; 82073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient International <br> Enterprise Ltd., <br> Class A<br>| 19500 | &nbsp;&nbsp; 20061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient Overseas <br> International Ltd.<br>| 41500 | &nbsp;&nbsp; 746679 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Orient Securities Co. <br> Ltd., Class H<br>| 178800 | &nbsp;&nbsp; 171892 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Energy Co. <br> Ltd., Class A<br>| 42700 | &nbsp;&nbsp; 60891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Pearl Group <br> Co. Ltd., Class A<br>| 33900 | &nbsp;&nbsp; 36249 |
| #\* | OSL Group Ltd. | 30500 | &nbsp;&nbsp; 63895 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ourpalm Co. Ltd., <br> Class A<br>| 37400 | &nbsp;&nbsp; 28594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ovctek China, Inc., <br> Class A<br>| 10545 | &nbsp;&nbsp; 26179 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Securities Co. <br> Ltd., Class A<br>| 34600 | &nbsp;&nbsp; 19277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Shuanglin <br> Bio-pharmacy Co. <br> Ltd., Class A<br>| 12480 | &nbsp;&nbsp; 31375 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pangang Group <br> Vanadium Titanium <br> & Resources Co. <br> Ltd., Class A<br>| 103100 | &nbsp;&nbsp; 38657 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PCI Technology Group <br> Co. Ltd., Class A<br>| 42380 | &nbsp;&nbsp; 33656 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PDD Holdings, Inc., <br> ADR<br>| 119904 | &nbsp;&nbsp; 13603109 |
| \*Ω | Peijia Medical Ltd. | 129000 | &nbsp;&nbsp; 141171 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Pengdu Agriculture & <br> Animal Husbandry <br> Co. Ltd., Class A<br>| 235900 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pengxin International <br> Mining Co. Ltd., <br> Class A<br>| 66700 | &nbsp;&nbsp; 39899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; People.cn Co. Ltd., <br> Class A<br>| 4600 | &nbsp;&nbsp; 13001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; People's Insurance <br> Co. Group of China <br> Ltd. , Class H<br>| 1672000 | &nbsp;&nbsp; 1284544 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PharmaBlock <br> Sciences Nanjing, <br> Inc., Class A<br>| 5600 | &nbsp;&nbsp; $38214 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Phenix Optical Co. <br> Ltd., Class A<br>| 7000 | &nbsp;&nbsp; 20432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PhiChem Corp., <br> Class A<br>| 15000 | &nbsp;&nbsp; 40872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PICC Property & <br> Casualty Co. Ltd., <br> Class H<br>| 1147582 | &nbsp;&nbsp; 2381900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ping An Bank Co. <br> Ltd., Class A<br>| 288500 | &nbsp;&nbsp; 490153 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Ping An Healthcare & <br> Technology Co. <br> Ltd.<br>| 648309 | &nbsp;&nbsp; 1016569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ping An Insurance <br> Group Co. of China <br> Ltd., Class H<br>| 1427000 | &nbsp;&nbsp; 9796870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PNC Process <br> Systems Co. Ltd., <br> Class A<br>| 8820 | &nbsp;&nbsp; 30478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; POCO Holding Co. <br> Ltd., Class A<br>| 3660 | &nbsp;&nbsp; 30248 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Polaris Bay Group Co. <br> Ltd., Class A<br>| 39700 | &nbsp;&nbsp; 40176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Poly Developments & <br> Holdings Group Co. <br> Ltd., Class A<br>| 86700 | &nbsp;&nbsp; 96044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Poly Property Group <br> Co. Ltd.<br>| 1052860 | &nbsp;&nbsp; 207564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Poly Property <br> Services Co. Ltd., <br> Class H<br>| 74400 | &nbsp;&nbsp; 330220 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pony Testing <br> International Group <br> Co. Ltd., Class A<br>| 17770 | &nbsp;&nbsp; 21303 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Pop Mart International <br> Group Ltd.<br>| 119600 | &nbsp;&nbsp; 3730786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Porton Pharma <br> Solutions Ltd., <br> Class A<br>| 17200 | &nbsp;&nbsp; 56527 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Postal Savings Bank <br> of China Co. Ltd., <br> Class H<br>| 1776000 | &nbsp;&nbsp; 1254585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pou Sheng <br> International <br> Holdings Ltd.<br>| 1282687 | &nbsp;&nbsp; 81504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Construction <br> Corp. of China Ltd., <br> Class A<br>| 246300 | &nbsp;&nbsp; 233496 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Powerwin Tech Group <br> Ltd.<br>| 68000 | &nbsp;&nbsp; 24033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prinx Chengshan <br> Holdings Ltd.<br>| 89500 | &nbsp;&nbsp; 88930 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Productive <br> Technologies Co. <br> Ltd.<br>| 824000 | &nbsp;&nbsp; $22385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pulike Biological <br> Engineering, Inc., <br> Class A<br>| 10800 | &nbsp;&nbsp; 22228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PW Medtech Group <br> Ltd.<br>| 317000 | &nbsp;&nbsp; 57156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pylon Technologies <br> Co. Ltd., Class A<br>| 6204 | &nbsp;&nbsp; 36866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Q Technology Group <br> Co. Ltd.<br>| 220000 | &nbsp;&nbsp; 331605 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Qi An Xin Technology <br> Group, Inc., <br> Class A<br>| 6011 | &nbsp;&nbsp; 30013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qianhe Condiment & <br> Food Co. Ltd., <br> Class A<br>| 26348 | &nbsp;&nbsp; 43431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qifu Technology, Inc., <br> ADR<br>| 69810 | &nbsp;&nbsp; 2396577 |
| \* | &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 Citymedia <br> Co. Ltd., Class A<br>| 19400 | &nbsp;&nbsp; 18703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao East Steel <br> Tower Stock Co. <br> Ltd., Class A<br>| 45500 | &nbsp;&nbsp; 61892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Eastsoft <br> Communication <br> Technology Co. <br> Ltd., Class A<br>| 11900 | &nbsp;&nbsp; 28186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Gaoce <br> Technology Co. <br> Ltd., Class A<br>| 32967 | &nbsp;&nbsp; 47825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Gon <br> Technology Co. <br> Ltd., Class A<br>| 11600 | &nbsp;&nbsp; 57989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Haier <br> Biomedical Co. Ltd., <br> Class A<br>| 10035 | &nbsp;&nbsp; 46040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Hanhe Cable <br> Co. Ltd., Class A<br>| 74800 | &nbsp;&nbsp; 36018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Hiron <br> Commercial Cold <br> Chain Co. Ltd., <br> Class A<br>| 13860 | &nbsp;&nbsp; 23108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Huicheng <br> Environmental <br> Technology Group <br> Co. Ltd., Class A<br>| 1400 | &nbsp;&nbsp; 33165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao NovelBeam <br> Technology Co. <br> Ltd., Class A<br>| 3494 | &nbsp;&nbsp; 20212 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Port <br> International Co. <br> Ltd., Class H<br>| 263000 | &nbsp;&nbsp; $218647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Rural <br> Commercial Bank <br> Corp., Class A<br>| 54800 | &nbsp;&nbsp; 26636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Sentury Tire <br> Co. Ltd., Class A<br>| 25320 | &nbsp;&nbsp; 67306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao TGOOD <br> Electric Co. Ltd., <br> Class A<br>| 16500 | &nbsp;&nbsp; 51636 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Topscomm <br> Communication, <br> Inc., Class A<br>| 2000 | &nbsp;&nbsp; 1872 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Qinghai Salt Lake <br> Industry Co. Ltd., <br> Class A<br>| 66100 | &nbsp;&nbsp; 165462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Qingling Motors Co. <br> Ltd., Class H<br>| 384000 | &nbsp;&nbsp; 39017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Qudian, Inc., <br> Sponsored ADR<br>| 55937 | &nbsp;&nbsp; 225985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Queclink Wireless <br> Solutions Co. Ltd., <br> Class A<br>| 12720 | &nbsp;&nbsp; 22501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quectel Wireless <br> Solutions Co. Ltd., <br> Class A<br>| 2760 | &nbsp;&nbsp; 31112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quick Intelligent <br> Equipment Co. Ltd., <br> Class A<br>| 7900 | &nbsp;&nbsp; 28697 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Radiance Holdings <br> Group Co. Ltd.<br>| 320000 | &nbsp;&nbsp; 114101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rainbow Digital <br> Commercial Co. <br> Ltd., Class A<br>| 48600 | &nbsp;&nbsp; 38169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Range Intelligent <br> Computing <br> Technology Group <br> Co. Ltd., Class A<br>| 8200 | &nbsp;&nbsp; 56498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rayhoo Motor Dies <br> Co. Ltd., Class A<br>| 5000 | &nbsp;&nbsp; 27126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raytron Technology <br> Co. Ltd., Class A<br>| 3918 | &nbsp;&nbsp; 35549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Realcan <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 47900 | &nbsp;&nbsp; 20853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Red Avenue New <br> Materials Group Co. <br> Ltd., Class A<br>| 4700 | &nbsp;&nbsp; 21226 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Red Star Macalline <br> Group Corp. Ltd., <br> Class H<br>| 300407 | &nbsp;&nbsp; 59974 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Redco Properties <br> Group Ltd.<br>| 126000 | &nbsp;&nbsp; 1702 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Renhe Pharmacy Co. <br> Ltd., Class A<br>| 57900 | &nbsp;&nbsp; $47278 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; REPT BATTERO <br> Energy Co. Ltd.<br>| 22800 | &nbsp;&nbsp; 33542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rianlon Corp., <br> Class A<br>| 10100 | &nbsp;&nbsp; 44145 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Risen Energy Co. <br> Ltd., Class A<br>| 29000 | &nbsp;&nbsp; 40783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riyue Heavy Industry <br> Co. Ltd., Class A<br>| 21900 | &nbsp;&nbsp; 36808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rizhao Port Co. Ltd., <br> Class A<br>| 76200 | &nbsp;&nbsp; 33869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RoboTechnik <br> Intelligent <br> Technology Co. <br> Ltd., Class A<br>| 800 | &nbsp;&nbsp; 19931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockchip Electronics <br> Co. Ltd., Class A<br>| 1700 | &nbsp;&nbsp; 38123 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RongFa Nuclear <br> Equipment Co. Ltd., <br> Class A<br>| 38200 | &nbsp;&nbsp; 41152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rongsheng <br> Petrochemical Co. <br> Ltd., Class A<br>| 118300 | &nbsp;&nbsp; 150078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Roshow Technology <br> Co. Ltd., Class A<br>| 32700 | &nbsp;&nbsp; 33945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ruida Futures Co. <br> Ltd., Class A<br>| 13500 | &nbsp;&nbsp; 40337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Runjian Co. Ltd., <br> Class A<br>| 3100 | &nbsp;&nbsp; 18815 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sai Micro Electronics, <br> Inc., Class A<br>| 11000 | &nbsp;&nbsp; 28409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SAIC Motor Corp. <br> Ltd., Class A<br>| 63100 | &nbsp;&nbsp; 150303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sailun Group Co. Ltd., <br> Class A<br>| 60200 | &nbsp;&nbsp; 107626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanan Optoelectronics <br> Co. Ltd., Class A<br>| 39800 | &nbsp;&nbsp; 69009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanjiang Shopping <br> Club Co. Ltd., <br> Class A<br>| 14000 | &nbsp;&nbsp; 22024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanquan Food Co. <br> Ltd., Class A<br>| 34104 | &nbsp;&nbsp; 52307 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sansteel Minguang <br> Co. Ltd. Fujian, <br> Class A<br>| 113200 | &nbsp;&nbsp; 77714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sansure Biotech, Inc., <br> Class A<br>| 12674 | &nbsp;&nbsp; 38715 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sanwei Holding Group <br> Co. Ltd., Class A<br>| 22300 | &nbsp;&nbsp; 32861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sany Heavy <br> Equipment <br> International <br> Holdings Co. Ltd.<br>| 643000 | &nbsp;&nbsp; 603064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sany Heavy Industry <br> Co. Ltd., Class A<br>| 48000 | &nbsp;&nbsp; 132869 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Satellite Chemical Co. <br> Ltd., Class A<br>| 71257 | &nbsp;&nbsp; $192610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SDIC Capital Co. Ltd., <br> Class A<br>| 29600 | &nbsp;&nbsp; 31045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sealand Securities <br> Co. Ltd., Class A<br>| 74500 | &nbsp;&nbsp; 43406 |
| \* | Seazen Group Ltd. | 1277333 | &nbsp;&nbsp; 407171 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seazen Holdings Co. <br> Ltd., Class A<br>| 31300 | &nbsp;&nbsp; 63386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; S-Enjoy Service <br> Group Co. Ltd.<br>| 173000 | &nbsp;&nbsp; 61707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seres Group Co. Ltd., <br> Class A<br>| 10900 | &nbsp;&nbsp; 191597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SF Holding Co. Ltd., <br> Class A<br>| 89267 | &nbsp;&nbsp; 569836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SG Micro Corp., <br> Class A<br>| 2210 | &nbsp;&nbsp; 21834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shaanxi Beiyuan <br> Chemical Industry <br> Group Co. Ltd., <br> Class A<br>| 41800 | &nbsp;&nbsp; 24319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shaanxi Construction <br> Engineering Group <br> Corp. Ltd., Class A<br>| 54800 | &nbsp;&nbsp; 29599 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shaanxi Heimao <br> Coking Co. Ltd., <br> Class A<br>| 56300 | &nbsp;&nbsp; 28192 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shandong BoAn <br> Biotechnology Co. <br> Ltd., Class H<br>| 9800 | &nbsp;&nbsp; 21406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Bohui <br> Paper Industrial Co. <br> Ltd., Class A<br>| 36400 | &nbsp;&nbsp; 24668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Buchang <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 14718 | &nbsp;&nbsp; 37195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Dawn <br> Polymer Co. Ltd., <br> Class A<br>| 17300 | &nbsp;&nbsp; 58933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Denghai <br> Seeds Co. Ltd., <br> Class A<br>| 16200 | &nbsp;&nbsp; 22446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Dongyue <br> Silicone Material <br> Co. Ltd., Class A<br>| 37300 | &nbsp;&nbsp; 50479 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Gold <br> Mining Co. Ltd., <br> Class H<br>| 131000 | &nbsp;&nbsp; 405106 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Haihua Co. <br> Ltd., Class A<br>| 24500 | &nbsp;&nbsp; 20189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Head <br> Group Co. Ltd., <br> Class A<br>| 11700 | &nbsp;&nbsp; 21417 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Himile <br> Mechanical Science <br> & Technology Co. <br> Ltd., Class A<br>| 9400 | &nbsp;&nbsp; $73061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Hi-speed <br> Co. Ltd., Class A<br>| 18900 | &nbsp;&nbsp; 26468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Hi-Speed <br> Road & Bridge <br> Group Co. Ltd., <br> Class A<br>| 41800 | &nbsp;&nbsp; 33950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Huatai <br> Paper Industry <br> Shareholding Co. <br> Ltd., Class A<br>| 49040 | &nbsp;&nbsp; 23829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Humon <br> Smelting Co. Ltd., <br> Class A<br>| 31800 | &nbsp;&nbsp; 51261 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Iron & <br> Steel Co. Ltd., <br> Class A<br>| 132100 | &nbsp;&nbsp; 27848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Jincheng <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 12600 | &nbsp;&nbsp; 32536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Jinjing <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 51300 | &nbsp;&nbsp; 36154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Linglong <br> Tyre Co. Ltd., <br> Class A<br>| 33300 | &nbsp;&nbsp; 70373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Lukang <br> Pharma, Class A<br>| 31100 | &nbsp;&nbsp; 45329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Nanshan <br> Aluminum Co. Ltd., <br> Class A<br>| 179300 | &nbsp;&nbsp; 97707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong <br> Pharmaceutical <br> Glass Co. Ltd., <br> Class A<br>| 16400 | &nbsp;&nbsp; 51743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Publishing <br> & Media Co. Ltd., <br> Class A<br>| 37500 | &nbsp;&nbsp; 46909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Sun Paper <br> Industry JSC Ltd., <br> Class A<br>| 70561 | &nbsp;&nbsp; 136445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Weifang <br> Rainbow Chemical <br> Co. Ltd., Class A<br>| 8900 | &nbsp;&nbsp; 78334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Weigao <br> Group Medical <br> Polymer Co. Ltd., <br> Class H<br>| 1306000 | &nbsp;&nbsp; 1148508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong WIT Dyne <br> Health Co. Ltd., <br> Class A<br>| 10600 | &nbsp;&nbsp; 48650 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Xiantan Co. <br> Ltd., Class A<br>| 25500 | &nbsp;&nbsp; $21643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Yisheng <br> Livestock & Poultry <br> Breeding Co. Ltd., <br> Class A<br>| 40600 | &nbsp;&nbsp; 49971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Acrel Co. <br> Ltd., Class A<br>| 6400 | &nbsp;&nbsp; 19621 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Aerospace <br> Automobile <br> Electromechanical <br> Co. Ltd., Class A<br>| 34300 | &nbsp;&nbsp; 34293 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai AJ Group <br> Co. Ltd., Class A<br>| 81581 | &nbsp;&nbsp; 68373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Allist <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 5281 | &nbsp;&nbsp; 71127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai AtHub Co. <br> Ltd., Class A<br>| 12412 | &nbsp;&nbsp; 45440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Bailian <br> Group Co. Ltd., <br> Class A<br>| 48500 | &nbsp;&nbsp; 66225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Baolong <br> Automotive Corp., <br> Class A<br>| 9800 | &nbsp;&nbsp; 52579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Baosight <br> Software Co. Ltd., <br> Class A<br>| 15785 | &nbsp;&nbsp; 54136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Baosteel <br> Packaging Co. Ltd., <br> Class A<br>| 48100 | &nbsp;&nbsp; 33269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Belling Co. <br> Ltd., Class A<br>| 3800 | &nbsp;&nbsp; 17978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai BOCHU <br> Electronic <br> Technology Corp. <br> Ltd., Class A<br>| 1149 | &nbsp;&nbsp; 20922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Bright Meat <br> Group Co. Ltd., <br> Class A<br>| 27900 | &nbsp;&nbsp; 29462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai <br> Chinafortune Co. <br> Ltd., Class A<br>| 14500 | &nbsp;&nbsp; 31107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Chlor-Alkali <br> Chemical Co. Ltd., <br> Class A<br>| 11000 | &nbsp;&nbsp; 15396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Construction <br> Group Co. Ltd., <br> Class A<br>| 232300 | &nbsp;&nbsp; 78066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Daimay <br> Automotive Interior <br> Co. Ltd., Class A<br>| 27149 | &nbsp;&nbsp; 21229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Datun <br> Energy Resources <br> Co. Ltd., Class A<br>| 22700 | &nbsp;&nbsp; 37712 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Dazhong <br> Public Utilities <br> Group Co. Ltd., <br> Class H<br>| 98000 | &nbsp;&nbsp; $29497 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Electric <br> Group Co. Ltd., <br> Class H<br>| 384000 | &nbsp;&nbsp; 156628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Environment <br> Group Co. Ltd., <br> Class A<br>| 34392 | &nbsp;&nbsp; 38450 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Feilo <br> Acoustics Co. Ltd., <br> Class A<br>| 56700 | &nbsp;&nbsp; 44852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Fengyuzhu <br> Culture & <br> Technology Co. <br> Ltd., Class A<br>| 12800 | &nbsp;&nbsp; 18954 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Fudan <br> Microelectronics <br> Group Co. Ltd., <br> Class H<br>| 40000 | &nbsp;&nbsp; 160167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai <br> Fudan-Zhangjiang <br> Bio-Pharmaceutical <br> Co. Ltd., Class H<br>| 81000 | &nbsp;&nbsp; 42142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Fullhan <br> Microelectronics Co. <br> Ltd., Class A<br>| 3390 | &nbsp;&nbsp; 22312 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Ganglian <br> E-Commerce <br> Holdings Co. Ltd., <br> Class A<br>| 8232 | &nbsp;&nbsp; 30331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Gench <br> Education Group <br> Ltd.<br>| 34500 | &nbsp;&nbsp; 12631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Gentech <br> Co. Ltd., Class A<br>| 6564 | &nbsp;&nbsp; 32746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Hanbell <br> Precise Machinery <br> Co. Ltd., Class A<br>| 20300 | &nbsp;&nbsp; 48067 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Haohai <br> Biological <br> Technology Co. <br> Ltd., Class H<br>| 13720 | &nbsp;&nbsp; 49084 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Henlius <br> Biotech, Inc., <br> Class H<br>| 7100 | &nbsp;&nbsp; 63216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Huace <br> Navigation <br> Technology Ltd., <br> Class A<br>| 9100 | &nbsp;&nbsp; 44527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Huafon <br> Aluminium Corp., <br> Class A<br>| 17700 | &nbsp;&nbsp; 38461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Industrial <br> Holdings Ltd.<br>| 237000 | &nbsp;&nbsp; 441815 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Industrial <br> Urban Development <br> Group Ltd.<br>| 918400 | &nbsp;&nbsp; $39662 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai INT Medical <br> Instruments Co. <br> Ltd.<br>| 24000 | &nbsp;&nbsp; 85806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai International <br> Airport Co. Ltd., <br> Class A<br>| 3900 | &nbsp;&nbsp; 17423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Jahwa <br> United Co. Ltd., <br> Class A<br>| 9000 | &nbsp;&nbsp; 27504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Jinjiang <br> International Hotels <br> Co. Ltd., Class A<br>| 22900 | &nbsp;&nbsp; 71770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Jinqiao <br> Export Processing <br> Zone Development <br> Co. Ltd., Class A<br>| 14400 | &nbsp;&nbsp; 21563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Kaibao <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 32200 | &nbsp;&nbsp; 30363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Kelai <br> Mechatronics <br> Engineering Co. <br> Ltd., Class A<br>| 7900 | &nbsp;&nbsp; 20837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Liangxin <br> Electrical Co. Ltd., <br> Class A<br>| 39200 | &nbsp;&nbsp; 52464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Lingang <br> Holdings Corp. Ltd., <br> Class A<br>| 39000 | &nbsp;&nbsp; 50036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Lujiazui <br> Finance & Trade <br> Zone Development <br> Co. Ltd., Class A<br>| 17800 | &nbsp;&nbsp; 21722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai M&G <br> Stationery, Inc., <br> Class A<br>| 12600 | &nbsp;&nbsp; 53879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Mechanical <br> & Electrical Industry <br> Co. Ltd., Class A<br>| 8800 | &nbsp;&nbsp; 30984 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Medicilon, <br> Inc., Class A<br>| 3931 | &nbsp;&nbsp; 34500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai MicroPort <br> Endovascular <br> MedTech Group Co. <br> Ltd., Class A<br>| 1473 | &nbsp;&nbsp; 22522 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Milkground <br> Food Tech Co. Ltd., <br> Class A<br>| 10100 | &nbsp;&nbsp; 37361 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai New Power <br> Automotive <br> Technology Co. <br> Ltd., Class A<br>| 14500 | &nbsp;&nbsp; 13333 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Pioneer <br> Holding Ltd.<br>| 119000 | &nbsp;&nbsp; $33625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Pret <br> Composites Co. <br> Ltd., Class A<br>| 18500 | &nbsp;&nbsp; 30787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Pudong <br> Construction Co. <br> Ltd., Class A<br>| 44500 | &nbsp;&nbsp; 42268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Pudong <br> Development Bank <br> Co. Ltd., Class A<br>| 236200 | &nbsp;&nbsp; 420062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Putailai New <br> Energy Technology <br> Co. Ltd., Class A<br>| 22053 | &nbsp;&nbsp; 53601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai QiFan <br> Cable Co. Ltd., <br> Class A<br>| 16100 | &nbsp;&nbsp; 34653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai RAAS Blood <br> Products Co. Ltd., <br> Class A<br>| 38700 | &nbsp;&nbsp; 37060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Runda <br> Medical Technology <br> Co. Ltd., Class A<br>| 11500 | &nbsp;&nbsp; 29309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 118100 | &nbsp;&nbsp; 149164 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Shibei <br> Hi-Tech Co. Ltd., <br> Class A<br>| 45600 | &nbsp;&nbsp; 35878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Shyndec <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 48100 | &nbsp;&nbsp; 76549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Sinyang <br> Semiconductor <br> Materials Co. Ltd., <br> Class A<br>| 6300 | &nbsp;&nbsp; 36421 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Stonehill <br> Technology Co. <br> Ltd., Class A<br>| 27900 | &nbsp;&nbsp; 22235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Tongji <br> Science & <br> Technology <br> Industrial Co. Ltd., <br> Class A<br>| 17036 | &nbsp;&nbsp; 24585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Tunnel <br> Engineering Co. <br> Ltd., Class A<br>| 65000 | &nbsp;&nbsp; 59699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Waigaoqiao <br> Free Trade Zone <br> Group Co. Ltd., <br> Class A<br>| 20800 | &nbsp;&nbsp; 32239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Wanye <br> Enterprises Co. <br> Ltd., Class A<br>| 20700 | &nbsp;&nbsp; 41959 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Yaoji <br> Technology Co. <br> Ltd., Class A<br>| 10200 | &nbsp;&nbsp; $37184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Yuyuan <br> Tourist Mart Group <br> Co. Ltd., Class A<br>| 60600 | &nbsp;&nbsp; 48463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Zhangjiang <br> High-Tech Park <br> Development Co. <br> Ltd., Class A<br>| 6000 | &nbsp;&nbsp; 26809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Zhenhua <br> Heavy Industries <br> Co. Ltd., Class A<br>| 44800 | &nbsp;&nbsp; 28388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Zhonggu <br> Logistics Co. Ltd., <br> Class A<br>| 45248 | &nbsp;&nbsp; 62105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Zijiang <br> Enterprise Group <br> Co. Ltd., Class A<br>| 63400 | &nbsp;&nbsp; 55307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanjin International <br> Gold Co. Ltd., <br> Class A<br>| 41780 | &nbsp;&nbsp; 104535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shannon <br> Semiconductor <br> Technology Co. <br> Ltd., Class A<br>| 4600 | &nbsp;&nbsp; 21460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shantou Wanshun <br> New Material Group <br> Co. Ltd., Class A<br>| 25300 | &nbsp;&nbsp; 19733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shantui Construction <br> Machinery Co. Ltd., <br> Class A<br>| 39300 | &nbsp;&nbsp; 54355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Guoxin Energy <br> Corp. Ltd., Class A<br>| 65300 | &nbsp;&nbsp; 25052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Hi-speed <br> Group Co. Ltd., <br> Class A<br>| 18200 | &nbsp;&nbsp; 12435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Securities Co. <br> Ltd., Class A<br>| 35100 | &nbsp;&nbsp; 29958 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Taigang <br> Stainless Steel Co. <br> Ltd., Class A<br>| 83500 | &nbsp;&nbsp; 48551 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Zhendong <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 29600 | &nbsp;&nbsp; 35358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sharetronic Data <br> Technology Co. <br> Ltd., Class A<br>| 3780 | &nbsp;&nbsp; 40307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shengda Resources <br> Co. Ltd., Class A<br>| 20700 | &nbsp;&nbsp; 43810 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shengjing Bank Co. <br> Ltd., Class H<br>| 128000 | &nbsp;&nbsp; 19433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shengyi Technology <br> Co. Ltd., Class A<br>| 12600 | &nbsp;&nbsp; 74731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenma Industry Co. <br> Ltd., Class A<br>| 12700 | &nbsp;&nbsp; 15635 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shennan Circuits Co. <br> Ltd., Class A<br>| 7140 | &nbsp;&nbsp; $140400 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shenwan Hongyuan <br> Group Co. Ltd., <br> Class H<br>| 304000 | &nbsp;&nbsp; 126963 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenyang Jinbei <br> Automotive Co. <br> Ltd., Class A<br>| 33900 | &nbsp;&nbsp; 23523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenyang Xingqi <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 3841 | &nbsp;&nbsp; 34342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Agricultural <br> Power Group Co. <br> Ltd., Class A<br>| 38700 | &nbsp;&nbsp; 34923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Airport Co. <br> Ltd., Class A<br>| 58200 | &nbsp;&nbsp; 57004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Aisidi Co. <br> Ltd., Class A<br>| 19300 | &nbsp;&nbsp; 33565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Batian <br> Ecotypic <br> Engineering Co. <br> Ltd., Class A<br>| 29600 | &nbsp;&nbsp; 41552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen BSC <br> Technology Co. <br> Ltd., Class A<br>| 7900 | &nbsp;&nbsp; 36388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Capchem <br> Technology Co. <br> Ltd., Class A<br>| 10080 | &nbsp;&nbsp; 47123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Center <br> Power Tech Co. <br> Ltd., Class A<br>| 11800 | &nbsp;&nbsp; 26565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Cereals <br> Holdings Co. Ltd., <br> Class A<br>| 28900 | &nbsp;&nbsp; 27318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Click <br> Technology Co. <br> Ltd., Class A<br>| 13300 | &nbsp;&nbsp; 25234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Colibri <br> Technologies Co. <br> Ltd., Class A<br>| 18200 | &nbsp;&nbsp; 42207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Das <br> Intellitech Co. Ltd., <br> Class A<br>| 81600 | &nbsp;&nbsp; 37590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Desay <br> Battery Technology <br> Co., Class A<br>| 9393 | &nbsp;&nbsp; 29646 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Dynanonic <br> Co. Ltd., Class A<br>| 10274 | &nbsp;&nbsp; 46993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Envicool <br> Technology Co. <br> Ltd., Class A<br>| 10023 | &nbsp;&nbsp; 55838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Everwin <br> Precision <br> Technology Co. <br> Ltd., Class A<br>| 23380 | &nbsp;&nbsp; 73447 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen <br> Expressway Corp. <br> Ltd., Class H<br>| 216000 | &nbsp;&nbsp; $185870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Fastprint <br> Circuit Tech Co. <br> Ltd., Class A<br>| 15700 | &nbsp;&nbsp; 41270 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Feima <br> International Supply <br> Chain Co. Ltd., <br> Class A<br>| 61900 | &nbsp;&nbsp; 24460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen FRD <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 7800 | &nbsp;&nbsp; 25429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Fuanna <br> Bedding & <br> Furnishing Co. Ltd., <br> Class A<br>| 40500 | &nbsp;&nbsp; 40611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Gas Corp. <br> Ltd., Class A<br>| 60600 | &nbsp;&nbsp; 54253 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Gongjin <br> Electronics Co. Ltd., <br> Class A<br>| 23900 | &nbsp;&nbsp; 36751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Goodix <br> Technology Co. <br> Ltd., Class A<br>| 2600 | &nbsp;&nbsp; 26686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen H&T <br> Intelligent Control <br> Co. Ltd., Class A<br>| 11600 | &nbsp;&nbsp; 39223 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Hepalink <br> Pharmaceutical <br> Group Co. Ltd., <br> Class H<br>| 85000 | &nbsp;&nbsp; 69414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Honor <br> Electronic Co. Ltd., <br> Class A<br>| 1700 | &nbsp;&nbsp; 31160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Hopewind <br> Electric Co. Ltd., <br> Class A<br>| 7500 | &nbsp;&nbsp; 39486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Inovance <br> Technology Co. <br> Ltd., Class A<br>| 7450 | &nbsp;&nbsp; 65338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen <br> International <br> Holdings Ltd.<br>| 720698 | &nbsp;&nbsp; 720660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Investment <br> Holdings Bay Area <br> Development Co. <br> Ltd.<br>| 96500 | &nbsp;&nbsp; 22821 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Investment <br> Ltd.<br>| 1088668 | &nbsp;&nbsp; 124459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Invt Electric <br> Co. Ltd., Class A<br>| 25800 | &nbsp;&nbsp; 29156 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **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>| 14800 | &nbsp;&nbsp; $22622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen JPT <br> Opto-Electronics <br> Co. Ltd., Class A<br>| 2800 | &nbsp;&nbsp; 37222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Jufei <br> Optoelectronics Co. <br> Ltd., Class A<br>| 65400 | &nbsp;&nbsp; 56591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kaifa <br> Technology Co. <br> Ltd., Class A<br>| 21000 | &nbsp;&nbsp; 54009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kangtai <br> Biological Products <br> Co. Ltd., Class A<br>| 15460 | &nbsp;&nbsp; 37319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kedali <br> Industry Co. Ltd., <br> Class A<br>| 5200 | &nbsp;&nbsp; 78840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kingkey <br> Smart Agriculture <br> Times Co. Ltd., <br> Class A<br>| 35633 | &nbsp;&nbsp; 77539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kinwong <br> Electronic Co. Ltd., <br> Class A<br>| 11100 | &nbsp;&nbsp; 102097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kstar <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 9000 | &nbsp;&nbsp; 28899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Laibao <br> Hi-tech Co. Ltd., <br> Class A<br>| 24100 | &nbsp;&nbsp; 34779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Leaguer <br> Co. Ltd., Class A<br>| 46673 | &nbsp;&nbsp; 52600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Lifotronic <br> Technology Co. <br> Ltd., Class A<br>| 9595 | &nbsp;&nbsp; 18113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Megmeet <br> Electrical Co. Ltd., <br> Class A<br>| 5700 | &nbsp;&nbsp; 46872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Microgate <br> Technology Co. <br> Ltd., Class A<br>| 19400 | &nbsp;&nbsp; 30736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Mindray <br> Bio-Medical <br> Electronics Co. Ltd., <br> Class A<br>| 12500 | &nbsp;&nbsp; 400957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen MTC Co. <br> Ltd., Class A<br>| 133018 | &nbsp;&nbsp; 82999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Neptunus <br> Bioengineering Co. <br> Ltd., Class A<br>| 52500 | &nbsp;&nbsp; 20061 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen New <br> Industries <br> Biomedical <br> Engineering Co. <br> Ltd., Class A<br>| 8100 | &nbsp;&nbsp; $62443 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen New <br> Nanshan Holding <br> Group Co. Ltd., <br> Class A<br>| 65600 | &nbsp;&nbsp; 25690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Noposin <br> Crop Science Co. <br> Ltd., Class A<br>| 36400 | &nbsp;&nbsp; 57127 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Overseas <br> Chinese Town Co. <br> Ltd., Class A<br>| 127900 | &nbsp;&nbsp; 40620 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Pagoda <br> Industrial Group <br> Corp. Ltd.<br>| 192500 | &nbsp;&nbsp; 40473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Qingyi <br> Photomask Ltd., <br> Class A<br>| 6888 | &nbsp;&nbsp; 27987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Salubris <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 3787 | &nbsp;&nbsp; 26248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen SC New <br> Energy Technology <br> Corp., Class A<br>| 10700 | &nbsp;&nbsp; 81834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen SED <br> Industry Co. Ltd., <br> Class A<br>| 14200 | &nbsp;&nbsp; 44397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen SEG Co. <br> Ltd., Class A<br>| 21500 | &nbsp;&nbsp; 24224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Senior <br> Technology Material <br> Co. Ltd., Class A<br>| 30143 | &nbsp;&nbsp; 48583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Sinexcel <br> Electric Co. Ltd., <br> Class A<br>| 8400 | &nbsp;&nbsp; 37357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Sunlord <br> Electronics Co. Ltd., <br> Class A<br>| 13900 | &nbsp;&nbsp; 55883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Sunnypol <br> Optoelectronics Co. <br> Ltd., Class A<br>| 5000 | &nbsp;&nbsp; 18622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Sunway <br> Communication Co. <br> Ltd., Class A<br>| 17300 | &nbsp;&nbsp; 57154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Tagen <br> Group Co. Ltd., <br> Class A<br>| 100200 | &nbsp;&nbsp; 49360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Topband <br> Co. Ltd., Class A<br>| 22700 | &nbsp;&nbsp; 43588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Topraysolar <br> Co. Ltd., Class A<br>| 44000 | &nbsp;&nbsp; 22108 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Topway <br> Video <br> Communication Co. <br> Ltd., Class A<br>| 20400 | &nbsp;&nbsp; $24789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Transsion <br> Holdings Co. Ltd., <br> Class A<br>| 11212 | &nbsp;&nbsp; 118446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen United <br> Winners Laser Co. <br> Ltd., Class A<br>| 9775 | &nbsp;&nbsp; 29750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Weiguang <br> Biological Products <br> Co. Ltd., Class A<br>| 10200 | &nbsp;&nbsp; 41630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Woer <br> Heat-Shrinkable <br> Material Co. Ltd., <br> Class A<br>| 11900 | &nbsp;&nbsp; 38407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Yan Tian <br> Port Holding Co. <br> Ltd., Class A<br>| 39016 | &nbsp;&nbsp; 24582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Yinghe <br> Technology Co. <br> Ltd., Class A<br>| 23900 | &nbsp;&nbsp; 68267 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Yitoa <br> Intelligent Control <br> Co. Ltd., Class A<br>| 23200 | &nbsp;&nbsp; 26814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen YUTO <br> Packaging <br> Technology Co. <br> Ltd., Class A<br>| 19647 | &nbsp;&nbsp; 64551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Zhongjin <br> Lingnan Nonfemet <br> Co. Ltd., Class A<br>| 140000 | &nbsp;&nbsp; 91733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhou <br> International Group <br> Holdings Ltd.<br>| 259100 | &nbsp;&nbsp; 1864681 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shida Shinghwa <br> Advanced Material <br> Group Co. Ltd., <br> Class A<br>| 5200 | &nbsp;&nbsp; 27252 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shijiazhuang Yiling <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 11613 | &nbsp;&nbsp; 26133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinva Medical <br> Instrument Co. Ltd., <br> Class A<br>| 27690 | &nbsp;&nbsp; 63870 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Shouhang High-Tech <br> Energy Co. Ltd., <br> Class A<br>| 73300 | &nbsp;&nbsp; 713 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shuangliang <br> Eco-Energy <br> Systems Co. Ltd., <br> Class A<br>| 36800 | &nbsp;&nbsp; 28548 |
|  | Shui On Land Ltd. | 1869521 | &nbsp;&nbsp; 182654 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Changhong <br> Electric Co. Ltd., <br> Class A<br>| 30800 | &nbsp;&nbsp; $42199 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Chengfei <br> Integration <br> Technology Corp., <br> Class A<br>| 16200 | &nbsp;&nbsp; 77575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Chuantou <br> Energy Co. Ltd., <br> Class A<br>| 26900 | &nbsp;&nbsp; 58292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Development <br> Lomon Co. Ltd., <br> Class A<br>| 20000 | &nbsp;&nbsp; 31173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan EM <br> Technology Co. <br> Ltd., Class A<br>| 19400 | &nbsp;&nbsp; 47137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Expressway <br> Co. Ltd., Class H<br>| 230000 | &nbsp;&nbsp; 138189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Furong <br> Technology Co. <br> Ltd., Class A<br>| 16545 | &nbsp;&nbsp; 21674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Haite <br> High-tech Co. Ltd., <br> Class A<br>| 31856 | &nbsp;&nbsp; 48619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Hebang <br> Biotechnology Co. <br> Ltd., Class A<br>| 281700 | &nbsp;&nbsp; 73153 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Hongda Co. <br> Ltd., Class A<br>| 21700 | &nbsp;&nbsp; 28396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Injet Electric <br> Co. Ltd., Class A<br>| 5000 | &nbsp;&nbsp; 33715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Jiuyuan <br> Yinhai Software Co. <br> Ltd., Class A<br>| 8100 | &nbsp;&nbsp; 21331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Kelun <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 25700 | &nbsp;&nbsp; 134783 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Kelun-Biotech <br> Biopharmaceutical <br> Co. Ltd.<br>| 600 | &nbsp;&nbsp; 31661 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Lutianhua <br> Co. Ltd., Class A<br>| 74800 | &nbsp;&nbsp; 46810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan New Energy <br> Power Co. Ltd., <br> Class A<br>| 29600 | &nbsp;&nbsp; 41204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Road & <br> Bridge Group Co. <br> Ltd., Class A<br>| 92580 | &nbsp;&nbsp; 106851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Teway Food <br> Group Co. Ltd., <br> Class A<br>| 25960 | &nbsp;&nbsp; 40718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Yahua <br> Industrial Group Co. <br> Ltd., Class A<br>| 25100 | &nbsp;&nbsp; 48495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sieyuan Electric Co. <br> Ltd., Class A<br>| 4500 | &nbsp;&nbsp; 48725 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sihuan <br> Pharmaceutical <br> Holdings Group <br> Ltd.<br>| 1671000 | &nbsp;&nbsp; $276443 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SIM Technology <br> Group Ltd.<br>| 348000 | &nbsp;&nbsp; 12989 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Simcere <br> Pharmaceutical <br> Group Ltd.<br>| 166000 | &nbsp;&nbsp; 278360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sineng Electric Co. <br> Ltd., Class A<br>| 8120 | &nbsp;&nbsp; 25677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sino <br> Biopharmaceutical <br> Ltd.<br>| 1307000 | &nbsp;&nbsp; 1251715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinocare, Inc., <br> Class A<br>| 8200 | &nbsp;&nbsp; 23827 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sinochem <br> International Corp., <br> Class A<br>| 81480 | &nbsp;&nbsp; 45932 |
|  | Sinofert Holdings Ltd. | 1130000 | &nbsp;&nbsp; 204072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinofibers Technology <br> Co. Ltd., Class A<br>| 5700 | &nbsp;&nbsp; 27688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinolink Securities Co. <br> Ltd., Class A<br>| 34200 | &nbsp;&nbsp; 44069 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sinolink Worldwide <br> Holdings Ltd.<br>| 63720 | &nbsp;&nbsp; 81356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinoma International <br> Engineering Co., <br> Class A<br>| 68000 | &nbsp;&nbsp; 85716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinoma Science & <br> Technology Co. <br> Ltd., Class A<br>| 17714 | &nbsp;&nbsp; 69284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinomach Automobile <br> Co. Ltd., Class A<br>| 42800 | &nbsp;&nbsp; 37809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinomach Precision <br> Industry Group Co. <br> Ltd., Class A<br>| 16800 | &nbsp;&nbsp; 45137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinomine Resource <br> Group Co. Ltd., <br> Class A<br>| 10914 | &nbsp;&nbsp; 54772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Kantons <br> Holdings Ltd.<br>| 510000 | &nbsp;&nbsp; 293026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Shanghai <br> Petrochemical Co. <br> Ltd., Class H<br>| 1484000 | &nbsp;&nbsp; 262380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopep-Allsino Bio <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 8321 | &nbsp;&nbsp; 56771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopharm Group Co. <br> Ltd., Class H<br>| 621600 | &nbsp;&nbsp; 1494094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sino-Platinum Metals <br> Co. Ltd., Class A<br>| 16078 | &nbsp;&nbsp; 33712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinoseal Holding Co. <br> Ltd., Class A<br>| 7200 | &nbsp;&nbsp; 37179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinosoft Co. Ltd., <br> Class A<br>| 7820 | &nbsp;&nbsp; 21576 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinosteel Engineering <br> & Technology Co. <br> Ltd., Class A<br>| 74200 | &nbsp;&nbsp; $65107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinosteel New <br> Materials Co. Ltd., <br> Class A<br>| 22500 | &nbsp;&nbsp; 30448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinotrans Ltd., <br> Class H<br>| 1031000 | &nbsp;&nbsp; 571753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinotruk Hong Kong <br> Ltd.<br>| 295500 | &nbsp;&nbsp; 900552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinotruk Jinan Truck <br> Co. Ltd., Class A<br>| 15086 | &nbsp;&nbsp; 38312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skshu Paint Co. Ltd., <br> Class A<br>| 8372 | &nbsp;&nbsp; 44533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skyworth Digital Co. <br> Ltd., Class A<br>| 21800 | &nbsp;&nbsp; 34524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Snowsky Salt Industry <br> Group Co. Ltd., <br> Class A<br>| 39600 | &nbsp;&nbsp; 28372 |
| \* | SOHO China Ltd. | 1086412 | &nbsp;&nbsp; 80354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sokan New Materials <br> Group Co. Ltd., <br> Class A<br>| 4228 | &nbsp;&nbsp; 22215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Solareast Holdings <br> Co. Ltd., Class A<br>| 12400 | &nbsp;&nbsp; 16392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Songcheng <br> Performance <br> Development Co. <br> Ltd., Class A<br>| 15500 | &nbsp;&nbsp; 18382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sonoscape Medical <br> Corp., Class A<br>| 5730 | &nbsp;&nbsp; 25462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SooChow Securities <br> Co. Ltd., Class A<br>| 42710 | &nbsp;&nbsp; 56637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Publishing & <br> Media Co. Ltd., <br> Class A<br>| 17500 | &nbsp;&nbsp; 34643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southwest Securities <br> Co. Ltd., Class A<br>| 83700 | &nbsp;&nbsp; 52685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Spring Airlines Co. <br> Ltd., Class A<br>| 11700 | &nbsp;&nbsp; 84881 |
|  | SSY Group Ltd. | 777719 | &nbsp;&nbsp; 308662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Agricultural <br> Group Co. Ltd., <br> Class A<br>| 21300 | &nbsp;&nbsp; 26086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Lake Bioscience <br> Co., Inc. Zhaoqing <br> Guangdong, <br> Class A<br>| 67500 | &nbsp;&nbsp; 75888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; StarPower <br> Semiconductor Ltd., <br> Class A<br>| 3620 | &nbsp;&nbsp; 43023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; State Grid Information <br> & Communication <br> Co. Ltd., Class A<br>| 13100 | &nbsp;&nbsp; 32254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; State Grid Yingda Co. <br> Ltd., Class A<br>| 33900 | &nbsp;&nbsp; 25040 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STO Express Co. Ltd., <br> Class A<br>| 48700 | &nbsp;&nbsp; $103079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumavision <br> Technologies Co. <br> Ltd., Class A<br>| 57800 | &nbsp;&nbsp; 45941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumec Corp. Ltd., <br> Class A<br>| 32900 | &nbsp;&nbsp; 47951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Art Retail Group <br> Ltd.<br>| 988500 | &nbsp;&nbsp; 260551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun King Technology <br> Group Ltd.<br>| 470000 | &nbsp;&nbsp; 90265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunflower <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 27141 | &nbsp;&nbsp; 61963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sungrow Power <br> Supply Co. Ltd., <br> Class A<br>| 33040 | &nbsp;&nbsp; 329800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suning Universal Co. <br> Ltd., Class A<br>| 121700 | &nbsp;&nbsp; 36833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunny Optical <br> Technology Group <br> Co. Ltd.<br>| 193600 | &nbsp;&nbsp; 1793768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunresin New <br> Materials Co. Ltd., <br> Class A<br>| 8480 | &nbsp;&nbsp; 60887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunrise Group Co. <br> Ltd., Class A<br>| 48300 | &nbsp;&nbsp; 37389 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sunstone <br> Development Co. <br> Ltd., Class A<br>| 11200 | &nbsp;&nbsp; 35339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suntak Technology <br> Co. Ltd., Class A<br>| 22600 | &nbsp;&nbsp; 41563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunward Intelligent <br> Equipment Co. Ltd., <br> Class A<br>| 33300 | &nbsp;&nbsp; 61247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunwoda Electronic <br> Co. Ltd., Class A<br>| 12700 | &nbsp;&nbsp; 37877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suofeiya Home <br> Collection Co. Ltd., <br> Class A<br>| 20320 | &nbsp;&nbsp; 38537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SUPCON Technology <br> Co. Ltd., Class A<br>| 4509 | &nbsp;&nbsp; 29869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Anjie <br> Technology Co. <br> Ltd., Class A<br>| 22700 | &nbsp;&nbsp; 42433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Dongshan <br> Precision <br> Manufacturing Co. <br> Ltd., Class A<br>| 14700 | &nbsp;&nbsp; 118552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Gold Mantis <br> Construction <br> Decoration Co. Ltd., <br> Class A<br>| 94150 | &nbsp;&nbsp; 47281 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Good-Ark <br> Electronics Co. Ltd., <br> Class A<br>| 16100 | &nbsp;&nbsp; $22127 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou HYC <br> Technology Co. <br> Ltd., Class A<br>| 6504 | &nbsp;&nbsp; 24626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Maxwell <br> Technologies Co. <br> Ltd., Class A<br>| 5300 | &nbsp;&nbsp; 52086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Secote <br> Precision Electronic <br> Co. Ltd., Class A<br>| 9520 | &nbsp;&nbsp; 45827 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou SLAC <br> Precision <br> Equipment Co. Ltd., <br> Class A<br>| 9300 | &nbsp;&nbsp; 20319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Sushi Testing <br> Group Co. Ltd., <br> Class A<br>| 27600 | &nbsp;&nbsp; 62499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou TFC Optical <br> Communication Co. <br> Ltd., Class A<br>| 8878 | &nbsp;&nbsp; 129201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou TZTEK <br> Technology Co. <br> Ltd., Class A<br>| 4483 | &nbsp;&nbsp; 30256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Veichi Electric <br> Co. Ltd., Class A<br>| 3259 | &nbsp;&nbsp; 24060 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SVG Optronics Co. <br> Ltd., Class A<br>| 7800 | &nbsp;&nbsp; 22837 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SY Holdings Group <br> Ltd.<br>| 93000 | &nbsp;&nbsp; 166506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Symphony Holdings <br> Ltd.<br>| 690000 | &nbsp;&nbsp; 91394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SYoung Group Co. <br> Ltd., Class A<br>| 10400 | &nbsp;&nbsp; 24311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiji Computer Corp. <br> Ltd., Class A<br>| 12479 | &nbsp;&nbsp; 42928 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taiyuan Heavy <br> Industry Co. Ltd., <br> Class A<br>| 80300 | &nbsp;&nbsp; 26216 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tangrenshen Group <br> Co. Ltd., Class A<br>| 58137 | &nbsp;&nbsp; 39047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TangShan Port Group <br> Co. Ltd., Class A<br>| 111730 | &nbsp;&nbsp; 62876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tangshan Sanyou <br> Chemical Industries <br> Co. Ltd., Class A<br>| 68600 | &nbsp;&nbsp; 52162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tansun Technology <br> Co. Ltd., Class A<br>| 11500 | &nbsp;&nbsp; 39522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tasly Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 17300 | &nbsp;&nbsp; 39359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tayho Advanced <br> Materials Group Co. <br> Ltd., Class A<br>| 27400 | &nbsp;&nbsp; 40415 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TCL Electronics <br> Holdings Ltd.<br>| 443666 | &nbsp;&nbsp; $574596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TCL Technology <br> Group Corp., <br> Class A<br>| 276460 | &nbsp;&nbsp; 168821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TCL Zhonghuan <br> Renewable Energy <br> Technology Co. <br> Ltd., Class A<br>| 34878 | &nbsp;&nbsp; 39444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TDG Holdings Co. <br> Ltd., Class A<br>| 56500 | &nbsp;&nbsp; 63130 |
| \*†† | Tech-Pro, Inc. | 1644000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ten Pao Group <br> Holdings Ltd.<br>| 172000 | &nbsp;&nbsp; 42803 |
|  | Tencent Holdings Ltd. | 807700 | &nbsp;&nbsp; 56548852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tencent Music <br> Entertainment <br> Group, ADR<br>| 82600 | &nbsp;&nbsp; 1733774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tenfu Cayman <br> Holdings Co. Ltd.<br>| 66000 | &nbsp;&nbsp; 26377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Three Squirrels, Inc., <br> Class A<br>| 10000 | &nbsp;&nbsp; 36007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Three's Co. Media <br> Group Co. Ltd., <br> Class A<br>| 7606 | &nbsp;&nbsp; 34603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thunder Software <br> Technology Co. <br> Ltd., Class A<br>| 3200 | &nbsp;&nbsp; 25962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tian An China <br> Investment Co. Ltd.<br>| 209000 | &nbsp;&nbsp; 121275 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tian Lun Gas <br> Holdings Ltd.<br>| 80000 | &nbsp;&nbsp; 34573 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Tian Shan <br> Development <br> Holding Ltd.<br>| 114000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tiande Chemical <br> Holdings Ltd.<br>| 252000 | &nbsp;&nbsp; 38550 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tianfeng Securities <br> Co. Ltd., Class A<br>| 35500 | &nbsp;&nbsp; 26143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tiangong International <br> Co. Ltd.<br>| 692000 | &nbsp;&nbsp; 177987 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin 712 <br> Communication & <br> Broadcasting Co. <br> Ltd., Class A<br>| 8000 | &nbsp;&nbsp; 23508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Capital <br> Environmental <br> Protection Group <br> Co. Ltd., Class H<br>| 130000 | &nbsp;&nbsp; 62574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Development <br> Holdings Ltd.<br>| 144000 | &nbsp;&nbsp; 47606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Port Co. Ltd., <br> Class A<br>| 39000 | &nbsp;&nbsp; 25016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Port <br> Development <br> Holdings Ltd.<br>| 936000 | &nbsp;&nbsp; 85859 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **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>| 18500 | &nbsp;&nbsp; $54107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin TEDA <br> Resources <br> Recycling Group <br> Co. Ltd., Class A<br>| 79200 | &nbsp;&nbsp; 48092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin You Fa Steel <br> Pipe Group Stock <br> Co. Ltd., Class A<br>| 49500 | &nbsp;&nbsp; 41978 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tianma <br> Microelectronics Co. <br> Ltd., Class A<br>| 52549 | &nbsp;&nbsp; 67365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianneng Battery <br> Group Co. Ltd., <br> Class A<br>| 6417 | &nbsp;&nbsp; 24515 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tianneng Power <br> International Ltd.<br>| 396000 | &nbsp;&nbsp; 342089 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Tianqi Lithium Corp., <br> Class H<br>| 54600 | &nbsp;&nbsp; 245443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianrun Industry <br> Technology Co. <br> Ltd., Class A<br>| 44800 | &nbsp;&nbsp; 38373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianshan Aluminum <br> Group Co. Ltd., <br> Class A<br>| 94287 | &nbsp;&nbsp; 119202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianshui Huatian <br> Technology Co. <br> Ltd., Class A<br>| 36502 | &nbsp;&nbsp; 50689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tibet Cheezheng <br> Tibetan Medicine <br> Co. Ltd., Class A<br>| 4800 | &nbsp;&nbsp; 21042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tibet Huayu Mining <br> Co. Ltd., Class A<br>| 8600 | &nbsp;&nbsp; 23238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tibet Mineral <br> Development Co. <br> Ltd., Class A<br>| 8200 | &nbsp;&nbsp; 24787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tibet Rhodiola <br> Pharmaceutical <br> Holding Co., <br> Class A<br>| 9490 | &nbsp;&nbsp; 56061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Time Interconnect <br> Technology Ltd.<br>| 192000 | &nbsp;&nbsp; 228508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tingyi Cayman <br> Islands Holding <br> Corp.<br>| 658000 | &nbsp;&nbsp; 972697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Titan Wind Energy <br> Suzhou Co. Ltd., <br> Class A<br>| 42500 | &nbsp;&nbsp; 38349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TK Group Holdings <br> Ltd.<br>| 102000 | &nbsp;&nbsp; 31527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TKD Science & <br> Technology Co. <br> Ltd., Class A<br>| 12800 | &nbsp;&nbsp; 26837 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tofflon Science & <br> Technology Group <br> Co. Ltd., Class A<br>| 24100 | &nbsp;&nbsp; $51181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toly Bread Co. Ltd., <br> Class A<br>| 55220 | &nbsp;&nbsp; 42063 |
|  | Tomson Group Ltd. | 213599 | &nbsp;&nbsp; 87343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongcheng Travel <br> Holdings Ltd.<br>| 533600 | &nbsp;&nbsp; 1337004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongdao Liepin <br> Group<br>| 108200 | &nbsp;&nbsp; 57401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tongding <br> Interconnection <br> Information Co. <br> Ltd., Class A<br>| 37400 | &nbsp;&nbsp; 25387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TongFu <br> Microelectronics Co. <br> Ltd., Class A<br>| 35600 | &nbsp;&nbsp; 138689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongguan Gold Group <br> Ltd.<br>| 230000 | &nbsp;&nbsp; 52875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tonghua Dongbao <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 30900 | &nbsp;&nbsp; 35613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongkun Group Co. <br> Ltd., Class A<br>| 33200 | &nbsp;&nbsp; 57064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongling Jingda <br> Special Magnet <br> Wire Co. Ltd., <br> Class A<br>| 39800 | &nbsp;&nbsp; 42001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongling Nonferrous <br> Metals Group Co. <br> Ltd., Class A<br>| 266105 | &nbsp;&nbsp; 128306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tongwei Co. Ltd., <br> Class A<br>| 13979 | &nbsp;&nbsp; 39627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongyu Heavy <br> Industry Co. Ltd., <br> Class A<br>| 63600 | &nbsp;&nbsp; 24530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topchoice Medical <br> Corp., Class A<br>| 5882 | &nbsp;&nbsp; 37539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topsec Technologies <br> Group, Inc., <br> Class A<br>| 45000 | &nbsp;&nbsp; 50156 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Topsports International <br> Holdings Ltd.<br>| 1283000 | &nbsp;&nbsp; 517624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Towngas Smart <br> Energy Co. Ltd.<br>| 371403 | &nbsp;&nbsp; 188614 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TPV Technology Co. <br> Ltd., Class A<br>| 110500 | &nbsp;&nbsp; 36501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transfar Zhilian Co. <br> Ltd., Class A<br>| 52400 | &nbsp;&nbsp; 44414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TravelSky Technology <br> Ltd., Class H<br>| 339500 | &nbsp;&nbsp; 539765 |
| \* | Trigiant Group Ltd. | 420000 | &nbsp;&nbsp; 17448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trina Solar Co. Ltd., <br> Class A<br>| 21581 | &nbsp;&nbsp; 46404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trip.com Group Ltd. <br> (9961 HK)<br>| 22350 | &nbsp;&nbsp; 1387543 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Trip.com Group Ltd. <br> (TCOM US), ADR<br>| 34794 | &nbsp;&nbsp; $2155488 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Triumph New Energy <br> Co. Ltd., Class H<br>| 76000 | &nbsp;&nbsp; 45113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triumph Science & <br> Technology Co. <br> Ltd., Class A<br>| 29900 | &nbsp;&nbsp; 49685 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Truking Technology <br> Ltd., Class A<br>| 31800 | &nbsp;&nbsp; 37812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Truly International <br> Holdings Ltd.<br>| 1045140 | &nbsp;&nbsp; 156692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tsinghua Tongfang <br> Co. Ltd., Class A<br>| 29200 | &nbsp;&nbsp; 29893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TSP Wind Power <br> Group Co. Ltd.<br>| 18000 | &nbsp;&nbsp; 17965 |
| \*Ω | Tuhu Car, Inc. | 44200 | &nbsp;&nbsp; 113216 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Tunghsu <br> Optoelectronic <br> Technology Co. <br> Ltd., Class A<br>| 112700 | &nbsp;&nbsp; 1097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tuniu Corp., <br> Sponsored ADR<br>| 18924 | &nbsp;&nbsp; 14950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unigroup Guoxin <br> Microelectronics Co. <br> Ltd., Class A<br>| 3879 | &nbsp;&nbsp; 37369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unilumin Group Co. <br> Ltd., Class A<br>| 36000 | &nbsp;&nbsp; 35442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Uni-President China <br> Holdings Ltd.<br>| 626966 | &nbsp;&nbsp; 792090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unisplendour Corp. <br> Ltd., Class A<br>| 15440 | &nbsp;&nbsp; 52800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Scientific <br> Industrial Shanghai <br> Co. Ltd., Class A<br>| 32627 | &nbsp;&nbsp; 71856 |
| #†† | Untrade.China Dili | 968585 | &nbsp;&nbsp; 15275 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Untrade.Lumena <br> Newmat<br>| 23400 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; UTour Group Co. Ltd., <br> Class A<br>| 25700 | &nbsp;&nbsp; 27103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; V V Food & Beverage <br> Co. Ltd., Class A<br>| 49900 | &nbsp;&nbsp; 23821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valiant Co. Ltd., <br> Class A<br>| 31400 | &nbsp;&nbsp; 55127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vatti Corp. Ltd., <br> Class A<br>| 25800 | &nbsp;&nbsp; 22938 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vcanbio Cell & Gene <br> Engineering Corp. <br> Ltd., Class A<br>| 7800 | &nbsp;&nbsp; 28677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Victory Giant <br> Technology Huizhou <br> Co. Ltd., Class A<br>| 7500 | &nbsp;&nbsp; 198758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vipshop Holdings Ltd., <br> ADR<br>| 176517 | &nbsp;&nbsp; 2663642 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Visionox Technology, <br> Inc., Class A<br>| 26700 | &nbsp;&nbsp; 34858 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Vnet Group, Inc., <br> ADR<br>| 17079 | &nbsp;&nbsp; $141926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walvax Biotechnology <br> Co. Ltd., Class A<br>| 11400 | &nbsp;&nbsp; 19826 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wanda Film Holding <br> Co. Ltd., Class A<br>| 17300 | &nbsp;&nbsp; 28079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wangneng <br> Environment Co. <br> Ltd., Class A<br>| 18508 | &nbsp;&nbsp; 43313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wangsu Science & <br> Technology Co. <br> Ltd., Class A<br>| 20400 | &nbsp;&nbsp; 30845 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wanguo Gold Group <br> Ltd.<br>| 106000 | &nbsp;&nbsp; 408976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wanhua Chemical <br> Group Co. Ltd., <br> Class A<br>| 58180 | &nbsp;&nbsp; 502822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Want Want China <br> Holdings Ltd.<br>| 1813000 | &nbsp;&nbsp; 1310389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wanxiang Qianchao <br> Co. Ltd., Class A<br>| 44420 | &nbsp;&nbsp; 46505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Warom Technology, <br> Inc. Co., Class A<br>| 11200 | &nbsp;&nbsp; 32810 |
|  | Wasion Holdings Ltd. | 260000 | &nbsp;&nbsp; 282454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wasu Media Holding <br> Co. Ltd., Class A<br>| 30400 | &nbsp;&nbsp; 34732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weibo Corp. (9898 <br> HK), Class A<br>| 3880 | &nbsp;&nbsp; 37885 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Weibo Corp. (WB <br> US), Sponsored <br> ADR<br>| 27414 | &nbsp;&nbsp; 264271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weichai Power Co. <br> Ltd., Class H<br>| 616120 | &nbsp;&nbsp; 1306092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weifu <br> High-Technology <br> Group Co. Ltd., <br> Class A<br>| 11100 | &nbsp;&nbsp; 29705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weihai Guangtai <br> Airport Equipment <br> Co. Ltd., Class A<br>| 14500 | &nbsp;&nbsp; 21604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weihai Guangwei <br> Composites Co. <br> Ltd., Class A<br>| 13140 | &nbsp;&nbsp; 55314 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Weilong Delicious <br> Global Holdings <br> Ltd.<br>| 96800 | &nbsp;&nbsp; 144415 |
| #\*Ω | Weimob, Inc. | 182000 | &nbsp;&nbsp; 50718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wellhope Foods Co. <br> Ltd., Class A<br>| 33300 | &nbsp;&nbsp; 39475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wencan Group Co. <br> Ltd., Class A<br>| 12000 | &nbsp;&nbsp; 34516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wens Foodstuff Group <br> Co. Ltd., Class A<br>| 111200 | &nbsp;&nbsp; 267152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wenzhou Yihua <br> Connector Co. Ltd., <br> Class A<br>| 5900 | &nbsp;&nbsp; 31829 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Metal <br> Materials Co. Ltd., <br> Class A<br>| 11300 | &nbsp;&nbsp; $33481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Mining Co. <br> Ltd., Class A<br>| 53600 | &nbsp;&nbsp; 124168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Region Gold <br> Co. Ltd., Class A<br>| 13200 | &nbsp;&nbsp; 34962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Securities <br> Co. Ltd., Class A<br>| 38904 | &nbsp;&nbsp; 45208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western <br> Superconducting <br> Technologies Co. <br> Ltd., Class A<br>| 7196 | &nbsp;&nbsp; 54451 |
| # | Wharf Holdings Ltd. | 371000 | &nbsp;&nbsp; 1055122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Willfar Information <br> Technology Co. <br> Ltd., Class A<br>| 4075 | &nbsp;&nbsp; 19292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Winall Hi-Tech Seed <br> Co. Ltd., Class A<br>| 27100 | &nbsp;&nbsp; 34149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Windey Energy <br> Technology Group <br> Co. Ltd., Class A<br>| 26810 | &nbsp;&nbsp; 47111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wingtech Technology <br> Co. Ltd., Class A<br>| 10000 | &nbsp;&nbsp; 51275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wolong Electric Group <br> Co. Ltd., Class A<br>| 20760 | &nbsp;&nbsp; 65667 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; World Union Group, <br> Inc., Class A<br>| 101200 | &nbsp;&nbsp; 33369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan Dr. Laser <br> Technology Corp. <br> Ltd., Class A<br>| 4220 | &nbsp;&nbsp; 36180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan East Lake <br> High Technology <br> Group Co. Ltd., <br> Class A<br>| 17200 | &nbsp;&nbsp; 22035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan Fingu <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 16700 | &nbsp;&nbsp; 30773 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan Jingce <br> Electronic Group <br> Co. Ltd., Class A<br>| 1800 | &nbsp;&nbsp; 14927 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan P&S <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 16700 | &nbsp;&nbsp; 22369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan Raycus Fiber <br> Laser Technologies <br> Co. Ltd., Class A<br>| 9800 | &nbsp;&nbsp; 40329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuhu Token Science <br> Co. Ltd., Class A<br>| 50978 | &nbsp;&nbsp; 42626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuling Motors <br> Holdings Ltd.<br>| 280000 | &nbsp;&nbsp; 17130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WUS Printed Circuit <br> Kunshan Co. Ltd., <br> Class A<br>| 20830 | &nbsp;&nbsp; 161861 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wushang Group Co. <br> Ltd., Class A<br>| 44200 | &nbsp;&nbsp; $57561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Autowell <br> Technology Co. <br> Ltd., Class A<br>| 13336 | &nbsp;&nbsp; 60985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Best Precision <br> Machinery Co. Ltd., <br> Class A<br>| 10370 | &nbsp;&nbsp; 35503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Boton <br> Technology Co. <br> Ltd., Class A<br>| 11900 | &nbsp;&nbsp; 39944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Chipown <br> Micro-Electronics <br> Ltd., Class A<br>| 4215 | &nbsp;&nbsp; 34482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi DK Electronic <br> Materials Co. Ltd., <br> Class A<br>| 7500 | &nbsp;&nbsp; 44586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi NCE Power Co. <br> Ltd., Class A<br>| 7000 | &nbsp;&nbsp; 31013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Paike New <br> Materials <br> Technology Co. <br> Ltd., Class A<br>| 2600 | &nbsp;&nbsp; 26393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 32200 | &nbsp;&nbsp; 26929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Taiji Industry Ltd. <br> Co., Class A<br>| 45800 | &nbsp;&nbsp; 41829 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; WuXi XDC Cayman, <br> Inc.<br>| 33500 | &nbsp;&nbsp; 243521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Xinje Electric <br> Co. Ltd., Class A<br>| 4700 | &nbsp;&nbsp; 35930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; XCMG Construction <br> Machinery Co. Ltd., <br> Class A<br>| 194900 | &nbsp;&nbsp; 226970 |
|  | XD, Inc. | 27800 | &nbsp;&nbsp; 185020 |
|  | XGD, Inc., Class A | 9776 | &nbsp;&nbsp; 40339 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Xiabuxiabu Catering <br> Management China <br> Holdings Co. Ltd.<br>| 652500 | &nbsp;&nbsp; 64609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Amoytop <br> Biotech Co. Ltd., <br> Class A<br>| 4910 | &nbsp;&nbsp; 62251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Bank Co. Ltd., <br> Class A<br>| 80900 | &nbsp;&nbsp; 77017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen C & D, Inc., <br> Class A<br>| 34200 | &nbsp;&nbsp; 48194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Changelight <br> Co. Ltd., Class A<br>| 29200 | &nbsp;&nbsp; 47702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Faratronic Co. <br> Ltd., Class A<br>| 4500 | &nbsp;&nbsp; 68687 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Hongxin <br> Electronics <br> Technology Group, <br> Inc., Class A<br>| 4800 | &nbsp;&nbsp; 19672 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen International <br> Airport Co. Ltd., <br> Class A<br>| 8094 | &nbsp;&nbsp; $16385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Intretech, Inc., <br> Class A<br>| 15350 | &nbsp;&nbsp; 38420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen ITG Group <br> Corp. Ltd., Class A<br>| 47400 | &nbsp;&nbsp; 41457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Jihong <br> Technology Co. <br> Ltd., Class A<br>| 18000 | &nbsp;&nbsp; 42151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Kingdomway <br> Group Co., Class A<br>| 22700 | &nbsp;&nbsp; 62295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Port <br> Development Co. <br> Ltd., Class A<br>| 11300 | &nbsp;&nbsp; 13047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Tungsten Co. <br> Ltd., Class A<br>| 30778 | &nbsp;&nbsp; 99165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Xiangyu Co. <br> Ltd., Class A<br>| 70700 | &nbsp;&nbsp; 70030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xi'an Bright Laser <br> Technologies Co. <br> Ltd., Class A<br>| 2763 | &nbsp;&nbsp; 22646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xi'an Manareco New <br> Materials Co. Ltd., <br> Class A<br>| 4830 | &nbsp;&nbsp; 27518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xi'An Shaangu Power <br> Co. Ltd., Class A<br>| 18800 | &nbsp;&nbsp; 22986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xi'an Triangle Defense <br> Co. Ltd., Class A<br>| 11900 | &nbsp;&nbsp; 44055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiandai Investment <br> Co. Ltd., Class A<br>| 36400 | &nbsp;&nbsp; 21708 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xiangcai Co. Ltd., <br> Class A<br>| 20100 | &nbsp;&nbsp; 30346 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xiangtan Electric <br> Manufacturing Co. <br> Ltd., Class A<br>| 15000 | &nbsp;&nbsp; 29056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiangtan <br> Electrochemical <br> Scientific Co. Ltd., <br> Class A<br>| 18800 | &nbsp;&nbsp; 34781 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Xiaomi Corp., <br> Class B<br>| 772400 | &nbsp;&nbsp; 5196669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xilinmen Furniture Co. <br> Ltd., Class A<br>| 14600 | &nbsp;&nbsp; 31764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinfengming Group <br> Co. Ltd., Class A<br>| 44200 | &nbsp;&nbsp; 75678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xingfa Aluminium <br> Holdings Ltd.<br>| 49000 | &nbsp;&nbsp; 53044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinhua Winshare <br> Publishing & Media <br> Co. Ltd., Class H<br>| 159000 | &nbsp;&nbsp; 237897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinhuanet Co. Ltd., <br> Class A<br>| 14820 | &nbsp;&nbsp; 39234 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang <br> Communications <br> Construction Group <br> Co. Ltd., Class A<br>| 26400 | &nbsp;&nbsp; $43833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang Joinworld Co. <br> Ltd., Class A<br>| 28500 | &nbsp;&nbsp; 27945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang Xuefeng <br> Sci-Tech Group Co. <br> Ltd., Class A<br>| 55100 | &nbsp;&nbsp; 64619 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Xinte Energy Co. Ltd., <br> Class H<br>| 209600 | &nbsp;&nbsp; 177231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinxiang Chemical <br> Fiber Co. Ltd., <br> Class A<br>| 67900 | &nbsp;&nbsp; 36729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinxiang Richful Lube <br> Additive Co. Ltd., <br> Class A<br>| 7240 | &nbsp;&nbsp; 55877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinxing Ductile Iron <br> Pipes Co. Ltd., <br> Class A<br>| 77699 | &nbsp;&nbsp; 40650 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Xinyi Energy Holdings <br> Ltd.<br>| 992936 | &nbsp;&nbsp; 157164 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Xinyi Solar Holdings <br> Ltd.<br>| 2502283 | &nbsp;&nbsp; 968693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinyu Iron & Steel Co. <br> Ltd., Class A<br>| 78400 | &nbsp;&nbsp; 47260 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xinzhi Group Co. Ltd., <br> Class A<br>| 12600 | &nbsp;&nbsp; 37517 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xizang Zhufeng <br> Resources Co. Ltd., <br> Class A<br>| 12700 | &nbsp;&nbsp; 20711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xizi Clean Energy <br> Equipment <br> Manufacturing Co. <br> Ltd., Class A<br>| 16000 | &nbsp;&nbsp; 27962 |
| \* | XPeng, Inc., Class A | 87500 | &nbsp;&nbsp; 796250 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Xtep International <br> Holdings Ltd.<br>| 804108 | &nbsp;&nbsp; 575709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xuji Electric Co. Ltd., <br> Class A<br>| 14300 | &nbsp;&nbsp; 45061 |
| \* | Xunlei Ltd., ADR | 30350 | &nbsp;&nbsp; 140217 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Yadea Group Holdings <br> Ltd.<br>| 503856 | &nbsp;&nbsp; 792860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yangling Metron New <br> Material, Inc., <br> Class A<br>| 22540 | &nbsp;&nbsp; 44844 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yangmei Chemical <br> Co. Ltd., Class A<br>| 71000 | &nbsp;&nbsp; 24186 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Yangtze Optical Fibre <br> & Cable Joint Stock <br> Co. Ltd., Class H<br>| 67500 | &nbsp;&nbsp; 231052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yangzhou Yangjie <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 6800 | &nbsp;&nbsp; 50380 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yankershop Food Co. <br> Ltd., Class A<br>| 4760 | &nbsp;&nbsp; $44975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yantai China Pet <br> Foods Co. Ltd., <br> Class A<br>| 5300 | &nbsp;&nbsp; 41758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yantai Dongcheng <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 13700 | &nbsp;&nbsp; 32126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yantai Eddie Precision <br> Machinery Co. Ltd., <br> Class A<br>| 10420 | &nbsp;&nbsp; 26192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yantai Jereh Oilfield <br> Services Group Co. <br> Ltd., Class A<br>| 17800 | &nbsp;&nbsp; 96176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YanTai Shuangta <br> Food Co. Ltd., <br> Class A<br>| 29400 | &nbsp;&nbsp; 21680 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yatsen Holding Ltd., <br> ADR<br>| 20551 | &nbsp;&nbsp; 183109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YD Electronic <br> Technology Co. <br> Ltd., Class A<br>| 7700 | &nbsp;&nbsp; 28552 |
| #\* | Yeahka Ltd. | 64400 | &nbsp;&nbsp; 114906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yealink Network <br> Technology Corp. <br> Ltd., Class A<br>| 15179 | &nbsp;&nbsp; 70568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yeebo International <br> Holdings Ltd.<br>| 62000 | &nbsp;&nbsp; 17395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YGSOFT, Inc., <br> Class A<br>| 27336 | &nbsp;&nbsp; 23697 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yibin Tianyuan Group <br> Co. Ltd., Class A<br>| 46360 | &nbsp;&nbsp; 33220 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; YiChang HEC <br> ChangJiang <br> Pharmaceutical Co. <br> Ltd., Class H<br>| 179000 | &nbsp;&nbsp; 327901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yifeng Pharmacy <br> Chain Co. Ltd., <br> Class A<br>| 22831 | &nbsp;&nbsp; 75087 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yihai International <br> Holding Ltd.<br>| 208000 | &nbsp;&nbsp; 358132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yinbang Clad Material <br> Co. Ltd., Class A<br>| 21200 | &nbsp;&nbsp; 30936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yindu Kitchen <br> Equipment Co. Ltd., <br> Class A<br>| 9135 | &nbsp;&nbsp; 20889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yip's Chemical <br> Holdings Ltd.<br>| 88000 | &nbsp;&nbsp; 18806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yiren Digital Ltd., <br> Sponsored ADR<br>| 52378 | &nbsp;&nbsp; 310078 |
| Ω | Yixin Group Ltd. | 730500 | &nbsp;&nbsp; 233997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yixintang <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 31600 | &nbsp;&nbsp; 65742 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yizumi Holdings Co. <br> Ltd., Class A<br>| 15900 | &nbsp;&nbsp; $45543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yonfer Agricultural <br> Technology Co. <br> Ltd., Class A<br>| 42000 | &nbsp;&nbsp; 82937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yongjin Technology <br> Group Co. Ltd.<br>| 13700 | &nbsp;&nbsp; 33859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YongXing Special <br> Materials <br> Technology Co. <br> Ltd., Class A<br>| 13199 | &nbsp;&nbsp; 64163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yotrio Group Co. Ltd., <br> Class A<br>| 68400 | &nbsp;&nbsp; 35603 |
| #\* | Youdao, Inc., ADR | 7159 | &nbsp;&nbsp; 62283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youngor Fashion Co. <br> Ltd., Class A<br>| 41200 | &nbsp;&nbsp; 42041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youngy Co. Ltd., <br> Class A<br>| 7900 | &nbsp;&nbsp; 37812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YTO Express Group <br> Co. Ltd., Class A<br>| 58500 | &nbsp;&nbsp; 119616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuan Longping <br> High-tech <br> Agriculture Co. Ltd., <br> Class A<br>| 9456 | &nbsp;&nbsp; 13084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuexiu Property Co. <br> Ltd.<br>| 797058 | &nbsp;&nbsp; 468710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuexiu Services <br> Group Ltd.<br>| 185000 | &nbsp;&nbsp; 69600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuexiu Transport <br> Infrastructure Ltd.<br>| 250752 | &nbsp;&nbsp; 121759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yueyang Forest & <br> Paper Co. Ltd., <br> Class A<br>| 49700 | &nbsp;&nbsp; 32806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yueyang Xingchang <br> Petro-Chemical Co. <br> Ltd., Class A<br>| 10500 | &nbsp;&nbsp; 23261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yum China Holdings, <br> Inc. (9987 HK)<br>| 62500 | &nbsp;&nbsp; 2901875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yum China Holdings, <br> Inc. (YUMC US)<br>| 40430 | &nbsp;&nbsp; 1887272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YUNDA Holding <br> Group Co. Ltd., <br> Class A<br>| 84092 | &nbsp;&nbsp; 88703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Baiyao Group <br> Co. Ltd., Class A<br>| 12398 | &nbsp;&nbsp; 96568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Chihong <br> Zinc&Germanium <br> Co. Ltd., Class A<br>| 63700 | &nbsp;&nbsp; 48299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Copper Co. <br> Ltd., Class A<br>| 47700 | &nbsp;&nbsp; 85614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Energy <br> Investment Co. Ltd., <br> Class A<br>| 24500 | &nbsp;&nbsp; 36173 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Energy New <br> Material Co. Ltd., <br> Class A<br>| 12252 | &nbsp;&nbsp; 50242 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Nantian <br> Electronics <br> Information Co. <br> Ltd., Class A<br>| 12600 | &nbsp;&nbsp; $34479 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Tin Co. Ltd., <br> Class A<br>| 38200 | &nbsp;&nbsp; 94404 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yusys Technologies <br> Co. Ltd., Class A<br>| 8300 | &nbsp;&nbsp; 30705 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yutong Bus Co. Ltd., <br> Class A<br>| 52400 | &nbsp;&nbsp; 181342 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yutong Heavy <br> Industries Co. Ltd., <br> Class A<br>| 14300 | &nbsp;&nbsp; 24235 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zangge Mining Co. <br> Ltd., Class A<br>| 3500 | &nbsp;&nbsp; 22313 |
| &nbsp;&nbsp;&nbsp;&nbsp; ZBOM Home <br> Collection Co. Ltd., <br> Class A<br>| 14742 | &nbsp;&nbsp; 20320 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zengame Technology <br> Holding Ltd.<br>| 136000 | &nbsp;&nbsp; 40601 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhangzhou <br> Pientzehuang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 3800 | &nbsp;&nbsp; 105141 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhaojin Mining <br> Industry Co. Ltd., <br> Class H<br>| 415000 | &nbsp;&nbsp; 1030540 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhefu Holding Group <br> Co. Ltd., Class A<br>| 105100 | &nbsp;&nbsp; 52972 |
| &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 Ausun <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 20860 | &nbsp;&nbsp; 33551 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Cfmoto <br> Power Co. Ltd., <br> Class A<br>| 2300 | &nbsp;&nbsp; 71376 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Changsheng <br> Sliding Bearings <br> Co. Ltd., Class A<br>| 3200 | &nbsp;&nbsp; 39020 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang China <br> Commodities City <br> Group Co. Ltd., <br> Class A<br>| 37700 | &nbsp;&nbsp; 111415 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Chint <br> Electrics Co. Ltd., <br> Class A<br>| 36700 | &nbsp;&nbsp; 115796 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang <br> Communications <br> Technology Co. <br> Ltd., Class A<br>| 100800 | &nbsp;&nbsp; 56399 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang <br> Crystal-Optech Co. <br> Ltd., Class A<br>| 17500 | &nbsp;&nbsp; 50574 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Dahua <br> Technology Co. <br> Ltd., Class A<br>| 22600 | &nbsp;&nbsp; $50967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Daily Digital <br> Culture Group Co. <br> Ltd., Class A<br>| 18200 | &nbsp;&nbsp; 34983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Dingli <br> Machinery Co. Ltd., <br> Class A<br>| 7840 | &nbsp;&nbsp; 53687 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Dun'An <br> Artificial <br> Environment Co. <br> Ltd., Class A<br>| 31600 | &nbsp;&nbsp; 50018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Expressway <br> Co. Ltd., Class H<br>| 553399 | &nbsp;&nbsp; 527284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Garden <br> Biopharmaceutical <br> Co. Ltd., Class A<br>| 25800 | &nbsp;&nbsp; 57461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Gongdong <br> Medical Technology <br> Co. Ltd., Class A<br>| 7280 | &nbsp;&nbsp; 20383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Haikong <br> Nanke Huatie <br> Digital Intelligence <br> & Technology Co. <br> Ltd.<br>| 27000 | &nbsp;&nbsp; 41884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Hailiang Co. <br> Ltd., Class A<br>| 42600 | &nbsp;&nbsp; 64761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Hailide New <br> Material Co. Ltd., <br> Class A<br>| 19500 | &nbsp;&nbsp; 15025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang HangKe <br> Technology, Inc. <br> Co., Class A<br>| 7614 | &nbsp;&nbsp; 21098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Hangmin Co. <br> Ltd., Class A<br>| 40400 | &nbsp;&nbsp; 39902 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Hisoar <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 30700 | &nbsp;&nbsp; 26637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Huace Film <br> & Television Co. <br> Ltd., Class A<br>| 32400 | &nbsp;&nbsp; 34382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Huahai <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 33910 | &nbsp;&nbsp; 104703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Huakang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 5100 | &nbsp;&nbsp; 12770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Huangma <br> Technology Co. <br> Ltd., Class A<br>| 25700 | &nbsp;&nbsp; 45731 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Huatong <br> Meat Products Co. <br> Ltd., Class A<br>| 28900 | &nbsp;&nbsp; 41749 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Huayou <br> Cobalt Co. Ltd., <br> Class A<br>| 27540 | &nbsp;&nbsp; $168581 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jiahua <br> Energy Chemical <br> Industry Co. Ltd., <br> Class A<br>| 63100 | &nbsp;&nbsp; 77801 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jiecang <br> Linear Motion <br> Technology Co. <br> Ltd., Class A<br>| 8100 | &nbsp;&nbsp; 42314 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jiemei <br> Electronic & <br> Technology Co. <br> Ltd., Class A<br>| 10500 | &nbsp;&nbsp; 36847 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jinggong <br> Integration <br> Technology Co. <br> Ltd., Class A<br>| 12700 | &nbsp;&nbsp; 28883 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jingsheng <br> Mechanical & <br> Electrical Co. Ltd., <br> Class A<br>| 26100 | &nbsp;&nbsp; 100893 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jingu Co. <br> Ltd., Class A<br>| 15000 | &nbsp;&nbsp; 27366 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jingxin <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 27120 | &nbsp;&nbsp; 62122 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang JIULI Hi-tech <br> Metals Co. Ltd., <br> Class A<br>| 20300 | &nbsp;&nbsp; 63023 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jiuzhou <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 16400 | &nbsp;&nbsp; 43102 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jolly <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 12100 | &nbsp;&nbsp; 31449 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Juhua Co. <br> Ltd., Class A<br>| 29500 | &nbsp;&nbsp; 109438 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Lante Optics <br> Co. Ltd., Class A<br>| 8359 | &nbsp;&nbsp; 31611 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Longsheng <br> Group Co. Ltd., <br> Class A<br>| 39900 | &nbsp;&nbsp; 58653 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Medicine Co. <br> Ltd., Class A<br>| 30400 | &nbsp;&nbsp; 67223 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Narada <br> Power Source Co. <br> Ltd., Class A<br>| 14200 | &nbsp;&nbsp; 28753 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang NHU Co. <br> Ltd., Class A<br>| 55176 | &nbsp;&nbsp; 171605 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Orient <br> Financial Holdings <br> Group Co. Ltd., <br> Class A<br>| 41140 | &nbsp;&nbsp; 34539 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Orient Gene <br> Biotech Co. Ltd., <br> Class A<br>| 9572 | &nbsp;&nbsp; $37659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Qianjiang <br> Motorcycle Co. Ltd., <br> Class A<br>| 17500 | &nbsp;&nbsp; 39050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Runtu Co. <br> Ltd., Class A<br>| 45300 | &nbsp;&nbsp; 47885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Sanhua <br> Intelligent Controls <br> Co. Ltd., Class A<br>| 14740 | &nbsp;&nbsp; 54009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Sanmei <br> Chemical Industry <br> Co. Ltd., Class A<br>| 5500 | &nbsp;&nbsp; 36510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Semir <br> Garment Co. Ltd., <br> Class A<br>| 65100 | &nbsp;&nbsp; 48049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Shaoxing <br> RuiFeng Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 63800 | &nbsp;&nbsp; 50071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Shibao Co. <br> Ltd., Class H<br>| 38000 | &nbsp;&nbsp; 24938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Shouxiangu <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 6700 | &nbsp;&nbsp; 20052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Shuanghuan <br> Driveline Co. Ltd., <br> Class A<br>| 5200 | &nbsp;&nbsp; 23771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Songyuan <br> Automotive Safety <br> Systems Co. Ltd., <br> Class A<br>| 12040 | &nbsp;&nbsp; 40441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Southeast <br> Space Frame Co. <br> Ltd., Class A<br>| 46800 | &nbsp;&nbsp; 28256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Sunoren <br> Solar Technology <br> Co. Ltd.<br>| 17400 | &nbsp;&nbsp; 20062 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Sunriver <br> Culture Tourism Co. <br> Ltd., Class A<br>| 35000 | &nbsp;&nbsp; 37540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Supor Co. <br> Ltd., Class A<br>| 6400 | &nbsp;&nbsp; 46117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Taihua New <br> Material Group Co. <br> Ltd., Class A<br>| 29200 | &nbsp;&nbsp; 39136 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Tiantie <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 32580 | &nbsp;&nbsp; 32188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Tianyu <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 16220 | &nbsp;&nbsp; 59047 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wanfeng <br> Auto Wheel Co. <br> Ltd., Class A<br>| 16500 | &nbsp;&nbsp; $37825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wanliyang <br> Co. Ltd., Class A<br>| 39600 | &nbsp;&nbsp; 41315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wanma Co. <br> Ltd., Class A<br>| 22800 | &nbsp;&nbsp; 45142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wansheng <br> Co. Ltd., Class A<br>| 21800 | &nbsp;&nbsp; 30409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Weiming <br> Environment <br> Protection Co. Ltd., <br> Class A<br>| 35294 | &nbsp;&nbsp; 93329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Weixing <br> Industrial <br> Development Co. <br> Ltd., Class A<br>| 24000 | &nbsp;&nbsp; 35653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Weixing New <br> Building Materials <br> Co. Ltd., Class A<br>| 38900 | &nbsp;&nbsp; 57646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wolwo <br> Bio-Pharmaceutical <br> Co. Ltd., Class A<br>| 9600 | &nbsp;&nbsp; 33835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang XCC Group <br> Co. Ltd., Class A<br>| 4400 | &nbsp;&nbsp; 20940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Xinan <br> Chemical Industrial <br> Group Co. Ltd., <br> Class A<br>| 27740 | &nbsp;&nbsp; 39035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Xinao <br> Textiles, Inc., <br> Class A<br>| 21700 | &nbsp;&nbsp; 17862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Yasha <br> Decoration Co. Ltd., <br> Class A<br>| 49500 | &nbsp;&nbsp; 27077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Yinlun <br> Machinery Co. Ltd., <br> Class A<br>| 15000 | &nbsp;&nbsp; 60225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Yonggui <br> Electric Equipment <br> Co. Ltd., Class A<br>| 8100 | &nbsp;&nbsp; 18122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Yonghe <br> Refrigerant Co. Ltd., <br> Class A<br>| 14700 | &nbsp;&nbsp; 50494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Zhaolong <br> Interconnect <br> Technology Co. <br> Ltd., Class A<br>| 3840 | &nbsp;&nbsp; 25732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhende Medical Co. <br> Ltd., Class A<br>| 17100 | &nbsp;&nbsp; 52539 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhengzhou Coal <br> Industry & Electric <br> Power Co. Ltd., <br> Class A<br>| 39700 | &nbsp;&nbsp; 22584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhengzhou GL Tech <br> Co. Ltd., Class A<br>| 10900 | &nbsp;&nbsp; 24354 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhenjiang Dongfang <br> Electric Heating <br> Technology Co. <br> Ltd., Class A<br>| 37600 | &nbsp;&nbsp; $26262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zheshang Securities <br> Co. Ltd., Class A<br>| 18800 | &nbsp;&nbsp; 29636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhewen Interactive <br> Group Co. Ltd., <br> Class A<br>| 22400 | &nbsp;&nbsp; 26632 |
| #\* | Zhihu, Inc. | 18100 | &nbsp;&nbsp; 25981 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; ZhongAn Online P&C <br> Insurance Co. Ltd., <br> Class H<br>| 321200 | &nbsp;&nbsp; 821988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongji Innolight Co. <br> Ltd., Class A<br>| 11480 | &nbsp;&nbsp; 344271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongjin Gold Corp. <br> Ltd., Class A<br>| 65000 | &nbsp;&nbsp; 129320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZhongMan Petroleum <br> & Natural Gas <br> Group Corp. Ltd., <br> Class A<br>| 21300 | &nbsp;&nbsp; 57836 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhongnongfa Seed <br> Industry Group Co. <br> Ltd., Class A<br>| 25000 | &nbsp;&nbsp; 22132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongshan Broad <br> Ocean Motor Co. <br> Ltd., Class A<br>| 63400 | &nbsp;&nbsp; 57661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongshan Public <br> Utilities Group Co. <br> Ltd., Class A<br>| 32000 | &nbsp;&nbsp; 41630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongsheng Group <br> Holdings Ltd.<br>| 406500 | &nbsp;&nbsp; 683778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongtai Securities <br> Co. Ltd., Class A<br>| 51600 | &nbsp;&nbsp; 47796 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Zhongtian Financial <br> Group Co. Ltd., <br> Class A<br>| 321400 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongtong Bus <br> Holding Co. Ltd., <br> Class A<br>| 15400 | &nbsp;&nbsp; 23366 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Zhongyu Energy <br> Holdings Ltd.<br>| 283455 | &nbsp;&nbsp; 139054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongyuan <br> Environment-Protection <br> Co. Ltd., Class A<br>| 19900 | &nbsp;&nbsp; 22809 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Zhou Hei Ya <br> International <br> Holdings Co. Ltd.<br>| 390500 | &nbsp;&nbsp; 136919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuhai Huafa <br> Properties Co. Ltd., <br> Class A<br>| 34765 | &nbsp;&nbsp; 23112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou CRRC Times <br> Electric Co. Ltd., <br> Class H<br>| 120650 | &nbsp;&nbsp; 489403 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou Hongda <br> Electronics Corp. <br> Ltd., Class A<br>| 7700 | &nbsp;&nbsp; $37831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou Kibing Group <br> Co. Ltd., Class A<br>| 63100 | &nbsp;&nbsp; 54498 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou Smelter <br> Group Co. Ltd., <br> Class A<br>| 38600 | &nbsp;&nbsp; 60413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou Times New <br> Material Technology <br> Co. Ltd., Class A<br>| 26400 | &nbsp;&nbsp; 46832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zibo Qixiang Tengda <br> Chemical Co. Ltd., <br> Class A<br>| 36400 | &nbsp;&nbsp; 25462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZJAMP Group Co. <br> Ltd., Class A<br>| 16900 | &nbsp;&nbsp; 21336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZJMI Environmental <br> Energy Co. Ltd., <br> Class A<br>| 23500 | &nbsp;&nbsp; 43004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zkteco Co. Ltd., <br> Class A<br>| 6960 | &nbsp;&nbsp; 28156 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ZMJ Group Co. Ltd., <br> Class H<br>| 143600 | &nbsp;&nbsp; 273400 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Zonqing <br> Environmental Ltd.<br>| 24000 | &nbsp;&nbsp; 17977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zoomlion Heavy <br> Industry Science & <br> Technology Co. <br> Ltd., Class H<br>| 293000 | &nbsp;&nbsp; 228655 |
|  | ZTE Corp., Class H | 141920 | &nbsp;&nbsp; 447788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZTO Express <br> Cayman, Inc. (2057 <br> HK)<br>| 96500 | &nbsp;&nbsp; 1881230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZTO Express <br> Cayman, Inc. (ZTO <br> US), ADR<br>| 37307 | &nbsp;&nbsp; 734575 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Zylox-Tonbridge <br> Medical Technology <br> Co. Ltd.<br>| 24000 | &nbsp;&nbsp; 72389 |
| TOTAL CHINA | TOTAL CHINA |  | &nbsp;&nbsp; 475012626 |
| COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bolsa de Valores de <br> Colombia<br>| 3425 | &nbsp;&nbsp; 9917 |
|  | Celsia SA | 50950 | &nbsp;&nbsp; 57210 |
|  | Cementos Argos SA | 22757 | &nbsp;&nbsp; 59696 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Corp. Financiera <br> Colombiana SA<br>| 56250 | &nbsp;&nbsp; 235709 |
|  | Grupo Argos SA | 362 | &nbsp;&nbsp; 1471 |
|  | Grupo Cibest SA | 28040 | &nbsp;&nbsp; 365092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Cibest SA, <br> ADR<br>| 7359 | &nbsp;&nbsp; 319528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo de Inversiones <br> Suramericana SA<br>| 501 | &nbsp;&nbsp; 5527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Energia Bogota <br> SA ESP<br>| 105732 | &nbsp;&nbsp; 74517 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COLOMBIA — (Continued) | COLOMBIA — (Continued) | COLOMBIA — (Continued) | COLOMBIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interconexion Electrica <br> SA ESP<br>| 12953 | &nbsp;&nbsp; $64986 |
|  | Mineros SA | 75622 | &nbsp;&nbsp; 136583 |
|  | Promigas SA ESP | 20453 | &nbsp;&nbsp; 32739 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | &nbsp;&nbsp; 1362975 |
| CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) |
|  | Komercni Banka AS | 12284 | &nbsp;&nbsp; 585156 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Moneta Money Bank <br> AS<br>| 111563 | &nbsp;&nbsp; 775991 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CZECH <br> REPUBLIC | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CZECH <br> REPUBLIC |  | &nbsp;&nbsp; 1361147 |
| 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>| 218980 | &nbsp;&nbsp; 418582 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EFG Holding SAE <br> (EFGD LI), GDR<br>| 2386 | &nbsp;&nbsp; 2672 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EFG Holding SAE <br> (EFGZF US), GDR<br>| 12944 | &nbsp;&nbsp; 14497 |
| TOTAL EGYPT | TOTAL EGYPT |  | &nbsp;&nbsp; 435751 |
| FRANCE — (0.0%) | FRANCE — (0.0%) | FRANCE — (0.0%) | FRANCE — (0.0%) |
|  | Carrefour SA, BDR | 18779 | &nbsp;&nbsp; 281581 |
| GREECE — (0.6%) | GREECE — (0.6%) | GREECE — (0.6%) | GREECE — (0.6%) |
|  | Aegean Airlines SA | 11758 | &nbsp;&nbsp; 169072 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aktor SA Holding Co. <br> Technical & Energy <br> Projects<br>| 13548 | &nbsp;&nbsp; 96359 |
|  | Alpha Bank SA | 374396 | &nbsp;&nbsp; 1401412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Athens International <br> Airport SA<br>| 10482 | &nbsp;&nbsp; 119554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Athens Water Supply <br> & Sewage Co. SA<br>| 5612 | &nbsp;&nbsp; 46957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autohellas Tourist & <br> Trading SA<br>| 6993 | &nbsp;&nbsp; 84873 |
|  | Avax SA | 8513 | &nbsp;&nbsp; 22097 |
|  | Bank of Greece | 8736 | &nbsp;&nbsp; 150319 |
|  | Ellaktor SA | 32777 | &nbsp;&nbsp; 49585 |
|  | ElvalHalcor SA | 25552 | &nbsp;&nbsp; 73199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eurobank Ergasias <br> Services & Holdings <br> SA<br>| 356081 | &nbsp;&nbsp; 1306945 |
| \*†† | FF Group | 11777 | &nbsp;&nbsp; 0 |
|  | Fourlis Holdings SA | 12183 | &nbsp;&nbsp; 61762 |
|  | GEK Terna SA | 14838 | &nbsp;&nbsp; 366230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hellenic Exchanges - <br> Athens Stock <br> Exchange SA<br>| 11596 | &nbsp;&nbsp; 92198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hellenic <br> Telecommunications <br> Organization SA<br>| 23738 | &nbsp;&nbsp; 430213 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helleniq Energy <br> Holdings SA<br>| 39071 | &nbsp;&nbsp; $343009 |
|  | Ideal Holdings SA | 3670 | &nbsp;&nbsp; 25100 |
|  | Intracom Holdings SA | 16330 | &nbsp;&nbsp; 61543 |
|  | Jumbo SA | 20544 | &nbsp;&nbsp; 692943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kri-Kri Milk Industry <br> SA<br>| 4083 | &nbsp;&nbsp; 87249 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LAMDA Development <br> SA<br>| 16185 | &nbsp;&nbsp; 122885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metlen Energy & <br> Metals SA<br>| 19516 | &nbsp;&nbsp; 1073602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motor Oil Hellas <br> Corinth Refineries <br> SA<br>| 21581 | &nbsp;&nbsp; 618240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank of <br> Greece SA<br>| 45728 | &nbsp;&nbsp; 637835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Piraeus Financial <br> Holdings SA<br>| 148594 | &nbsp;&nbsp; 1142605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Piraeus Port Authority <br> SA<br>| 3226 | &nbsp;&nbsp; 177074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Profile Systems & <br> Software SA<br>| 1903 | &nbsp;&nbsp; 16597 |
|  | Quest Holdings SA | 9331 | &nbsp;&nbsp; 77841 |
|  | Sarantis SA | 6641 | &nbsp;&nbsp; 101509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thrace Plastics <br> Holding & Co.<br>| 9580 | &nbsp;&nbsp; 43127 |
| TOTAL GREECE | TOTAL GREECE |  | &nbsp;&nbsp; 9691934 |
| HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PAX Global <br> Technology Ltd.<br>| 84000 | &nbsp;&nbsp; 72767 |
| HUNGARY — (0.2%) | HUNGARY — (0.2%) | HUNGARY — (0.2%) | HUNGARY — (0.2%) |
| \* | 4iG Nyrt | 18019 | &nbsp;&nbsp; 94173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magyar Telekom <br> Telecommunications <br> PLC<br>| 130872 | &nbsp;&nbsp; 649830 |
| #\* | MASTERPLAST Nyrt | 1200 | &nbsp;&nbsp; 9893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MOL Hungarian Oil & <br> Gas PLC<br>| 83803 | &nbsp;&nbsp; 728124 |
|  | Opus Global Nyrt | 40817 | &nbsp;&nbsp; 66768 |
|  | OTP Bank Nyrt | 33941 | &nbsp;&nbsp; 2754172 |
| TOTAL HUNGARY | TOTAL HUNGARY |  | &nbsp;&nbsp; 4302960 |
| INDIA — (17.1%) | INDIA — (17.1%) | INDIA — (17.1%) | INDIA — (17.1%) |
|  | 360 ONE WAM Ltd. | 40225 | &nbsp;&nbsp; 481605 |
|  | 3M India Ltd. | 550 | &nbsp;&nbsp; 194117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 63 Moons <br> Technologies Ltd.<br>| 11990 | &nbsp;&nbsp; 136331 |
|  | Aarti Industries Ltd. | 40043 | &nbsp;&nbsp; 189865 |
|  | Aarti Pharmalabs Ltd. | 14254 | &nbsp;&nbsp; 147102 |
| \* | Aavas Financiers Ltd. | 18600 | &nbsp;&nbsp; 365976 |
|  | ABB India Ltd. | 5131 | &nbsp;&nbsp; 321527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accelya Solutions <br> India Ltd.<br>| 1695 | &nbsp;&nbsp; 26736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Action Construction <br> Equipment Ltd.<br>| 15624 | &nbsp;&nbsp; 201307 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adani Energy <br> Solutions Ltd.<br>| 47122 | &nbsp;&nbsp; $430945 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adani Green Energy <br> Ltd.<br>| 17296 | &nbsp;&nbsp; 193332 |
|  | Adani Total Gas Ltd. | 21939 | &nbsp;&nbsp; 150262 |
|  | ADF Foods Ltd. | 22990 | &nbsp;&nbsp; 63853 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aditya Birla Capital <br> Ltd.<br>| 137298 | &nbsp;&nbsp; 399797 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aditya Birla Fashion & <br> Retail Ltd.<br>| 88098 | &nbsp;&nbsp; 72999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aditya Birla Lifestyle <br> Brands Ltd.<br>| 88098 | &nbsp;&nbsp; 143313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aditya Birla Real <br> Estate Ltd.<br>| 13093 | &nbsp;&nbsp; 281330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Enzyme <br> Technologies Ltd.<br>| 19244 | &nbsp;&nbsp; 76525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advent Hotels <br> International Pvt <br> Ltd.<br>| 6448 | &nbsp;&nbsp; 23017 |
|  | Aegis Logistics Ltd. | 58490 | &nbsp;&nbsp; 477903 |
| \* | Aether Industries Ltd. | 3003 | &nbsp;&nbsp; 26229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agarwal Industrial <br> Corp. Ltd.<br>| 849 | &nbsp;&nbsp; 9476 |
|  | AGI Greenpac Ltd. | 11688 | &nbsp;&nbsp; 127502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ahluwalia Contracts <br> India Ltd.<br>| 8799 | &nbsp;&nbsp; 102528 |
|  | AIA Engineering Ltd. | 14165 | &nbsp;&nbsp; 506034 |
|  | Ajanta Pharma Ltd. | 20040 | &nbsp;&nbsp; 624925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ajmera Realty & Infra <br> India Ltd.<br>| 6767 | &nbsp;&nbsp; 68666 |
|  | Akzo Nobel India Ltd. | 3917 | &nbsp;&nbsp; 168400 |
|  | Alembic Ltd. | 38303 | &nbsp;&nbsp; 48586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alembic <br> Pharmaceuticals <br> Ltd.<br>| 26863 | &nbsp;&nbsp; 298627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alkyl Amines <br> Chemicals<br>| 4362 | &nbsp;&nbsp; 116557 |
| \* | Allcargo Gati Ltd. | 16070 | &nbsp;&nbsp; 11833 |
|  | Allcargo Logistics Ltd. | 119419 | &nbsp;&nbsp; 47380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allied Digital Services <br> Ltd.<br>| 7760 | &nbsp;&nbsp; 13960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amara Raja Energy & <br> Mobility Ltd.<br>| 56192 | &nbsp;&nbsp; 616393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amber Enterprises <br> India Ltd.<br>| 5867 | &nbsp;&nbsp; 529437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ambika Cotton Mills <br> Ltd.<br>| 875 | &nbsp;&nbsp; 15442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amrutanjan Health <br> Care Ltd.<br>| 2676 | &nbsp;&nbsp; 20032 |
|  | Anant Raj Ltd. | 55047 | &nbsp;&nbsp; 349565 |
|  | Andhra Sugars Ltd.  | 25805 | &nbsp;&nbsp; 22663 |
|  | Angel One Ltd. | 23320 | &nbsp;&nbsp; 686103 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Antony Waste <br> Handling Cell Ltd.<br>| 2458 | &nbsp;&nbsp; 17074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anup Engineering <br> Ltd.<br>| 2718 | &nbsp;&nbsp; 82443 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anupam Rasayan <br> India Ltd.<br>| 2496 | &nbsp;&nbsp; $32093 |
|  | Apar Industries Ltd. | 7040 | &nbsp;&nbsp; 708250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apcotex Industries <br> Ltd.<br>| 2676 | &nbsp;&nbsp; 13035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; APL Apollo Tubes <br> Ltd.<br>| 37957 | &nbsp;&nbsp; 690227 |
|  | Apollo Pipes Ltd. | 3606 | &nbsp;&nbsp; 16558 |
|  | Apollo Tyres Ltd. | 199907 | &nbsp;&nbsp; 1029443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aptus Value Housing <br> Finance India Ltd.<br>| 80425 | &nbsp;&nbsp; 300560 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arman Financial <br> Services Ltd.<br>| 1579 | &nbsp;&nbsp; 29361 |
|  | Arvind Fashions Ltd. | 29874 | &nbsp;&nbsp; 188326 |
|  | Arvind Ltd. | 108271 | &nbsp;&nbsp; 388747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arvind SmartSpaces <br> Ltd.<br>| 3774 | &nbsp;&nbsp; 26695 |
|  | Asahi India Glass Ltd. | 28121 | &nbsp;&nbsp; 268530 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ashapura Minechem <br> Ltd.<br>| 18476 | &nbsp;&nbsp; 116027 |
|  | Ashiana Housing Ltd. | 11519 | &nbsp;&nbsp; 41703 |
|  | Ashok Leyland Ltd. | 1113404 | &nbsp;&nbsp; 1532637 |
| \* | Ashoka Buildcon Ltd. | 95706 | &nbsp;&nbsp; 219281 |
|  | Asian Paints Ltd. | 38265 | &nbsp;&nbsp; 1042244 |
|  | Astral Ltd. | 10222 | &nbsp;&nbsp; 162672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca Pharma <br> India Ltd.<br>| 1166 | &nbsp;&nbsp; 121746 |
|  | Atul Ltd. | 5157 | &nbsp;&nbsp; 388301 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; AU Small Finance <br> Bank Ltd.<br>| 51739 | &nbsp;&nbsp; 436218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AurionPro Solutions <br> Ltd.<br>| 10496 | &nbsp;&nbsp; 161522 |
|  | Automotive Axles Ltd. | 1422 | &nbsp;&nbsp; 30098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avadh Sugar & <br> Energy Ltd.<br>| 1653 | &nbsp;&nbsp; 8637 |
|  | Avantel Ltd. | 9253 | &nbsp;&nbsp; 13361 |
|  | Avanti Feeds Ltd. | 16476 | &nbsp;&nbsp; 126834 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Avenue Supermarts <br> Ltd.<br>| 7352 | &nbsp;&nbsp; 355730 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AWL Agri Business <br> Ltd.<br>| 45805 | &nbsp;&nbsp; 136301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Axis Bank Ltd. (AXSB <br> IN)<br>| 443751 | &nbsp;&nbsp; 5388946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AXISCADES <br> Technologies Ltd.<br>| 4408 | &nbsp;&nbsp; 66104 |
|  | Bajaj Auto Ltd. | 11331 | &nbsp;&nbsp; 1031013 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bajaj Consumer Care <br> Ltd.<br>| 18223 | &nbsp;&nbsp; 46392 |
|  | Bajaj Finance Ltd. | 421740 | &nbsp;&nbsp; 4214759 |
|  | Bajaj Finserv Ltd. | 48239 | &nbsp;&nbsp; 1069603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bajaj Holdings & <br> Investment Ltd.<br>| 4816 | &nbsp;&nbsp; 769901 |
|  | Balaji Amines Ltd. | 2405 | &nbsp;&nbsp; 48871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Balkrishna Industries <br> Ltd.<br>| 20605 | &nbsp;&nbsp; 627213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Balrampur Chini Mills <br> Ltd.<br>| 58543 | &nbsp;&nbsp; 390306 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Balu Forge Industries <br> Ltd.<br>| 4878 | &nbsp;&nbsp; $33801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Products India <br> Ltd.<br>| 39738 | &nbsp;&nbsp; 267938 |
| Ω | Bandhan Bank Ltd. | 291796 | &nbsp;&nbsp; 556496 |
|  | Bank of Baroda | 190888 | &nbsp;&nbsp; 515513 |
|  | Bank of India | 146663 | &nbsp;&nbsp; 185382 |
|  | Bank of Maharashtra | 297267 | &nbsp;&nbsp; 189001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bannari Amman <br> Sugars Ltd.<br>| 1410 | &nbsp;&nbsp; 60279 |
|  | BASF India Ltd. | 4992 | &nbsp;&nbsp; 284856 |
|  | Bata India Ltd. | 21395 | &nbsp;&nbsp; 292047 |
|  | BEML Ltd. | 4529 | &nbsp;&nbsp; 202954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berger Paints India <br> Ltd.<br>| 46058 | &nbsp;&nbsp; 294439 |
| \* | BF Utilities Ltd. | 5676 | &nbsp;&nbsp; 48053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bhagiradha Chemicals <br> & Industries Ltd.<br>| 6110 | &nbsp;&nbsp; 20885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bhansali Engineering <br> Polymers Ltd.<br>| 56361 | &nbsp;&nbsp; 74510 |
|  | Bharat Bijlee Ltd. | 2346 | &nbsp;&nbsp; 78631 |
|  | Bharat Forge Ltd. | 67559 | &nbsp;&nbsp; 893669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bharat Petroleum <br> Corp. Ltd.<br>| 210876 | &nbsp;&nbsp; 782885 |
|  | Bharat Rasayan Ltd. | 340 | &nbsp;&nbsp; 42141 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bharat Wire Ropes <br> Ltd.<br>| 5468 | &nbsp;&nbsp; 11590 |
|  | Bharti Airtel Ltd. | 361249 | &nbsp;&nbsp; 7854630 |
|  | BirlaNu Ltd. | 1670 | &nbsp;&nbsp; 43741 |
|  | Birlasoft Ltd. | 51477 | &nbsp;&nbsp; 227694 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BL Kashyap & Sons <br> Ltd.<br>| 10978 | &nbsp;&nbsp; 9826 |
| \* | Black Box Ltd. | 17648 | &nbsp;&nbsp; 101884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Blue Dart Express <br> Ltd.<br>| 1690 | &nbsp;&nbsp; 115185 |
|  | Blue Star Ltd. | 28738 | &nbsp;&nbsp; 566709 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bluspring Enterprises <br> Ltd.<br>| 28544 | &nbsp;&nbsp; 28674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bombay Burmah <br> Trading Co.<br>| 14208 | &nbsp;&nbsp; 305768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bombay Dyeing & <br> Manufacturing Co. <br> Ltd.<br>| 32017 | &nbsp;&nbsp; 61742 |
| \* | Borosil Ltd. | 15289 | &nbsp;&nbsp; 56848 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Borosil Renewables <br> Ltd.<br>| 12458 | &nbsp;&nbsp; 85989 |
| \* | Borosil Scientific Ltd. | 5753 | &nbsp;&nbsp; 10740 |
|  | Bosch Ltd. | 515 | &nbsp;&nbsp; 236350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brigade Enterprises <br> Ltd.<br>| 41276 | &nbsp;&nbsp; 468957 |
| \* | Brightcom Group Ltd. | 644356 | &nbsp;&nbsp; 100848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Britannia Industries <br> Ltd.<br>| 20607 | &nbsp;&nbsp; 1354431 |
|  | BSE Ltd. | 46218 | &nbsp;&nbsp; 1272463 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Camlin Fine Sciences <br> Ltd.<br>| 28509 | &nbsp;&nbsp; 86394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Campus Activewear <br> Ltd.<br>| 24811 | &nbsp;&nbsp; 75429 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Can Fin Homes Ltd. | 51290 | &nbsp;&nbsp; $437778 |
|  | Canara Bank | 461269 | &nbsp;&nbsp; 560307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cantabil Retail India <br> Ltd.<br>| 4993 | &nbsp;&nbsp; 15047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Capacit'e Infraprojects <br> Ltd.<br>| 19654 | &nbsp;&nbsp; 68279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carborundum <br> Universal Ltd.<br>| 33318 | &nbsp;&nbsp; 353947 |
|  | Care Ratings Ltd. | 6938 | &nbsp;&nbsp; 133689 |
| \* | Cartrade Tech Ltd. | 13078 | &nbsp;&nbsp; 324371 |
|  | Carysil Ltd. | 3723 | &nbsp;&nbsp; 37331 |
|  | Castrol India Ltd. | 148816 | &nbsp;&nbsp; 368366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CCL Products India <br> Ltd.<br>| 36971 | &nbsp;&nbsp; 360013 |
|  | CE Info Systems Ltd. | 2914 | &nbsp;&nbsp; 59356 |
|  | Ceat Ltd. | 12032 | &nbsp;&nbsp; 453197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Depository <br> Services India Ltd.<br>| 36308 | &nbsp;&nbsp; 609179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Centum Electronics <br> Ltd.<br>| 1210 | &nbsp;&nbsp; 30440 |
|  | Century Enka Ltd. | 7818 | &nbsp;&nbsp; 45822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Century Plyboards <br> India Ltd.<br>| 23303 | &nbsp;&nbsp; 194958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cera Sanitaryware <br> Ltd.<br>| 1834 | &nbsp;&nbsp; 136053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CG Power & Industrial <br> Solutions Ltd.<br>| 107932 | &nbsp;&nbsp; 812476 |
| \* | Chalet Hotels Ltd. | 22974 | &nbsp;&nbsp; 239775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chambal Fertilisers & <br> Chemicals Ltd.<br>| 104020 | &nbsp;&nbsp; 611292 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chemplast Sanmar <br> Ltd.<br>| 14866 | &nbsp;&nbsp; 70381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chennai Petroleum <br> Corp. Ltd.<br>| 9771 | &nbsp;&nbsp; 75712 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Choice International <br> Ltd.<br>| 15010 | &nbsp;&nbsp; 129705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cholamandalam <br> Financial Holdings <br> Ltd.<br>| 51030 | &nbsp;&nbsp; 1089589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cholamandalam <br> Investment & <br> Finance Co. Ltd.<br>| 83706 | &nbsp;&nbsp; 1365017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CIE Automotive India <br> Ltd.<br>| 64286 | &nbsp;&nbsp; 293938 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cigniti Technologies <br> Ltd.<br>| 2829 | &nbsp;&nbsp; 53393 |
|  | City Union Bank Ltd. | 133340 | &nbsp;&nbsp; 323460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clean Science & <br> Technology Ltd.<br>| 7250 | &nbsp;&nbsp; 100902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CMS Info Systems <br> Ltd.<br>| 59138 | &nbsp;&nbsp; 308750 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Coffee Day <br> Enterprises Ltd.<br>| 16288 | &nbsp;&nbsp; 6659 |
|  | Coforge Ltd. | 44945 | &nbsp;&nbsp; 890222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colgate-Palmolive <br> India Ltd.<br>| 30084 | &nbsp;&nbsp; 767857 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Computer Age <br> Management <br> Services Ltd.<br>| 15888 | &nbsp;&nbsp; $669060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Confidence Petroleum <br> India Ltd.<br>| 42126 | &nbsp;&nbsp; 24741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Container Corp. of <br> India Ltd.<br>| 36688 | &nbsp;&nbsp; 240748 |
|  | Control Print Ltd. | 2567 | &nbsp;&nbsp; 22256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coromandel <br> International Ltd.<br>| 39698 | &nbsp;&nbsp; 1204255 |
|  | Cosmo First Ltd. | 5699 | &nbsp;&nbsp; 65267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Craftsman Automation <br> Ltd.<br>| 4715 | &nbsp;&nbsp; 357915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CreditAccess <br> Grameen Ltd.<br>| 27735 | &nbsp;&nbsp; 390741 |
|  | CRISIL Ltd. | 5301 | &nbsp;&nbsp; 320128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crompton Greaves <br> Consumer <br> Electricals Ltd.<br>| 204411 | &nbsp;&nbsp; 749430 |
| \* | CSB Bank Ltd. | 25878 | &nbsp;&nbsp; 123708 |
|  | Cummins India Ltd. | 18773 | &nbsp;&nbsp; 759507 |
|  | Cyient Ltd. | 27536 | &nbsp;&nbsp; 375863 |
| \*Ω | D.P. Abhushan Ltd. | 1724 | &nbsp;&nbsp; 32365 |
|  | Dabur India Ltd. | 84154 | &nbsp;&nbsp; 507228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalmia Bharat Sugar <br> & Industries Ltd.<br>| 9275 | &nbsp;&nbsp; 38923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Datamatics Global <br> Services Ltd.<br>| 6005 | &nbsp;&nbsp; 67229 |
|  | DB Corp. Ltd. | 34540 | &nbsp;&nbsp; 105831 |
|  | DCB Bank Ltd. | 94744 | &nbsp;&nbsp; 144675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DCM Shriram <br> Industries Ltd.<br>| 11158 | &nbsp;&nbsp; 21338 |
|  | DCM Shriram Ltd. | 13884 | &nbsp;&nbsp; 225409 |
|  | Deep Industries Ltd. | 4293 | &nbsp;&nbsp; 23378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deepak Fertilisers & <br> Petrochemicals <br> Corp. Ltd.<br>| 33488 | &nbsp;&nbsp; 610402 |
|  | Deepak Nitrite Ltd. | 20244 | &nbsp;&nbsp; 425482 |
| \* | Delhivery Ltd. | 165341 | &nbsp;&nbsp; 802408 |
| \* | DEN Networks Ltd. | 55826 | &nbsp;&nbsp; 23469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Devyani International <br> Ltd.<br>| 57654 | &nbsp;&nbsp; 106617 |
| \* | Dhani Services Ltd. | 105487 | &nbsp;&nbsp; 73482 |
| \* | Dhanlaxmi Bank Ltd. | 144571 | &nbsp;&nbsp; 44307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dhanuka Agritech <br> Ltd.<br>| 7284 | &nbsp;&nbsp; 158222 |
| \* | Digitide Solutions Ltd. | 28544 | &nbsp;&nbsp; 75417 |
| Ω | Dilip Buildcon Ltd. | 20475 | &nbsp;&nbsp; 111653 |
| \* | Dish TV India Ltd. | 456098 | &nbsp;&nbsp; 27862 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dishman Carbogen <br> Amcis Ltd.<br>| 29525 | &nbsp;&nbsp; 84697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Divi's Laboratories <br> Ltd.<br>| 9668 | &nbsp;&nbsp; 723709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dixon Technologies <br> India Ltd.<br>| 12203 | &nbsp;&nbsp; 2328924 |
|  | DLF Ltd. | 50867 | &nbsp;&nbsp; 452769 |
|  | Dodla Dairy Ltd. | 5289 | &nbsp;&nbsp; 76840 |
|  | Dollar Industries Ltd. | 4718 | &nbsp;&nbsp; 20462 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| Ω | Dr. Lal PathLabs Ltd. | 14337 | &nbsp;&nbsp; $512958 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dredging Corp. of <br> India Ltd.<br>| 1423 | &nbsp;&nbsp; 10777 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dwarikesh Sugar <br> Industries Ltd.<br>| 47280 | &nbsp;&nbsp; 22667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynacons Systems & <br> Solutions Ltd.<br>| 1573 | &nbsp;&nbsp; 17877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynamatic <br> Technologies Ltd.<br>| 104 | &nbsp;&nbsp; 7831 |
|  | eClerx Services Ltd. | 12138 | &nbsp;&nbsp; 520289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Edelweiss Financial <br> Services Ltd.<br>| 272403 | &nbsp;&nbsp; 317397 |
|  | Eicher Motors Ltd. | 20322 | &nbsp;&nbsp; 1263333 |
| \* | EID Parry India Ltd. | 50617 | &nbsp;&nbsp; 706524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EIH Associated <br> Hotels<br>| 10998 | &nbsp;&nbsp; 48293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eimco Elecon India <br> Ltd.<br>| 571 | &nbsp;&nbsp; 14623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elecon Engineering <br> Co. Ltd.<br>| 23814 | &nbsp;&nbsp; 154746 |
|  | Elgi Equipments Ltd. | 55878 | &nbsp;&nbsp; 360422 |
|  | Emami Ltd. | 84743 | &nbsp;&nbsp; 577204 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Embassy <br> Developments Ltd.<br>| 287554 | &nbsp;&nbsp; 344401 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Endurance <br> Technologies Ltd.<br>| 13382 | &nbsp;&nbsp; 387621 |
|  | Engineers India Ltd. | 80334 | &nbsp;&nbsp; 194416 |
|  | EPL Ltd. | 65458 | &nbsp;&nbsp; 165950 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Equitas Small Finance <br> Bank Ltd.<br>| 200341 | &nbsp;&nbsp; 134580 |
| Ω | Eris Lifesciences Ltd. | 16152 | &nbsp;&nbsp; 333188 |
|  | ESAB India Ltd. | 1997 | &nbsp;&nbsp; 121212 |
|  | Escorts Kubota Ltd. | 5763 | &nbsp;&nbsp; 221355 |
| \* | Eternal Ltd. | 236962 | &nbsp;&nbsp; 829845 |
| \* | Eureka Forbes Ltd. | 5170 | &nbsp;&nbsp; 32884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eveready Industries <br> India Ltd.<br>| 5526 | &nbsp;&nbsp; 26494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Everest Industries <br> Ltd.<br>| 2403 | &nbsp;&nbsp; 14839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Everest Kanto <br> Cylinder Ltd.<br>| 17733 | &nbsp;&nbsp; 25965 |
|  | Excel Industries Ltd. | 864 | &nbsp;&nbsp; 13307 |
|  | Exide Industries Ltd. | 121467 | &nbsp;&nbsp; 529657 |
|  | Expleo Solutions Ltd. | 1628 | &nbsp;&nbsp; 22297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fairchem Organics <br> Ltd.<br>| 1090 | &nbsp;&nbsp; 10935 |
|  | FDC Ltd. | 24242 | &nbsp;&nbsp; 131501 |
|  | Federal Bank Ltd. | 476979 | &nbsp;&nbsp; 1102730 |
|  | FIEM Industries Ltd. | 5054 | &nbsp;&nbsp; 110267 |
|  | Filatex India Ltd. | 60404 | &nbsp;&nbsp; 38126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fine Organic <br> Industries Ltd.<br>| 2787 | &nbsp;&nbsp; 168477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fineotex Chemical <br> Ltd.<br>| 11314 | &nbsp;&nbsp; 33567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fino Payments Bank <br> Ltd.<br>| 6095 | &nbsp;&nbsp; 18487 |
|  | Finolex Cables Ltd. | 23701 | &nbsp;&nbsp; 238082 |
|  | Finolex Industries Ltd. | 82761 | &nbsp;&nbsp; 191566 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Firstsource Solutions <br> Ltd.<br>| 143548 | &nbsp;&nbsp; $557272 |
|  | Force Motors Ltd. | 2387 | &nbsp;&nbsp; 461110 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FSN E-Commerce <br> Ventures Ltd.<br>| 126190 | &nbsp;&nbsp; 300622 |
| \* | Fusion Finance Ltd. | 17751 | &nbsp;&nbsp; 28032 |
|  | G R Infraprojects Ltd. | 2153 | &nbsp;&nbsp; 30069 |
|  | Gabriel India Ltd. | 40888 | &nbsp;&nbsp; 480585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GAIL India Ltd. (GAIL <br> IN)<br>| 521268 | &nbsp;&nbsp; 1049339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galaxy Surfactants <br> Ltd.<br>| 4294 | &nbsp;&nbsp; 130080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ganesh Housing <br> Corp. Ltd.<br>| 10476 | &nbsp;&nbsp; 107174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ganesha Ecosphere <br> Ltd.<br>| 4744 | &nbsp;&nbsp; 79960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Garware Hi-Tech <br> Films Ltd.<br>| 2001 | &nbsp;&nbsp; 78078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Garware Technical <br> Fibres Ltd.<br>| 19935 | &nbsp;&nbsp; 205916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gateway Distriparks <br> Ltd.<br>| 106776 | &nbsp;&nbsp; 86000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GE Vernova T&D <br> India Ltd.<br>| 19991 | &nbsp;&nbsp; 619502 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genesys International <br> Corp. Ltd.<br>| 5899 | &nbsp;&nbsp; 40534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Geojit Financial <br> Services Ltd.<br>| 65181 | &nbsp;&nbsp; 53839 |
|  | GHCL Ltd. | 44127 | &nbsp;&nbsp; 299647 |
|  | GHCL Textiles Ltd. | 44127 | &nbsp;&nbsp; 44075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GIC Housing Finance <br> Ltd.<br>| 19511 | &nbsp;&nbsp; 41464 |
|  | Gillette India Ltd. | 2210 | &nbsp;&nbsp; 270972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GlaxoSmithKline <br> Pharmaceuticals <br> Ltd.<br>| 12648 | &nbsp;&nbsp; 450425 |
|  | GMM Pfaudler Ltd. | 10751 | &nbsp;&nbsp; 170920 |
| \* | GMR Airports Ltd. | 381859 | &nbsp;&nbsp; 389501 |
|  | GNA Axles Ltd. | 4188 | &nbsp;&nbsp; 14544 |
| \* | Go Fashion India Ltd. | 8009 | &nbsp;&nbsp; 75571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Godawari Power & <br> Ispat Ltd.<br>| 18990 | &nbsp;&nbsp; 41756 |
| Ω | Godrej Agrovet Ltd. | 13078 | &nbsp;&nbsp; 125912 |
| \* | Godrej Properties Ltd. | 15960 | &nbsp;&nbsp; 380403 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gokul Agro Resources <br> Ltd.<br>| 2615 | &nbsp;&nbsp; 9292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldiam International <br> Ltd.<br>| 15377 | &nbsp;&nbsp; 59539 |
|  | Goodyear India Ltd. | 3147 | &nbsp;&nbsp; 35158 |
|  | Granules India Ltd. | 78534 | &nbsp;&nbsp; 423354 |
|  | Graphite India Ltd. | 24955 | &nbsp;&nbsp; 162418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grauer & Weil India <br> Ltd.<br>| 74446 | &nbsp;&nbsp; 85273 |
|  | Gravita India Ltd. | 10189 | &nbsp;&nbsp; 216894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Eastern <br> Shipping Co. Ltd. <br>| 65216 | &nbsp;&nbsp; 695463 |
|  | Greaves Cotton Ltd. | 45523 | &nbsp;&nbsp; 116658 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greenlam Industries <br> Ltd.<br>| 26310 | &nbsp;&nbsp; $70408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greenpanel Industries <br> Ltd.<br>| 28411 | &nbsp;&nbsp; 94698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greenply Industries <br> Ltd.<br>| 26592 | &nbsp;&nbsp; 97360 |
|  | Grindwell Norton Ltd. | 12396 | &nbsp;&nbsp; 217564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gufic Biosciences <br> Ltd.<br>| 2910 | &nbsp;&nbsp; 13110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Alkalies & <br> Chemicals Ltd.<br>| 9783 | &nbsp;&nbsp; 64736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Ambuja <br> Exports Ltd.<br>| 51294 | &nbsp;&nbsp; 63929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat <br> Fluorochemicals <br> Ltd.<br>| 3595 | &nbsp;&nbsp; 146099 |
|  | Gujarat Gas Ltd. | 27575 | &nbsp;&nbsp; 138526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Narmada <br> Valley Fertilizers & <br> Chemicals Ltd.<br>| 29593 | &nbsp;&nbsp; 181575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Pipavav Port <br> Ltd.<br>| 87215 | &nbsp;&nbsp; 156450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat State <br> Fertilizers & <br> Chemicals Ltd.<br>| 120107 | &nbsp;&nbsp; 278272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat State Petronet <br> Ltd.<br>| 198246 | &nbsp;&nbsp; 708558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Oil Lubricants <br> India Ltd.<br>| 7667 | &nbsp;&nbsp; 104984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Happiest Minds <br> Technologies Ltd.<br>| 18106 | &nbsp;&nbsp; 124856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hariom Pipe <br> Industries Ltd.<br>| 2177 | &nbsp;&nbsp; 11161 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Harsha Engineers <br> Ltd.<br>| 5187 | &nbsp;&nbsp; 24473 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hathway Cable & <br> Datacom Ltd.<br>| 233385 | &nbsp;&nbsp; 39768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hatsun Agro Product <br> Ltd.<br>| 21171 | &nbsp;&nbsp; 221769 |
|  | Havells India Ltd. | 33653 | &nbsp;&nbsp; 574133 |
|  | HBL Engineering Ltd. | 50188 | &nbsp;&nbsp; 335430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HCL Technologies <br> Ltd.<br>| 217744 | &nbsp;&nbsp; 3623136 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; HDFC Asset <br> Management Co. <br> Ltd.<br>| 20090 | &nbsp;&nbsp; 1287016 |
|  | HDFC Bank Ltd. | 716106 | &nbsp;&nbsp; 16431785 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; HDFC Life Insurance <br> Co. Ltd.<br>| 45086 | &nbsp;&nbsp; 388156 |
|  | HEG Ltd. | 35055 | &nbsp;&nbsp; 227285 |
|  | Heritage Foods Ltd. | 16533 | &nbsp;&nbsp; 89331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hero MotoCorp Ltd. <br> (HMCL IN)<br>| 39239 | &nbsp;&nbsp; 1896918 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heubach Colorants <br> India Ltd.<br>| 7185 | &nbsp;&nbsp; 48399 |
|  | HFCL Ltd. | 286170 | &nbsp;&nbsp; 246622 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HG Infra Engineering <br> Ltd.<br>| 11008 | &nbsp;&nbsp; $130030 |
|  | Hikal Ltd. | 9188 | &nbsp;&nbsp; 33783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Himadri Speciality <br> Chemical Ltd.<br>| 75285 | &nbsp;&nbsp; 404301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Himatsingka Seide <br> Ltd.<br>| 28946 | &nbsp;&nbsp; 45836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hinduja Global <br> Solutions Ltd.<br>| 3017 | &nbsp;&nbsp; 19747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hindustan Copper <br> Ltd.<br>| 70567 | &nbsp;&nbsp; 194714 |
| \* | Hindustan Foods Ltd. | 9700 | &nbsp;&nbsp; 59990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hindustan Unilever <br> Ltd.<br>| 64353 | &nbsp;&nbsp; 1850244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hindware Home <br> Innovation Ltd.<br>| 10616 | &nbsp;&nbsp; 32049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hitachi Energy India <br> Ltd.<br>| 2171 | &nbsp;&nbsp; 495924 |
|  | HI-Tech Pipes Ltd. | 23574 | &nbsp;&nbsp; 24223 |
|  | Hle Glascoat Ltd. | 4365 | &nbsp;&nbsp; 22284 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Home First Finance <br> Co. India Ltd.<br>| 24593 | &nbsp;&nbsp; 338001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honda India Power <br> Products Ltd.<br>| 1269 | &nbsp;&nbsp; 41576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HPL Electric & Power <br> Ltd.<br>| 4627 | &nbsp;&nbsp; 30038 |
|  | Huhtamaki India Ltd. | 11366 | &nbsp;&nbsp; 28451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; I G Petrochemicals <br> Ltd.<br>| 3997 | &nbsp;&nbsp; 21961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ICICI Bank Ltd. (IBN <br> US), Sponsored <br> ADR<br>| 233479 | &nbsp;&nbsp; 7868259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ICICI Bank Ltd. <br> (ICICIBC IN)<br>| 512856 | &nbsp;&nbsp; 8657711 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; ICICI Lombard <br> General Insurance <br> Co. Ltd.<br>| 15826 | &nbsp;&nbsp; 347308 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; ICICI Prudential Life <br> Insurance Co. Ltd.<br>| 25817 | &nbsp;&nbsp; 181122 |
|  | ICRA Ltd. | 42 | &nbsp;&nbsp; 3163 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ideaForge Technology <br> Ltd.<br>| 1646 | &nbsp;&nbsp; 8403 |
| \* | IDFC First Bank Ltd. | 1397008 | &nbsp;&nbsp; 1091655 |
| \* | IFB Industries Ltd. | 2707 | &nbsp;&nbsp; 40480 |
| \* | IFCI Ltd. | 223108 | &nbsp;&nbsp; 144375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IFGL Refractories <br> Ltd.<br>| 1946 | &nbsp;&nbsp; 5186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Igarashi Motors India <br> Ltd.<br>| 1061 | &nbsp;&nbsp; 6940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IIFL Capital Services <br> Ltd.<br>| 90784 | &nbsp;&nbsp; 327728 |
| \* | IIFL Finance Ltd. | 119531 | &nbsp;&nbsp; 639770 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Imagicaaworld <br> Entertainment Ltd.<br>| 27765 | &nbsp;&nbsp; 19995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; India Nippon <br> Electricals Ltd.<br>| 1257 | &nbsp;&nbsp; 10912 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; India Power Corp. <br> Ltd.<br>| 152487 | &nbsp;&nbsp; $22133 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; IndiaMart InterMesh <br> Ltd.<br>| 7524 | &nbsp;&nbsp; 222028 |
|  | Indian Bank | 55050 | &nbsp;&nbsp; 389400 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Indian Energy <br> Exchange Ltd.<br>| 167763 | &nbsp;&nbsp; 258782 |
|  | Indian Hotels Co. Ltd. | 76736 | &nbsp;&nbsp; 645954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indian Hume Pipe Co. <br> Ltd.<br>| 1302 | &nbsp;&nbsp; 6061 |
|  | Indian Oil Corp. Ltd. | 285313 | &nbsp;&nbsp; 470377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indian Railway <br> Catering & Tourism <br> Corp. Ltd.<br>| 41983 | &nbsp;&nbsp; 346455 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Indian Railway <br> Finance Corp. Ltd.<br>| 172722 | &nbsp;&nbsp; 250748 |
|  | Indigo Paints Ltd. | 6455 | &nbsp;&nbsp; 88081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indo Count Industries <br> Ltd.<br>| 37669 | &nbsp;&nbsp; 115948 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Indo Tech <br> Transformers Ltd.<br>| 479 | &nbsp;&nbsp; 9138 |
|  | Indoco Remedies Ltd. | 12559 | &nbsp;&nbsp; 45253 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; IndoStar Capital <br> Finance Ltd.<br>| 8296 | &nbsp;&nbsp; 27317 |
|  | Indraprastha Gas Ltd. | 147479 | &nbsp;&nbsp; 343600 |
| \* | Indus Towers Ltd. | 419263 | &nbsp;&nbsp; 1721444 |
|  | IndusInd Bank Ltd. | 60906 | &nbsp;&nbsp; 551954 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Infibeam Avenues <br> Ltd.<br>| 533621 | &nbsp;&nbsp; 87154 |
|  | Info Edge India Ltd. | 60455 | &nbsp;&nbsp; 954510 |
|  | Infosys Ltd. (INFO IN) | 657952 | &nbsp;&nbsp; 11189014 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Infosys Ltd. (INFY <br> US), Sponsored <br> ADR<br>| 87126 | &nbsp;&nbsp; 1456747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ingersoll Rand India <br> Ltd.<br>| 3395 | &nbsp;&nbsp; 149407 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Inox Green Energy <br> Services Ltd.<br>| 17968 | &nbsp;&nbsp; 33334 |
| \* | Inox Wind Ltd. | 42723 | &nbsp;&nbsp; 72858 |
|  | Insecticides India Ltd. | 4268 | &nbsp;&nbsp; 52209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intellect Design Arena <br> Ltd.<br>| 26812 | &nbsp;&nbsp; 310571 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; InterGlobe Aviation <br> Ltd.<br>| 26085 | &nbsp;&nbsp; 1746080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IOL Chemicals & <br> Pharmaceuticals <br> Ltd.<br>| 55655 | &nbsp;&nbsp; 65084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ION Exchange India <br> Ltd.<br>| 24746 | &nbsp;&nbsp; 131002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IRB Infrastructure <br> Developers Ltd.<br>| 317209 | &nbsp;&nbsp; 162295 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; IRCON International <br> Ltd.<br>| 88272 | &nbsp;&nbsp; 176749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ISGEC Heavy <br> Engineering Ltd.<br>| 12476 | &nbsp;&nbsp; 155585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ITD Cementation India <br> Ltd.<br>| 81758 | &nbsp;&nbsp; 723290 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J Kumar Infraprojects <br> Ltd.<br>| 26887 | &nbsp;&nbsp; $215893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jagran Prakashan <br> Ltd.<br>| 39685 | &nbsp;&nbsp; 32973 |
|  | Jai Corp. Ltd. | 4486 | &nbsp;&nbsp; 5625 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jain Irrigation <br> Systems Ltd.<br>| 62752 | &nbsp;&nbsp; 36288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jammu & Kashmir <br> Bank Ltd. <br>| 214245 | &nbsp;&nbsp; 253582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jamna Auto Industries <br> Ltd.<br>| 69126 | &nbsp;&nbsp; 72613 |
|  | Jash Engineering Ltd. | 7348 | &nbsp;&nbsp; 48718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JB Chemicals & <br> Pharmaceuticals <br> Ltd.<br>| 31244 | &nbsp;&nbsp; 633093 |
|  | JBM Auto Ltd. | 12945 | &nbsp;&nbsp; 94360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jindal Drilling & <br> Industries Ltd.<br>| 4578 | &nbsp;&nbsp; 33495 |
|  | Jindal Poly Films Ltd. | 3455 | &nbsp;&nbsp; 22777 |
|  | Jindal Saw Ltd. | 180605 | &nbsp;&nbsp; 433608 |
|  | Jindal Stainless Ltd. | 128051 | &nbsp;&nbsp; 1007772 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jio Financial Services <br> Ltd.<br>| 287473 | &nbsp;&nbsp; 1074196 |
| \* | JITF Infralogistics Ltd. | 4303 | &nbsp;&nbsp; 17123 |
|  | JK Paper Ltd. | 31803 | &nbsp;&nbsp; 128808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JK Tyre & Industries <br> Ltd.<br>| 53575 | &nbsp;&nbsp; 203999 |
|  | JM Financial Ltd. | 203225 | &nbsp;&nbsp; 363588 |
|  | JTEKT India Ltd. | 24628 | &nbsp;&nbsp; 36142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jubilant Foodworks <br> Ltd.<br>| 120306 | &nbsp;&nbsp; 889552 |
|  | Jubilant Ingrevia Ltd. | 23286 | &nbsp;&nbsp; 205199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jubilant Pharmova <br> Ltd.<br>| 32372 | &nbsp;&nbsp; 439648 |
|  | Jupiter Wagons Ltd. | 14416 | &nbsp;&nbsp; 55917 |
| \* | Just Dial Ltd. | 8545 | &nbsp;&nbsp; 81428 |
|  | Jyothy Labs Ltd. | 56399 | &nbsp;&nbsp; 215392 |
| \* | Jyoti Structures Ltd. | 308660 | &nbsp;&nbsp; 58866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kabra <br> Extrusiontechnik <br> Ltd.<br>| 2360 | &nbsp;&nbsp; 7610 |
|  | Kajaria Ceramics Ltd. | 25343 | &nbsp;&nbsp; 340020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kalpataru Projects <br> International Ltd.<br>| 54286 | &nbsp;&nbsp; 707486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kalyan Jewellers India <br> Ltd.<br>| 45522 | &nbsp;&nbsp; 305930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kansai Nerolac Paints <br> Ltd.<br>| 64021 | &nbsp;&nbsp; 178825 |
|  | Karnataka Bank Ltd.  | 70415 | &nbsp;&nbsp; 144686 |
|  | Karur Vysya Bank Ltd. <br>| 221304 | &nbsp;&nbsp; 669217 |
|  | Kaveri Seed Co. Ltd. | 10033 | &nbsp;&nbsp; 126626 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kaynes Technology <br> India Ltd.<br>| 1287 | &nbsp;&nbsp; 90580 |
|  | KDDL Ltd. | 2574 | &nbsp;&nbsp; 78681 |
|  | KEC International Ltd. | 50474 | &nbsp;&nbsp; 493222 |
|  | KEI Industries Ltd. | 15173 | &nbsp;&nbsp; 661945 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kellton Tech Solutions <br> Ltd.<br>| 98660 | &nbsp;&nbsp; $32013 |
|  | Kennametal India Ltd. | 1852 | &nbsp;&nbsp; 45666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kewal Kiran Clothing <br> Ltd.<br>| 6875 | &nbsp;&nbsp; 43383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keystone Realtors <br> Ltd.<br>| 1397 | &nbsp;&nbsp; 9841 |
|  | Kfin Technologies Ltd. | 16902 | &nbsp;&nbsp; 207234 |
| \* | Kiri Industries Ltd. | 10537 | &nbsp;&nbsp; 65524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Brothers <br> Ltd.<br>| 13033 | &nbsp;&nbsp; 290777 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Electric Co. <br> Ltd.<br>| 9045 | &nbsp;&nbsp; 13184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Ferrous <br> Industries Ltd.<br>| 26069 | &nbsp;&nbsp; 178983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Industries <br> Ltd.<br>| 302 | &nbsp;&nbsp; 14679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Oil Engines <br> Ltd.<br>| 32141 | &nbsp;&nbsp; 328380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Pneumatic <br> Co. Ltd.<br>| 8928 | &nbsp;&nbsp; 133799 |
|  | Kitex Garments Ltd. | 17026 | &nbsp;&nbsp; 43657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KNR Constructions <br> Ltd.<br>| 73478 | &nbsp;&nbsp; 178298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kolte-Patil Developers <br> Ltd.<br>| 11761 | &nbsp;&nbsp; 55175 |
|  | Kopran Ltd. | 5163 | &nbsp;&nbsp; 9429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kotak Mahindra Bank <br> Ltd.<br>| 56768 | &nbsp;&nbsp; 1279907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KPIT Technologies <br> Ltd.<br>| 44288 | &nbsp;&nbsp; 614033 |
|  | KPR Mill Ltd. | 33229 | &nbsp;&nbsp; 430259 |
|  | KRBL Ltd. | 25358 | &nbsp;&nbsp; 111049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Krsnaa Diagnostics <br> Ltd.<br>| 8390 | &nbsp;&nbsp; 82015 |
|  | KSB Ltd. | 17455 | &nbsp;&nbsp; 168247 |
|  | L&T Finance Ltd. | 198688 | &nbsp;&nbsp; 455741 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; L&T Technology <br> Services Ltd.<br>| 6367 | &nbsp;&nbsp; 310700 |
|  | LA Opala RG Ltd. | 10121 | &nbsp;&nbsp; 31772 |
| Ω | Laurus Labs Ltd. | 35466 | &nbsp;&nbsp; 352500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laxmi Organic <br> Industries Ltd.<br>| 25081 | &nbsp;&nbsp; 58170 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Lemon Tree Hotels <br> Ltd.<br>| 127023 | &nbsp;&nbsp; 216740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LG Balakrishnan & <br> Bros Ltd.<br>| 13711 | &nbsp;&nbsp; 197312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LIC Housing Finance <br> Ltd.<br>| 127118 | &nbsp;&nbsp; 846402 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Engineering <br> Works Ltd.<br>| 157135 | &nbsp;&nbsp; 121144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Metals & <br> Energy Ltd.<br>| 17567 | &nbsp;&nbsp; 300537 |
|  | LMW Ltd. | 679 | &nbsp;&nbsp; 116817 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Lodha Developers <br> Ltd.<br>| 13615 | &nbsp;&nbsp; 191204 |
|  | LT Foods Ltd. | 85633 | &nbsp;&nbsp; 472976 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| Ω | LTIMindtree Ltd. | 14315 | &nbsp;&nbsp; $828063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lumax Auto <br> Technologies Ltd.<br>| 16888 | &nbsp;&nbsp; 208762 |
|  | Lumax Industries Ltd. | 1385 | &nbsp;&nbsp; 62205 |
|  | LUX Industries Ltd. | 2738 | &nbsp;&nbsp; 42804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Madhya Bharat Agro <br> Products Ltd.<br>| 6920 | &nbsp;&nbsp; 34943 |
|  | Mahanagar Gas Ltd. | 18022 | &nbsp;&nbsp; 276816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maharashtra Scooters <br> Ltd.<br>| 1043 | &nbsp;&nbsp; 188866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maharashtra <br> Seamless Ltd.<br>| 18304 | &nbsp;&nbsp; 146719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra & Mahindra <br> Financial Services <br> Ltd.<br>| 152148 | &nbsp;&nbsp; 444209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra & Mahindra <br> Ltd.<br>| 167531 | &nbsp;&nbsp; 6092246 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra Holidays & <br> Resorts India Ltd.<br>| 23517 | &nbsp;&nbsp; 95224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra Lifespace <br> Developers Ltd.<br>| 36144 | &nbsp;&nbsp; 153836 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra Logistics <br> Ltd.<br>| 8755 | &nbsp;&nbsp; 33501 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Man Industries India <br> Ltd.<br>| 11126 | &nbsp;&nbsp; 56433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Man Infraconstruction <br> Ltd.<br>| 41881 | &nbsp;&nbsp; 82970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manali Petrochemicals <br> Ltd.<br>| 16182 | &nbsp;&nbsp; 12540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manappuram Finance <br> Ltd.<br>| 314625 | &nbsp;&nbsp; 906705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manorama Industries <br> Ltd.<br>| 2965 | &nbsp;&nbsp; 51280 |
|  | Marico Ltd. | 118957 | &nbsp;&nbsp; 961258 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Marine Electricals <br> India Ltd.<br>| 27197 | &nbsp;&nbsp; 56439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruti Suzuki India <br> Ltd.<br>| 14284 | &nbsp;&nbsp; 2034743 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; MAS Financial <br> Services Ltd.<br>| 23631 | &nbsp;&nbsp; 83048 |
|  | Mastek Ltd. | 7940 | &nbsp;&nbsp; 218993 |
| Ω | Matrimony.com Ltd. | 2006 | &nbsp;&nbsp; 12110 |
| \* | Max Estates Ltd. | 12691 | &nbsp;&nbsp; 69981 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Max Financial <br> Services Ltd.<br>| 17808 | &nbsp;&nbsp; 303146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mayur Uniquoters <br> Ltd.<br>| 9607 | &nbsp;&nbsp; 60561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mazagon Dock <br> Shipbuilders Ltd.<br>| 9562 | &nbsp;&nbsp; 300011 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Medi Assist <br> Healthcare Services <br> Ltd.<br>| 11864 | &nbsp;&nbsp; 71778 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Medplus Health <br> Services Ltd.<br>| 17172 | &nbsp;&nbsp; 182350 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Meghmani Organics <br> Ltd.<br>| 31708 | &nbsp;&nbsp; 35674 |
|  | Metro Brands Ltd. | 2900 | &nbsp;&nbsp; 41107 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Metropolis Healthcare <br> Ltd.<br>| 10176 | &nbsp;&nbsp; $230389 |
|  | Minda Corp. Ltd. | 35037 | &nbsp;&nbsp; 197881 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Mishra Dhatu Nigam <br> Ltd.<br>| 11716 | &nbsp;&nbsp; 52593 |
|  | MM Forgings Ltd. | 9428 | &nbsp;&nbsp; 36782 |
|  | MOIL Ltd. | 17256 | &nbsp;&nbsp; 67238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mold-Tek Packaging <br> Ltd.<br>| 2105 | &nbsp;&nbsp; 19804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monte Carlo Fashions <br> Ltd.<br>| 7517 | &nbsp;&nbsp; 49652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motherson Sumi <br> Wiring India Ltd.<br>| 948036 | &nbsp;&nbsp; 401995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motilal Oswal <br> Financial Services <br> Ltd.<br>| 69721 | &nbsp;&nbsp; 721792 |
|  | Mphasis Ltd. | 29114 | &nbsp;&nbsp; 920478 |
|  | MPS Ltd. | 2049 | &nbsp;&nbsp; 54766 |
|  | MRF Ltd. | 607 | &nbsp;&nbsp; 1022408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mrs Bectors Food <br> Specialities Ltd.<br>| 12586 | &nbsp;&nbsp; 216013 |
|  | Muthoot Finance Ltd. | 36538 | &nbsp;&nbsp; 1089129 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nalwa Sons <br> Investments Ltd.<br>| 488 | &nbsp;&nbsp; 37255 |
| \*Ω | Navkar Corp. Ltd. | 21553 | &nbsp;&nbsp; 32028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Navneet Education <br> Ltd.<br>| 43763 | &nbsp;&nbsp; 73922 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nazara Technologies <br> Ltd.<br>| 7441 | &nbsp;&nbsp; 114148 |
|  | NBCC India Ltd. | 232518 | &nbsp;&nbsp; 284642 |
|  | NELCO Ltd. | 3866 | &nbsp;&nbsp; 36277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neogen Chemicals <br> Ltd.<br>| 3317 | &nbsp;&nbsp; 57990 |
|  | NESCO Ltd. | 10471 | &nbsp;&nbsp; 164580 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Network18 Media & <br> Investments Ltd.<br>| 42666 | &nbsp;&nbsp; 26889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neuland Laboratories <br> Ltd.<br>| 4643 | &nbsp;&nbsp; 704594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Newgen Software <br> Technologies Ltd.<br>| 21752 | &nbsp;&nbsp; 210267 |
|  | NHPC Ltd. | 494598 | &nbsp;&nbsp; 466032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NIIT Learning <br> Systems Ltd.<br>| 38837 | &nbsp;&nbsp; 140672 |
|  | NIIT Ltd. | 36285 | &nbsp;&nbsp; 47419 |
|  | Nilkamal Ltd. | 2955 | &nbsp;&nbsp; 56710 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Life India <br> Asset Management <br> Ltd.<br>| 47304 | &nbsp;&nbsp; 435808 |
|  | Nitin Spinners Ltd. | 5171 | &nbsp;&nbsp; 21528 |
|  | NOCIL Ltd. | 31355 | &nbsp;&nbsp; 66231 |
|  | NRB Bearings Ltd. | 15300 | &nbsp;&nbsp; 49834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nucleus Software <br> Exports Ltd.<br>| 3391 | &nbsp;&nbsp; 40809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nuvama Wealth <br> Management Ltd.<br>| 3573 | &nbsp;&nbsp; 293814 |
|  | Oberoi Realty Ltd. | 26698 | &nbsp;&nbsp; 493273 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; One 97 <br> Communications <br> Ltd.<br>| 57591 | &nbsp;&nbsp; $712775 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Onesource Specialty <br> Pharma Ltd.<br>| 14592 | &nbsp;&nbsp; 327310 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Optiemus Infracom <br> Ltd.<br>| 6651 | &nbsp;&nbsp; 45195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oracle Financial <br> Services Software <br> Ltd.<br>| 8230 | &nbsp;&nbsp; 788134 |
| \* | Orchid Pharma Ltd. | 3540 | &nbsp;&nbsp; 29614 |
|  | Orient Electric Ltd. | 33170 | &nbsp;&nbsp; 81063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Aromatics <br> Ltd.<br>| 439 | &nbsp;&nbsp; 1866 |
|  | Oriental Hotels Ltd. | 27350 | &nbsp;&nbsp; 44517 |
|  | Page Industries Ltd. | 1369 | &nbsp;&nbsp; 761062 |
|  | Paisalo Digital Ltd. | 217106 | &nbsp;&nbsp; 76534 |
| \* | Panacea Biotec Ltd. | 2792 | &nbsp;&nbsp; 12726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Panama Petrochem <br> Ltd.<br>| 12821 | &nbsp;&nbsp; 53089 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Parag Milk Foods Ltd., <br> Class F<br>| 20587 | &nbsp;&nbsp; 57518 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paramount <br> Communications <br> Ltd.<br>| 24044 | &nbsp;&nbsp; 15255 |
|  | Patanjali Foods Ltd. | 11549 | &nbsp;&nbsp; 244558 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Patel Engineering <br> Ltd.<br>| 156428 | &nbsp;&nbsp; 66294 |
| \* | PB Fintech Ltd. | 19261 | &nbsp;&nbsp; 394361 |
| \* | PC Jeweller Ltd. | 712610 | &nbsp;&nbsp; 125577 |
|  | PDS Ltd. | 13278 | &nbsp;&nbsp; 53922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pearl Global <br> Industries Ltd.<br>| 4305 | &nbsp;&nbsp; 73863 |
| \* | Peninsula Land Ltd. | 50781 | &nbsp;&nbsp; 20747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Persistent Systems <br> Ltd.<br>| 27934 | &nbsp;&nbsp; 1630434 |
|  | Petronet LNG Ltd. | 362859 | &nbsp;&nbsp; 1188170 |
|  | PG Electroplast Ltd. | 49389 | &nbsp;&nbsp; 456925 |
|  | Phoenix Mills Ltd.  | 24839 | &nbsp;&nbsp; 419464 |
|  | PI Industries Ltd. | 16074 | &nbsp;&nbsp; 775937 |
|  | Pidilite Industries Ltd. | 24355 | &nbsp;&nbsp; 795066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Piramal Enterprises <br> Ltd.<br>| 50304 | &nbsp;&nbsp; 723705 |
|  | Pitti Engineering Ltd. | 5582 | &nbsp;&nbsp; 59713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PIX Transmissions <br> Ltd.<br>| 1211 | &nbsp;&nbsp; 20697 |
|  | PNB Gilts Ltd. | 7393 | &nbsp;&nbsp; 8977 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; PNB Housing Finance <br> Ltd.<br>| 55515 | &nbsp;&nbsp; 621657 |
|  | PNC Infratech Ltd. | 65386 | &nbsp;&nbsp; 230809 |
|  | Pokarna Ltd. | 4739 | &nbsp;&nbsp; 50112 |
|  | Polycab India Ltd. | 10142 | &nbsp;&nbsp; 786111 |
|  | Polyplex Corp. Ltd. | 6072 | &nbsp;&nbsp; 76973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pondy Oxides & <br> Chemicals Ltd.<br>| 1347 | &nbsp;&nbsp; 18132 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Poonawalla Fincorp <br> Ltd.<br>| 70530 | &nbsp;&nbsp; 341845 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Finance Corp. <br> Ltd.<br>| 482126 | &nbsp;&nbsp; $2246414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Grid Corp. of <br> India Ltd.<br>| 444174 | &nbsp;&nbsp; 1469597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Mech Projects <br> Ltd.<br>| 7156 | &nbsp;&nbsp; 254463 |
|  | Praj Industries Ltd. | 41521 | &nbsp;&nbsp; 219689 |
|  | Prakash Pipes Ltd. | 3326 | &nbsp;&nbsp; 13656 |
| Ω | Prataap Snacks Ltd. | 3362 | &nbsp;&nbsp; 37265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Precision Camshafts <br> Ltd.<br>| 3589 | &nbsp;&nbsp; 7291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Precision Wires India <br> Ltd.<br>| 17154 | &nbsp;&nbsp; 34467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prestige Estates <br> Projects Ltd.<br>| 31475 | &nbsp;&nbsp; 580996 |
| \* | Pricol Ltd. | 27417 | &nbsp;&nbsp; 134454 |
| \* | Prime Focus Ltd. | 1853 | &nbsp;&nbsp; 3046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prince Pipes & <br> Fittings Ltd.<br>| 11274 | &nbsp;&nbsp; 43267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Privi Speciality <br> Chemicals Ltd.<br>| 2721 | &nbsp;&nbsp; 79492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Procter & Gamble <br> Health Ltd.<br>| 3293 | &nbsp;&nbsp; 222330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Procter & Gamble <br> Hygiene & Health <br> Care Ltd.<br>| 1579 | &nbsp;&nbsp; 247505 |
| \* | PSP Projects Ltd. | 2001 | &nbsp;&nbsp; 17095 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PTC India Financial <br> Services Ltd.<br>| 107802 | &nbsp;&nbsp; 51032 |
|  | PTC India Ltd. | 117477 | &nbsp;&nbsp; 256361 |
|  | Punjab National Bank | 338432 | &nbsp;&nbsp; 403591 |
| \* | Puravankara Ltd. | 13023 | &nbsp;&nbsp; 42693 |
| \* | PVR Inox Ltd. | 19598 | &nbsp;&nbsp; 223002 |
| Ω | Quess Corp. Ltd. | 28544 | &nbsp;&nbsp; 96426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; R Systems <br> International Ltd.<br>| 9929 | &nbsp;&nbsp; 47140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raghav Productivity <br> Enhancers Ltd.<br>| 1315 | &nbsp;&nbsp; 9463 |
|  | Rail Vikas Nigam Ltd. | 47996 | &nbsp;&nbsp; 189173 |
|  | Rain Industries Ltd. | 85963 | &nbsp;&nbsp; 153075 |
| \* | Rajesh Exports Ltd. | 11590 | &nbsp;&nbsp; 24772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rajratan Global Wire <br> Ltd.<br>| 4195 | &nbsp;&nbsp; 18334 |
|  | Rallis India Ltd. | 36557 | &nbsp;&nbsp; 155759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ram Ratna Wires <br> Ltd.<br>| 1663 | &nbsp;&nbsp; 14768 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rama Steel Tubes <br> Ltd.<br>| 86570 | &nbsp;&nbsp; 10792 |
|  | Ramco Industries Ltd. | 17856 | &nbsp;&nbsp; 59594 |
| \* | Ramco Systems Ltd. | 6666 | &nbsp;&nbsp; 29050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramkrishna Forgings <br> Ltd.<br>| 36444 | &nbsp;&nbsp; 241310 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ramky Infrastructure <br> Ltd.<br>| 7335 | &nbsp;&nbsp; 48832 |
|  | Rane Holdings Ltd. | 761 | &nbsp;&nbsp; 13157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rashtriya Chemicals <br> & Fertilizers Ltd.<br>| 47699 | &nbsp;&nbsp; 82396 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rategain Travel <br> Technologies Ltd.<br>| 5665 | &nbsp;&nbsp; $28186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ratnamani Metals & <br> Tubes Ltd.<br>| 9623 | &nbsp;&nbsp; 289329 |
| Ω | RBL Bank Ltd. | 164180 | &nbsp;&nbsp; 497425 |
|  | REC Ltd. | 378265 | &nbsp;&nbsp; 1695075 |
|  | Redington Ltd. | 341545 | &nbsp;&nbsp; 972804 |
|  | Redtape Ltd. | 80105 | &nbsp;&nbsp; 117281 |
| \* | Refex Industries Ltd. | 12904 | &nbsp;&nbsp; 63519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Industrial <br> Infrastructure Ltd.<br>| 2954 | &nbsp;&nbsp; 29105 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Industries <br> Ltd. (RIGD LI), <br> Sponsored GDR<br>| 197 | &nbsp;&nbsp; 12401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Industries <br> Ltd. (RIL IN)<br>| 252254 | &nbsp;&nbsp; 3983144 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Industries <br> Ltd. (RLNIY US), <br> Sponsored GDR<br>| 86638 | &nbsp;&nbsp; 5458194 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Religare Enterprises <br> Ltd.<br>| 35776 | &nbsp;&nbsp; 108860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Repco Home Finance <br> Ltd.<br>| 11537 | &nbsp;&nbsp; 53351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Responsive Industries <br> Ltd.<br>| 8863 | &nbsp;&nbsp; 22004 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Restaurant Brands <br> Asia Ltd.<br>| 24146 | &nbsp;&nbsp; 22410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rico Auto Industries <br> Ltd.<br>| 28598 | &nbsp;&nbsp; 23227 |
|  | RITES Ltd. | 39156 | &nbsp;&nbsp; 114160 |
|  | Rossari Biotech Ltd. | 5064 | &nbsp;&nbsp; 40913 |
|  | Route Mobile Ltd. | 6998 | &nbsp;&nbsp; 71859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RPG Life Sciences <br> Ltd.<br>| 840 | &nbsp;&nbsp; 22941 |
| \* | RPSG Ventures Ltd. | 3954 | &nbsp;&nbsp; 44980 |
|  | Rupa & Co. Ltd. | 4478 | &nbsp;&nbsp; 10787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Safari Industries India <br> Ltd.<br>| 9000 | &nbsp;&nbsp; 215634 |
|  | Saksoft Ltd. | 14025 | &nbsp;&nbsp; 33403 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Salasar Techno <br> Engineering Ltd.<br>| 258891 | &nbsp;&nbsp; 21048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sammaan Capital <br> Ltd.<br>| 184208 | &nbsp;&nbsp; 264824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samvardhana <br> Motherson <br> International Ltd.<br>| 1092827 | &nbsp;&nbsp; 1202813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandhar Technologies <br> Ltd.<br>| 9738 | &nbsp;&nbsp; 53955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandur Manganese & <br> Iron Ores Ltd.<br>| 3261 | &nbsp;&nbsp; 16840 |
|  | Sangam India Ltd. | 4409 | &nbsp;&nbsp; 21595 |
|  | Sanghvi Movers Ltd. | 8185 | &nbsp;&nbsp; 25078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanofi Consumer <br> Healthcare India <br> Ltd.<br>| 2649 | &nbsp;&nbsp; 148350 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Sansera Engineering <br> Ltd.<br>| 17379 | &nbsp;&nbsp; 261662 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sapphire Foods India <br> Ltd.<br>| 80514 | &nbsp;&nbsp; $290132 |
|  | Saregama India Ltd. | 17903 | &nbsp;&nbsp; 98397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sasken Technologies <br> Ltd.<br>| 2274 | &nbsp;&nbsp; 38311 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Satin Creditcare <br> Network Ltd.<br>| 25445 | &nbsp;&nbsp; 42020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Savita Oil <br> Technologies Ltd.<br>| 7544 | &nbsp;&nbsp; 34325 |
| \* | SBFC Finance Ltd. | 153357 | &nbsp;&nbsp; 182361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SBI Cards & Payment <br> Services Ltd.<br>| 41182 | &nbsp;&nbsp; 378887 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; SBI Life Insurance Co. <br> Ltd.<br>| 56314 | &nbsp;&nbsp; 1177667 |
|  | Schaeffler India Ltd. | 8670 | &nbsp;&nbsp; 406238 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric <br> Infrastructure Ltd.<br>| 14576 | &nbsp;&nbsp; 166064 |
| \* | SEAMEC Ltd. | 2917 | &nbsp;&nbsp; 26182 |
|  | Senco Gold Ltd. | 16665 | &nbsp;&nbsp; 59399 |
| \* | SEPC Ltd. | 350180 | &nbsp;&nbsp; 42099 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sequent Scientific <br> Ltd.<br>| 34602 | &nbsp;&nbsp; 67408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seshasayee Paper & <br> Boards Ltd.<br>| 18452 | &nbsp;&nbsp; 57443 |
| \*Ω | SH Kelkar & Co. Ltd. | 19183 | &nbsp;&nbsp; 56019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shaily Engineering <br> Plastics Ltd.<br>| 3787 | &nbsp;&nbsp; 68680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shakti Pumps India <br> Ltd.<br>| 24768 | &nbsp;&nbsp; 251128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shankara Building <br> Products Ltd.<br>| 3629 | &nbsp;&nbsp; 48655 |
|  | Shanthi Gears Ltd. | 5846 | &nbsp;&nbsp; 36677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sharda Cropchem <br> Ltd.<br>| 9213 | &nbsp;&nbsp; 118522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sharda Motor <br> Industries Ltd.<br>| 11276 | &nbsp;&nbsp; 133736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Share India Securities <br> Ltd.<br>| 25564 | &nbsp;&nbsp; 50436 |
| \* | Sheela Foam Ltd. | 11443 | &nbsp;&nbsp; 86991 |
| \* | Shilpa Medicare Ltd. | 16072 | &nbsp;&nbsp; 159561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shipping Corp. of <br> India Land & Assets <br> Ltd.<br>| 79327 | &nbsp;&nbsp; 45347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shipping Corp. of <br> India Ltd.<br>| 75282 | &nbsp;&nbsp; 184624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shivalik Bimetal <br> Controls Ltd.<br>| 5855 | &nbsp;&nbsp; 35255 |
| \* | Shoppers Stop Ltd. | 10895 | &nbsp;&nbsp; 64643 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shree Renuka Sugars <br> Ltd.<br>| 86591 | &nbsp;&nbsp; 29469 |
|  | Shriram Finance Ltd. | 352655 | &nbsp;&nbsp; 2529552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shriram Pistons & <br> Rings Ltd.<br>| 5625 | &nbsp;&nbsp; 153632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shriram Properties <br> Ltd.<br>| 21479 | &nbsp;&nbsp; 22108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shyam Metalics & <br> Energy Ltd.<br>| 8825 | &nbsp;&nbsp; 98577 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Siemens Energy India <br> Ltd.<br>| 4010 | &nbsp;&nbsp; $147447 |
|  | Siemens Ltd. | 4010 | &nbsp;&nbsp; 138142 |
| \* | SIS Ltd. | 16017 | &nbsp;&nbsp; 70641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siyaram Silk Mills <br> Ltd.<br>| 11087 | &nbsp;&nbsp; 78984 |
|  | SJS Enterprises Ltd. | 8889 | &nbsp;&nbsp; 123740 |
|  | SJVN Ltd. | 79621 | &nbsp;&nbsp; 83861 |
|  | SKF India Ltd. | 7276 | &nbsp;&nbsp; 404750 |
|  | Skipper Ltd. | 6965 | &nbsp;&nbsp; 38667 |
|  | SML ISUZU Ltd. | 418 | &nbsp;&nbsp; 15712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Snowman Logistics <br> Ltd.<br>| 49401 | &nbsp;&nbsp; 30402 |
|  | Sobha Ltd. | 13472 | &nbsp;&nbsp; 244789 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solara Active Pharma <br> Sciences Ltd.<br>| 7240 | &nbsp;&nbsp; 52876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Somany Ceramics <br> Ltd.<br>| 6440 | &nbsp;&nbsp; 39570 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Sona Blw Precision <br> Forgings Ltd.<br>| 33718 | &nbsp;&nbsp; 173004 |
|  | Sonata Software Ltd. | 45545 | &nbsp;&nbsp; 203313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; South Indian Bank <br> Ltd.<br>| 591857 | &nbsp;&nbsp; 199612 |
| \* | SP Apparels Ltd. | 2998 | &nbsp;&nbsp; 28466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Spandana Sphoorty <br> Financial Ltd.<br>| 12263 | &nbsp;&nbsp; 37560 |
|  | SRF Ltd. | 20744 | &nbsp;&nbsp; 716556 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Star Health & Allied <br> Insurance Co. Ltd.<br>| 18288 | &nbsp;&nbsp; 92077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; State Bank of India <br> (SBID LI), GDR<br>| 382 | &nbsp;&nbsp; 34968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; State Bank of India <br> (SBIN IN)<br>| 335344 | &nbsp;&nbsp; 3036266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; State Bank of India <br> (SBKFF US), GDR<br>| 4246 | &nbsp;&nbsp; 389358 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sterlite Technologies <br> Ltd.<br>| 68823 | &nbsp;&nbsp; 93448 |
|  | STL Networks Ltd. | 37796 | &nbsp;&nbsp; 11158 |
|  | Stove Kraft Ltd. | 5937 | &nbsp;&nbsp; 39976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Strides Pharma <br> Science Ltd.<br>| 29185 | &nbsp;&nbsp; 289182 |
| \* | Stylam Industries Ltd. | 3769 | &nbsp;&nbsp; 74503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Styrenix Performance <br> Materials Ltd.<br>| 4025 | &nbsp;&nbsp; 133116 |
| \* | Subex Ltd. | 185975 | &nbsp;&nbsp; 27710 |
|  | Subros Ltd. | 11222 | &nbsp;&nbsp; 109021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sudarshan Chemical <br> Industries Ltd.<br>| 18585 | &nbsp;&nbsp; 301967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Chemical <br> India Ltd.<br>| 32053 | &nbsp;&nbsp; 236395 |
|  | Sun TV Network Ltd. | 53547 | &nbsp;&nbsp; 343081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sundaram Finance <br> Ltd.<br>| 17197 | &nbsp;&nbsp; 908837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sundram Fasteners <br> Ltd.<br>| 42894 | &nbsp;&nbsp; 484238 |
|  | Sundrop Brands Ltd. | 3238 | &nbsp;&nbsp; 30051 |
|  | Sunteck Realty Ltd. | 22656 | &nbsp;&nbsp; 101416 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suprajit Engineering <br> Ltd.<br>| 34194 | &nbsp;&nbsp; $178493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supreme Industries <br> Ltd.<br>| 10456 | &nbsp;&nbsp; 511616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supreme Petrochem <br> Ltd.<br>| 34151 | &nbsp;&nbsp; 304895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supriya Lifescience <br> Ltd.<br>| 5584 | &nbsp;&nbsp; 41943 |
|  | Surya Roshni Ltd. | 12740 | &nbsp;&nbsp; 47572 |
| \* | Suzlon Energy Ltd. | 1385148 | &nbsp;&nbsp; 964363 |
|  | Swaraj Engines Ltd. | 2802 | &nbsp;&nbsp; 133713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swelect Energy <br> Systems Ltd.<br>| 517 | &nbsp;&nbsp; 3832 |
|  | Symphony Ltd. | 3005 | &nbsp;&nbsp; 38002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TAJGVK Hotels & <br> Resorts Ltd.<br>| 4833 | &nbsp;&nbsp; 22513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Talbros Automotive <br> Components Ltd.<br>| 6205 | &nbsp;&nbsp; 20203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tamil Nadu Newsprint <br> & Papers Ltd.<br>| 20871 | &nbsp;&nbsp; 38027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tamilnad Mercantile <br> Bank Ltd.<br>| 20765 | &nbsp;&nbsp; 108292 |
|  | Tanla Platforms Ltd. | 24279 | &nbsp;&nbsp; 173686 |
| \* | TARC Ltd. | 37981 | &nbsp;&nbsp; 79727 |
|  | Tarsons Products Ltd. | 2170 | &nbsp;&nbsp; 9125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tasty Bite Eatables <br> Ltd.<br>| 113 | &nbsp;&nbsp; 14521 |
|  | Tata Chemicals Ltd. | 69424 | &nbsp;&nbsp; 775851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tata Communications <br> Ltd.<br>| 27247 | &nbsp;&nbsp; 530509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tata Consultancy <br> Services Ltd.<br>| 118339 | &nbsp;&nbsp; 4076263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tata Consumer <br> Products Ltd.<br>| 44296 | &nbsp;&nbsp; 540708 |
|  | Tata Elxsi Ltd. | 7347 | &nbsp;&nbsp; 508233 |
|  | Tata Motors Ltd. | 486145 | &nbsp;&nbsp; 3677365 |
|  | TCI Express Ltd. | 3568 | &nbsp;&nbsp; 28490 |
|  | TCPL Packaging Ltd. | 500 | &nbsp;&nbsp; 20524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TD Power Systems <br> Ltd.<br>| 51230 | &nbsp;&nbsp; 296357 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TeamLease Services <br> Ltd.<br>| 2660 | &nbsp;&nbsp; 55474 |
|  | Tech Mahindra Ltd. | 78449 | &nbsp;&nbsp; 1301748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Techno Electric & <br> Engineering Co. <br> Ltd.<br>| 14897 | &nbsp;&nbsp; 244843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Technocraft Industries <br> India Ltd.<br>| 1489 | &nbsp;&nbsp; 53034 |
|  | Tega Industries Ltd. | 5396 | &nbsp;&nbsp; 116525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texmaco <br> Infrastructure & <br> Holdings Ltd.<br>| 15361 | &nbsp;&nbsp; 17323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texmaco Rail & <br> Engineering Ltd.<br>| 70472 | &nbsp;&nbsp; 117398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thanga Mayil <br> Jewellery Ltd.<br>| 2416 | &nbsp;&nbsp; 51871 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thejo Engineering <br> Ltd.<br>| 954 | &nbsp;&nbsp; $25618 |
|  | Thermax Ltd. | 3161 | &nbsp;&nbsp; 141689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thirumalai Chemicals <br> Ltd.<br>| 31719 | &nbsp;&nbsp; 107424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thomas Cook India <br> Ltd.<br>| 64054 | &nbsp;&nbsp; 122719 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Thyrocare <br> Technologies Ltd.<br>| 7192 | &nbsp;&nbsp; 108708 |
|  | Time Technoplast Ltd. | 64697 | &nbsp;&nbsp; 343010 |
|  | Timken India Ltd. | 9809 | &nbsp;&nbsp; 369596 |
|  | Tips Music Ltd. | 14714 | &nbsp;&nbsp; 98088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Titagarh Rail System <br> Ltd.<br>| 18074 | &nbsp;&nbsp; 176555 |
|  | Titan Co. Ltd. | 51149 | &nbsp;&nbsp; 1942813 |
|  | Torrent Power Ltd. | 34185 | &nbsp;&nbsp; 507244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tourism Finance Corp. <br> of India Ltd.<br>| 29690 | &nbsp;&nbsp; 99827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transformers & <br> Rectifiers India Ltd.<br>| 9822 | &nbsp;&nbsp; 57228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TransIndia Real <br> Estate Ltd.<br>| 41140 | &nbsp;&nbsp; 15415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transport Corp. of <br> India Ltd.<br>| 14264 | &nbsp;&nbsp; 190047 |
|  | Trent Ltd. | 30142 | &nbsp;&nbsp; 1721364 |
|  | Trident Ltd. | 408948 | &nbsp;&nbsp; 140015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triveni Engineering & <br> Industries Ltd.<br>| 40566 | &nbsp;&nbsp; 157813 |
|  | Triveni Turbine Ltd. | 38438 | &nbsp;&nbsp; 261724 |
|  | TTK Prestige Ltd. | 13592 | &nbsp;&nbsp; 97741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tube Investments of <br> India Ltd.<br>| 21242 | &nbsp;&nbsp; 684887 |
|  | TVS Holdings Ltd. | 2529 | &nbsp;&nbsp; 333970 |
|  | TVS Motor Co. Ltd. | 49260 | &nbsp;&nbsp; 1573031 |
|  | TVS Srichakra Ltd. | 1547 | &nbsp;&nbsp; 52902 |
|  | Uflex Ltd. | 16579 | &nbsp;&nbsp; 111692 |
| \* | Ugro Capital Ltd. | 22894 | &nbsp;&nbsp; 44251 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Ujjivan Small Finance <br> Bank Ltd.<br>| 305527 | &nbsp;&nbsp; 154183 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Unichem Laboratories <br> Ltd.<br>| 9330 | &nbsp;&nbsp; 66744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Bank of India <br> Ltd.<br>| 398765 | &nbsp;&nbsp; 592843 |
|  | Universal Cables Ltd. | 2727 | &nbsp;&nbsp; 22989 |
|  | UNO Minda Ltd. | 48730 | &nbsp;&nbsp; 576649 |
| \* | UPL Ltd. | 140790 | &nbsp;&nbsp; 1083781 |
| \* | Urja Global Ltd. | 158388 | &nbsp;&nbsp; 25133 |
|  | Usha Martin Ltd. | 56679 | &nbsp;&nbsp; 242186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UTI Asset <br> Management Co. <br> Ltd.<br>| 22187 | &nbsp;&nbsp; 334448 |
| \* | V2 Retail Ltd. | 8796 | &nbsp;&nbsp; 185443 |
| \* | VA Tech Wabag Ltd. | 21305 | &nbsp;&nbsp; 382764 |
|  | Vadilal Industries Ltd. | 455 | &nbsp;&nbsp; 27035 |
|  | Vaibhav Global Ltd. | 19165 | &nbsp;&nbsp; 49264 |
| \* | Valor Estate Ltd. | 64484 | &nbsp;&nbsp; 135252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vardhman Textiles <br> Ltd.<br>| 62041 | &nbsp;&nbsp; 307039 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Varroc Engineering <br> Ltd.<br>| 19549 | &nbsp;&nbsp; $118905 |
|  | Varun Beverages Ltd. | 208156 | &nbsp;&nbsp; 1233350 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vascon Engineers <br> Ltd.<br>| 8915 | &nbsp;&nbsp; 5447 |
|  | Vedant Fashions Ltd. | 11647 | &nbsp;&nbsp; 99843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Veedol Corporation <br> Ltd.<br>| 2844 | &nbsp;&nbsp; 53658 |
|  | Venky's India Ltd. | 2715 | &nbsp;&nbsp; 46761 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Venus Pipes & Tubes <br> Ltd.<br>| 1949 | &nbsp;&nbsp; 30953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Veranda Learning <br> Solutions Ltd.<br>| 4033 | &nbsp;&nbsp; 10852 |
|  | Vesuvius India Ltd. | 29870 | &nbsp;&nbsp; 175752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; V-Guard Industries <br> Ltd.<br>| 68621 | &nbsp;&nbsp; 298974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vidhi Specialty Food <br> Ingredients Ltd.<br>| 3169 | &nbsp;&nbsp; 14773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vijaya Diagnostic <br> Centre Ltd.<br>| 10190 | &nbsp;&nbsp; 124436 |
|  | Vimta Labs Ltd. | 3186 | &nbsp;&nbsp; 25368 |
|  | Vinati Organics Ltd. | 7186 | &nbsp;&nbsp; 149466 |
|  | Vindhya Telelinks Ltd. | 1779 | &nbsp;&nbsp; 31895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vintage Coffee & <br> Beverages Ltd.<br>| 18649 | &nbsp;&nbsp; 32992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vishnu Chemicals <br> Ltd.<br>| 3386 | &nbsp;&nbsp; 21905 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vishnu Prakash R <br> Punglia Ltd.<br>| 10957 | &nbsp;&nbsp; 19982 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; VL E-Governance & <br> IT Solutions Ltd.<br>| 21625 | &nbsp;&nbsp; 10891 |
| \* | Vodafone Idea Ltd. | 3079523 | &nbsp;&nbsp; 241781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Voltamp Transformers <br> Ltd.<br>| 2012 | &nbsp;&nbsp; 200930 |
|  | Voltas Ltd. | 28396 | &nbsp;&nbsp; 426169 |
|  | VRL Logistics Ltd. | 16456 | &nbsp;&nbsp; 115710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VST Tillers Tractors <br> Ltd.<br>| 1875 | &nbsp;&nbsp; 97274 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Walchandnagar <br> Industries Ltd.<br>| 14309 | &nbsp;&nbsp; 32337 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Websol Energy <br> System Ltd.<br>| 11216 | &nbsp;&nbsp; 169717 |
|  | Welspun Corp. Ltd. | 54787 | &nbsp;&nbsp; 580574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Welspun Enterprises <br> Ltd.<br>| 24576 | &nbsp;&nbsp; 137457 |
|  | Welspun Living Ltd. | 146012 | &nbsp;&nbsp; 211305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; West Coast Paper <br> Mills Ltd.<br>| 9857 | &nbsp;&nbsp; 59681 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Westlife Foodworld <br> Ltd.<br>| 25414 | &nbsp;&nbsp; 209706 |
|  | Wheels India Ltd. | 788 | &nbsp;&nbsp; 6826 |
|  | Whirlpool of India Ltd. | 17859 | &nbsp;&nbsp; 270659 |
|  | Windlas Biotech Ltd. | 2051 | &nbsp;&nbsp; 22905 |
|  | Wipro Ltd. | 313811 | &nbsp;&nbsp; 882560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wonderla Holidays <br> Ltd.<br>| 8149 | &nbsp;&nbsp; 58764 |
|  | Yasho Industries Ltd. | 693 | &nbsp;&nbsp; 15161 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | Yes Bank Ltd. | 2117794 | &nbsp;&nbsp; $455206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zee Entertainment <br> Enterprises Ltd.<br>| 312659 | &nbsp;&nbsp; 421032 |
| \* | Zee Media Corp. Ltd. | 142404 | &nbsp;&nbsp; 21567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zensar Technologies <br> Ltd.<br>| 61616 | &nbsp;&nbsp; 566751 |
| TOTAL INDIA | TOTAL INDIA |  | &nbsp;&nbsp; 296144008 |
| INDONESIA — (1.1%) | INDONESIA — (1.1%) | INDONESIA — (1.1%) | INDONESIA — (1.1%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adhi Karya Persero <br> Tbk. PT<br>| 1028425 | &nbsp;&nbsp; 15105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Adi Sarana Armada <br> Tbk. PT<br>| 778400 | &nbsp;&nbsp; 40073 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alam Sutera Realty <br> Tbk. PT<br>| 6226300 | &nbsp;&nbsp; 58952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arwana Citramulia <br> Tbk. PT<br>| 1905200 | &nbsp;&nbsp; 67647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aspirasi Hidup <br> Indonesia Tbk. PT<br>| 3662100 | &nbsp;&nbsp; 104547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra Agro Lestari <br> Tbk. PT<br>| 250667 | &nbsp;&nbsp; 103617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra Otoparts Tbk. <br> PT<br>| 444800 | &nbsp;&nbsp; 58088 |
|  | Avia Avian Tbk. PT | 3083100 | &nbsp;&nbsp; 85199 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Aladin Syariah <br> Tbk. PT<br>| 445700 | &nbsp;&nbsp; 21649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Amar Indonesia <br> Tbk. PT<br>| 1597862 | &nbsp;&nbsp; 19997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank BTPN Syariah <br> Tbk. PT<br>| 1126400 | &nbsp;&nbsp; 96275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Bukopin Tbk. <br> PT<br>| 13112043 | &nbsp;&nbsp; 50093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Central Asia <br> Tbk. PT<br>| 5576800 | &nbsp;&nbsp; 2795067 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank China <br> Construction Bank <br> Indonesia Tbk. PT<br>| 4112500 | &nbsp;&nbsp; 16742 |
| \* | Bank Jago Tbk. PT | 435800 | &nbsp;&nbsp; 49381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Mandiri Persero <br> Tbk. PT<br>| 5019588 | &nbsp;&nbsp; 1366486 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Mayapada <br> International Tbk. <br> PT<br>| 6494246 | &nbsp;&nbsp; 72487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Maybank <br> Indonesia Tbk. PT<br>| 6214700 | &nbsp;&nbsp; 77862 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Nationalnobu <br> Tbk. PT<br>| 515300 | &nbsp;&nbsp; 16246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Negara <br> Indonesia Persero <br> Tbk. PT<br>| 2210000 | &nbsp;&nbsp; 535944 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Neo Commerce <br> Tbk. PT<br>| 2864700 | &nbsp;&nbsp; 42096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank OCBC Nisp Tbk. <br> PT<br>| 1188200 | &nbsp;&nbsp; 95915 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Pan Indonesia <br> Tbk. PT<br>| 954200 | &nbsp;&nbsp; 64875 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Pembangunan <br> Daerah Jawa Barat <br> Dan Banten Tbk. <br> PT<br>| 1070443 | &nbsp;&nbsp; $51048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Pembangunan <br> Daerah Jawa Timur <br> Tbk. PT<br>| 1735000 | &nbsp;&nbsp; 53218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Rakyat <br> Indonesia Persero <br> Tbk. PT<br>| 7548786 | &nbsp;&nbsp; 1690403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Syariah <br> Indonesia Tbk. PT<br>| 677561 | &nbsp;&nbsp; 111855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Tabungan <br> Negara Persero <br> Tbk. PT<br>| 2178081 | &nbsp;&nbsp; 146781 |
|  | Barito Pacific Tbk. PT | 627703 | &nbsp;&nbsp; 99884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BFI Finance Indonesia <br> Tbk. PT<br>| 3877100 | &nbsp;&nbsp; 179967 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bintang Oto Global <br> Tbk. PT<br>| 9700 | &nbsp;&nbsp; 339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BISI International Tbk. <br> PT<br>| 932700 | &nbsp;&nbsp; 52369 |
|  | Blue Bird Tbk. PT | 295600 | &nbsp;&nbsp; 34977 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Buana Lintas Lautan <br> Tbk. PT<br>| 8333400 | &nbsp;&nbsp; 68353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bukalapak.com Tbk. <br> PT<br>| 20529600 | &nbsp;&nbsp; 187970 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bumi Resources <br> Minerals Tbk. PT<br>| 6130800 | &nbsp;&nbsp; 159636 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bumi Serpong Damai <br> Tbk. PT<br>| 2174000 | &nbsp;&nbsp; 104141 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Capital Financial <br> Indonesia Tbk. PT<br>| 496900 | &nbsp;&nbsp; 31253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chandra Asri Pacific <br> Tbk. PT<br>| 111600 | &nbsp;&nbsp; 62743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charoen Pokphand <br> Indonesia Tbk. PT<br>| 1056915 | &nbsp;&nbsp; 315885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ciputra Development <br> Tbk. PT<br>| 4535500 | &nbsp;&nbsp; 252618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cisarua Mountain <br> Dairy Tbk. PT<br>| 324200 | &nbsp;&nbsp; 98307 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Citra Marga <br> Nusaphala Persada <br> Tbk. PT<br>| 1135202 | &nbsp;&nbsp; 90445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dayamitra <br> Telekomunikasi PT<br>| 3586900 | &nbsp;&nbsp; 126448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dharma Satya <br> Nusantara Tbk. PT<br>| 1491000 | &nbsp;&nbsp; 124389 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dian Swastatika <br> Sentosa Tbk. PT<br>| 109000 | &nbsp;&nbsp; 428931 |
|  | Elnusa Tbk. PT | 1746000 | &nbsp;&nbsp; 51755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Erajaya Swasembada <br> Tbk. PT<br>| 5078600 | &nbsp;&nbsp; 149936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gajah Tunggal Tbk. <br> PT<br>| 418200 | &nbsp;&nbsp; 26635 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Garudafood Putra <br> Putri Jaya Tbk. PT<br>| 3882200 | &nbsp;&nbsp; $85888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden Energy Mines <br> Tbk. PT<br>| 92200 | &nbsp;&nbsp; 51230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hexindo Adiperkasa <br> Tbk. PT<br>| 105600 | &nbsp;&nbsp; 34485 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Impack Pratama <br> Industri Tbk. PT<br>| 2266900 | &nbsp;&nbsp; 68567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indah Kiat Pulp & <br> Paper Tbk. PT<br>| 909500 | &nbsp;&nbsp; 374651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indofood CBP Sukses <br> Makmur Tbk. PT<br>| 286200 | &nbsp;&nbsp; 170011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indofood Sukses <br> Makmur Tbk. PT<br>| 1190100 | &nbsp;&nbsp; 614515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indomobil Sukses <br> Internasional Tbk. <br> PT<br>| 472400 | &nbsp;&nbsp; 29780 |
|  | Indosat Tbk. PT | 1320000 | &nbsp;&nbsp; 176156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industri Jamu Dan <br> Farmasi Sido <br> Muncul Tbk. PT<br>| 2799372 | &nbsp;&nbsp; 86662 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Inti Agri Resources <br> Tbk. PT<br>| 3873200 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Intiland Development <br> Tbk. PT<br>| 1708900 | &nbsp;&nbsp; 13080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japfa Comfeed <br> Indonesia Tbk. PT<br>| 2423400 | &nbsp;&nbsp; 234683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jasa Marga Persero <br> Tbk. PT<br>| 565926 | &nbsp;&nbsp; 122977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jaya Real Property <br> Tbk. PT<br>| 562800 | &nbsp;&nbsp; 25489 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kawasan Industri <br> Jababeka Tbk. PT<br>| 8814068 | &nbsp;&nbsp; 101203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KMI Wire & Cable <br> Tbk. PT<br>| 1054000 | &nbsp;&nbsp; 24569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Map Aktif Adiperkasa <br> PT<br>| 4199800 | &nbsp;&nbsp; 176017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matahari Department <br> Store Tbk. PT<br>| 303900 | &nbsp;&nbsp; 32248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mayora Indah Tbk. <br> PT<br>| 1057625 | &nbsp;&nbsp; 143076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MD Entertainment <br> Tbk. PT<br>| 150700 | &nbsp;&nbsp; 15570 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Media Nusantara Citra <br> Tbk. PT<br>| 2884200 | &nbsp;&nbsp; 44114 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Merdeka Battery <br> Materials Tbk. PT<br>| 4715500 | &nbsp;&nbsp; 136738 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Merdeka Copper Gold <br> Tbk. PT<br>| 921021 | &nbsp;&nbsp; 131522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metrodata Electronics <br> Tbk. PT<br>| 2389000 | &nbsp;&nbsp; 86281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Kentjana <br> Tbk. PT<br>| 9800 | &nbsp;&nbsp; 13610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitra Adiperkasa Tbk. <br> PT<br>| 4680600 | &nbsp;&nbsp; 334009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitra Pinasthika <br> Mustika Tbk. PT<br>| 665400 | &nbsp;&nbsp; 38595 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MNC Digital <br> Entertainment Tbk. <br> PT<br>| 764900 | &nbsp;&nbsp; $22677 |
| \* | MNC Land Tbk. PT | 19376200 | &nbsp;&nbsp; 198724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mulia Industrindo Tbk. <br> PT<br>| 1559300 | &nbsp;&nbsp; 30711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Indosari <br> Corpindo Tbk. PT<br>| 471744 | &nbsp;&nbsp; 23226 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Nusantara Sejahtera <br> Raya Tbk. PT<br>| 5096000 | &nbsp;&nbsp; 43041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pabrik Kertas Tjiwi <br> Kimia Tbk. PT<br>| 631300 | &nbsp;&nbsp; 234996 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Strategic <br> Financial Tbk. PT<br>| 140700 | &nbsp;&nbsp; 9617 |
|  | Pakuwon Jati Tbk. PT | 6811100 | &nbsp;&nbsp; 145568 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Panin Financial Tbk. <br> PT<br>| 5975200 | &nbsp;&nbsp; 92015 |
| \* | Paninvest Tbk. PT | 314700 | &nbsp;&nbsp; 17185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pantai Indah Kapuk <br> Dua Tbk. PT<br>| 40800 | &nbsp;&nbsp; 40756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perusahaan <br> Perkebunan London <br> Sumatra Indonesia <br> Tbk. PT<br>| 1476900 | &nbsp;&nbsp; 124545 |
|  | Petrosea Tbk. PT | 619600 | &nbsp;&nbsp; 141807 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Pool Advista <br> Indonesia Tbk. PT<br>| 350400 | &nbsp;&nbsp; 200 |
| \* | PP Persero Tbk. PT | 995000 | &nbsp;&nbsp; 23321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prodia Widyahusada <br> Tbk. PT<br>| 61100 | &nbsp;&nbsp; 10823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Puradelta Lestari Tbk. <br> PT<br>| 3337300 | &nbsp;&nbsp; 27958 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Rimo International <br> Lestari Tbk. PT<br>| 18540300 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rukun Raharja Tbk. <br> PT<br>| 338800 | &nbsp;&nbsp; 53620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Salim Ivomas Pratama <br> Tbk. PT<br>| 1247200 | &nbsp;&nbsp; 50770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sampoerna Agro Tbk. <br> PT<br>| 487800 | &nbsp;&nbsp; 88834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samudera Indonesia <br> Tbk. PT<br>| 4432700 | &nbsp;&nbsp; 88248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sarana Menara <br> Nusantara Tbk. PT<br>| 10744100 | &nbsp;&nbsp; 397678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sariguna Primatirta <br> Tbk. PT<br>| 2059800 | &nbsp;&nbsp; 69859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sawit Sumbermas <br> Sarana Tbk. PT<br>| 1425300 | &nbsp;&nbsp; 120710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Selamat Sempurna <br> Tbk. PT<br>| 1169600 | &nbsp;&nbsp; 140868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sinar Mas Multiartha <br> Tbk. PT<br>| 16500 | &nbsp;&nbsp; 15957 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Sri Rejeki Isman Tbk. <br> PT<br>| 6771700 | &nbsp;&nbsp; 11266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Steel Pipe Industry of <br> Indonesia PT<br>| 1516900 | &nbsp;&nbsp; 31845 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumber Alfaria Trijaya <br> Tbk. PT<br>| 3303900 | &nbsp;&nbsp; $464369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumber Tani Agung <br> Resources Tbk. PT<br>| 229500 | &nbsp;&nbsp; 13028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summarecon Agung <br> Tbk. PT<br>| 4993220 | &nbsp;&nbsp; 124830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Surya Semesta <br> Internusa Tbk. PT<br>| 1743900 | &nbsp;&nbsp; 274812 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Suryainti Permata <br> Tbk. PT<br>| 1280000 | &nbsp;&nbsp; 0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Telkom Indonesia <br> Persero Tbk. PT <br> (TLK US), ADR<br>| 42948 | &nbsp;&nbsp; 755885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telkom Indonesia <br> Persero Tbk. PT <br> (TLKM IJ)<br>| 1051400 | &nbsp;&nbsp; 184620 |
|  | Temas Tbk. PT | 3434000 | &nbsp;&nbsp; 26684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tempo Scan Pacific <br> Tbk. PT<br>| 330100 | &nbsp;&nbsp; 44047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tower Bersama <br> Infrastructure Tbk. <br> PT<br>| 671400 | &nbsp;&nbsp; 79779 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Trada Alam Minera <br> Tbk. PT<br>| 12608800 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transcoal Pacific Tbk. <br> PT<br>| 236300 | &nbsp;&nbsp; 90107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trimegah Bangun <br> Persada Tbk. PT<br>| 2204400 | &nbsp;&nbsp; 95693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triputra Agro Persada <br> PT<br>| 2299200 | &nbsp;&nbsp; 202372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tunas Baru Lampung <br> Tbk. PT<br>| 1575685 | &nbsp;&nbsp; 76563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ultrajaya Milk Industry <br> & Trading Co. Tbk. <br> PT<br>| 1103800 | &nbsp;&nbsp; 86735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unilever Indonesia <br> Tbk. PT<br>| 1734600 | &nbsp;&nbsp; 179954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vale Indonesia Tbk. <br> PT<br>| 487154 | &nbsp;&nbsp; 101868 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Waskita Karya <br> Persero Tbk. PT<br>| 3281726 | &nbsp;&nbsp; 7555 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Wijaya Karya Persero <br> Tbk. PT<br>| 2898349 | &nbsp;&nbsp; 26949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; XLSMART Telecom <br> Sejahtera Tbk. PT<br>| 3041649 | &nbsp;&nbsp; 465490 |
| TOTAL INDONESIA | TOTAL INDONESIA |  | &nbsp;&nbsp; 19478520 |
| KUWAIT — (0.7%) | KUWAIT — (0.7%) | KUWAIT — (0.7%) | KUWAIT — (0.7%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; A'ayan Leasing & <br> Investment Co. <br> KSCP<br>| 297641 | &nbsp;&nbsp; 175090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; A'ayan Real Estate <br> Co. SAK<br>| 51762 | &nbsp;&nbsp; 17686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agility Public <br> Warehousing Co. <br> KSC<br>| 299697 | &nbsp;&nbsp; 139723 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Ahli Bank of Kuwait <br> KSCP<br>| 170035 | &nbsp;&nbsp; $166956 |
|  | Al-Eid Food KSC | 31315 | &nbsp;&nbsp; 22572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ali Alghanim Sons <br> Automotive Co. <br> KSCC<br>| 48763 | &nbsp;&nbsp; 178675 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alimtiaz Investment <br> Group KSC<br>| 438888 | &nbsp;&nbsp; 69706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arzan Financial Group <br> for Financing & <br> Investment KPSC<br>| 225383 | &nbsp;&nbsp; 217543 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asiya Capital <br> Investments Co. <br> KSCP<br>| 335749 | &nbsp;&nbsp; 48689 |
|  | Boubyan Bank KSCP | 45825 | &nbsp;&nbsp; 105518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boubyan <br> Petrochemicals Co. <br> KSCP<br>| 150745 | &nbsp;&nbsp; 318240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boursa Kuwait <br> Securities Co. <br> KPSC<br>| 31948 | &nbsp;&nbsp; 363227 |
|  | Burgan Bank SAK | 204057 | &nbsp;&nbsp; 166370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Combined Group <br> Contracting Co. <br> SAK<br>| 41185 | &nbsp;&nbsp; 97163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Facilities <br> Co. SAKP<br>| 68938 | &nbsp;&nbsp; 52543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Real <br> Estate Co. KSC<br>| 395113 | &nbsp;&nbsp; 244785 |
|  | Gulf Bank KSCP | 389916 | &nbsp;&nbsp; 430739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Cables & <br> Electrical Industries <br> Group Co. KSCP<br>| 42508 | &nbsp;&nbsp; 291126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heavy Engineering & <br> Ship Building Co. <br> KSCP<br>| 48549 | &nbsp;&nbsp; 136797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Humansoft Holding <br> Co. KSC<br>| 33856 | &nbsp;&nbsp; 265293 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IFA Hotels & <br> Resorts-KPSC<br>| 4547 | &nbsp;&nbsp; 13001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Integrated Holding Co. <br> KCSC<br>| 73955 | &nbsp;&nbsp; 130970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jazeera Airways Co. <br> KSCP<br>| 32853 | &nbsp;&nbsp; 144747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KAMCO Investment <br> Co. KSC<br>| 28922 | &nbsp;&nbsp; 14900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Financial <br> Centre SAK<br>| 160786 | &nbsp;&nbsp; 79155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait International <br> Bank KSCP<br>| 442146 | &nbsp;&nbsp; 399249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Investment Co. <br> SAK<br>| 95038 | &nbsp;&nbsp; 64212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Real Estate <br> Co. KSC<br>| 252837 | &nbsp;&nbsp; 296509 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait <br> Telecommunications <br> Co.<br>| 99348 | &nbsp;&nbsp; $186572 |
|  | Mabanee Co. KPSC | 120807 | &nbsp;&nbsp; 349809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mezzan Holding Co. <br> KSCC<br>| 41370 | &nbsp;&nbsp; 167924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mobile <br> Telecommunications <br> Co. KSCP<br>| 767433 | &nbsp;&nbsp; 1332275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Munshaat Real Estate <br> Projects Co. KSCP<br>| 42110 | &nbsp;&nbsp; 26699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank of <br> Kuwait SAKP<br>| 864466 | &nbsp;&nbsp; 2958874 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Consumer <br> Holding Co. SAK<br>| 125908 | &nbsp;&nbsp; 45187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Industries <br> Group Holding SAK<br>| 509266 | &nbsp;&nbsp; 410031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Investments <br> Co. KSCP<br>| 220422 | &nbsp;&nbsp; 176716 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oula Fuel Marketing <br> Co.<br>| 20292 | &nbsp;&nbsp; 24277 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Privatization Holding <br> Co. KSCP<br>| 169268 | &nbsp;&nbsp; 30676 |
| \* | Rasiyat Holding Co. | 8861 | &nbsp;&nbsp; 10675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Salhia Real Estate <br> Co. KSCP<br>| 122726 | &nbsp;&nbsp; 165406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Securities House <br> KSC<br>| 156467 | &nbsp;&nbsp; 41789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Specialities Group <br> Holding Co. KSCC<br>| 54384 | &nbsp;&nbsp; 28056 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Sultan Center Food <br> Products Co. KSC<br>| 4567 | &nbsp;&nbsp; 537 |
| \* | Warba Bank KSCP | 1368962 | &nbsp;&nbsp; 1238174 |
| TOTAL KUWAIT | TOTAL KUWAIT |  | &nbsp;&nbsp; 11844861 |
| MALAYSIA — (1.3%) | MALAYSIA — (1.3%) | MALAYSIA — (1.3%) | MALAYSIA — (1.3%) |
|  | Able Global Bhd. | 41700 | &nbsp;&nbsp; 14618 |
| # | Aeon Co. M Bhd. | 300700 | &nbsp;&nbsp; 90814 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AEON Credit Service <br> M Bhd.<br>| 90180 | &nbsp;&nbsp; 108778 |
| \* | AFFIN Bank Bhd. | 133292 | &nbsp;&nbsp; 74221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ajinomoto Malaysia <br> Bhd.<br>| 7500 | &nbsp;&nbsp; 22577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alliance Bank <br> Malaysia Bhd.<br>| 353141 | &nbsp;&nbsp; 371114 |
|  | Allianz Malaysia Bhd. | 23400 | &nbsp;&nbsp; 95462 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AME Elite Consortium <br> Bhd.<br>| 127000 | &nbsp;&nbsp; 44837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AMMB Holdings Bhd. <br> (AMM MK)<br>| 431075 | &nbsp;&nbsp; 509352 |
| # | Ancom Nylex Bhd. | 205920 | &nbsp;&nbsp; 44826 |
|  | Apex Healthcare Bhd. | 30850 | &nbsp;&nbsp; 17717 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Astro Malaysia <br> Holdings Bhd.<br>| 350300 | &nbsp;&nbsp; 11883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aumas Resources <br> Bhd.<br>| 295500 | &nbsp;&nbsp; 36714 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aurelius Technologies <br> Bhd.<br>| 87900 | &nbsp;&nbsp; $22362 |
| # | Axiata Group Bhd. | 805348 | &nbsp;&nbsp; 508595 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bank Islam Malaysia <br> Bhd.<br>| 289731 | &nbsp;&nbsp; 151916 |
|  | Batu Kawan Bhd. | 39200 | &nbsp;&nbsp; 172983 |
| #\* | Bermaz Auto Bhd. | 306800 | &nbsp;&nbsp; 53138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beshom Holdings <br> Bhd.<br>| 72811 | &nbsp;&nbsp; 10177 |
| #\* | Bumi Armada Bhd. | 1459600 | &nbsp;&nbsp; 150248 |
| # | Bursa Malaysia Bhd. | 136900 | &nbsp;&nbsp; 241467 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cahya Mata Sarawak <br> Bhd.<br>| 279900 | &nbsp;&nbsp; 80861 |
|  | Cape Ems Bhd. | 362300 | &nbsp;&nbsp; 28299 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; CB Industrial Product <br> Holding Bhd.<br>| 114580 | &nbsp;&nbsp; 28200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CCK Consolidated <br> Holdings Bhd.<br>| 38000 | &nbsp;&nbsp; 11474 |
| # | CelcomDigi Bhd. | 439400 | &nbsp;&nbsp; 395157 |
| \* | Chin Hin Group Bhd. | 90800 | &nbsp;&nbsp; 48661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CIMB Group Holdings <br> Bhd.<br>| 1193549 | &nbsp;&nbsp; 1824479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coastal Contracts <br> Bhd.<br>| 100500 | &nbsp;&nbsp; 29731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crescendo Corp. <br> Bhd.<br>| 68600 | &nbsp;&nbsp; 19227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSC Steel Holdings <br> Bhd.<br>| 104200 | &nbsp;&nbsp; 25823 |
| # | CTOS Digital Bhd. | 375700 | &nbsp;&nbsp; 76404 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; D&O Green <br> Technologies Bhd.<br>| 146000 | &nbsp;&nbsp; 35529 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dagang NeXchange <br> Bhd.<br>| 936800 | &nbsp;&nbsp; 63097 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dayang Enterprise <br> Holdings Bhd.<br>| 244545 | &nbsp;&nbsp; 105179 |
| # | Dialog Group Bhd. | 354214 | &nbsp;&nbsp; 144895 |
|  | DRB-Hicom Bhd. | 391300 | &nbsp;&nbsp; 77303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dufu Technology <br> Corp. Bhd.<br>| 51400 | &nbsp;&nbsp; 14417 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Duopharma Biotech <br> Bhd.<br>| 139397 | &nbsp;&nbsp; 43094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dutch Lady Milk <br> Industries Bhd.<br>| 6400 | &nbsp;&nbsp; 40856 |
|  | DXN Holdings Bhd. | 155100 | &nbsp;&nbsp; 18298 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Eastern & Oriental <br> Bhd.<br>| 297900 | &nbsp;&nbsp; 58090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eco World <br> Development Group <br> Bhd.<br>| 293200 | &nbsp;&nbsp; 139502 |
| #\* | Ekovest Bhd. | 793150 | &nbsp;&nbsp; 76817 |
| # | Farm Fresh Bhd. | 206100 | &nbsp;&nbsp; 83885 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Prosonic <br> Industries Bhd.<br>| 83700 | &nbsp;&nbsp; 24877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fraser & Neave <br> Holdings Bhd.<br>| 22500 | &nbsp;&nbsp; 150858 |
| # | Frontken Corp. Bhd. | 327250 | &nbsp;&nbsp; 309794 |
| # | Gamuda Bhd. | 234291 | &nbsp;&nbsp; 282788 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  | Gas Malaysia Bhd. | 96300 | &nbsp;&nbsp; $93679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genetec Technology <br> Bhd.<br>| 92300 | &nbsp;&nbsp; 15930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genting Plantations <br> Bhd.<br>| 73400 | &nbsp;&nbsp; 84339 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Globetronics <br> Technology Bhd.<br>| 78700 | &nbsp;&nbsp; 6947 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Greatech Technology <br> Bhd.<br>| 248400 | &nbsp;&nbsp; 98650 |
|  | Guan Chong Bhd. | 211400 | &nbsp;&nbsp; 56283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HAP Seng <br> Consolidated Bhd.<br>| 119720 | &nbsp;&nbsp; 71735 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hap Seng Plantations <br> Holdings Bhd.<br>| 101200 | &nbsp;&nbsp; 45709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hartalega Holdings <br> Bhd.<br>| 111100 | &nbsp;&nbsp; 37935 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hengyuan Refining <br> Co. Bhd.<br>| 61100 | &nbsp;&nbsp; 19477 |
|  | Hextar Global Bhd. | 334560 | &nbsp;&nbsp; 70538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hiap Teck Venture <br> Bhd.<br>| 695000 | &nbsp;&nbsp; 48614 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hong Leong Bank <br> Bhd.<br>| 25090 | &nbsp;&nbsp; 111540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Leong Financial <br> Group Bhd.<br>| 27013 | &nbsp;&nbsp; 102072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Leong Industries <br> Bhd.<br>| 26900 | &nbsp;&nbsp; 82324 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hume Cement <br> Industries Bhd.<br>| 31200 | &nbsp;&nbsp; 22262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hup Seng Industries <br> Bhd.<br>| 164800 | &nbsp;&nbsp; 36616 |
|  | IGB Bhd. | 96820 | &nbsp;&nbsp; 70863 |
| # | IJM Corp. Bhd. | 441414 | &nbsp;&nbsp; 293992 |
|  | Inari Amertron Bhd. | 140663 | &nbsp;&nbsp; 68941 |
| # | IOI Corp. Bhd. | 150405 | &nbsp;&nbsp; 132817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IOI Properties Group <br> Bhd.<br>| 295710 | &nbsp;&nbsp; 146495 |
| # | ITMAX SYSTEM Bhd. | 88400 | &nbsp;&nbsp; 82869 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Jaya Tiasa Holdings <br> Bhd.<br>| 239505 | &nbsp;&nbsp; 67612 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JCY International <br> Bhd.<br>| 195300 | &nbsp;&nbsp; 15143 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Keck Seng Malaysia <br> Bhd.<br>| 49000 | &nbsp;&nbsp; 61867 |
|  | Kelington Group Bhd. | 147400 | &nbsp;&nbsp; 145612 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kenanga Investment <br> Bank Bhd.<br>| 262900 | &nbsp;&nbsp; 55642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kerjaya Prospek <br> Group Bhd.<br>| 145309 | &nbsp;&nbsp; 69198 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kim Loong Resources <br> Bhd.<br>| 89860 | &nbsp;&nbsp; 49460 |
| \* | KNM Group Bhd. | 277084 | &nbsp;&nbsp; 1620 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kossan Rubber <br> Industries Bhd.<br>| 429600 | &nbsp;&nbsp; 137573 |
|  | Kretam Holdings Bhd. | 266200 | &nbsp;&nbsp; 43822 |
| #\* | KSL Holdings Bhd. | 131700 | &nbsp;&nbsp; 49847 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kuala Lumpur Kepong <br> Bhd.<br>| 70982 | &nbsp;&nbsp; $325377 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lagenda Properties <br> Bhd.<br>| 143100 | &nbsp;&nbsp; 40467 |
|  | LBS Bina Group Bhd. | 391772 | &nbsp;&nbsp; 42533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leong Hup <br> International Bhd.<br>| 426800 | &nbsp;&nbsp; 60340 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Chemical Titan <br> Holding Bhd.<br>| 258476 | &nbsp;&nbsp; 42877 |
|  | LPI Capital Bhd. | 85900 | &nbsp;&nbsp; 291918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magni-Tech Industries <br> Bhd.<br>| 96933 | &nbsp;&nbsp; 47823 |
|  | Mah Sing Group Bhd. | 614652 | &nbsp;&nbsp; 167187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Malayan Banking <br> Bhd.<br>| 534730 | &nbsp;&nbsp; 1176095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Malayan Flour Mills <br> Bhd.<br>| 388050 | &nbsp;&nbsp; 52667 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Malaysia Smelting <br> Corp. Bhd.<br>| 182800 | &nbsp;&nbsp; 49446 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Malaysian Pacific <br> Industries Bhd.<br>| 31463 | &nbsp;&nbsp; 147348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Malaysian Resources <br> Corp. Bhd.<br>| 797188 | &nbsp;&nbsp; 99287 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Matrix Concepts <br> Holdings Bhd.<br>| 488812 | &nbsp;&nbsp; 153065 |
| # | Maxis Bhd. | 304900 | &nbsp;&nbsp; 245323 |
|  | MBM Resources Bhd. | 60030 | &nbsp;&nbsp; 64653 |
| # | MBSB Bhd. | 690095 | &nbsp;&nbsp; 110553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mega First Corp. <br> Bhd.<br>| 238800 | &nbsp;&nbsp; 202601 |
|  | Mi Technovation Bhd. | 92300 | &nbsp;&nbsp; 43534 |
|  | MISC Bhd. | 89200 | &nbsp;&nbsp; 155781 |
| # | MKH Bhd. | 164215 | &nbsp;&nbsp; 40659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MKH Oil Palm East <br> Kalimantan Bhd.<br>| 23459 | &nbsp;&nbsp; 3460 |
|  | MNRB Holdings Bhd. | 186567 | &nbsp;&nbsp; 80681 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Mr. DIY Group M <br> Bhd.<br>| 718900 | &nbsp;&nbsp; 277143 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Muhibbah Engineering <br> M Bhd.<br>| 254850 | &nbsp;&nbsp; 34266 |
| # | NEXG Bhd. | 511900 | &nbsp;&nbsp; 63916 |
| †† | Nylex Malaysia Bhd. | 3235 | &nbsp;&nbsp; 34 |
| # | OCK Group Bhd. | 213600 | &nbsp;&nbsp; 20724 |
|  | OSK Holdings Bhd. | 535044 | &nbsp;&nbsp; 163791 |
| # | PA Resources Bhd. | 314000 | &nbsp;&nbsp; 12791 |
|  | Padini Holdings Bhd. | 201150 | &nbsp;&nbsp; 93899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Panasonic <br> Manufacturing <br> Malaysia Bhd.<br>| 7300 | &nbsp;&nbsp; 17944 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pantech Group <br> Holdings Bhd.<br>| 219367 | &nbsp;&nbsp; 34841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Corp. <br> Bhd.<br>| 122940 | &nbsp;&nbsp; 31110 |
|  | Pecca Group Bhd. | 76700 | &nbsp;&nbsp; 27300 |
|  | Perak Transit Bhd. | 281850 | &nbsp;&nbsp; 45561 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Petron Malaysia <br> Refining & <br> Marketing Bhd.<br>| 41100 | &nbsp;&nbsp; $33895 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Petronas Chemicals <br> Group Bhd.<br>| 189900 | &nbsp;&nbsp; 171858 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Petronas Dagangan <br> Bhd.<br>| 36800 | &nbsp;&nbsp; 185875 |
| # | PPB Group Bhd. | 84960 | &nbsp;&nbsp; 187560 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Press Metal <br> Aluminium Holdings <br> Bhd.<br>| 420600 | &nbsp;&nbsp; 525289 |
|  | Public Bank Bhd. | 1691450 | &nbsp;&nbsp; 1665856 |
|  | QES Group Bhd. | 76700 | &nbsp;&nbsp; 7305 |
| # | QL Resources Bhd. | 290559 | &nbsp;&nbsp; 289179 |
| # | RCE Capital Bhd. | 222100 | &nbsp;&nbsp; 53498 |
|  | RHB Bank Bhd. | 315178 | &nbsp;&nbsp; 452498 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sam Engineering & <br> Equipment M Bhd.<br>| 58500 | &nbsp;&nbsp; 57005 |
| \* | Sapura Energy Bhd. | 2737511 | &nbsp;&nbsp; 25574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sarawak Oil Palms <br> Bhd.<br>| 170320 | &nbsp;&nbsp; 133456 |
| # | Scientex Bhd. | 253200 | &nbsp;&nbsp; 193222 |
|  | SD Guthrie Bhd. | 299149 | &nbsp;&nbsp; 334172 |
| # | Sime Darby Bhd. | 506500 | &nbsp;&nbsp; 193081 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sime Darby Property <br> Bhd.<br>| 613500 | &nbsp;&nbsp; 212618 |
|  | SKP Resources Bhd. | 363500 | &nbsp;&nbsp; 80153 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Solarvest Holdings <br> Bhd.<br>| 101700 | &nbsp;&nbsp; 59527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Cable Group <br> Bhd.<br>| 48700 | &nbsp;&nbsp; 19444 |
|  | SP Setia Bhd. Group | 590168 | &nbsp;&nbsp; 154269 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sunway Construction <br> Group Bhd.<br>| 83310 | &nbsp;&nbsp; 101882 |
| \* | Supermax Corp. Bhd. | 584848 | &nbsp;&nbsp; 77226 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Suria Capital Holdings <br> Bhd.<br>| 55420 | &nbsp;&nbsp; 21732 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Syarikat Takaful <br> Malaysia Keluarga <br> Bhd.<br>| 124568 | &nbsp;&nbsp; 93230 |
| # | Ta Ann Holdings Bhd. | 107926 | &nbsp;&nbsp; 97234 |
|  | Taliworks Corp. Bhd. | 197300 | &nbsp;&nbsp; 26763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telekom Malaysia <br> Bhd.<br>| 140763 | &nbsp;&nbsp; 222232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teo Seng Capital <br> Bhd.<br>| 47500 | &nbsp;&nbsp; 10557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thong Guan <br> Industries Bhd.<br>| 95800 | &nbsp;&nbsp; 25283 |
| # | TIME dotCom Bhd. | 139500 | &nbsp;&nbsp; 169619 |
| #\* | Tropicana Corp. Bhd. | 229628 | &nbsp;&nbsp; 63932 |
| # | TSH Resources Bhd. | 225200 | &nbsp;&nbsp; 61538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Uchi Technologies <br> Bhd.<br>| 115170 | &nbsp;&nbsp; 85987 |
| # | UEM Sunrise Bhd. | 532564 | &nbsp;&nbsp; 92834 |
| # | Unisem M Bhd. | 108500 | &nbsp;&nbsp; 58902 |
|  | United Malacca Bhd. | 20100 | &nbsp;&nbsp; 25177 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; United Plantations <br> Bhd.<br>| 51700 | &nbsp;&nbsp; $262308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UOA Development <br> Bhd.<br>| 197440 | &nbsp;&nbsp; 81377 |
|  | Velesto Energy Bhd. | 1498935 | &nbsp;&nbsp; 63152 |
| # | VS Industry Bhd. | 1045195 | &nbsp;&nbsp; 195746 |
| # | Wasco Bhd. | 102300 | &nbsp;&nbsp; 23431 |
| #\* | WCT Holdings Bhd. | 392235 | &nbsp;&nbsp; 71822 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wellcall Holdings <br> Bhd.<br>| 160650 | &nbsp;&nbsp; 49623 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Westports Holdings <br> Bhd.<br>| 124600 | &nbsp;&nbsp; 163301 |
| # | Yinson Holdings Bhd. | 404808 | &nbsp;&nbsp; 221652 |
| # | YTL Corp. Bhd. | 841547 | &nbsp;&nbsp; 487159 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; YTL Power <br> International Bhd.<br>| 337199 | &nbsp;&nbsp; 321361 |
|  | Zetrix Ai Bhd. | 1466910 | &nbsp;&nbsp; 300865 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp; 22467671 |
| MEXICO — (2.0%) | MEXICO — (2.0%) | MEXICO — (2.0%) | MEXICO — (2.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alfa SAB de CV, <br> Class A<br>| 1764816 | &nbsp;&nbsp; 1287245 |
| # | Alpek SAB de CV | 139367 | &nbsp;&nbsp; 66710 |
| \* | Alsea SAB de CV | 86653 | &nbsp;&nbsp; 259799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; America Movil SAB de <br> CV (AMXB MM)<br>| 3261741 | &nbsp;&nbsp; 2949658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arca Continental SAB <br> de CV<br>| 56616 | &nbsp;&nbsp; 590259 |
| \* | Axtel SAB de CV | 545074 | &nbsp;&nbsp; 67899 |
| Ω | Banco del Bajio SA | 341028 | &nbsp;&nbsp; 766477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bolsa Mexicana de <br> Valores SAB de CV<br>| 79857 | &nbsp;&nbsp; 170889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cemex SAB de CV <br> (CEMEXCPO MM)<br>| 586116 | &nbsp;&nbsp; 511395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cemex SAB de CV <br> (CX US), <br> Sponsored ADR<br>| 204019 | &nbsp;&nbsp; 1774965 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cia Minera Autlan <br> SAB de CV<br>| 25536 | &nbsp;&nbsp; 9651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Femsa <br> SAB de CV (KOF <br> US), Sponsored <br> ADR<br>| 4006 | &nbsp;&nbsp; 332658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Femsa <br> SAB de CV <br> (KOFUBL MM)<br>| 22065 | &nbsp;&nbsp; 183397 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Consorcio ARA SAB <br> de CV<br>| 285651 | &nbsp;&nbsp; 48908 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Controladora Alpek <br> SAB de CV<br>| 1764816 | &nbsp;&nbsp; 252584 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Controladora AXTEL <br> SAB de CV<br>| 1529960 | &nbsp;&nbsp; 58717 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Controladora Vuela <br> Cia de Aviacion <br> SAB de CV <br> (VOLARA MM), <br> Class A<br>| 202812 | &nbsp;&nbsp; $118580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corp. Actinver SAB de <br> CV<br>| 9800 | &nbsp;&nbsp; 9610 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Corp. Inmobiliaria <br> Vesta SAB de CV<br>| 135803 | &nbsp;&nbsp; 382754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corporativo Fragua <br> SAB de CV<br>| 1553 | &nbsp;&nbsp; 45442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; El Puerto de Liverpool <br> SAB de CV, <br> Class C1<br>| 24666 | &nbsp;&nbsp; 120395 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp; Empresas ICA SAB <br> de CV<br>| 72400 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Financiera <br> Independencia SAB <br> de CV SOFOM <br> ENR<br>| 10085 | &nbsp;&nbsp; 4678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fomento Economico <br> Mexicano SAB de <br> CV (FEMSAUBD <br> MM)<br>| 53660 | &nbsp;&nbsp; 485116 |
| # | GCC SAB de CV | 64147 | &nbsp;&nbsp; 599748 |
|  | Gentera SAB de CV | 660689 | &nbsp;&nbsp; 1498239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gruma SAB de CV, <br> Class B<br>| 48349 | &nbsp;&nbsp; 832864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario <br> del Centro Norte <br> SAB de CV<br>| 84628 | &nbsp;&nbsp; 1125981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario <br> del Pacifico SAB de <br> CV (GAPB MM), <br> Class B<br>| 27704 | &nbsp;&nbsp; 637699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario <br> del Pacifico SAB de <br> CV (PAC US), ADR<br>| 3507 | &nbsp;&nbsp; 805874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario <br> del Sureste SAB de <br> CV (ASR US), ADR<br>| 1151 | &nbsp;&nbsp; 349110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario <br> del Sureste SAB de <br> CV (ASURB MM), <br> Class B<br>| 10582 | &nbsp;&nbsp; 320859 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Bimbo SAB de <br> CV<br>| 216413 | &nbsp;&nbsp; 628303 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Carso SAB de <br> CV<br>| 38124 | &nbsp;&nbsp; 271001 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Comercial <br> Chedraui SA de CV<br>| 68394 | &nbsp;&nbsp; 553424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Financiero <br> Banorte SAB de <br> CV, Class O<br>| 324776 | &nbsp;&nbsp; 2892422 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **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>| 258333 | &nbsp;&nbsp; $665243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Herdez SAB de <br> CV<br>| 50685 | &nbsp;&nbsp; 145701 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Hotelero Santa <br> Fe SAB de CV<br>| 21807 | &nbsp;&nbsp; 4474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Industrial <br> Saltillo SAB de CV<br>| 114458 | &nbsp;&nbsp; 90401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Mexico SAB de <br> CV<br>| 485105 | &nbsp;&nbsp; 3026345 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Pochteca SAB <br> de CV<br>| 35990 | &nbsp;&nbsp; 10741 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Rotoplas SAB <br> de CV<br>| 64745 | &nbsp;&nbsp; 47053 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Simec SAB de <br> CV (SIM US), <br> Sponsored ADR<br>| 2821 | &nbsp;&nbsp; 79947 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Simec SAB de <br> CV (SIMECB MM)<br>| 38410 | &nbsp;&nbsp; 356318 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Televisa SAB <br> (TLEVICPO MM)<br>| 583240 | &nbsp;&nbsp; 321532 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Traxion SAB de <br> CV<br>| 103109 | &nbsp;&nbsp; 90347 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Industrias CH SAB de <br> CV<br>| 98329 | &nbsp;&nbsp; 886082 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Industrias Penoles <br> SAB de CV<br>| 42869 | &nbsp;&nbsp; 1125865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kimberly-Clark de <br> Mexico SAB de CV, <br> Class A<br>| 348437 | &nbsp;&nbsp; 652361 |
|  | KUO SAB de CV | 28603 | &nbsp;&nbsp; 67471 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; La Comer SAB de <br> CV<br>| 127700 | &nbsp;&nbsp; 274354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Megacable Holdings <br> SAB de CV<br>| 390213 | &nbsp;&nbsp; 1076421 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Minera Frisco SAB de <br> CV, Class A1<br>| 658986 | &nbsp;&nbsp; 141124 |
| \*Ω | Nemak SAB de CV | 1006675 | &nbsp;&nbsp; 180364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Operadora De Sites <br> Mexicanos SAB de <br> CV, Class A-1<br>| 57800 | &nbsp;&nbsp; 49972 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Orbia Advance Corp. <br> SAB de CV<br>| 255067 | &nbsp;&nbsp; 173470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Organizacion Cultiba <br> SAB de CV<br>| 24314 | &nbsp;&nbsp; 13842 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Organizacion Soriana <br> SAB de CV, <br> Class B<br>| 220844 | &nbsp;&nbsp; 304253 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Promotora de Hoteles <br> Norte 19 SAB de <br> CV<br>| 142008 | &nbsp;&nbsp; 36057 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Promotora y <br> Operadora de <br> Infraestructura SAB <br> de CV (PINFRA <br> MM)<br>| 62084 | &nbsp;&nbsp; $733852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Promotora y <br> Operadora de <br> Infraestructura SAB <br> de CV (PINFRAL <br> MM), Class L<br>| 17304 | &nbsp;&nbsp; 172902 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Qualitas Controladora <br> SAB de CV<br>| 52081 | &nbsp;&nbsp; 471945 |
|  | Regional SAB de CV | 123235 | &nbsp;&nbsp; 952826 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sitios Latinoamerica <br> SAB de CV<br>| 326340 | &nbsp;&nbsp; 55010 |
| \* | Vitro SAB de CV | 86697 | &nbsp;&nbsp; 25046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wal-Mart de Mexico <br> SAB de CV<br>| 419691 | &nbsp;&nbsp; 1236937 |
| TOTAL MEXICO | TOTAL MEXICO |  | &nbsp;&nbsp; 34481566 |
| PERU — (0.1%) | PERU — (0.1%) | PERU — (0.1%) | PERU — (0.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia de Minas <br> Buenaventura SAA, <br> ADR<br>| 11850 | &nbsp;&nbsp; 201568 |
|  | Credicorp Ltd. | 4124 | &nbsp;&nbsp; 977388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intercorp Financial <br> Services, Inc.<br>| 3444 | &nbsp;&nbsp; 124191 |
| TOTAL PERU | TOTAL PERU |  | &nbsp;&nbsp; 1303147 |
| PHILIPPINES — (0.5%) | PHILIPPINES — (0.5%) | PHILIPPINES — (0.5%) | PHILIPPINES — (0.5%) |
| \* | 8990 Holdings, Inc. | 437000 | &nbsp;&nbsp; 76286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aboitiz Equity <br> Ventures, Inc.<br>| 242600 | &nbsp;&nbsp; 131821 |
|  | Aboitiz Power Corp. | 101000 | &nbsp;&nbsp; 74694 |
|  | ACEN Corp. | 3090900 | &nbsp;&nbsp; 132206 |
|  | Apex Mining Co., Inc. | 740800 | &nbsp;&nbsp; 72563 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Consolidated <br> Mining & <br> Development Corp.<br>| 602000 | &nbsp;&nbsp; 38574 |
|  | Ayala Corp. | 27296 | &nbsp;&nbsp; 275770 |
|  | Ayala Land, Inc. | 751860 | &nbsp;&nbsp; 321236 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AyalaLand Logistics <br> Holdings Corp.<br>| 481300 | &nbsp;&nbsp; 11939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of the Philippine <br> Islands<br>| 195860 | &nbsp;&nbsp; 396729 |
|  | BDO Unibank, Inc. | 396940 | &nbsp;&nbsp; 968980 |
| \* | Cebu Air, Inc. | 50500 | &nbsp;&nbsp; 30610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cebu Landmasters, <br> Inc.<br>| 465178 | &nbsp;&nbsp; 19844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Century Pacific Food, <br> Inc.<br>| 265300 | &nbsp;&nbsp; 168159 |
|  | China Banking Corp. | 354847 | &nbsp;&nbsp; 398613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Converge Information <br> & Communications <br> Technology <br> Solutions, Inc.<br>| 491200 | &nbsp;&nbsp; 150312 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |
|  | Cosco Capital, Inc. | 821400 | &nbsp;&nbsp; $98275 |
|  | D&L Industries, Inc. | 820700 | &nbsp;&nbsp; 71335 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DITO CME Holdings <br> Corp.<br>| 1352000 | &nbsp;&nbsp; 25252 |
|  | DoubleDragon Corp. | 395590 | &nbsp;&nbsp; 65740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Filinvest Development <br> Corp.<br>| 54700 | &nbsp;&nbsp; 4662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Philippine <br> Holdings Corp.<br>| 137850 | &nbsp;&nbsp; 185961 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Global Ferronickel <br> Holdings, Inc.<br>| 762228 | &nbsp;&nbsp; 16816 |
|  | Globe Telecom, Inc. | 8335 | &nbsp;&nbsp; 238304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GT Capital Holdings, <br> Inc.<br>| 24639 | &nbsp;&nbsp; 252871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Container <br> Terminal Services, <br> Inc.<br>| 105880 | &nbsp;&nbsp; 812990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JG Summit Holdings, <br> Inc.<br>| 577728 | &nbsp;&nbsp; 207606 |
|  | Jollibee Foods Corp. | 76320 | &nbsp;&nbsp; 283486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keepers Holdings, <br> Inc.<br>| 494000 | &nbsp;&nbsp; 21241 |
|  | Manila Electric Co. | 23200 | &nbsp;&nbsp; 213517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manila Water Co., <br> Inc.<br>| 432300 | &nbsp;&nbsp; 272476 |
|  | Megaworld Corp. | 3423600 | &nbsp;&nbsp; 116593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Bank & <br> Trust Co.<br>| 401565 | &nbsp;&nbsp; 509925 |
| Ω | Monde Nissin Corp. | 431500 | &nbsp;&nbsp; 55324 |
|  | Nickel Asia Corp. | 1764600 | &nbsp;&nbsp; 67918 |
|  | Petron Corp. | 1456800 | &nbsp;&nbsp; 61255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Philcomsat Holdings <br> Corp.<br>| 27762 | &nbsp;&nbsp; 50909 |
|  | Philex Mining Corp. | 819300 | &nbsp;&nbsp; 79147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Philippine National <br> Bank<br>| 176952 | &nbsp;&nbsp; 191191 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Philippine Seven <br> Corp.<br>| 99800 | &nbsp;&nbsp; 90879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Philippine Stock <br> Exchange, Inc.<br>| 5304 | &nbsp;&nbsp; 18934 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Petroleum <br> Philippines, Inc.<br>| 189140 | &nbsp;&nbsp; 2529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PLDT, Inc. (PHI US), <br> Sponsored ADR<br>| 1138 | &nbsp;&nbsp; 26265 |
|  | PLDT, Inc. (TEL PM) | 12390 | &nbsp;&nbsp; 279819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Puregold Price Club, <br> Inc.<br>| 446660 | &nbsp;&nbsp; 306165 |
|  | RFM Corp. | 532000 | &nbsp;&nbsp; 37783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rizal Commercial <br> Banking Corp.<br>| 339756 | &nbsp;&nbsp; 145394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Robinsons Land <br> Corp.<br>| 719466 | &nbsp;&nbsp; 178620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Robinsons Retail <br> Holdings, Inc.<br>| 111690 | &nbsp;&nbsp; 72782 |
|  | Security Bank Corp. | 129126 | &nbsp;&nbsp; 168008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shakey's Pizza Asia <br> Ventures, Inc.<br>| 93500 | &nbsp;&nbsp; 12976 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |
| \* | Shell Pilipinas Corp. | 226990 | &nbsp;&nbsp; $19146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SM Investments <br> Corp.<br>| 6455 | &nbsp;&nbsp; 90221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SM Prime Holdings, <br> Inc.<br>| 706612 | &nbsp;&nbsp; 280502 |
|  | SSI Group, Inc. | 238000 | &nbsp;&nbsp; 12171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STI Education <br> Systems Holdings, <br> Inc.<br>| 437000 | &nbsp;&nbsp; 10471 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Synergy Grid & <br> Development Phils, <br> Inc.<br>| 367800 | &nbsp;&nbsp; 72497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Bank of the <br> Philippines<br>| 256483 | &nbsp;&nbsp; 140468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Robina <br> Corp.<br>| 148470 | &nbsp;&nbsp; 224869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vista Land & <br> Lifescapes, Inc.<br>| 1905400 | &nbsp;&nbsp; 47704 |
|  | Vistamalls, Inc. | 47400 | &nbsp;&nbsp; 1219 |
|  | Wilcon Depot, Inc. | 609600 | &nbsp;&nbsp; 104526 |
| TOTAL PHILIPPINES | TOTAL PHILIPPINES |  | &nbsp;&nbsp; 9515078 |
| POLAND — (1.2%) | POLAND — (1.2%) | POLAND — (1.2%) | POLAND — (1.2%) |
| \* | 11 bit studios SA | 278 | &nbsp;&nbsp; 13986 |
|  | AB SA | 4499 | &nbsp;&nbsp; 112899 |
| \* | Agora SA | 16251 | &nbsp;&nbsp; 39940 |
|  | Alior Bank SA | 44133 | &nbsp;&nbsp; 1189068 |
| \*Ω | Allegro.eu SA | 39459 | &nbsp;&nbsp; 387069 |
|  | Amica SA | 2295 | &nbsp;&nbsp; 35255 |
|  | Apator SA | 7981 | &nbsp;&nbsp; 45119 |
|  | Arctic Paper SA | 10034 | &nbsp;&nbsp; 30532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASBISc Enterprises <br> PLC<br>| 15181 | &nbsp;&nbsp; 110113 |
|  | Asseco Poland SA | 20093 | &nbsp;&nbsp; 1084021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asseco South Eastern <br> Europe SA<br>| 7323 | &nbsp;&nbsp; 150213 |
| # | Auto Partner SA | 22990 | &nbsp;&nbsp; 122610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Handlowy w <br> Warszawie SA<br>| 7422 | &nbsp;&nbsp; 216417 |
| \* | Bank Millennium SA | 65312 | &nbsp;&nbsp; 254013 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Ochrony <br> Srodowiska SA<br>| 27288 | &nbsp;&nbsp; 74804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Polska Kasa <br> Opieki SA<br>| 31431 | &nbsp;&nbsp; 1706809 |
|  | Benefit Systems SA | 742 | &nbsp;&nbsp; 672106 |
| \* | Bioton SA | 12311 | &nbsp;&nbsp; 15043 |
|  | Boryszew SA | 29154 | &nbsp;&nbsp; 46987 |
| # | Budimex SA | 2030 | &nbsp;&nbsp; 303802 |
| \* | CCC SA | 9469 | &nbsp;&nbsp; 486525 |
|  | CD Projekt SA | 2347 | &nbsp;&nbsp; 156756 |
| \* | Celon Pharma SA | 5344 | &nbsp;&nbsp; 33070 |
| \* | CI Games SA | 22569 | &nbsp;&nbsp; 17027 |
| #\* | Cognor Holding SA | 27030 | &nbsp;&nbsp; 50384 |
|  | Cyber Folks SA | 1678 | &nbsp;&nbsp; 80326 |
| \* | Cyfrowy Polsat SA | 72018 | &nbsp;&nbsp; 289107 |
| \* | Datawalk SA | 846 | &nbsp;&nbsp; 23943 |
|  | Develia SA | 145338 | &nbsp;&nbsp; 323880 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |
| \*Ω | Dino Polska SA | 58980 | &nbsp;&nbsp; $777837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dom Development <br> SA<br>| 3585 | &nbsp;&nbsp; 224326 |
| #\* | Echo Investment SA | 52622 | &nbsp;&nbsp; 74689 |
|  | Erbud SA | 1249 | &nbsp;&nbsp; 11270 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fabryki Mebli Forte <br> SA<br>| 8318 | &nbsp;&nbsp; 62711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Globe Trade Centre <br> SA<br>| 52134 | &nbsp;&nbsp; 59142 |
| \* | Grupa Azoty SA | 14911 | &nbsp;&nbsp; 74110 |
|  | Grupa Kety SA | 4041 | &nbsp;&nbsp; 940392 |
|  | Grupa Pracuj SA | 2142 | &nbsp;&nbsp; 36507 |
| \*Ω | HUUUGE, Inc. | 9746 | &nbsp;&nbsp; 50154 |
| # | ING Bank Slaski SA | 6396 | &nbsp;&nbsp; 566909 |
| # | Inter Cars SA | 2663 | &nbsp;&nbsp; 406249 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; KGHM Polska Miedz <br> SA<br>| 20130 | &nbsp;&nbsp; 680580 |
| # | KRUK SA | 4995 | &nbsp;&nbsp; 547259 |
|  | LPP SA | 163 | &nbsp;&nbsp; 723942 |
| \* | mBank SA | 2075 | &nbsp;&nbsp; 490661 |
| # | Mirbud SA | 33062 | &nbsp;&nbsp; 131428 |
|  | Mo-BRUK SA | 777 | &nbsp;&nbsp; 58316 |
| \* | Mostostal Zabrze SA | 9074 | &nbsp;&nbsp; 15190 |
|  | Neuca SA | 295 | &nbsp;&nbsp; 52172 |
|  | Orange Polska SA | 138678 | &nbsp;&nbsp; 323414 |
|  | ORLEN SA | 54760 | &nbsp;&nbsp; 1219422 |
|  | PCC Rokita SA | 1073 | &nbsp;&nbsp; 19888 |
|  | Pepco Group NV | 30079 | &nbsp;&nbsp; 186370 |
|  | PlayWay SA | 504 | &nbsp;&nbsp; 36979 |
| \* | Polimex-Mostostal SA | 21733 | &nbsp;&nbsp; 26671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Powszechna Kasa <br> Oszczednosci Bank <br> Polski SA<br>| 71931 | &nbsp;&nbsp; 1575037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Powszechny Zaklad <br> Ubezpieczen SA<br>| 65349 | &nbsp;&nbsp; 1095313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Santander Bank <br> Polska SA<br>| 3292 | &nbsp;&nbsp; 480035 |
| \* | Selvita SA | 2662 | &nbsp;&nbsp; 23707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stalexport Autostrady <br> SA<br>| 50770 | &nbsp;&nbsp; 42446 |
|  | Synektik SA | 1788 | &nbsp;&nbsp; 102357 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tauron Polska Energia <br> SA<br>| 452067 | &nbsp;&nbsp; 1002812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TEN Square Games <br> SA<br>| 1011 | &nbsp;&nbsp; 21989 |
| # | Text SA | 2715 | &nbsp;&nbsp; 42147 |
|  | Torpol SA | 4857 | &nbsp;&nbsp; 50705 |
|  | Unimot SA | 1807 | &nbsp;&nbsp; 72844 |
|  | Votum SA | 3220 | &nbsp;&nbsp; 38902 |
|  | Voxel SA | 1360 | &nbsp;&nbsp; 64021 |
|  | VRG SA | 93660 | &nbsp;&nbsp; 102398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Warsaw Stock <br> Exchange<br>| 4693 | &nbsp;&nbsp; 66332 |
|  | Wawel SA | 61 | &nbsp;&nbsp; 10568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wirtualna Polska <br> Holding SA<br>| 5486 | &nbsp;&nbsp; 109214 |
| #Ω | XTB SA | 20407 | &nbsp;&nbsp; 407827 |

---

------

**Emerging Markets Social 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>| 675 | &nbsp;&nbsp; $11081 |
| TOTAL POLAND | TOTAL POLAND |  | &nbsp;&nbsp; 21188147 |
| QATAR — (0.9%) | QATAR — (0.9%) | QATAR — (0.9%) | QATAR — (0.9%) |
|  | Aamal Co. | 913228 | &nbsp;&nbsp; 206324 |
|  | Ahli Bank QSC | 99195 | &nbsp;&nbsp; 103429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Khaleej Takaful <br> Group QSC<br>| 97689 | &nbsp;&nbsp; 64914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Meera Consumer <br> Goods Co. QSC<br>| 35928 | &nbsp;&nbsp; 145856 |
|  | Al Rayan Bank | 808009 | &nbsp;&nbsp; 527841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alijarah Holding Co. <br> QPSC<br>| 213700 | &nbsp;&nbsp; 42663 |
| \* | Baladna | 398434 | &nbsp;&nbsp; 146516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barwa Real Estate <br> Co.<br>| 726100 | &nbsp;&nbsp; 559460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Bank <br> PSQC <br>| 750258 | &nbsp;&nbsp; 1007648 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dlala Brokerage & <br> Investments Holding <br> Co. QSC<br>| 110409 | &nbsp;&nbsp; 32436 |
|  | Doha Bank QPSC | 1270506 | &nbsp;&nbsp; 853723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Doha Insurance Co. <br> QSC<br>| 143882 | &nbsp;&nbsp; 104854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf International <br> Services QSC<br>| 612447 | &nbsp;&nbsp; 555961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Warehousing <br> Co.<br>| 188919 | &nbsp;&nbsp; 143408 |
|  | Lesha Bank LLC | 399987 | &nbsp;&nbsp; 204151 |
|  | Mannai Corp. QSC | 77226 | &nbsp;&nbsp; 129763 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mazaya Real Estate <br> Development <br> QPSC<br>| 332402 | &nbsp;&nbsp; 56168 |
|  | Meeza QSTP LLC | 14330 | &nbsp;&nbsp; 12132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mesaieed <br> Petrochemical <br> Holding Co.<br>| 501479 | &nbsp;&nbsp; 186426 |
|  | Ooredoo QPSC | 207392 | &nbsp;&nbsp; 766434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Aluminum <br> Manufacturing Co.<br>| 1069420 | &nbsp;&nbsp; 435253 |
|  | Qatar Fuel QSC | 98123 | &nbsp;&nbsp; 409593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Industrial <br> Manufacturing Co. <br> QSC<br>| 164463 | &nbsp;&nbsp; 116125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Insurance Co. <br> SAQ<br>| 891794 | &nbsp;&nbsp; 513456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar International <br> Islamic Bank QSC<br>| 146531 | &nbsp;&nbsp; 447617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Islamic Bank <br> QPSC<br>| 117872 | &nbsp;&nbsp; 794127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Islamic <br> Insurance Group<br>| 35580 | &nbsp;&nbsp; 84904 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar National Bank <br> QPSC<br>| 862234 | &nbsp;&nbsp; $4435872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Navigation <br> QSC<br>| 239507 | &nbsp;&nbsp; 712946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; QLM Life & Medical <br> Insurance Co. WLL<br>| 115220 | &nbsp;&nbsp; 63203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Salam International <br> Investment Ltd. <br> QSC<br>| 439066 | &nbsp;&nbsp; 87129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Development <br> Co. QSC<br>| 788454 | &nbsp;&nbsp; 223447 |
|  | Vodafone Qatar QSC | 744361 | &nbsp;&nbsp; 487417 |
| \* | Widam Food Co. | 42142 | &nbsp;&nbsp; 25650 |
|  | Zad Holding Co. | 46056 | &nbsp;&nbsp; 185019 |
| TOTAL QATAR | TOTAL QATAR |  | &nbsp;&nbsp; 14871865 |
| RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) |
| \*†† | PhosAgro PJSC | 113 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Polyus PJSC (PLZL <br> LI), GDR<br>| 6402 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Sberbank of Russia <br> PJSC (SBER LI), <br> Sponsored ADR<br>| 286504 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; VTB Bank PJSC <br> (VTBR LI), GDR<br>| 431770 | &nbsp;&nbsp; 0 |
| SAUDI ARABIA — (2.9%) | SAUDI ARABIA — (2.9%) | SAUDI ARABIA — (2.9%) | SAUDI ARABIA — (2.9%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abdullah Al Othaim <br> Markets Co.<br>| 181860 | &nbsp;&nbsp; 353775 |
|  | Ades Holding Co. | 59776 | &nbsp;&nbsp; 200511 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advanced <br> Petrochemical Co.<br>| 44422 | &nbsp;&nbsp; 366991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Babtain Power & <br> Telecommunication <br> Co.<br>| 16242 | &nbsp;&nbsp; 242736 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Al Gassim Investment <br> Holding Co.<br>| 2532 | &nbsp;&nbsp; 10939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Hassan Ghazi <br> Ibrahim Shaker Co.<br>| 5105 | &nbsp;&nbsp; 36475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Jouf Agricultural <br> Development Co.<br>| 5970 | &nbsp;&nbsp; 67746 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Al Khaleej Training & <br> Education Co.<br>| 10228 | &nbsp;&nbsp; 66687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Masane Al Kobra <br> Mining Co.<br>| 4336 | &nbsp;&nbsp; 76757 |
|  | Al Rajhi Bank | 228984 | &nbsp;&nbsp; 5773618 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Al Rajhi Co. for <br> Co-operative <br> Insurance<br>| 3403 | &nbsp;&nbsp; 107610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Yamamah Steel <br> Industries Co.<br>| 6799 | &nbsp;&nbsp; 62403 |
|  | Alamar Foods | 4715 | &nbsp;&nbsp; 64745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alandalus Property <br> Co.<br>| 14474 | &nbsp;&nbsp; 75352 |
|  | Alaseel Co. | 79886 | &nbsp;&nbsp; 81183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al-Dawaa Medical <br> Services Co.<br>| 7445 | &nbsp;&nbsp; 145565 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aldrees Petroleum & <br> Transport Services <br> Co.<br>| 15294 | &nbsp;&nbsp; $485790 |
|  | Alinma Bank | 198062 | &nbsp;&nbsp; 1361976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AlJazira Takaful <br> Ta'awuni Co.<br>| 4362 | &nbsp;&nbsp; 14813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AlKhorayef Water & <br> Power Technologies <br> Co.<br>| 5044 | &nbsp;&nbsp; 173592 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Allianz Saudi Fransi <br> Cooperative <br> Insurance Co.<br>| 5274 | &nbsp;&nbsp; 19928 |
|  | Almarai Co. JSC | 117715 | &nbsp;&nbsp; 1501300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Almawarid Manpower <br> Co.<br>| 844 | &nbsp;&nbsp; 28537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Almunajem Foods <br> Co.<br>| 6414 | &nbsp;&nbsp; 113473 |
|  | Alujain Corp. | 15476 | &nbsp;&nbsp; 151066 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amlak International <br> Finance Co.<br>| 6177 | &nbsp;&nbsp; 19241 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anaam International <br> Holding Group Co.<br>| 3944 | &nbsp;&nbsp; 15757 |
|  | Arab National Bank | 163041 | &nbsp;&nbsp; 943166 |
| Ω | Arabian Centres Co. | 41346 | &nbsp;&nbsp; 228530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arabian Contracting <br> Services Co.<br>| 6520 | &nbsp;&nbsp; 167719 |
|  | Arabian Drilling Co. | 13468 | &nbsp;&nbsp; 268835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arabian Internet & <br> Communications <br> Services Co.<br>| 7173 | &nbsp;&nbsp; 455704 |
|  | Arabian Pipes Co. | 28425 | &nbsp;&nbsp; 44915 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arabian Shield <br> Cooperative <br> Insurance Co.<br>| 10205 | &nbsp;&nbsp; 40171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arriyadh Development <br> Co.<br>| 37791 | &nbsp;&nbsp; 322112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ARTEX Industrial <br> Investment Co.<br>| 14213 | &nbsp;&nbsp; 48706 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ash-Sharqiyah <br> Development Co.<br>| 3255 | &nbsp;&nbsp; 14543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra Industrial Group <br> Co.<br>| 8642 | &nbsp;&nbsp; 322170 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BAAN Holding Group <br> Co.<br>| 23483 | &nbsp;&nbsp; 15569 |
|  | Baazeem Trading Co. | 15429 | &nbsp;&nbsp; 23445 |
|  | Bank AlBilad | 142671 | &nbsp;&nbsp; 987827 |
| \* | Bank Al-Jazira | 170758 | &nbsp;&nbsp; 570376 |
|  | Banque Saudi Fransi | 178210 | &nbsp;&nbsp; 814192 |
|  | Bawan Co. | 12687 | &nbsp;&nbsp; 176816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BinDawood Holding <br> Co.<br>| 98390 | &nbsp;&nbsp; 155369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bupa Arabia for <br> Cooperative <br> Insurance Co.<br>| 15731 | &nbsp;&nbsp; 706628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Catrion Catering <br> Holding Co.<br>| 16632 | &nbsp;&nbsp; 502281 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **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>| 1907 | &nbsp;&nbsp; $16791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Co. for Cooperative <br> Insurance <br>| 16274 | &nbsp;&nbsp; 582040 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dar Al Arkan Real <br> Estate Development <br> Co.<br>| 144135 | &nbsp;&nbsp; 733192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; East Pipes Integrated <br> Co. for Industry<br>| 4393 | &nbsp;&nbsp; 126023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electrical Industries <br> Co.<br>| 258487 | &nbsp;&nbsp; 618148 |
|  | Elm Co. | 2486 | &nbsp;&nbsp; 602299 |
| \* | Emaar Economic City | 2966 | &nbsp;&nbsp; 9916 |
|  | Etihad Etisalat Co. | 137408 | &nbsp;&nbsp; 2240390 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fawaz Abdulaziz Al <br> Hokair & Co.<br>| 7001 | &nbsp;&nbsp; 53619 |
|  | First Milling Co. | 6171 | &nbsp;&nbsp; 93293 |
| \* | Fitaihi Holding Group | 32967 | &nbsp;&nbsp; 28799 |
|  | Gulf Insurance Group | 7624 | &nbsp;&nbsp; 50098 |
| \* | Halwani Brothers Co. | 892 | &nbsp;&nbsp; 10065 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Herfy Food Services <br> Co.<br>| 11182 | &nbsp;&nbsp; 74728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jamjoom <br> Pharmaceuticals <br> Factory Co.<br>| 2570 | &nbsp;&nbsp; 110980 |
|  | Jarir Marketing Co. | 159400 | &nbsp;&nbsp; 545602 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jazan Development & <br> Investment Co.<br>| 3371 | &nbsp;&nbsp; 9802 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; L'Azurde Co. for <br> Jewelry<br>| 8005 | &nbsp;&nbsp; 27179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leejam Sports Co. <br> JSC<br>| 10386 | &nbsp;&nbsp; 392438 |
| \* | Liva Insurance Co. | 4532 | &nbsp;&nbsp; 15549 |
| \* | Lumi Rental Co. | 7836 | &nbsp;&nbsp; 126330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maharah Human <br> Resources Co.<br>| 30400 | &nbsp;&nbsp; 37676 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Malath Cooperative <br> Insurance Co.<br>| 2840 | &nbsp;&nbsp; 9720 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mediterranean & Gulf <br> Cooperative <br> Insurance & <br> Reinsurance Co.<br>| 26167 | &nbsp;&nbsp; 117891 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Methanol Chemicals <br> Co.<br>| 10810 | &nbsp;&nbsp; 36105 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Middle East Paper <br> Co.<br>| 14495 | &nbsp;&nbsp; 107504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Middle East <br> Pharmaceutical Co.<br>| 354 | &nbsp;&nbsp; 11387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Middle East <br> Specialized Cables <br> Co.<br>| 7754 | &nbsp;&nbsp; 68904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mobile <br> Telecommunications <br> Co. Saudi Arabia<br>| 328876 | &nbsp;&nbsp; 911064 |
| \* | Nama Chemicals Co. | 1433 | &nbsp;&nbsp; 9462 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Agriculture <br> Development Co. <br>| 69281 | &nbsp;&nbsp; $379288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Co. for Glass <br> Industries <br>| 4364 | &nbsp;&nbsp; 47081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Co. for <br> Learning & <br> Education<br>| 3840 | &nbsp;&nbsp; 171016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Gas & <br> Industrialization Co.<br>| 3517 | &nbsp;&nbsp; 71243 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Metal <br> Manufacturing & <br> Casting Co.<br>| 4650 | &nbsp;&nbsp; 21299 |
|  | Nayifat Finance Co. | 34904 | &nbsp;&nbsp; 120132 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perfect Presentation <br> For Commercial <br> Services Co.<br>| 22120 | &nbsp;&nbsp; 63274 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rabigh Refining & <br> Petrochemical Co.<br>| 118726 | &nbsp;&nbsp; 224799 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Red Sea International <br> Co.<br>| 1010 | &nbsp;&nbsp; 10668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Retal Urban <br> Development Co.<br>| 84081 | &nbsp;&nbsp; 331986 |
|  | Riyad Bank | 223768 | &nbsp;&nbsp; 1679044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riyadh Cables Group <br> Co.<br>| 6037 | &nbsp;&nbsp; 210579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SABIC Agri-Nutrients <br> Co.<br>| 45440 | &nbsp;&nbsp; 1441336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sahara International <br> Petrochemical Co.<br>| 99044 | &nbsp;&nbsp; 472059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SAL Saudi Logistics <br> Services<br>| 5692 | &nbsp;&nbsp; 260953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabian Amiantit <br> Co.<br>| 5039 | &nbsp;&nbsp; 27706 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabian Mining <br> Co.<br>| 101264 | &nbsp;&nbsp; 1400030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Aramco Base <br> Oil Co.<br>| 15200 | &nbsp;&nbsp; 421781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Automotive <br> Services Co.<br>| 14997 | &nbsp;&nbsp; 205594 |
|  | Saudi Awwal Bank | 152123 | &nbsp;&nbsp; 1311287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Basic Industries <br> Corp.<br>| 77396 | &nbsp;&nbsp; 1127174 |
| \* | Saudi Ceramic Co. | 24541 | &nbsp;&nbsp; 199563 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Co. For <br> Hardware CJSC<br>| 1286 | &nbsp;&nbsp; 9865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Industrial <br> Investment Group<br>| 88919 | &nbsp;&nbsp; 425479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Investment <br> Bank <br>| 164773 | &nbsp;&nbsp; 631367 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Kayan <br> Petrochemical Co.<br>| 312748 | &nbsp;&nbsp; 380392 |
| \* | Saudi Marketing Co. | 4993 | &nbsp;&nbsp; 22309 |
|  | Saudi National Bank  | 307335 | &nbsp;&nbsp; 3066924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Paper <br> Manufacturing Co.<br>| 6278 | &nbsp;&nbsp; 92291 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Pharmaceutical <br> Industries & Medical <br> Appliances Corp.<br>| 21416 | &nbsp;&nbsp; $137426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Public Transport <br> Co.<br>| 27268 | &nbsp;&nbsp; 97041 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Real Estate <br> Co.<br>| 50888 | &nbsp;&nbsp; 249303 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Reinsurance <br> Co.<br>| 30291 | &nbsp;&nbsp; 366604 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Research & <br> Media Group<br>| 4055 | &nbsp;&nbsp; 198533 |
|  | Saudi Steel Pipe Co. | 8687 | &nbsp;&nbsp; 118505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Tadawul Group <br> Holding Co.<br>| 3640 | &nbsp;&nbsp; 158726 |
|  | Saudi Telecom Co. | 463800 | &nbsp;&nbsp; 5191631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudia Dairy & <br> Foodstuff Co.<br>| 5302 | &nbsp;&nbsp; 371503 |
| \* | Savola Group  | 54601 | &nbsp;&nbsp; 360043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Scientific & Medical <br> Equipment House <br> Co.<br>| 3383 | &nbsp;&nbsp; 31938 |
| \* | Seera Group Holding | 63072 | &nbsp;&nbsp; 434003 |
| \* | Shams | 118822 | &nbsp;&nbsp; 30335 |
| \* | SHL Finance Co. | 21077 | &nbsp;&nbsp; 130865 |
| \* | Sinad Holding Co. | 25828 | &nbsp;&nbsp; 74103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sustained <br> Infrastructure <br> Holding Co.<br>| 24005 | &nbsp;&nbsp; 212643 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Takween Advanced <br> Industries Co.<br>| 3773 | &nbsp;&nbsp; 7872 |
|  | Tanmiah Food Co. | 2784 | &nbsp;&nbsp; 66476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Theeb Rent A Car <br> Co.<br>| 10087 | &nbsp;&nbsp; 165870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Electronics <br> Co.<br>| 15439 | &nbsp;&nbsp; 369487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United International <br> Transportation Co.<br>| 20025 | &nbsp;&nbsp; 373220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Wire Factories <br> Co.<br>| 3430 | &nbsp;&nbsp; 20670 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wafrah for Industry & <br> Development<br>| 1790 | &nbsp;&nbsp; 12727 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Walaa Cooperative <br> Insurance Co.<br>| 21371 | &nbsp;&nbsp; 79476 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wataniya Insurance <br> Co.<br>| 2713 | &nbsp;&nbsp; 11733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yanbu National <br> Petrochemical Co.<br>| 37092 | &nbsp;&nbsp; 301326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zahrat Al Waha For <br> Trading Co.<br>| 1165 | &nbsp;&nbsp; 8159 |
| TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | &nbsp;&nbsp; 50611371 |
| SOUTH AFRICA — (3.1%) | SOUTH AFRICA — (3.1%) | SOUTH AFRICA — (3.1%) | SOUTH AFRICA — (3.1%) |
|  | Absa Group Ltd. | 196897 | &nbsp;&nbsp; 1943536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Adcock Ingram <br> Holdings Ltd.<br>| 13200 | &nbsp;&nbsp; 49935 |
|  | Advtech Ltd. | 226507 | &nbsp;&nbsp; 405724 |
|  | AECI Ltd. | 56022 | &nbsp;&nbsp; 336329 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alexander Forbes <br> Group Holdings <br> Ltd.<br>| 187471 | &nbsp;&nbsp; $87258 |
|  | Altron Ltd., Class A | 132633 | &nbsp;&nbsp; 153328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anglogold Ashanti <br> PLC (AU US)<br>| 38246 | &nbsp;&nbsp; 1768877 |
|  | Astral Foods Ltd. | 19292 | &nbsp;&nbsp; 183729 |
| \* | Aveng Ltd. | 62877 | &nbsp;&nbsp; 19878 |
|  | AVI Ltd. | 139425 | &nbsp;&nbsp; 718958 |
|  | Barloworld Ltd. | 95505 | &nbsp;&nbsp; 609776 |
|  | Bid Corp. Ltd. | 43264 | &nbsp;&nbsp; 1087556 |
|  | Bidvest Group Ltd. | 73282 | &nbsp;&nbsp; 953310 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Label Telecoms <br> Ltd.<br>| 310079 | &nbsp;&nbsp; 277435 |
| \* | Brait PLC | 1338437 | &nbsp;&nbsp; 160274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capitec Bank <br> Holdings Ltd.<br>| 6538 | &nbsp;&nbsp; 1267381 |
|  | Cashbuild Ltd. | 5673 | &nbsp;&nbsp; 48093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caxton & CTP <br> Publishers & <br> Printers Ltd.<br>| 26485 | &nbsp;&nbsp; 16806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; City Lodge Hotels <br> Ltd.<br>| 170526 | &nbsp;&nbsp; 38917 |
|  | Clicks Group Ltd. | 62711 | &nbsp;&nbsp; 1313513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coronation Fund <br> Managers Ltd.<br>| 84403 | &nbsp;&nbsp; 190610 |
|  | Curro Holdings Ltd. | 128158 | &nbsp;&nbsp; 61551 |
|  | DataTec Ltd. | 135297 | &nbsp;&nbsp; 443336 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Dis-Chem Pharmacies <br> Ltd.<br>| 143817 | &nbsp;&nbsp; 244973 |
|  | Discovery Ltd. | 46334 | &nbsp;&nbsp; 549442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DRDGOLD Ltd. (DRD <br> SJ)<br>| 84660 | &nbsp;&nbsp; 112354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DRDGOLD Ltd. (DRD <br> US), Sponsored <br> ADR<br>| 9228 | &nbsp;&nbsp; 123102 |
|  | Famous Brands Ltd. | 27058 | &nbsp;&nbsp; 87447 |
|  | FirstRand Ltd. | 472939 | &nbsp;&nbsp; 2008363 |
|  | Foschini Group Ltd. | 187974 | &nbsp;&nbsp; 1269241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gold Fields Ltd. (GFI <br> US), Sponsored <br> ADR<br>| 122477 | &nbsp;&nbsp; 2983540 |
|  | Grindrod Ltd. | 300724 | &nbsp;&nbsp; 191043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harmony Gold Mining <br> Co. Ltd. (HAR SJ)<br>| 39235 | &nbsp;&nbsp; 525334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harmony Gold Mining <br> Co. Ltd. (HMY US), <br> Sponsored ADR<br>| 106910 | &nbsp;&nbsp; 1439009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hudaco Industries <br> Ltd.<br>| 13408 | &nbsp;&nbsp; 142821 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Impala Platinum <br> Holdings Ltd.<br>| 140803 | &nbsp;&nbsp; 1330787 |
|  | Investec Ltd. | 36951 | &nbsp;&nbsp; 271335 |
| # | Invicta Holdings Ltd. | 6307 | &nbsp;&nbsp; 11652 |
| \* | iOCO Ltd. | 157410 | &nbsp;&nbsp; 36124 |
|  | Italtile Ltd. | 167964 | &nbsp;&nbsp; 91077 |
|  | JSE Ltd. | 23093 | &nbsp;&nbsp; 172364 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
| \* | KAP Ltd. | 1110668 | &nbsp;&nbsp; $113361 |
|  | Kumba Iron Ore Ltd. | 13850 | &nbsp;&nbsp; 228425 |
|  | Lewis Group Ltd. | 26714 | &nbsp;&nbsp; 114851 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Metair Investments <br> Ltd.<br>| 63347 | &nbsp;&nbsp; 20824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Momentum Group <br> Ltd.<br>| 668608 | &nbsp;&nbsp; 1266969 |
|  | Motus Holdings Ltd. | 102148 | &nbsp;&nbsp; 522281 |
|  | Mpact Ltd. | 67311 | &nbsp;&nbsp; 92023 |
|  | Mr. Price Group Ltd. | 77051 | &nbsp;&nbsp; 891610 |
|  | MTN Group Ltd. | 411102 | &nbsp;&nbsp; 3455322 |
| \* | MultiChoice Group | 128091 | &nbsp;&nbsp; 844499 |
| \* | Nampak Ltd. | 2091 | &nbsp;&nbsp; 57561 |
|  | Naspers Ltd., Class N | 5914 | &nbsp;&nbsp; 1825546 |
|  | Nedbank Group Ltd. | 90882 | &nbsp;&nbsp; 1240215 |
|  | NEPI Rockcastle NV | 106876 | &nbsp;&nbsp; 817002 |
|  | Ninety One Ltd. | 70682 | &nbsp;&nbsp; 169987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northam Platinum <br> Holdings Ltd.<br>| 49955 | &nbsp;&nbsp; 573823 |
|  | Oceana Group Ltd. | 28877 | &nbsp;&nbsp; 82823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Mutual Ltd. (OMU <br> SJ)<br>| 1988086 | &nbsp;&nbsp; 1394316 |
|  | Omnia Holdings Ltd. | 95233 | &nbsp;&nbsp; 412725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OUTsurance Group <br> Ltd.<br>| 168811 | &nbsp;&nbsp; 715289 |
| Ω | Pepkor Holdings Ltd. | 685647 | &nbsp;&nbsp; 1029675 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pick n Pay Stores <br> Ltd.<br>| 192087 | &nbsp;&nbsp; 298988 |
|  | Premier Group Ltd. | 4069 | &nbsp;&nbsp; 31350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PSG Financial <br> Services Ltd.<br>| 322173 | &nbsp;&nbsp; 415078 |
|  | Raubex Group Ltd. | 86543 | &nbsp;&nbsp; 214025 |
|  | Reunert Ltd. | 53629 | &nbsp;&nbsp; 164518 |
|  | RFG Holdings Ltd. | 55653 | &nbsp;&nbsp; 48886 |
|  | Sanlam Ltd. | 230202 | &nbsp;&nbsp; 1107880 |
|  | Santam Ltd. | 15246 | &nbsp;&nbsp; 369680 |
|  | Sappi Ltd. | 272164 | &nbsp;&nbsp; 412467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shoprite Holdings <br> Ltd.<br>| 84924 | &nbsp;&nbsp; 1234591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sibanye Stillwater Ltd. <br> (SSW SJ)<br>| 611840 | &nbsp;&nbsp; 1286873 |
|  | Southern Sun Ltd. | 219371 | &nbsp;&nbsp; 113933 |
| \* | SPAR Group Ltd.  | 68063 | &nbsp;&nbsp; 400261 |
|  | Spur Corp. Ltd. | 41270 | &nbsp;&nbsp; 81357 |
|  | Stadio Holdings Ltd. | 92501 | &nbsp;&nbsp; 44575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Bank Group <br> Ltd.<br>| 237480 | &nbsp;&nbsp; 3055761 |
|  | Super Group Ltd. | 222899 | &nbsp;&nbsp; 197464 |
| \* | Telkom SA SOC Ltd. | 172194 | &nbsp;&nbsp; 559585 |
|  | Tiger Brands Ltd. | 46125 | &nbsp;&nbsp; 769536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Truworths <br> International Ltd.<br>| 117235 | &nbsp;&nbsp; 456064 |
|  | Valterra Platinum Ltd. | 12777 | &nbsp;&nbsp; 573814 |
|  | Vodacom Group Ltd. | 121330 | &nbsp;&nbsp; 923708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; We Buy Cars <br> Holdings Ltd.<br>| 65467 | &nbsp;&nbsp; 207375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilson Bayly <br> Holmes-Ovcon Ltd.<br>| 25843 | &nbsp;&nbsp; 245987 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woolworths Holdings <br> Ltd.<br>| 239487 | &nbsp;&nbsp; $656139 |
|  | Zeda Ltd. | 134033 | &nbsp;&nbsp; 93776 |
| TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | &nbsp;&nbsp; 53558916 |
| SOUTH KOREA — (11.8%) | SOUTH KOREA — (11.8%) | SOUTH KOREA — (11.8%) | SOUTH KOREA — (11.8%) |
| \* | 3S Korea Co. Ltd. | 8243 | &nbsp;&nbsp; 11093 |
| \* | ABLBio, Inc. | 1116 | &nbsp;&nbsp; 58172 |
|  | Able C&C Co. Ltd. | 6004 | &nbsp;&nbsp; 41124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ABOV Semiconductor <br> Co. Ltd.<br>| 1421 | &nbsp;&nbsp; 11882 |
| \* | Abpro Bio Co. Ltd. | 45652 | &nbsp;&nbsp; 8108 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ADTechnology Co. <br> Ltd.<br>| 2141 | &nbsp;&nbsp; 38484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Nano <br> Products Co. Ltd.<br>| 879 | &nbsp;&nbsp; 33853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Process <br> Systems Corp.<br>| 6270 | &nbsp;&nbsp; 81237 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Aekyung Chemical <br> Co. Ltd.<br>| 6856 | &nbsp;&nbsp; 58712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aekyung Industrial Co. <br> Ltd.<br>| 4364 | &nbsp;&nbsp; 51887 |
| \* | Agabang & Co. | 7622 | &nbsp;&nbsp; 29630 |
|  | Ahnlab, Inc. | 1081 | &nbsp;&nbsp; 49788 |
| \* | Air Busan Co. Ltd. | 25072 | &nbsp;&nbsp; 37075 |
|  | AJ Networks Co. Ltd. | 6444 | &nbsp;&nbsp; 19750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ajin Industrial Co. <br> Ltd.<br>| 9270 | &nbsp;&nbsp; 18494 |
|  | AK Holdings, Inc. | 2900 | &nbsp;&nbsp; 24066 |
| \* | Alteogen, Inc. | 2359 | &nbsp;&nbsp; 760976 |
| \* | ALUKO Co. Ltd. | 29610 | &nbsp;&nbsp; 50795 |
| \* | Amicogen, Inc. | 5986 | &nbsp;&nbsp; 17555 |
|  | Amorepacific Corp. | 2764 | &nbsp;&nbsp; 266347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amorepacific Holdings <br> Corp.<br>| 7454 | &nbsp;&nbsp; 165675 |
| \* | Amotech Co. Ltd. | 3102 | &nbsp;&nbsp; 26047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anam Electronics Co. <br> Ltd.<br>| 28466 | &nbsp;&nbsp; 28837 |
| \* | Ananti, Inc. | 17903 | &nbsp;&nbsp; 127888 |
| \* | Anapass, Inc. | 1884 | &nbsp;&nbsp; 25328 |
| \* | Anterogen Co. Ltd. | 1197 | &nbsp;&nbsp; 20239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aplus Asset Advisor <br> Co. Ltd.<br>| 8967 | &nbsp;&nbsp; 40658 |
| \* | APS, Inc. | 5387 | &nbsp;&nbsp; 18625 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; APT Neuroscience, <br> Inc.<br>| 16291 | &nbsp;&nbsp; 16142 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asia Pacific Satellite, <br> Inc.<br>| 1533 | &nbsp;&nbsp; 13515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Paper <br> Manufacturing Co. <br> Ltd.<br>| 8411 | &nbsp;&nbsp; 48401 |
|  | Atec Co. Ltd. | 1127 | &nbsp;&nbsp; 11227 |
|  | Avaco Co. Ltd. | 2325 | &nbsp;&nbsp; 22226 |
|  | Baiksan Co. Ltd. | 4198 | &nbsp;&nbsp; 45859 |
|  | BGF Co. Ltd. | 15592 | &nbsp;&nbsp; 44763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BGFecomaterials Co. <br> Ltd.<br>| 5957 | &nbsp;&nbsp; 13293 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | BH Co. Ltd. | 13804 | &nbsp;&nbsp; $144627 |
| \* | BHI Co. Ltd. | 3769 | &nbsp;&nbsp; 108299 |
| # | Binggrae Co. Ltd. | 2766 | &nbsp;&nbsp; 161571 |
|  | Bio Plus Co. Ltd. | 10739 | &nbsp;&nbsp; 53228 |
| \* | Bioneer Corp. | 2941 | &nbsp;&nbsp; 31808 |
|  | BioNote, Inc. | 6867 | &nbsp;&nbsp; 25851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BIT Computer Co. <br> Ltd.<br>| 4460 | &nbsp;&nbsp; 17049 |
| \* | BNC Korea Co. Ltd. | 12708 | &nbsp;&nbsp; 47351 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BNK Financial Group, <br> Inc.<br>| 62626 | &nbsp;&nbsp; 655876 |
|  | Boditech Med, Inc. | 4522 | &nbsp;&nbsp; 46340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bookook Securities <br> Co. Ltd.<br>| 1360 | &nbsp;&nbsp; 51768 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bosung Power <br> Technology Co. <br> Ltd.<br>| 5041 | &nbsp;&nbsp; 11381 |
| \* | Bubang Co. Ltd. | 3072 | &nbsp;&nbsp; 3461 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Bucket Studio Co. <br> Ltd.<br>| 16344 | &nbsp;&nbsp; 2546 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bukwang <br> Pharmaceutical Co. <br> Ltd.<br>| 8717 | &nbsp;&nbsp; 20271 |
|  | BYC Co. Ltd. | 1390 | &nbsp;&nbsp; 39396 |
|  | Byucksan Corp. | 5516 | &nbsp;&nbsp; 8859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C&C International Co. <br> Ltd.<br>| 1155 | &nbsp;&nbsp; 36618 |
|  | C&G Hi Tech Co. Ltd. | 2131 | &nbsp;&nbsp; 19020 |
| \* | Cafe24 Corp. | 5387 | &nbsp;&nbsp; 166391 |
| \* | CammSys Corp. | 4581 | &nbsp;&nbsp; 3295 |
|  | Cape Industries Ltd. | 7657 | &nbsp;&nbsp; 40742 |
|  | Caregen Co. Ltd. | 3542 | &nbsp;&nbsp; 126276 |
| #\* | Celltrion Pharm, Inc. | 3266 | &nbsp;&nbsp; 125568 |
|  | Cheil Worldwide, Inc. | 26065 | &nbsp;&nbsp; 372366 |
|  | Chemtronics Co. Ltd. | 2899 | &nbsp;&nbsp; 45160 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cheryong Electric Co. <br> Ltd.<br>| 4562 | &nbsp;&nbsp; 131688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinyang Holdings <br> Corp.<br>| 9810 | &nbsp;&nbsp; 23171 |
|  | Chips&Media, Inc. | 1793 | &nbsp;&nbsp; 21830 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Choil Aluminum Co. <br> Ltd.<br>| 23460 | &nbsp;&nbsp; 25520 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chong Kun Dang <br> Pharmaceutical <br> Corp.<br>| 2943 | &nbsp;&nbsp; 178821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Choong Ang Vaccine <br> Laboratory<br>| 2468 | &nbsp;&nbsp; 17764 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chorokbaem Media <br> Co. Ltd.<br>| 6960 | &nbsp;&nbsp; 25594 |
| \* | Chunbo Co. Ltd. | 765 | &nbsp;&nbsp; 24589 |
| \* | CJ Bioscience, Inc. | 1625 | &nbsp;&nbsp; 11998 |
| \* | CJ CGV Co. Ltd. | 37529 | &nbsp;&nbsp; 138550 |
| # | CJ CheilJedang Corp. | 3674 | &nbsp;&nbsp; 661560 |
| # | CJ Corp. | 5161 | &nbsp;&nbsp; 573703 |
| \* | CJ ENM Co. Ltd. | 6527 | &nbsp;&nbsp; 307647 |
|  | CJ Freshway Corp. | 4127 | &nbsp;&nbsp; 86744 |
|  | CJ Logistics Corp. | 4090 | &nbsp;&nbsp; 260875 |
|  | Classys, Inc. | 5466 | &nbsp;&nbsp; 226160 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CLIO Cosmetics Co. <br> Ltd.<br>| 1429 | &nbsp;&nbsp; $15404 |
| \* | CoAsia Corp. | 4353 | &nbsp;&nbsp; 15096 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Com2uS Holdings <br> Corp.<br>| 1402 | &nbsp;&nbsp; 23208 |
| # | Com2uSCorp | 3864 | &nbsp;&nbsp; 107167 |
|  | Coocon Corp. | 1358 | &nbsp;&nbsp; 34868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coreana Cosmetics <br> Co. Ltd.<br>| 10367 | &nbsp;&nbsp; 20979 |
|  | Cosmax, Inc. | 2314 | &nbsp;&nbsp; 416694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosmecca Korea Co. <br> Ltd.<br>| 2209 | &nbsp;&nbsp; 106639 |
| \* | CosmoAM&T Co. Ltd. | 2340 | &nbsp;&nbsp; 64741 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cosmochemical Co. <br> Ltd.<br>| 2885 | &nbsp;&nbsp; 33865 |
| # | Coway Co. Ltd. | 19589 | &nbsp;&nbsp; 1527857 |
|  | Cowintech Co. Ltd. | 2973 | &nbsp;&nbsp; 26646 |
|  | CR Holdings Co. Ltd. | 12587 | &nbsp;&nbsp; 48027 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Creative & Innovative <br> System<br>| 16624 | &nbsp;&nbsp; 89975 |
|  | Creverse, Inc. | 2158 | &nbsp;&nbsp; 21507 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CrystalGenomics <br> Invites Co. Ltd.<br>| 9498 | &nbsp;&nbsp; 11682 |
| \* | CS Bearing Co. Ltd. | 3968 | &nbsp;&nbsp; 19556 |
| # | CS Wind Corp. | 8116 | &nbsp;&nbsp; 267119 |
| \* | CTC BIO, Inc. | 2673 | &nbsp;&nbsp; 11995 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cube Entertainment, <br> Inc.<br>| 1866 | &nbsp;&nbsp; 21933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cuckoo Holdings Co. <br> Ltd.<br>| 3956 | &nbsp;&nbsp; 86412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cuckoo Homesys Co. <br> Ltd.<br>| 4387 | &nbsp;&nbsp; 87893 |
| \* | Curexo, Inc. | 2908 | &nbsp;&nbsp; 17504 |
|  | Cymechs, Inc. | 2223 | &nbsp;&nbsp; 19391 |
|  | D.I Corp. | 2730 | &nbsp;&nbsp; 26714 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; DA Technology Co. <br> Ltd.<br>| 29845 | &nbsp;&nbsp; 818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dae Hwa <br> Pharmaceutical Co. <br> Ltd.<br>| 2081 | &nbsp;&nbsp; 22254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dae Won Kang Up <br> Co. Ltd.<br>| 23068 | &nbsp;&nbsp; 61150 |
| \*†† | Dae Yu Co. Ltd. | 6267 | &nbsp;&nbsp; 1948 |
| \* | Daea TI Co. Ltd. | 7647 | &nbsp;&nbsp; 28124 |
|  | Daebongls Co. Ltd. | 1258 | &nbsp;&nbsp; 12277 |
| \* | Daechang Co. Ltd. | 33874 | &nbsp;&nbsp; 35048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daechang Forging Co. <br> Ltd.<br>| 2649 | &nbsp;&nbsp; 11624 |
|  | Daedong Corp. | 8930 | &nbsp;&nbsp; 64168 |
|  | Daeduck Co. Ltd. | 9954 | &nbsp;&nbsp; 60162 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daeduck Electronics <br> Co. Ltd.<br>| 13134 | &nbsp;&nbsp; 223679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daehan Flour Mill Co. <br> Ltd.<br>| 512 | &nbsp;&nbsp; 55732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daehan Steel Co. <br> Ltd.<br>| 2584 | &nbsp;&nbsp; 31267 |
| \* | Dae-Il Corp. | 10593 | &nbsp;&nbsp; 32522 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daejoo Electronic <br> Materials Co. Ltd.<br>| 2305 | &nbsp;&nbsp; $121404 |
|  | Daesang Corp. | 12237 | &nbsp;&nbsp; 206637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daesang Holdings Co. <br> Ltd.<br>| 6972 | &nbsp;&nbsp; 50293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daesung Energy Co. <br> Ltd.<br>| 2270 | &nbsp;&nbsp; 14015 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Daesung Private <br> Equity, Inc.<br>| 2638 | &nbsp;&nbsp; 3427 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Daewon Cable Co. <br> Ltd.<br>| 8447 | &nbsp;&nbsp; 17675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daewon <br> Pharmaceutical Co. <br> Ltd.<br>| 5036 | &nbsp;&nbsp; 47861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daewon San Up Co. <br> Ltd.<br>| 6131 | &nbsp;&nbsp; 47701 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Daewoo Engineering <br> & Construction Co. <br> Ltd.<br>| 92820 | &nbsp;&nbsp; 249715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daihan <br> Pharmaceutical Co. <br> Ltd.<br>| 2228 | &nbsp;&nbsp; 51917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daishin Securities Co. <br> Ltd.<br>| 13697 | &nbsp;&nbsp; 251532 |
| #\* | Danal Co. Ltd. | 19642 | &nbsp;&nbsp; 117515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daol Investment & <br> Securities Co. Ltd.<br>| 15603 | &nbsp;&nbsp; 38516 |
|  | Daou Data Corp. | 7570 | &nbsp;&nbsp; 87430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daou Technology, <br> Inc.<br>| 14004 | &nbsp;&nbsp; 352348 |
| \* | Dasan Networks, Inc. | 6597 | &nbsp;&nbsp; 13527 |
| \* | Dawonsys Co. Ltd. | 8387 | &nbsp;&nbsp; 49464 |
|  | DB HiTek Co. Ltd. | 10659 | &nbsp;&nbsp; 347649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DB Insurance Co. <br> Ltd.<br>| 8836 | &nbsp;&nbsp; 812156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DB Securities Co. <br> Ltd.<br>| 15983 | &nbsp;&nbsp; 103079 |
| \* | DB, Inc. | 25215 | &nbsp;&nbsp; 24505 |
| \* | DE&T Co. Ltd. | 5821 | &nbsp;&nbsp; 30547 |
|  | Dear U Co. Ltd. | 2034 | &nbsp;&nbsp; 71864 |
| # | Dentium Co. Ltd. | 2353 | &nbsp;&nbsp; 108864 |
|  | Deutsch Motors, Inc. | 11957 | &nbsp;&nbsp; 42128 |
|  | Device Co. Ltd. | 1929 | &nbsp;&nbsp; 15598 |
| \* | Devsisters Co. Ltd. | 2166 | &nbsp;&nbsp; 66287 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dexter Studios Co. <br> Ltd.<br>| 2597 | &nbsp;&nbsp; 10953 |
|  | DI Dong Il Corp. | 4674 | &nbsp;&nbsp; 143723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Digital Daesung Co. <br> Ltd.<br>| 8734 | &nbsp;&nbsp; 52645 |
| \* | DIO Corp. | 1625 | &nbsp;&nbsp; 21564 |
|  | DIT Corp. | 1126 | &nbsp;&nbsp; 10708 |
| \* | DK Tech Co. Ltd. | 5029 | &nbsp;&nbsp; 25243 |
| \* | DKME | 116791 | &nbsp;&nbsp; 42108 |
|  | DL E&C Co. Ltd. | 14979 | &nbsp;&nbsp; 505793 |
|  | DL Holdings Co. Ltd. | 5712 | &nbsp;&nbsp; 206287 |
| †† | DMS Co. Ltd. | 10092 | &nbsp;&nbsp; 34552 |
| # | DN Automotive Corp. | 12325 | &nbsp;&nbsp; 256183 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dohwa Engineering <br> Co. Ltd.<br>| 5055 | &nbsp;&nbsp; $24286 |
|  | Dong-A ST Co. Ltd. | 2154 | &nbsp;&nbsp; 73080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongbang Transport <br> Logistics Co. Ltd.<br>| 19699 | &nbsp;&nbsp; 43816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongjin Semichem <br> Co. Ltd.<br>| 12771 | &nbsp;&nbsp; 287830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongkoo Bio & <br> Pharma Co. Ltd.<br>| 3136 | &nbsp;&nbsp; 11360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DongKook <br> Pharmaceutical Co. <br> Ltd.<br>| 9657 | &nbsp;&nbsp; 130800 |
|  | Dongkuk CM Co. Ltd. | 2480 | &nbsp;&nbsp; 10799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongkuk Holdings Co. <br> Ltd.<br>| 5999 | &nbsp;&nbsp; 36361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongkuk Industries <br> Co. Ltd.<br>| 13609 | &nbsp;&nbsp; 37913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongkuk Steel Mill <br> Co. Ltd.<br>| 14759 | &nbsp;&nbsp; 113801 |
|  | Dongsuh Cos., Inc. | 4147 | &nbsp;&nbsp; 88485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongsung Chemical <br> Co. Ltd.<br>| 15215 | &nbsp;&nbsp; 47738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongsung Finetec Co. <br> Ltd.<br>| 5270 | &nbsp;&nbsp; 106623 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dongwha Enterprise <br> Co. Ltd.<br>| 4747 | &nbsp;&nbsp; 31257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongwon <br> Development Co. <br> Ltd.<br>| 20377 | &nbsp;&nbsp; 48244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongwon Industries <br> Co. Ltd.<br>| 3507 | &nbsp;&nbsp; 115613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongwon Systems <br> Corp.<br>| 1631 | &nbsp;&nbsp; 36113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongwoon Anatech <br> Co. Ltd.<br>| 5817 | &nbsp;&nbsp; 74213 |
|  | Dongyang E&P, Inc. | 2221 | &nbsp;&nbsp; 40729 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dongyang Steel Pipe <br> Co. Ltd.<br>| 19283 | &nbsp;&nbsp; 23206 |
|  | Doosan Bobcat, Inc. | 15747 | &nbsp;&nbsp; 624260 |
|  | Doosan Co. Ltd. | 954 | &nbsp;&nbsp; 407651 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Doosan Enerbility Co. <br> Ltd.<br>| 17662 | &nbsp;&nbsp; 827440 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Doosan Fuel Cell Co. <br> Ltd.<br>| 5747 | &nbsp;&nbsp; 96101 |
| # | Doosan Tesna, Inc. | 4233 | &nbsp;&nbsp; 97979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Douzone Bizon Co. <br> Ltd.<br>| 5092 | &nbsp;&nbsp; 260262 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dream Security Co. <br> Ltd.<br>| 11309 | &nbsp;&nbsp; 27904 |
|  | Dreamtech Co. Ltd. | 13722 | &nbsp;&nbsp; 60352 |
| \* | DRTECH Corp. | 6589 | &nbsp;&nbsp; 7753 |
| \* | DS Dansuk Co. Ltd. | 1252 | &nbsp;&nbsp; 23642 |
| \* | DSK Co. Ltd. | 6678 | &nbsp;&nbsp; 33888 |
| \* | Duchembio Co. Ltd. | 1380 | &nbsp;&nbsp; 10280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Duk San Neolux Co. <br> Ltd.<br>| 3143 | &nbsp;&nbsp; 90094 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Duksan Hi-Metal Co. <br> Ltd.<br>| 4073 | &nbsp;&nbsp; $14479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Duksan Techopia Co. <br> Ltd.<br>| 1334 | &nbsp;&nbsp; 16048 |
|  | DY POWER Corp. | 1158 | &nbsp;&nbsp; 11155 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; E <br> Investment&Development <br> Co. Ltd.<br>| 34114 | &nbsp;&nbsp; 6420 |
|  | E1 Corp. | 290 | &nbsp;&nbsp; 17214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Easy Holdings Co. <br> Ltd.<br>| 19016 | &nbsp;&nbsp; 51164 |
|  | Echo Marketing, Inc. | 5078 | &nbsp;&nbsp; 42148 |
| \* | Eco Volt Co. Ltd. | 16063 | &nbsp;&nbsp; 11417 |
|  | Ecoplastic Corp. | 18180 | &nbsp;&nbsp; 46573 |
| \* | Ecopro BM Co. Ltd. | 1513 | &nbsp;&nbsp; 119690 |
|  | Ecopro Co. Ltd. | 5516 | &nbsp;&nbsp; 193936 |
|  | Ecopro HN Co. Ltd. | 2169 | &nbsp;&nbsp; 40996 |
| \* | EG Corp. | 493 | &nbsp;&nbsp; 2105 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Ehwa Technologies <br> Information Co. <br> Ltd.<br>| 40504 | &nbsp;&nbsp; 4936 |
|  | Elentec Co. Ltd. | 2809 | &nbsp;&nbsp; 16331 |
|  | E-MART, Inc. | 4748 | &nbsp;&nbsp; 304443 |
| #\* | EMRO, Inc. | 1576 | &nbsp;&nbsp; 53745 |
| \* | EM-Tech Co. Ltd. | 3371 | &nbsp;&nbsp; 26556 |
| \* | Enchem Co. Ltd. | 1421 | &nbsp;&nbsp; 67702 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ENF Technology Co. <br> Ltd.<br>| 5084 | &nbsp;&nbsp; 153825 |
| \* | Enplus Co. Ltd. | 9314 | &nbsp;&nbsp; 3432 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enzychem <br> Lifesciences Corp.<br>| 26948 | &nbsp;&nbsp; 19954 |
|  | Eo Technics Co. Ltd. | 427 | &nbsp;&nbsp; 66010 |
| \*†† | E-TRON Co. Ltd. | 112634 | &nbsp;&nbsp; 3046 |
| \* | Eubiologics Co. Ltd. | 6321 | &nbsp;&nbsp; 58401 |
|  | Eugene Corp. | 25711 | &nbsp;&nbsp; 65508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eugene Investment & <br> Securities Co. Ltd.<br>| 27685 | &nbsp;&nbsp; 66989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eugene Technology <br> Co. Ltd.<br>| 3965 | &nbsp;&nbsp; 126247 |
|  | Exicon Co. Ltd. | 2110 | &nbsp;&nbsp; 15414 |
| # | F&F Co. Ltd. | 5448 | &nbsp;&nbsp; 273015 |
|  | Fasoo Co. Ltd. | 1847 | &nbsp;&nbsp; 6361 |
| \* | Fine M-Tec Co. Ltd. | 2738 | &nbsp;&nbsp; 22271 |
| \* | Fine Semitech Corp. | 2702 | &nbsp;&nbsp; 45089 |
| \*†† | Flask Co. Ltd. | 4587 | &nbsp;&nbsp; 5871 |
| \* | Foosung Co. Ltd. | 8532 | &nbsp;&nbsp; 29534 |
|  | Fursys, Inc. | 1797 | &nbsp;&nbsp; 59798 |
|  | Gabia, Inc. | 4174 | &nbsp;&nbsp; 75414 |
| \* | GAEASOFT | 6369 | &nbsp;&nbsp; 46625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galaxia Moneytree <br> Co. Ltd.<br>| 2236 | &nbsp;&nbsp; 16612 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GAMSUNG Corp. Co. <br> Ltd.<br>| 22439 | &nbsp;&nbsp; 94244 |
| \* | Gaon Cable Co. Ltd. | 659 | &nbsp;&nbsp; 29864 |
| \* | Gaonchips Co. Ltd. | 635 | &nbsp;&nbsp; 21308 |
| \* | GC Cell Corp. | 2823 | &nbsp;&nbsp; 40776 |
| \* | Genexine, Inc. | 8313 | &nbsp;&nbsp; 30883 |
| \* | Genic Co. Ltd. | 1391 | &nbsp;&nbsp; 37215 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Geumhwa PSC Co. <br> Ltd.<br>| 1944 | &nbsp;&nbsp; $46379 |
| \* | Giantstep, Inc. | 2395 | &nbsp;&nbsp; 11485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Standard <br> Technology Co. <br> Ltd.<br>| 5893 | &nbsp;&nbsp; 81369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Global Tax Free Co. <br> Ltd.<br>| 14089 | &nbsp;&nbsp; 72387 |
| \* | GnBS eco Co. Ltd. | 8673 | &nbsp;&nbsp; 22440 |
|  | GnCenergy Co. Ltd. | 2911 | &nbsp;&nbsp; 70775 |
| # | GOLFZON Co. Ltd. | 2432 | &nbsp;&nbsp; 116391 |
|  | Gradiant Corp. | 4131 | &nbsp;&nbsp; 44204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Green Chemical Co. <br> Ltd.<br>| 1042 | &nbsp;&nbsp; 5832 |
| # | Green Cross Corp. | 1327 | &nbsp;&nbsp; 138109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Green Cross Holdings <br> Corp.<br>| 5487 | &nbsp;&nbsp; 62978 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GS Engineering & <br> Construction Corp.<br>| 18049 | &nbsp;&nbsp; 250325 |
| \* | GS P&L Co. Ltd. | 3407 | &nbsp;&nbsp; 94129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gwangju Shinsegae <br> Co. Ltd.<br>| 1600 | &nbsp;&nbsp; 36283 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; HAESUNG DS Co. <br> Ltd.<br>| 5246 | &nbsp;&nbsp; 91501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Han Kuk Carbon Co. <br> Ltd.<br>| 9411 | &nbsp;&nbsp; 202734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hana Financial Group, <br> Inc.<br>| 70354 | &nbsp;&nbsp; 4301358 |
|  | Hana Materials, Inc. | 2798 | &nbsp;&nbsp; 51805 |
|  | Hana Micron, Inc. | 20978 | &nbsp;&nbsp; 192182 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hana Technology Co. <br> Ltd.<br>| 922 | &nbsp;&nbsp; 15386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hana Tour Service, <br> Inc.<br>| 4085 | &nbsp;&nbsp; 157930 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanall Biopharma Co. <br> Ltd.<br>| 2248 | &nbsp;&nbsp; 43332 |
|  | Hancom, Inc. | 6331 | &nbsp;&nbsp; 124611 |
|  | Handok, Inc. | 4481 | &nbsp;&nbsp; 38157 |
|  | Handsome Co. Ltd. | 4924 | &nbsp;&nbsp; 57853 |
|  | Hanil Feed Co. Ltd. | 5197 | &nbsp;&nbsp; 13766 |
|  | Hanjin Kal Corp. | 2408 | &nbsp;&nbsp; 188379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanjin Transportation <br> Co. Ltd.<br>| 2881 | &nbsp;&nbsp; 43405 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HanJung Natural <br> Connectivity System <br> Co. Ltd.<br>| 1156 | &nbsp;&nbsp; 28720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hankook Cosmetics <br> Manufacturing Co. <br> Ltd.<br>| 267 | &nbsp;&nbsp; 12223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hankook Shell Oil Co. <br> Ltd.<br>| 262 | &nbsp;&nbsp; 85571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hankook Tire & <br> Technology Co. <br> Ltd.<br>| 28779 | &nbsp;&nbsp; 917969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanmi Semiconductor <br> Co. Ltd.<br>| 8545 | &nbsp;&nbsp; 554235 |
|  | HanmiGlobal Co. Ltd. | 4233 | &nbsp;&nbsp; 59698 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hannong Chemicals, <br> Inc.<br>| 1919 | &nbsp;&nbsp; $20814 |
| #\* | Hanon Systems | 58746 | &nbsp;&nbsp; 138080 |
|  | Hansae Co. Ltd. | 7860 | &nbsp;&nbsp; 59448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansol Chemical Co. <br> Ltd.<br>| 3222 | &nbsp;&nbsp; 418028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansol Holdings Co. <br> Ltd.<br>| 19120 | &nbsp;&nbsp; 44533 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hansol IONES Co. <br> Ltd.<br>| 2622 | &nbsp;&nbsp; 16870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansol Paper Co. <br> Ltd.<br>| 9682 | &nbsp;&nbsp; 59559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansol Technics Co. <br> Ltd.<br>| 14047 | &nbsp;&nbsp; 60948 |
|  | Hanssem Co. Ltd. | 2297 | &nbsp;&nbsp; 77398 |
| \* | Hanwha Engine | 11849 | &nbsp;&nbsp; 294271 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Galleria <br> Corp.<br>| 52850 | &nbsp;&nbsp; 43479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha General <br> Insurance Co. Ltd.<br>| 27895 | &nbsp;&nbsp; 120474 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Investment & <br> Securities Co. Ltd.<br>| 55055 | &nbsp;&nbsp; 230246 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Life <br> Insurance Co. Ltd.<br>| 74833 | &nbsp;&nbsp; 186813 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Ocean Co. <br> Ltd.<br>| 1596 | &nbsp;&nbsp; 128299 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Solutions <br> Corp.<br>| 25968 | &nbsp;&nbsp; 568494 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Vision Co. <br> Ltd.<br>| 3652 | &nbsp;&nbsp; 160508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanyang Digitech Co. <br> Ltd.<br>| 2583 | &nbsp;&nbsp; 17135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanyang Eng Co. <br> Ltd.<br>| 5655 | &nbsp;&nbsp; 75624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanyang Securities <br> Co. Ltd.<br>| 3629 | &nbsp;&nbsp; 45820 |
| \* | Harim Co. Ltd. | 20657 | &nbsp;&nbsp; 45392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harim Holdings Co. <br> Ltd.<br>| 26320 | &nbsp;&nbsp; 177352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HB SOLUTION Co. <br> Ltd.<br>| 7112 | &nbsp;&nbsp; 11751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HB Technology Co. <br> Ltd.<br>| 31571 | &nbsp;&nbsp; 40701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HC HomeCenter Co. <br> Ltd.<br>| 8129 | &nbsp;&nbsp; 4585 |
| # | HD Hyundai Co. Ltd. | 6881 | &nbsp;&nbsp; 704088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai <br> Construction <br> Equipment Co. Ltd.<br>| 5633 | &nbsp;&nbsp; 374810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Electric <br> Co. Ltd.<br>| 4615 | &nbsp;&nbsp; 1642304 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Energy <br> Solutions Co. Ltd.<br>| 1140 | &nbsp;&nbsp; 35859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Heavy <br> Industries Co. Ltd.<br>| 1772 | &nbsp;&nbsp; 621900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Infracore <br> Co. Ltd.<br>| 34253 | &nbsp;&nbsp; 378045 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | HD Hyundai Mipo | 1415 | &nbsp;&nbsp; $215327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Korea <br> Shipbuilding & <br> Offshore <br> Engineering Co. <br> Ltd.<br>| 4535 | &nbsp;&nbsp; 1165414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HDC Holdings Co. <br> Ltd.<br>| 16074 | &nbsp;&nbsp; 266836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HDC Hyundai <br> Development <br> Co-Engineering & <br> Construction<br>| 19170 | &nbsp;&nbsp; 323397 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HD-Hyundai Marine <br> Engine<br>| 4552 | &nbsp;&nbsp; 213981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hecto Innovation Co. <br> Ltd.<br>| 3956 | &nbsp;&nbsp; 44310 |
| \* | Helixmith Co. Ltd. | 15600 | &nbsp;&nbsp; 36865 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heung-A Shipping Co. <br> Ltd.<br>| 29145 | &nbsp;&nbsp; 36986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; High Tech Pharm Co. <br> Ltd.<br>| 1900 | &nbsp;&nbsp; 17064 |
|  | HK inno N Corp. | 6518 | &nbsp;&nbsp; 210043 |
|  | HL Holdings Corp. | 3298 | &nbsp;&nbsp; 92713 |
|  | HL Mando Co. Ltd. | 16916 | &nbsp;&nbsp; 420464 |
| \* | HLB Biostep Co. Ltd. | 14537 | &nbsp;&nbsp; 14420 |
| \* | HLB Global Co. Ltd. | 7107 | &nbsp;&nbsp; 12837 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; HLB Life Science Co. <br> Ltd.<br>| 13176 | &nbsp;&nbsp; 44709 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hlb Pharma Ceutical <br> Co. Ltd.<br>| 2416 | &nbsp;&nbsp; 28037 |
| \* | HLB, Inc. | 4622 | &nbsp;&nbsp; 159396 |
| # | HMM Co. Ltd. | 45620 | &nbsp;&nbsp; 766998 |
| #\* | Hotel Shilla Co. Ltd. | 6799 | &nbsp;&nbsp; 228574 |
|  | HPSP Co. Ltd. | 12385 | &nbsp;&nbsp; 236202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HS Hyosung <br> Advanced Materials <br> Corp.<br>| 1200 | &nbsp;&nbsp; 169831 |
| \* | HS Hyosung Corp. | 689 | &nbsp;&nbsp; 30685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HS Industries Co. <br> Ltd.<br>| 14609 | &nbsp;&nbsp; 47057 |
| \* | Hugel, Inc. | 991 | &nbsp;&nbsp; 239206 |
| \* | Humasis Co. Ltd. | 23980 | &nbsp;&nbsp; 24171 |
|  | Humedix Co. Ltd. | 2503 | &nbsp;&nbsp; 118127 |
|  | Huons Co. Ltd. | 3731 | &nbsp;&nbsp; 76498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huons Global Co. <br> Ltd.<br>| 2407 | &nbsp;&nbsp; 75413 |
|  | Husteel Co. Ltd. | 17299 | &nbsp;&nbsp; 55630 |
|  | Hwa Shin Co. Ltd. | 9790 | &nbsp;&nbsp; 61373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hwangkum Steel & <br> Technology Co. <br> Ltd.<br>| 4431 | &nbsp;&nbsp; 19296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hwaseung Enterprise <br> Co. Ltd.<br>| 8077 | &nbsp;&nbsp; 43534 |
|  | HYBE Co. Ltd. | 755 | &nbsp;&nbsp; 140326 |
| \* | Hydro Lithium, Inc. | 8415 | &nbsp;&nbsp; 15449 |
|  | Hy-Lok Corp. | 3204 | &nbsp;&nbsp; 70284 |
|  | Hyosung Corp. | 3097 | &nbsp;&nbsp; 193402 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyosung Heavy <br> Industries Corp.<br>| 1024 | &nbsp;&nbsp; $892642 |
|  | Hyosung TNC Corp. | 1627 | &nbsp;&nbsp; 274851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Autoever <br> Corp.<br>| 2048 | &nbsp;&nbsp; 225609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Bioland Co. <br> Ltd.<br>| 5522 | &nbsp;&nbsp; 19669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai BNG Steel <br> Co. Ltd.<br>| 4900 | &nbsp;&nbsp; 44679 |
|  | HYUNDAI Corp. | 4150 | &nbsp;&nbsp; 74554 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Department <br> Store Co. Ltd.<br>| 7377 | &nbsp;&nbsp; 374386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Elevator Co. <br> Ltd.<br>| 4692 | &nbsp;&nbsp; 286381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Engineering <br> & Construction Co. <br> Ltd.<br>| 15451 | &nbsp;&nbsp; 747763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Ezwel Co. <br> Ltd.<br>| 4618 | &nbsp;&nbsp; 22625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Futurenet Co. <br> Ltd.<br>| 10966 | &nbsp;&nbsp; 26865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Glovis Co. <br> Ltd.<br>| 12771 | &nbsp;&nbsp; 1349040 |
|  | Hyundai Green Food | 8649 | &nbsp;&nbsp; 108656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Home <br> Shopping Network <br> Corp.<br>| 2024 | &nbsp;&nbsp; 83515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Hyms Co. <br> Ltd.<br>| 1583 | &nbsp;&nbsp; 23021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Livart <br> Furniture Co. Ltd.<br>| 6686 | &nbsp;&nbsp; 38165 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Marine & Fire <br> Insurance Co. Ltd.<br>| 15400 | &nbsp;&nbsp; 290662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Mobis Co. <br> Ltd.<br>| 6655 | &nbsp;&nbsp; 1404336 |
|  | Hyundai Motor Co. | 28050 | &nbsp;&nbsp; 4267170 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Motor <br> Securities Co. Ltd.<br>| 16835 | &nbsp;&nbsp; 102462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Movex Co. <br> Ltd.<br>| 9201 | &nbsp;&nbsp; 34165 |
|  | Hyundai Steel Co. | 19874 | &nbsp;&nbsp; 505825 |
|  | Hyundai Wia Corp. | 8192 | &nbsp;&nbsp; 292343 |
|  | HyVision System, Inc. | 3859 | &nbsp;&nbsp; 42181 |
|  | i3system, Inc. | 1104 | &nbsp;&nbsp; 90881 |
| \* | Icure Pharm, Inc. | 2386 | &nbsp;&nbsp; 3469 |
|  | iFamilySC Co. Ltd. | 3749 | &nbsp;&nbsp; 43251 |
|  | Iljin Electric Co. Ltd. | 5713 | &nbsp;&nbsp; 172835 |
|  | Iljin Holdings Co. Ltd. | 3076 | &nbsp;&nbsp; 13318 |
| \* | Iljin Hysolus Co. Ltd. | 1181 | &nbsp;&nbsp; 14069 |
|  | Iljin Power Co. Ltd. | 4220 | &nbsp;&nbsp; 30554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ilshin Spinning Co. <br> Ltd.<br>| 8435 | &nbsp;&nbsp; 62541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ilyang Pharmaceutical <br> Co. Ltd.<br>| 2889 | &nbsp;&nbsp; 27519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; iM Financial Group <br> Co. Ltd.<br>| 79609 | &nbsp;&nbsp; 792069 |
|  | iMarketKorea, Inc. | 9902 | &nbsp;&nbsp; 59679 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | InBody Co. Ltd. | 3960 | &nbsp;&nbsp; $68017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Incar Financial <br> Service Co. Ltd.<br>| 5047 | &nbsp;&nbsp; 41313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industrial Bank of <br> Korea<br>| 75694 | &nbsp;&nbsp; 1056041 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Infinitt Healthcare Co. <br> Ltd.<br>| 5469 | &nbsp;&nbsp; 30686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Innocean Worldwide, <br> Inc.<br>| 9240 | &nbsp;&nbsp; 130921 |
|  | InnoWireless Co. Ltd. | 1882 | &nbsp;&nbsp; 26812 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Innox Advanced <br> Materials Co. Ltd.<br>| 6188 | &nbsp;&nbsp; 119904 |
| \* | Insun ENT Co. Ltd. | 13154 | &nbsp;&nbsp; 49426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Insung Information <br> Co. Ltd.<br>| 9259 | &nbsp;&nbsp; 14412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intellian Technologies, <br> Inc.<br>| 1921 | &nbsp;&nbsp; 66873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intelligent Digital <br> Integrated Security <br> Co. Ltd.<br>| 1743 | &nbsp;&nbsp; 21112 |
| \* | Interflex Co. Ltd. | 5184 | &nbsp;&nbsp; 33899 |
| †† | Interojo Co. Ltd. | 2350 | &nbsp;&nbsp; 34738 |
|  | INTOPS Co. Ltd. | 6004 | &nbsp;&nbsp; 69726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; iNtRON <br> Biotechnology, Inc.<br>| 4530 | &nbsp;&nbsp; 13276 |
|  | INVENI Co. Ltd. | 755 | &nbsp;&nbsp; 32633 |
|  | IS Dongseo Co. Ltd. | 6609 | &nbsp;&nbsp; 96665 |
|  | ISC Co. Ltd. | 1934 | &nbsp;&nbsp; 83084 |
|  | i-SENS, Inc. | 3076 | &nbsp;&nbsp; 39996 |
| \* | ISU Abxis Co. Ltd. | 3988 | &nbsp;&nbsp; 14851 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ISU Chemical Co. <br> Ltd.<br>| 5097 | &nbsp;&nbsp; 22360 |
|  | IsuPetasys Co. Ltd. | 13854 | &nbsp;&nbsp; 638626 |
| \* | ITEK, Inc. | 8093 | &nbsp;&nbsp; 35946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ITM Semiconductor <br> Co. Ltd.<br>| 1624 | &nbsp;&nbsp; 16468 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jahwa Electronics Co. <br> Ltd.<br>| 7183 | &nbsp;&nbsp; 94256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JB Financial Group <br> Co. Ltd.<br>| 46009 | &nbsp;&nbsp; 763621 |
| \* | Jeju Air Co. Ltd. | 13916 | &nbsp;&nbsp; 67759 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jeju Semiconductor <br> Corp.<br>| 3967 | &nbsp;&nbsp; 42335 |
| \* | JETEMA Co. Ltd. | 3077 | &nbsp;&nbsp; 15030 |
| \* | Jin Air Co. Ltd. | 4887 | &nbsp;&nbsp; 31395 |
|  | Jinsung T.E.C. | 6490 | &nbsp;&nbsp; 56280 |
| \* | JNTC Co. Ltd. | 3202 | &nbsp;&nbsp; 37336 |
| \*†† | Jokwang ILI Co. Ltd. | 21810 | &nbsp;&nbsp; 2155 |
| \* | JoyCity Corp. | 1775 | &nbsp;&nbsp; 2428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jusung Engineering <br> Co. Ltd.<br>| 9605 | &nbsp;&nbsp; 185761 |
|  | JVM Co. Ltd. | 1903 | &nbsp;&nbsp; 39215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JW Life Science <br> Corp.<br>| 4771 | &nbsp;&nbsp; 42977 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JYP Entertainment <br> Corp.<br>| 7597 | &nbsp;&nbsp; 395802 |
|  | K Car Co. Ltd. | 5037 | &nbsp;&nbsp; 57574 |
|  | K Ensol Co. Ltd. | 2244 | &nbsp;&nbsp; 19683 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Kakao Corp. | 9785 | &nbsp;&nbsp; $405866 |
| #\* | Kakao Games Corp. | 10700 | &nbsp;&nbsp; 131637 |
|  | KakaoBank Corp. | 17985 | &nbsp;&nbsp; 361639 |
| #\* | Kakaopay Corp. | 2483 | &nbsp;&nbsp; 113718 |
| \*†† | Kanglim Co. Ltd. | 4125 | &nbsp;&nbsp; 3373 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kangwon Energy Co. <br> Ltd.<br>| 3155 | &nbsp;&nbsp; 29498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KB Financial Group, <br> Inc. (105560 KS)<br>| 59620 | &nbsp;&nbsp; 4736738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KB Financial Group, <br> Inc. (KB US), ADR<br>| 10427 | &nbsp;&nbsp; 825297 |
|  | KC Co. Ltd. | 3423 | &nbsp;&nbsp; 56980 |
|  | KC Tech Co. Ltd. | 2990 | &nbsp;&nbsp; 64489 |
|  | KCC Corp. | 1096 | &nbsp;&nbsp; 290684 |
|  | KCC Glass Corp. | 4327 | &nbsp;&nbsp; 100739 |
|  | KCTC | 13067 | &nbsp;&nbsp; 52102 |
| \* | KEC Corp. | 72307 | &nbsp;&nbsp; 39824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KEPCO Engineering & <br> Construction Co., <br> Inc.<br>| 1269 | &nbsp;&nbsp; 83817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KEPCO Plant Service <br> & Engineering Co. <br> Ltd.<br>| 6573 | &nbsp;&nbsp; 245968 |
|  | KG Chemical Corp. | 16105 | &nbsp;&nbsp; 52175 |
|  | KG Dongbusteel | 23894 | &nbsp;&nbsp; 101655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KG Eco Solution Co. <br> Ltd.<br>| 12156 | &nbsp;&nbsp; 54803 |
| \* | KG Mobility Co. | 27602 | &nbsp;&nbsp; 69873 |
|  | Kginicis Co. Ltd. | 7291 | &nbsp;&nbsp; 56673 |
|  | KGMobilians Co. Ltd. | 9604 | &nbsp;&nbsp; 36932 |
|  | KH Vatec Co. Ltd. | 7958 | &nbsp;&nbsp; 69675 |
|  | Kia Corp. | 67227 | &nbsp;&nbsp; 4919051 |
|  | KINX, Inc. | 1034 | &nbsp;&nbsp; 67008 |
|  | KISCO Corp. | 5433 | &nbsp;&nbsp; 36192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KISCO Holdings Co. <br> Ltd.<br>| 2780 | &nbsp;&nbsp; 50101 |
|  | KISWIRE Ltd. | 5402 | &nbsp;&nbsp; 70594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KIWOOM Securities <br> Co. Ltd.<br>| 5698 | &nbsp;&nbsp; 878655 |
| \* | KMW Co. Ltd. | 3770 | &nbsp;&nbsp; 35632 |
| \* | KNJ Co. Ltd. | 1991 | &nbsp;&nbsp; 25374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koh Young <br> Technology, Inc.<br>| 7780 | &nbsp;&nbsp; 80477 |
|  | Kolmar BNH Co. Ltd. | 2608 | &nbsp;&nbsp; 27246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kolmar Holdings Co. <br> Ltd.<br>| 4314 | &nbsp;&nbsp; 44461 |
| # | Kolon Corp. | 3612 | &nbsp;&nbsp; 127639 |
|  | Kolon Enp, Inc. | 7122 | &nbsp;&nbsp; 33905 |
|  | Kolon Global Corp. | 2282 | &nbsp;&nbsp; 15783 |
|  | Kolon Industries, Inc. | 8656 | &nbsp;&nbsp; 255498 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kolon Life Science, <br> Inc.<br>| 583 | &nbsp;&nbsp; 13436 |
| # | KoMiCo Ltd. | 2410 | &nbsp;&nbsp; 121457 |
| # | KONA I Co. Ltd. | 3514 | &nbsp;&nbsp; 142602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Asset In Trust <br> Co. Ltd.<br>| 31622 | &nbsp;&nbsp; 57372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Cast Iron Pipe <br> Industries Co. Ltd.<br>| 7209 | &nbsp;&nbsp; 37716 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | Korea Circuit Co. Ltd. | 5123 | &nbsp;&nbsp; $43914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea District Heating <br> Corp.<br>| 743 | &nbsp;&nbsp; 46199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Electric <br> Terminal Co. Ltd.<br>| 3099 | &nbsp;&nbsp; 147514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Electronic <br> Power Industrial <br> Development Co. <br> Ltd.<br>| 3147 | &nbsp;&nbsp; 28365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Export <br> Packaging Industrial <br> Co. Ltd.<br>| 8450 | &nbsp;&nbsp; 17882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Fuel-Tech <br> Corp.<br>| 10279 | &nbsp;&nbsp; 35855 |
|  | Korea Gas Corp. | 5875 | &nbsp;&nbsp; 180942 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Korea Information & <br> Communications <br> Co. Ltd.<br>| 7274 | &nbsp;&nbsp; 47883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Information <br> Certificate Authority, <br> Inc.<br>| 8741 | &nbsp;&nbsp; 45855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Investment <br> Holdings Co. Ltd.<br>| 14096 | &nbsp;&nbsp; 1443064 |
| \* | Korea Line Corp. | 77758 | &nbsp;&nbsp; 103422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Movenex Co. <br> Ltd.<br>| 14544 | &nbsp;&nbsp; 43669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Petrochemical <br> Ind Co. Ltd.<br>| 1571 | &nbsp;&nbsp; 115009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Petroleum <br> Industries Co.<br>| 1683 | &nbsp;&nbsp; 17190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Pharma Co. <br> Ltd.<br>| 615 | &nbsp;&nbsp; 6478 |
|  | Korea Ratings Corp. | 564 | &nbsp;&nbsp; 40462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Real Estate <br> Investment & Trust <br> Co. Ltd.<br>| 87316 | &nbsp;&nbsp; 78925 |
|  | Korea Zinc Co. Ltd. | 1239 | &nbsp;&nbsp; 710297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korean Air Lines Co. <br> Ltd.<br>| 69484 | &nbsp;&nbsp; 1176390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korean Reinsurance <br> Co.<br>| 70890 | &nbsp;&nbsp; 544153 |
|  | Kortek Corp. | 5563 | &nbsp;&nbsp; 39771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koryo Credit <br> Information Co. <br> Ltd.<br>| 2209 | &nbsp;&nbsp; 16763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KPX Chemical Co. <br> Ltd.<br>| 1121 | &nbsp;&nbsp; 41996 |
| \* | Krafton, Inc. | 5933 | &nbsp;&nbsp; 1396959 |
|  | KSS LINE Ltd. | 8802 | &nbsp;&nbsp; 66871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KT Corp. (KT US), <br> Sponsored ADR<br>| 12498 | &nbsp;&nbsp; 252335 |
|  | KT Skylife Co. Ltd. | 9022 | &nbsp;&nbsp; 32865 |
|  | KTCS Corp. | 9824 | &nbsp;&nbsp; 19076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kukdong Oil & <br> Chemicals Co. Ltd.<br>| 10859 | &nbsp;&nbsp; 27659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kukje Pharma Co. <br> Ltd.<br>| 4142 | &nbsp;&nbsp; 14106 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kukjeon <br> Pharmaceutical Co. <br> Ltd.<br>| 2139 | &nbsp;&nbsp; $6239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kumho Petrochemical <br> Co. Ltd.<br>| 3535 | &nbsp;&nbsp; 309440 |
| \* | Kumho Tire Co., Inc. | 55881 | &nbsp;&nbsp; 186344 |
| \* | KUMHOE&C Co. Ltd. | 636 | &nbsp;&nbsp; 1567 |
| \* | Kwangmu Co. Ltd. | 6350 | &nbsp;&nbsp; 10679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KX Innovation Co. <br> Ltd.<br>| 3585 | &nbsp;&nbsp; 11023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyeryong Construction <br> Industrial Co. Ltd.<br>| 4158 | &nbsp;&nbsp; 58909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyobo Securities Co. <br> Ltd.<br>| 10116 | &nbsp;&nbsp; 63209 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyung Dong Navien <br> Co. Ltd.<br>| 3051 | &nbsp;&nbsp; 188316 |
|  | Kyungbang Co. Ltd. | 5365 | &nbsp;&nbsp; 28809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyung-In Synthetic <br> Corp.<br>| 15465 | &nbsp;&nbsp; 37916 |
|  | KZ Precision Corp. | 3100 | &nbsp;&nbsp; 31799 |
| \* | L&F Co. Ltd. | 1457 | &nbsp;&nbsp; 72855 |
| \* | L&K Biomed Co. Ltd. | 1817 | &nbsp;&nbsp; 9341 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LabGenomics Co. <br> Ltd.<br>| 14945 | &nbsp;&nbsp; 24782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lake Materials Co. <br> Ltd.<br>| 15024 | &nbsp;&nbsp; 133952 |
| \* | LB Semicon, Inc. | 19980 | &nbsp;&nbsp; 57577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lee Ku Industrial Co. <br> Ltd.<br>| 6154 | &nbsp;&nbsp; 21613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LEENO Industrial, <br> Inc.<br>| 12615 | &nbsp;&nbsp; 428441 |
|  | LF Corp. | 8933 | &nbsp;&nbsp; 127699 |
|  | LG Corp. | 12299 | &nbsp;&nbsp; 698272 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; LG Display Co. Ltd. <br> (034220 KS)<br>| 74561 | &nbsp;&nbsp; 577297 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LG Display Co. Ltd. <br> (LPL US), ADR<br>| 121612 | &nbsp;&nbsp; 476719 |
|  | LG Electronics, Inc. | 34829 | &nbsp;&nbsp; 1927759 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LG Energy Solution <br> Ltd.<br>| 1522 | &nbsp;&nbsp; 416060 |
|  | LG H&H Co. Ltd. | 2100 | &nbsp;&nbsp; 476020 |
|  | LG Innotek Co. Ltd. | 5465 | &nbsp;&nbsp; 609760 |
|  | LG Uplus Corp. | 95297 | &nbsp;&nbsp; 1003153 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LigaChem <br> Biosciences, Inc.<br>| 828 | &nbsp;&nbsp; 79233 |
| \* | LOT Vacuum Co. Ltd. | 4434 | &nbsp;&nbsp; 33242 |
|  | Lotte Chemical Corp. | 3491 | &nbsp;&nbsp; 166213 |
| # | Lotte Corp. | 9650 | &nbsp;&nbsp; 194577 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Data <br> Communication Co.<br>| 1829 | &nbsp;&nbsp; 28504 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Energy Materials <br> Corp.<br>| 8382 | &nbsp;&nbsp; 149402 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; LOTTE Fine Chemical <br> Co. Ltd.<br>| 7873 | &nbsp;&nbsp; 242740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LOTTE Himart Co. <br> Ltd.<br>| 1295 | &nbsp;&nbsp; 8386 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Non-Life <br> Insurance Co. Ltd.<br>| 32778 | &nbsp;&nbsp; $41190 |
|  | Lotte Rental Co. Ltd. | 8583 | &nbsp;&nbsp; 194104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Shopping Co. <br> Ltd.<br>| 2687 | &nbsp;&nbsp; 138283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Wellfood Co. <br> Ltd.<br>| 1356 | &nbsp;&nbsp; 120116 |
|  | LS Corp. | 4239 | &nbsp;&nbsp; 522835 |
|  | LS Eco Energy Ltd. | 3866 | &nbsp;&nbsp; 99631 |
|  | LS Electric Co. Ltd. | 4296 | &nbsp;&nbsp; 948182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LS Marine Solution <br> Co. Ltd.<br>| 2290 | &nbsp;&nbsp; 42805 |
|  | LTC Co. Ltd. | 584 | &nbsp;&nbsp; 4929 |
| \* | LVMC Holdings | 48539 | &nbsp;&nbsp; 68651 |
|  | LX Hausys Ltd. | 4303 | &nbsp;&nbsp; 95400 |
|  | LX Semicon Co. Ltd. | 5553 | &nbsp;&nbsp; 218879 |
|  | M.I.Tech Co. Ltd. | 6029 | &nbsp;&nbsp; 35258 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Macquarie Korea <br> Infrastructure Fund<br>| 89053 | &nbsp;&nbsp; 756831 |
|  | Maeil Dairies Co. Ltd. | 2167 | &nbsp;&nbsp; 58399 |
|  | Mcnex Co. Ltd. | 5307 | &nbsp;&nbsp; 112188 |
| \* | Mediana Co. Ltd. | 4570 | &nbsp;&nbsp; 19392 |
| \* | Medipost Co. Ltd. | 6328 | &nbsp;&nbsp; 49387 |
|  | Medytox, Inc. | 694 | &nbsp;&nbsp; 73037 |
| \* | Meerecompany, Inc. | 1878 | &nbsp;&nbsp; 21245 |
|  | MegaStudy Co. Ltd. | 3816 | &nbsp;&nbsp; 30869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MegaStudyEdu Co. <br> Ltd.<br>| 2874 | &nbsp;&nbsp; 103504 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Meritz Financial <br> Group, Inc.<br>| 22881 | &nbsp;&nbsp; 1900252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; META BIOMED Co. <br> Ltd.<br>| 5123 | &nbsp;&nbsp; 22190 |
|  | Mgame Corp. | 7410 | &nbsp;&nbsp; 35150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mi Chang Oil <br> Industrial Co. Ltd.<br>| 382 | &nbsp;&nbsp; 31530 |
| \* | MiCo Ltd. | 11862 | &nbsp;&nbsp; 122670 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mirae Asset Life <br> Insurance Co. Ltd.<br>| 21538 | &nbsp;&nbsp; 115323 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mirae Asset Securities <br> Co. Ltd.<br>| 62214 | &nbsp;&nbsp; 849169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mirae Asset Venture <br> Investment Co. Ltd.<br>| 5218 | &nbsp;&nbsp; 25415 |
|  | Misto Holdings Corp. | 11094 | &nbsp;&nbsp; 285612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miwon Chemicals Co. <br> Ltd.<br>| 571 | &nbsp;&nbsp; 33720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miwon Commercial <br> Co. Ltd.<br>| 595 | &nbsp;&nbsp; 70912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miwon Holdings Co. <br> Ltd.<br>| 324 | &nbsp;&nbsp; 17420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miwon Specialty <br> Chemical Co. Ltd.<br>| 519 | &nbsp;&nbsp; 55076 |
|  | MK Electron Co. Ltd. | 8599 | &nbsp;&nbsp; 49985 |
|  | MNTech Co. Ltd. | 3027 | &nbsp;&nbsp; 26716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Modetour Network, <br> Inc.<br>| 2945 | &nbsp;&nbsp; 24659 |
| \* | MONAYONGPYONG | 12765 | &nbsp;&nbsp; 39922 |
|  | Motrex Co. Ltd. | 7187 | &nbsp;&nbsp; 47360 |
| \* | MS Autotech Co. Ltd. | 6080 | &nbsp;&nbsp; 12270 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Multicampus Co. Ltd. | 1262 | &nbsp;&nbsp; $31205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Myoung Shin <br> Industrial Co. Ltd.<br>| 14909 | &nbsp;&nbsp; 90262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Namhae Chemical <br> Corp.<br>| 10948 | &nbsp;&nbsp; 59345 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Namsun Aluminum <br> Co. Ltd.<br>| 35479 | &nbsp;&nbsp; 30838 |
|  | Namuga Co. Ltd. | 2390 | &nbsp;&nbsp; 25343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Namyang Dairy <br> Products Co. Ltd.<br>| 1079 | &nbsp;&nbsp; 48425 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nature & Environment <br> Co. Ltd.<br>| 31751 | &nbsp;&nbsp; 16373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nature Holdings Co. <br> Ltd.<br>| 6062 | &nbsp;&nbsp; 50280 |
|  | NAVER Corp. | 4415 | &nbsp;&nbsp; 743023 |
|  | NCSoft Corp. | 1508 | &nbsp;&nbsp; 209373 |
|  | NeoPharm Co. Ltd. | 4164 | &nbsp;&nbsp; 55361 |
|  | Neosem, Inc. | 2981 | &nbsp;&nbsp; 18165 |
| \* | Neowiz | 3403 | &nbsp;&nbsp; 60563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neowiz Holdings <br> Corp.<br>| 1665 | &nbsp;&nbsp; 29768 |
| \* | Nepes Ark Corp. | 3300 | &nbsp;&nbsp; 36437 |
| \* | NEPES Corp. | 6613 | &nbsp;&nbsp; 54487 |
| \* | Neptune Co. | 8029 | &nbsp;&nbsp; 40883 |
| Ω | Netmarble Corp. | 5521 | &nbsp;&nbsp; 235783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Power Plasma <br> Co. Ltd.<br>| 10930 | &nbsp;&nbsp; 43541 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Newflex Technology <br> Co. Ltd.<br>| 3847 | &nbsp;&nbsp; 12386 |
|  | Nexen Corp. | 9997 | &nbsp;&nbsp; 44022 |
|  | Nexen Tire Corp. | 14156 | &nbsp;&nbsp; 60616 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nexon Games Co. <br> Ltd.<br>| 4583 | &nbsp;&nbsp; 45605 |
|  | NEXTIN, Inc. | 2537 | &nbsp;&nbsp; 85782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NH Investment & <br> Securities Co. Ltd.<br>| 53051 | &nbsp;&nbsp; 769082 |
| # | NHN Corp. | 7894 | &nbsp;&nbsp; 162911 |
| # | NHN KCP Corp. | 8874 | &nbsp;&nbsp; 102570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NICE Holdings Co. <br> Ltd.<br>| 9918 | &nbsp;&nbsp; 94957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nice Information & <br> Telecommunication, <br> Inc.<br>| 3525 | &nbsp;&nbsp; 62169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NICE Information <br> Service Co. Ltd.<br>| 14058 | &nbsp;&nbsp; 164852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nong Shim Holdings <br> Co. Ltd.<br>| 900 | &nbsp;&nbsp; 53358 |
|  | NongShim Co. Ltd. | 1062 | &nbsp;&nbsp; 294696 |
|  | NOVAREX Co. Ltd. | 4575 | &nbsp;&nbsp; 62211 |
|  | Novatech Co. Ltd. | 1574 | &nbsp;&nbsp; 21440 |
|  | NPC | 7683 | &nbsp;&nbsp; 24301 |
|  | OCI Co. Ltd. | 2797 | &nbsp;&nbsp; 115901 |
| # | OCI Holdings Co. Ltd. | 6021 | &nbsp;&nbsp; 403681 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Okins Electronics Co. <br> Ltd.<br>| 3319 | &nbsp;&nbsp; 15536 |
|  | ONEJOON Co. Ltd. | 3406 | &nbsp;&nbsp; 23939 |
| \* | Orbitech Co. Ltd. | 3429 | &nbsp;&nbsp; 9641 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Precision & <br> Engineering Co. <br> Ltd.<br>| 7890 | &nbsp;&nbsp; $34008 |
|  | Orion Corp. | 6315 | &nbsp;&nbsp; 504206 |
|  | Orion Holdings Corp. | 12345 | &nbsp;&nbsp; 197719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Osang Healthcare Co. <br> Ltd.<br>| 980 | &nbsp;&nbsp; 12800 |
| \* | OSTEONIC Co. Ltd. | 3992 | &nbsp;&nbsp; 19761 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Osung Advanced <br> Materials Co. Ltd.<br>| 28148 | &nbsp;&nbsp; 28957 |
|  | Otoki Corp. | 786 | &nbsp;&nbsp; 225078 |
| # | Pan Ocean Co. Ltd. | 108116 | &nbsp;&nbsp; 326732 |
|  | Park Systems Corp. | 1480 | &nbsp;&nbsp; 292155 |
|  | Partron Co. Ltd. | 21696 | &nbsp;&nbsp; 103274 |
| \* | Pearl Abyss Corp. | 1609 | &nbsp;&nbsp; 45005 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pentastone <br> Electronics, Inc.<br>| 5205 | &nbsp;&nbsp; 11189 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; People & Technology, <br> Inc.<br>| 7981 | &nbsp;&nbsp; 199159 |
| \* | Peptron, Inc. | 609 | &nbsp;&nbsp; 127163 |
|  | PHA Co. Ltd. | 3537 | &nbsp;&nbsp; 28402 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; PharmaResearch Co. <br> Ltd.<br>| 1922 | &nbsp;&nbsp; 765028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PharmGen Science, <br> Inc.<br>| 9054 | &nbsp;&nbsp; 30366 |
|  | Pharmicell Co. Ltd. | 10557 | &nbsp;&nbsp; 96787 |
|  | Philenergy Co. Ltd. | 845 | &nbsp;&nbsp; 8252 |
| \* | Philoptics Co. Ltd. | 1555 | &nbsp;&nbsp; 36807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PI Advanced Materials <br> Co. Ltd.<br>| 3994 | &nbsp;&nbsp; 51370 |
| \* | PKC Co. Ltd. | 10835 | &nbsp;&nbsp; 45955 |
| \* | Polaris AI Corp. | 10698 | &nbsp;&nbsp; 18709 |
| \* | Polaris Office Corp. | 5235 | &nbsp;&nbsp; 22251 |
|  | Pond Group Co. Ltd. | 3753 | &nbsp;&nbsp; 29175 |
| \* | PonyLink Co. Ltd. | 18582 | &nbsp;&nbsp; 14373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Poongsan Holdings <br> Corp.<br>| 2812 | &nbsp;&nbsp; 97693 |
| # | Posco DX Co. Ltd. | 12040 | &nbsp;&nbsp; 205885 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; POSCO Future M Co. <br> Ltd.<br>| 845 | &nbsp;&nbsp; 85961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Posco M-Tech Co. <br> Ltd.<br>| 2492 | &nbsp;&nbsp; 26292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; POSCO Steeleon Co. <br> Ltd.<br>| 1308 | &nbsp;&nbsp; 39240 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Power Logics Co. <br> Ltd.<br>| 9071 | &nbsp;&nbsp; 30060 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Prestige Biologics Co. <br> Ltd.<br>| 3146 | &nbsp;&nbsp; 8516 |
|  | Protec Co. Ltd. | 1341 | &nbsp;&nbsp; 25631 |
|  | PSK Holdings, Inc. | 1510 | &nbsp;&nbsp; 35935 |
| # | PSK, Inc. | 7547 | &nbsp;&nbsp; 111470 |
|  | Pulmuone Co. Ltd. | 3936 | &nbsp;&nbsp; 41917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pumtech Korea Co. <br> Ltd.<br>| 1886 | &nbsp;&nbsp; 90003 |
| \* | Rainbow Robotics | 502 | &nbsp;&nbsp; 98959 |
| \* | Ray Co. Ltd. | 630 | &nbsp;&nbsp; 3363 |
| \* | Refine Co. Ltd. | 3137 | &nbsp;&nbsp; 39246 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Reyon Pharmaceutical <br> Co. Ltd.<br>| 2366 | &nbsp;&nbsp; $19624 |
|  | RFHIC Corp. | 3309 | &nbsp;&nbsp; 65960 |
| \* | RFTech Co. Ltd. | 16022 | &nbsp;&nbsp; 29492 |
| \* | Robostar Co. Ltd. | 1376 | &nbsp;&nbsp; 26339 |
|  | Rorze Systems Corp. | 3344 | &nbsp;&nbsp; 31500 |
|  | S&S Tech Corp. | 4117 | &nbsp;&nbsp; 147219 |
|  | S-1 Corp. | 6233 | &nbsp;&nbsp; 332172 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sajo Industries Co. <br> Ltd.<br>| 851 | &nbsp;&nbsp; 29029 |
|  | Sajodaerim Corp. | 1138 | &nbsp;&nbsp; 33708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sam Young <br> Electronics Co. Ltd.<br>| 4997 | &nbsp;&nbsp; 40104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sam Yung Trading <br> Co. Ltd.<br>| 6134 | &nbsp;&nbsp; 73254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sam-A Aluminum Co. <br> Ltd.<br>| 357 | &nbsp;&nbsp; 6877 |
|  | Samchully Co. Ltd. | 516 | &nbsp;&nbsp; 51319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samho Development <br> Co. Ltd.<br>| 8183 | &nbsp;&nbsp; 20253 |
|  | Samick THK Co. Ltd. | 2406 | &nbsp;&nbsp; 17280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Samil Pharmaceutical <br> Co. Ltd.<br>| 3172 | &nbsp;&nbsp; 23371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samji Electronics Co. <br> Ltd.<br>| 5168 | &nbsp;&nbsp; 44017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samjin <br> Pharmaceutical Co. <br> Ltd.<br>| 2505 | &nbsp;&nbsp; 36238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sammok S-Form Co. <br> Ltd.<br>| 2476 | &nbsp;&nbsp; 37104 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Biologics <br> Co. Ltd.<br>| 1378 | &nbsp;&nbsp; 1052830 |
|  | Samsung C&T Corp. | 9596 | &nbsp;&nbsp; 1157708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Card Co. <br> Ltd. (029780 KS)<br>| 10089 | &nbsp;&nbsp; 361186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung <br> Electro-Mechanics <br> Co. Ltd.<br>| 8786 | &nbsp;&nbsp; 933488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Electronics <br> Co. Ltd. (005930 <br> KS)<br>| 750372 | &nbsp;&nbsp; 38241912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Electronics <br> Co. Ltd. (SMSN LI), <br> GDR<br>| 2841 | &nbsp;&nbsp; 3555142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Engineering <br> Co. Ltd.<br>| 58595 | &nbsp;&nbsp; 1111088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Fire & <br> Marine Insurance <br> Co. Ltd.<br>| 3846 | &nbsp;&nbsp; 1214141 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Heavy <br> Industries Co. Ltd.<br>| 55313 | &nbsp;&nbsp; 754990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Life <br> Insurance Co. Ltd.<br>| 8046 | &nbsp;&nbsp; 726268 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Samsung <br> Pharmaceutical Co. <br> Ltd.<br>| 27070 | &nbsp;&nbsp; 30559 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Samsung SDI Co. <br> Ltd.<br>| 9932 | &nbsp;&nbsp; $1425152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung SDS Co. <br> Ltd.<br>| 5772 | &nbsp;&nbsp; 661286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Securities <br> Co. Ltd.<br>| 16103 | &nbsp;&nbsp; 816333 |
|  | SAMT Co. Ltd. | 22161 | &nbsp;&nbsp; 48769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samwha Capacitor <br> Co. Ltd.<br>| 2639 | &nbsp;&nbsp; 52081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samwha Electric Co. <br> Ltd.<br>| 511 | &nbsp;&nbsp; 9938 |
|  | Samyang Corp. | 1532 | &nbsp;&nbsp; 58211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samyang Foods Co. <br> Ltd.<br>| 1114 | &nbsp;&nbsp; 1151134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samyang Holdings <br> Corp.<br>| 2127 | &nbsp;&nbsp; 128435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samyang Tongsang <br> Co. Ltd.<br>| 846 | &nbsp;&nbsp; 33850 |
|  | Samyoung Co. Ltd. | 6764 | &nbsp;&nbsp; 20040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sang-A Frontec Co. <br> Ltd.<br>| 2614 | &nbsp;&nbsp; 32782 |
| \* | Sangbo Corp. | 1404 | &nbsp;&nbsp; 985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sangsin Energy <br> Display Precision <br> Co. Ltd.<br>| 1713 | &nbsp;&nbsp; 11119 |
|  | Saramin Co. Ltd. | 3271 | &nbsp;&nbsp; 34290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Satrec Initiative Co. <br> Ltd.<br>| 829 | &nbsp;&nbsp; 28998 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SBI Investment Korea <br> Co. Ltd.<br>| 40530 | &nbsp;&nbsp; 22836 |
| # | SD Biosensor, Inc. | 22479 | &nbsp;&nbsp; 161538 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SeAH Besteel <br> Holdings Corp.<br>| 7225 | &nbsp;&nbsp; 162184 |
|  | SeAH Holdings Corp. | 419 | &nbsp;&nbsp; 39246 |
|  | SeAH Steel Corp. | 565 | &nbsp;&nbsp; 61257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SeAH Steel Holdings <br> Corp.<br>| 837 | &nbsp;&nbsp; 121101 |
|  | Sebang Co. Ltd. | 6012 | &nbsp;&nbsp; 61629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sebang Global Battery <br> Co. Ltd.<br>| 3144 | &nbsp;&nbsp; 149742 |
|  | Seegene, Inc. | 7546 | &nbsp;&nbsp; 160627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sejin Heavy Industries <br> Co. Ltd.<br>| 6360 | &nbsp;&nbsp; 59624 |
| \* | Selvas AI, Inc. | 2362 | &nbsp;&nbsp; 23592 |
|  | Sempio Foods Co. | 730 | &nbsp;&nbsp; 14104 |
|  | Seobu T&D | 15654 | &nbsp;&nbsp; 98311 |
|  | Seohan Co. Ltd. | 57673 | &nbsp;&nbsp; 37509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seohee Construction <br> Co. Ltd.<br>| 59699 | &nbsp;&nbsp; 78734 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Seojin System Co. <br> Ltd.<br>| 10131 | &nbsp;&nbsp; 158806 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seoul Auction Co. <br> Ltd.<br>| 2218 | &nbsp;&nbsp; 13862 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seoul Semiconductor <br> Co. Ltd.<br>| 18042 | &nbsp;&nbsp; 92162 |
|  | Seoyon Co. Ltd. | 6326 | &nbsp;&nbsp; 45581 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seoyon E-Hwa Co. <br> Ltd.<br>| 9093 | &nbsp;&nbsp; $80670 |
| \*†† | Sewon E&C Co. Ltd. | 21080 | &nbsp;&nbsp; 2675 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SFA Engineering <br> Corp.<br>| 7382 | &nbsp;&nbsp; 130196 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SFA Semicon Co. <br> Ltd.<br>| 15960 | &nbsp;&nbsp; 37298 |
|  | SGC Energy Co. Ltd. | 4711 | &nbsp;&nbsp; 82992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Heung Energy & <br> Electronics Co. Ltd.<br>| 15489 | &nbsp;&nbsp; 46976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinhan Financial <br> Group Co. Ltd. <br> (055550 KS)<br>| 80720 | &nbsp;&nbsp; 3930587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinil Electronics Co. <br> Ltd.<br>| 12080 | &nbsp;&nbsp; 12278 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shinsegae <br> International, Inc.<br>| 7738 | &nbsp;&nbsp; 64637 |
|  | Shinsegae, Inc. | 3502 | &nbsp;&nbsp; 432676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinsung Delta Tech <br> Co. Ltd.<br>| 2779 | &nbsp;&nbsp; 133649 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shinsung E&G Co. <br> Ltd.<br>| 33135 | &nbsp;&nbsp; 36427 |
|  | Shinwon Corp. | 17258 | &nbsp;&nbsp; 21759 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shinyoung Securities <br> Co. Ltd.<br>| 1583 | &nbsp;&nbsp; 145409 |
|  | Showbox Corp. | 9860 | &nbsp;&nbsp; 19502 |
| #\* | Silicon2 Co. Ltd. | 7803 | &nbsp;&nbsp; 289168 |
|  | Silla Co. Ltd. | 2472 | &nbsp;&nbsp; 17539 |
|  | SIMMTECH Co. Ltd. | 1830 | &nbsp;&nbsp; 29944 |
|  | SIMPAC, Inc. | 1268 | &nbsp;&nbsp; 4699 |
|  | Sindoh Co. Ltd. | 2207 | &nbsp;&nbsp; 78581 |
|  | Sinil Pharm Co. Ltd. | 1949 | &nbsp;&nbsp; 9375 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; SK <br> Biopharmaceuticals <br> Co. Ltd.<br>| 5142 | &nbsp;&nbsp; 362138 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; SK Bioscience Co. <br> Ltd.<br>| 2633 | &nbsp;&nbsp; 86149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK Chemicals Co. <br> Ltd.<br>| 4083 | &nbsp;&nbsp; 199149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK Discovery Co. <br> Ltd.<br>| 4063 | &nbsp;&nbsp; 159664 |
| \* | SK Eternix Co. Ltd. | 7447 | &nbsp;&nbsp; 128489 |
|  | SK Gas Ltd. | 635 | &nbsp;&nbsp; 121018 |
|  | SK Hynix, Inc. | 104555 | &nbsp;&nbsp; 20264412 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; SK IE Technology Co. <br> Ltd.<br>| 10849 | &nbsp;&nbsp; 215063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK Innovation Co. <br> Ltd.<br>| 7792 | &nbsp;&nbsp; 602877 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SK oceanplant Co. <br> Ltd.<br>| 6151 | &nbsp;&nbsp; 87513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK Securities Co. <br> Ltd.<br>| 170647 | &nbsp;&nbsp; 82558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK Telecom Co. Ltd. <br> (017670 KS)<br>| 7361 | &nbsp;&nbsp; 297322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK Telecom Co. Ltd. <br> (SKM US), <br> Sponsored ADR<br>| 1259 | &nbsp;&nbsp; 27930 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | SKC Co. Ltd. | 1016 | &nbsp;&nbsp; $73110 |
| # | SL Corp. | 8218 | &nbsp;&nbsp; 195873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SM Entertainment Co. <br> Ltd.<br>| 1553 | &nbsp;&nbsp; 148320 |
| \* | SMEC Co. Ltd. | 12293 | &nbsp;&nbsp; 32275 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SNT Holdings Co. <br> Ltd.<br>| 3470 | &nbsp;&nbsp; 139240 |
| \* | SOCAR, Inc. | 1653 | &nbsp;&nbsp; 15592 |
|  | S-Oil Corp. | 12503 | &nbsp;&nbsp; 563973 |
|  | Solid, Inc. | 22414 | &nbsp;&nbsp; 100881 |
| #\* | SOLUM Co. Ltd. | 17252 | &nbsp;&nbsp; 204489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Solus Advanced <br> Materials Co. Ltd.<br>| 8382 | &nbsp;&nbsp; 51531 |
| \* | Solux Co. Ltd. | 8090 | &nbsp;&nbsp; 31854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Songwon Industrial <br> Co. Ltd.<br>| 7797 | &nbsp;&nbsp; 61400 |
|  | Soop Co. Ltd. | 3056 | &nbsp;&nbsp; 173679 |
|  | Soulbrain Co. Ltd. | 1580 | &nbsp;&nbsp; 267911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Soulbrain Holdings <br> Co. Ltd.<br>| 2191 | &nbsp;&nbsp; 69377 |
|  | SPC Samlip Co. Ltd. | 730 | &nbsp;&nbsp; 28806 |
|  | SPG Co. Ltd. | 2271 | &nbsp;&nbsp; 40509 |
|  | ST Pharm Co. Ltd. | 1575 | &nbsp;&nbsp; 97969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STIC Investments, <br> Inc.<br>| 7920 | &nbsp;&nbsp; 56663 |
|  | Straffic Co. Ltd. | 10920 | &nbsp;&nbsp; 30413 |
| #\* | Studio Dragon Corp. | 4596 | &nbsp;&nbsp; 152853 |
|  | Suheung Co. Ltd. | 878 | &nbsp;&nbsp; 11920 |
| \* | Sukgyung AT Co. Ltd. | 508 | &nbsp;&nbsp; 19916 |
|  | Sun Kwang Co. Ltd. | 1247 | &nbsp;&nbsp; 17544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sung Kwang Bend <br> Co. Ltd.<br>| 3923 | &nbsp;&nbsp; 89853 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sungchang Enterprise <br> Holdings Ltd.<br>| 19774 | &nbsp;&nbsp; 22921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sungeel Hitech Co. <br> Ltd.<br>| 785 | &nbsp;&nbsp; 21376 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sungwoo Hitech Co. <br> Ltd.<br>| 28667 | &nbsp;&nbsp; 122111 |
| \* | Suprema, Inc. | 1647 | &nbsp;&nbsp; 39680 |
| #\* | SY Co. Ltd. | 12322 | &nbsp;&nbsp; 30258 |
|  | SY Steel Tech, Inc. | 2533 | &nbsp;&nbsp; 7858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Synergy Innovation <br> Co. Ltd.<br>| 10345 | &nbsp;&nbsp; 21214 |
| \* | Synopex, Inc. | 30327 | &nbsp;&nbsp; 146889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Systems Technology, <br> Inc.<br>| 2030 | &nbsp;&nbsp; 27596 |
|  | T&L Co. Ltd. | 1763 | &nbsp;&nbsp; 76711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tae Kyung Industrial <br> Co. Ltd.<br>| 2012 | &nbsp;&nbsp; 7736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taekwang Industrial <br> Co. Ltd.<br>| 146 | &nbsp;&nbsp; 105445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TAEKYUNG BK Co. <br> Ltd.<br>| 7843 | &nbsp;&nbsp; 29052 |
| \* | Taesung Co. Ltd. | 1888 | &nbsp;&nbsp; 42593 |
| \* | Taewoong Co. Ltd. | 2693 | &nbsp;&nbsp; 78225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taeyang Metal <br> Industrial Co. Ltd.<br>| 5628 | &nbsp;&nbsp; 9394 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Taihan Electric Wire <br> Co. Ltd.<br>| 9077 | &nbsp;&nbsp; $101873 |
|  | TCC Steel | 1820 | &nbsp;&nbsp; 23357 |
|  | TechWing, Inc. | 5601 | &nbsp;&nbsp; 110844 |
|  | Telechips, Inc. | 3499 | &nbsp;&nbsp; 33763 |
|  | TES Co. Ltd. | 3436 | &nbsp;&nbsp; 63739 |
|  | TK Corp. | 4087 | &nbsp;&nbsp; 67333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TKG Huchems Co. <br> Ltd.<br>| 8732 | &nbsp;&nbsp; 110745 |
|  | TLB Co. Ltd. | 2610 | &nbsp;&nbsp; 50506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tokai Carbon Korea <br> Co. Ltd.<br>| 2058 | &nbsp;&nbsp; 157558 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Tongyang Life <br> Insurance Co. Ltd.<br>| 24537 | &nbsp;&nbsp; 148857 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Top Engineering Co. <br> Ltd.<br>| 5710 | &nbsp;&nbsp; 15887 |
|  | Toptec Co. Ltd. | 10660 | &nbsp;&nbsp; 37716 |
|  | Tovis Co. Ltd. | 6051 | &nbsp;&nbsp; 69181 |
|  | TS Corp. | 19785 | &nbsp;&nbsp; 43842 |
|  | TSE Co. Ltd. | 713 | &nbsp;&nbsp; 19801 |
| \* | TSI Co. Ltd. | 1964 | &nbsp;&nbsp; 7529 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tuksu Construction <br> Co. Ltd.<br>| 3773 | &nbsp;&nbsp; 19738 |
|  | TYM Corp. | 18418 | &nbsp;&nbsp; 66965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ubiquoss Holdings, <br> Inc.<br>| 2043 | &nbsp;&nbsp; 14781 |
|  | Ubiquoss, Inc. | 6216 | &nbsp;&nbsp; 38800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Uju Electronics Co. <br> Ltd.<br>| 1935 | &nbsp;&nbsp; 61436 |
| \* | Uni-Chem Co. Ltd. | 17481 | &nbsp;&nbsp; 21887 |
| # | Unid Co. Ltd. | 2052 | &nbsp;&nbsp; 123976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Semiconductor <br> Equipment & <br> Materials Co. Ltd.<br>| 7723 | &nbsp;&nbsp; 39526 |
|  | Uniquest Corp. | 4583 | &nbsp;&nbsp; 20368 |
| \* | Unison Co. Ltd. | 19128 | &nbsp;&nbsp; 18206 |
| \* | UniTest, Inc. | 4160 | &nbsp;&nbsp; 37042 |
|  | Unitrontech Co. Ltd. | 8834 | &nbsp;&nbsp; 40500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Value Added <br> Technology Co. <br> Ltd.<br>| 4333 | &nbsp;&nbsp; 73549 |
| \*†† | Vidente Co. Ltd. | 19231 | &nbsp;&nbsp; 8639 |
|  | Vieworks Co. Ltd. | 2184 | &nbsp;&nbsp; 32822 |
| \* | Vina Tech Co. Ltd. | 615 | &nbsp;&nbsp; 12603 |
|  | Vitzro Tech Co. Ltd. | 4197 | &nbsp;&nbsp; 25775 |
|  | Vitzrocell Co. Ltd. | 4413 | &nbsp;&nbsp; 98802 |
| \* | VM, Inc. | 2268 | &nbsp;&nbsp; 17923 |
| #\* | VT Co. Ltd. | 7135 | &nbsp;&nbsp; 184211 |
|  | Webcash Corp. | 2110 | &nbsp;&nbsp; 22309 |
|  | Webzen, Inc. | 6567 | &nbsp;&nbsp; 69041 |
| \* | Wemade Co. Ltd. | 2116 | &nbsp;&nbsp; 47591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Whanin <br> Pharmaceutical Co. <br> Ltd.<br>| 5935 | &nbsp;&nbsp; 51286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WINS Technet Co. <br> Ltd.<br>| 3865 | &nbsp;&nbsp; 35319 |
|  | WiSoL Co. Ltd. | 10907 | &nbsp;&nbsp; 52484 |
|  | Won Tech Co. Ltd. | 15831 | &nbsp;&nbsp; 146278 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Wonik Holdings Co. <br> Ltd.<br>| 21371 | &nbsp;&nbsp; $91819 |
|  | WONIK IPS Co. Ltd. | 4142 | &nbsp;&nbsp; 96718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wonik Materials Co. <br> Ltd.<br>| 3195 | &nbsp;&nbsp; 54404 |
|  | Wonik QnC Corp. | 6335 | &nbsp;&nbsp; 83183 |
|  | Woojin, Inc. | 3958 | &nbsp;&nbsp; 31568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woongjin Thinkbig Co. <br> Ltd.<br>| 16211 | &nbsp;&nbsp; 23756 |
| \* | Wooree Bio Co. Ltd. | 11301 | &nbsp;&nbsp; 18665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woori Financial <br> Group, Inc. (316140 <br> KS)<br>| 195291 | &nbsp;&nbsp; 3465077 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Woori Financial <br> Group, Inc. (WF <br> US), Sponsored <br> ADR<br>| 291 | &nbsp;&nbsp; 15391 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Woori Technology <br> Investment Co. Ltd.<br>| 12348 | &nbsp;&nbsp; 82491 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Woori Technology, <br> Inc.<br>| 17348 | &nbsp;&nbsp; 45490 |
| \* | Woosu AMS Co. Ltd. | 5919 | &nbsp;&nbsp; 13121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worldex Industry & <br> Trading Co. Ltd.<br>| 3984 | &nbsp;&nbsp; 69241 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wysiwyg Studios Co. <br> Ltd.<br>| 28958 | &nbsp;&nbsp; 18857 |
|  | Xexymix Corp. | 5593 | &nbsp;&nbsp; 24672 |
|  | Y G-1 Co. Ltd. | 9847 | &nbsp;&nbsp; 40846 |
| \* | YC Corp. | 2877 | &nbsp;&nbsp; 22863 |
| \* | Yest Co. Ltd. | 1865 | &nbsp;&nbsp; 24715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YG Entertainment, <br> Inc.<br>| 1379 | &nbsp;&nbsp; 84249 |
| \* | YG PLUS | 4446 | &nbsp;&nbsp; 27401 |
| \* | YMT Co. Ltd. | 2063 | &nbsp;&nbsp; 13636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youlchon Chemical <br> Co. Ltd.<br>| 1863 | &nbsp;&nbsp; 45676 |
|  | Young Poong Corp. | 1890 | &nbsp;&nbsp; 57660 |
| # | Youngone Corp. | 8991 | &nbsp;&nbsp; 390805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youngone Holdings <br> Co. Ltd.<br>| 2901 | &nbsp;&nbsp; 293992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuanta Securities <br> Korea Co. Ltd.<br>| 37741 | &nbsp;&nbsp; 100756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YuHwa Securities Co. <br> Ltd.<br>| 13635 | &nbsp;&nbsp; 27403 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yungjin <br> Pharmaceutical Co. <br> Ltd.<br>| 9902 | &nbsp;&nbsp; 15268 |
|  | Zeus Co. Ltd. | 4722 | &nbsp;&nbsp; 41838 |
|  | Zinus, Inc. | 3957 | &nbsp;&nbsp; 61346 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | &nbsp;&nbsp; 203414447 |
| TAIWAN — (21.1%) | TAIWAN — (21.1%) | TAIWAN — (21.1%) | TAIWAN — (21.1%) |
|  | 104 Corp. | 5000 | &nbsp;&nbsp; 37162 |
|  | 91APP, Inc. | 28000 | &nbsp;&nbsp; 76627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aaeon Technology, <br> Inc.<br>| 11546 | &nbsp;&nbsp; 46499 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ABC Taiwan <br> Electronics Corp.<br>| 42860 | &nbsp;&nbsp; $23175 |
|  | Abico Avy Co. Ltd. | 64054 | &nbsp;&nbsp; 72782 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ability Enterprise Co. <br> Ltd.<br>| 103508 | &nbsp;&nbsp; 205692 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ability <br> Opto-Electronics <br> Technology Co. <br> Ltd.<br>| 19528 | &nbsp;&nbsp; 75626 |
|  | AcBel Polytech, Inc. | 373757 | &nbsp;&nbsp; 343322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accton Technology <br> Corp.<br>| 82858 | &nbsp;&nbsp; 2447144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Acer Cyber Security, <br> Inc.<br>| 5157 | &nbsp;&nbsp; 29544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Acer E-Enabling <br> Service Business, <br> Inc.<br>| 7000 | &nbsp;&nbsp; 54580 |
|  | Acer, Inc. | 640287 | &nbsp;&nbsp; 684058 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ACES Electronic Co. <br> Ltd.<br>| 60117 | &nbsp;&nbsp; 114143 |
| \* | Acon Holding, Inc. | 183475 | &nbsp;&nbsp; 49353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Acter Group Corp. <br> Ltd.<br>| 52534 | &nbsp;&nbsp; 856546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Action Electronics Co. <br> Ltd.<br>| 103000 | &nbsp;&nbsp; 43666 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Actron Technology <br> Corp.<br>| 26000 | &nbsp;&nbsp; 113166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ADATA Technology <br> Co. Ltd.<br>| 198180 | &nbsp;&nbsp; 600964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Addcn Technology Co. <br> Ltd.<br>| 18913 | &nbsp;&nbsp; 111277 |
| \* | Adimmune Corp. | 171000 | &nbsp;&nbsp; 97878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Ceramic X <br> Corp.<br>| 21000 | &nbsp;&nbsp; 83356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Energy <br> Solution Holding <br> Co. Ltd.<br>| 19000 | &nbsp;&nbsp; 783085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced <br> International <br> Multitech Co. Ltd.<br>| 67000 | &nbsp;&nbsp; 143893 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Advanced <br> Optoelectronic <br> Technology, Inc.<br>| 49000 | &nbsp;&nbsp; 22807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Power <br> Electronics Corp.<br>| 29000 | &nbsp;&nbsp; 77858 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Wireless <br> Semiconductor Co.<br>| 52000 | &nbsp;&nbsp; 164793 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Advancetek Enterprise <br> Co. Ltd.<br>| 131908 | &nbsp;&nbsp; 307798 |
|  | Advantech Co. Ltd. | 44959 | &nbsp;&nbsp; 500117 |
| \* | AEON Motor Co. Ltd. | 22000 | &nbsp;&nbsp; 24077 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Aero Win Technology <br> Corp.<br>| 10000 | &nbsp;&nbsp; 16554 |
|  | AGV Products Corp. | 230172 | &nbsp;&nbsp; 81162 |
| # | AIC, Inc. | 13121 | &nbsp;&nbsp; 139589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Airoha Technology <br> Corp.<br>| 7000 | &nbsp;&nbsp; 129102 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Airtac International <br> Group<br>| 36382 | &nbsp;&nbsp; $1034759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alchip Technologies <br> Ltd.<br>| 18000 | &nbsp;&nbsp; 2301065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alexander Marine Co. <br> Ltd.<br>| 6163 | &nbsp;&nbsp; 41438 |
| \* | Algoltek, Inc. | 11000 | &nbsp;&nbsp; 20100 |
| #\* | ALI Corp. | 58579 | &nbsp;&nbsp; 50914 |
| # | Allied Circuit Co. Ltd. | 16176 | &nbsp;&nbsp; 68523 |
|  | Allied Supreme Corp. | 22000 | &nbsp;&nbsp; 190090 |
| # | Allis Electric Co. Ltd. | 76082 | &nbsp;&nbsp; 258574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alltek Technology <br> Corp.<br>| 99813 | &nbsp;&nbsp; 119581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alltop Technology Co. <br> Ltd.<br>| 23751 | &nbsp;&nbsp; 185383 |
|  | Altek Corp. | 157102 | &nbsp;&nbsp; 210545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amazing <br> Microelectronic <br> Corp.<br>| 33144 | &nbsp;&nbsp; 70554 |
| # | Ambassador Hotel  | 103000 | &nbsp;&nbsp; 143701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AMIDA Technology, <br> Inc.<br>| 6300 | &nbsp;&nbsp; 10027 |
| # | AMPACS Corp. | 37000 | &nbsp;&nbsp; 38248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ampak Technology, <br> Inc.<br>| 18000 | &nbsp;&nbsp; 47898 |
|  | Ampire Co. Ltd. | 52000 | &nbsp;&nbsp; 47119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ample Electronic <br> Technology Co. <br> Ltd.<br>| 9000 | &nbsp;&nbsp; 41661 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AMPOC Far-East Co. <br> Ltd.<br>| 46000 | &nbsp;&nbsp; 144966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AmTRAN Technology <br> Co. Ltd.<br>| 324408 | &nbsp;&nbsp; 143033 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amulaire Thermal <br> Technology, Inc.<br>| 40000 | &nbsp;&nbsp; 32626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anji Technology Co. <br> Ltd.<br>| 37337 | &nbsp;&nbsp; 40050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anpec Electronics <br> Corp.<br>| 32317 | &nbsp;&nbsp; 181989 |
|  | Aopen, Inc. | 13000 | &nbsp;&nbsp; 19440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apac Opto <br> Electronics, Inc.<br>| 18000 | &nbsp;&nbsp; 50205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apacer Technology, <br> Inc.<br>| 46506 | &nbsp;&nbsp; 89696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; APAQ Technology Co. <br> Ltd.<br>| 8000 | &nbsp;&nbsp; 27740 |
|  | APCB, Inc. | 77000 | &nbsp;&nbsp; 35762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apex Biotechnology <br> Corp.<br>| 37477 | &nbsp;&nbsp; 35998 |
| # | Apex Dynamics, Inc. | 7000 | &nbsp;&nbsp; 164102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Apex International Co. <br> Ltd.<br>| 93505 | &nbsp;&nbsp; 74984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apex Science & <br> Engineering<br>| 71628 | &nbsp;&nbsp; 28906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ARBOR Technology <br> Corp.<br>| 19000 | &nbsp;&nbsp; 26005 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arcadyan Technology <br> Corp.<br>| 59755 | &nbsp;&nbsp; $441585 |
|  | Ardentec Corp. | 239411 | &nbsp;&nbsp; 601631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ARES International <br> Corp.<br>| 14000 | &nbsp;&nbsp; 25022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Argosy Research, <br> Inc.<br>| 31558 | &nbsp;&nbsp; 174862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASE Technology <br> Holding Co. Ltd.<br>| 441089 | &nbsp;&nbsp; 2139010 |
|  | Asia Cement Corp. | 560696 | &nbsp;&nbsp; 757931 |
| # | Asia Optical Co., Inc. | 108000 | &nbsp;&nbsp; 466131 |
|  | Asia Polymer Corp. | 198385 | &nbsp;&nbsp; 82283 |
| # | Asia Tech Image, Inc. | 26000 | &nbsp;&nbsp; 66965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Vital <br> Components Co. <br> Ltd.<br>| 59422 | &nbsp;&nbsp; 1806085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASIX Electronics <br> Corp.<br>| 19000 | &nbsp;&nbsp; 51766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASMedia Technology, <br> Inc.<br>| 6312 | &nbsp;&nbsp; 397129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASolid Technology Co. <br> Ltd.<br>| 17000 | &nbsp;&nbsp; 29263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASPEED Technology, <br> Inc.<br>| 8258 | &nbsp;&nbsp; 1250598 |
|  | ASROCK, Inc. | 19000 | &nbsp;&nbsp; 167281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asustek Computer, <br> Inc.<br>| 62996 | &nbsp;&nbsp; 1382851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ATE Energy <br> International Co. <br> Ltd.<br>| 43000 | &nbsp;&nbsp; 40198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aten International Co. <br> Ltd.<br>| 45000 | &nbsp;&nbsp; 88010 |
| # | Auden Techno Corp. | 17000 | &nbsp;&nbsp; 51200 |
|  | Audix Corp. | 42800 | &nbsp;&nbsp; 85684 |
|  | AUO Corp. (2409 TT) | 1582400 | &nbsp;&nbsp; 630858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AUO Corp. (AUOTY <br> US), Sponsored <br> ADR<br>| 3683 | &nbsp;&nbsp; 16278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AURAS Technology <br> Co. Ltd.<br>| 11000 | &nbsp;&nbsp; 245044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aurona Industries, <br> Inc.<br>| 42000 | &nbsp;&nbsp; 35937 |
|  | Aurora Corp. | 23585 | &nbsp;&nbsp; 45052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avalue Technology, <br> Inc.<br>| 25000 | &nbsp;&nbsp; 80104 |
|  | AVer Information, Inc. | 16000 | &nbsp;&nbsp; 17845 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Avermedia <br> Technologies<br>| 37000 | &nbsp;&nbsp; 49868 |
|  | Axiomtek Co. Ltd. | 34383 | &nbsp;&nbsp; 96744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Azurewave <br> Technologies, Inc.<br>| 41000 | &nbsp;&nbsp; 79993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bafang Yunji <br> International Co. <br> Ltd.<br>| 18000 | &nbsp;&nbsp; 110768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Kaohsiung <br> Co. Ltd.<br>| 327519 | &nbsp;&nbsp; 128066 |
|  | Basso Industry Corp. | 69000 | &nbsp;&nbsp; 88521 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | BenQ Materials Corp. | 83000 | &nbsp;&nbsp; $62320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BES Engineering <br> Corp.<br>| 707000 | &nbsp;&nbsp; 261770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Billion Electric Co. <br> Ltd.<br>| 19000 | &nbsp;&nbsp; 18114 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bin Chuan Enterprise <br> Co. Ltd.<br>| 53650 | &nbsp;&nbsp; 85658 |
|  | Bionime Corp. | 11000 | &nbsp;&nbsp; 27051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biostar Microtech <br> International Corp.<br>| 54000 | &nbsp;&nbsp; 31877 |
|  | Bioteque Corp. | 23010 | &nbsp;&nbsp; 84414 |
|  | Bizlink Holding, Inc. | 55953 | &nbsp;&nbsp; 1682879 |
|  | Bon Fame Co. Ltd. | 17000 | &nbsp;&nbsp; 34531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bora Pharmaceuticals <br> Co. Ltd.<br>| 17989 | &nbsp;&nbsp; 490238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brave C&H Supply <br> Co. Ltd.<br>| 9000 | &nbsp;&nbsp; 25465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bright Led Electronics <br> Corp.<br>| 47100 | &nbsp;&nbsp; 26040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brightek <br> Optoelectronic Co. <br> Ltd.<br>| 23000 | &nbsp;&nbsp; 36292 |
|  | Brighten Optix Corp. | 4497 | &nbsp;&nbsp; 29070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brighton-Best <br> International <br> Taiwan, Inc.<br>| 214331 | &nbsp;&nbsp; 250017 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brillian Network & <br> Automation <br> Integrated System <br> Co. Ltd.<br>| 15208 | &nbsp;&nbsp; 130569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C Sun Manufacturing <br> Ltd.<br>| 17062 | &nbsp;&nbsp; 81904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Calin Technology Co. <br> Ltd.<br>| 25000 | &nbsp;&nbsp; 23070 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cameo <br> Communications, <br> Inc.<br>| 95044 | &nbsp;&nbsp; 28460 |
|  | Capital Futures Corp. | 57081 | &nbsp;&nbsp; 92659 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Capital Securities <br> Corp.<br>| 621902 | &nbsp;&nbsp; 420528 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Career Technology <br> MFG. Co. Ltd.<br>| 267235 | &nbsp;&nbsp; 126959 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Carnival Industrial <br> Corp.<br>| 71499 | &nbsp;&nbsp; 19047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Castles Technology <br> Co. Ltd.<br>| 40862 | &nbsp;&nbsp; 96035 |
|  | Caswell, Inc. | 22000 | &nbsp;&nbsp; 61162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Catcher Technology <br> Co. Ltd.<br>| 148509 | &nbsp;&nbsp; 1048789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Chemical <br> Works<br>| 17000 | &nbsp;&nbsp; 31529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Consolidated, <br> Inc.<br>| 8799 | &nbsp;&nbsp; 24504 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Financial <br> Holding Co. Ltd.<br>| 993178 | &nbsp;&nbsp; 2013009 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Real Estate <br> Development Co. <br> Ltd.<br>| 278300 | &nbsp;&nbsp; $173070 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cayman Engley <br> Industrial Co. Ltd.<br>| 25785 | &nbsp;&nbsp; 26138 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CCP Contact Probes <br> Co. Ltd.<br>| 48875 | &nbsp;&nbsp; 49933 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Celxpert Energy <br> Corp.<br>| 39764 | &nbsp;&nbsp; 45749 |
|  | Cenra, Inc. | 60500 | &nbsp;&nbsp; 68070 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Center Laboratories, <br> Inc.<br>| 286949 | &nbsp;&nbsp; 357045 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Central Reinsurance <br> Co. Ltd.<br>| 204873 | &nbsp;&nbsp; 158393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Century Iron & Steel <br> Industrial Co. Ltd.<br>| 89000 | &nbsp;&nbsp; 555572 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chailease Holding Co. <br> Ltd.<br>| 515142 | &nbsp;&nbsp; 1988784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chain Chon Industrial <br> Co. Ltd.<br>| 88516 | &nbsp;&nbsp; 30800 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ChainQui Construction <br> Development Co. <br> Ltd.<br>| 41171 | &nbsp;&nbsp; 18019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chaintech Technology <br> Corp.<br>| 32000 | &nbsp;&nbsp; 36835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Champion <br> Microelectronic <br> Corp.<br>| 21600 | &nbsp;&nbsp; 41361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chang Hwa <br> Commercial Bank <br> Ltd.<br>| 1240233 | &nbsp;&nbsp; 766053 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chang Wah <br> Electromaterials, <br> Inc.<br>| 170240 | &nbsp;&nbsp; 220550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chang Wah <br> Technology Co. <br> Ltd.<br>| 199500 | &nbsp;&nbsp; 203515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Channel Well <br> Technology Co. <br> Ltd.<br>| 102000 | &nbsp;&nbsp; 302682 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chant Sincere Co. <br> Ltd.<br>| 28000 | &nbsp;&nbsp; 39461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charoen Pokphand <br> Enterprise<br>| 91676 | &nbsp;&nbsp; 355611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CHC Healthcare <br> Group<br>| 58000 | &nbsp;&nbsp; 88977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CHC Resources <br> Corp.<br>| 34379 | &nbsp;&nbsp; 83702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chen Full International <br> Co. Ltd.<br>| 46000 | &nbsp;&nbsp; 62175 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chenbro Micom Co. <br> Ltd.<br>| 23000 | &nbsp;&nbsp; 389857 |
| # | Cheng Loong Corp. | 416480 | &nbsp;&nbsp; 253904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cheng Mei Materials <br> Technology Corp.<br>| 238153 | &nbsp;&nbsp; 110280 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cheng Shin Rubber <br> Industry Co. Ltd.<br>| 602808 | &nbsp;&nbsp; $806367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cheng Uei Precision <br> Industry Co. Ltd.<br>| 202159 | &nbsp;&nbsp; 381591 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chenming Electronic <br> Technology Corp.<br>| 36000 | &nbsp;&nbsp; 141017 |
|  | Chia Chang Co. Ltd. | 60000 | &nbsp;&nbsp; 74277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chia Hsin Cement <br> Corp.<br>| 218280 | &nbsp;&nbsp; 102400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chicony Electronics <br> Co. Ltd.<br>| 200350 | &nbsp;&nbsp; 873616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chicony Power <br> Technology Co. <br> Ltd.<br>| 93731 | &nbsp;&nbsp; 352202 |
|  | Chief Telecom, Inc. | 11900 | &nbsp;&nbsp; 173515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chien Kuo <br> Construction Co. <br> Ltd.<br>| 64432 | &nbsp;&nbsp; 55059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chien Shing Harbour <br> Service Co. Ltd.<br>| 31000 | &nbsp;&nbsp; 47937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chien Shing Stainless <br> Steel Co. Ltd.<br>| 46670 | &nbsp;&nbsp; 18202 |
| # | China Airlines Ltd. | 1329062 | &nbsp;&nbsp; 910723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Bills Finance <br> Corp.<br>| 374000 | &nbsp;&nbsp; 189594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Container <br> Terminal Corp.<br>| 34000 | &nbsp;&nbsp; 29937 |
|  | China Ecotek Corp. | 11000 | &nbsp;&nbsp; 20470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Electric <br> Manufacturing <br> Corp.<br>| 127170 | &nbsp;&nbsp; 53643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Fineblanking <br> Technology Co. <br> Ltd.<br>| 14721 | &nbsp;&nbsp; 12791 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China General <br> Plastics Corp.<br>| 198602 | &nbsp;&nbsp; 79028 |
|  | China Glaze Co. Ltd. | 60680 | &nbsp;&nbsp; 32825 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Man-Made <br> Fiber Corp.<br>| 663965 | &nbsp;&nbsp; 140916 |
| # | China Metal Products | 143190 | &nbsp;&nbsp; 119043 |
| # | China Motor Corp. | 138600 | &nbsp;&nbsp; 255636 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; China Petrochemical <br> Development Corp.<br>| 1961033 | &nbsp;&nbsp; 487501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Steel Chemical <br> Corp.<br>| 85227 | &nbsp;&nbsp; 247584 |
| # | China Steel Corp. | 1873940 | &nbsp;&nbsp; 1216941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Steel Structure <br> Co. Ltd.<br>| 38000 | &nbsp;&nbsp; 54237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Wire & Cable <br> Co. Ltd.<br>| 53120 | &nbsp;&nbsp; 67327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinese Maritime <br> Transport Ltd.<br>| 35120 | &nbsp;&nbsp; 56580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ching Feng Home <br> Fashions Co. Ltd.<br>| 60478 | &nbsp;&nbsp; 40977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chin-Poon Industrial <br> Co. Ltd.<br>| 192113 | &nbsp;&nbsp; 225086 |
| \* | Chip Hope Co. Ltd. | 6000 | &nbsp;&nbsp; 7314 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chipbond Technology <br> Corp.<br>| 370000 | &nbsp;&nbsp; $691708 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ChipMOS <br> Technologies, Inc. <br> (8150 TT)<br>| 343594 | &nbsp;&nbsp; 297301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ChipMOS <br> Technologies, Inc. <br> (IMOS US), ADR<br>| 2049 | &nbsp;&nbsp; 34743 |
|  | Chlitina Holding Ltd. | 25754 | &nbsp;&nbsp; 87728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chong Hong <br> Construction Co. <br> Ltd.<br>| 97361 | &nbsp;&nbsp; 266017 |
|  | Chroma ATE, Inc. | 61466 | &nbsp;&nbsp; 880149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chun YU Works & Co. <br> Ltd.<br>| 66150 | &nbsp;&nbsp; 41508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chun Yuan Steel <br> Industry Co. Ltd.<br>| 243999 | &nbsp;&nbsp; 161615 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Chung Hung Steel <br> Corp.<br>| 402889 | &nbsp;&nbsp; 207043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chung Hwa Chemical <br> Industrial Works <br> Ltd.<br>| 44000 | &nbsp;&nbsp; 48162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chung Hwa Food <br> Industrial Co. Ltd.<br>| 22770 | &nbsp;&nbsp; 68383 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Chung Hwa Pulp <br> Corp.<br>| 196246 | &nbsp;&nbsp; 80090 |
|  | Chung Lien Co. Ltd. | 18000 | &nbsp;&nbsp; 22643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chung-Hsin Electric & <br> Machinery <br> Manufacturing <br> Corp.<br>| 119000 | &nbsp;&nbsp; 652171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chunghwa Precision <br> Test Tech Co. Ltd.<br>| 7000 | &nbsp;&nbsp; 197786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chunghwa Telecom <br> Co. Ltd. (2412 TT)<br>| 302800 | &nbsp;&nbsp; 1308483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chunghwa Telecom <br> Co. Ltd. (CHT US), <br> Sponsored ADR<br>| 12202 | &nbsp;&nbsp; 529567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CKM Applied <br> Materials Corp.<br>| 27000 | &nbsp;&nbsp; 27345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cleanaway Co. Ltd. <br> (8422 TT)<br>| 38000 | &nbsp;&nbsp; 245337 |
|  | Clevo Co. | 190869 | &nbsp;&nbsp; 282297 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; CMC Magnetics <br> Corp.<br>| 538132 | &nbsp;&nbsp; 141812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C-Media Electronics, <br> Inc.<br>| 24000 | &nbsp;&nbsp; 31341 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CoAsia Electronics <br> Corp.<br>| 60094 | &nbsp;&nbsp; 83468 |
|  | Collins Co. Ltd. | 50000 | &nbsp;&nbsp; 25388 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Compal Electronics, <br> Inc.<br>| 1023086 | &nbsp;&nbsp; 1001194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Compeq <br> Manufacturing Co. <br> Ltd.<br>| 336000 | &nbsp;&nbsp; 730270 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Complex Micro <br> Interconnection Co. <br> Ltd.<br>| 25000 | &nbsp;&nbsp; $33789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Compucase <br> Enterprise<br>| 38000 | &nbsp;&nbsp; 145290 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Concord International <br> Securities Co. Ltd.<br>| 141605 | &nbsp;&nbsp; 56652 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Concord Securities <br> Co. Ltd.<br>| 298957 | &nbsp;&nbsp; 117158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Continental Holdings <br> Corp.<br>| 209250 | &nbsp;&nbsp; 154093 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Contrel Technology <br> Co. Ltd.<br>| 33000 | &nbsp;&nbsp; 41090 |
|  | Coremax Corp. | 38674 | &nbsp;&nbsp; 70648 |
| # | Coretronic Corp. | 140600 | &nbsp;&nbsp; 380659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Co-Tech Development <br> Corp.<br>| 116541 | &nbsp;&nbsp; 457608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coxon Precise <br> Industrial Co. Ltd.<br>| 33000 | &nbsp;&nbsp; 14977 |
|  | Creative Sensor, Inc. | 27000 | &nbsp;&nbsp; 50268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crowell Development <br> Corp.<br>| 48300 | &nbsp;&nbsp; 43174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTBC Financial <br> Holding Co. Ltd.<br>| 2817612 | &nbsp;&nbsp; 3871671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTCI Advanced <br> Systems, Inc.<br>| 5000 | &nbsp;&nbsp; 20333 |
|  | CTCI Corp. | 321555 | &nbsp;&nbsp; 313513 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; CTI Traffic Industries <br> Co. Ltd.<br>| 7200 | &nbsp;&nbsp; 23694 |
|  | Cub Elecparts, Inc. | 24000 | &nbsp;&nbsp; 56025 |
|  | CviLux Corp. | 40902 | &nbsp;&nbsp; 57687 |
|  | Cyberlink Corp. | 28000 | &nbsp;&nbsp; 87396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CyberPower Systems, <br> Inc.<br>| 25200 | &nbsp;&nbsp; 194971 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CyberTAN Technology, <br> Inc.<br>| 144576 | &nbsp;&nbsp; 126360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cystech Electronics <br> Corp.<br>| 8400 | &nbsp;&nbsp; 21506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DA CIN Construction <br> Co. Ltd.<br>| 107200 | &nbsp;&nbsp; 214037 |
|  | Dafeng TV Ltd. | 28396 | &nbsp;&nbsp; 48231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dah San Electric Wire <br> & Cable Co. Ltd.<br>| 39645 | &nbsp;&nbsp; 69156 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Da-Li Development <br> Co. Ltd.<br>| 154918 | &nbsp;&nbsp; 235019 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Darfon Electronics <br> Corp.<br>| 117000 | &nbsp;&nbsp; 136705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Darwin Precisions <br> Corp.<br>| 202000 | &nbsp;&nbsp; 72557 |
|  | Data Image Corp. | 19000 | &nbsp;&nbsp; 31115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Davicom <br> Semiconductor, Inc.<br>| 19000 | &nbsp;&nbsp; 14941 |
|  | Daxin Materials Corp. | 13000 | &nbsp;&nbsp; 110331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; De Licacy Industrial <br> Co. Ltd.<br>| 139345 | &nbsp;&nbsp; 61781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delpha Construction <br> Co. Ltd.<br>| 131000 | &nbsp;&nbsp; 124614 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Delta Electronics, Inc. | 241940 | &nbsp;&nbsp; $4557689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Depo Auto Parts Ind <br> Co. Ltd.<br>| 51000 | &nbsp;&nbsp; 291768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Desiccant Technology <br> Corp.<br>| 3300 | &nbsp;&nbsp; 16562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dimerco Data System <br> Corp.<br>| 30884 | &nbsp;&nbsp; 126044 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dimerco Express <br> Corp.<br>| 69643 | &nbsp;&nbsp; 176454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DingZing Advanced <br> Materials, Inc.<br>| 3000 | &nbsp;&nbsp; 10005 |
|  | D-Link Corp. | 258136 | &nbsp;&nbsp; 141595 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Donpon Precision, <br> Inc.<br>| 46000 | &nbsp;&nbsp; 43827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dr. Wu Skincare Co. <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 21189 |
|  | Draytek Corp. | 26000 | &nbsp;&nbsp; 27673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Drewloong Precision, <br> Inc.<br>| 12765 | &nbsp;&nbsp; 69212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dyaco International, <br> Inc.<br>| 57019 | &nbsp;&nbsp; 40548 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dynamic Holding Co. <br> Ltd.<br>| 138382 | &nbsp;&nbsp; 362004 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dynapack <br> International <br> Technology Corp.<br>| 70000 | &nbsp;&nbsp; 535767 |
|  | E Ink Holdings, Inc. | 131000 | &nbsp;&nbsp; 892007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; E.Sun Financial <br> Holding Co. Ltd.<br>| 1885395 | &nbsp;&nbsp; 2016417 |
|  | Eastech Holding Ltd. | 16000 | &nbsp;&nbsp; 48404 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Media <br> International Corp.<br>| 139734 | &nbsp;&nbsp; 71996 |
| #\* | Eclat Textile Co. Ltd. | 59279 | &nbsp;&nbsp; 792936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; eCloudvalley Digital <br> Technology Co. <br> Ltd.<br>| 15000 | &nbsp;&nbsp; 40021 |
| # | Edison Opto Corp. | 56789 | &nbsp;&nbsp; 32968 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Edom Technology Co. <br> Ltd.<br>| 88615 | &nbsp;&nbsp; 74807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; eGalax_eMPIA <br> Technology, Inc.<br>| 24467 | &nbsp;&nbsp; 29257 |
| #\* | Egis Technology, Inc. | 21000 | &nbsp;&nbsp; 93385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elan Microelectronics <br> Corp.<br>| 175959 | &nbsp;&nbsp; 726957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; E-Lead Electronic Co. <br> Ltd.<br>| 27176 | &nbsp;&nbsp; 34389 |
|  | E-LIFE MALL Corp. | 40000 | &nbsp;&nbsp; 95487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elite Advanced Laser <br> Corp.<br>| 31928 | &nbsp;&nbsp; 204474 |
|  | Elite Material Co. Ltd. | 50909 | &nbsp;&nbsp; 1866151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elite Semiconductor <br> Microelectronics <br> Technology, Inc.<br>| 114000 | &nbsp;&nbsp; 189493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elitegroup Computer <br> Systems Co. Ltd.<br>| 135235 | &nbsp;&nbsp; 78384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; eMemory Technology, <br> Inc.<br>| 16000 | &nbsp;&nbsp; 1083113 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emerging Display <br> Technologies Corp.<br>| 74000 | &nbsp;&nbsp; $55021 |
|  | ENE Technology, Inc. | 17000 | &nbsp;&nbsp; 20437 |
|  | Ennoconn Corp. | 47915 | &nbsp;&nbsp; 487120 |
|  | Ennostar, Inc. | 326227 | &nbsp;&nbsp; 381701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EnTie Commercial <br> Bank Co. Ltd.<br>| 218500 | &nbsp;&nbsp; 96899 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Epileds Technologies, <br> Inc.<br>| 32000 | &nbsp;&nbsp; 23546 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Episil Technologies, <br> Inc.<br>| 52000 | &nbsp;&nbsp; 63872 |
|  | Episil-Precision, Inc. | 40078 | &nbsp;&nbsp; 43387 |
|  | Eris Technology Corp. | 9055 | &nbsp;&nbsp; 37740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eson Precision Ind <br> Co. Ltd.<br>| 58000 | &nbsp;&nbsp; 125389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eternal Materials Co. <br> Ltd.<br>| 464321 | &nbsp;&nbsp; 430286 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Etron Technology, <br> Inc.<br>| 69000 | &nbsp;&nbsp; 60962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eurocharm Holdings <br> Co. Ltd.<br>| 13000 | &nbsp;&nbsp; 58495 |
|  | Eva Airways Corp. | 1198990 | &nbsp;&nbsp; 1511806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ever Supreme Bio <br> Technology Co. <br> Ltd.<br>| 12821 | &nbsp;&nbsp; 65133 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Everest Textile Co. <br> Ltd.<br>| 211837 | &nbsp;&nbsp; 44886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evergreen Aviation <br> Technologies Corp.<br>| 63000 | &nbsp;&nbsp; 246007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evergreen <br> International <br> Storage & Transport <br> Corp.<br>| 265000 | &nbsp;&nbsp; 303365 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Evergreen Marine <br> Corp. Taiwan Ltd.<br>| 271342 | &nbsp;&nbsp; 1790555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EVERGREEN Steel <br> Corp.<br>| 87000 | &nbsp;&nbsp; 234211 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Everlight Electronics <br> Co. Ltd.<br>| 213149 | &nbsp;&nbsp; 492138 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Everspring Industry <br> Co. Ltd.<br>| 67700 | &nbsp;&nbsp; 22999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evertop Wire Cable <br> Corp.<br>| 58000 | &nbsp;&nbsp; 64791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Excel Cell Electronic <br> Co. Ltd.<br>| 40000 | &nbsp;&nbsp; 23357 |
|  | Excellence Opto, Inc. | 68000 | &nbsp;&nbsp; 47703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Excelsior Medical Co. <br> Ltd.<br>| 55792 | &nbsp;&nbsp; 156315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far Eastern <br> Department Stores <br> Ltd.<br>| 427370 | &nbsp;&nbsp; 302589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far Eastern <br> International Bank<br>| 837464 | &nbsp;&nbsp; 375639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far Eastern New <br> Century Corp.<br>| 627560 | &nbsp;&nbsp; 601481 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far EasTone <br> Telecommunications <br> Co. Ltd.<br>| 336000 | &nbsp;&nbsp; $916406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Faraday Technology <br> Corp.<br>| 54351 | &nbsp;&nbsp; 274121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farcent Enterprise Co. <br> Ltd.<br>| 11000 | &nbsp;&nbsp; 19780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farglory F T Z <br> Investment Holding <br> Co. Ltd.<br>| 73866 | &nbsp;&nbsp; 110561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farglory Land <br> Development Co. <br> Ltd.<br>| 95442 | &nbsp;&nbsp; 197199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FDC International <br> Hotels Corp.<br>| 15000 | &nbsp;&nbsp; 24938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Feature Integration <br> Technology, Inc.<br>| 14000 | &nbsp;&nbsp; 32947 |
| \* | Federal Corp. | 129000 | &nbsp;&nbsp; 90062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Feedback Technology <br> Corp.<br>| 21633 | &nbsp;&nbsp; 72716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Feng Hsin Steel Co. <br> Ltd.<br>| 220550 | &nbsp;&nbsp; 498361 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Feng TAY Enterprise <br> Co. Ltd.<br>| 165265 | &nbsp;&nbsp; 653563 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FineMat Applied <br> Materials Co. Ltd.<br>| 12000 | &nbsp;&nbsp; 12103 |
| # | FineTek Co. Ltd. | 13824 | &nbsp;&nbsp; 58869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Firich Enterprises Co. <br> Ltd.<br>| 119395 | &nbsp;&nbsp; 100586 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; First Copper <br> Technology Co. <br> Ltd.<br>| 69000 | &nbsp;&nbsp; 75434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Financial Holding <br> Co. Ltd.<br>| 1973828 | &nbsp;&nbsp; 1949815 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; First Hi-Tec Enterprise <br> Co. Ltd.<br>| 15709 | &nbsp;&nbsp; 138314 |
|  | First Hotel | 129746 | &nbsp;&nbsp; 58299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Insurance Co. <br> Ltd. <br>| 103606 | &nbsp;&nbsp; 85225 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Steamship Co. <br> Ltd.<br>| 384425 | &nbsp;&nbsp; 74722 |
| # | FIT Holding Co. Ltd. | 72000 | &nbsp;&nbsp; 113939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fitipower Integrated <br> Technology, Inc.<br>| 58250 | &nbsp;&nbsp; 349574 |
| \* | Fittech Co. Ltd. | 10509 | &nbsp;&nbsp; 20946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FLEXium <br> Interconnect, Inc.<br>| 162001 | &nbsp;&nbsp; 353221 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Flytech Technology <br> Co. Ltd.<br>| 48373 | &nbsp;&nbsp; 181428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FocalTech Systems <br> Co. Ltd.<br>| 89963 | &nbsp;&nbsp; 189143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Forcecon Tech Co. <br> Ltd.<br>| 34971 | &nbsp;&nbsp; 132160 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forest Water <br> Environment <br> Engineering Co. <br> Ltd.<br>| 23925 | &nbsp;&nbsp; 25615 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Advanced <br> Technologies Co. <br> Ltd.<br>| 93000 | &nbsp;&nbsp; $83147 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Chemicals & <br> Fibre Corp.<br>| 846378 | &nbsp;&nbsp; 812832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Oilseed <br> Processing Co. Ltd.<br>| 45400 | &nbsp;&nbsp; 45311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Optical <br> Technology Co. <br> Ltd.<br>| 17000 | &nbsp;&nbsp; 74021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa <br> Petrochemical <br> Corp.<br>| 170000 | &nbsp;&nbsp; 248407 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Plastics <br> Corp.<br>| 773134 | &nbsp;&nbsp; 1099778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Sumco <br> Technology Corp.<br>| 43000 | &nbsp;&nbsp; 126932 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Taffeta Co. <br> Ltd.<br>| 406000 | &nbsp;&nbsp; 222104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosan Rubber <br> Group, Inc.<br>| 91548 | &nbsp;&nbsp; 76090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosan Union <br> Chemical Corp.<br>| 178847 | &nbsp;&nbsp; 105512 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fortune Electric Co. <br> Ltd.<br>| 39160 | &nbsp;&nbsp; 861872 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forward Electronics <br> Co. Ltd.<br>| 12000 | &nbsp;&nbsp; 7073 |
|  | Fositek Corp. | 9000 | &nbsp;&nbsp; 270654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Founding Construction <br> & Development Co. <br> Ltd.<br>| 77460 | &nbsp;&nbsp; 42988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foxconn Technology <br> Co. Ltd.<br>| 236536 | &nbsp;&nbsp; 508607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foxsemicon <br> Integrated <br> Technology, Inc.<br>| 40562 | &nbsp;&nbsp; 410702 |
|  | Franbo Lines Corp. | 119328 | &nbsp;&nbsp; 73886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Froch Enterprise Co. <br> Ltd.<br>| 108713 | &nbsp;&nbsp; 52847 |
| # | FSP Technology, Inc. | 67886 | &nbsp;&nbsp; 125182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fu Chun Shin <br> Machinery <br> Manufacture Co. <br> Ltd.<br>| 69854 | &nbsp;&nbsp; 36093 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fu Hua Innovation Co. <br> Ltd.<br>| 144045 | &nbsp;&nbsp; 160221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fubon Financial <br> Holding Co. Ltd.<br>| 1306877 | &nbsp;&nbsp; 3586945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fulgent Sun <br> International <br> Holding Co. Ltd.<br>| 92401 | &nbsp;&nbsp; 315557 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Full Wang <br> International <br> Development Co. <br> Ltd.<br>| 9450 | &nbsp;&nbsp; 5961 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fullerton Technology <br> Co. Ltd.<br>| 56000 | &nbsp;&nbsp; $42210 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fusheng Precision <br> Co. Ltd.<br>| 49000 | &nbsp;&nbsp; 458655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fwusow Industry Co. <br> Ltd.<br>| 128644 | &nbsp;&nbsp; 62339 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; G Shank Enterprise <br> Co. Ltd.<br>| 75059 | &nbsp;&nbsp; 200079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gallant Micro <br> Machining Co. Ltd.<br>| 2000 | &nbsp;&nbsp; 43390 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gamania Digital <br> Entertainment Co. <br> Ltd.<br>| 56000 | &nbsp;&nbsp; 119718 |
| \* | GCS Holdings, Inc. | 41000 | &nbsp;&nbsp; 224232 |
|  | GEM Services, Inc. | 28670 | &nbsp;&nbsp; 64844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gemtek Technology <br> Corp.<br>| 206574 | &nbsp;&nbsp; 165020 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; General Interface <br> Solution GIS <br> Holding Ltd.<br>| 130000 | &nbsp;&nbsp; 198689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; General Plastic <br> Industrial Co. Ltd.<br>| 34384 | &nbsp;&nbsp; 34782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Generalplus <br> Technology, Inc.<br>| 31000 | &nbsp;&nbsp; 40198 |
|  | Genesys Logic, Inc. | 22000 | &nbsp;&nbsp; 96606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genius Electronic <br> Optical Co. Ltd.<br>| 45979 | &nbsp;&nbsp; 662181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genovate <br> Biotechnology Co. <br> Ltd.<br>| 36482 | &nbsp;&nbsp; 22215 |
|  | GeoVision, Inc. | 11164 | &nbsp;&nbsp; 18109 |
|  | Getac Holdings Corp. | 118000 | &nbsp;&nbsp; 462783 |
|  | GFC Ltd. | 27500 | &nbsp;&nbsp; 102114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Giantplus Technology <br> Co. Ltd.<br>| 140000 | &nbsp;&nbsp; 62615 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gigabyte Technology <br> Co. Ltd.<br>| 136000 | &nbsp;&nbsp; 1233881 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Gigasolar Materials <br> Corp.<br>| 19897 | &nbsp;&nbsp; 48100 |
| \* | Gigastorage Corp. | 147000 | &nbsp;&nbsp; 60056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Brands <br> Manufacture Ltd.<br>| 138172 | &nbsp;&nbsp; 528765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Lighting <br> Technologies, Inc.<br>| 42000 | &nbsp;&nbsp; 56130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Mixed Mode <br> Technology, Inc.<br>| 39000 | &nbsp;&nbsp; 281575 |
| # | Global PMX Co. Ltd. | 32000 | &nbsp;&nbsp; 124667 |
|  | Global Unichip Corp. | 24000 | &nbsp;&nbsp; 961135 |
| # | Globalwafers Co. Ltd. | 77000 | &nbsp;&nbsp; 874028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Globe Union Industrial <br> Corp.<br>| 127298 | &nbsp;&nbsp; 42181 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gloria Material <br> Technology Corp.<br>| 273708 | &nbsp;&nbsp; 338818 |
| \* | GlycoNex, Inc. | 30000 | &nbsp;&nbsp; 22571 |
| # | GMI Technology, Inc. | 51970 | &nbsp;&nbsp; 77142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gold Circuit <br> Electronics Ltd.<br>| 104836 | &nbsp;&nbsp; 1298542 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden Long Teng <br> Development Co. <br> Ltd.<br>| 46000 | &nbsp;&nbsp; $40449 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Goldsun Building <br> Materials Co. Ltd.<br>| 429735 | &nbsp;&nbsp; 530203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Good Finance <br> Securities Co. Ltd.<br>| 39000 | &nbsp;&nbsp; 26196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Good Will Instrument <br> Co. Ltd.<br>| 42859 | &nbsp;&nbsp; 64732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gordon Auto Body <br> Parts<br>| 71000 | &nbsp;&nbsp; 65619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gourmet Master Co. <br> Ltd.<br>| 55052 | &nbsp;&nbsp; 147592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grand Fortune <br> Securities Co. Ltd.<br>| 157000 | &nbsp;&nbsp; 58136 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Grand Pacific <br> Petrochemical<br>| 536456 | &nbsp;&nbsp; 186480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grand Process <br> Technology Corp.<br>| 5000 | &nbsp;&nbsp; 248946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GrandTech CG <br> Systems, Inc.<br>| 24915 | &nbsp;&nbsp; 42828 |
|  | Grape King Bio Ltd. | 62000 | &nbsp;&nbsp; 267955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great China Metal <br> Industry<br>| 78000 | &nbsp;&nbsp; 55985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Taipei Gas Co. <br> Ltd.<br>| 115000 | &nbsp;&nbsp; 115946 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Great Tree Pharmacy <br> Co. Ltd.<br>| 37311 | &nbsp;&nbsp; 190231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Wall Enterprise <br> Co. Ltd.<br>| 238448 | &nbsp;&nbsp; 486220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greatek Electronics, <br> Inc.<br>| 176000 | &nbsp;&nbsp; 361500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Green World FinTech <br> Service Co. Ltd.<br>| 40000 | &nbsp;&nbsp; 80759 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Group Up Industrial <br> Co. Ltd.<br>| 22000 | &nbsp;&nbsp; 156294 |
|  | GTM Holdings Corp. | 63000 | &nbsp;&nbsp; 64985 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gudeng Precision <br> Industrial Co. Ltd.<br>| 25442 | &nbsp;&nbsp; 255473 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hai Kwang Enterprise <br> Corp.<br>| 52450 | &nbsp;&nbsp; 28136 |
|  | Hannstar Board Corp. | 159795 | &nbsp;&nbsp; 387969 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; HannStar Display <br> Corp.<br>| 1106000 | &nbsp;&nbsp; 263737 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HannsTouch Holdings <br> Co.<br>| 281781 | &nbsp;&nbsp; 56232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanpin Electron Co. <br> Ltd.<br>| 26000 | &nbsp;&nbsp; 40084 |
|  | Harvatek Corp. | 66052 | &nbsp;&nbsp; 38038 |
|  | Heran Co. Ltd. | 20000 | &nbsp;&nbsp; 49839 |
|  | Hi-Clearance, Inc. | 13707 | &nbsp;&nbsp; 63704 |
|  | Highlight Tech Corp. | 33708 | &nbsp;&nbsp; 48793 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Highwealth <br> Construction Corp.<br>| 311331 | &nbsp;&nbsp; 425402 |
|  | Hi-Lai Foods Co. Ltd. | 8000 | &nbsp;&nbsp; 40657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HIM International <br> Music, Inc.<br>| 13190 | &nbsp;&nbsp; 43096 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hitron Technology, <br> Inc.<br>| 66799 | &nbsp;&nbsp; $49846 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hiwin Technologies <br> Corp.<br>| 60380 | &nbsp;&nbsp; 423865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hiyes International <br> Co. Ltd.<br>| 16866 | &nbsp;&nbsp; 49112 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ho Tung Chemical <br> Corp.<br>| 465035 | &nbsp;&nbsp; 121105 |
|  | Hocheng Corp. | 112586 | &nbsp;&nbsp; 61693 |
|  | &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>| 23600 | &nbsp;&nbsp; 56401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holtek Semiconductor, <br> Inc.<br>| 63000 | &nbsp;&nbsp; 82718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holy Stone Enterprise <br> Co. Ltd.<br>| 77500 | &nbsp;&nbsp; 207033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hon Hai Precision <br> Industry Co. Ltd. <br> (2317 TT)<br>| 1172599 | &nbsp;&nbsp; 6895444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Ho Precision <br> Textile Co. Ltd.<br>| 27000 | &nbsp;&nbsp; 18285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Pu Real Estate <br> Development Co. <br> Ltd.<br>| 80609 | &nbsp;&nbsp; 73447 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hong TAI Electric <br> Industrial<br>| 121000 | &nbsp;&nbsp; 147764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Horizon Securities Co. <br> Ltd.<br>| 166420 | &nbsp;&nbsp; 59702 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hota Industrial <br> Manufacturing Co. <br> Ltd.<br>| 104000 | &nbsp;&nbsp; 189142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hotai Finance Co. <br> Ltd.<br>| 110060 | &nbsp;&nbsp; 236194 |
|  | Hotai Motor Co. Ltd. | 66220 | &nbsp;&nbsp; 1218158 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hotron Precision <br> Electronic Industrial <br> Co. Ltd.<br>| 32272 | &nbsp;&nbsp; 19348 |
|  | Hsin Ba Ba Corp. | 15207 | &nbsp;&nbsp; 34039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hsin Kuang Steel Co. <br> Ltd.<br>| 121788 | &nbsp;&nbsp; 164940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hsin Yung Chien Co. <br> Ltd.<br>| 14364 | &nbsp;&nbsp; 42313 |
|  | Hsing TA Cement Co. | 68000 | &nbsp;&nbsp; 37115 |
| #\* | HTC Corp. | 363000 | &nbsp;&nbsp; 487415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hu Lane Associate, <br> Inc.<br>| 36570 | &nbsp;&nbsp; 162746 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; HUA ENG Wire & <br> Cable Co. Ltd.<br>| 135000 | &nbsp;&nbsp; 118775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hua Jung <br> Components Co. <br> Ltd.<br>| 70000 | &nbsp;&nbsp; 29866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hua Nan Financial <br> Holdings Co. Ltd.<br>| 1251879 | &nbsp;&nbsp; 1199538 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hua Yu Lien <br> Development Co. <br> Ltd.<br>| 57262 | &nbsp;&nbsp; $138252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaku Development <br> Co. Ltd.<br>| 148376 | &nbsp;&nbsp; 471998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huang Hsiang <br> Construction Corp.<br>| 63108 | &nbsp;&nbsp; 82303 |
| # | Huikwang Corp. | 22000 | &nbsp;&nbsp; 19523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hung Ching <br> Development & <br> Construction Co. <br> Ltd.<br>| 60000 | &nbsp;&nbsp; 53695 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hung Sheng <br> Construction Ltd.<br>| 175200 | &nbsp;&nbsp; 134687 |
|  | Huxen Corp. | 28000 | &nbsp;&nbsp; 46172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hwa Fong Rubber <br> Industrial Co. Ltd.<br>| 103849 | &nbsp;&nbsp; 56207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hwacom Systems, <br> Inc.<br>| 64000 | &nbsp;&nbsp; 47142 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hwang Chang <br> General Contractor <br> Co. Ltd.<br>| 79612 | &nbsp;&nbsp; 195180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IBF Financial Holdings <br> Co. Ltd.<br>| 1270957 | &nbsp;&nbsp; 617044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ICARES Medicus, <br> Inc.<br>| 4700 | &nbsp;&nbsp; 17852 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ichia Technologies, <br> Inc.<br>| 117897 | &nbsp;&nbsp; 160672 |
| \* | Ideal Bike Corp. | 94899 | &nbsp;&nbsp; 20498 |
| # | IEI Integration Corp. | 71680 | &nbsp;&nbsp; 182772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IKKA Holdings <br> Cayman Ltd.<br>| 6000 | &nbsp;&nbsp; 18721 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Infortrend Technology, <br> Inc.<br>| 110798 | &nbsp;&nbsp; 77686 |
|  | Info-Tek Corp. | 37000 | &nbsp;&nbsp; 32124 |
| # | Ingentec Corp. | 7350 | &nbsp;&nbsp; 29499 |
|  | Innodisk Corp. | 38034 | &nbsp;&nbsp; 287214 |
| # | Innolux Corp. | 1934922 | &nbsp;&nbsp; 742101 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Inpaq Technology Co. <br> Ltd.<br>| 49344 | &nbsp;&nbsp; 112167 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Insyde Software <br> Corp.<br>| 13200 | &nbsp;&nbsp; 94972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intai Technology <br> Corp.<br>| 16800 | &nbsp;&nbsp; 57571 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Integrated Service <br> Technology, Inc.<br>| 36345 | &nbsp;&nbsp; 147471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interactive Digital <br> Technologies, Inc.<br>| 14000 | &nbsp;&nbsp; 33920 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; International CSRC <br> Investment Holdings <br> Co.<br>| 442400 | &nbsp;&nbsp; 179950 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; International Games <br> System Co. Ltd.<br>| 70000 | &nbsp;&nbsp; 1830338 |
|  | Inventec Corp. | 495181 | &nbsp;&nbsp; 731345 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Iron Force Industrial <br> Co. Ltd.<br>| 22816 | &nbsp;&nbsp; 63813 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; I-Sheng Electric Wire <br> & Cable Co. Ltd.<br>| 57000 | &nbsp;&nbsp; $94526 |
|  | ITE Technology, Inc. | 79202 | &nbsp;&nbsp; 347210 |
|  | ITEQ Corp. | 98628 | &nbsp;&nbsp; 331344 |
| # | Jarllytec Co. Ltd. | 29000 | &nbsp;&nbsp; 105241 |
|  | Jean Co. Ltd. | 78981 | &nbsp;&nbsp; 69568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jentech Precision <br> Industrial Co. Ltd.<br>| 15498 | &nbsp;&nbsp; 737357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jetway Information <br> Co. Ltd.<br>| 19500 | &nbsp;&nbsp; 26185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jetwell Computer Co. <br> Ltd.<br>| 6000 | &nbsp;&nbsp; 36952 |
|  | Jia Wei Lifestyle, Inc. | 28971 | &nbsp;&nbsp; 43669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jih Lin Technology <br> Co. Ltd.<br>| 24000 | &nbsp;&nbsp; 36906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiin Yeeh Ding <br> Enterprise Co. Ltd.<br>| 22400 | &nbsp;&nbsp; 45694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JMC Electronics Co. <br> Ltd.<br>| 20000 | &nbsp;&nbsp; 16363 |
|  | &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>| 32000 | &nbsp;&nbsp; 161910 |
| # | JPC connectivity, Inc. | 34875 | &nbsp;&nbsp; 158852 |
|  | JPP Holding Co. Ltd. | 1050 | &nbsp;&nbsp; 6739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JSL Construction & <br> Development Co. <br> Ltd.<br>| 60988 | &nbsp;&nbsp; 159667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; K Laser Technology, <br> Inc.<br>| 71000 | &nbsp;&nbsp; 39025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaimei Electronic <br> Corp.<br>| 51587 | &nbsp;&nbsp; 98779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaori Heat Treatment <br> Co. Ltd.<br>| 16983 | &nbsp;&nbsp; 177978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaulin Manufacturing <br> Co. Ltd.<br>| 53000 | &nbsp;&nbsp; 21220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kedge Construction <br> Co. Ltd.<br>| 37160 | &nbsp;&nbsp; 105057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keding Enterprises <br> Co. Ltd.<br>| 15000 | &nbsp;&nbsp; 60494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KEE TAI Properties <br> Co. Ltd.<br>| 192064 | &nbsp;&nbsp; 80749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kenda Rubber <br> Industrial Co. Ltd.<br>| 336050 | &nbsp;&nbsp; 253938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kent Industrial Co. <br> Ltd.<br>| 32000 | &nbsp;&nbsp; 25745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kerry TJ Logistics Co. <br> Ltd.<br>| 100000 | &nbsp;&nbsp; 112332 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Key Ware Electronics <br> Co. Ltd.<br>| 80959 | &nbsp;&nbsp; 47746 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Keystone Microtech <br> Corp.<br>| 11000 | &nbsp;&nbsp; 132197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KGI Financial Holding <br> Co. Ltd.<br>| 2505999 | &nbsp;&nbsp; 1269427 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; KHGEARS <br> International Ltd.<br>| 13000 | &nbsp;&nbsp; 69837 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kindom Development <br> Co. Ltd.<br>| 213700 | &nbsp;&nbsp; $356220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; King Chou Marine <br> Technology Co. <br> Ltd.<br>| 33660 | &nbsp;&nbsp; 48263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; King Polytechnic <br> Engineering Co. <br> Ltd.<br>| 32550 | &nbsp;&nbsp; 56528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; King Slide Works Co. <br> Ltd.<br>| 12050 | &nbsp;&nbsp; 1060998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; King Yuan Electronics <br> Co. Ltd.<br>| 338529 | &nbsp;&nbsp; 1324214 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; King's Town Bank Co. <br> Ltd.<br>| 389000 | &nbsp;&nbsp; 701426 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; King's Town <br> Construction Co. <br> Ltd.<br>| 31348 | &nbsp;&nbsp; 43244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingstate Electronics <br> Corp.<br>| 17000 | &nbsp;&nbsp; 19675 |
|  | Kinik Co. | 24000 | &nbsp;&nbsp; 259089 |
|  | Kinko Optical Co. Ltd. | 76769 | &nbsp;&nbsp; 65472 |
|  | Kinpo Electronics | 577028 | &nbsp;&nbsp; 344125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinsus Interconnect <br> Technology Corp.<br>| 168009 | &nbsp;&nbsp; 570883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KMC Kuei Meng <br> International, Inc.<br>| 29761 | &nbsp;&nbsp; 93383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KNH Enterprise Co. <br> Ltd.<br>| 43000 | &nbsp;&nbsp; 24445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ko Ja Cayman Co. <br> Ltd.<br>| 20000 | &nbsp;&nbsp; 24130 |
|  | KS Terminals, Inc. | 70760 | &nbsp;&nbsp; 120482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuen Ling Machinery <br> Refrigerating Co. <br> Ltd.<br>| 9000 | &nbsp;&nbsp; 12675 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kung Long Batteries <br> Industrial Co. Ltd.<br>| 33000 | &nbsp;&nbsp; 154701 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kung Sing <br> Engineering Corp.<br>| 210404 | &nbsp;&nbsp; 78979 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kuo Toong <br> International Co. <br> Ltd.<br>| 101625 | &nbsp;&nbsp; 171538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuo Yang <br> Construction Co. <br> Ltd.<br>| 103366 | &nbsp;&nbsp; 60694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kwong Lung <br> Enterprise Co. Ltd.<br>| 58000 | &nbsp;&nbsp; 91858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; L&K Engineering Co. <br> Ltd.<br>| 47812 | &nbsp;&nbsp; 514786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; La Kaffa International <br> Co. Ltd.<br>| 11000 | &nbsp;&nbsp; 27177 |
|  | Lang, Inc. | 16000 | &nbsp;&nbsp; 26812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lanner Electronics, <br> Inc.<br>| 51961 | &nbsp;&nbsp; 138020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Largan Precision Co. <br> Ltd. (3008 TT)<br>| 16306 | &nbsp;&nbsp; 1278931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laser Tek Taiwan Co. <br> Ltd.<br>| 27550 | &nbsp;&nbsp; 41941 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Laster Tech Co. Ltd. | 57105 | &nbsp;&nbsp; $45131 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Leader Electronics, <br> Inc.<br>| 71799 | &nbsp;&nbsp; 22247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leadtrend Technology <br> Corp.<br>| 14279 | &nbsp;&nbsp; 20160 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lealea Enterprise Co. <br> Ltd.<br>| 395940 | &nbsp;&nbsp; 87105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LEE CHI Enterprises <br> Co. Ltd.<br>| 95000 | &nbsp;&nbsp; 33410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lelon Electronics <br> Corp.<br>| 60694 | &nbsp;&nbsp; 154908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lemtech Holdings Co. <br> Ltd.<br>| 15115 | &nbsp;&nbsp; 40013 |
|  | Leo Systems, Inc. | 27000 | &nbsp;&nbsp; 24381 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Leofoo Development <br> Co. Ltd.<br>| 68254 | &nbsp;&nbsp; 38508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Li Peng Enterprise <br> Co. Ltd.<br>| 325806 | &nbsp;&nbsp; 64935 |
| # | Lian HWA Food Corp. | 38480 | &nbsp;&nbsp; 176894 |
|  | Lida Holdings Ltd. | 46320 | &nbsp;&nbsp; 36129 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lien Hwa Industrial <br> Holdings Corp.<br>| 218751 | &nbsp;&nbsp; 330741 |
| \* | Lily Textile | 11000 | &nbsp;&nbsp; 11381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lingsen Precision <br> Industries Ltd.<br>| 208000 | &nbsp;&nbsp; 101870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lintes Technology Co. <br> Ltd.<br>| 8143 | &nbsp;&nbsp; 29853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lion Travel Service <br> Co. Ltd.<br>| 36000 | &nbsp;&nbsp; 175704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lite-On Technology <br> Corp.<br>| 379395 | &nbsp;&nbsp; 1499936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liton Technology <br> Corp.<br>| 32000 | &nbsp;&nbsp; 35575 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Long Bon International <br> Co. Ltd.<br>| 61180 | &nbsp;&nbsp; 31707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Long Da Construction <br> & Development <br> Corp.<br>| 89000 | &nbsp;&nbsp; 83017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Longchen Paper & <br> Packaging Co. Ltd.<br>| 436349 | &nbsp;&nbsp; 149675 |
|  | Longwell Co. | 63000 | &nbsp;&nbsp; 223683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Loop <br> Telecommunication <br> International, Inc.<br>| 21000 | &nbsp;&nbsp; 34218 |
|  | Lotes Co. Ltd. | 31508 | &nbsp;&nbsp; 1473310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lumax International <br> Corp. Ltd.<br>| 42142 | &nbsp;&nbsp; 136555 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lung Yen Life Service <br> Corp.<br>| 80000 | &nbsp;&nbsp; 156814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lungteh Shipbuilding <br> Co. Ltd.<br>| 28650 | &nbsp;&nbsp; 97214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luxe Green Energy <br> Technology Co. <br> Ltd.<br>| 14420 | &nbsp;&nbsp; 11925 |
| # | LuxNet Corp. | 12617 | &nbsp;&nbsp; 82474 |
| # | M3 Technology, Inc. | 11000 | &nbsp;&nbsp; 31156 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macauto Industrial Co. <br> Ltd.<br>| 29000 | &nbsp;&nbsp; $56975 |
|  | Macroblock, Inc. | 18000 | &nbsp;&nbsp; 37863 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Macronix International <br> Co. Ltd.<br>| 1011201 | &nbsp;&nbsp; 635845 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Makalot Industrial Co. <br> Ltd.<br>| 102657 | &nbsp;&nbsp; 902853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marketech <br> International Corp.<br>| 41000 | &nbsp;&nbsp; 279161 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Materials Analysis <br> Technology, Inc.<br>| 28360 | &nbsp;&nbsp; 180594 |
|  | Maxigen Biotech, Inc. | 13650 | &nbsp;&nbsp; 19915 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mayer Steel Pipe <br> Corp.<br>| 98710 | &nbsp;&nbsp; 76002 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mechema Chemicals <br> International Corp.<br>| 24000 | &nbsp;&nbsp; 64318 |
|  | MediaTek, Inc. | 142360 | &nbsp;&nbsp; 6446711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mega Financial <br> Holding Co. Ltd.<br>| 966075 | &nbsp;&nbsp; 1374237 |
| # | Megaforce Co. Ltd. | 31000 | &nbsp;&nbsp; 42899 |
| # | Meiloon Industrial Co. | 44520 | &nbsp;&nbsp; 31351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercuries & <br> Associates Holding <br> Ltd.<br>| 257341 | &nbsp;&nbsp; 103967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercuries Data <br> Systems Ltd.<br>| 15763 | &nbsp;&nbsp; 15095 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mercuries Life <br> Insurance Co. Ltd.<br>| 1683377 | &nbsp;&nbsp; 294427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Merida Industry Co. <br> Ltd.<br>| 92735 | &nbsp;&nbsp; 358274 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Merry Electronics Co. <br> Ltd.<br>| 113866 | &nbsp;&nbsp; 431842 |
| \* | Metatech AP, Inc. | 9000 | &nbsp;&nbsp; 13816 |
| \* | Microbio Co. Ltd. | 216248 | &nbsp;&nbsp; 173018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micro-Star <br> International Co. <br> Ltd.<br>| 152233 | &nbsp;&nbsp; 727267 |
|  | Mildef Crete, Inc. | 29000 | &nbsp;&nbsp; 107646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MIN AIK Technology <br> Co. Ltd.<br>| 61200 | &nbsp;&nbsp; 41016 |
| #\* | Mitac Holdings Corp. | 234125 | &nbsp;&nbsp; 592865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitake Information <br> Corp.<br>| 6000 | &nbsp;&nbsp; 13733 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mobiletron Electronics <br> Co. Ltd.<br>| 26440 | &nbsp;&nbsp; 25996 |
|  | momo.com, Inc. | 29276 | &nbsp;&nbsp; 275745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MOSA Industrial <br> Corp.<br>| 120154 | &nbsp;&nbsp; 59181 |
| \* | Mosel Vitelic, Inc. | 31000 | &nbsp;&nbsp; 21451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motech Industries, <br> Inc.<br>| 137000 | &nbsp;&nbsp; 82210 |
|  | MPI Corp. | 23000 | &nbsp;&nbsp; 799398 |
|  | MSSCORPS Co. Ltd. | 23763 | &nbsp;&nbsp; 107135 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; My Humble House <br> Hospitality <br> Management <br> Consulting<br>| 8000 | &nbsp;&nbsp; 10190 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nak Sealing <br> Technologies Corp.<br>| 31000 | &nbsp;&nbsp; $115199 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Namchow Holdings <br> Co. Ltd.<br>| 88000 | &nbsp;&nbsp; 118879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nan Juen International <br> Co. Ltd.<br>| 2000 | &nbsp;&nbsp; 14010 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nan Kang Rubber Tire <br> Co. Ltd.<br>| 215000 | &nbsp;&nbsp; 268370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nan Liu Enterprise <br> Co. Ltd.<br>| 18000 | &nbsp;&nbsp; 35266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nan Pao Resins <br> Chemical Co. Ltd.<br>| 27000 | &nbsp;&nbsp; 344833 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nan Ren Lake Leisure <br> Amusement Co. <br> Ltd.<br>| 94000 | &nbsp;&nbsp; 32966 |
|  | Nan Ya Plastics Corp. | 1078674 | &nbsp;&nbsp; 1471201 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nan Ya Printed Circuit <br> Board Corp.<br>| 47072 | &nbsp;&nbsp; 275755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nang Kuang <br> Pharmaceutical Co. <br> Ltd.<br>| 21000 | &nbsp;&nbsp; 24447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nantex Industry Co. <br> Ltd.<br>| 122964 | &nbsp;&nbsp; 99829 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nanya Technology <br> Corp.<br>| 291000 | &nbsp;&nbsp; 428402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Aerospace <br> Fasteners Corp.<br>| 10000 | &nbsp;&nbsp; 41888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Petroleum <br> Co. Ltd.<br>| 45000 | &nbsp;&nbsp; 95587 |
|  | Netronix, Inc. | 34000 | &nbsp;&nbsp; 131283 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Asia Construction <br> & Development <br> Corp.<br>| 81000 | &nbsp;&nbsp; 40657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Best Wire <br> Industrial Co. Ltd.<br>| 36600 | &nbsp;&nbsp; 35520 |
|  | Nichidenbo Corp. | 83193 | &nbsp;&nbsp; 210195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nidec Chaun-Choung <br> Technology Corp.<br>| 7000 | &nbsp;&nbsp; 28761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nien Hsing Textile Co. <br> Ltd.<br>| 58110 | &nbsp;&nbsp; 36172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nien Made Enterprise <br> Co. Ltd.<br>| 52000 | &nbsp;&nbsp; 742285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Niko Semiconductor <br> Co. Ltd.<br>| 39672 | &nbsp;&nbsp; 55141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nishoku Technology, <br> Inc.<br>| 21400 | &nbsp;&nbsp; 83160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North-Star <br> International Co. <br> Ltd.<br>| 61340 | &nbsp;&nbsp; 85047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nova Technology <br> Corp.<br>| 19000 | &nbsp;&nbsp; 109024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novatek <br> Microelectronics <br> Corp.<br>| 110000 | &nbsp;&nbsp; 1738404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nuvoton Technology <br> Corp.<br>| 83000 | &nbsp;&nbsp; 189538 |
|  | O-Bank Co. Ltd. | 584362 | &nbsp;&nbsp; 176992 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ocean Plastics Co. <br> Ltd.<br>| 95000 | &nbsp;&nbsp; $117065 |
|  | OK Biotech Co. Ltd. | 54214 | &nbsp;&nbsp; 28654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Optimax Technology <br> Corp.<br>| 50000 | &nbsp;&nbsp; 41621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient Semiconductor <br> Electronics Ltd.<br>| 237310 | &nbsp;&nbsp; 305898 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Union <br> Chemical Corp.<br>| 250821 | &nbsp;&nbsp; 104710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; O-TA Precision <br> Industry Co. Ltd.<br>| 35935 | &nbsp;&nbsp; 62867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Construction <br> Co.<br>| 143000 | &nbsp;&nbsp; 45927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Hospital <br> Supply Co. Ltd.<br>| 23094 | &nbsp;&nbsp; 68755 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paiho Shih Holdings <br> Corp.<br>| 87055 | &nbsp;&nbsp; 58178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan Asia Chemical <br> Corp.<br>| 118151 | &nbsp;&nbsp; 39225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan German <br> Universal Motors <br> Ltd.<br>| 12000 | &nbsp;&nbsp; 133791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pan Jit International, <br> Inc.<br>| 167300 | &nbsp;&nbsp; 263659 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pan-International <br> Industrial Corp.<br>| 215514 | &nbsp;&nbsp; 308763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Panion & BF Biotech, <br> Inc.<br>| 31969 | &nbsp;&nbsp; 74835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Parade Technologies <br> Ltd.<br>| 26400 | &nbsp;&nbsp; 502440 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paragon Technologies <br> Co. Ltd.<br>| 7000 | &nbsp;&nbsp; 3625 |
| \* | PChome Online, Inc. | 56208 | &nbsp;&nbsp; 61211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PCL Technologies, <br> Inc.<br>| 29961 | &nbsp;&nbsp; 89179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; P-Duke Technology <br> Co. Ltd.<br>| 27442 | &nbsp;&nbsp; 75770 |
|  | Pegatron Corp. | 395037 | &nbsp;&nbsp; 1051656 |
|  | Pegavision Corp. | 24198 | &nbsp;&nbsp; 247533 |
|  | PharmaEngine, Inc. | 40000 | &nbsp;&nbsp; 98524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PharmaEssentia <br> Corp.<br>| 25263 | &nbsp;&nbsp; 417071 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Phihong Technology <br> Co. Ltd.<br>| 163000 | &nbsp;&nbsp; 119026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phison Electronics <br> Corp.<br>| 35000 | &nbsp;&nbsp; 614417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Silicon <br> International Corp.<br>| 57486 | &nbsp;&nbsp; 242697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Tours <br> International, Inc.<br>| 29400 | &nbsp;&nbsp; 55340 |
| \* | Phytohealth Corp. | 81000 | &nbsp;&nbsp; 34167 |
| # | Pixart Imaging, Inc. | 67030 | &nbsp;&nbsp; 434553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Planet Technology <br> Corp.<br>| 17000 | &nbsp;&nbsp; 84326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Plastron Precision Co. <br> Ltd.<br>| 59628 | &nbsp;&nbsp; 30097 |
|  | Podak Co. Ltd. | 7000 | &nbsp;&nbsp; 9920 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polytronics <br> Technology Corp.<br>| 35269 | &nbsp;&nbsp; $50555 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Posiflex Technology, <br> Inc.<br>| 22346 | &nbsp;&nbsp; 185314 |
| # | Pou Chen Corp. | 574144 | &nbsp;&nbsp; 539930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Wind Health <br> Industry, Inc.<br>| 15632 | &nbsp;&nbsp; 75003 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Powerchip <br> Semiconductor <br> Manufacturing <br> Corp.<br>| 1110000 | &nbsp;&nbsp; 552952 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Powertech <br> Technology, Inc.<br>| 199400 | &nbsp;&nbsp; 832880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Powertip Technology <br> Corp.<br>| 53000 | &nbsp;&nbsp; 22201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Poya International Co. <br> Ltd.<br>| 24349 | &nbsp;&nbsp; 376810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; President Chain Store <br> Corp.<br>| 141000 | &nbsp;&nbsp; 1208297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; President Securities <br> Corp.<br>| 476159 | &nbsp;&nbsp; 300099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primax Electronics <br> Ltd.<br>| 251000 | &nbsp;&nbsp; 608326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prince Housing & <br> Development Corp.<br>| 455087 | &nbsp;&nbsp; 138440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Princeton Technology <br> Corp.<br>| 57000 | &nbsp;&nbsp; 19475 |
|  | Pro Hawk Corp. | 8000 | &nbsp;&nbsp; 40554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prolific Technology, <br> Inc.<br>| 27000 | &nbsp;&nbsp; 18030 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Promate Electronic <br> Co. Ltd.<br>| 115197 | &nbsp;&nbsp; 229377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prosperity Dielectrics <br> Co. Ltd.<br>| 52032 | &nbsp;&nbsp; 65917 |
|  | PSS Co. Ltd. | 7000 | &nbsp;&nbsp; 31772 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; QST International <br> Corp.<br>| 38771 | &nbsp;&nbsp; 67829 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Qualipoly Chemical <br> Corp.<br>| 42198 | &nbsp;&nbsp; 98245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quang Viet Enterprise <br> Co. Ltd.<br>| 27000 | &nbsp;&nbsp; 65034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quanta Computer, <br> Inc.<br>| 386715 | &nbsp;&nbsp; 3601925 |
|  | Quanta Storage, Inc. | 96000 | &nbsp;&nbsp; 280946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Quintain Steel Co. <br> Ltd.<br>| 143134 | &nbsp;&nbsp; 46130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Radiant <br> Opto-Electronics <br> Corp.<br>| 123144 | &nbsp;&nbsp; 566038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Radium Life Tech Co. <br> Ltd.<br>| 328524 | &nbsp;&nbsp; 123681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rafael <br> Microelectronics, <br> Inc.<br>| 8024 | &nbsp;&nbsp; 30177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raydium <br> Semiconductor <br> Corp.<br>| 32000 | &nbsp;&nbsp; 371373 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RDC Semiconductor <br> Co. Ltd.<br>| 11000 | &nbsp;&nbsp; $56728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Realtek <br> Semiconductor <br> Corp.<br>| 59268 | &nbsp;&nbsp; 1133250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ReaLy <br> Development&Construction <br> Corp.<br>| 12000 | &nbsp;&nbsp; 11953 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rechi Precision Co. <br> Ltd.<br>| 173173 | &nbsp;&nbsp; 138015 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rexon Industrial Corp. <br> Ltd.<br>| 53000 | &nbsp;&nbsp; 53108 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rich Development Co. <br> Ltd.<br>| 293811 | &nbsp;&nbsp; 86400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Right WAY Industrial <br> Co. Ltd.<br>| 78000 | &nbsp;&nbsp; 30074 |
| \* | RiTdisplay Corp. | 19000 | &nbsp;&nbsp; 24071 |
| \* | Ritek Corp. | 325288 | &nbsp;&nbsp; 110537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rodex Fasteners <br> Corp.<br>| 25000 | &nbsp;&nbsp; 27044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ruentex Development <br> Co. Ltd.<br>| 356751 | &nbsp;&nbsp; 356119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ruentex Engineering <br> & Construction Co.<br>| 35154 | &nbsp;&nbsp; 217686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ruentex Industries <br> Ltd.<br>| 157963 | &nbsp;&nbsp; 274662 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Run Long <br> Construction Co. <br> Ltd.<br>| 214541 | &nbsp;&nbsp; 221506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sakura Development <br> Co. Ltd.<br>| 83809 | &nbsp;&nbsp; 182318 |
|  | Sampo Corp. | 151200 | &nbsp;&nbsp; 125864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San Fang Chemical <br> Industry Co. Ltd.<br>| 92992 | &nbsp;&nbsp; 106004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San Fu Chemical Co. <br> Ltd.<br>| 19000 | &nbsp;&nbsp; 72040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; San Shing Fastech <br> Corp.<br>| 50479 | &nbsp;&nbsp; 90541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanyang Motor Co. <br> Ltd.<br>| 185684 | &nbsp;&nbsp; 384124 |
|  | Savior Lifetec Corp. | 119447 | &nbsp;&nbsp; 74438 |
|  | SCI Pharmtech, Inc. | 25705 | &nbsp;&nbsp; 49510 |
| # | Scientech Corp. | 17000 | &nbsp;&nbsp; 190080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ScinoPharm Taiwan <br> Ltd.<br>| 122000 | &nbsp;&nbsp; 68359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SciVision Biotech, <br> Inc.<br>| 16000 | &nbsp;&nbsp; 61528 |
| # | SDI Corp. | 75000 | &nbsp;&nbsp; 184094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sea & Land Integrated <br> Corp.<br>| 37700 | &nbsp;&nbsp; 26609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sea Sonic Electronics <br> Co. Ltd.<br>| 21000 | &nbsp;&nbsp; 51833 |
|  | &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>| 34000 | &nbsp;&nbsp; 34200 |
|  | Senao Networks, Inc. | 15119 | &nbsp;&nbsp; 81619 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sensortek Technology <br> Corp.<br>| 13000 | &nbsp;&nbsp; $75308 |
|  | Sercomm Corp. | 142000 | &nbsp;&nbsp; 473652 |
|  | Sesoda Corp. | 118315 | &nbsp;&nbsp; 123594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Commercial <br> & Savings Bank <br> Ltd.<br>| 730799 | &nbsp;&nbsp; 1049168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shan-Loong <br> Transportation Co. <br> Ltd.<br>| 48000 | &nbsp;&nbsp; 23096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sharehope Medicine <br> Co. Ltd.<br>| 40344 | &nbsp;&nbsp; 36507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sheh Fung Screws <br> Co. Ltd.<br>| 18000 | &nbsp;&nbsp; 21713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sheng Yu Steel Co. <br> Ltd.<br>| 53000 | &nbsp;&nbsp; 42160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ShenMao Technology, <br> Inc.<br>| 44435 | &nbsp;&nbsp; 115927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shieh Yih Machinery <br> Industry Co. Ltd.<br>| 60000 | &nbsp;&nbsp; 47517 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shih Her <br> Technologies, Inc.<br>| 29000 | &nbsp;&nbsp; 149251 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shihlin Development <br> Co. Ltd.<br>| 24000 | &nbsp;&nbsp; 8856 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shihlin Electric & <br> Engineering Corp.<br>| 49000 | &nbsp;&nbsp; 289760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Hsiung Natural <br> Gas Co. Ltd.<br>| 20714 | &nbsp;&nbsp; 29041 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shin Ruenn <br> Development Co. <br> Ltd.<br>| 58785 | &nbsp;&nbsp; 117630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Shin Natural Gas <br> Co.<br>| 18000 | &nbsp;&nbsp; 23861 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shin Zu Shing Co. <br> Ltd.<br>| 76174 | &nbsp;&nbsp; 592300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinfox Energy Co. <br> Ltd.<br>| 30000 | &nbsp;&nbsp; 81798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shining Building <br> Business Co. Ltd.<br>| 198397 | &nbsp;&nbsp; 61813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinkong Insurance <br> Co. Ltd.<br>| 116000 | &nbsp;&nbsp; 367578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinkong Synthetic <br> Fibers Corp.<br>| 597191 | &nbsp;&nbsp; 256420 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shinkong Textile Co. <br> Ltd.<br>| 73800 | &nbsp;&nbsp; 128903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shiny Brands Group <br> Co. Ltd.<br>| 7000 | &nbsp;&nbsp; 27457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shiny Chemical <br> Industrial Co. Ltd.<br>| 75122 | &nbsp;&nbsp; 317442 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shun On Electronic <br> Co. Ltd.<br>| 14000 | &nbsp;&nbsp; 9908 |
|  | Shuttle, Inc. | 167000 | &nbsp;&nbsp; 89613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sigurd <br> Microelectronics <br> Corp.<br>| 252538 | &nbsp;&nbsp; 653223 |
|  | Silergy Corp. | 58000 | &nbsp;&nbsp; 623882 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Silicon Integrated <br> Systems Corp.<br>| 180895 | &nbsp;&nbsp; $332024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simplo Technology <br> Co. Ltd.<br>| 48400 | &nbsp;&nbsp; 660827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinbon Electronics <br> Co. Ltd.<br>| 62917 | &nbsp;&nbsp; 508555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sincere Navigation <br> Corp.<br>| 163240 | &nbsp;&nbsp; 119878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Singatron Enterprise <br> Co. Ltd.<br>| 14000 | &nbsp;&nbsp; 11027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinher Technology, <br> Inc.<br>| 29000 | &nbsp;&nbsp; 23873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinmag Equipment <br> Corp.<br>| 20979 | &nbsp;&nbsp; 98932 |
| \* | Sino Tactful Co. Ltd. | 21000 | &nbsp;&nbsp; 17836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sino-American Silicon <br> Products, Inc.<br>| 231000 | &nbsp;&nbsp; 774436 |
| # | Sinon Corp. | 189000 | &nbsp;&nbsp; 260301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SinoPac Financial <br> Holdings Co. Ltd.<br>| 1891639 | &nbsp;&nbsp; 1560808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopower <br> Semiconductor, Inc.<br>| 9900 | &nbsp;&nbsp; 31259 |
|  | Sinyi Realty, Inc. | 124549 | &nbsp;&nbsp; 105629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sirtec International <br> Co. Ltd.<br>| 40600 | &nbsp;&nbsp; 34220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sitronix Technology <br> Corp.<br>| 59434 | &nbsp;&nbsp; 394563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siward Crystal <br> Technology Co. <br> Ltd.<br>| 79000 | &nbsp;&nbsp; 57190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Soft-World <br> International Corp.<br>| 25000 | &nbsp;&nbsp; 80590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Solar Applied <br> Materials <br> Technology Corp.<br>| 251339 | &nbsp;&nbsp; 415771 |
|  | Solteam, Inc. | 29850 | &nbsp;&nbsp; 46158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Song Shang <br> Electronics Co. Ltd.<br>| 30000 | &nbsp;&nbsp; 27567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sonix Technology Co. <br> Ltd.<br>| 66000 | &nbsp;&nbsp; 70529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southeast Cement <br> Co. Ltd.<br>| 65000 | &nbsp;&nbsp; 39033 |
|  | Speed Tech Corp. | 54000 | &nbsp;&nbsp; 74761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sporton International, <br> Inc.<br>| 48740 | &nbsp;&nbsp; 260484 |
| # | Sports Gear Co. Ltd. | 27000 | &nbsp;&nbsp; 90553 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; St. Shine Optical Co. <br> Ltd.<br>| 29000 | &nbsp;&nbsp; 154456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Chemical & <br> Pharmaceutical Co. <br> Ltd.<br>| 43000 | &nbsp;&nbsp; 82390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Foods <br> Corp.<br>| 195642 | &nbsp;&nbsp; 208844 |
|  | Stark Technology, Inc. | 50200 | &nbsp;&nbsp; 272901 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Starlux Airlines Co. <br> Ltd.<br>| 183000 | &nbsp;&nbsp; 157296 |
| # | S-Tech Corp. | 92468 | &nbsp;&nbsp; 72798 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STL Technology Co. <br> Ltd.<br>| 13000 | &nbsp;&nbsp; $50631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumeeko Industries <br> Co. Ltd.<br>| 10000 | &nbsp;&nbsp; 23125 |
|  | Sun Max Tech Ltd. | 12000 | &nbsp;&nbsp; 25139 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sun Yad Construction <br> Co. Ltd.<br>| 101016 | &nbsp;&nbsp; 46599 |
|  | Sunfun Info Co. Ltd. | 52370 | &nbsp;&nbsp; 76474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunjuice Holdings Co. <br> Ltd.<br>| 7000 | &nbsp;&nbsp; 27486 |
| \* | Sunko INK Co. Ltd. | 68200 | &nbsp;&nbsp; 27410 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SunMax <br> Biotechnology Co. <br> Ltd.<br>| 12000 | &nbsp;&nbsp; 168265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunny Friend <br> Environmental <br> Technology Co. <br> Ltd.<br>| 35982 | &nbsp;&nbsp; 90368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunonwealth Electric <br> Machine Industry <br> Co. Ltd.<br>| 114000 | &nbsp;&nbsp; 430388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunplus Innovation <br> Technology, Inc.<br>| 8213 | &nbsp;&nbsp; 32224 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sunplus Technology <br> Co. Ltd.<br>| 218000 | &nbsp;&nbsp; 137786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunrex Technology <br> Corp.<br>| 72631 | &nbsp;&nbsp; 105585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunspring Metal <br> Corp.<br>| 50625 | &nbsp;&nbsp; 40605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Superalloy Industrial <br> Co. Ltd.<br>| 22000 | &nbsp;&nbsp; 39830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Superior Plating <br> Technology Co. <br> Ltd.<br>| 7000 | &nbsp;&nbsp; 9763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supreme Electronics <br> Co. Ltd.<br>| 267027 | &nbsp;&nbsp; 375776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Swancor Holding Co. <br> Ltd.<br>| 25000 | &nbsp;&nbsp; 100775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sweeten Real Estate <br> Development Co. <br> Ltd.<br>| 86114 | &nbsp;&nbsp; 90588 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Symtek Automation <br> Asia Co. Ltd.<br>| 29776 | &nbsp;&nbsp; 150937 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Syncmold Enterprise <br> Corp.<br>| 58000 | &nbsp;&nbsp; 132698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Syngen Biotech Co. <br> Ltd.<br>| 5000 | &nbsp;&nbsp; 19640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Synnex Technology <br> International Corp.<br>| 301967 | &nbsp;&nbsp; 669212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Syscom Computer <br> Engineering Co.<br>| 16000 | &nbsp;&nbsp; 30286 |
|  | Sysgration | 19000 | &nbsp;&nbsp; 26097 |
|  | Systex Corp. | 83000 | &nbsp;&nbsp; 302510 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; T3EX Global Holdings <br> Corp.<br>| 61000 | &nbsp;&nbsp; 143125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TA Chen Stainless <br> Pipe<br>| 420298 | &nbsp;&nbsp; 550940 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ta Ya Electric Wire & <br> Cable<br>| 341760 | &nbsp;&nbsp; $396219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tah Hsin Industrial <br> Corp.<br>| 24024 | &nbsp;&nbsp; 53507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TA-I Technology Co. <br> Ltd.<br>| 55936 | &nbsp;&nbsp; 78608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tai Tung <br> Communication Co. <br> Ltd.<br>| 60715 | &nbsp;&nbsp; 40335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taichung Commercial <br> Bank Co. Ltd.<br>| 997167 | &nbsp;&nbsp; 740955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TaiDoc Technology <br> Corp.<br>| 29458 | &nbsp;&nbsp; 122214 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiflex Scientific Co. <br> Ltd.<br>| 106208 | &nbsp;&nbsp; 160232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tailyn Technologies, <br> Inc.<br>| 22000 | &nbsp;&nbsp; 18814 |
|  | Taimide Tech, Inc. | 46117 | &nbsp;&nbsp; 95707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tainan Enterprises <br> Co. Ltd.<br>| 43000 | &nbsp;&nbsp; 38993 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tainan Spinning Co. <br> Ltd.<br>| 552568 | &nbsp;&nbsp; 237318 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tainergy Tech Co. <br> Ltd.<br>| 57000 | &nbsp;&nbsp; 19320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tai-Saw Technology <br> Co. Ltd.<br>| 42000 | &nbsp;&nbsp; 24685 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taishin Financial <br> Holding Co. Ltd.<br>| 4450093 | &nbsp;&nbsp; 2428795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TaiSol Electronics Co. <br> Ltd.<br>| 37000 | &nbsp;&nbsp; 64704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taisun Enterprise Co. <br> Ltd.<br>| 96000 | &nbsp;&nbsp; 60050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taita Chemical Co. <br> Ltd.<br>| 54050 | &nbsp;&nbsp; 21063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TAI-TECH Advanced <br> Electronics Co. Ltd.<br>| 25000 | &nbsp;&nbsp; 78833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Business <br> Bank<br>| 1918607 | &nbsp;&nbsp; 1030857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Chinsan <br> Electronic Industrial <br> Co. Ltd.<br>| 40419 | &nbsp;&nbsp; 39349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Cooperative <br> Financial Holding <br> Co. Ltd.<br>| 1669704 | &nbsp;&nbsp; 1417159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Environment <br> Scientific Co. Ltd.<br>| 40280 | &nbsp;&nbsp; 27315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Fertilizer Co. <br> Ltd.<br>| 320000 | &nbsp;&nbsp; 555800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Fire & Marine <br> Insurance Co. Ltd.<br>| 106520 | &nbsp;&nbsp; 107602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Fructose Co. <br> Ltd.<br>| 34980 | &nbsp;&nbsp; 18538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan FU Hsing <br> Industrial Co. Ltd.<br>| 71000 | &nbsp;&nbsp; 105715 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Glass Industry <br> Corp.<br>| 497442 | &nbsp;&nbsp; 395513 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan High Speed <br> Rail Corp.<br>| 393000 | &nbsp;&nbsp; $358160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Hon Chuan <br> Enterprise Co. Ltd.<br>| 174245 | &nbsp;&nbsp; 849504 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Hopax <br> Chemicals <br> Manufacturing Co. <br> Ltd.<br>| 100114 | &nbsp;&nbsp; 106630 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan IC Packaging <br> Corp.<br>| 38000 | &nbsp;&nbsp; 16098 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Land <br> Development Corp.<br>| 335217 | &nbsp;&nbsp; 5644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Line Tek <br> Electronic<br>| 40810 | &nbsp;&nbsp; 32881 |
| # | Taiwan Mask Corp. | 107000 | &nbsp;&nbsp; 110124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Mobile Co. <br> Ltd.<br>| 373800 | &nbsp;&nbsp; 1317757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Navigation Co. <br> Ltd.<br>| 107000 | &nbsp;&nbsp; 96026 |
|  | Taiwan Paiho Ltd. | 153068 | &nbsp;&nbsp; 263722 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan PCB Techvest <br> Co. Ltd.<br>| 146733 | &nbsp;&nbsp; 159219 |
|  | Taiwan Sakura Corp. | 85600 | &nbsp;&nbsp; 246347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Sanyo Electric <br> Co. Ltd.<br>| 60800 | &nbsp;&nbsp; 76810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Secom Co. <br> Ltd.<br>| 130795 | &nbsp;&nbsp; 495183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Semiconductor <br> Co. Ltd.<br>| 117000 | &nbsp;&nbsp; 176950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Semiconductor <br> Manufacturing Co. <br> Ltd. (2330 TT)<br>| 2184214 | &nbsp;&nbsp; 84090606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Semiconductor <br> Manufacturing Co. <br> Ltd. (TSM US), <br> Sponsored ADR<br>| 35859 | &nbsp;&nbsp; 8664252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Shin Kong <br> Security Co. Ltd.<br>| 129251 | &nbsp;&nbsp; 174889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Steel Union <br> Co. Ltd.<br>| 9000 | &nbsp;&nbsp; 31798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Styrene <br> Monomer<br>| 218164 | &nbsp;&nbsp; 69170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Surface <br> Mounting <br> Technology Corp.<br>| 154845 | &nbsp;&nbsp; 545810 |
|  | Taiwan Taxi Co. Ltd. | 16800 | &nbsp;&nbsp; 71626 |
| \* | Taiwan TEA Corp. | 257648 | &nbsp;&nbsp; 125891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Union <br> Technology Corp.<br>| 107000 | &nbsp;&nbsp; 966265 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan-Asia <br> Semiconductor <br> Corp.<br>| 177043 | &nbsp;&nbsp; 116770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiyen Biotech Co. <br> Ltd.<br>| 51712 | &nbsp;&nbsp; 57009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tang Eng Iron Works <br> Co. Ltd.<br>| 36000 | &nbsp;&nbsp; 36143 |
|  | Tatung Co. Ltd. | 442403 | &nbsp;&nbsp; 526653 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TBI Motion <br> Technology Co. <br> Ltd.<br>| 27000 | &nbsp;&nbsp; $34936 |
| # | TCI Co. Ltd. | 49153 | &nbsp;&nbsp; 213565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Te Chang <br> Construction Co. <br> Ltd.<br>| 37247 | &nbsp;&nbsp; 70955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teco Electric & <br> Machinery Co. Ltd.<br>| 283000 | &nbsp;&nbsp; 480425 |
|  | Tehmag Foods Corp. | 13470 | &nbsp;&nbsp; 139150 |
|  | Test Research, Inc. | 81571 | &nbsp;&nbsp; 392833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Test Rite International <br> Co. Ltd.<br>| 77568 | &nbsp;&nbsp; 51752 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Thermaltake <br> Technology Co. <br> Ltd.<br>| 27096 | &nbsp;&nbsp; 28220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thinking Electronic <br> Industrial Co. Ltd.<br>| 37000 | &nbsp;&nbsp; 166742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thye Ming Industrial <br> Co. Ltd.<br>| 54700 | &nbsp;&nbsp; 124635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tofu Restaurant Co. <br> Ltd.<br>| 8360 | &nbsp;&nbsp; 56939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ton Yi Industrial <br> Corp.<br>| 426300 | &nbsp;&nbsp; 258453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tong Hsing Electronic <br> Industries Ltd.<br>| 96630 | &nbsp;&nbsp; 326640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tong Ming Enterprise <br> Co. Ltd.<br>| 16000 | &nbsp;&nbsp; 16102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tong Yang Industry <br> Co. Ltd.<br>| 126640 | &nbsp;&nbsp; 442308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tong-Tai Machine & <br> Tool Co. Ltd.<br>| 101711 | &nbsp;&nbsp; 110862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Top Union Electronics <br> Corp.<br>| 57864 | &nbsp;&nbsp; 57713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topco Scientific Co. <br> Ltd.<br>| 88307 | &nbsp;&nbsp; 847319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topco Technologies <br> Corp.<br>| 24122 | &nbsp;&nbsp; 50235 |
| # | Topkey Corp. | 36000 | &nbsp;&nbsp; 217790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topoint Technology <br> Co. Ltd.<br>| 73386 | &nbsp;&nbsp; 154056 |
| #\* | TPK Holding Co. Ltd. | 147000 | &nbsp;&nbsp; 160268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trade-Van Information <br> Services Co.<br>| 29000 | &nbsp;&nbsp; 91674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transart Graphics Co. <br> Ltd.<br>| 15000 | &nbsp;&nbsp; 22268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transcend <br> Information, Inc.<br>| 102890 | &nbsp;&nbsp; 323955 |
|  | Transcom, Inc. | 29480 | &nbsp;&nbsp; 120664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tripod Technology <br> Corp.<br>| 121170 | &nbsp;&nbsp; 1127767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trusval Technology <br> Co. Ltd.<br>| 6796 | &nbsp;&nbsp; 53585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsang Yow Industrial <br> Co. Ltd.<br>| 30000 | &nbsp;&nbsp; 22923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsann Kuen <br> Enterprise Co. Ltd.<br>| 35081 | &nbsp;&nbsp; 28782 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TSC Auto ID <br> Technology Co. <br> Ltd.<br>| 16573 | &nbsp;&nbsp; $101601 |
| # | TSEC Corp. | 220000 | &nbsp;&nbsp; 117215 |
|  | TSRC Corp. | 298452 | &nbsp;&nbsp; 181209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TST Group Holding <br> Ltd.<br>| 4800 | &nbsp;&nbsp; 14592 |
|  | Ttet Union Corp. | 16000 | &nbsp;&nbsp; 80301 |
|  | TTFB Co. Ltd. | 12717 | &nbsp;&nbsp; 85323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TTY Biopharm Co. <br> Ltd.<br>| 108000 | &nbsp;&nbsp; 278387 |
| \* | Tul Corp. | 14000 | &nbsp;&nbsp; 31332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tung Ho Steel <br> Enterprise Corp.<br>| 294448 | &nbsp;&nbsp; 631287 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tung Thih Electronic <br> Co. Ltd.<br>| 37400 | &nbsp;&nbsp; 71046 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TURVO International <br> Co. Ltd.<br>| 14843 | &nbsp;&nbsp; 88476 |
| # | TXC Corp. | 161204 | &nbsp;&nbsp; 450797 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TYC Brother Industrial <br> Co. Ltd.<br>| 83091 | &nbsp;&nbsp; 112680 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tycoons Group <br> Enterprise<br>| 161476 | &nbsp;&nbsp; 41250 |
|  | Tyntek Corp. | 117922 | &nbsp;&nbsp; 59152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TZE Shin International <br> Co. Ltd.<br>| 55000 | &nbsp;&nbsp; 29694 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; U-BEST Innovative <br> Technology Co. <br> Ltd.<br>| 68000 | &nbsp;&nbsp; 43664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ubright Optronics <br> Corp.<br>| 15000 | &nbsp;&nbsp; 31568 |
| # | UDE Corp. | 37000 | &nbsp;&nbsp; 120448 |
|  | Ultra Chip, Inc. | 24000 | &nbsp;&nbsp; 42576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-MEDIA <br> Communications, <br> Inc.<br>| 16000 | &nbsp;&nbsp; 24959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Ming Marine <br> Transport Corp.<br>| 221000 | &nbsp;&nbsp; 384255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unic Technology <br> Corp.<br>| 34000 | &nbsp;&nbsp; 26216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unimicron Technology <br> Corp.<br>| 381312 | &nbsp;&nbsp; 1730887 |
|  | Union Bank of Taiwan | 315087 | &nbsp;&nbsp; 175123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Insurance Co. <br> Ltd.<br>| 42000 | &nbsp;&nbsp; 36313 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Uniplus Electronics <br> Co. Ltd.<br>| 18000 | &nbsp;&nbsp; 16153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Uni-President <br> Enterprises Corp.<br>| 928577 | &nbsp;&nbsp; 2450759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unitech Computer Co. <br> Ltd.<br>| 45000 | &nbsp;&nbsp; 62472 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Unitech Printed Circuit <br> Board Corp.<br>| 333265 | &nbsp;&nbsp; 309211 |
| \* | United Alloy-Tech Co. | 25000 | &nbsp;&nbsp; 34597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Integrated <br> Services Co. Ltd.<br>| 43400 | &nbsp;&nbsp; 1139432 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United <br> Microelectronics <br> Corp. (2303 TT)<br>| 2301081 | &nbsp;&nbsp; $3188545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Orthopedic <br> Corp.<br>| 36141 | &nbsp;&nbsp; 120265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Radiant <br> Technology<br>| 48000 | &nbsp;&nbsp; 33243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Recommend <br> International Co. <br> Ltd.<br>| 21817 | &nbsp;&nbsp; 28544 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Renewable <br> Energy Co. Ltd.<br>| 675347 | &nbsp;&nbsp; 159820 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Unity Opto Technology <br> Co. Ltd.<br>| 275593 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Univacco Technology, <br> Inc.<br>| 28000 | &nbsp;&nbsp; 41304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Cement <br> Corp.<br>| 152620 | &nbsp;&nbsp; 136297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal <br> Microelectronics Co. <br> Ltd.<br>| 24000 | &nbsp;&nbsp; 14124 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Universal Microwave <br> Technology, Inc.<br>| 10000 | &nbsp;&nbsp; 106256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Vision <br> Biotechnology Co. <br> Ltd.<br>| 32928 | &nbsp;&nbsp; 220124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UPC Technology <br> Corp.<br>| 385532 | &nbsp;&nbsp; 133682 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Userjoy Technology <br> Co. Ltd.<br>| 25932 | &nbsp;&nbsp; 72295 |
|  | USI Corp. | 338332 | &nbsp;&nbsp; 122377 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Usun Technology Co. <br> Ltd.<br>| 17000 | &nbsp;&nbsp; 23192 |
|  | Utechzone Co. Ltd. | 23000 | &nbsp;&nbsp; 68787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UVAT Technology Co. <br> Ltd.<br>| 14000 | &nbsp;&nbsp; 29545 |
|  | Value Valves Co. Ltd. | 22000 | &nbsp;&nbsp; 56642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vanguard International <br> Semiconductor <br> Corp.<br>| 274475 | &nbsp;&nbsp; 850629 |
|  | Ve Wong Corp. | 43000 | &nbsp;&nbsp; 57666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ventec International <br> Group Co. Ltd.<br>| 37000 | &nbsp;&nbsp; 102902 |
|  | Via Technologies, Inc. | 70000 | &nbsp;&nbsp; 138365 |
|  | Viking Tech Corp. | 35000 | &nbsp;&nbsp; 44379 |
|  | Visco Vision, Inc. | 21000 | &nbsp;&nbsp; 117144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VisEra Technologies <br> Co. Ltd.<br>| 23000 | &nbsp;&nbsp; 170211 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Visual Photonics <br> Epitaxy Co. Ltd.<br>| 40757 | &nbsp;&nbsp; 194998 |
|  | Vivotek, Inc. | 14000 | &nbsp;&nbsp; 43305 |
|  | Vizionfocus, Inc. | 12000 | &nbsp;&nbsp; 70912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Voltronic Power <br> Technology Corp.<br>| 18017 | &nbsp;&nbsp; 707699 |
| #\* | Wafer Works Corp. | 289249 | &nbsp;&nbsp; 222253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waffer Technology <br> Corp.<br>| 79070 | &nbsp;&nbsp; 135153 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wah Hong Industrial <br> Corp.<br>| 33694 | &nbsp;&nbsp; $43035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wah Lee Industrial <br> Corp.<br>| 95480 | &nbsp;&nbsp; 298840 |
|  | Walsin Lihwa Corp. | 790929 | &nbsp;&nbsp; 591085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walsin Technology <br> Corp.<br>| 174345 | &nbsp;&nbsp; 490493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walton Advanced <br> Engineering, Inc.<br>| 140000 | &nbsp;&nbsp; 59976 |
|  | Wan Hai Lines Ltd. | 186355 | &nbsp;&nbsp; 551129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WAN HWA Enterprise <br> Co.<br>| 40000 | &nbsp;&nbsp; 15042 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; We&Win <br> Diversification Co. <br> Ltd.<br>| 58000 | &nbsp;&nbsp; 37496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WEI Chih Steel <br> Industrial Co. Ltd.<br>| 84000 | &nbsp;&nbsp; 51784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wei Chuan Foods <br> Corp.<br>| 176000 | &nbsp;&nbsp; 92406 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Weikeng Industrial Co. <br> Ltd.<br>| 206725 | &nbsp;&nbsp; 233748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Well Shin Technology <br> Co. Ltd.<br>| 46160 | &nbsp;&nbsp; 84301 |
|  | Welldone Co. | 30000 | &nbsp;&nbsp; 49209 |
|  | WELLELL, Inc. | 29000 | &nbsp;&nbsp; 21160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wholetech System <br> Hitech Ltd.<br>| 24000 | &nbsp;&nbsp; 72892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Win Semiconductors <br> Corp.<br>| 159141 | &nbsp;&nbsp; 451286 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Winbond Electronics <br> Corp.<br>| 955486 | &nbsp;&nbsp; 548373 |
|  | Winmate, Inc. | 19000 | &nbsp;&nbsp; 94408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Winstek <br> Semiconductor Co. <br> Ltd.<br>| 34000 | &nbsp;&nbsp; 108760 |
| \*†† | Wintek Corp. | 461871 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WinWay Technology <br> Co. Ltd.<br>| 8000 | &nbsp;&nbsp; 295592 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wisdom Marine Lines <br> Co. Ltd.<br>| 215501 | &nbsp;&nbsp; 419111 |
|  | Wiselink Co. Ltd. | 39365 | &nbsp;&nbsp; 217152 |
|  | Wistron Corp. | 464017 | &nbsp;&nbsp; 1888485 |
|  | WITS Corp. | 22385 | &nbsp;&nbsp; 71063 |
|  | Wiwynn Corp. | 19000 | &nbsp;&nbsp; 1734064 |
|  | WNC Corp. | 125260 | &nbsp;&nbsp; 491015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wonderful Hi-Tech Co. <br> Ltd.<br>| 69683 | &nbsp;&nbsp; 88534 |
|  | Wowprime Corp. | 54387 | &nbsp;&nbsp; 416203 |
|  | WPG Holdings Ltd. | 374779 | &nbsp;&nbsp; 830421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WT Microelectronics <br> Co. Ltd.<br>| 129284 | &nbsp;&nbsp; 592892 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; WUS Printed Circuit <br> Co. Ltd.<br>| 80712 | &nbsp;&nbsp; 218723 |
| # | XinTec, Inc. | 49000 | &nbsp;&nbsp; 239514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; X-Legend <br> Entertainment Co. <br> Ltd.<br>| 9000 | &nbsp;&nbsp; 28259 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Xxentria Technology <br> Materials Corp.<br>| 87182 | &nbsp;&nbsp; $130273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ya Horng Electronic <br> Co. Ltd.<br>| 20000 | &nbsp;&nbsp; 41981 |
|  | Yageo Corp. | 98364 | &nbsp;&nbsp; 1728417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yang Ming Marine <br> Transport Corp.<br>| 499000 | &nbsp;&nbsp; 1012328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yankey Engineering <br> Co. Ltd.<br>| 23134 | &nbsp;&nbsp; 318563 |
| # | YC INOX Co. Ltd. | 187624 | &nbsp;&nbsp; 134159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YCC Parts <br> Manufacturing Co. <br> Ltd.<br>| 23000 | &nbsp;&nbsp; 38025 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yea Shin International <br> Development Co. <br> Ltd.<br>| 111609 | &nbsp;&nbsp; 99243 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yeh-Chiang <br> Technology Corp.<br>| 14000 | &nbsp;&nbsp; 13580 |
| # | Yem Chio Co. Ltd. | 213061 | &nbsp;&nbsp; 110678 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yen Sun Technology <br> Corp.<br>| 26000 | &nbsp;&nbsp; 37863 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yeong Guan Energy <br> Technology Group <br> Co. Ltd.<br>| 48659 | &nbsp;&nbsp; 37149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YFC-Boneagle Electric <br> Co. Ltd.<br>| 54704 | &nbsp;&nbsp; 36548 |
|  | YFY, Inc. | 540891 | &nbsp;&nbsp; 439435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yi Jinn Industrial Co. <br> Ltd.<br>| 85155 | &nbsp;&nbsp; 48661 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yieh Phui Enterprise <br> Co. Ltd.<br>| 438325 | &nbsp;&nbsp; 219638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yonyu Plastics Co. <br> Ltd.<br>| 39000 | &nbsp;&nbsp; 25916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Young Fast <br> Optoelectronics Co. <br> Ltd.<br>| 41298 | &nbsp;&nbsp; 77426 |
| \* | Young Optics, Inc. | 22000 | &nbsp;&nbsp; 38488 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Youngtek Electronics <br> Corp.<br>| 62257 | &nbsp;&nbsp; 127972 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yuan High-Tech <br> Development Co. <br> Ltd.<br>| 8400 | &nbsp;&nbsp; 44085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuanta Financial <br> Holding Co. Ltd.<br>| 1770230 | &nbsp;&nbsp; 1836229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuanta Futures Co. <br> Ltd.<br>| 55186 | &nbsp;&nbsp; 151842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuen Foong Yu <br> Consumer Products <br> Co. Ltd.<br>| 36000 | &nbsp;&nbsp; 48014 |
|  | Yulon Finance Corp. | 145213 | &nbsp;&nbsp; 486346 |
| # | Yulon Motor Co. Ltd. | 352141 | &nbsp;&nbsp; 384111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yung Chi Paint & <br> Varnish <br> Manufacturing Co. <br> Ltd.<br>| 23362 | &nbsp;&nbsp; 58724 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yungshin Construction <br> & Development Co. <br> Ltd.<br>| 59000 | &nbsp;&nbsp; $158238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YungShin Global <br> Holding Corp.<br>| 87000 | &nbsp;&nbsp; 182115 |
|  | Yusin Holding Corp. | 12179 | &nbsp;&nbsp; 35462 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Zeng Hsing Industrial <br> Co. Ltd.<br>| 36906 | &nbsp;&nbsp; 120625 |
|  | Zenitron Corp. | 94000 | &nbsp;&nbsp; 103550 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Zero One Technology <br> Co. Ltd.<br>| 61422 | &nbsp;&nbsp; 235133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhen Ding Technology <br> Holding Ltd.<br>| 261000 | &nbsp;&nbsp; 1088544 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhong Yang <br> Technology Co. <br> Ltd.<br>| 11000 | &nbsp;&nbsp; 16065 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zig Sheng Industrial <br> Co. Ltd.<br>| 187231 | &nbsp;&nbsp; 55581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZillTek Technology <br> Corp.<br>| 11000 | &nbsp;&nbsp; 74931 |
| \* | Zinwell Corp. | 147010 | &nbsp;&nbsp; 55212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zippy Technology <br> Corp.<br>| 51000 | &nbsp;&nbsp; 92310 |
| # | Zyxel Group Corp. | 143826 | &nbsp;&nbsp; 130888 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | &nbsp;&nbsp; 364363996 |
| THAILAND — (1.2%) | THAILAND — (1.2%) | THAILAND — (1.2%) | THAILAND — (1.2%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AAPICO Hitech PCL <br> (AH/F TB)<br>| 122332 | &nbsp;&nbsp; 56150 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Absolute Clean <br> Energy PCL<br>| 859800 | &nbsp;&nbsp; 34466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Info Service <br> PCL<br>| 62400 | &nbsp;&nbsp; 555643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Information <br> Technology PCL, <br> Class F<br>| 368300 | &nbsp;&nbsp; 59167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AEON Thana Sinsap <br> Thailand PCL<br>| 37700 | &nbsp;&nbsp; 113919 |
|  | After You PCL | 87400 | &nbsp;&nbsp; 18320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Airports of Thailand <br> PCL<br>| 362100 | &nbsp;&nbsp; 454287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allianz Ayudhya <br> Capital PCL<br>| 16500 | &nbsp;&nbsp; 16409 |
|  | AMA Marine PCL | 65800 | &nbsp;&nbsp; 8537 |
|  | Amata Corp. PCL | 290700 | &nbsp;&nbsp; 142326 |
| # | AP Thailand PCL | 771202 | &nbsp;&nbsp; 171090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Plus Group <br> Holdings PCL<br>| 764400 | &nbsp;&nbsp; 58476 |
| \* | Asia Precision PCL | 176500 | &nbsp;&nbsp; 6913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asian Alliance <br> International PCL<br>| 136100 | &nbsp;&nbsp; 19490 |
|  | Asian Insulators PCL | 149155 | &nbsp;&nbsp; 16066 |
|  | Asian Sea Corp. PCL | 76100 | &nbsp;&nbsp; 16883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asset World Corp. <br> PCL<br>| 1286200 | &nbsp;&nbsp; 82651 |
| \* | Assetwise PCL | 152000 | &nbsp;&nbsp; 30233 |
|  | Bangchak Corp. PCL | 222400 | &nbsp;&nbsp; 231383 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangchak Sriracha <br> PCL<br>| 303700 | &nbsp;&nbsp; $46466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Airways <br> PCL<br>| 146800 | &nbsp;&nbsp; 67381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Aviation Fuel <br> Services PCL<br>| 28500 | &nbsp;&nbsp; 7718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Bank PCL <br> (BBLF TB)<br>| 158100 | &nbsp;&nbsp; 715998 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Commercial <br> Asset Management <br> PCL<br>| 706500 | &nbsp;&nbsp; 180516 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Expressway <br> & Metro PCL<br>| 1187535 | &nbsp;&nbsp; 201677 |
|  | Bangkok Land PCL | 5830300 | &nbsp;&nbsp; 89203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Life <br> Assurance PCL, <br> NVDR<br>| 88940 | &nbsp;&nbsp; 48171 |
|  | Bangkok Ranch PCL | 394200 | &nbsp;&nbsp; 19179 |
|  | BCPG PCL | 106800 | &nbsp;&nbsp; 21896 |
| # | BEC World PCL | 427599 | &nbsp;&nbsp; 34019 |
| # | Berli Jucker PCL | 209000 | &nbsp;&nbsp; 122791 |
|  | Betagro PCL | 198200 | &nbsp;&nbsp; 107348 |
|  | BKI Holdings PCL | 28780 | &nbsp;&nbsp; 253630 |
|  | Bluebik Group PCL | 46400 | &nbsp;&nbsp; 30526 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BTS Group Holdings <br> PCL<br>| 1694500 | &nbsp;&nbsp; 182517 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cal-Comp Electronics <br> Thailand PCL, <br> Class F<br>| 676978 | &nbsp;&nbsp; 137757 |
|  | Central Pattana PCL | 204200 | &nbsp;&nbsp; 326483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Plaza Hotel <br> PCL<br>| 76800 | &nbsp;&nbsp; 66977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Retail Corp. <br> PCL<br>| 382366 | &nbsp;&nbsp; 251557 |
|  | CH Karnchang PCL | 343972 | &nbsp;&nbsp; 142094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charoen Pokphand <br> Foods PCL<br>| 562093 | &nbsp;&nbsp; 392158 |
|  | CK Power PCL | 501000 | &nbsp;&nbsp; 40166 |
|  | Com7 PCL | 252600 | &nbsp;&nbsp; 168503 |
|  | Cotto F | 291200 | &nbsp;&nbsp; 1693 |
|  | CP ALL PCL | 487530 | &nbsp;&nbsp; 704890 |
|  | CP Axtra PCL | 185407 | &nbsp;&nbsp; 116872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delta Electronics <br> Thailand PCL<br>| 233300 | &nbsp;&nbsp; 1042283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dhipaya Group <br> Holdings PCL<br>| 141000 | &nbsp;&nbsp; 81977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diamond Building <br> Products PCL<br>| 152800 | &nbsp;&nbsp; 24781 |
|  | Dohome PCL | 334700 | &nbsp;&nbsp; 41172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Don Muang Tollway <br> PCL<br>| 150500 | &nbsp;&nbsp; 47434 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dynasty Ceramic <br> PCL<br>| 1511600 | &nbsp;&nbsp; 68457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Polymer <br> Group PCL<br>| 402600 | &nbsp;&nbsp; 36219 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Water <br> Resources <br> Development & <br> Management PCL, <br> Class F<br>| 345900 | &nbsp;&nbsp; $22016 |
| #\* | Energy Absolute PCL | 1659900 | &nbsp;&nbsp; 147298 |
|  | Erawan Group PCL | 794500 | &nbsp;&nbsp; 56889 |
|  | Exotic Food PCL | 52700 | &nbsp;&nbsp; 29027 |
| # | Forth Corp. PCL | 95400 | &nbsp;&nbsp; 20580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Forth Smart Service <br> PCL<br>| 130600 | &nbsp;&nbsp; 26376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fortune Parts Industry <br> PCL<br>| 205200 | &nbsp;&nbsp; 9607 |
|  | GFPT PCL | 193100 | &nbsp;&nbsp; 57315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Green <br> Chemicals PCL<br>| 54700 | &nbsp;&nbsp; 6695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gunkul Engineering <br> PCL<br>| 1707800 | &nbsp;&nbsp; 90407 |
|  | Haad Thip PCL | 109500 | &nbsp;&nbsp; 51265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hana Microelectronics <br> PCL<br>| 266901 | &nbsp;&nbsp; 188660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heng Leasing & <br> Capital PCL<br>| 196000 | &nbsp;&nbsp; 5938 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Home Product Center <br> PCL<br>| 1241527 | &nbsp;&nbsp; 271631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hwa Fong Rubber <br> Thailand PCL, <br> Class F<br>| 162600 | &nbsp;&nbsp; 21096 |
|  | ICC International PCL | 47826 | &nbsp;&nbsp; 39514 |
|  | Ichitan Group PCL | 232700 | &nbsp;&nbsp; 79750 |
|  | Index Livingmall PCL | 102800 | &nbsp;&nbsp; 44354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indorama Ventures <br> PCL<br>| 170900 | &nbsp;&nbsp; 120801 |
| # | IRPC PCL | 4183800 | &nbsp;&nbsp; 131864 |
|  | IT City PCL | 52200 | &nbsp;&nbsp; 5910 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Jasmine Technology <br> Solution PCL<br>| 61800 | &nbsp;&nbsp; 61932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jaymart Group <br> Holdings PCL<br>| 189300 | &nbsp;&nbsp; 44313 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JMT Network Services <br> PCL<br>| 280837 | &nbsp;&nbsp; 95388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kang Yong Electric <br> PCL<br>| 2400 | &nbsp;&nbsp; 23574 |
|  | Karmarts PCL | 339966 | &nbsp;&nbsp; 88424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kasikornbank PCL <br> (KBANKF TB)<br>| 51600 | &nbsp;&nbsp; 255789 |
|  | KCE Electronics PCL | 275900 | &nbsp;&nbsp; 209373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KGI Securities <br> Thailand PCL<br>| 666500 | &nbsp;&nbsp; 79539 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kiatnakin Phatra Bank <br> PCL<br>| 39400 | &nbsp;&nbsp; 66611 |
|  | Krung Thai Bank PCL | 442650 | &nbsp;&nbsp; 297990 |
|  | Krungthai Card PCL | 160600 | &nbsp;&nbsp; 140058 |
|  | Lalin Property PCL | 208900 | &nbsp;&nbsp; 31194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lam Soon Thailand <br> PCL<br>| 132400 | &nbsp;&nbsp; 18880 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Land & Houses PCL <br> (LHF TB)<br>| 1472300 | &nbsp;&nbsp; $172099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Land & Houses PCL <br> (LHR TB), NVDR<br>| 64820 | &nbsp;&nbsp; 7577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LH Financial Group <br> PCL<br>| 1530300 | &nbsp;&nbsp; 36525 |
|  | Loxley PCL | 697570 | &nbsp;&nbsp; 24120 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; LPN Development <br> PCL<br>| 545600 | &nbsp;&nbsp; 29050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Major Cineplex Group <br> PCL<br>| 204500 | &nbsp;&nbsp; 52877 |
|  | Malee Group PCL | 41300 | &nbsp;&nbsp; 7835 |
|  | MBK PCL | 102152 | &nbsp;&nbsp; 52827 |
|  | MC Group PCL | 194800 | &nbsp;&nbsp; 59608 |
|  | MCS Steel PCL | 220500 | &nbsp;&nbsp; 56677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mega Lifesciences <br> PCL<br>| 134200 | &nbsp;&nbsp; 126274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Minor International <br> PCL<br>| 795771 | &nbsp;&nbsp; 608760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MK Restaurants <br> Group PCL<br>| 126600 | &nbsp;&nbsp; 89875 |
| \* | Mono Next PCL | 320200 | &nbsp;&nbsp; 17734 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Moshi Moshi Retail <br> Corp. PLC<br>| 42900 | &nbsp;&nbsp; 52509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Muang Thai Insurance <br> PCL<br>| 58000 | &nbsp;&nbsp; 27687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Muangthai Capital <br> PCL<br>| 132200 | &nbsp;&nbsp; 152710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Namyong Terminal <br> PCL<br>| 218500 | &nbsp;&nbsp; 18988 |
|  | Netbay PCL | 57700 | &nbsp;&nbsp; 41139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Noble Development <br> PCL<br>| 419800 | &nbsp;&nbsp; 23765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast Rubber <br> PCL<br>| 678900 | &nbsp;&nbsp; 91822 |
|  | NSL Foods PCL | 11300 | &nbsp;&nbsp; 11238 |
|  | Osotspa PCL | 207400 | &nbsp;&nbsp; 113600 |
| # | Plan B Media PCL | 650932 | &nbsp;&nbsp; 105567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Platinum Group PCL, <br> Class F<br>| 387400 | &nbsp;&nbsp; 14936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polyplex Thailand <br> PCL<br>| 141900 | &nbsp;&nbsp; 46026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Precious Shipping <br> PCL<br>| 386800 | &nbsp;&nbsp; 78117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premier Marketing <br> PCL<br>| 106600 | &nbsp;&nbsp; 36207 |
|  | Prima Marine PCL | 295200 | &nbsp;&nbsp; 58715 |
| \* | Property Perfect PCL | 4335345 | &nbsp;&nbsp; 11939 |
|  | PTG Energy PCL | 581700 | &nbsp;&nbsp; 120149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PTT Global Chemical <br> PCL<br>| 304256 | &nbsp;&nbsp; 220651 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; PTT Oil & Retail <br> Business PCL<br>| 349400 | &nbsp;&nbsp; 148613 |
|  | PTT PCL | 657500 | &nbsp;&nbsp; 668968 |
| # | Quality Houses PCL | 3535813 | &nbsp;&nbsp; 154719 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; R&B Food Supply <br> PCL<br>| 203600 | &nbsp;&nbsp; 23924 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ratchthani Leasing <br> PCL<br>| 893197 | &nbsp;&nbsp; $45644 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Regional Container <br> Lines PCL<br>| 175200 | &nbsp;&nbsp; 163513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; S Hotels & Resorts <br> PCL<br>| 455800 | &nbsp;&nbsp; 21200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saha Pathana <br> Inter-Holding PCL<br>| 28050 | &nbsp;&nbsp; 39165 |
|  | Saha-Union PCL | 37800 | &nbsp;&nbsp; 33543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saksiam Leasing <br> PCL<br>| 214900 | &nbsp;&nbsp; 23673 |
| \* | Samart Corp. PCL | 178000 | &nbsp;&nbsp; 34042 |
| # | Sansiri PCL | 5663833 | &nbsp;&nbsp; 256502 |
| # | Sappe PCL | 44100 | &nbsp;&nbsp; 52291 |
|  | SC Asset Corp. PCL | 883396 | &nbsp;&nbsp; 48387 |
|  | SCB X PCL | 81900 | &nbsp;&nbsp; 317024 |
|  | SCG Packaging PCL | 249599 | &nbsp;&nbsp; 142824 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SCGJWD Logistics <br> PCL<br>| 57100 | &nbsp;&nbsp; 14852 |
|  | SEAFCO PCL | 326018 | &nbsp;&nbsp; 20152 |
|  | Siam Cement PCL  | 89200 | &nbsp;&nbsp; 548629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siam Global House <br> PCL<br>| 224303 | &nbsp;&nbsp; 46329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siam Wellness Group <br> PCL<br>| 228750 | &nbsp;&nbsp; 26459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siamgas & <br> Petrochemicals <br> PCL<br>| 299100 | &nbsp;&nbsp; 61321 |
| \* | Singer Thailand PCL | 172900 | &nbsp;&nbsp; 27776 |
|  | Singha Estate PCL | 557400 | &nbsp;&nbsp; 9552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SiS Distribution <br> Thailand PCL<br>| 37300 | &nbsp;&nbsp; 24882 |
| # | SISB PCL | 68200 | &nbsp;&nbsp; 32347 |
| \* | SKY ICT PCL | 100600 | &nbsp;&nbsp; 39403 |
| \* | SNC Former PCL | 138100 | &nbsp;&nbsp; 25144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Somboon Advance <br> Technology PCL<br>| 100650 | &nbsp;&nbsp; 40038 |
|  | SPCG PCL | 215700 | &nbsp;&nbsp; 54123 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sri Trang <br> Agro-Industry PCL<br>| 376400 | &nbsp;&nbsp; 162400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sri Trang Gloves <br> Thailand PCL<br>| 411698 | &nbsp;&nbsp; 88815 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Srinanaporn Marketing <br> PCL<br>| 164500 | &nbsp;&nbsp; 50337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Srisawad Capital 1969 <br> PCL, Class F<br>| 445566 | &nbsp;&nbsp; 16906 |
|  | Srisawad Corp. PCL | 256059 | &nbsp;&nbsp; 159057 |
|  | Srivichai Vejvivat PCL | 174700 | &nbsp;&nbsp; 39559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Petroleum <br> Refining PCL<br>| 746800 | &nbsp;&nbsp; 130256 |
|  | Starflex PCL | 89100 | &nbsp;&nbsp; 8125 |
| \* | STP & I PCL | 472180 | &nbsp;&nbsp; 54327 |
| # | Supalai PCL | 422825 | &nbsp;&nbsp; 201838 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Super Energy Corp. <br> PCL<br>| 9042200 | &nbsp;&nbsp; 38736 |
|  | Susco PCL | 266700 | &nbsp;&nbsp; 21055 |
|  | SVI PCL | 202700 | &nbsp;&nbsp; 38456 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Syntec Construction <br> PCL<br>| 574800 | &nbsp;&nbsp; $31484 |
|  | TAC Consumer PCL | 154800 | &nbsp;&nbsp; 22168 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taokaenoi Food & <br> Marketing PCL, <br> Class F<br>| 157200 | &nbsp;&nbsp; 28862 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tata Steel Thailand <br> PCL<br>| 1512800 | &nbsp;&nbsp; 37033 |
|  | Thai Coconut PCL | 103900 | &nbsp;&nbsp; 24004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thai Life Insurance <br> PCL<br>| 140400 | &nbsp;&nbsp; 43392 |
|  | Thai Oil PCL | 279914 | &nbsp;&nbsp; 295503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thai President Foods <br> PCL<br>| 4100 | &nbsp;&nbsp; 24590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thai Stanley Electric <br> PCL (STANLY/F <br> TB), Class F<br>| 11300 | &nbsp;&nbsp; 64315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thai Stanley Electric <br> PCL (STANLY-R <br> TB), NVDR<br>| 3900 | &nbsp;&nbsp; 22197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thai Union Group <br> PCL<br>| 555532 | &nbsp;&nbsp; 188690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thai Vegetable Oil <br> PCL<br>| 180840 | &nbsp;&nbsp; 125614 |
|  | Thai Wah PCL | 229800 | &nbsp;&nbsp; 15048 |
| #\* | Thaicom PCL | 219600 | &nbsp;&nbsp; 58125 |
|  | Thaifoods Group PCL | 501100 | &nbsp;&nbsp; 75748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thanachart Capital <br> PCL<br>| 63600 | &nbsp;&nbsp; 95848 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Thoresen Thai <br> Agencies PCL<br>| 602400 | &nbsp;&nbsp; 80369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TIDLOR Holdings <br> PCL<br>| 291925 | &nbsp;&nbsp; 156325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tipco Asphalt PCL <br> (TASCO/F TB)<br>| 225200 | &nbsp;&nbsp; 102677 |
|  | TIPCO Foods PCL | 46200 | &nbsp;&nbsp; 12299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tisco Financial Group <br> PCL (TISCO/F TB)<br>| 28600 | &nbsp;&nbsp; 86859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TKS Technologies <br> PCL<br>| 157730 | &nbsp;&nbsp; 27752 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TMBThanachart Bank <br> PCL<br>| 2445150 | &nbsp;&nbsp; 144405 |
|  | TMT Steel PCL | 169300 | &nbsp;&nbsp; 17096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOA Paint Thailand <br> PCL<br>| 221900 | &nbsp;&nbsp; 95061 |
|  | TQM Alpha PCL | 88866 | &nbsp;&nbsp; 41333 |
|  | Triple i Logistics PCL | 142800 | &nbsp;&nbsp; 20800 |
| \* | True Corp. PCL | 1121203 | &nbsp;&nbsp; 356809 |
|  | TTW PCL | 251600 | &nbsp;&nbsp; 68905 |
|  | Union Auction PCL | 87100 | &nbsp;&nbsp; 17591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unique Engineering & <br> Construction PCL<br>| 252650 | &nbsp;&nbsp; 22729 |
|  | United Paper PCL | 138000 | &nbsp;&nbsp; 32093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Univanich Palm Oil <br> PCL<br>| 256200 | &nbsp;&nbsp; 76045 |
|  | Vanachai Group PCL | 262120 | &nbsp;&nbsp; 15560 |
| #\* | VGI PCL | 1174900 | &nbsp;&nbsp; 75498 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | WHA Corp. PCL | 1408100 | &nbsp;&nbsp; $154253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WHA Utilities & Power <br> PCL<br>| 374300 | &nbsp;&nbsp; 39171 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Workpoint <br> Entertainment PCL<br>| 100560 | &nbsp;&nbsp; 12801 |
| #\* | Xspring Capital PCL | 2834500 | &nbsp;&nbsp; 45970 |
| TOTAL THAILAND | TOTAL THAILAND |  | &nbsp;&nbsp; 20330507 |
| TURKEY — (0.7%) | TURKEY — (0.7%) | TURKEY — (0.7%) | TURKEY — (0.7%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adese Alisveris <br> Merkezleri Ticaret <br> AS<br>| 451219 | &nbsp;&nbsp; 170109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agesa Hayat ve <br> Emeklilik AS<br>| 16407 | &nbsp;&nbsp; 70236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ahlatci Dogal Gaz <br> Dagitim Enerji VE <br> Yatirim AS<br>| 16677 | &nbsp;&nbsp; 12112 |
|  | Akbank TAS | 613519 | &nbsp;&nbsp; 1017188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aksa Akrilik Kimya <br> Sanayii AS<br>| 444397 | &nbsp;&nbsp; 104008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aksa Enerji Uretim <br> AS<br>| 32945 | &nbsp;&nbsp; 32242 |
| \* | Aksigorta AS | 107839 | &nbsp;&nbsp; 19262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albaraka Turk Katilim <br> Bankasi AS<br>| 752440 | &nbsp;&nbsp; 168197 |
| \* | Alkim Alkali Kimya AS | 66442 | &nbsp;&nbsp; 29577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anadolu Anonim Turk <br> Sigorta Sirketi<br>| 63285 | &nbsp;&nbsp; 154879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anadolu Hayat <br> Emeklilik AS<br>| 14083 | &nbsp;&nbsp; 30735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anadolu Isuzu <br> Otomotiv Sanayi Ve <br> Ticaret AS, Class C<br>| 14142 | &nbsp;&nbsp; 22257 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anel Elektrik Proje <br> Taahhut ve Ticaret <br> AS<br>| 55852 | &nbsp;&nbsp; 27543 |
| \* | Arcelik AS | 10304 | &nbsp;&nbsp; 31704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ARD Grup Bilisim <br> Teknolojileri AS<br>| 54236 | &nbsp;&nbsp; 41749 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arsan Tekstil Ticaret <br> ve Sanayi AS<br>| 30567 | &nbsp;&nbsp; 16408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astor Transformator <br> Enerji Turizm Insaat <br> Ve Petrol Sanayi <br> Ticaret AS<br>| 42144 | &nbsp;&nbsp; 108391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atp Yazilim ve <br> Teknoloji AS<br>| 7255 | &nbsp;&nbsp; 16075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aydem Yenilenebilir <br> Enerji AS<br>| 19426 | &nbsp;&nbsp; 8729 |
|  | Aygaz AS | 14621 | &nbsp;&nbsp; 58790 |
| \* | Bera Holding AS | 283731 | &nbsp;&nbsp; 116739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Besler Gida Ve Kimya <br> Sanayi Ve Ticaret <br> AS<br>| 113669 | &nbsp;&nbsp; 42679 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BIM Birlesik <br> Magazalar AS<br>| 28413 | &nbsp;&nbsp; 371099 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Borusan Birlesik Boru <br> Fabrikalari Sanayi <br> ve Ticaret AS<br>| 1793 | &nbsp;&nbsp; $15898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Borusan Yatirim ve <br> Pazarlama AS<br>| 598 | &nbsp;&nbsp; 30725 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bosch Fren Sistemleri <br> Sanayi ve Ticaret <br> AS<br>| 2464 | &nbsp;&nbsp; 10443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brisa Bridgestone <br> Sabanci Sanayi ve <br> Ticaret AS<br>| 10067 | &nbsp;&nbsp; 19234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Celebi Hava Servisi <br> AS<br>| 627 | &nbsp;&nbsp; 25943 |
|  | Coca-Cola Icecek AS | 104785 | &nbsp;&nbsp; 130779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CW Enerji Muhendislik <br> Ticaret VE Sanayi <br> AS<br>| 52767 | &nbsp;&nbsp; 21740 |
| \* | Deva Holding AS | 14705 | &nbsp;&nbsp; 23470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dogan Sirketler Grubu <br> Holding AS<br>| 308404 | &nbsp;&nbsp; 120610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dogus Otomotiv <br> Servis ve Ticaret <br> AS<br>| 34563 | &nbsp;&nbsp; 156437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eczacibasi Yatirim <br> Holding Ortakligi <br> AS<br>| 7974 | &nbsp;&nbsp; 37957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EGE Endustri VE <br> Ticaret AS<br>| 178 | &nbsp;&nbsp; 34491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EGE Gubre Sanayii <br> AS<br>| 19870 | &nbsp;&nbsp; 49372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EIS Eczacibasi Ilac ve <br> Sinai ve Finansal <br> Yatirimlar Sanayi ve <br> Ticaret AS<br>| 50325 | &nbsp;&nbsp; 61504 |
| Ω | Enerjisa Enerji AS | 37039 | &nbsp;&nbsp; 59001 |
|  | Enerya Enerji AS | 142583 | &nbsp;&nbsp; 30063 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Enka Insaat ve Sanayi <br> AS<br>| 141775 | &nbsp;&nbsp; 242095 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Erbosan Erciyas Boru <br> Sanayii ve Ticaret <br> AS<br>| 4929 | &nbsp;&nbsp; 20543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Europap Tezol Kagit <br> Sanayi VE Ticaret <br> AS<br>| 58048 | &nbsp;&nbsp; 22927 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Europen Endustri <br> Insaat Sanayi VE <br> Ticaret AS<br>| 418237 | &nbsp;&nbsp; 68285 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Europower Enerji VE <br> Otomasyon <br> Teknolojileri Sanayi <br> Ticaret AS<br>| 32560 | &nbsp;&nbsp; 24929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ford Otomotiv Sanayi <br> AS<br>| 31338 | &nbsp;&nbsp; 73352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galata Wind Enerji <br> AS<br>| 19676 | &nbsp;&nbsp; 12585 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GEN Ilac VE Saglik <br> Urunleri Sanayi VE <br> Ticaret AS<br>| 11350 | &nbsp;&nbsp; $51918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gentas Genel Metal <br> Sanayi ve Ticaret <br> AS<br>| 32170 | &nbsp;&nbsp; 18878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Girsim Elektrik Sanayi <br> Taahut Ve Ticaret <br> AS<br>| 20585 | &nbsp;&nbsp; 25289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Yatirim Holding <br> AS<br>| 695897 | &nbsp;&nbsp; 152802 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gozde Girisim <br> Sermayesi Yatirim <br> Ortakligi AS<br>| 108648 | &nbsp;&nbsp; 58961 |
|  | Grainturk Tarim AS | 2349 | &nbsp;&nbsp; 26671 |
| \* | GSD Holding AS | 438423 | &nbsp;&nbsp; 45833 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gubre Fabrikalari <br> TAS<br>| 5145 | &nbsp;&nbsp; 31456 |
| \* | Hektas Ticaret TAS | 298236 | &nbsp;&nbsp; 29045 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hitit Bilgisayar <br> Hizmetleri AS<br>| 12651 | &nbsp;&nbsp; 14023 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Indeks Bilgisayar <br> Sistemleri <br> Muhendislik Sanayi <br> ve Ticaret AS<br>| 212979 | &nbsp;&nbsp; 39368 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Is Finansal Kiralama <br> AS<br>| 190849 | &nbsp;&nbsp; 83463 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Isiklar Enerji ve Yapi <br> Holding AS<br>| 100001 | &nbsp;&nbsp; 31609 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Izmir Demir Celik <br> Sanayi AS<br>| 315488 | &nbsp;&nbsp; 44709 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Izmir Firca Sanayi ve <br> Ticaret AS<br>| 7268 | &nbsp;&nbsp; 31850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kalekim Kimyevi <br> Maddeler Sanayi ve <br> Ticaret AS<br>| 46960 | &nbsp;&nbsp; 33842 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Katmerciler Arac Ustu <br> Ekipman Sanayi ve <br> Ticaret AS<br>| 757382 | &nbsp;&nbsp; 47308 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kayseri Seker <br> Fabrikasi AS<br>| 141676 | &nbsp;&nbsp; 73869 |
|  | Kiler Holding AS | 18824 | &nbsp;&nbsp; 28818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kocaer Celik Sanayi <br> Ve Ticaret AS<br>| 111918 | &nbsp;&nbsp; 40590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kordsa Teknik Tekstil <br> AS<br>| 14902 | &nbsp;&nbsp; 22546 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Koza Anadolu Metal <br> Madencilik <br> Isletmeleri AS<br>| 26514 | &nbsp;&nbsp; 48582 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Koza Polyester Sanayi <br> VE Ticaret AS<br>| 72377 | &nbsp;&nbsp; 10385 |
|  | LDR Turizm AS | 2490 | &nbsp;&nbsp; 14017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Logo Yazilim Sanayi <br> Ve Ticaret AS<br>| 19744 | &nbsp;&nbsp; 77782 |

---

------

**Emerging Markets Social Core Equity 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>| 36377 | &nbsp;&nbsp; $39215 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Mavi Giyim Sanayi Ve <br> Ticaret AS, Class B<br>| 160069 | &nbsp;&nbsp; 166401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mega Metal Sanayi <br> VE Ticaret AS<br>| 31524 | &nbsp;&nbsp; 23011 |
| #\* | MIA Teknoloji AS | 41529 | &nbsp;&nbsp; 36741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Naturelgaz Sanayi ve <br> Ticaret AS<br>| 120868 | &nbsp;&nbsp; 32753 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orge Enerji Elektrik <br> Taahhut AS<br>| 24876 | &nbsp;&nbsp; 46370 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ostim Endustriyel <br> Yatirimlar Ve <br> Isletme AS<br>| 231664 | &nbsp;&nbsp; 22174 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oyak Yatirim Menkul <br> Degerler AS<br>| 49714 | &nbsp;&nbsp; 45628 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pegasus Hava <br> Tasimaciligi AS<br>| 72805 | &nbsp;&nbsp; 450955 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Peker Gayrimenkul <br> Yatirim Ortakligi AS<br>| 701547 | &nbsp;&nbsp; 93026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Penta Teknoloji <br> Urunleri Dagitim <br> Ticaret AS<br>| 24144 | &nbsp;&nbsp; 9306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Petkim Petrokimya <br> Holding AS<br>| 235010 | &nbsp;&nbsp; 98840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Platform Turizm <br> Tasimacilik Gida <br> Insaat Temizlik <br> Hizmetleri Sanayi <br> VE Ticaret AS<br>| 30966 | &nbsp;&nbsp; 20314 |
| \* | Polisan Holding AS | 149381 | &nbsp;&nbsp; 14919 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Politeknik Metal <br> Sanayi ve Ticaret <br> AS<br>| 212 | &nbsp;&nbsp; 35535 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ral Yatirim Holding <br> AS<br>| 13568 | &nbsp;&nbsp; 41733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sarkuysan Elektrolitik <br> Bakir Sanayi ve <br> Ticaret AS<br>| 131617 | &nbsp;&nbsp; 64404 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sasa Polyester Sanayi <br> AS<br>| 920436 | &nbsp;&nbsp; 70631 |
|  | Sekerbank Turk AS | 1077926 | &nbsp;&nbsp; 155081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Selcuk Ecza Deposu <br> Ticaret ve Sanayi <br> AS<br>| 12997 | &nbsp;&nbsp; 32707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sok Marketler Ticaret <br> AS<br>| 80517 | &nbsp;&nbsp; 73911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SUN Tekstil Sanayi Ve <br> Ticaret AS<br>| 18345 | &nbsp;&nbsp; 18635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suwen Tekstil Sanayi <br> Pazarlama AS<br>| 44045 | &nbsp;&nbsp; 11488 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TAV Havalimanlari <br> Holding AS<br>| 37100 | &nbsp;&nbsp; 224175 |
| \* | Tekfen Holding AS | 20607 | &nbsp;&nbsp; 54725 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tofas Turk Otomobil <br> Fabrikasi AS<br>| 32287 | &nbsp;&nbsp; $183042 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tukas Gida Sanayi ve <br> Ticaret AS<br>| 1069281 | &nbsp;&nbsp; 70989 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tumosan Motor ve <br> Traktor Sanayi AS<br>| 7217 | &nbsp;&nbsp; 21311 |
|  | Turcas Petrol AS | 47712 | &nbsp;&nbsp; 41002 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tureks Turizm <br> Tasimacilik AS, <br> Class D<br>| 82247 | &nbsp;&nbsp; 22679 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Turk Altin Isletmeleri <br> AS<br>| 31687 | &nbsp;&nbsp; 17802 |
|  | Turk Hava Yollari AO | 128988 | &nbsp;&nbsp; 913188 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Turk Ilac VE Serum <br> Sanayi AS<br>| 30312 | &nbsp;&nbsp; 15870 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Turk <br> Telekomunikasyon <br> AS<br>| 148117 | &nbsp;&nbsp; 198549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turk Traktor ve Ziraat <br> Makineleri AS<br>| 2607 | &nbsp;&nbsp; 37891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turkcell Iletisim <br> Hizmetleri AS<br>| 323023 | &nbsp;&nbsp; 740559 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Garanti <br> Bankasi AS<br>| 135943 | &nbsp;&nbsp; 476605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Petrol <br> Rafinerileri AS<br>| 118020 | &nbsp;&nbsp; 490329 |
|  | Turkiye Sigorta AS | 392308 | &nbsp;&nbsp; 95529 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Sinai <br> Kalkinma Bankasi <br> AS<br>| 691090 | &nbsp;&nbsp; 233896 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Vakiflar <br> Bankasi TAO, <br> Class D<br>| 805142 | &nbsp;&nbsp; 569977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ulker Biskuvi Sanayi <br> AS<br>| 60218 | &nbsp;&nbsp; 162318 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Usak Seramik Sanayii <br> AS<br>| 191715 | &nbsp;&nbsp; 22173 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vakif Finansal <br> Kiralama AS<br>| 813902 | &nbsp;&nbsp; 66424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vestel Beyaz Esya <br> Sanayi ve Ticaret <br> AS<br>| 115499 | &nbsp;&nbsp; 29664 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vestel Elektronik <br> Sanayi ve Ticaret <br> AS<br>| 61815 | &nbsp;&nbsp; 57897 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yapi ve Kredi Bankasi <br> AS<br>| 720873 | &nbsp;&nbsp; 596178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yaprak Sut ve Besi <br> Ciftlikleri San. Ve <br> Tic. AS<br>| 82 | &nbsp;&nbsp; 683 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yatas Yatak ve Yorgan <br> Sanayi ve Ticaret <br> AS<br>| 43261 | &nbsp;&nbsp; 29415 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yayla Agro Gida <br> Sanayi VE Nakliyat <br> AS<br>| 91970 | &nbsp;&nbsp; 23343 |

---

------

**Emerging Markets Social 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>| 27703 | &nbsp;&nbsp; $28067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ziraat Gayrimenkul <br> Yatirim Ortakligi AS<br>| 89179 | &nbsp;&nbsp; 53057 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zorlu Enerji Elektrik <br> Uretim AS<br>| 633619 | &nbsp;&nbsp; 52360 |
| TOTAL TURKEY | TOTAL TURKEY |  | &nbsp;&nbsp; 12180180 |
| UNITED ARAB EMIRATES — (1.7%) | UNITED ARAB EMIRATES — (1.7%) | UNITED ARAB EMIRATES — (1.7%) | UNITED ARAB EMIRATES — (1.7%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi <br> Commercial Bank <br> PJSC<br>| 333461 | &nbsp;&nbsp; 1475596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi Islamic <br> Bank PJSC<br>| 264282 | &nbsp;&nbsp; 1735263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi National <br> Hotels<br>| 2437335 | &nbsp;&nbsp; 331070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi National <br> Insurance Co. PSC<br>| 78793 | &nbsp;&nbsp; 154317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi National <br> Oil Co. for <br> Distribution PJSC<br>| 629226 | &nbsp;&nbsp; 635214 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi Ports Co. <br> PJSC<br>| 436999 | &nbsp;&nbsp; 494892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ADNOC Drilling Co. <br> PJSC<br>| 506641 | &nbsp;&nbsp; 805443 |
|  | Agility Global PLC | 1377251 | &nbsp;&nbsp; 441940 |
|  | Agthia Group PJSC | 166034 | &nbsp;&nbsp; 192685 |
|  | Air Arabia PJSC | 1040403 | &nbsp;&nbsp; 1051769 |
|  | Ajman Bank PJSC | 449057 | &nbsp;&nbsp; 180584 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AL Seer Marine <br> Supplies & <br> Equipment Co. LLC<br>| 94865 | &nbsp;&nbsp; 100192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aldar Properties <br> PJSC<br>| 231683 | &nbsp;&nbsp; 598700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alpha Dhabi Holding <br> PJSC<br>| 66474 | &nbsp;&nbsp; 225006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Americana <br> Restaurants <br> International PLC - <br> Foreign Co.<br>| 831250 | &nbsp;&nbsp; 485936 |
| \* | Amlak Finance PJSC | 104018 | &nbsp;&nbsp; 47808 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Apex Investment Co. <br> PSC<br>| 89958 | &nbsp;&nbsp; 94981 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Arabtec Holding <br> PJSC<br>| 166414 | &nbsp;&nbsp; 0 |
| \* | Bank of Sharjah | 428900 | &nbsp;&nbsp; 197218 |
|  | Burjeel Holdings PLC | 294698 | &nbsp;&nbsp; 116091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deyaar Development <br> PJSC<br>| 461896 | &nbsp;&nbsp; 130516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Financial <br> Market PJSC<br>| 554456 | &nbsp;&nbsp; 263777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Investments <br> PJSC<br>| 1107342 | &nbsp;&nbsp; 889994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Islamic Bank <br> PJSC<br>| 579846 | &nbsp;&nbsp; 1572578 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emaar Development <br> PJSC<br>| 262350 | &nbsp;&nbsp; $1070635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emaar Properties <br> PJSC<br>| 867972 | &nbsp;&nbsp; 3594533 |
|  | Emirates Driving Co. | 108230 | &nbsp;&nbsp; 87464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emirates Integrated <br> Telecommunications <br> Co. PJSC<br>| 321704 | &nbsp;&nbsp; 875100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emirates NBD Bank <br> PJSC<br>| 366178 | &nbsp;&nbsp; 2664765 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Emirates Reem <br> Investments PJSC<br>| 12985 | &nbsp;&nbsp; 10090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emirates <br> Telecommunications <br> Group Co. PJSC<br>| 439192 | &nbsp;&nbsp; 2264684 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EMSTEEL Building <br> Materials PJSC<br>| 466626 | &nbsp;&nbsp; 167264 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eshraq Investments <br> PJSC<br>| 506300 | &nbsp;&nbsp; 73566 |
|  | Fertiglobe PLC | 322183 | &nbsp;&nbsp; 227690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Abu Dhabi Bank <br> PJSC<br>| 440010 | &nbsp;&nbsp; 2152571 |
| \* | Ghitha Holding PJSC | 11884 | &nbsp;&nbsp; 81776 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Navigation <br> Holding PJSC<br>| 58347 | &nbsp;&nbsp; 95311 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Pharmaceutical <br> Industries PSC<br>| 66647 | &nbsp;&nbsp; 25943 |
| \* | Manazel PJSC | 469227 | &nbsp;&nbsp; 44252 |
| \* | Modon Holding PSC | 276565 | &nbsp;&nbsp; 285340 |
| \* | Multiply Group PJSC | 1114825 | &nbsp;&nbsp; 832888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank of Ras <br> Al-Khaimah PSC<br>| 25254 | &nbsp;&nbsp; 53271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Central <br> Cooling Co. PJSC<br>| 238237 | &nbsp;&nbsp; 188393 |
|  | NMDC Group PJSC | 22056 | &nbsp;&nbsp; 149760 |
|  | Palms Sports PrJSC | 12421 | &nbsp;&nbsp; 26104 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Presight AI Holding <br> PLC<br>| 100260 | &nbsp;&nbsp; 104071 |
| \* | RAK Properties PJSC | 644145 | &nbsp;&nbsp; 269255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ras Al Khaimah <br> Ceramics PJSC<br>| 298761 | &nbsp;&nbsp; 209773 |
|  | Salik Co. PJSC | 376998 | &nbsp;&nbsp; 656132 |
|  | Sharjah Islamic Bank | 286207 | &nbsp;&nbsp; 235126 |
| \* | Shuaa Capital PSC | 260400 | &nbsp;&nbsp; 17916 |
| \* | Space42 PLC | 299513 | &nbsp;&nbsp; 177311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taaleem Holdings <br> PJSC<br>| 37956 | &nbsp;&nbsp; 43388 |
|  | TECOM Group PJSC | 135101 | &nbsp;&nbsp; 125632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Union Properties <br> PJSC<br>| 554961 | &nbsp;&nbsp; 131791 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED ARAB <br> EMIRATES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED ARAB <br> EMIRATES |  | &nbsp;&nbsp; 29163365 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 1706863113 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PREFERRED STOCKS — (0.5%) | PREFERRED STOCKS — (0.5%) | PREFERRED STOCKS — (0.5%) | PREFERRED STOCKS — (0.5%) |
| BRAZIL — (0.5%) | BRAZIL — (0.5%) | BRAZIL — (0.5%) | BRAZIL — (0.5%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alpargatas SA, <br> 1.243%<br>| 40900 | &nbsp;&nbsp; $62524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco ABC Brasil SA, <br> 9.013%<br>| 37277 | &nbsp;&nbsp; 143728 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Banco BMG SA, <br> 11.606%<br>| 74500 | &nbsp;&nbsp; 45901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bradesco SA, <br> 8.012%<br>| 497739 | &nbsp;&nbsp; 1380448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco do Estado do <br> Rio Grande do Sul <br> SA, 9.977%<br>| 111307 | &nbsp;&nbsp; 218060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Mercantil do <br> Brasil SA, 3.103%<br>| 6300 | &nbsp;&nbsp; 43530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Pan SA, <br> 3.100%<br>| 119318 | &nbsp;&nbsp; 165993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Pine SA, <br> 8.636%<br>| 39152 | &nbsp;&nbsp; 42302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Centrais Eletricas <br> Brasileiras SA, <br> 4.729%<br>| 27000 | &nbsp;&nbsp; 197212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Centrais Eletricas de <br> Santa Catarina SA, <br> 8.789%<br>| 5750 | &nbsp;&nbsp; 107174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia de Ferro Ligas da <br> Bahia FERBASA, <br> 7.560%<br>| 57874 | &nbsp;&nbsp; 68421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia De Sanena Do <br> Parana, 6.806%<br>| 353536 | &nbsp;&nbsp; 417332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Energetica de <br> Minas Gerais, <br> 18.528%<br>| 299550 | &nbsp;&nbsp; 552607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Energetica do <br> Ceara, 4.793%<br>| 4882 | &nbsp;&nbsp; 24586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Paranaense de <br> Energia - Copel <br> Class B, 6.890%<br>| 227791 | &nbsp;&nbsp; 482468 |
|  | Energisa SA, 6.629% | 177 | &nbsp;&nbsp; 277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eucatex SA Industria <br> e Comercio, <br> 4.174%<br>| 15000 | &nbsp;&nbsp; 47200 |
|  | Gerdau SA, 3.801% | 107502 | &nbsp;&nbsp; 323300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Isa Energia Brasil SA, <br> 10.895%<br>| 54103 | &nbsp;&nbsp; 209376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Itau Unibanco Holding <br> SA, 7.121%<br>| 344100 | &nbsp;&nbsp; 2160630 |
|  | Klabin SA, 5.280% | 2 | &nbsp;&nbsp; 1 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marcopolo SA, <br> 6.961%<br>| 237764 | &nbsp;&nbsp; 350730 |
|  | Raizen SA, 0.705% | 334196 | &nbsp;&nbsp; 84749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Randon SA <br> Implementos e <br> Participacoes, <br> 3.602%<br>| 74336 | &nbsp;&nbsp; 94388 |
|  | Schulz SA, 7.630% | 42646 | &nbsp;&nbsp; 38384 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Track & Field Co. SA, <br> 1.633%<br>| 12300 | &nbsp;&nbsp; $31961 |
| &nbsp;&nbsp;&nbsp;&nbsp; Unipar Carbocloro SA, <br> 9.164%<br>| 7800 | &nbsp;&nbsp; 76571 |
| &nbsp;&nbsp;&nbsp;&nbsp; Usinas Siderurgicas <br> de Minas Gerais SA <br> Usiminas<br>| 153486 | &nbsp;&nbsp; 120058 |
| TOTAL BRAZIL |  | &nbsp;&nbsp; 7489911 |
| CHILE — (0.0%) | CHILE — (0.0%) | CHILE — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Embonor <br> SA Class B, <br> 6.740%<br>| 65507 | &nbsp;&nbsp; 86210 |
| COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Argos SA, <br> 5.658%<br>| 16185 | &nbsp;&nbsp; 45241 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aval Acciones y <br> Valores SA, <br> 4.066%<br>| 398348 | &nbsp;&nbsp; 55007 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo de Inversiones <br> Suramericana SA, <br> 3.840%<br>| 22374 | &nbsp;&nbsp; 201838 |
| TOTAL COLOMBIA |  | &nbsp;&nbsp; 302086 |
| PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cebu Air, Inc., <br> 6.000%<br>| 75375 | &nbsp;&nbsp; 53196 |
| TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Taishin Financial <br> Holding Co. Ltd.<br>| 580682 | &nbsp;&nbsp; 173733 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL PREFERRED <br> STOCKS |  | &nbsp;&nbsp; 8105136 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Banco BMG SA <br> Rights 08/25/2025<br>| 2026 | &nbsp;&nbsp; 340 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cia Energetica do <br> Ceara Rights <br> 08/18/2025<br>| 530 | &nbsp;&nbsp; 10 |
| &nbsp;&nbsp;&nbsp;&nbsp; Priner Servicos <br> Industriais SA <br> Rights 08/06/2025<br>| 2122 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;&nbsp; Randon SA <br> Implementos e <br> Participacoes <br> Rights 08/19/2025<br>| 5950 | &nbsp;&nbsp; 85 |
| TOTAL BRAZIL |  | &nbsp;&nbsp; 556 |
| INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Inox Wind Ltd. Rights <br> 08/20/2025<br>| 2738 | &nbsp;&nbsp; 956 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JTEKT India Ltd. <br> Rights 08/12/2025<br>| 2238 | &nbsp;&nbsp; $535 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra Logistics <br> Ltd. Rights <br> 08/14/2025<br>| 4246 | &nbsp;&nbsp; 2283 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Spandana Sphoorty <br> Financial Ltd. <br> Rights 08/11/2025<br>| 2990 | &nbsp;&nbsp; 1362 |
| TOTAL INDIA | TOTAL INDIA |  | &nbsp;&nbsp; 5136 |
| 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>| 29300 | &nbsp;&nbsp; 1889 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dagang NeXchange <br> Bhd. Warrants <br> 07/23/2030<br>| 312267 | &nbsp;&nbsp; 6590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guan Chong Bhd. <br> Warrants <br> 06/19/2028<br>| 22650 | &nbsp;&nbsp; 1036 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; YTL Corp. Bhd. <br> Warrants <br> 06/02/2028<br>| 168309 | &nbsp;&nbsp; 39068 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp; 48583 |
| SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LS Marine Solution <br> Co. Ltd. Rights <br> 08/05/2025<br>| 1430 | &nbsp;&nbsp; 4382 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SY Steel Tech, Inc. <br> Rights 09/04/2025<br>| 1241 | &nbsp;&nbsp; $873 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | &nbsp;&nbsp; 5255 |
| THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) |
| \* | Assetwise PCL | 15200 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Better World Green <br> PCL Warrants<br>| 306533 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Better World Green <br> PCL Warrants <br> 08/13/2025<br>| 306533 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jasmine International <br> PCL Warrants <br> 10/10/2031<br>| 523082 | &nbsp;&nbsp; 8643 |
| TOTAL THAILAND | TOTAL THAILAND |  | &nbsp;&nbsp; 8643 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS |  | &nbsp;&nbsp; 68173 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,130,368,319) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,130,368,319) |  | &nbsp;&nbsp; 1715036422 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (0.7%) | SECURITIES LENDING COLLATERAL — (0.7%) | SECURITIES LENDING COLLATERAL — (0.7%) | SECURITIES LENDING COLLATERAL — (0.7%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 1005742 | &nbsp;&nbsp; 11633414 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $1,142,001,733)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $1,142,001,733)^^ |  | &nbsp;&nbsp; $1726669836 |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $88,125,960 or 5.2% 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** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp;&nbsp; $41523012 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $41523012 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile | &nbsp;&nbsp;&nbsp; 7828986 | &nbsp;&nbsp;&nbsp; $71729 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7900715 |
| &nbsp;&nbsp;&nbsp;&nbsp; China | &nbsp;&nbsp;&nbsp; 33577640 | &nbsp;&nbsp;&nbsp; 441346640 | &nbsp;&nbsp;&nbsp; $88346 | &nbsp;&nbsp;&nbsp; 475012626 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | &nbsp;&nbsp;&nbsp; 1303279 | &nbsp;&nbsp;&nbsp; 59696 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1362975 |
| &nbsp;&nbsp;&nbsp;&nbsp; Czech Republic | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1361147 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1361147 |
| &nbsp;&nbsp;&nbsp;&nbsp; Egypt | &nbsp;&nbsp;&nbsp; 14497 | &nbsp;&nbsp;&nbsp; 421254 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 435751 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; 281581 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 281581 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greece | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9691934 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9691934 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 72767 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 72767 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hungary | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4302960 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4302960 |
| &nbsp;&nbsp;&nbsp;&nbsp; India | &nbsp;&nbsp;&nbsp; 15710899 | &nbsp;&nbsp;&nbsp; 280433109 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 296144008 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indonesia | &nbsp;&nbsp;&nbsp; 755885 | &nbsp;&nbsp;&nbsp; 18676665 | &nbsp;&nbsp;&nbsp; 45970 | &nbsp;&nbsp;&nbsp; 19478520 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kuwait | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11844324 | &nbsp;&nbsp;&nbsp; 537 | &nbsp;&nbsp;&nbsp; 11844861 |

---

------

**Emerging Markets Social 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; Malaysia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $22467637 | &nbsp;&nbsp;&nbsp; $34 | &nbsp;&nbsp;&nbsp; $22467671 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mexico | &nbsp;&nbsp;&nbsp; $34141202 | &nbsp;&nbsp;&nbsp; 340364 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 34481566 |
| &nbsp;&nbsp;&nbsp;&nbsp; Peru | &nbsp;&nbsp;&nbsp; 1303147 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1303147 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines | &nbsp;&nbsp;&nbsp; 26265 | &nbsp;&nbsp;&nbsp; 9486284 | &nbsp;&nbsp;&nbsp; 2529 | &nbsp;&nbsp;&nbsp; 9515078 |
| &nbsp;&nbsp;&nbsp;&nbsp; Poland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 21188147 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 21188147 |
| &nbsp;&nbsp;&nbsp;&nbsp; Qatar | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14871865 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14871865 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | &nbsp;&nbsp;&nbsp; 22309 | &nbsp;&nbsp;&nbsp; 50589062 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 50611371 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa | &nbsp;&nbsp;&nbsp; 6314528 | &nbsp;&nbsp;&nbsp; 47244388 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 53558916 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea | &nbsp;&nbsp;&nbsp; 1623266 | &nbsp;&nbsp;&nbsp; 201679464 | &nbsp;&nbsp;&nbsp; 111717 | &nbsp;&nbsp;&nbsp; 203414447 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan | &nbsp;&nbsp;&nbsp; 9244840 | &nbsp;&nbsp;&nbsp; 355113512 | &nbsp;&nbsp;&nbsp; 5644 | &nbsp;&nbsp;&nbsp; 364363996 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand | &nbsp;&nbsp;&nbsp; 77945 | &nbsp;&nbsp;&nbsp; 20252562 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 20330507 |
| &nbsp;&nbsp;&nbsp;&nbsp; Turkey | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12180180 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12180180 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 29163365 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 29163365 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp;&nbsp; 7489911 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7489911 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 86210 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 86210 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | &nbsp;&nbsp;&nbsp; 302086 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 302086 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 53196 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 53196 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan | &nbsp;&nbsp;&nbsp; 173733 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 173733 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 556 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 556 |
| &nbsp;&nbsp;&nbsp;&nbsp; India | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5136 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5136 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 48583 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 48583 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5255 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5255 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8643 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8643 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11633414 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11633414 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $161715011 | &nbsp;&nbsp;&nbsp; $1564700048 | &nbsp;&nbsp;&nbsp; $254,777˂˃ | &nbsp;&nbsp;&nbsp; $1726669836 |

---

&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 U.S. Targeted Value 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%) |
| COMMUNICATION SERVICES — (3.8%) | COMMUNICATION SERVICES — (3.8%) | COMMUNICATION SERVICES — (3.8%) | COMMUNICATION SERVICES — (3.8%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advantage Solutions, <br> Inc.<br>| 102823 | &nbsp;&nbsp; $140867 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AMC Networks, Inc., <br> Class A<br>| 16241 | &nbsp;&nbsp; 97284 |
| \* | Angi, Inc. | 20230 | &nbsp;&nbsp; 328131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ATN International, <br> Inc.<br>| 7699 | &nbsp;&nbsp; 132038 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bandwidth, Inc., <br> Class A<br>| 11593 | &nbsp;&nbsp; 161259 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Omaha Corp., <br> Class A<br>| 13414 | &nbsp;&nbsp; 180418 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bumble, Inc., <br> Class A<br>| 39209 | &nbsp;&nbsp; 305046 |
| \* | BuzzFeed, Inc. | 8809 | &nbsp;&nbsp; 19116 |
|  | Cable One, Inc. | 2010 | &nbsp;&nbsp; 257240 |
| #\* | Cardlytics, Inc. | 15304 | &nbsp;&nbsp; 31220 |
| \* | Cars.com, Inc. | 26413 | &nbsp;&nbsp; 339935 |
| \* | DHI Group, Inc. | 22706 | &nbsp;&nbsp; 60398 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DoubleVerify <br> Holdings, Inc.<br>| 23311 | &nbsp;&nbsp; 357124 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EchoStar Corp., <br> Class A<br>| 2296 | &nbsp;&nbsp; 74827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Entravision <br> Communications <br> Corp., Class A<br>| 31641 | &nbsp;&nbsp; 69927 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eventbrite, Inc., <br> Class A<br>| 5139 | &nbsp;&nbsp; 12539 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EW Scripps Co., <br> Class A<br>| 33487 | &nbsp;&nbsp; 100126 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Frontier <br> Communications <br> Parent, Inc.<br>| 68161 | &nbsp;&nbsp; 2504235 |
| \* | Gaia, Inc. | 2866 | &nbsp;&nbsp; 12037 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gambling.com Group <br> Ltd.<br>| 6316 | &nbsp;&nbsp; 66760 |
| \* | Gannett Co., Inc. | 53130 | &nbsp;&nbsp; 202425 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCI Liberty, Inc. <br> (GLBKV US), <br> Class C<br>| 7756 | &nbsp;&nbsp; 257887 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCI Liberty, Inc. <br> (GLIBA US), <br> Class A<br>| 1334 | &nbsp;&nbsp; 44075 |
|  | Gray Media, Inc. | 40200 | &nbsp;&nbsp; 181302 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integral Ad Science <br> Holding Corp.<br>| 53518 | &nbsp;&nbsp; 438848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interpublic Group of <br> Cos., Inc.<br>| 71191 | &nbsp;&nbsp; 1751299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 11582 | &nbsp;&nbsp; 447065 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 6674 | &nbsp;&nbsp; $407982 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband <br> Corp. (LBRDK <br> US), Class C<br>| 38780 | &nbsp;&nbsp; 2377990 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 51625 | &nbsp;&nbsp; 517282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 48598 | &nbsp;&nbsp; 497158 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Latin America <br> Ltd. (LILA US), <br> Class A<br>| 18962 | &nbsp;&nbsp; 133682 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Latin America <br> Ltd. (LILAK US), <br> Class C<br>| 69155 | &nbsp;&nbsp; 493767 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty Live <br> (LLYVA US), <br> Class A<br>| 805 | &nbsp;&nbsp; 65849 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty Live <br> (LLYVK US), <br> Class C<br>| 1864 | &nbsp;&nbsp; 157005 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lionsgate Studios <br> Corp.<br>| 13009 | &nbsp;&nbsp; 77013 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Marchex, Inc., <br> Class B<br>| 494 | &nbsp;&nbsp; 958 |
|  | Marcus Corp. | 13447 | &nbsp;&nbsp; 220127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National CineMedia, <br> Inc.<br>| 31846 | &nbsp;&nbsp; 153179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nexstar Media <br> Group, Inc.<br>| 11420 | &nbsp;&nbsp; 2136796 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nextdoor Holdings, <br> Inc.<br>| 10416 | &nbsp;&nbsp; 18228 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, <br> Inc.<br>| 6335 | &nbsp;&nbsp; 456437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Global <br> (PARA US), <br> Class B<br>| 85904 | &nbsp;&nbsp; 1079813 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Global <br> (PARAA US), <br> Class A<br>| 1850 | &nbsp;&nbsp; 35316 |
| \* | Playstudios, Inc. | 12335 | &nbsp;&nbsp; 14185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PubMatic, Inc., <br> Class A<br>| 11274 | &nbsp;&nbsp; 135401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Reservoir Media, <br> Inc.<br>| 9312 | &nbsp;&nbsp; 73937 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saga <br> Communications, <br> Inc., Class A<br>| 2918 | &nbsp;&nbsp; $36767 |
|  | Scholastic Corp. | 15350 | &nbsp;&nbsp; 378684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenandoah <br> Telecommunications <br> Co.<br>| 22072 | &nbsp;&nbsp; 324017 |
|  | Shutterstock, Inc. | 5023 | &nbsp;&nbsp; 96241 |
|  | Sinclair, Inc. | 8983 | &nbsp;&nbsp; 129894 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sirius XM Holdings, <br> Inc.<br>| 4405 | &nbsp;&nbsp; 93034 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sphere Entertainment <br> Co.<br>| 11754 | &nbsp;&nbsp; 506010 |
|  | Spok Holdings, Inc. | 6453 | &nbsp;&nbsp; 118348 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Starz Entertainment <br> Corp.<br>| 867 | &nbsp;&nbsp; 12615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunrise <br> Communications <br> AG, ADR, Class A<br>| 13410 | &nbsp;&nbsp; 711535 |
| \* | Teads Holding Co. | 3669 | &nbsp;&nbsp; 9283 |
| \* | TechTarget, Inc. | 621 | &nbsp;&nbsp; 4496 |
|  | TEGNA, Inc. | 63695 | &nbsp;&nbsp; 1063706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telephone & Data <br> Systems, Inc.<br>| 43900 | &nbsp;&nbsp; 1713856 |
| \* | TripAdvisor, Inc. | 22841 | &nbsp;&nbsp; 399489 |
| \* | TrueCar, Inc. | 39501 | &nbsp;&nbsp; 72287 |
| \* | U.S. Cellular Corp. | 21433 | &nbsp;&nbsp; 1563109 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Urban One, Inc. <br> (UONE US)<br>| 2835 | &nbsp;&nbsp; 4479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Urban One, Inc. <br> (UONEK US)<br>| 7214 | &nbsp;&nbsp; 4707 |
| \* | Vimeo, Inc. | 37548 | &nbsp;&nbsp; 142307 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vivid Seats, Inc., <br> Class A<br>| 3276 | &nbsp;&nbsp; 5078 |
| \* | WideOpenWest, Inc. | 20225 | &nbsp;&nbsp; 68158 |
| \* | Yelp, Inc. | 10531 | &nbsp;&nbsp; 362582 |
| \* | Ziff Davis, Inc. | 16182 | &nbsp;&nbsp; 503584 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ZoomInfo <br> Technologies, Inc.<br>| 73373 | &nbsp;&nbsp; 794630 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES |  | &nbsp;&nbsp; 26744429 |
| CONSUMER DISCRETIONARY — (13.6%) | CONSUMER DISCRETIONARY — (13.6%) | CONSUMER DISCRETIONARY — (13.6%) | CONSUMER DISCRETIONARY — (13.6%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; 1-800-Flowers.com, <br> Inc., Class A<br>| 15632 | &nbsp;&nbsp; 92385 |
| \* | 1stdibs.com, Inc. | 9776 | &nbsp;&nbsp; 26982 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Abercrombie & Fitch <br> Co., Class A<br>| 3170 | &nbsp;&nbsp; 304383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Academy Sports & <br> Outdoors, Inc.<br>| 27579 | &nbsp;&nbsp; 1400737 |
| \* | Adient PLC | 32435 | &nbsp;&nbsp; 695406 |
|  | ADT, Inc. | 196968 | &nbsp;&nbsp; 1644683 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adtalem Global <br> Education, Inc.<br>| 3876 | &nbsp;&nbsp; 442911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advance Auto Parts, <br> Inc.<br>| 15490 | &nbsp;&nbsp; 822054 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; A-Mark Precious <br> Metals, Inc.<br>| 11160 | &nbsp;&nbsp; $237485 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Axle & <br> Manufacturing <br> Holdings, Inc.<br>| 58417 | &nbsp;&nbsp; 259956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Eagle <br> Outfitters, Inc.<br>| 72825 | &nbsp;&nbsp; 786510 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Outdoor <br> Brands, Inc.<br>| 6121 | &nbsp;&nbsp; 57599 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Public <br> Education, Inc.<br>| 8469 | &nbsp;&nbsp; 250005 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; America's Car-Mart, <br> Inc.<br>| 3267 | &nbsp;&nbsp; 147146 |
| \* | Aptiv PLC | 17464 | &nbsp;&nbsp; 1198729 |
|  | Aramark | 25089 | &nbsp;&nbsp; 1067788 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ark Restaurants <br> Corp.<br>| 411 | &nbsp;&nbsp; 3535 |
|  | Arko Corp. | 17934 | &nbsp;&nbsp; 74785 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Asbury Automotive <br> Group, Inc.<br>| 6967 | &nbsp;&nbsp; 1547510 |
| \* | Aterian, Inc. | 421 | &nbsp;&nbsp; 512 |
|  | Autoliv, Inc. | 5749 | &nbsp;&nbsp; 641301 |
| \* | AutoNation, Inc. | 14593 | &nbsp;&nbsp; 2811196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bassett Furniture <br> Industries, Inc.<br>| 5100 | &nbsp;&nbsp; 80682 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beazer Homes USA, <br> Inc.<br>| 13445 | &nbsp;&nbsp; 315957 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biglari Holdings, Inc. <br> (BH US), Class B<br>| 800 | &nbsp;&nbsp; 246656 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biglari Holdings, Inc. <br> (BH/A US), <br> Class A<br>| 30 | &nbsp;&nbsp; 44580 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BJ's Restaurants, <br> Inc.<br>| 10427 | &nbsp;&nbsp; 369429 |
|  | BorgWarner, Inc. | 84918 | &nbsp;&nbsp; 3124982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brightstar Lottery <br> PLC<br>| 2090 | &nbsp;&nbsp; 31016 |
|  | Brunswick Corp. | 20693 | &nbsp;&nbsp; 1206195 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Caesars <br> Entertainment, Inc.<br>| 34099 | &nbsp;&nbsp; 909761 |
|  | Caleres, Inc. | 13403 | &nbsp;&nbsp; 184023 |
| \* | CarMax, Inc. | 2228 | &nbsp;&nbsp; 126127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carriage Services, <br> Inc.<br>| 3697 | &nbsp;&nbsp; 166069 |
|  | Carter's, Inc. | 14193 | &nbsp;&nbsp; 344038 |
|  | Cato Corp., Class A | 9508 | &nbsp;&nbsp; 26813 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cavco Industries, <br> Inc.<br>| 33 | &nbsp;&nbsp; 13321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Century <br> Communities, Inc.<br>| 13543 | &nbsp;&nbsp; 762335 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Champion Homes, <br> Inc.<br>| 5862 | &nbsp;&nbsp; 356996 |
| \* | Chegg, Inc. | 34010 | &nbsp;&nbsp; 44553 |
| \* | Citi Trends, Inc. | 3912 | &nbsp;&nbsp; 119394 |
|  | Clarus Corp. | 12720 | &nbsp;&nbsp; 45792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Sportswear <br> Co.<br>| 11329 | &nbsp;&nbsp; 640882 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ContextLogic, Inc., <br> Class A<br>| 7140 | &nbsp;&nbsp; $53479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cooper-Standard <br> Holdings, Inc.<br>| 4792 | &nbsp;&nbsp; 115487 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cracker Barrel Old <br> Country Store, Inc.<br>| 4445 | &nbsp;&nbsp; 275590 |
|  | Cricut, Inc., Class A | 2003 | &nbsp;&nbsp; 9815 |
| \* | Crocs, Inc. | 7774 | &nbsp;&nbsp; 775301 |
|  | Crown Crafts, Inc. | 1600 | &nbsp;&nbsp; 4464 |
| \* | Culp, Inc. | 4293 | &nbsp;&nbsp; 18245 |
|  | Dana, Inc. | 57009 | &nbsp;&nbsp; 907583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Designer Brands, <br> Inc., Class A<br>| 19219 | &nbsp;&nbsp; 54198 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Destination XL <br> Group, Inc.<br>| 24758 | &nbsp;&nbsp; 32185 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dillard's, Inc., <br> Class A<br>| 2213 | &nbsp;&nbsp; 1033316 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dorman Products, <br> Inc.<br>| 6806 | &nbsp;&nbsp; 820940 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dream Finders <br> Homes, Inc., <br> Class A<br>| 6463 | &nbsp;&nbsp; 163643 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Duluth Holdings, Inc., <br> Class B<br>| 12388 | &nbsp;&nbsp; 26015 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; El Pollo Loco <br> Holdings, Inc.<br>| 18381 | &nbsp;&nbsp; 189324 |
|  | Escalade, Inc. | 3057 | &nbsp;&nbsp; 37571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ethan Allen Interiors, <br> Inc.<br>| 12381 | &nbsp;&nbsp; 368582 |
| \* | Figs, Inc., Class A | 20076 | &nbsp;&nbsp; 130494 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Watch <br> Restaurant Group, <br> Inc.<br>| 19583 | &nbsp;&nbsp; 338590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flexsteel Industries, <br> Inc.<br>| 1708 | &nbsp;&nbsp; 58089 |
| \* | Foot Locker, Inc. | 37366 | &nbsp;&nbsp; 935645 |
| \* | Fossil Group, Inc. | 1522 | &nbsp;&nbsp; 2572 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fox Factory Holding <br> Corp.<br>| 2957 | &nbsp;&nbsp; 89804 |
| \* | Funko, Inc., Class A | 16160 | &nbsp;&nbsp; 62054 |
|  | Gap, Inc. | 114667 | &nbsp;&nbsp; 2231420 |
| \* | Genesco, Inc. | 6619 | &nbsp;&nbsp; 159253 |
| \* | Gentherm, Inc. | 8895 | &nbsp;&nbsp; 284996 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; G-III Apparel Group <br> Ltd.<br>| 20294 | &nbsp;&nbsp; 478938 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Global Business <br> Travel Group I<br>| 12493 | &nbsp;&nbsp; 80330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden <br> Entertainment, Inc.<br>| 10039 | &nbsp;&nbsp; 282297 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Goodyear Tire & <br> Rubber Co.<br>| 110906 | &nbsp;&nbsp; 1140114 |
| \* | GoPro, Inc., Class A | 54312 | &nbsp;&nbsp; 70062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Graham Holdings <br> Co., Class B<br>| 1508 | &nbsp;&nbsp; 1438903 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Green Brick Partners, <br> Inc.<br>| 11839 | &nbsp;&nbsp; 733308 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Group 1 Automotive, <br> Inc.<br>| 3815 | &nbsp;&nbsp; $1572352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GrowGeneration <br> Corp.<br>| 22304 | &nbsp;&nbsp; 21969 |
|  | Guess?, Inc. | 20913 | &nbsp;&nbsp; 271869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Beach <br> Brands Holding <br> Co., Class A<br>| 2800 | &nbsp;&nbsp; 43596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harley-Davidson, <br> Inc.<br>| 46753 | &nbsp;&nbsp; 1137500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haverty Furniture <br> Cos., Inc. (HVT <br> US)<br>| 7037 | &nbsp;&nbsp; 145173 |
| \* | Helen of Troy Ltd. | 8103 | &nbsp;&nbsp; 178104 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hilton Grand <br> Vacations, Inc.<br>| 27546 | &nbsp;&nbsp; 1234612 |
| \* | Holley, Inc. | 32847 | &nbsp;&nbsp; 68322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hooker Furnishings <br> Corp.<br>| 6091 | &nbsp;&nbsp; 57560 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hovnanian <br> Enterprises, Inc., <br> Class A<br>| 1358 | &nbsp;&nbsp; 162240 |
|  | J Jill, Inc. | 2152 | &nbsp;&nbsp; 33743 |
|  | JAKKS Pacific, Inc. | 4636 | &nbsp;&nbsp; 82104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Outdoors, <br> Inc., Class A<br>| 4868 | &nbsp;&nbsp; 161618 |
|  | KB Home | 25961 | &nbsp;&nbsp; 1434605 |
| # | Kohl's Corp. | 40192 | &nbsp;&nbsp; 435681 |
| # | Krispy Kreme, Inc. | 41045 | &nbsp;&nbsp; 148583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lakeland Industries, <br> Inc.<br>| 3668 | &nbsp;&nbsp; 51022 |
| \* | Lands' End, Inc. | 11127 | &nbsp;&nbsp; 130520 |
| \* | Latham Group, Inc. | 22247 | &nbsp;&nbsp; 150835 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Laureate Education, <br> Inc.<br>| 43102 | &nbsp;&nbsp; 974105 |
|  | La-Z-Boy, Inc. | 19420 | &nbsp;&nbsp; 698537 |
|  | LCI Industries | 8436 | &nbsp;&nbsp; 801420 |
|  | Lear Corp. | 19768 | &nbsp;&nbsp; 1863925 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Legacy Housing <br> Corp.<br>| 8752 | &nbsp;&nbsp; 195870 |
|  | Leggett & Platt, Inc. | 8886 | &nbsp;&nbsp; 84861 |
| \* | LGI Homes, Inc. | 9377 | &nbsp;&nbsp; 499513 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Life Time Group <br> Holdings, Inc.<br>| 17658 | &nbsp;&nbsp; 507138 |
|  | Lifetime Brands, Inc. | 10226 | &nbsp;&nbsp; 44994 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln Educational <br> Services Corp.<br>| 5403 | &nbsp;&nbsp; 123567 |
|  | Lithia Motors, Inc. | 9621 | &nbsp;&nbsp; 2770848 |
|  | LKQ Corp. | 35688 | &nbsp;&nbsp; 1051725 |
| \* | Lovesac Co. | 6021 | &nbsp;&nbsp; 108438 |
| \* | M/I Homes, Inc. | 5985 | &nbsp;&nbsp; 719337 |
|  | Macy's, Inc. | 110139 | &nbsp;&nbsp; 1391056 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Malibu Boats, Inc., <br> Class A<br>| 8085 | &nbsp;&nbsp; 269311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marine Products <br> Corp.<br>| 5374 | &nbsp;&nbsp; 46163 |
| \* | MarineMax, Inc. | 10455 | &nbsp;&nbsp; 237119 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marriott Vacations <br> Worldwide Corp.<br>| 13143 | &nbsp;&nbsp; $978759 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MasterCraft Boat <br> Holdings, Inc.<br>| 4740 | &nbsp;&nbsp; 91672 |
| \* | Mattel, Inc. | 84261 | &nbsp;&nbsp; 1433280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matthews <br> International Corp., <br> Class A<br>| 13348 | &nbsp;&nbsp; 313545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meritage Homes <br> Corp.<br>| 19382 | &nbsp;&nbsp; 1305184 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MGM Resorts <br> International<br>| 4159 | &nbsp;&nbsp; 151596 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mister Car Wash, <br> Inc.<br>| 30791 | &nbsp;&nbsp; 177818 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mobileye Global, Inc., <br> Class A<br>| 48526 | &nbsp;&nbsp; 691010 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mohawk Industries, <br> Inc.<br>| 23630 | &nbsp;&nbsp; 2705871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monarch Casino & <br> Resort, Inc.<br>| 777 | &nbsp;&nbsp; 80000 |
|  | Monro, Inc. | 12368 | &nbsp;&nbsp; 174327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Motorcar Parts of <br> America, Inc.<br>| 9753 | &nbsp;&nbsp; 101139 |
|  | Movado Group, Inc. | 8389 | &nbsp;&nbsp; 130113 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Vision <br> Holdings, Inc.<br>| 30132 | &nbsp;&nbsp; 731002 |
|  | Newell Brands, Inc. | 164352 | &nbsp;&nbsp; 922015 |
| \* | ODP Corp. | 15998 | &nbsp;&nbsp; 285404 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OneWater Marine, <br> Inc., Class A<br>| 5322 | &nbsp;&nbsp; 81639 |
| #\* | Outdoor Holding Co. | 8130 | &nbsp;&nbsp; 9593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oxford Industries, <br> Inc.<br>| 5981 | &nbsp;&nbsp; 228355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Patrick Industries, <br> Inc.<br>| 14593 | &nbsp;&nbsp; 1419023 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Penn Entertainment, <br> Inc.<br>| 32008 | &nbsp;&nbsp; 578064 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Penske Automotive <br> Group, Inc.<br>| 8899 | &nbsp;&nbsp; 1489782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perdoceo Education <br> Corp.<br>| 34399 | &nbsp;&nbsp; 990003 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Petco Health & <br> Wellness Co., Inc.<br>| 65569 | &nbsp;&nbsp; 197363 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PetMed Express, <br> Inc.<br>| 5743 | &nbsp;&nbsp; 17918 |
|  | Phinia, Inc. | 17167 | &nbsp;&nbsp; 870367 |
|  | Polaris, Inc. | 10438 | &nbsp;&nbsp; 552275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Portillo's, Inc., <br> Class A<br>| 16055 | &nbsp;&nbsp; 159908 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pursuit Attractions & <br> Hospitality, Inc.<br>| 4649 | &nbsp;&nbsp; 140586 |
|  | PVH Corp. | 23653 | &nbsp;&nbsp; 1736603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RCI Hospitality <br> Holdings, Inc.<br>| 2105 | &nbsp;&nbsp; 75422 |
|  | Rocky Brands, Inc. | 3792 | &nbsp;&nbsp; 99199 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sally Beauty <br> Holdings, Inc.<br>| 40019 | &nbsp;&nbsp; 389785 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| # | Shoe Carnival, Inc. | 14057 | &nbsp;&nbsp; $287606 |
| # | Signet Jewelers Ltd. | 17468 | &nbsp;&nbsp; 1381719 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Skechers USA, Inc., <br> Class A<br>| 1284 | &nbsp;&nbsp; 81213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smith & Wesson <br> Brands, Inc.<br>| 23502 | &nbsp;&nbsp; 186841 |
| \* | Solid Power, Inc. | 14592 | &nbsp;&nbsp; 46548 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solo Brands, Inc., <br> Class A<br>| 49 | &nbsp;&nbsp; 724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sonic Automotive, <br> Inc., Class A<br>| 11103 | &nbsp;&nbsp; 803302 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sportsman's <br> Warehouse <br> Holdings, Inc.<br>| 19768 | &nbsp;&nbsp; 66618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Motor <br> Products, Inc.<br>| 10327 | &nbsp;&nbsp; 313528 |
|  | Steven Madden Ltd. | 17351 | &nbsp;&nbsp; 416511 |
| \* | Stoneridge, Inc. | 10877 | &nbsp;&nbsp; 83753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Strategic Education, <br> Inc.<br>| 9712 | &nbsp;&nbsp; 720096 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Strattec Security <br> Corp.<br>| 2014 | &nbsp;&nbsp; 127808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sturm Ruger & Co., <br> Inc.<br>| 3323 | &nbsp;&nbsp; 113514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Superior Group of <br> Cos., Inc.<br>| 6372 | &nbsp;&nbsp; 61490 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Target Hospitality <br> Corp.<br>| 12542 | &nbsp;&nbsp; 95194 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taylor Morrison <br> Home Corp.<br>| 47738 | &nbsp;&nbsp; 2829909 |
|  | Thor Industries, Inc. | 19963 | &nbsp;&nbsp; 1816433 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tile Shop Holdings, <br> Inc.<br>| 17417 | &nbsp;&nbsp; 109901 |
| #\* | Tilly's, Inc., Class A | 10706 | &nbsp;&nbsp; 19164 |
|  | Toll Brothers, Inc. | 31618 | &nbsp;&nbsp; 3742306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Topgolf Callaway <br> Brands Corp.<br>| 66954 | &nbsp;&nbsp; 619324 |
| \* | Traeger, Inc. | 13972 | &nbsp;&nbsp; 22635 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tri Pointe Homes, <br> Inc.<br>| 43325 | &nbsp;&nbsp; 1334410 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Under Armour, Inc. <br> (UA US), Class C<br>| 74642 | &nbsp;&nbsp; 470245 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Under Armour, Inc. <br> (UAA US), Class A<br>| 69844 | &nbsp;&nbsp; 463764 |
| \* | Unifi, Inc. | 9361 | &nbsp;&nbsp; 42499 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Universal Electronics, <br> Inc.<br>| 7047 | &nbsp;&nbsp; 42775 |
|  | Upbound Group, Inc. | 16586 | &nbsp;&nbsp; 342252 |
| \* | Urban Outfitters, Inc. | 16719 | &nbsp;&nbsp; 1258606 |
| \* | Vera Bradley, Inc. | 15150 | &nbsp;&nbsp; 29240 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Victoria's Secret & <br> Co.<br>| 14874 | &nbsp;&nbsp; 279631 |
| \* | Visteon Corp. | 7442 | &nbsp;&nbsp; 827178 |
|  | Weyco Group, Inc. | 4829 | &nbsp;&nbsp; 140427 |
| # | Whirlpool Corp. | 9116 | &nbsp;&nbsp; 756993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Winnebago <br> Industries, Inc.<br>| 13411 | &nbsp;&nbsp; 398575 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Zumiez, Inc. | 9329 | &nbsp;&nbsp; $127901 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY |  | &nbsp;&nbsp; 96754994 |
| CONSUMER STAPLES — (5.4%) | CONSUMER STAPLES — (5.4%) | CONSUMER STAPLES — (5.4%) | CONSUMER STAPLES — (5.4%) |
|  | Alico, Inc. | 4231 | &nbsp;&nbsp; 136577 |
|  | Andersons, Inc. | 17271 | &nbsp;&nbsp; 620374 |
|  | B&G Foods, Inc. | 30488 | &nbsp;&nbsp; 125001 |
| \* | BellRing Brands, Inc. | 10376 | &nbsp;&nbsp; 566322 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Boston Beer Co., Inc. <br> , Class A<br>| 2182 | &nbsp;&nbsp; 451849 |
|  | Bunge Global SA | 39274 | &nbsp;&nbsp; 3132494 |
|  | Calavo Growers, Inc. | 4647 | &nbsp;&nbsp; 122216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cal-Maine Foods, <br> Inc.<br>| 16192 | &nbsp;&nbsp; 1799579 |
| # | Campbell's Co. | 46824 | &nbsp;&nbsp; 1494622 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Central Garden & Pet <br> Co. (CENT US)<br>| 4869 | &nbsp;&nbsp; 189988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Central Garden & Pet <br> Co. (CENTA US), <br> Class A<br>| 20397 | &nbsp;&nbsp; 724501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Conagra Brands, <br> Inc.<br>| 140040 | &nbsp;&nbsp; 2557130 |
| \* | Coty, Inc., Class A | 142000 | &nbsp;&nbsp; 688700 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Darling Ingredients, <br> Inc.<br>| 51820 | &nbsp;&nbsp; 1677932 |
|  | Dole PLC | 29365 | &nbsp;&nbsp; 418158 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Edgewell Personal <br> Care Co.<br>| 19405 | &nbsp;&nbsp; 489588 |
| \* | Farmer Bros Co. | 6541 | &nbsp;&nbsp; 10793 |
|  | Flowers Foods, Inc. | 26824 | &nbsp;&nbsp; 425160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fresh Del Monte <br> Produce, Inc.<br>| 23841 | &nbsp;&nbsp; 896183 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grocery Outlet <br> Holding Corp.<br>| 36781 | &nbsp;&nbsp; 484406 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hain Celestial Group, <br> Inc.<br>| 33640 | &nbsp;&nbsp; 52815 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HF Foods Group, <br> Inc.<br>| 2946 | &nbsp;&nbsp; 7984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ingles Markets, Inc., <br> Class A<br>| 7277 | &nbsp;&nbsp; 457942 |
|  | Ingredion, Inc. | 22047 | &nbsp;&nbsp; 2900062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J&J Snack Foods <br> Corp.<br>| 2639 | &nbsp;&nbsp; 297917 |
|  | J.M. Smucker Co. | 17301 | &nbsp;&nbsp; 1857089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; John B Sanfilippo & <br> Son, Inc.<br>| 2288 | &nbsp;&nbsp; 144853 |
|  | Limoneira Co. | 4672 | &nbsp;&nbsp; 68585 |
| \* | Medifast, Inc. | 1266 | &nbsp;&nbsp; 17433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MGP Ingredients, <br> Inc.<br>| 5815 | &nbsp;&nbsp; 164448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mission Produce, <br> Inc.<br>| 22424 | &nbsp;&nbsp; 276712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Molson Coors <br> Beverage Co., <br> Class B<br>| 67833 | &nbsp;&nbsp; 3304824 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Natural Alternatives <br> International, Inc.<br>| 1808 | &nbsp;&nbsp; $6599 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nature's Sunshine <br> Products, Inc.<br>| 7774 | &nbsp;&nbsp; 108914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nu Skin Enterprises, <br> Inc., Class A<br>| 13799 | &nbsp;&nbsp; 115636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oil-Dri Corp. of <br> America<br>| 4764 | &nbsp;&nbsp; 268690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Olaplex Holdings, <br> Inc.<br>| 6036 | &nbsp;&nbsp; 8390 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Performance Food <br> Group Co.<br>| 843 | &nbsp;&nbsp; 84637 |
|  | Pilgrim's Pride Corp. | 26875 | &nbsp;&nbsp; 1273606 |
| \* | Post Holdings, Inc. | 12582 | &nbsp;&nbsp; 1331301 |
|  | PriceSmart, Inc. | 11522 | &nbsp;&nbsp; 1238615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reynolds Consumer <br> Products, Inc.<br>| 27014 | &nbsp;&nbsp; 607545 |
|  | Seaboard Corp. | 305 | &nbsp;&nbsp; 965990 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seneca Foods Corp. <br> (SENEA US), <br> Class A<br>| 2914 | &nbsp;&nbsp; 305183 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Simply Good Foods <br> Co.<br>| 34909 | &nbsp;&nbsp; 1063328 |
|  | SpartanNash Co. | 9990 | &nbsp;&nbsp; 265135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Spectrum Brands <br> Holdings, Inc.<br>| 12065 | &nbsp;&nbsp; 645598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tootsie Roll <br> Industries, Inc.<br>| 4843 | &nbsp;&nbsp; 183695 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TreeHouse Foods, <br> Inc.<br>| 22996 | &nbsp;&nbsp; 441983 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Natural <br> Foods, Inc.<br>| 24213 | &nbsp;&nbsp; 669247 |
|  | Universal Corp. | 12143 | &nbsp;&nbsp; 661429 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; USANA Health <br> Sciences, Inc.<br>| 6782 | &nbsp;&nbsp; 199323 |
|  | Utz Brands, Inc. | 11726 | &nbsp;&nbsp; 152790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Village Super Market, <br> Inc., Class A<br>| 5738 | &nbsp;&nbsp; 197387 |
| # | Weis Markets, Inc. | 12183 | &nbsp;&nbsp; 882171 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Willamette Valley <br> Vineyards, Inc.<br>| 206 | &nbsp;&nbsp; 997 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES |  | &nbsp;&nbsp; 38240426 |
| ENERGY — (8.8%) | ENERGY — (8.8%) | ENERGY — (8.8%) | ENERGY — (8.8%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amplify Energy <br> Corp.<br>| 18572 | &nbsp;&nbsp; 70574 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Antero Resources <br> Corp.<br>| 54622 | &nbsp;&nbsp; 1907946 |
| # | APA Corp. | 126318 | &nbsp;&nbsp; 2436674 |
|  | Archrock, Inc. | 39338 | &nbsp;&nbsp; 918936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ardmore Shipping <br> Corp.<br>| 20003 | &nbsp;&nbsp; 217633 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Energy <br> Solutions, Inc.<br>| 25262 | &nbsp;&nbsp; 328406 |
|  | Berry Corp. | 36589 | &nbsp;&nbsp; 110499 |
| \* | Bristow Group, Inc. | 11552 | &nbsp;&nbsp; 399353 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | Cactus, Inc., Class A | 8979 | &nbsp;&nbsp; $379901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; California Resources <br> Corp.<br>| 29851 | &nbsp;&nbsp; 1438221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chord Energy Corp. <br> (CHRD US)<br>| 10711 | &nbsp;&nbsp; 1181745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Civitas Resources, <br> Inc.<br>| 32681 | &nbsp;&nbsp; 992195 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Clean Energy Fuels <br> Corp.<br>| 99591 | &nbsp;&nbsp; 202170 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CNX Resources <br> Corp.<br>| 69077 | &nbsp;&nbsp; 2093724 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Comstock <br> Resources, Inc.<br>| 65466 | &nbsp;&nbsp; 1169877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Core Laboratories, <br> Inc.<br>| 11696 | &nbsp;&nbsp; 127954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Core Natural <br> Resources, Inc.<br>| 4614 | &nbsp;&nbsp; 340559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crescent Energy Co., <br> Class A<br>| 90721 | &nbsp;&nbsp; 838262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delek U.S. Holdings, <br> Inc.<br>| 11039 | &nbsp;&nbsp; 246942 |
|  | DHT Holdings, Inc. | 77872 | &nbsp;&nbsp; 863600 |
| \* | DMC Global, Inc. | 9940 | &nbsp;&nbsp; 80415 |
|  | Dorian LPG Ltd. | 19585 | &nbsp;&nbsp; 563852 |
| \* | DT Midstream, Inc. | 17082 | &nbsp;&nbsp; 1754834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Energy Services of <br> America Corp.<br>| 5176 | &nbsp;&nbsp; 56574 |
|  | Epsilon Energy Ltd. | 6821 | &nbsp;&nbsp; 42631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evolution Petroleum <br> Corp.<br>| 11610 | &nbsp;&nbsp; 56076 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Expro Group <br> Holdings NV<br>| 35866 | &nbsp;&nbsp; 386635 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forum Energy <br> Technologies, Inc.<br>| 4078 | &nbsp;&nbsp; 80377 |
|  | FutureFuel Corp. | 22698 | &nbsp;&nbsp; 91927 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Geospace <br> Technologies <br> Corp.<br>| 4922 | &nbsp;&nbsp; 79786 |
| #\* | Gevo, Inc. | 37657 | &nbsp;&nbsp; 48954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Granite Ridge <br> Resources, Inc.<br>| 35294 | &nbsp;&nbsp; 183176 |
| \* | Green Plains, Inc. | 14161 | &nbsp;&nbsp; 117111 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Island <br> Fabrication, Inc.<br>| 8360 | &nbsp;&nbsp; 56179 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulfport Energy <br> Corp.<br>| 2458 | &nbsp;&nbsp; 428012 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Helix Energy <br> Solutions Group, <br> Inc.<br>| 74063 | &nbsp;&nbsp; 439194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helmerich & Payne, <br> Inc.<br>| 39845 | &nbsp;&nbsp; 645887 |
|  | HF Sinclair Corp. | 67766 | &nbsp;&nbsp; 2977638 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Innovex International, <br> Inc.<br>| 13881 | &nbsp;&nbsp; 227926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Seaways, Inc.<br>| 19284 | &nbsp;&nbsp; 769432 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kodiak Gas Services, <br> Inc.<br>| 20060 | &nbsp;&nbsp; $648540 |
| \* | Kosmos Energy Ltd. | 127185 | &nbsp;&nbsp; 273448 |
|  | Liberty Energy, Inc. | 63928 | &nbsp;&nbsp; 788871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magnolia Oil & Gas <br> Corp., Class A<br>| 53227 | &nbsp;&nbsp; 1267867 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mammoth Energy <br> Services, Inc.<br>| 9096 | &nbsp;&nbsp; 23650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matador Resources <br> Co.<br>| 45213 | &nbsp;&nbsp; 2255224 |
|  | Murphy Oil Corp. | 61922 | &nbsp;&nbsp; 1536285 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nabors Industries <br> Ltd.<br>| 3363 | &nbsp;&nbsp; 116965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NACCO Industries, <br> Inc., Class A<br>| 3182 | &nbsp;&nbsp; 120661 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Energy <br> Services Reunited <br> Corp.<br>| 10697 | &nbsp;&nbsp; 71349 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Natural Gas Services <br> Group, Inc.<br>| 5881 | &nbsp;&nbsp; 141673 |
|  | Noble Corp. PLC | 32200 | &nbsp;&nbsp; 863282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nordic American <br> Tankers Ltd.<br>| 89134 | &nbsp;&nbsp; 248684 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Northern Oil & Gas, <br> Inc.<br>| 38629 | &nbsp;&nbsp; 1087793 |
|  | NOV, Inc. | 140843 | &nbsp;&nbsp; 1771805 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oceaneering <br> International, Inc.<br>| 22794 | &nbsp;&nbsp; 494630 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oil States <br> International, Inc.<br>| 23301 | &nbsp;&nbsp; 116272 |
|  | Ovintiv, Inc. | 87903 | &nbsp;&nbsp; 3619846 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Par Pacific Holdings, <br> Inc.<br>| 14118 | &nbsp;&nbsp; 443023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Patterson-UTI <br> Energy, Inc.<br>| 152640 | &nbsp;&nbsp; 902102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PBF Energy, Inc., <br> Class A<br>| 47516 | &nbsp;&nbsp; 1073862 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Peabody Energy <br> Corp.<br>| 52289 | &nbsp;&nbsp; 844467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Permian Resources <br> Corp.<br>| 264298 | &nbsp;&nbsp; 3742460 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PrimeEnergy <br> Resources Corp.<br>| 646 | &nbsp;&nbsp; 108896 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ProPetro Holding <br> Corp.<br>| 47514 | &nbsp;&nbsp; 254675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Range Resources <br> Corp.<br>| 46978 | &nbsp;&nbsp; 1725032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ranger Energy <br> Services, Inc., <br> Class A<br>| 9962 | &nbsp;&nbsp; 133391 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; REX American <br> Resources Corp.<br>| 8179 | &nbsp;&nbsp; 427598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riley Exploration <br> Permian, Inc.<br>| 8003 | &nbsp;&nbsp; 209999 |
|  | RPC, Inc. | 82897 | &nbsp;&nbsp; 385471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SandRidge Energy, <br> Inc.<br>| 16894 | &nbsp;&nbsp; 175529 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | Schlumberger NV | 8093 | &nbsp;&nbsp; $273543 |
|  | Scorpio Tankers, Inc. | 21314 | &nbsp;&nbsp; 963606 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SEACOR Marine <br> Holdings, Inc.<br>| 10107 | &nbsp;&nbsp; 50535 |
| \* | Seadrill Ltd. | 23676 | &nbsp;&nbsp; 690392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Select Water <br> Solutions, Inc.<br>| 42441 | &nbsp;&nbsp; 408707 |
|  | SFL Corp. Ltd. | 60832 | &nbsp;&nbsp; 558438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sitio Royalties Corp., <br> Class A<br>| 17617 | &nbsp;&nbsp; 320101 |
|  | SM Energy Co. | 45593 | &nbsp;&nbsp; 1257911 |
|  | Smart Sand, Inc. | 3473 | &nbsp;&nbsp; 7085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Solaris Energy <br> Infrastructure, Inc.<br>| 6467 | &nbsp;&nbsp; 211277 |
| \* | Talos Energy, Inc. | 71087 | &nbsp;&nbsp; 607794 |
|  | Teekay Corp. Ltd. | 39916 | &nbsp;&nbsp; 287395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teekay Tankers Ltd., <br> Class A<br>| 14514 | &nbsp;&nbsp; 614668 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TETRA Technologies, <br> Inc.<br>| 51657 | &nbsp;&nbsp; 211794 |
| \* | Tidewater, Inc. | 9603 | &nbsp;&nbsp; 480246 |
| #\* | Transocean Ltd. | 309638 | &nbsp;&nbsp; 904143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VAALCO Energy, <br> Inc.<br>| 40235 | &nbsp;&nbsp; 149674 |
| \* | Valaris Ltd. | 22427 | &nbsp;&nbsp; 1090625 |
| \* | Vital Energy, Inc. | 12376 | &nbsp;&nbsp; 231307 |
| # | Vitesse Energy, Inc. | 11502 | &nbsp;&nbsp; 275243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weatherford <br> International PLC<br>| 9011 | &nbsp;&nbsp; 509572 |
|  | World Kinect Corp. | 30174 | &nbsp;&nbsp; 822845 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp; 62152038 |
| FINANCIALS — (28.5%) | FINANCIALS — (28.5%) | FINANCIALS — (28.5%) | FINANCIALS — (28.5%) |
|  | 1st Source Corp. | 9136 | &nbsp;&nbsp; 546516 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acacia Research <br> Corp.<br>| 36405 | &nbsp;&nbsp; 128874 |
|  | ACNB Corp. | 2594 | &nbsp;&nbsp; 109207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Managers <br> Group, Inc.<br>| 1674 | &nbsp;&nbsp; 351322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alerus Financial <br> Corp.<br>| 9008 | &nbsp;&nbsp; 190429 |
|  | Ally Financial, Inc. | 110586 | &nbsp;&nbsp; 4185680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amalgamated <br> Financial Corp.<br>| 10424 | &nbsp;&nbsp; 302192 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ambac Financial <br> Group, Inc.<br>| 22313 | &nbsp;&nbsp; 187429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amerant Bancorp, <br> Inc.<br>| 14298 | &nbsp;&nbsp; 275951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Coastal <br> Insurance Corp.<br>| 7611 | &nbsp;&nbsp; 79231 |
|  | Ameris Bancorp | 30230 | &nbsp;&nbsp; 2066220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AmeriServ Financial, <br> Inc.<br>| 6300 | &nbsp;&nbsp; 17703 |
|  | Ames National Corp. | 4229 | &nbsp;&nbsp; 76333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arrow Financial <br> Corp.<br>| 6960 | &nbsp;&nbsp; 186528 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated <br> Banc-Corp.<br>| 69447 | &nbsp;&nbsp; $1718119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated Capital <br> Group, Inc., <br> Class A<br>| 738 | &nbsp;&nbsp; 27321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Assured Guaranty <br> Ltd.<br>| 23327 | &nbsp;&nbsp; 1972998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atlantic Union <br> Bankshares Corp.<br>| 52389 | &nbsp;&nbsp; 1660731 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlanticus Holdings <br> Corp.<br>| 5316 | &nbsp;&nbsp; 263833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Auburn National <br> BanCorp, Inc.<br>| 44 | &nbsp;&nbsp; 1230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Axis Capital Holdings <br> Ltd.<br>| 21515 | &nbsp;&nbsp; 2018968 |
| \* | Axos Financial, Inc. | 22189 | &nbsp;&nbsp; 1916020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banc of California, <br> Inc.<br>| 32452 | &nbsp;&nbsp; 471203 |
|  | Bank First Corp. | 1299 | &nbsp;&nbsp; 154347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Hawaii <br> Corp.<br>| 3372 | &nbsp;&nbsp; 208659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Marin <br> Bancorp<br>| 8173 | &nbsp;&nbsp; 185118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of NT <br> Butterfield & Son <br> Ltd.<br>| 11773 | &nbsp;&nbsp; 535789 |
|  | Bank OZK | 42165 | &nbsp;&nbsp; 2078734 |
|  | Bank7 Corp. | 1372 | &nbsp;&nbsp; 60766 |
|  | BankFinancial Corp. | 6411 | &nbsp;&nbsp; 71290 |
|  | BankUnited, Inc. | 28884 | &nbsp;&nbsp; 1053399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bankwell Financial <br> Group, Inc.<br>| 2946 | &nbsp;&nbsp; 117545 |
|  | Banner Corp. | 14954 | &nbsp;&nbsp; 928270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bar Harbor <br> Bankshares<br>| 7076 | &nbsp;&nbsp; 205487 |
|  | BayCom Corp. | 5636 | &nbsp;&nbsp; 152228 |
|  | BCB Bancorp, Inc. | 8990 | &nbsp;&nbsp; 75156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hills <br> Bancorp, Inc.<br>| 21316 | &nbsp;&nbsp; 525226 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Foundry <br> Bancorp<br>| 8269 | &nbsp;&nbsp; 70700 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Ridge <br> Bankshares, Inc.<br>| 29512 | &nbsp;&nbsp; 108309 |
|  | BOK Financial Corp. | 21196 | &nbsp;&nbsp; 2152030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bread Financial <br> Holdings, Inc.<br>| 19436 | &nbsp;&nbsp; 1191427 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bridgewater <br> Bancshares, Inc.<br>| 9928 | &nbsp;&nbsp; 154480 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Brighthouse <br> Financial, Inc.<br>| 25341 | &nbsp;&nbsp; 1212567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookline Bancorp, <br> Inc.<br>| 38982 | &nbsp;&nbsp; 402294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Burke & Herbert <br> Financial Services <br> Corp.<br>| 2550 | &nbsp;&nbsp; 147875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Business First <br> Bancshares, Inc.<br>| 9697 | &nbsp;&nbsp; 230304 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | BV Financial, Inc. | 3545 | &nbsp;&nbsp; $55444 |
|  | Byline Bancorp, Inc. | 15732 | &nbsp;&nbsp; 413752 |
|  | C&F Financial Corp. | 1703 | &nbsp;&nbsp; 108737 |
|  | Cadence Bank | 66147 | &nbsp;&nbsp; 2305223 |
| \* | California BanCorp | 2443 | &nbsp;&nbsp; 36621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Camden National <br> Corp.<br>| 6763 | &nbsp;&nbsp; 255033 |
|  | Capital Bancorp, Inc. | 3528 | &nbsp;&nbsp; 111061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capital City Bank <br> Group, Inc.<br>| 8430 | &nbsp;&nbsp; 333744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capitol Federal <br> Financial, Inc.<br>| 58512 | &nbsp;&nbsp; 352242 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Carter Bankshares, <br> Inc.<br>| 9177 | &nbsp;&nbsp; 159496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cass Information <br> Systems, Inc.<br>| 872 | &nbsp;&nbsp; 34889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay General <br> Bancorp<br>| 28379 | &nbsp;&nbsp; 1283298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Pacific <br> Financial Corp.<br>| 12502 | &nbsp;&nbsp; 333303 |
|  | CF Bankshares, Inc. | 1337 | &nbsp;&nbsp; 31553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chemung Financial <br> Corp.<br>| 1723 | &nbsp;&nbsp; 87184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ChoiceOne Financial <br> Services, Inc.<br>| 876 | &nbsp;&nbsp; 25754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens & Northern <br> Corp.<br>| 7327 | &nbsp;&nbsp; 139360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Community <br> Bancorp, Inc.<br>| 2817 | &nbsp;&nbsp; 41523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial <br> Services, Inc.<br>| 710 | &nbsp;&nbsp; 38120 |
|  | City Holding Co. | 244 | &nbsp;&nbsp; 29792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Civista Bancshares, <br> Inc.<br>| 7147 | &nbsp;&nbsp; 139152 |
|  | CNB Financial Corp. | 9197 | &nbsp;&nbsp; 211071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNO Financial <br> Group, Inc.<br>| 32607 | &nbsp;&nbsp; 1201242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colony Bankcorp, <br> Inc.<br>| 6665 | &nbsp;&nbsp; 109239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking <br> System, Inc.<br>| 49662 | &nbsp;&nbsp; 1181956 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Columbia Financial, <br> Inc.<br>| 12433 | &nbsp;&nbsp; 178911 |
|  | Comerica, Inc. | 44824 | &nbsp;&nbsp; 3028758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community Financial <br> System, Inc.<br>| 15875 | &nbsp;&nbsp; 836613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community Trust <br> Bancorp, Inc.<br>| 9089 | &nbsp;&nbsp; 490624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Community West <br> Bancshares<br>| 7208 | &nbsp;&nbsp; 138754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ConnectOne <br> Bancorp, Inc.<br>| 22861 | &nbsp;&nbsp; 526489 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Consumer Portfolio <br> Services, Inc.<br>| 9697 | &nbsp;&nbsp; 76606 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Customers Bancorp, <br> Inc.<br>| 14592 | &nbsp;&nbsp; 930240 |
|  | CVB Financial Corp. | 43287 | &nbsp;&nbsp; 809034 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DigitalBridge Group, <br> Inc.<br>| 38290 | &nbsp;&nbsp; $411235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dime Community <br> Bancshares, Inc.<br>| 15816 | &nbsp;&nbsp; 438261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 12902 | &nbsp;&nbsp; 221269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Donegal Group, Inc. <br> (DGICB US), <br> Class B<br>| 592 | &nbsp;&nbsp; 9176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Bancorp <br> Montana, Inc.<br>| 1910 | &nbsp;&nbsp; 30789 |
|  | Eagle Bancorp, Inc. | 13374 | &nbsp;&nbsp; 215188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eagle Financial <br> Services, Inc.<br>| 386 | &nbsp;&nbsp; 12742 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Bankshares, <br> Inc.<br>| 60391 | &nbsp;&nbsp; 933041 |
| \* | eHealth, Inc. | 10722 | &nbsp;&nbsp; 36455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Employers Holdings, <br> Inc.<br>| 12740 | &nbsp;&nbsp; 525907 |
|  | Enact Holdings, Inc. | 13902 | &nbsp;&nbsp; 483234 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Encore Capital <br> Group, Inc.<br>| 11918 | &nbsp;&nbsp; 439536 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enova International, <br> Inc.<br>| 12570 | &nbsp;&nbsp; 1314319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enterprise Financial <br> Services Corp.<br>| 14118 | &nbsp;&nbsp; 779172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Equity Bancshares, <br> Inc., Class A<br>| 7811 | &nbsp;&nbsp; 293537 |
|  | Essent Group Ltd. | 37252 | &nbsp;&nbsp; 2085739 |
|  | Everest Group Ltd. | 1608 | &nbsp;&nbsp; 539966 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EZCORP, Inc., <br> Class A<br>| 26696 | &nbsp;&nbsp; 382287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; F&G Annuities & Life, <br> Inc.<br>| 3226 | &nbsp;&nbsp; 102942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farmers & Merchants <br> Bancorp, Inc.<br>| 3706 | &nbsp;&nbsp; 88981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farmers National <br> Banc Corp.<br>| 14377 | &nbsp;&nbsp; 194665 |
|  | FB Financial Corp. | 18993 | &nbsp;&nbsp; 926099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Agricultural <br> Mortgage Corp. <br> (AGM US), <br> Class C<br>| 3289 | &nbsp;&nbsp; 566596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelis Insurance <br> Holdings Ltd.<br>| 14373 | &nbsp;&nbsp; 217176 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Finance of America <br> Cos., Inc., Class A<br>| 1718 | &nbsp;&nbsp; 36989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Financial Institutions, <br> Inc.<br>| 8034 | &nbsp;&nbsp; 204787 |
| \* | Finwise Bancorp | 878 | &nbsp;&nbsp; 15690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First American <br> Financial Corp.<br>| 34905 | &nbsp;&nbsp; 2096045 |
|  | First BanCorp | 59213 | &nbsp;&nbsp; 1233407 |
|  | First Bancorp, Inc. | 4291 | &nbsp;&nbsp; 108176 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First <br> Bancorp/Southern <br> Pines NC<br>| 16179 | &nbsp;&nbsp; $810406 |
|  | First Bank | 8959 | &nbsp;&nbsp; 133489 |
|  | First Busey Corp. | 36713 | &nbsp;&nbsp; 819434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Business <br> Financial Services, <br> Inc.<br>| 3548 | &nbsp;&nbsp; 168956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Commonwealth <br> Financial Corp.<br>| 44620 | &nbsp;&nbsp; 736676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Community <br> Bankshares, Inc.<br>| 8793 | &nbsp;&nbsp; 320945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Community <br> Corp.<br>| 2210 | &nbsp;&nbsp; 54753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Bancorp<br>| 40714 | &nbsp;&nbsp; 986907 |
|  | First Financial Corp. | 5163 | &nbsp;&nbsp; 276479 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; First Financial <br> Northwest, Inc.<br>| 2949 | &nbsp;&nbsp; 3539 |
| \* | First Foundation, Inc. | 30577 | &nbsp;&nbsp; 148910 |
|  | First Hawaiian, Inc. | 45360 | &nbsp;&nbsp; 1099980 |
|  | First Horizon Corp. | 186047 | &nbsp;&nbsp; 4057685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Internet <br> Bancorp<br>| 4583 | &nbsp;&nbsp; 100505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Interstate <br> BancSystem, Inc., <br> Class A<br>| 34261 | &nbsp;&nbsp; 986374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Merchants <br> Corp.<br>| 24216 | &nbsp;&nbsp; 923114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Mid Bancshares, <br> Inc.<br>| 8459 | &nbsp;&nbsp; 321188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Northwest <br> Bancorp<br>| 2324 | &nbsp;&nbsp; 17779 |
|  | First United Corp. | 2632 | &nbsp;&nbsp; 86514 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Western <br> Financial, Inc.<br>| 4390 | &nbsp;&nbsp; 95022 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Firstsun Capital <br> Bancorp<br>| 1309 | &nbsp;&nbsp; 46535 |
|  | Five Star Bancorp | 3648 | &nbsp;&nbsp; 109768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flagstar Financial, <br> Inc.<br>| 2136 | &nbsp;&nbsp; 24115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flushing Financial <br> Corp.<br>| 14992 | &nbsp;&nbsp; 179754 |
| \* | Flywire Corp. | 8899 | &nbsp;&nbsp; 96910 |
|  | FNB Corp. | 131924 | &nbsp;&nbsp; 2021076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Financial <br> Services Corp.<br>| 986 | &nbsp;&nbsp; 39637 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Franklin Resources, <br> Inc.<br>| 135673 | &nbsp;&nbsp; 3256152 |
|  | FS Bancorp, Inc. | 3495 | &nbsp;&nbsp; 136620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fulton Financial <br> Corp.<br>| 72404 | &nbsp;&nbsp; 1299652 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fundamental Global, <br> Inc.<br>| 144 | &nbsp;&nbsp; 2994 |
| \* | FVCBankcorp, Inc. | 2378 | &nbsp;&nbsp; 30462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genworth Financial, <br> Inc.<br>| 185420 | &nbsp;&nbsp; 1457401 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; German American <br> Bancorp, Inc.<br>| 7109 | &nbsp;&nbsp; $273128 |
|  | Glacier Bancorp, Inc. | 1394 | &nbsp;&nbsp; 61099 |
|  | Globe Life, Inc. | 16906 | &nbsp;&nbsp; 2374786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoHealth, Inc., <br> Class A<br>| 897 | &nbsp;&nbsp; 5499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Southern <br> Bancorp, Inc.<br>| 6183 | &nbsp;&nbsp; 352060 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Green Dot Corp., <br> Class A<br>| 19681 | &nbsp;&nbsp; 199172 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Greenlight Capital Re <br> Ltd., Class A<br>| 15670 | &nbsp;&nbsp; 203710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guaranty <br> Bancshares, Inc.<br>| 3975 | &nbsp;&nbsp; 173350 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hamilton Insurance <br> Group Ltd., <br> Class B<br>| 3950 | &nbsp;&nbsp; 84886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hancock Whitney <br> Corp.<br>| 32688 | &nbsp;&nbsp; 1952127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanmi Financial <br> Corp.<br>| 13939 | &nbsp;&nbsp; 317949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanover Bancorp, <br> Inc.<br>| 1044 | &nbsp;&nbsp; 21726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HarborOne Bancorp, <br> Inc.<br>| 21906 | &nbsp;&nbsp; 259148 |
|  | HBT Financial, Inc. | 7866 | &nbsp;&nbsp; 195627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Commerce <br> Corp.<br>| 28102 | &nbsp;&nbsp; 259944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Financial <br> Corp.<br>| 15148 | &nbsp;&nbsp; 341436 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heritage Insurance <br> Holdings, Inc.<br>| 11919 | &nbsp;&nbsp; 251372 |
|  | Hilltop Holdings, Inc. | 21057 | &nbsp;&nbsp; 623287 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hingham Institution <br> For Savings<br>| 766 | &nbsp;&nbsp; 187578 |
| \* | Hippo Holdings, Inc. | 105 | &nbsp;&nbsp; 2713 |
|  | Home Bancorp, Inc. | 3022 | &nbsp;&nbsp; 158020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Home BancShares, <br> Inc.<br>| 42797 | &nbsp;&nbsp; 1205164 |
| \* | HomeStreet, Inc. | 8369 | &nbsp;&nbsp; 109467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HomeTrust <br> Bancshares, Inc.<br>| 6246 | &nbsp;&nbsp; 242720 |
|  | Hope Bancorp, Inc. | 57831 | &nbsp;&nbsp; 577732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Horace Mann <br> Educators Corp.<br>| 18738 | &nbsp;&nbsp; 796927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Horizon Bancorp, <br> Inc.<br>| 21774 | &nbsp;&nbsp; 337279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank <br> Corp. (IBCP US)<br>| 10136 | &nbsp;&nbsp; 309655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank <br> Corp. (INDB US)<br>| 16989 | &nbsp;&nbsp; 1079651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International <br> Bancshares Corp.<br>| 21234 | &nbsp;&nbsp; 1447734 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; International Money <br> Express, Inc.<br>| 2142 | &nbsp;&nbsp; 19257 |
|  | Invesco Ltd. | 156477 | &nbsp;&nbsp; 3287582 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Investar Holding <br> Corp.<br>| 4282 | &nbsp;&nbsp; $92919 |
|  | Investors Title Co. | 721 | &nbsp;&nbsp; 152290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jackson Financial, <br> Inc., Class A<br>| 30536 | &nbsp;&nbsp; 2673732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; James River Group <br> Holdings Ltd.<br>| 15764 | &nbsp;&nbsp; 89855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Janus Henderson <br> Group PLC<br>| 49752 | &nbsp;&nbsp; 2154262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kearny Financial <br> Corp.<br>| 31702 | &nbsp;&nbsp; 187993 |
|  | Kemper Corp. | 17626 | &nbsp;&nbsp; 1085585 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kentucky First <br> Federal Bancorp<br>| 120 | &nbsp;&nbsp; 384 |
| \* | Kestrel Group Ltd. | 469 | &nbsp;&nbsp; 12747 |
| \* | Kingstone Cos., Inc. | 982 | &nbsp;&nbsp; 16095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Landmark Bancorp, <br> Inc.<br>| 284 | &nbsp;&nbsp; 6898 |
|  | LCNB Corp. | 4043 | &nbsp;&nbsp; 59675 |
| \* | LendingClub Corp. | 43067 | &nbsp;&nbsp; 671415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln National <br> Corp.<br>| 16779 | &nbsp;&nbsp; 639448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Live Oak <br> Bancshares, Inc.<br>| 14052 | &nbsp;&nbsp; 444184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MainStreet <br> Bancshares, Inc.<br>| 762 | &nbsp;&nbsp; 15392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercantile Bank <br> Corp.<br>| 7428 | &nbsp;&nbsp; 339385 |
|  | Merchants Bancorp | 11331 | &nbsp;&nbsp; 331998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercury General <br> Corp.<br>| 19773 | &nbsp;&nbsp; 1369280 |
|  | Meridian Corp. | 3023 | &nbsp;&nbsp; 44529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metrocity <br> Bankshares, Inc.<br>| 4795 | &nbsp;&nbsp; 132342 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Bank <br> Holding Corp.<br>| 3999 | &nbsp;&nbsp; 282089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MGIC Investment <br> Corp.<br>| 91916 | &nbsp;&nbsp; 2380624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mid Penn Bancorp, <br> Inc.<br>| 6874 | &nbsp;&nbsp; 188691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Midland States <br> Bancorp, Inc.<br>| 10059 | &nbsp;&nbsp; 170601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MidWestOne <br> Financial Group, <br> Inc.<br>| 7876 | &nbsp;&nbsp; 216905 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mr. Cooper Group, <br> Inc.<br>| 17011 | &nbsp;&nbsp; 2648953 |
|  | MVB Financial Corp. | 5467 | &nbsp;&nbsp; 124320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank <br> Holdings Corp., <br> Class A<br>| 12704 | &nbsp;&nbsp; 470810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bankshares, <br> Inc.<br>| 1859 | &nbsp;&nbsp; 51606 |
|  | Navient Corp. | 63677 | &nbsp;&nbsp; 823980 |
|  | NBT Bancorp, Inc. | 19343 | &nbsp;&nbsp; 800413 |
|  | Nelnet, Inc., Class A | 12372 | &nbsp;&nbsp; 1543654 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NerdWallet, Inc., <br> Class A<br>| 8811 | &nbsp;&nbsp; $93308 |
| \* | NI Holdings, Inc. | 966 | &nbsp;&nbsp; 12307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nicolet Bankshares, <br> Inc.<br>| 5082 | &nbsp;&nbsp; 655578 |
| \* | NMI Holdings, Inc. | 31403 | &nbsp;&nbsp; 1171960 |
|  | Northeast Bank | 3766 | &nbsp;&nbsp; 373474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast Community <br> Bancorp, Inc.<br>| 5087 | &nbsp;&nbsp; 105097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northfield Bancorp, <br> Inc.<br>| 23415 | &nbsp;&nbsp; 249370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northrim BanCorp, <br> Inc.<br>| 2573 | &nbsp;&nbsp; 214923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northwest <br> Bancshares, Inc.<br>| 64462 | &nbsp;&nbsp; 754205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Norwood Financial <br> Corp.<br>| 1470 | &nbsp;&nbsp; 35633 |
|  | Oak Valley Bancorp | 1867 | &nbsp;&nbsp; 49756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OceanFirst Financial <br> Corp.<br>| 25645 | &nbsp;&nbsp; 430323 |
|  | OFG Bancorp | 21588 | &nbsp;&nbsp; 920081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ohio Valley Banc <br> Corp.<br>| 197 | &nbsp;&nbsp; 6351 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Old Market Capital <br> Corp.<br>| 1554 | &nbsp;&nbsp; 8951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old National <br> Bancorp<br>| 118603 | &nbsp;&nbsp; 2503709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Republic <br> International Corp.<br>| 44817 | &nbsp;&nbsp; 1621031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Second Bancorp, <br> Inc.<br>| 19086 | &nbsp;&nbsp; 323889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OneMain Holdings, <br> Inc.<br>| 39615 | &nbsp;&nbsp; 2289351 |
| \* | Onity Group, Inc. | 3382 | &nbsp;&nbsp; 127569 |
|  | OP Bancorp | 4262 | &nbsp;&nbsp; 54554 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oportun Financial <br> Corp.<br>| 14967 | &nbsp;&nbsp; 91748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 4057 | &nbsp;&nbsp; 307561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orange County <br> Bancorp, Inc.<br>| 498 | &nbsp;&nbsp; 12445 |
|  | Origin Bancorp, Inc. | 10722 | &nbsp;&nbsp; 391889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orrstown Financial <br> Services, Inc.<br>| 5160 | &nbsp;&nbsp; 169558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Premier <br> Bancorp, Inc.<br>| 39409 | &nbsp;&nbsp; 853993 |
|  | Park National Corp. | 5136 | &nbsp;&nbsp; 831364 |
|  | Parke Bancorp, Inc. | 4963 | &nbsp;&nbsp; 102486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pathward Financial, <br> Inc.<br>| 8745 | &nbsp;&nbsp; 661341 |
| \* | Paysafe Ltd. | 21343 | &nbsp;&nbsp; 259317 |
|  | PCB Bancorp | 5178 | &nbsp;&nbsp; 105838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peapack-Gladstone <br> Financial Corp.<br>| 8909 | &nbsp;&nbsp; 227001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PennyMac Financial <br> Services, Inc.<br>| 15383 | &nbsp;&nbsp; 1432773 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Bancorp of <br> North Carolina, <br> Inc.<br>| 1852 | &nbsp;&nbsp; $53171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Bancorp, <br> Inc.<br>| 16200 | &nbsp;&nbsp; 463968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Peoples Financial <br> Services Corp.<br>| 3356 | &nbsp;&nbsp; 163471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pinnacle Financial <br> Partners, Inc.<br>| 16832 | &nbsp;&nbsp; 1479364 |
|  | Plumas Bancorp | 212 | &nbsp;&nbsp; 8747 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ponce Financial <br> Group, Inc.<br>| 8672 | &nbsp;&nbsp; 121842 |
|  | Popular, Inc. | 24602 | &nbsp;&nbsp; 2818897 |
| \* | PRA Group, Inc. | 16082 | &nbsp;&nbsp; 244446 |
|  | Preferred Bank | 5144 | &nbsp;&nbsp; 467178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primis Financial <br> Corp.<br>| 13753 | &nbsp;&nbsp; 153896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Princeton Bancorp, <br> Inc.<br>| 440 | &nbsp;&nbsp; 13284 |
| \* | ProAssurance Corp. | 18506 | &nbsp;&nbsp; 439703 |
|  | PROG Holdings, Inc. | 1593 | &nbsp;&nbsp; 50721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prosperity <br> Bancshares, Inc.<br>| 34555 | &nbsp;&nbsp; 2302054 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Provident Bancorp, <br> Inc.<br>| 5513 | &nbsp;&nbsp; 67314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Provident Financial <br> Holdings, Inc.<br>| 3183 | &nbsp;&nbsp; 48779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Provident Financial <br> Services, Inc.<br>| 50935 | &nbsp;&nbsp; 928036 |
|  | QCR Holdings, Inc. | 8025 | &nbsp;&nbsp; 569775 |
|  | Radian Group, Inc. | 26033 | &nbsp;&nbsp; 848936 |
|  | RBB Bancorp | 7237 | &nbsp;&nbsp; 131062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Red River <br> Bancshares, Inc.<br>| 1869 | &nbsp;&nbsp; 112458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regional <br> Management <br> Corp.<br>| 4935 | &nbsp;&nbsp; 164039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reinsurance Group <br> of America, Inc.<br>| 9610 | &nbsp;&nbsp; 1849444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RenaissanceRe <br> Holdings Ltd.<br>| 9751 | &nbsp;&nbsp; 2376709 |
|  | Renasant Corp. | 35978 | &nbsp;&nbsp; 1318234 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Repay Holdings <br> Corp.<br>| 36159 | &nbsp;&nbsp; 177902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Republic Bancorp, <br> Inc., Class A<br>| 6384 | &nbsp;&nbsp; 439602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riverview Bancorp, <br> Inc.<br>| 6235 | &nbsp;&nbsp; 30739 |
|  | S&T Bancorp, Inc. | 16555 | &nbsp;&nbsp; 606575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Safety Insurance <br> Group, Inc.<br>| 5028 | &nbsp;&nbsp; 353720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seacoast Banking <br> Corp. of Florida<br>| 23476 | &nbsp;&nbsp; 661788 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Security National <br> Financial Corp., <br> Class A<br>| 6827 | &nbsp;&nbsp; 57893 |
| \* | Selectquote, Inc. | 24493 | &nbsp;&nbsp; 43108 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shore Bancshares, <br> Inc.<br>| 11771 | &nbsp;&nbsp; $182568 |
|  | Sierra Bancorp | 7598 | &nbsp;&nbsp; 222773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simmons First <br> National Corp., <br> Class A<br>| 47374 | &nbsp;&nbsp; 908160 |
| \* | SiriusPoint Ltd. | 53320 | &nbsp;&nbsp; 1045605 |
|  | SmartFinancial, Inc. | 6619 | &nbsp;&nbsp; 226767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; South Plains <br> Financial, Inc.<br>| 5221 | &nbsp;&nbsp; 193751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Southern First <br> Bancshares, Inc.<br>| 3517 | &nbsp;&nbsp; 146167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Missouri <br> Bancorp, Inc.<br>| 4188 | &nbsp;&nbsp; 226529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southside <br> Bancshares, Inc.<br>| 9997 | &nbsp;&nbsp; 294312 |
|  | SouthState Corp. | 35227 | &nbsp;&nbsp; 3317327 |
|  | Stellar Bancorp, Inc. | 10897 | &nbsp;&nbsp; 321788 |
| \*»†† | &nbsp;&nbsp;&nbsp;&nbsp; Sterling Bancorp, <br> Inc.<br>| 2736 | &nbsp;&nbsp; 0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Stewart Information <br> Services Corp.<br>| 9563 | &nbsp;&nbsp; 620926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stock Yards Bancorp, <br> Inc.<br>| 2305 | &nbsp;&nbsp; 172322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Synovus Financial <br> Corp.<br>| 26767 | &nbsp;&nbsp; 1264473 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Texas Capital <br> Bancshares, Inc.<br>| 21787 | &nbsp;&nbsp; 1829454 |
|  | TFS Financial Corp. | 7575 | &nbsp;&nbsp; 99308 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Third Coast <br> Bancshares, Inc.<br>| 3400 | &nbsp;&nbsp; 128010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Timberland Bancorp, <br> Inc.<br>| 3400 | &nbsp;&nbsp; 106386 |
|  | Tiptree, Inc. | 18356 | &nbsp;&nbsp; 381438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tompkins Financial <br> Corp.<br>| 4409 | &nbsp;&nbsp; 285174 |
|  | Towne Bank | 29337 | &nbsp;&nbsp; 1027675 |
|  | TriCo Bancshares | 10861 | &nbsp;&nbsp; 446604 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Triumph Financial, <br> Inc.<br>| 5537 | &nbsp;&nbsp; 314059 |
|  | TrustCo Bank Corp. | 9640 | &nbsp;&nbsp; 323518 |
|  | Trustmark Corp. | 24675 | &nbsp;&nbsp; 919144 |
|  | UMB Financial Corp. | 17976 | &nbsp;&nbsp; 1977180 |
| \*»†† | &nbsp;&nbsp;&nbsp;&nbsp; Unico American <br> Corp.<br>| 1400 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Bancshares, <br> Inc.<br>| 406 | &nbsp;&nbsp; 11916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Bankshares, <br> Inc.<br>| 50669 | &nbsp;&nbsp; 1799763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Community <br> Banks, Inc.<br>| 43727 | &nbsp;&nbsp; 1333674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Fire Group, <br> Inc.<br>| 11071 | &nbsp;&nbsp; 293935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Security <br> Bancshares<br>| 4425 | &nbsp;&nbsp; 37834 |
|  | Unity Bancorp, Inc. | 3541 | &nbsp;&nbsp; 173899 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Insurance <br> Holdings, Inc.<br>| 15069 | &nbsp;&nbsp; $356231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Univest Financial <br> Corp.<br>| 14672 | &nbsp;&nbsp; 423140 |
|  | Unum Group | 36683 | &nbsp;&nbsp; 2634206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; USCB Financial <br> Holdings, Inc.<br>| 744 | &nbsp;&nbsp; 12380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valley National <br> Bancorp<br>| 202531 | &nbsp;&nbsp; 1877462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Velocity Financial, <br> Inc.<br>| 7507 | &nbsp;&nbsp; 124616 |
| # | Veritex Holdings, Inc. | 17844 | &nbsp;&nbsp; 566012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virginia National <br> Bankshares Corp.<br>| 967 | &nbsp;&nbsp; 35653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Virtus Investment <br> Partners, Inc.<br>| 1823 | &nbsp;&nbsp; 352404 |
|  | Voya Financial, Inc. | 11291 | &nbsp;&nbsp; 790370 |
|  | WaFd, Inc. | 36628 | &nbsp;&nbsp; 1066058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walker & Dunlop, <br> Inc.<br>| 9337 | &nbsp;&nbsp; 700368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Washington Trust <br> Bancorp, Inc.<br>| 7731 | &nbsp;&nbsp; 208273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waterstone Financial, <br> Inc.<br>| 11818 | &nbsp;&nbsp; 157298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Webster Financial <br> Corp.<br>| 57555 | &nbsp;&nbsp; 3318046 |
|  | WesBanco, Inc. | 38934 | &nbsp;&nbsp; 1173081 |
|  | West BanCorp, Inc. | 6124 | &nbsp;&nbsp; 110171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westamerica <br> BanCorp<br>| 3243 | &nbsp;&nbsp; 155340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Alliance <br> Bancorp<br>| 18674 | &nbsp;&nbsp; 1448355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western New <br> England Bancorp, <br> Inc.<br>| 12440 | &nbsp;&nbsp; 132486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westwood Holdings <br> Group, Inc.<br>| 1679 | &nbsp;&nbsp; 29349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; White Mountains <br> Insurance Group <br> Ltd.<br>| 936 | &nbsp;&nbsp; 1673381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wintrust Financial <br> Corp.<br>| 14812 | &nbsp;&nbsp; 1895640 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; World Acceptance <br> Corp.<br>| 2057 | &nbsp;&nbsp; 323607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WSFS Financial <br> Corp.<br>| 25747 | &nbsp;&nbsp; 1411965 |
|  | Zions Bancorp NA | 51083 | &nbsp;&nbsp; 2739070 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp; 201901892 |
| HEALTH CARE — (6.8%) | HEALTH CARE — (6.8%) | HEALTH CARE — (6.8%) | HEALTH CARE — (6.8%) |
| #\* | Absci Corp. | 11913 | &nbsp;&nbsp; 33714 |
| \* | AC Immune SA | 10323 | &nbsp;&nbsp; 22298 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acadia Healthcare <br> Co., Inc.<br>| 13977 | &nbsp;&nbsp; 304279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aclaris Therapeutics, <br> Inc.<br>| 4478 | &nbsp;&nbsp; 6851 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acrivon Therapeutics, <br> Inc.<br>| 1642 | &nbsp;&nbsp; $2102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acumen <br> Pharmaceuticals, <br> Inc.<br>| 9637 | &nbsp;&nbsp; 13492 |
| \* | AdaptHealth Corp. | 39609 | &nbsp;&nbsp; 355293 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Addus HomeCare <br> Corp.<br>| 6561 | &nbsp;&nbsp; 700584 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adverum <br> Biotechnologies, <br> Inc.<br>| 4289 | &nbsp;&nbsp; 10251 |
| \* | Alkermes PLC | 870 | &nbsp;&nbsp; 23046 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Allogene <br> Therapeutics, Inc.<br>| 55637 | &nbsp;&nbsp; 68434 |
| \* | Amedisys, Inc. | 9245 | &nbsp;&nbsp; 911557 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Shared <br> Hospital Services<br>| 400 | &nbsp;&nbsp; 1008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Well Corp., <br> Class A<br>| 5536 | &nbsp;&nbsp; 40690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AMN Healthcare <br> Services, Inc.<br>| 9886 | &nbsp;&nbsp; 181309 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amneal <br> Pharmaceuticals, <br> Inc.<br>| 5504 | &nbsp;&nbsp; 43041 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amphastar <br> Pharmaceuticals, <br> Inc.<br>| 9898 | &nbsp;&nbsp; 207363 |
| \* | AngioDynamics, Inc. | 12827 | &nbsp;&nbsp; 113647 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anika Therapeutics, <br> Inc.<br>| 8087 | &nbsp;&nbsp; 66758 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arcturus Therapeutics <br> Holdings, Inc.<br>| 7900 | &nbsp;&nbsp; 96459 |
| \* | Astrana Health, Inc. | 4860 | &nbsp;&nbsp; 115960 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atea <br> Pharmaceuticals, <br> Inc.<br>| 25609 | &nbsp;&nbsp; 93217 |
| \* | Avanos Medical, Inc. | 20933 | &nbsp;&nbsp; 233822 |
| \* | Avantor, Inc. | 101916 | &nbsp;&nbsp; 1369751 |
| \* | Azenta, Inc. | 17040 | &nbsp;&nbsp; 557208 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BioLife Solutions, <br> Inc.<br>| 2267 | &nbsp;&nbsp; 48196 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bio-Rad Laboratories, <br> Inc., Class A<br>| 8518 | &nbsp;&nbsp; 2060930 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Black Diamond <br> Therapeutics, Inc.<br>| 968 | &nbsp;&nbsp; 2575 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BrightSpring Health <br> Services, Inc.<br>| 8755 | &nbsp;&nbsp; 180791 |
| \* | CareDx, Inc. | 6421 | &nbsp;&nbsp; 78882 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Caribou Biosciences, <br> Inc.<br>| 31103 | &nbsp;&nbsp; 63139 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Castle Biosciences, <br> Inc.<br>| 10989 | &nbsp;&nbsp; 166483 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Catalyst <br> Pharmaceuticals, <br> Inc.<br>| 3233 | &nbsp;&nbsp; 68960 |
| \* | Centene Corp. | 17573 | &nbsp;&nbsp; 458128 |
| \* | Certara, Inc. | 57452 | &nbsp;&nbsp; 565328 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Community Health <br> Systems, Inc.<br>| 581 | &nbsp;&nbsp; $1511 |
|  | CONMED Corp. | 5265 | &nbsp;&nbsp; 269305 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cross Country <br> Healthcare, Inc.<br>| 12302 | &nbsp;&nbsp; 165462 |
| \* | CryoPort, Inc. | 17262 | &nbsp;&nbsp; 126530 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cullinan <br> Therapeutics, Inc.<br>| 19365 | &nbsp;&nbsp; 150466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cumberland <br> Pharmaceuticals, <br> Inc.<br>| 4400 | &nbsp;&nbsp; 15180 |
| \* | CureVac NV | 4170 | &nbsp;&nbsp; 22476 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cytek Biosciences, <br> Inc.<br>| 45685 | &nbsp;&nbsp; 164466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Day One <br> Biopharmaceuticals, <br> Inc.<br>| 20357 | &nbsp;&nbsp; 136595 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Definitive Healthcare <br> Corp.<br>| 26830 | &nbsp;&nbsp; 104637 |
|  | Dentsply Sirona, Inc. | 37245 | &nbsp;&nbsp; 532976 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Design Therapeutics, <br> Inc.<br>| 10462 | &nbsp;&nbsp; 40488 |
| \* | DocGo, Inc. | 11281 | &nbsp;&nbsp; 15342 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dynavax <br> Technologies <br> Corp.<br>| 16534 | &nbsp;&nbsp; 181543 |
| \* | Editas Medicine, Inc. | 10379 | &nbsp;&nbsp; 26051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Elanco Animal <br> Health, Inc.<br>| 184245 | &nbsp;&nbsp; 2520472 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Emergent <br> BioSolutions, Inc.<br>| 20652 | &nbsp;&nbsp; 121434 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Enanta <br> Pharmaceuticals, <br> Inc.<br>| 4930 | &nbsp;&nbsp; 37369 |
| \* | Enhabit, Inc. | 20881 | &nbsp;&nbsp; 140320 |
| \* | Enovis Corp. | 22152 | &nbsp;&nbsp; 593674 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Entrada <br> Therapeutics, Inc.<br>| 7205 | &nbsp;&nbsp; 42365 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Envista Holdings <br> Corp.<br>| 63518 | &nbsp;&nbsp; 1199855 |
| \* | Erasca, Inc. | 67348 | &nbsp;&nbsp; 95297 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Evolent Health, Inc., <br> Class A<br>| 17540 | &nbsp;&nbsp; 176277 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fate Therapeutics, <br> Inc.<br>| 41054 | &nbsp;&nbsp; 45159 |
| \* | FONAR Corp. | 2833 | &nbsp;&nbsp; 44223 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fulcrum <br> Therapeutics, Inc.<br>| 19344 | &nbsp;&nbsp; 130185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fulgent Genetics, <br> Inc.<br>| 13562 | &nbsp;&nbsp; 232995 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GeneDx Holdings <br> Corp.<br>| 262 | &nbsp;&nbsp; 26711 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Ginkgo Bioworks <br> Holdings, Inc.<br>| 6600 | &nbsp;&nbsp; 86724 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Globus Medical, Inc., <br> Class A<br>| 191 | &nbsp;&nbsp; 10052 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoodRx Holdings, <br> Inc., Class A<br>| 19221 | &nbsp;&nbsp; $92069 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harmony Biosciences <br> Holdings, Inc.<br>| 4188 | &nbsp;&nbsp; 147334 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harvard Bioscience, <br> Inc.<br>| 10583 | &nbsp;&nbsp; 4929 |
| \* | Health Catalyst, Inc. | 25799 | &nbsp;&nbsp; 94166 |
|  | HealthStream, Inc. | 13268 | &nbsp;&nbsp; 347091 |
| \* | ICON PLC | 5255 | &nbsp;&nbsp; 889093 |
| #\* | ICU Medical, Inc. | 4613 | &nbsp;&nbsp; 592355 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; InfuSystem Holdings, <br> Inc.<br>| 6031 | &nbsp;&nbsp; 33774 |
| \* | Innoviva, Inc. | 33528 | &nbsp;&nbsp; 609204 |
| \* | Inogen, Inc. | 9952 | &nbsp;&nbsp; 62797 |
| \* | Inotiv, Inc. | 5216 | &nbsp;&nbsp; 10484 |
| \* | Instil Bio, Inc. | 2377 | &nbsp;&nbsp; 57048 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integer Holdings <br> Corp.<br>| 8566 | &nbsp;&nbsp; 929497 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Integra LifeSciences <br> Holdings Corp.<br>| 21973 | &nbsp;&nbsp; 288725 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Intellia Therapeutics, <br> Inc.<br>| 17779 | &nbsp;&nbsp; 206948 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; iTeos Therapeutics, <br> Inc.<br>| 12882 | &nbsp;&nbsp; 130623 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Janux Therapeutics, <br> Inc.<br>| 5870 | &nbsp;&nbsp; 140968 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jazz Pharmaceuticals <br> PLC<br>| 16053 | &nbsp;&nbsp; 1840155 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kewaunee Scientific <br> Corp.<br>| 775 | &nbsp;&nbsp; 42889 |
| »†† | &nbsp;&nbsp;&nbsp;&nbsp; Kinnate Biopharma, <br> Inc.<br>| 1216 | &nbsp;&nbsp; 85 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kodiak Sciences, <br> Inc.<br>| 15660 | &nbsp;&nbsp; 102965 |
| \* | Kura Oncology, Inc. | 9908 | &nbsp;&nbsp; 59943 |
| \* | Lantern Pharma, Inc. | 1052 | &nbsp;&nbsp; 4671 |
| \* | LENSAR, Inc. | 1092 | &nbsp;&nbsp; 14076 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LifeStance Health <br> Group, Inc.<br>| 46018 | &nbsp;&nbsp; 183152 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ligand <br> Pharmaceuticals, <br> Inc.<br>| 6757 | &nbsp;&nbsp; 889086 |
| \* | LivaNova PLC | 9769 | &nbsp;&nbsp; 412154 |
| \* | MaxCyte, Inc. | 35088 | &nbsp;&nbsp; 72281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mesa Laboratories, <br> Inc.<br>| 770 | &nbsp;&nbsp; 58890 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Molina Healthcare, <br> Inc.<br>| 7135 | &nbsp;&nbsp; 1126402 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Monte Rosa <br> Therapeutics, Inc.<br>| 10413 | &nbsp;&nbsp; 51544 |
| \* | Myriad Genetics, Inc. | 19700 | &nbsp;&nbsp; 75648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National HealthCare <br> Corp.<br>| 7051 | &nbsp;&nbsp; 677108 |
| \* | Neogen Corp. | 66505 | &nbsp;&nbsp; 309248 |
| \* | NeoGenomics, Inc. | 31942 | &nbsp;&nbsp; 154599 |
| \* | Nkarta, Inc. | 11627 | &nbsp;&nbsp; 25231 |
| \* | Nuvation Bio, Inc. | 15889 | &nbsp;&nbsp; 37498 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. <br> (2200963D US)<br>| 521 | &nbsp;&nbsp; $0 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. <br> (2200964D US)<br>| 521 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. (OABI <br> UQ)<br>| 43030 | &nbsp;&nbsp; 82187 |
| \* | Omnicell, Inc. | 13923 | &nbsp;&nbsp; 431752 |
| #\* | OPKO Health, Inc. | 44822 | &nbsp;&nbsp; 57372 |
| \* | OptimizeRx Corp. | 5530 | &nbsp;&nbsp; 69789 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OraSure <br> Technologies, Inc.<br>| 37582 | &nbsp;&nbsp; 119511 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Organogenesis <br> Holdings, Inc.<br>| 36148 | &nbsp;&nbsp; 167004 |
| \* | Orthofix Medical, Inc. | 14227 | &nbsp;&nbsp; 157066 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; OrthoPediatrics <br> Corp.<br>| 8410 | &nbsp;&nbsp; 174255 |
| \* | Owens & Minor, Inc. | 33604 | &nbsp;&nbsp; 232876 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pacira BioSciences, <br> Inc.<br>| 14791 | &nbsp;&nbsp; 311942 |
| #\*»†† | PDL BioPharma, Inc. | 35325 | &nbsp;&nbsp; 14837 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Pediatrix Medical <br> Group, Inc.<br>| 27173 | &nbsp;&nbsp; 332869 |
| \* | Pennant Group, Inc. | 6682 | &nbsp;&nbsp; 148140 |
| \* | PepGen, Inc. | 299 | &nbsp;&nbsp; 410 |
|  | Perrigo Co. PLC | 51654 | &nbsp;&nbsp; 1377612 |
| \* | Personalis, Inc. | 3904 | &nbsp;&nbsp; 21394 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pliant Therapeutics, <br> Inc.<br>| 16500 | &nbsp;&nbsp; 24090 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Precision <br> BioSciences, Inc.<br>| 310 | &nbsp;&nbsp; 1473 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Premier, Inc., <br> Class A<br>| 38278 | &nbsp;&nbsp; 822211 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Prestige Consumer <br> Healthcare, Inc.<br>| 13789 | &nbsp;&nbsp; 1019697 |
| \* | Prothena Corp. PLC | 13788 | &nbsp;&nbsp; 94724 |
| \* | Pulmonx Corp. | 6386 | &nbsp;&nbsp; 11750 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Puma Biotechnology, <br> Inc.<br>| 18806 | &nbsp;&nbsp; 58487 |
| \* | Pyxis Oncology, Inc. | 6181 | &nbsp;&nbsp; 6923 |
| \* | Quanterix Corp. | 12723 | &nbsp;&nbsp; 75575 |
| \* | QuidelOrtho Corp. | 19487 | &nbsp;&nbsp; 448591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Quipt Home Medical <br> Corp.<br>| 4730 | &nbsp;&nbsp; 10453 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rafael Holdings, Inc., <br> Class B<br>| 2100 | &nbsp;&nbsp; 3549 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RAPT Therapeutics, <br> Inc.<br>| 269 | &nbsp;&nbsp; 2905 |
| \* | REGENXBIO, Inc. | 14576 | &nbsp;&nbsp; 124042 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Relay Therapeutics, <br> Inc.<br>| 36343 | &nbsp;&nbsp; 127927 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Replimune Group, <br> Inc.<br>| 5078 | &nbsp;&nbsp; 35698 |
|  | Revvity, Inc. | 24221 | &nbsp;&nbsp; 2129026 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; Sage Therapeutics, <br> Inc.<br>| 8633 | &nbsp;&nbsp; 74934 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sarepta <br> Therapeutics, Inc.<br>| 433 | &nbsp;&nbsp; 7110 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Seer, Inc. | 10650 | &nbsp;&nbsp; $22578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Select Medical <br> Holdings Corp.<br>| 37390 | &nbsp;&nbsp; 552998 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sensus Healthcare, <br> Inc.<br>| 5578 | &nbsp;&nbsp; 31181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIGA Technologies, <br> Inc.<br>| 20350 | &nbsp;&nbsp; 134513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simulations Plus, <br> Inc.<br>| 2584 | &nbsp;&nbsp; 33644 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solid Biosciences, <br> Inc.<br>| 8281 | &nbsp;&nbsp; 56642 |
| \* | STAAR Surgical Co. | 1700 | &nbsp;&nbsp; 30456 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Supernus <br> Pharmaceuticals, <br> Inc.<br>| 19744 | &nbsp;&nbsp; 693014 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Surgery Partners, <br> Inc.<br>| 33855 | &nbsp;&nbsp; 743117 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sutro Biopharma, <br> Inc.<br>| 10102 | &nbsp;&nbsp; 8135 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tactile Systems <br> Technology, Inc.<br>| 7928 | &nbsp;&nbsp; 79121 |
| \* | Teladoc Health, Inc. | 61446 | &nbsp;&nbsp; 443026 |
|  | Teleflex, Inc. | 9534 | &nbsp;&nbsp; 1139313 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tenaya Therapeutics, <br> Inc.<br>| 3554 | &nbsp;&nbsp; 2403 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tenet Healthcare <br> Corp.<br>| 3843 | &nbsp;&nbsp; 619799 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Terns <br> Pharmaceuticals, <br> Inc.<br>| 30875 | &nbsp;&nbsp; 180001 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Third Harmonic Bio, <br> Inc.<br>| 2917 | &nbsp;&nbsp; 15679 |
| \* | Tourmaline Bio, Inc. | 6410 | &nbsp;&nbsp; 141853 |
| \* | TruBridge, Inc. | 5730 | &nbsp;&nbsp; 119299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TScan Therapeutics, <br> Inc.<br>| 11755 | &nbsp;&nbsp; 20454 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tyra Biosciences, <br> Inc.<br>| 2902 | &nbsp;&nbsp; 31719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Physical <br> Therapy, Inc.<br>| 1723 | &nbsp;&nbsp; 126037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Health <br> Services, Inc., <br> Class B<br>| 13100 | &nbsp;&nbsp; 2180495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Utah Medical <br> Products, Inc.<br>| 1014 | &nbsp;&nbsp; 56378 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vanda <br> Pharmaceuticals, <br> Inc.<br>| 28944 | &nbsp;&nbsp; 123301 |
| \* | Varex Imaging Corp. | 19787 | &nbsp;&nbsp; 144049 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ventyx Biosciences, <br> Inc.<br>| 17219 | &nbsp;&nbsp; 48213 |
| \* | Veracyte, Inc. | 29345 | &nbsp;&nbsp; 689901 |
| »†† | &nbsp;&nbsp;&nbsp;&nbsp; Verve Therapeutics, <br> Inc.<br>| 10185 | &nbsp;&nbsp; 6417 |
|  | Viatris, Inc. | 347756 | &nbsp;&nbsp; 3039387 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vicarious Surgical, <br> Inc., Class A<br>| 940 | &nbsp;&nbsp; 8328 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vir Biotechnology, <br> Inc.<br>| 35722 | &nbsp;&nbsp; $181111 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vistagen <br> Therapeutics, Inc.<br>| 4150 | &nbsp;&nbsp; 11911 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Voyager <br> Therapeutics, Inc.<br>| 16157 | &nbsp;&nbsp; 51541 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Whitehawk <br> Therapeutics, Inc.<br>| 4944 | &nbsp;&nbsp; 8652 |
| \* | Xencor, Inc. | 10573 | &nbsp;&nbsp; 87967 |
| \* | Zimvie, Inc. | 10030 | &nbsp;&nbsp; 188464 |
| \* | Zymeworks, Inc. | 2260 | &nbsp;&nbsp; 28386 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp; 48354080 |
| INDUSTRIALS — (16.1%) | INDUSTRIALS — (16.1%) | INDUSTRIALS — (16.1%) | INDUSTRIALS — (16.1%) |
| #\* | 3D Systems Corp. | 53809 | &nbsp;&nbsp; 87709 |
| \* | AAR Corp. | 13656 | &nbsp;&nbsp; 1020240 |
|  | ABM Industries, Inc. | 26971 | &nbsp;&nbsp; 1244172 |
|  | ACCO Brands Corp. | 46552 | &nbsp;&nbsp; 174570 |
|  | Acme United Corp. | 700 | &nbsp;&nbsp; 28126 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aebi Schmidt Holding <br> AG<br>| 13318 | &nbsp;&nbsp; 137175 |
| \* | AerSale Corp. | 17133 | &nbsp;&nbsp; 103483 |
|  | AGCO Corp. | 22911 | &nbsp;&nbsp; 2702811 |
|  | Air Lease Corp. | 43419 | &nbsp;&nbsp; 2405413 |
|  | Alamo Group, Inc. | 5943 | &nbsp;&nbsp; 1322793 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alaska Air Group, <br> Inc.<br>| 41386 | &nbsp;&nbsp; 2191803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albany International <br> Corp., Class A<br>| 7012 | &nbsp;&nbsp; 379980 |
|  | Alight, Inc., Class A | 199773 | &nbsp;&nbsp; 1070783 |
| \* | Allegiant Travel Co. | 7373 | &nbsp;&nbsp; 380742 |
|  | Allient, Inc. | 6714 | &nbsp;&nbsp; 270641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alta Equipment <br> Group, Inc.<br>| 4728 | &nbsp;&nbsp; 36689 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amentum Holdings, <br> Inc.<br>| 913 | &nbsp;&nbsp; 22798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ameresco, Inc., <br> Class A<br>| 9032 | &nbsp;&nbsp; 152821 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; American Woodmark <br> Corp.<br>| 8455 | &nbsp;&nbsp; 444818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apogee Enterprises, <br> Inc.<br>| 9656 | &nbsp;&nbsp; 405455 |
|  | ArcBest Corp. | 10750 | &nbsp;&nbsp; 786148 |
|  | Arcosa, Inc. | 12364 | &nbsp;&nbsp; 1061820 |
|  | Astec Industries, Inc. | 11802 | &nbsp;&nbsp; 468067 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Astronics Corp. <br> (ATROB US), <br> Class B<br>| 385 | &nbsp;&nbsp; 13918 |
| \* | Asure Software, Inc. | 9877 | &nbsp;&nbsp; 95807 |
|  | Atkore, Inc. | 4277 | &nbsp;&nbsp; 329415 |
|  | AZZ, Inc. | 8443 | &nbsp;&nbsp; 924509 |
| \* | BGSF, Inc. | 3300 | &nbsp;&nbsp; 20229 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blade Air Mobility, <br> Inc.<br>| 31934 | &nbsp;&nbsp; 127417 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BlueLinx Holdings, <br> Inc.<br>| 4368 | &nbsp;&nbsp; 320043 |
|  | Boise Cascade Co. | 15348 | &nbsp;&nbsp; 1286316 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bowman Consulting <br> Group Ltd.<br>| 3139 | &nbsp;&nbsp; $108861 |
|  | Brady Corp., Class A | 10076 | &nbsp;&nbsp; 711063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BrightView Holdings, <br> Inc.<br>| 35281 | &nbsp;&nbsp; 562732 |
| \* | Broadwind, Inc. | 4795 | &nbsp;&nbsp; 12419 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Builders FirstSource, <br> Inc.<br>| 17054 | &nbsp;&nbsp; 2168075 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadeler AS (CDLR <br> US), ADR<br>| 1687 | &nbsp;&nbsp; 35360 |
| \* | Chart Industries, Inc. | 3943 | &nbsp;&nbsp; 783987 |
|  | Civeo Corp. | 5078 | &nbsp;&nbsp; 126899 |
| \* | Clarivate PLC | 245675 | &nbsp;&nbsp; 945849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Columbus McKinnon <br> Corp.<br>| 12840 | &nbsp;&nbsp; 188106 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Vehicle <br> Group, Inc.<br>| 5464 | &nbsp;&nbsp; 9234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CompX International, <br> Inc.<br>| 200 | &nbsp;&nbsp; 4660 |
|  | Concentrix Corp. | 16517 | &nbsp;&nbsp; 858388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concrete Pumping <br> Holdings, Inc.<br>| 16384 | &nbsp;&nbsp; 111903 |
| \* | Conduent, Inc. | 85577 | &nbsp;&nbsp; 227635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Copa Holdings SA, <br> Class A<br>| 9725 | &nbsp;&nbsp; 1076169 |
| #»†† | &nbsp;&nbsp;&nbsp;&nbsp; Costa <br> Communications, <br> Inc.<br>| 574 | &nbsp;&nbsp; 69 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Costamare Bulkers <br> Holdings Ltd.<br>| 10181 | &nbsp;&nbsp; 91629 |
|  | Costamare, Inc. | 50905 | &nbsp;&nbsp; 513631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Covenant Logistics <br> Group, Inc.<br>| 8598 | &nbsp;&nbsp; 207642 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp; CPI Aerostructures, <br> Inc.<br>| 1158 | &nbsp;&nbsp; 3960 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Custom Truck One <br> Source, Inc.<br>| 48874 | &nbsp;&nbsp; 302530 |
|  | Deluxe Corp. | 18257 | &nbsp;&nbsp; 293938 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Distribution Solutions <br> Group, Inc.<br>| 5134 | &nbsp;&nbsp; 153866 |
| \* | DLH Holdings Corp. | 5758 | &nbsp;&nbsp; 32302 |
| \* | DNOW, Inc. | 52290 | &nbsp;&nbsp; 813632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Douglas Dynamics, <br> Inc.<br>| 4567 | &nbsp;&nbsp; 130616 |
| \* | Ducommun, Inc. | 5634 | &nbsp;&nbsp; 512581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dun & Bradstreet <br> Holdings, Inc.<br>| 61239 | &nbsp;&nbsp; 557275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DXP Enterprises, <br> Inc.<br>| 7774 | &nbsp;&nbsp; 880483 |
|  | Eastern Co. | 2426 | &nbsp;&nbsp; 55919 |
|  | EnerSys | 10547 | &nbsp;&nbsp; 974226 |
|  | Ennis, Inc. | 13134 | &nbsp;&nbsp; 233785 |
|  | Enpro, Inc. | 7774 | &nbsp;&nbsp; 1651275 |
| \* | Enviri Corp. | 32715 | &nbsp;&nbsp; 294435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Espey Mfg. & <br> Electronics Corp.<br>| 326 | &nbsp;&nbsp; 14344 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; First Advantage <br> Corp.<br>| 11337 | &nbsp;&nbsp; $196017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forrester Research, <br> Inc.<br>| 7152 | &nbsp;&nbsp; 69660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fortune Brands <br> Innovations, Inc.<br>| 17010 | &nbsp;&nbsp; 927725 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Frontier Group <br> Holdings, Inc.<br>| 54924 | &nbsp;&nbsp; 240567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FTAI Infrastructure, <br> Inc.<br>| 5050 | &nbsp;&nbsp; 31664 |
| #\* | FuelCell Energy, Inc. | 1839 | &nbsp;&nbsp; 9121 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gates Industrial <br> Corp. PLC<br>| 57423 | &nbsp;&nbsp; 1424090 |
|  | GATX Corp. | 5719 | &nbsp;&nbsp; 873234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genco Shipping & <br> Trading Ltd.<br>| 21155 | &nbsp;&nbsp; 336999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gencor Industries, <br> Inc.<br>| 4211 | &nbsp;&nbsp; 61396 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Generac Holdings, <br> Inc.<br>| 2041 | &nbsp;&nbsp; 397362 |
|  | Genpact Ltd. | 7486 | &nbsp;&nbsp; 329758 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gibraltar Industries, <br> Inc.<br>| 10762 | &nbsp;&nbsp; 710615 |
|  | Global Industrial Co. | 3684 | &nbsp;&nbsp; 125477 |
| \* | GMS, Inc. | 14325 | &nbsp;&nbsp; 1570593 |
|  | Gorman-Rupp Co. | 8971 | &nbsp;&nbsp; 369246 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Great Lakes Dredge <br> & Dock Corp.<br>| 29793 | &nbsp;&nbsp; 330106 |
|  | Greenbrier Cos., Inc. | 14971 | &nbsp;&nbsp; 681181 |
| \* | GXO Logistics, Inc. | 10974 | &nbsp;&nbsp; 545518 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hayward Holdings, <br> Inc.<br>| 54738 | &nbsp;&nbsp; 841870 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Services <br> Group, Inc.<br>| 18405 | &nbsp;&nbsp; 239449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heartland Express, <br> Inc.<br>| 31759 | &nbsp;&nbsp; 248355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heidrick & Struggles <br> International, Inc.<br>| 9674 | &nbsp;&nbsp; 430783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helios Technologies, <br> Inc.<br>| 11328 | &nbsp;&nbsp; 415624 |
|  | Herc Holdings, Inc. | 3733 | &nbsp;&nbsp; 436052 |
|  | Hillenbrand, Inc. | 21507 | &nbsp;&nbsp; 445410 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hillman Solutions <br> Corp.<br>| 62466 | &nbsp;&nbsp; 492857 |
|  | HNI Corp. | 11978 | &nbsp;&nbsp; 616148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hub Group, Inc., <br> Class A<br>| 24442 | &nbsp;&nbsp; 855959 |
| \* | Hudson Global, Inc. | 786 | &nbsp;&nbsp; 7035 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hudson <br> Technologies, Inc.<br>| 18401 | &nbsp;&nbsp; 172785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huntington Ingalls <br> Industries, Inc.<br>| 848 | &nbsp;&nbsp; 236473 |
| \* | Hurco Cos., Inc. | 3130 | &nbsp;&nbsp; 60159 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hyliion Holdings <br> Corp.<br>| 8922 | &nbsp;&nbsp; 13383 |
|  | Hyster-Yale, Inc. | 4173 | &nbsp;&nbsp; 175308 |
| \* | IBEX Holdings Ltd. | 5221 | &nbsp;&nbsp; 154385 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ICF International, <br> Inc.<br>| 6316 | &nbsp;&nbsp; $529849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Insteel Industries, <br> Inc.<br>| 9840 | &nbsp;&nbsp; 355224 |
|  | Interface, Inc. | 17456 | &nbsp;&nbsp; 359943 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Janus International <br> Group, Inc.<br>| 36883 | &nbsp;&nbsp; 316087 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JELD-WEN Holding, <br> Inc.<br>| 30555 | &nbsp;&nbsp; 137498 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; JetBlue Airways <br> Corp.<br>| 141152 | &nbsp;&nbsp; 626715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kelly Services, Inc., <br> Class A<br>| 16207 | &nbsp;&nbsp; 198536 |
|  | Kennametal, Inc. | 31848 | &nbsp;&nbsp; 788556 |
| \* | Kirby Corp. | 8016 | &nbsp;&nbsp; 764005 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Knight-Swift <br> Transportation <br> Holdings, Inc.<br>| 59207 | &nbsp;&nbsp; 2516298 |
|  | Korn Ferry | 19663 | &nbsp;&nbsp; 1393517 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; L.B. Foster Co., <br> Class A<br>| 4474 | &nbsp;&nbsp; 105139 |
|  | Lindsay Corp. | 723 | &nbsp;&nbsp; 98697 |
|  | LSI Industries, Inc. | 11991 | &nbsp;&nbsp; 219435 |
|  | Luxfer Holdings PLC | 9531 | &nbsp;&nbsp; 114563 |
| \* | Manitowoc Co., Inc. | 17506 | &nbsp;&nbsp; 223202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ManpowerGroup, <br> Inc.<br>| 18622 | &nbsp;&nbsp; 768158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marten Transport <br> Ltd.<br>| 30326 | &nbsp;&nbsp; 368764 |
| \* | Masterbrand, Inc. | 43299 | &nbsp;&nbsp; 477588 |
| \* | Matrix Service Co. | 10736 | &nbsp;&nbsp; 164046 |
|  | Matson, Inc. | 12428 | &nbsp;&nbsp; 1327062 |
|  | Maximus, Inc. | 11359 | &nbsp;&nbsp; 838976 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mayville Engineering <br> Co., Inc.<br>| 7956 | &nbsp;&nbsp; 133422 |
|  | McGrath RentCorp | 7033 | &nbsp;&nbsp; 877648 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mercury Systems, <br> Inc.<br>| 18384 | &nbsp;&nbsp; 966815 |
|  | Miller Industries, Inc. | 5647 | &nbsp;&nbsp; 230115 |
|  | MillerKnoll, Inc. | 27879 | &nbsp;&nbsp; 529143 |
| \* | Mistras Group, Inc. | 11228 | &nbsp;&nbsp; 89150 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Montrose <br> Environmental <br> Group, Inc.<br>| 3216 | &nbsp;&nbsp; 72971 |
| \* | MRC Global, Inc. | 30098 | &nbsp;&nbsp; 441839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MSC Industrial Direct <br> Co., Inc., Class A<br>| 5851 | &nbsp;&nbsp; 506814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mueller Industries, <br> Inc.<br>| 18533 | &nbsp;&nbsp; 1582162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Presto <br> Industries, Inc.<br>| 3409 | &nbsp;&nbsp; 328798 |
|  | NL Industries, Inc. | 7073 | &nbsp;&nbsp; 43640 |
| \* | NN, Inc. | 18016 | &nbsp;&nbsp; 35131 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NPK International, <br> Inc.<br>| 42501 | &nbsp;&nbsp; 383359 |
| \* | NV5 Global, Inc. | 20255 | &nbsp;&nbsp; 454725 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NWPX Infrastructure, <br> Inc.<br>| 5166 | &nbsp;&nbsp; $215835 |
| \* | OPENLANE, Inc. | 45225 | &nbsp;&nbsp; 1114344 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orion Group <br> Holdings, Inc.<br>| 16682 | &nbsp;&nbsp; 123614 |
|  | Oshkosh Corp. | 14897 | &nbsp;&nbsp; 1884917 |
|  | Owens Corning | 13737 | &nbsp;&nbsp; 1915350 |
| \* | PAMT Corp. | 7251 | &nbsp;&nbsp; 82154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pangaea Logistics <br> Solutions Ltd.<br>| 24864 | &nbsp;&nbsp; 121088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Park Aerospace <br> Corp.<br>| 8300 | &nbsp;&nbsp; 149566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Park-Ohio Holdings <br> Corp.<br>| 5200 | &nbsp;&nbsp; 85280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perma-Pipe <br> International <br> Holdings, Inc.<br>| 2191 | &nbsp;&nbsp; 48553 |
| #\* | Plug Power, Inc. | 51232 | &nbsp;&nbsp; 76848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Preformed Line <br> Products Co.<br>| 2517 | &nbsp;&nbsp; 388449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Primoris Services <br> Corp.<br>| 3755 | &nbsp;&nbsp; 353608 |
| \* | Proto Labs, Inc. | 10030 | &nbsp;&nbsp; 432494 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Quanex Building <br> Products Corp.<br>| 5553 | &nbsp;&nbsp; 108172 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Quest Resource <br> Holding Corp.<br>| 6721 | &nbsp;&nbsp; 13509 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Radiant Logistics, <br> Inc.<br>| 25143 | &nbsp;&nbsp; 148595 |
|  | Regal Rexnord Corp. | 18129 | &nbsp;&nbsp; 2771562 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Resideo <br> Technologies, Inc.<br>| 59953 | &nbsp;&nbsp; 1636717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Resources <br> Connection, Inc.<br>| 16985 | &nbsp;&nbsp; 85944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rush Enterprises, <br> Inc. (RUSHA US), <br> Class A<br>| 26791 | &nbsp;&nbsp; 1450465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rush Enterprises, <br> Inc. (RUSHB US), <br> Class B<br>| 4596 | &nbsp;&nbsp; 249609 |
|  | Ryder System, Inc. | 14052 | &nbsp;&nbsp; 2497181 |
| \* | Saia, Inc. | 4568 | &nbsp;&nbsp; 1380632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Schneider National, <br> Inc., Class B<br>| 34350 | &nbsp;&nbsp; 839858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Science Applications <br> International Corp.<br>| 1857 | &nbsp;&nbsp; 207018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sensata Technologies <br> Holding PLC<br>| 58396 | &nbsp;&nbsp; 1796261 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shoals Technologies <br> Group, Inc., <br> Class A<br>| 31175 | &nbsp;&nbsp; 168033 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SIFCO Industries, <br> Inc.<br>| 659 | &nbsp;&nbsp; 3203 |
| \* | SkyWest, Inc. | 19405 | &nbsp;&nbsp; 2250204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standex International <br> Corp.<br>| 2235 | &nbsp;&nbsp; 368194 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Black & <br> Decker, Inc.<br>| 35939 | &nbsp;&nbsp; $2431273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Steelcase, Inc., <br> Class A<br>| 37975 | &nbsp;&nbsp; 392282 |
| \* | Stratasys Ltd. | 2013 | &nbsp;&nbsp; 21801 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sun Country Airlines <br> Holdings, Inc.<br>| 21261 | &nbsp;&nbsp; 246415 |
| \* | Sunrun, Inc. | 74086 | &nbsp;&nbsp; 760122 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TaskUS, Inc., <br> Class A<br>| 1439 | &nbsp;&nbsp; 24578 |
| \* | Taylor Devices, Inc. | 1232 | &nbsp;&nbsp; 55563 |
|  | Tennant Co. | 2245 | &nbsp;&nbsp; 185302 |
|  | Terex Corp. | 22494 | &nbsp;&nbsp; 1144045 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Thermon Group <br> Holdings, Inc.<br>| 15823 | &nbsp;&nbsp; 447474 |
|  | Timken Co. | 4510 | &nbsp;&nbsp; 343166 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Titan International, <br> Inc.<br>| 28532 | &nbsp;&nbsp; 241381 |
| \* | Titan Machinery, Inc. | 11375 | &nbsp;&nbsp; 219765 |
| \* | Transcat, Inc. | 1483 | &nbsp;&nbsp; 113346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trinity Industries, <br> Inc.<br>| 38005 | &nbsp;&nbsp; 885517 |
| \* | TrueBlue, Inc. | 17100 | &nbsp;&nbsp; 123462 |
| \* | TTEC Holdings, Inc. | 9258 | &nbsp;&nbsp; 46105 |
| \* | Tutor Perini Corp. | 25998 | &nbsp;&nbsp; 1251804 |
|  | Twin Disc, Inc. | 5122 | &nbsp;&nbsp; 44305 |
|  | UFP Industries, Inc. | 9789 | &nbsp;&nbsp; 959322 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. <br> (UHAL US)<br>| 4688 | &nbsp;&nbsp; 271248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. <br> (UHAL/B US)<br>| 35039 | &nbsp;&nbsp; 1822028 |
| \* | Ultralife Corp. | 7629 | &nbsp;&nbsp; 60803 |
|  | UniFirst Corp. | 5286 | &nbsp;&nbsp; 904065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Logistics <br> Holdings, Inc.<br>| 9576 | &nbsp;&nbsp; 229154 |
| \* | V2X, Inc. | 10659 | &nbsp;&nbsp; 505023 |
|  | Vestis Corp. | 37938 | &nbsp;&nbsp; 229904 |
|  | Virco Mfg. Corp. | 6012 | &nbsp;&nbsp; 46533 |
| \* | VirTra, Inc. | 4692 | &nbsp;&nbsp; 33266 |
| # | VSE Corp. | 6754 | &nbsp;&nbsp; 1057271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wabash National <br> Corp.<br>| 17347 | &nbsp;&nbsp; 172776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Werner Enterprises, <br> Inc.<br>| 23771 | &nbsp;&nbsp; 658932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WESCO <br> International, Inc.<br>| 17921 | &nbsp;&nbsp; 3708930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Willis Lease Finance <br> Corp.<br>| 2750 | &nbsp;&nbsp; 389345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worthington <br> Enterprises, Inc.<br>| 18741 | &nbsp;&nbsp; 1161380 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp; 114261086 |
| INFORMATION TECHNOLOGY — (6.8%) | INFORMATION TECHNOLOGY — (6.8%) | INFORMATION TECHNOLOGY — (6.8%) | INFORMATION TECHNOLOGY — (6.8%) |
| \* | 8x8, Inc. | 13235 | &nbsp;&nbsp; 25676 |
| \* | 908 Devices, Inc. | 10663 | &nbsp;&nbsp; 69843 |
| \* | ACI Worldwide, Inc. | 5680 | &nbsp;&nbsp; 241741 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Akamai Technologies, <br> Inc.<br>| 27506 | &nbsp;&nbsp; $2098983 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alpha & Omega <br> Semiconductor <br> Ltd.<br>| 13931 | &nbsp;&nbsp; 354823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amkor Technology, <br> Inc.<br>| 90047 | &nbsp;&nbsp; 2031460 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amtech Systems, <br> Inc.<br>| 6555 | &nbsp;&nbsp; 30841 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arrow Electronics, <br> Inc.<br>| 24237 | &nbsp;&nbsp; 2811492 |
| \* | ASGN, Inc. | 12916 | &nbsp;&nbsp; 647608 |
| \* | AstroNova, Inc. | 1475 | &nbsp;&nbsp; 16668 |
| \* | Aviat Networks, Inc. | 5428 | &nbsp;&nbsp; 117245 |
|  | Avnet, Inc. | 42212 | &nbsp;&nbsp; 2234703 |
| \* | Aware, Inc. | 4272 | &nbsp;&nbsp; 9057 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Axcelis Technologies, <br> Inc.<br>| 3566 | &nbsp;&nbsp; 241383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bel Fuse, Inc. <br> (BELFB US), <br> Class B<br>| 3934 | &nbsp;&nbsp; 511577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Benchmark <br> Electronics, Inc.<br>| 17602 | &nbsp;&nbsp; 677677 |
| \* | Bill Holdings, Inc. | 11375 | &nbsp;&nbsp; 487419 |
| \* | Bit Digital, Inc. | 11715 | &nbsp;&nbsp; 34091 |
| \* | Cerence, Inc. | 3550 | &nbsp;&nbsp; 30530 |
| \* | CEVA, Inc. | 5749 | &nbsp;&nbsp; 122856 |
| \* | Cipher Mining, Inc. | 40177 | &nbsp;&nbsp; 219366 |
| \* | Cleanspark, Inc. | 17397 | &nbsp;&nbsp; 197804 |
| \* | Clearfield, Inc. | 2645 | &nbsp;&nbsp; 115877 |
| \* | Coherent Corp. | 13016 | &nbsp;&nbsp; 1400522 |
| \* | Cohu, Inc. | 18258 | &nbsp;&nbsp; 326088 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Comtech <br> Telecommunications <br> Corp.<br>| 14120 | &nbsp;&nbsp; 30640 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Consensus Cloud <br> Solutions, Inc.<br>| 366 | &nbsp;&nbsp; 7386 |
| \* | Corsair Gaming, Inc. | 23973 | &nbsp;&nbsp; 217195 |
|  | Crane NXT Co. | 10082 | &nbsp;&nbsp; 598266 |
| \* | Crexendo, Inc. | 6602 | &nbsp;&nbsp; 36773 |
|  | CTS Corp. | 10967 | &nbsp;&nbsp; 429797 |
| \* | Daily Journal Corp. | 333 | &nbsp;&nbsp; 133060 |
| \* | Daktronics, Inc. | 22360 | &nbsp;&nbsp; 362679 |
| \* | Diebold Nixdorf, Inc. | 3864 | &nbsp;&nbsp; 217505 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Digi International, <br> Inc.<br>| 15127 | &nbsp;&nbsp; 493291 |
| \* | Digital Turbine, Inc. | 17222 | &nbsp;&nbsp; 93860 |
| \* | Diodes, Inc. | 15784 | &nbsp;&nbsp; 779256 |
| \* | DXC Technology Co. | 71222 | &nbsp;&nbsp; 969331 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; E2open Parent <br> Holdings, Inc.<br>| 72190 | &nbsp;&nbsp; 238227 |
| \* | Eastman Kodak Co. | 27871 | &nbsp;&nbsp; 186736 |
| \* | eGain Corp. | 5992 | &nbsp;&nbsp; 37031 |
| \* | ePlus, Inc. | 9534 | &nbsp;&nbsp; 617613 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Everspin <br> Technologies, Inc.<br>| 5420 | &nbsp;&nbsp; 32845 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Expensify, Inc., <br> Class A<br>| 1996 | &nbsp;&nbsp; 4052 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Fastly, Inc., Class A | 44155 | &nbsp;&nbsp; $299812 |
| \* | FormFactor, Inc. | 13748 | &nbsp;&nbsp; 390581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Frequency <br> Electronics, Inc.<br>| 534 | &nbsp;&nbsp; 14204 |
| \* | Globant SA | 704 | &nbsp;&nbsp; 59319 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grid Dynamics <br> Holdings, Inc.<br>| 7176 | &nbsp;&nbsp; 68100 |
| \* | Harmonic, Inc. | 12778 | &nbsp;&nbsp; 108741 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; I3 Verticals, Inc., <br> Class A<br>| 2129 | &nbsp;&nbsp; 59569 |
| \* | Ichor Holdings Ltd. | 13082 | &nbsp;&nbsp; 258893 |
| \* | Identiv, Inc. | 1677 | &nbsp;&nbsp; 6088 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; indie Semiconductor, <br> Inc., Class A<br>| 38413 | &nbsp;&nbsp; 150195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Information Services <br> Group, Inc.<br>| 22129 | &nbsp;&nbsp; 95376 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Insight Enterprises, <br> Inc.<br>| 2907 | &nbsp;&nbsp; 344712 |
| \* | inTEST Corp. | 5710 | &nbsp;&nbsp; 39913 |
| \* | IPG Photonics Corp. | 12719 | &nbsp;&nbsp; 952526 |
| \* | Key Tronic Corp. | 2718 | &nbsp;&nbsp; 7991 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kimball Electronics, <br> Inc.<br>| 12465 | &nbsp;&nbsp; 233843 |
| \* | Knowles Corp. | 44503 | &nbsp;&nbsp; 903856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kulicke & Soffa <br> Industries, Inc.<br>| 17061 | &nbsp;&nbsp; 558918 |
| \* | KVH Industries, Inc. | 9329 | &nbsp;&nbsp; 49350 |
| \* | Lantronix, Inc. | 10097 | &nbsp;&nbsp; 32411 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LiveRamp Holdings, <br> Inc.<br>| 22217 | &nbsp;&nbsp; 729162 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Magnachip <br> Semiconductor <br> Corp.<br>| 21665 | &nbsp;&nbsp; 88827 |
| \* | MaxLinear, Inc. | 2673 | &nbsp;&nbsp; 42287 |
| \* | Meridianlink, Inc. | 680 | &nbsp;&nbsp; 10866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Methode Electronics, <br> Inc.<br>| 12779 | &nbsp;&nbsp; 83830 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mirion Technologies, <br> Inc.<br>| 21117 | &nbsp;&nbsp; 471965 |
| \* | Mitek Systems, Inc. | 11197 | &nbsp;&nbsp; 100997 |
|  | MKS, Inc. | 11461 | &nbsp;&nbsp; 1090858 |
| \* | N-able, Inc. | 24271 | &nbsp;&nbsp; 196110 |
| \* | nCino, Inc. | 16730 | &nbsp;&nbsp; 467185 |
| \* | NCR Voyix Corp. | 34016 | &nbsp;&nbsp; 463298 |
| \* | NETGEAR, Inc. | 14852 | &nbsp;&nbsp; 345309 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NetScout Systems, <br> Inc.<br>| 33146 | &nbsp;&nbsp; 709987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Network-1 <br> Technologies, Inc.<br>| 3000 | &nbsp;&nbsp; 4200 |
| \* | Olo, Inc., Class A | 15889 | &nbsp;&nbsp; 166517 |
| \* | ON24, Inc. | 15477 | &nbsp;&nbsp; 76766 |
|  | OneSpan, Inc. | 5979 | &nbsp;&nbsp; 88190 |
| \* | Optical Cable Corp. | 1600 | &nbsp;&nbsp; 7168 |
|  | PC Connection, Inc. | 11579 | &nbsp;&nbsp; 713151 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Penguin Solutions, <br> Inc.<br>| 14488 | &nbsp;&nbsp; 341482 |
| \* | Photronics, Inc. | 26902 | &nbsp;&nbsp; 547725 |
| \* | Plexus Corp. | 11553 | &nbsp;&nbsp; 1473007 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Powerfleet, Inc. NJ | 21183 | &nbsp;&nbsp; $86003 |
| \* | RF Industries Ltd. | 681 | &nbsp;&nbsp; 5611 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ribbon <br> Communications, <br> Inc.<br>| 65217 | &nbsp;&nbsp; 245216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richardson <br> Electronics Ltd.<br>| 4924 | &nbsp;&nbsp; 49634 |
| \* | Rogers Corp. | 7308 | &nbsp;&nbsp; 479259 |
| \* | Sanmina Corp. | 15178 | &nbsp;&nbsp; 1761255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sapiens International <br> Corp. NV<br>| 987 | &nbsp;&nbsp; 27054 |
| \* | ScanSource, Inc. | 12586 | &nbsp;&nbsp; 488840 |
| #\*»†† | Silicon Graphics, Inc. | 137 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skyworks Solutions, <br> Inc.<br>| 5241 | &nbsp;&nbsp; 359218 |
| \* | SmartRent, Inc. | 29561 | &nbsp;&nbsp; 29857 |
| \* | SoundThinking, Inc. | 1675 | &nbsp;&nbsp; 19112 |
| \* | Synaptics, Inc. | 9930 | &nbsp;&nbsp; 622611 |
|  | TD SYNNEX Corp. | 31625 | &nbsp;&nbsp; 4566334 |
| \* | Telos Corp. | 18437 | &nbsp;&nbsp; 47383 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TransAct <br> Technologies, Inc.<br>| 1945 | &nbsp;&nbsp; 7333 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TTM Technologies, <br> Inc.<br>| 49290 | &nbsp;&nbsp; 2328952 |
| \* | Turtle Beach Corp. | 1648 | &nbsp;&nbsp; 23962 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ultra Clean Holdings, <br> Inc.<br>| 21643 | &nbsp;&nbsp; 487400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Veeco Instruments, <br> Inc.<br>| 18658 | &nbsp;&nbsp; 387713 |
| \* | Verint Systems, Inc. | 19847 | &nbsp;&nbsp; 422344 |
| \* | Viasat, Inc. | 34379 | &nbsp;&nbsp; 564847 |
| \* | Viavi Solutions, Inc. | 28516 | &nbsp;&nbsp; 286586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vishay <br> Intertechnology, <br> Inc.<br>| 57059 | &nbsp;&nbsp; 935197 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vishay Precision <br> Group, Inc.<br>| 6460 | &nbsp;&nbsp; 171319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xerox Holdings <br> Corp.<br>| 69361 | &nbsp;&nbsp; 280912 |
| \* | Xperi, Inc. | 17006 | &nbsp;&nbsp; 102376 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY |  | &nbsp;&nbsp; 48180486 |
| MATERIALS — (6.1%) | MATERIALS — (6.1%) | MATERIALS — (6.1%) | MATERIALS — (6.1%) |
|  | AdvanSix, Inc. | 12400 | &nbsp;&nbsp; 249488 |
|  | Alcoa Corp. | 92929 | &nbsp;&nbsp; 2785082 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alpha Metallurgical <br> Resources, Inc.<br>| 5153 | &nbsp;&nbsp; 608415 |
| \* | Alto Ingredients, Inc. | 35264 | &nbsp;&nbsp; 35617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Vanguard <br> Corp.<br>| 15311 | &nbsp;&nbsp; 59100 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ampco-Pittsburgh <br> Corp.<br>| 4848 | &nbsp;&nbsp; 15659 |
| \* | Arq, Inc. | 14790 | &nbsp;&nbsp; 79126 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ascent Industries <br> Co.<br>| 2976 | &nbsp;&nbsp; 38182 |
|  | Ashland, Inc. | 19726 | &nbsp;&nbsp; 1017072 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| \* | Aspen Aerogels, Inc. | 8603 | &nbsp;&nbsp; $65899 |
|  | Avient Corp. | 32076 | &nbsp;&nbsp; 1012639 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Axalta Coating <br> Systems Ltd.<br>| 24271 | &nbsp;&nbsp; 687355 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bioceres Crop <br> Solutions Corp.<br>| 3494 | &nbsp;&nbsp; 11949 |
|  | Cabot Corp. | 5593 | &nbsp;&nbsp; 403703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caledonia Mining <br> Corp. PLC<br>| 6555 | &nbsp;&nbsp; 129068 |
|  | Celanese Corp. | 26171 | &nbsp;&nbsp; 1366911 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Century Aluminum <br> Co.<br>| 16726 | &nbsp;&nbsp; 354257 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Clearwater Paper <br> Corp.<br>| 8054 | &nbsp;&nbsp; 181698 |
| \* | Cleveland-Cliffs, Inc. | 166211 | &nbsp;&nbsp; 1748540 |
| \* | Coeur Mining, Inc. | 153093 | &nbsp;&nbsp; 1330378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Metals <br> Co.<br>| 43495 | &nbsp;&nbsp; 2255651 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Compass Minerals <br> International, Inc.<br>| 8028 | &nbsp;&nbsp; 159998 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Core Molding <br> Technologies, Inc.<br>| 2490 | &nbsp;&nbsp; 41434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastman Chemical <br> Co.<br>| 25842 | &nbsp;&nbsp; 1876388 |
| \* | Ecovyst, Inc. | 49810 | &nbsp;&nbsp; 428864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Element Solutions, <br> Inc.<br>| 20093 | &nbsp;&nbsp; 474195 |
|  | Ferroglobe PLC | 32700 | &nbsp;&nbsp; 138321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Flexible Solutions <br> International, Inc.<br>| 572 | &nbsp;&nbsp; 3050 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Flotek Industries, <br> Inc.<br>| 1692 | &nbsp;&nbsp; 20389 |
|  | Fortitude Gold Corp. | 5267 | &nbsp;&nbsp; 18540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Friedman Industries, <br> Inc.<br>| 2766 | &nbsp;&nbsp; 41933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Graphic Packaging <br> Holding Co.<br>| 71595 | &nbsp;&nbsp; 1600864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greif, Inc. (GEF US), <br> Class A<br>| 11043 | &nbsp;&nbsp; 700457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greif, Inc. (GEF/B <br> US), Class B<br>| 4694 | &nbsp;&nbsp; 308161 |
|  | HB Fuller Co. | 14822 | &nbsp;&nbsp; 832996 |
|  | Hecla Mining Co. | 236841 | &nbsp;&nbsp; 1359467 |
|  | Huntsman Corp. | 72681 | &nbsp;&nbsp; 705006 |
|  | Innospec, Inc. | 8520 | &nbsp;&nbsp; 680748 |
| \* | Intrepid Potash, Inc. | 6613 | &nbsp;&nbsp; 220081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaiser Aluminum <br> Corp.<br>| 5735 | &nbsp;&nbsp; 443373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koppers Holdings, <br> Inc.<br>| 8891 | &nbsp;&nbsp; 292158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kronos Worldwide, <br> Inc.<br>| 26148 | &nbsp;&nbsp; 139892 |
| \* | LSB Industries, Inc. | 27966 | &nbsp;&nbsp; 216177 |
| #\* | Magnera Corp. | 424 | &nbsp;&nbsp; 5279 |
|  | Materion Corp. | 7852 | &nbsp;&nbsp; 826816 |
|  | Mativ Holdings, Inc. | 24035 | &nbsp;&nbsp; 159112 |
| \* | McEwen, Inc. | 17905 | &nbsp;&nbsp; 181915 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercer International, <br> Inc.<br>| 34569 | &nbsp;&nbsp; $128251 |
| \* | Metallus, Inc. | 21989 | &nbsp;&nbsp; 347426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Minerals <br> Technologies, Inc.<br>| 15531 | &nbsp;&nbsp; 903128 |
|  | Mosaic Co. | 107035 | &nbsp;&nbsp; 3854330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Myers Industries, <br> Inc.<br>| 15012 | &nbsp;&nbsp; 219926 |
|  | Nexa Resources SA | 9879 | &nbsp;&nbsp; 47814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern <br> Technologies <br> International Corp.<br>| 1645 | &nbsp;&nbsp; 12666 |
| \* | O-I Glass, Inc. | 54397 | &nbsp;&nbsp; 707705 |
|  | Olin Corp. | 41223 | &nbsp;&nbsp; 780764 |
|  | Olympic Steel, Inc. | 5630 | &nbsp;&nbsp; 175093 |
|  | Orion SA | 15749 | &nbsp;&nbsp; 152765 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perimeter Solutions, <br> Inc.<br>| 35594 | &nbsp;&nbsp; 574131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quaker Chemical <br> Corp.<br>| 5221 | &nbsp;&nbsp; 597387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramaco Resources, <br> Inc. (METC US), <br> Class A<br>| 14700 | &nbsp;&nbsp; 299145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramaco Resources, <br> Inc. (METCB US), <br> Class B<br>| 518 | &nbsp;&nbsp; 7034 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ranpak Holdings <br> Corp.<br>| 28683 | &nbsp;&nbsp; 104693 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rayonier Advanced <br> Materials, Inc.<br>| 31099 | &nbsp;&nbsp; 119420 |
| »†† | &nbsp;&nbsp;&nbsp;&nbsp; Resolute Forest <br> Products, Inc.<br>| 24714 | &nbsp;&nbsp; 6581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding <br> Corp.<br>| 15125 | &nbsp;&nbsp; 311575 |
|  | Silgan Holdings, Inc. | 24794 | &nbsp;&nbsp; 1153665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sonoco Products <br> Co.<br>| 21495 | &nbsp;&nbsp; 968780 |
|  | Stepan Co. | 8464 | &nbsp;&nbsp; 429717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SunCoke Energy, <br> Inc.<br>| 40627 | &nbsp;&nbsp; 300233 |
|  | Sylvamo Corp. | 8008 | &nbsp;&nbsp; 368929 |
| \* | Tredegar Corp. | 13536 | &nbsp;&nbsp; 117899 |
|  | TriMas Corp. | 16405 | &nbsp;&nbsp; 586151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tronox Holdings <br> PLC<br>| 63271 | &nbsp;&nbsp; 201834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Warrior Met Coal, <br> Inc.<br>| 18263 | &nbsp;&nbsp; 938353 |
|  | Westlake Corp. | 21530 | &nbsp;&nbsp; 1707329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worthington Steel, <br> Inc.<br>| 17930 | &nbsp;&nbsp; 547224 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp; 42981351 |
| REAL ESTATE — (1.0%) | REAL ESTATE — (1.0%) | REAL ESTATE — (1.0%) | REAL ESTATE — (1.0%) |
| \* | AMREP Corp. | 1949 | &nbsp;&nbsp; 43365 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anywhere Real <br> Estate, Inc.<br>| 51347 | &nbsp;&nbsp; 237223 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cushman & <br> Wakefield PLC<br>| 91595 | &nbsp;&nbsp; $1116543 |
| \* | Douglas Elliman, Inc. | 29445 | &nbsp;&nbsp; 80974 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Five Point <br> Holdings LLC, <br> Class A<br>| 19281 | &nbsp;&nbsp; 102768 |
| \* | Forestar Group, Inc. | 19031 | &nbsp;&nbsp; 471969 |
| \* | FRP Holdings, Inc. | 7960 | &nbsp;&nbsp; 210144 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Howard Hughes <br> Holdings, Inc.<br>| 17853 | &nbsp;&nbsp; 1227037 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jones Lang LaSalle, <br> Inc.<br>| 7092 | &nbsp;&nbsp; 1917393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kennedy-Wilson <br> Holdings, Inc.<br>| 46092 | &nbsp;&nbsp; 337393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marcus & Millichap, <br> Inc.<br>| 13324 | &nbsp;&nbsp; 415176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Newmark Group, <br> Inc., Class A<br>| 51131 | &nbsp;&nbsp; 775657 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RE/MAX Holdings, <br> Inc., Class A<br>| 9594 | &nbsp;&nbsp; 73778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RMR Group, Inc., <br> Class A<br>| 3378 | &nbsp;&nbsp; 54250 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seaport <br> Entertainment <br> Group, Inc.<br>| 4496 | &nbsp;&nbsp; 103723 |
| \* | Star Holdings | 4116 | &nbsp;&nbsp; 29594 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Stratus Properties, <br> Inc.<br>| 2386 | &nbsp;&nbsp; 38021 |
| #\* | Tejon Ranch Co. | 13125 | &nbsp;&nbsp; 235725 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp; 7470733 |
| UTILITIES — (0.4%) | UTILITIES — (0.4%) | UTILITIES — (0.4%) | UTILITIES — (0.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genie Energy Ltd., <br> Class B<br>| 6818 | &nbsp;&nbsp; 138542 |
| \* | Hallador Energy Co. | 1052 | &nbsp;&nbsp; 18557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MDU Resources <br> Group, Inc.<br>| 67421 | &nbsp;&nbsp; 1163012 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Montauk <br> Renewables, Inc.<br>| 16153 | &nbsp;&nbsp; 35052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Jersey <br> Resources Corp.<br>| 3080 | &nbsp;&nbsp; 141403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ormat Technologies, <br> Inc.<br>| 16699 | &nbsp;&nbsp; 1493058 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp; 2989624 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS <br>Cost ($614257544) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS <br>Cost ($614257544) |  | &nbsp;&nbsp; 690031139 |

---

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

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| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp; State Street <br> Institutional <br> U.S. Government <br> Money Market <br> Fund 4.250%<br>| 1024538 | &nbsp;&nbsp; 1024538 |

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

**CONTINUED**

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (2.6%) | SECURITIES LENDING COLLATERAL — (2.6%) | SECURITIES LENDING COLLATERAL — (2.6%) | SECURITIES LENDING COLLATERAL — (2.6%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund <br>| 1567674 | &nbsp;&nbsp; $18133286 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $633,415,069)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $633,415,069)^^ |  | &nbsp;&nbsp; $709188963 |

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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; Communication Services | &nbsp;&nbsp;&nbsp; $26744429 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $26744429 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | &nbsp;&nbsp;&nbsp; 96754994 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 96754994 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | &nbsp;&nbsp;&nbsp; 38240426 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 38240426 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy | &nbsp;&nbsp;&nbsp; 62152038 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 62152038 |
| &nbsp;&nbsp;&nbsp;&nbsp; Financials | &nbsp;&nbsp;&nbsp; 201898283 | &nbsp;&nbsp;&nbsp; $3539 | &nbsp;&nbsp;&nbsp; $70 | &nbsp;&nbsp;&nbsp; 201901892 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care | &nbsp;&nbsp;&nbsp; 48242128 | &nbsp;&nbsp;&nbsp; 90613 | &nbsp;&nbsp;&nbsp; 21339 | &nbsp;&nbsp;&nbsp; 48354080 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrials | &nbsp;&nbsp;&nbsp; 114257057 | &nbsp;&nbsp;&nbsp; 3960 | &nbsp;&nbsp;&nbsp; 69 | &nbsp;&nbsp;&nbsp; 114261086 |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | &nbsp;&nbsp;&nbsp; 48180486 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 48180486 |
| &nbsp;&nbsp;&nbsp;&nbsp; Materials | &nbsp;&nbsp;&nbsp; 42974770 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6581 | &nbsp;&nbsp;&nbsp; 42981351 |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Estate | &nbsp;&nbsp;&nbsp; 7470733 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7470733 |
| &nbsp;&nbsp;&nbsp;&nbsp; Utilities | &nbsp;&nbsp;&nbsp; 2989624 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2989624 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 1024538 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1024538 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 18133286 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 18133286 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $690929506 | &nbsp;&nbsp;&nbsp; $18231398 | &nbsp;&nbsp;&nbsp; $28,059˂˃ | &nbsp;&nbsp;&nbsp; $709188963 |

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

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

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**ORGANIZATION**

DFA Investment Dimensions Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. At 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

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handle the purchase and sale of such securities. Securities that are traded over-the-counter and on a stock exchange generally will be valued according to the broadest and most representative market, and it is expected that for bonds and other fixed income securities, this ordinarily will be the over-the-counter market. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

Listed derivatives, such as futures, that are actively traded are valued based on quoted prices from the exchange and are categorized as Level 1 in the hierarchy. Over-the-counter derivative contracts, which include forward currency contracts, do not require material subjectivity as pricing inputs are observed from quoted markets and are categorized as Level 2 in the hierarchy.

Swap agreements will be valued at the price provided by an independent third-party pricing service or source. If a price is not available from an independent third-party pricing service or source, the swap agreement will be valued in good faith at fair value in accordance with procedures adopted by the Board. These securities are generally categorized as Level 2 in the hierarchy.

A summary of the inputs used to value the Portfolios' investments by each major security type, industry and/or country is disclosed previously in this note. A valuation hierarchy table has been included at the end of the Schedule of Investments for the Portfolios (except for the Feeder Funds). The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

**FINANCIAL INSTRUMENTS**

In accordance with the Portfolios' investment objectives and policies, the Portfolios may invest either directly or indirectly (through their investments in a corresponding Master/Underlying Fund), in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

1. TREASURY INFLATION-PROTECTED SECURITIES (TIPS): VIT Inflation-Protected Securities Portfolio, DFA Inflation-Protected Securities Portfolio, and DFA Short-Duration Real Return Portfolio may purchase TIPS, which are securities issued by the U.S. Treasury. Because the interest and/or principal payments on an inflation-protected security are adjusted periodically for changes in inflation, the income distributed by the Portfolio may be irregular. In addition, the current market value of inflation-protected securities is not guaranteed and will fluctuate.

2. FOREIGN MARKET RISKS: Investments in foreign markets may involve certain considerations and risks not typically associated with investments in the United States of America, including the possibility of future political and economic developments and the level of foreign governmental supervision and regulation of foreign securities markets. These markets are generally smaller, less liquid and more volatile than the major securities markets in the United States of America. Consequently, acquisition and disposition of international securities held by the Portfolios may be inhibited.

***Derivative Financial Instruments***

Summarized below are the specific types of derivative instruments used by the Portfolios.

3. FORWARD CURRENCY CONTRACTS: The Portfolios listed below may acquire and sell forward currency contracts to hedge against adverse changes in the relationship of the U.S. dollar to foreign currencies (foreign exchange rate risk) or to transfer balances from one currency to another currency. The Selectively Hedged Global Equity Portfolio and Enhanced U.S Large Company Portfolio may hedge some or all of the currency exposure of its foreign securities by entering into forward currency contracts. The decision to hedge the Selectively Hedged Global Equity Portfolio's and Enhanced U.S. Large Company Portfolio's currency exposure with respect to a foreign market will be based primarily on the Portfolio's existing exposure to a given foreign currency. Each contract is valued daily and the change in value is recorded by the Portfolio as an unrealized gain or loss, which is presented in the Statements of Operations as the change in unrealized appreciation or depreciation of forward currency contracts. When the contract is closed or offset with the same counterparty, the Portfolio records a realized gain or loss equal to the change in the value of the contract when it was opened and the value at the time it was closed or offset. This is presented in the Statements of Operations as a net realized gain or loss on forward currency contracts. Risks may arise upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of foreign currency relative to the U.S. dollar.

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

4. FUTURES CONTRACTS: Each Portfolio listed below may purchase or sell futures contracts and options on futures contracts for equity securities and indices to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Portfolio. The Enhanced U.S. Large Company Portfolio may also use futures contracts and options thereon to hedge against securities prices or as part of its overall investment strategy. The Selectively Hedged Global Equity Portfolio may also use futures contracts to hedge some or all of the currency exposure of its foreign securities. Upon entering into a futures contract, the Portfolios deposit cash or pledge U.S. Government securities to a broker in an amount equal to the minimum "initial margin" requirements of the exchange on which the contract is traded . Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as "variation margin" and are recorded daily by the Portfolios as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Portfolios record a realized gain or loss, which is presented in the Statements of Operations as a net realized gain or loss on futures, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

The DFA Commodity Strategy Portfolio may enter into commodity, foreign currency, interest rate and commodity or securities index futures contracts and purchase and write (sell) related options traded on exchanges designated by the Commodity Futures Trading Commission ("CFTC") or, consistent with CFTC regulations, on foreign exchanges. The DFA Commodity Strategy Portfolio invests in futures contracts on individual commodities or commodity indices and options on them through the Portfolio's investment in the Dimensional Cayman Commodity Fund I, LTD., the "Subsidiary."

A commodity futures contract provides for the future sale by one party and the future purchase by the other party of a specified amount of a commodity, such as an energy, agricultural or metal commodity, at a specified price, date, time and place. A foreign currency futures contract provides for the future sale by one party and the future purchase by the other party of a certain amount of a specified non-U.S. currency at a specified price, date, time and place. An interest rate futures contract provides for the future sale by one party and the purchase by the other party of a certain amount of a specific interest-rate-sensitive financial instrument (debt security) at a specified price, date, time and place. Securities and commodities indexes are typically capitalization-or production-weighted, respectively. A securities index or commodities index futures contract is an agreement to be settled by delivery of an amount of cash equal to a specified multiplier times the difference between the value of the index at the close of the last trading day on the contract and the price at which the agreement is made. The clearing house of the exchange on which a futures contract is entered into becomes the counterparty to each purchaser and seller of the futures contract.

Payments, known as "variation margin", to and from the broker will be made daily as the currency, financial instrument or index underlying the futures contract fluctuates, making the long and short positions in the futures contract more or less valuable, a process known as "marking-to-market". As a result of the small margin deposit that is required, a small change in the market price of a futures contract can produce major losses.

At any time prior to the expiration of a futures contract, a Portfolio may elect to close the position by taking an opposite position, which will operate to terminate the Portfolio's existing position in the contract. Positions in futures contracts and options on futures contracts (described below) may be closed out only on the exchange on which they were entered into (or through a linked exchange). However, there is no assurance that an active market will exist at any particular time. Once the daily fluctuation limit has been reached in a particular contract, most futures exchanges restrict trades at a price beyond that limit or trading may be suspended for specified periods during the day. Such restrictions may prevent prompt liquidation of futures positions at an advantageous price, potentially subjecting the Portfolio to substantial losses. In such event and in the event of adverse price movements, the Portfolio would be required to make daily cash payments of variation margin. Losses incurred in futures transactions and the costs of these transactions will affect the Portfolio's performance.

The price volatility of commodity futures contracts has been historically greater than that for traditional securities, such as stocks and bonds, and there are a variety of factors associated with commodity futures contracts which may subject the Portfolio's investments in the contracts to greater volatility than investments in traditional securities.

Risks may arise upon entrance into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Portfolios could lose more than the initial margin requirements. A Portfolio entering into stock index futures is subject to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchange's clearinghouse, as counterparty to all exchange-traded

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futures, guarantees the futures against default. Risks may also arise upon entering into commodity-linked derivative instruments. The value of commodity-linked derivative instruments may be affected by changes in overall market movements, commodity index volatility, changes in interest rates or factors affecting an industry or commodity.

5. OPTIONS ON FUTURES CONTRACTS: The DFA Commodity Strategy Portfolio may purchase and write put and call options on foreign currency, interest rate and stock and commodity index futures contracts and may enter into closing transactions with respect to such options to terminate existing positions. There is no guarantee that such closing transactions can be effected; the ability to establish and close out positions on such options will be subject to the existence of a liquid market.

An option on a currency, interest rate or commodity or securities index futures contract, as contrasted with the direct investment in such a contract, gives the purchaser the right, in return for the premium paid, to assume a position in a futures contract at a specified exercise price at any time prior to the expiration date of the option. The writer of the option is required upon exercise to assume an offsetting futures position (a short position if the option is a call and a long position if the option is a put). Upon exercise of an option, the delivery of the futures position by the writer of the option to the holder of the option will be accompanied by delivery of the accumulated balance in the writer's futures margin account, which represents the amount by which the market price of the futures contract exceeds, in the case of a call, or is less than, in the case of a put, the exercise price of the option on the futures contract. The potential loss related to the purchase of an option on a futures contract is limited to the premium paid for the option (plus transaction costs). The value of the option changes daily and that change is reflected in the net asset value of the Portfolio.

The DFA Commodity Strategy Portfolio may enter into options and futures transactions for several purposes, including generating current income to offset expenses or increase return and as hedges to reduce investment risk, generally by making an investment expected to move in the opposite direction of a portfolio position. A hedge is designed to offset a loss in a portfolio position with a gain in the hedged position; at the same time, however, a properly correlated hedge will result in a gain in the portfolio position being offset by a loss in the hedged position.

6. COMMODITY-LINKED DERIVATIVES: DFA Commodity Strategy Portfolio may gain exposure to commodity markets by investing up to 25% of the Portfolio's total assets in the Subsidiary. The Subsidiary may invest without limitation in swap agreements, commodity options, futures, options on futures and structured notes. The prices of commodity-linked derivative instruments may move in different directions than investments in traditional equity securities, fixed income securities and commodity spot prices. The accompanying consolidated schedule of investments includes investments of DFA Commodity Strategy Portfolio and its wholly-owned Subsidiary. The accompanying consolidated schedule of investments includes investments of DFA Commodity Strategy Portfolio and its wholly-owned Subsidiary. As of 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.

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Credit default swaps involve greater risks than if the Portfolios had invested in the reference obligation directly, since, in addition to general market risks, credit default swaps are subject to illiquidity risk, counterparty risk and credit risk. A buyer also will lose its investment and recover nothing should no credit event occur and the swap is held to its termination date. If a credit event were to occur, the value of any deliverable obligation received by the seller, coupled with the up-front or periodic payments previously received, may be less than the full notional value the seller pays to the buyer, resulting in a loss of value to the Portfolio. When a Portfolio acts as a seller of a credit default swap, the Portfolio is exposed to many of the same risks of leverage since, if a credit event occurs, the seller may be required to pay the buyer the full notional value of the contract net of any amounts owed by the buyer related to its delivery of deliverable obligations.

The DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio may also enter into inflation swap agreements to seek inflation protection. Inflation swap agreements are contracts in which one party agrees to pay the cumulative percentage increase in a price index (the Consumer Price Index with respect to CPI swaps) over the term of the swap (with some lag on the inflation index), and the other pays a compounded fixed rate. Inflation swap agreements may be used by the DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio to hedge the inflation risk in nominal bonds (i.e., non-inflation-indexed bonds) thereby creating "synthetic" inflation-indexed bonds.

Among other reasons, one factor that may lead to changes in the values of inflation swap agreements are changes in real interest rates. Real interest rates are tied to the relationship between nominal interest rates and the rate of inflation. If nominal interest rates increase at a faster rate than inflation, real interest rates may rise, which may lead to a change in the value of an inflation swap agreement. Additionally, payments received by the DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio from inflation swap agreements will result in taxable income, either as ordinary income or capital gains, which will increase the amount of taxable distributions received by shareholders. Inflation swap agreements are not currently subject to mandatory central clearing and exchange-trading.

The DFA Municipal Real Return Portfolio may also enter into interest rate swaps to hedge against changes in interest rates. Interest rate swaps involve the exchange by the Portfolio with another party of their respective commitments to receive or pay interest (e.g., an exchange of fixed rate payments for floating rate payments) with respect to a notional amount of principal.

Uncleared swaps are typically executed bilaterally with a swap dealer rather than traded on exchanges. Parties to uncleared swaps face greater counterparty credit risk than those engaging in cleared swaps since performance of uncleared swap obligations is the responsibility only of the swap counterparty rather than a clearing house, as is the case with cleared swaps. As a result, a Portfolio bears the risk of loss of the amount expected to be received under a swap agreement in the event of the default, insolvency or bankruptcy of a swap agreement counterparty beyond any collateral received. In such an event, the Portfolio will have contractual remedies pursuant to the swap agreements, but bankruptcy and insolvency laws could affect the Portfolio's rights as a creditor.

The Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 (the "Dodd-Frank Act") and implementing rules adopted by the CFTC currently require the clearing and exchange-trading of the most common types of credit default index swaps and interest rate swaps, and it is expected that additional categories of swaps will in the future be designated as subject to mandatory clearing and trade execution requirements. Central clearing is intended to reduce counterparty credit risk and increase liquidity, but central clearing does not eliminate these risks completely. There is also a risk of loss by a Portfolio of the initial and variation margin deposits in the event of bankruptcy of the FCM with which the Portfolio has an open position, or the central counterparty in a swap contract. The assets of a Portfolio may not be fully protected in the event of the bankruptcy of the FCM or central counterparty because the Portfolio might be limited to recovering only a pro rata share of all available funds and margin segregated on behalf of an FCM's customers.

The Advisor and the Fund do not believe that a Portfolio's obligations under swap contracts are senior securities and, accordingly, the Portfolio will not treat them as being subject to the Portfolio's borrowing or senior securities restrictions. However, with respect to swap contracts that provide for the netting of payments, the net amount of the excess, if any, of the Portfolio's obligations over its entitlements with respect to each swap contract will be accrued on a daily basis and an amount of segregated assets having an aggregate market value at least equal to the accrued excess will be maintained to cover the transactions in accordance with SEC positions. With respect to swap contracts that do not provide for the netting of payments by the counterparties, the full notional amount for which the Portfolio is obligated under the swap contract with respect to each swap contract will be accrued on a daily basis and assets

------

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:

---

| | |
|:---|:---|
|  | **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:** DFA LTIP PORTFOLIO

- **b. EDGAR series identifier (if any):** S000033394

- **c. LEI of Series:** 5493002LL7DG39YNJG30

**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:** $400736486.78

**Total Liabilities:** $48586.93

**Net Assets:** $400687899.85

**Cash Not Reported:** $2113357.48

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000102640 | -2.39%               | 2.00%                | -1.51%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $-10375481.37                              |
| Month 2  | $0.00                    | $5423717.11                                |
| Month 3  | $0.00                    | $-8434093.95                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United States Treasury | U.S. Treasury Inflation-Indexed Bonds | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 222153502 | PA      | $116040062.14 | 28.96%            | 2052-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Inflation-Indexed Bonds | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 203309656 | PA      | $115910971.96 | 28.93%            | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Inflation-Indexed Bonds | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63787361 | PA      | $49595862.44  | 12.38%            | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Inflation-Indexed Bonds | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 217213209 | PA      | $116135581.28 | 28.98%            | 2051-02-15      | Fixed         | 0.13%                 | 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